similar to: Time series plot

Dear r-users, Suppose I have two data sets data set-1 Date height ------------------------ 1/11/2005 10 2/11/2005 23 3/11/2005 54 4/11/2005 21 5/11/2005 22 data set-2 weight -------- 32 45 11 Now I want to combine this two data sets. i.e. i want to see: Date height weight ------------------------------------------- 3/11/2005 54

Dear aDVISOR, Hope I am not disturbing you. Can you tell me how I can perform Multivariate Garch analysis in R. Also please, it is my humble request let me know some resource materials on Multivariate Garch analysis itself. Sincerely yours, -- Arun Kumar Saha, M.Sc.[C.U.] S T A T I S T I C I A N [Analyst] Transgraph Consulting [www.transgraph.com] Hyderabad, INDIA Contact # Home:

Dear all R users, I want to insert the R logo in every graphic that I made in my Statistical analysis using R. Can anyone tell me whether is it possible or not and if possible how to do this? your help will be highly appreciated. Thanks and Regards, Arun [[alternative HTML version deleted]]

Dear all, I have a variable 'x' like that: > x [1] "2005-09-01" Here, 2005 represents year, 09 month and 01 day. Now I want to create three variables naming: y, m, and d such that: y = 2005 m = 09 d = 01 can anyone tell me how to do that? Regards, [[alternative HTML version deleted]]

Hello, I'm using fArma package to estimate the value of Hurst exponent using R/S method. However, for a certain set of data I get H ~ 1.8. How do I interpret this? Following are the output that I get for this set: > mean(data[,2]) [1] 400.5433 > sd(data[,2]) [1] 1139.786 > > rsFit(data[,2], levels = 64) Title: Hurst Exponent from R/S Method Call: rsFit(x = data[, 2], levels

Hi, Any folks on this list who have installed CentOS 6.3 on the new Dell Poweredge R815 servers? How was your experience? Thanks -Surya -- Surya Saha Department of Plant Pathology and Plant-Microbe Biology Cornell University, NY, USA http://www.linkedin.com/in/suryasaha

Hi all, I am wondering how to write a 'list' object to a file. I already gone through some threads like http://mail.python.org/pipermail/python-list/2001-April/080639.html, however could not trace out any reliable solution. I tried following : > write.table(calc, file="c:/data.csv") Error in data.frame("200501" = c(-0.000387071806652095, -0.000387221689252648, :

Hi all, I wrote some user defined function for my own. Now I want to get a mechanism so that every time I start R, those function will automatically be loaded in R without manually copying pasting. Can gurus here pls tell me how to do that? Or I have to build my own packages bundled with those functions. However I am not familiar in writing R package yet. Regards, [[alternative HTML version

Dear all R users, I am wondering whether there is any way to replace all "NA" values in a data frame by some numerical value, suppose 1000? Thanks and Regards [[alternative HTML version deleted]]

Hi, I am new to Icecast open source project and I would like to contribute into this open source project. Looking for some kind of guidelines how to get started and where to browse for the open issues or features to look into. Any kind of help would be much appreciated. - Sourav Saha -------------- next part -------------- An HTML attachment was scrubbed... URL:

Here I am in a simulation study where I want to find different values of x and y such that f(x,y)=c (some known constant) w.r.t. x, y >0, y<=x and x<=c1 (another known constant). Can anyone please tell me how to do it efficiently in R. One way I thought that I will draw different random numbers from uniform dist according to that constraints and pick those which satisfy f(x,y)=c. However

Hello, I'm an absolute beginner with R. I'm hoping to do some time-series analysis on my data. The data looks like #time value 18 153 20 426 70 7 83 130 84 7 and so on where time could be in seconds or hours or days (not all at the same time). How could I import such a file to R and do some simple stuff (say plot the values)? As per the tutorials on time series, I could use the ts()

Dear all, It is not a R related problem rather than statistical/mathematical. However I am posting this query hoping that anyone can help me on this matter. My problem is to get the Geometrical Interpretation of Eigen value and Eigen vector of any square matrix. Can anyone give me a light on it? Thanks and regards, Arun [[alternative HTML version deleted]]

Dear all r-users, Suppose I have two data frame: A 1 3 4 5 2 and B 5 6 3 5 Now I want combine this two data frames without losing any value from either data frame. More precisely I want to see A B 1 5 3 6 4 3 5 5 2 NA I tried with cbind function but failed, as it only works when two data frames have equal number of rows. Can anyone suggest me any code that can be used for any

Dear all R-users, I would like to draw a tangent of a given function for a particular (given) point. However the straight line representing it should not cut any axis, it should be a small line. Can anyone tell me how to do this? Thanks, Arun [[alternative HTML version deleted]]

Suppose I have a Variance-covariance matrix A. Is there any fast way to calculate correlation matrix from 'A' and vice-versa without emplying any 'for' loop? [[alternative HTML version deleted]]

There is "if-else" loop if I have to choose 1 item from a 2-item list. However if I have a list of 4 items (let say) then how i can choose a single item without employing 'if-else' loop? I mean in VBA I can use "select-case", is there any equivalent in R as well? Regards, [[alternative HTML version deleted]]

This happened two or three weeks ago and it's happening again. Spammers are using Nabble to attack R-Help. The psts are signed radhi and the posts' titles are taken from previous posts and therefore seem authentic but all messages end with "click here". I suggest you don't. And don't rply to this "radhi" And again on a weekend. Rui Barradas

Folks, Is there any implementation available in R for the simultaneous selection of lag order and rank of a nonstationary VAR as described in Chao & Phillips (1999): Model selection in partially nonstationary vector autoregressive processes with reduced rank structure, J. Econ. (91). Or any other systematic procedure for the consistent selection of lag order and cointegration rank? I

Hi, I am using icecast 2.3.2 and I'm not in position to upgrade the version right away since this version is already in use. Please let me know if you need any additional details for this issue. Nevertheless if there is any potential fix has gone towards this part of code in later versions, I can just use that patch in my current code base. Also I'll try to catch up on Freenode but