similar to: precision of zero in R

Dear all I solved a problem of customised labels on strips and boxes in bwplot by this construction. > bbb <- bwplot(zavoj ~ typmleti | pu) > bbb$condlevels$pu <- c("Povrchov? ?prava", "Bez PU") > bbb$x.limits <- c("Mleto", "Mleto a s?tov?no", "Nemleto") > bbb but I wonder if some other easy option exist. Let say something

Hello, I'd appreciate your comments on the following problem I'm having, please forgive me if this is something obvious, I've been scratching my head on this for a while: I have Asterisk+Kamailio setup where I'm currently testing inbound calls from outside. I have both webrtc and sip clients, where webrtc peers are defined according to sip.js instructions (

Hello, I have a problem with a call between 2 webrtc clients. Asterisk removes the ice-related lines from the sdp when it sends the INVITE out, and the called webrtc client rejects the INVITE due to the missing ice lines. Both webrtc clients are defined exactly the same way, same values in all fields except the number of the peer. There's probably something I've changed that causes this

Dear all, curve(x^3*(1-x)^7, from = 0, to = 1) works as expected but, omitting the "xlim" or the "to" and "from" arguments and calling "curve" more than once: par(mfrow = c(2,2)) for (i in 1:4) curve(x^3*(1-x)^7) gives an expected (al least to me) result. Note also that a "pu" object is returned by curve > pu [1] -0.1802445 1.1802445

Greetings, I've noticed a problem that might originate from my Asterisk configuration, could use a hand in sorting it out. Problem is a 488 response from Asterisk whenever it gets RTP/SAVPF profile in the SDP. My current setup has Asterisk Kamailio realtime integration, and Kamailio uses dispatcher to route calls for Asterisk to handle. Now I have only one Asterisk, on the same machine as

hi all, I have a Class, Client, which has_many projects (Project class). the projects depend on a session_id variable, however. So the question is, how can I do the following: has_many :projects, :finder_sql => "SELECT p.* FROM projects p INNER JOIN projects_users pu ON pu.project_id = p.id WHERE pu.user_id = #{session[:user_id]}" The problem is that I need to filter a

Dear all, I want to equalize a symbolic derivative (of a function with two variables) with zero and convert it to a variable, e.g. x. I'm computing the derivative by: (found it in the archive) library(Ryacas) f <- function(x,y) (100-x-y)*x-10*x yacas(f) # register f with yacas Df <- f body(Df) <- yacas(expression(deriv(f(x,y),x)))[[1]] Df R-Output: function (x, y) 100 - x - y -

R Help on 'chisq.test' states that "if 'simulate.p.value' is 'TRUE', the p-value is computed by Monte Carlo simulation with 'B' replicates. In the contingency table case this is done by random sampling from the set of all contingency tables with given marginals, and works only if the marginals are positive... In the

Hi, I noticed that my Samba 4 DC isn't OK, because the are differences between the data storaged int he Schema on my Windows Server 2008 (isn't R2) DC and Samba 4 DC. This way, I performed several tests on my servers as shown below. Follow the results of command repadmin in the Windows Server 2008: C:\Windows\system32>repadmin /showreps /verbose Default-First-Site-Name\WIN-DC1

Folks, I am having major performance issue with my Erlang application running on openstack KVM hypervisor and after so many test i found something wrong with my KVM guest CPU Topology This is KVM host - http://paste.openstack.org/show/790120/ This is KVM guest - http://paste.openstack.org/show/790121/ If you carefully observe output of both host and guest you can see guest machine threads has

Thanks for the support. Here's list of when transition to battery with return to utility power within a few seconds occurred in last few days: Wednesday 1:41 11:48 11:54 12:59 13:42 14:42 18:13 18:14 Thursday 5:23 Friday 5:12 7:39 7:43 Saturday 7:34 Here's list of when messages that battery needs replacement occurred: Wednesday 20:34 Thursday 9:07 23:09 Friday 18:25 Saturday 7:32 19:47

I would like to simulate some SARIMA models, e.g. a SARIMA (1,0,1)(1,0,1)[4] process. I installed the package 'forecast', where the function simulate.Arima should do what I am trying to do. I am not able to understand how it works Could somebody help me with an example? thank you Stefano Sofia AVVISO IMPORTANTE: Questo messaggio di posta elettronica pu? contenere informazioni

Hello! I am struggling for quite some time with proper printing of local characters in pdf plot, via Sweave snippets in Rnw file. When I am working directly within R, all is fine and I can get local character properly, like: pdf('figs/fig-relativeEntropy0.pdf', h=6, w=6, encoding='CP1250') matplot(par[, c(3)], type='b', ylim=c(0,0.5), xaxt='n', pch=c(21),

On 21/03/2018 11:44 AM, Stefano Sofia wrote: > Dear list users, > let me ask you this trivial question. I worked on that for a long time, by now. > Suppose to have a data frame with NAs and to sum some columns with rowSums: > > df <- data.frame(A = runif(10), B = runif(10), C = rnorm(10)) > df[1, ] <- NA > rowSums(df[ , which(names(df) %in%

Dear R list users, the singluar value decomposition of a symmetric matrix M is UDV^(T), where U = V. La.svd(M) gives as output three elements: the diagonal of D and the two orthogonal matrices u and vt (which is already the transpose of v). I noticed that the transpose of vt is not exactly u. Why is that? thank you for your attention and your help Stefano AVVISO IMPORTANTE: Questo messaggio di

Dear list users, if within a function I first define a matrix mymat <- matrix(NA, nrow=m, ncol=n) and somewhere afterwards by mistake mymat <- c(1,2,3) this second command deletes the first one. How can I make sure that within the function mymat will always remain the matrix defined at the beginning, without possibility of changing it throughout the code? Secondly, is it possible to define

Dear Jim and dear Enrico, thank you for your replies. Unfortunately your hints didn't solve my problem, and I am getting mad. Can I show you my whole process? I will be as quick as possible. I start from a data frame called Snow of the form year month day hh mm hs 2007 11 19 0 0 0.00 2007 11 19 0 30 0.00 2007 11 19 1 0 0.00 2007 11 19 1 30 0.00 2007 11 19 2 0 0.00 2007 11 19 2 30 0.00 2007 11

Dear R community, I am trying to create a matrix of permutations of a vector: bands <- c("AL", "B", "DB", "DG", "G", "K", "LB", "LG", "MG", "O", "P", "PI", "PK", "PU", "R", "V", "W", "Y") Each permutation must be 4

Dear R-list users, I need to use strptime because I have to deal with date with hours and minutes. I read the manual for strptime and I also looked at many examples, but when I try to apply it to my code, I always encounter some problems. I try to change the default format, with no success. Why? How can I change the format? 1. init_day <- as.factor("2015-02-24-00-30")

Dear list users, let me ask you this trivial question. I worked on that for a long time, by now. Suppose to have a data frame with NAs and to sum some columns with rowSums: df <- data.frame(A = runif(10), B = runif(10), C = rnorm(10)) df[1, ] <- NA rowSums(df[ , which(names(df) %in% c("A","B"))], na.rm=T) If all the elements of the selected columns are NA, rowSums