similar to: Covariance matrix calc method question

R-helpers: I tried googling and couldn't find anything. I have a function I am sourcing into R that does some calculations to generate a simulated dataset. I currently have a a list set up to store the outputs from the function and a plot of one of them (a set of ordered pairs) like this: foo<-function(x,y,z){ ## do some work here ## list(x=x,y=y,z=z,output1=output1,output2=output2,

Dear R-users, in the last days I have been trying to estimate a normal linear model with equality and inequality constraints. Please find below a simple example of my problem. Of course, one could easily see that, though the constraints are consistent, there is some redundancy in the specific constraints. Nevertheless my actual applications can get much larger and I would not like to manually

Hi All, Apologies for the simplicity of my question, but I would be grateful for any advice. Thanks I'm trying to put the output from a for loop into a data frame, however I have not been successful. The steps I have taken are: *R-code:* >for (k in 1:(nt-1-n0) ){ > n<- n0-1+k > lam=n/nt > Q=x[n] > output1<-data.frame(cbind(k,n,lam,Q)) > output1 > }

Hi I want to sum over one of the dimensions of a n x k1 x k2 array in which each column is the product of the corresponding columns from two matrices with dimensions n x k1 and n x k2. I can see two approaches: a loop on k1 and a loop on k2. But I cannot figure a solution that avoids the loop? Is it possible? (I don't refer to apply or lapply etc either as they are just hidden loops so,

Hi, (apologies for cross-posting) SolutionMetrics is presenting Introductory & Intermediate R and S+ courses in Brisbane, Melbourne & Sydney - March & April 2013. S+ FinMetrics course in Sydney - June 2013. More info below. Course Schedule - Click Here<http://bit.ly/13lJ4ag> To book, please email enquiries@solutionmetrics.com.au<mailto:enquiries@solutionmetrics.com.au>

Dear R helpers! Let me first wish all of you "Merry Christmas and Very Happy New year 2011" "Christmas day is a day of Joy and Charity, May God make you rich in both" - Phillips Brooks ## ---------------------------------------------------------------------------------------------------------------------------- I have a process which generates number of outputs. The R code

Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for

Appologies for cross-posting Dear R users, I am using R2WinBUGS to call WinBUGS from R. After loading data, model, and initial values I call this command res <- bugs(data = dfile, inits = list(ifile), parameters.to.save = c("beta"), model.file = mfile, working.directory = tdir, n.thin = nthin, n.chains = 1, n.iter = niterations*nthin, n.burnin = 0, DIC = F, debug = T,

Hello, I'm new to R and would like to know how to create a vector of "rolling sums". (I have seen the Rmetrics package and the rollMean function and I would like to do the same thing except Sum instead of Mean.) I imagine someone has done this, I just can't find it anywhere. Example: x <- somevector #where x is 'n' entries long #what I would like to do is: x1

Hi all, I have a function - let's call it "myfunction". This function is based on some random number generator. Now, once in a while the function will break/crash depending on the random number it generate inside the function. To avoid the problem, what I intend to do is the following: 1. Catch the try-error using class. 2. Redo the function if it returns "try-error" 3.

Hello List, I've done some cursory searching but (so far) have struck out. Does anyone know if the R version of the S+ FinMetrics package is available? Best, Bill Vedder

I'm trying to figure out how to repeat a series of commands in R and have the outputs added to a dataframe after each iteration. My code starts this way... a<-read.csv("File1.csv") b<-read.csv("File2.csv")

Finmetrics (in S-PLUS) has teh functions "positions" (return the positions of an ordered data object). Is there an equivalent to it in Remtrics? I am applying it to teh data of a time series.

please !, what is the R equivalents for the S-plus package : S+FinMetrics thanks hassan [[alternative HTML version deleted]]

Hello! I need some help, because I don't know how this error means: Error: variables ?Output1?, ?Output2?, ?Output3?, ?Output4?, ?Output5? were specified with different types from the fit Execution halted Can you help me? Thank You

Here is what I do. It gets explained step by step. At the end of this mail you will find my references used in the text by [0] and so on. - starting with initial setup - getdriverdir NT x86 - uploading files with smbclient prompt; cd W32X86 - addriver - addprinter - debian:/scratch/W32X86# rpcclient debian -d 1 -A /scratch/authfile.txt -c "enumdrivers" -

Hi, I apologize in advance if this is the wrong area to post this message. I would like to know if there is an "R" equivalent for the "S+finMetrics" package? I'd like to be able to use "R" to go through the examples provided in the book "Modeling Financial Time-Series with S-Plus" (E. Zivot and J. Wang). I was told that "R" and

Hi,there I'm doing some R batch jobs in Unix. Something like R <prog1> output1 --save & R <prog2> output2 --save & prog1 and prog2 are running at the same time and they are essentially same except it contains different parameter values. I was wondering if two processes will affect each other? Hopefully they are two independent jobs. It's a beginner's question

Is there a function in R that is equivalent to S-PLUS's seriesMerge(x1, x2, pos="union") where x1, and x2 are of class timeSeries seriesMerge is in S-PLUS's finmetrics. I looked into R's mergeSeries (in fSeries part of Rmetrics) but I could not make it behave quite the same. In R it expected a timeSeries object and a matrix of the same row count. In S-PLUS when using the

Dear R forum I have one stupid question, but I have no other solution to it in sight? Suppose some R process creates graphs etc alongwith main output as data.frame e.g output1 = data.frame(bands = c("A", "B", "C"), results = c(74, 108,  65)) I normally save this output as some csv file. But I need to save this output as some image (I understand this is weird,