similar to: Loop and cbind

Hello All I am having a bit of trouble formatting my HTML with the desired number of digits after the decimal place. Am I doing something wrong/misunderstanding or is it a bug? Looking at the example supplied with ?HTML.data.frame: HTML(iris[1:2,1:2],nsmall=c(3,1),file="") Gives html output that includes the lines: </tr> <tr><td

using an example from r online help > state <- c("tas", "sa", "qld", "nsw", "nsw", "nt", "wa", "wa", "qld", "vic", "nsw", "vic", "qld", "qld", "sa", "tas", "sa", "nt", "wa", "vic",

I submitted this to rmetrics help list as well... I've been using R-2.4 with Rmetrics successfuly for a year or two. I recently moved to Ubuntu Linux 8.04, loaded R via apt-get install R-base etc. etc... then in the R interface i ran install.packages("fMultivar"), chose the CRAN mirror and it loaded fMultivar and all the required dependecies. However, when I try to run the same

Hi R guru coders I wrote a bit of code to add a new column onto a "topTable" dataframe. That is a list of genes processed using the limma package. I used a for loop but I kept feeling there was a better way using a more vector oriented approach. I looked at several commands such as "apply", "by" etc but could not find a good way to do it. I have this feeling there

Hi R, I wanted to know how do we access the elements of a list. In particular, v=list(c(1,2,3,4,5),c(1,2,33,4,5),c(1,2,333,4,5),c(1,2,3333,4,5)) I want to access all the thirds items of the elements of the list. i.e., I want to access the elements, 3,33,333,3333. This can be done through sapply as: sapply(v,function(x) x[3]) But I need to access this without using

Dear All, It is not a typical R question (though I use R for this) but I thought someone will help me. For the list of P values, I have calculated FDR using p.adjust() in R (bioconductor). But my FDR values are same for all the P values. When do we get same FDR values? Does the smallest P values should less than 1/N? (where N is the number of P values) Thanks in advance. Kind regards, Ezhil

Hello All I cannot close R easily: > > q() Error in .Last() : could not find function "finalizeSession" > This seems to have started after I used the R.utils package. If I load the R.utils package I can close R successfully. But I do not want to have to do this every time I run R. Is there any way I can switch off /reverse this behaviour? (I have had a look in the

hi, Could anyone help me in solving the following error: I have 5 stocks returns data (returns) EWMA = matrix(nrow=T,ncol=5) # create a matrix to hold the covariance matrix for each t lambda = 0.94 S<-cov(returns) # initial (t=1) covariance matrix EWMA[1,] = c(S)[c(1,4,2)] ---ERROR # extract the variances and covariancefor (i in 2:T) { # loop

Hello, I would like to use the function EWMA() in the fMultivar Package and I have a series of data x, which is the returns series. Basically, I would like to get the variance estimation using EWMA. I am trying something like EWMA(x, lambda) and I have a couple of questions: Should x be the returns series or price series in my case? When I get the result, there are the same numbers of data

So for mergeable bufs, we use ewma machinery to guess the correct buffer size. If we don't guess correctly, XDP has to do aggressive copies. Problem is, xdp paths do not update the ewma at all, except sometimes with XDP_PASS. So whatever we happen to have before we attach XDP, will mostly stay around. The fix is probably to update ewma unconditionally. -- MST

So for mergeable bufs, we use ewma machinery to guess the correct buffer size. If we don't guess correctly, XDP has to do aggressive copies. Problem is, xdp paths do not update the ewma at all, except sometimes with XDP_PASS. So whatever we happen to have before we attach XDP, will mostly stay around. The fix is probably to update ewma unconditionally. -- MST

Hi All, I have 5 stock values and i am calculating EWMA followed the logic as given ind following link.[ http://www.orecastingfinancialrisk.com/3.html<http://www.forecastingfinancialrisk.com/3.html> ] library('tseries') returns[,1]<-returns[,1]-mean(returns[,1]) returns[,2]<-returns[,2]-mean(returns[,2]) returns[,3]<-returns[,3]-mean(returns[,3])

Hello, I need to calculate a moving average and an exponentially weighted moving average over a fairly large data set (500K rows). Doing this in a for loop works nicely, but is slow. ewma <- data$col[1] N <- dim(data)[1] for(i in 2:N){ data$ewma <- alpha * data$ewma[i-1] + (1-alpha) * data$value[i] } Since the moving average "accumulates" as we move through the data,

I have the ewma function as shown below. I think I copied it from an oldSplus help page on filter and then modified it with a lot of help from Achim. ewma<-function(x,lambda = 1, init = x[1]) { rval<-filter(lambda*coredata(x),filter=(1-lambda),method="recursive",ini t=init) rval<-zoo(coredata(rval),index(x)) rval } It sort of works but , if there are NA values in the input

Hello Everyone I have just upgraded my PC to Windows 7 (64 bit) and I have installed R 2.12.2. R seems to be working fine. I am having problems getting RWinEdt working with it though. I have tried installing WinEdt 6.0 and WinEdt 5.5. But both fail with the same error using R as 64 bit or 32 bit. I install the package using Administrator rights. > library(RWinEdt) Warning message: In

hi all : the code pasted below runs but then, a dput on rollmeandifflogbidask gives me what is below the code. the structure of rollmeandifflogbidask is a zoo object but with a "frequency" so it's not the same structure as the original actual diff and this really causes things to blow up in later code. i'm sure gabor and achim know what to do but in the case that they are not

Hello All I am trying to get the JRI examples from rJava to work on Windows XP and failing. (And as a more general and connected question is there any review/summary of front-end software for R?) I have installed rJava from the Windows binary supplied. I compile and run the example supplied (rtest.java) and get the results below. I do not think the notes about a deprecated API are a problem. But

here''s the output : # tc -s -d class show dev eth0 class cbq 1: root rate 10Mbit cell 8b (bounded,isolated) prio no-transmit/8 weight 10Mbit allot 1514b level 2 ewma 5 avpkt 1000b maxidle 23us Sent 294 bytes 7 pkts (dropped 0, overlimits 0) borrowed 0 overactions 0 avgidle 605 undertime 0 class cbq 1:10 parent 1:1 leaf 10: rate 100Kbit cell 8b prio 1/1 weight 100Kbit allot 1600b

Hi Jenny If you want a general solution I understand. However I just downloaded the file fine (as far as I can tell) so you are welcome to have a copy. I can email it to you if you want. I do not think your test for NA is valid. i.e if(test != "NA"){ } I think you should use if(is.na(test)){ } Or something similar. J --- John Seers Institute of Food Research Norwich

Dear R People: Now I have a function with 3 graphics windows. I'd like for them all to be visible. However, the first window goes blank. Here is the basic setup. The first plot is the entire series. The user selects two points, which in turns generates a subset plot and an EWMA subset plot. Finally, if things worked right, the user should be able to click on "Tile Vertically"