similar to: R codes for g-and-h distribution

Hi , Does any one know how to split a character vector , I have a vector X that looks like this and each row has 3 characters X ASK DGH ASG AUJ FRT I would like to split the vector into 3 vectors that look like this X1 X2 X3 A S K D G H A S G A U J U R T thanks -- View this message in context: http://www.nabble.com/How-to-split-a-character-vector-into-3-vectors-tp21939492p21939492.html

hi! i send again my question because there was a problem earlier that someone did not see my attached file. If you really can't download it, this is the attached file. Please help me how to convert this S plus file to R. Is there a quick method to do it? I don't have an S plus installer here. --------------------------------------------------- # Computes a possible choice for

Hi, Is it possible to perform a search without flushing the index? I've got an application that updates the index every 4 hours but I need to be able to search the new data fairly quickly after the index is updated. The problem revolves around the fact that the update is often much less than 10 000 documents so it isn't being flushed until quite a bit latter. I realise I can do a flush

https://bugzilla.mindrot.org/show_bug.cgi?id=1770 Summary: circular dependencies prevent building on platforms without strlcpy, vasprintf Product: Portable OpenSSH Version: 5.5p1 Platform: All OS/Version: All Status: NEW Severity: normal Priority: P2 Component: Build system

Are you in Salt Lake City? We''ll be having an ''unofficial'' Birds of a Feather (BOF) session Wednesday evening the 14th, from 5:30pm to 7:30pm, at the Salt Lake Marriott Downtown City Creek 2nd floor Snowbird Rm. We''ve had a really busy year with some great progress around Lustre development in particular! Also some new important participants have joined. Lots

Dear all We've been running sucessfully a 2.2.8a Fileserver, member of our NT domain, authentication with winbind, on a Solaris box. As I've experienced stability issues with winbind and some minor problems with missing unicode support, I'm very happy that these problems hopefully will be gone with version 3. Now I noticed, that it seems not to be possible any longer to have an

A while back Gabor Grothendieck suggested that I try http://news.gmane.org/gmane.comp.lang.r.general. This was after I asked how to easily reply to posts on the listserve. Ideally I would like the functionality that I find in Microsoft Outlook Express newsreader for usenet groups or what I find in Google Groups. I started using gmane about 3 weeks ago. I find it fantastic for searching and for

I'm happy to be able to announce that Xapian 1.3.4 is now available. Please note that 1.3.x releases are development releases - they are made to encourage earlier and wider use and testing of new and changed code. Our record with 1.1.x was very good - all the bugs I am aware of were either in new features, or were also present in the corresponding 1.0.x release. But if you main concern is

Hi, I try to understand how the generalized hyperbolic distribution is standardized. One reference is the rugarch vignette, page 16-18: http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf I looked at the code of the dsgh function in the fBasics package: > dsgh function (x, zeta = 1, rho = 0, lambda = 1, log = FALSE) { if (length(zeta) == 3) {

Dear all, I'd like tweaking the ... arguments that one user can pass in my function for fitting a model. More precisely, my objective function is (really) problematic to optimize using the "optim" function. Consequently, I'd like to add in the "control" argument of the latter function a "ndeps = rep(something, #par)" and/or "parscale =

I've just noticed that new indexes no longer have position.{DB,baseA,baseB} files, all previous indexes (I roll indexes every week using xapian-compact) have the position files. The index seems to work but it is returning some odd results, for example if I run a query with the phrase "machine learning" it mostly returns documents containing "machine learning" but it also

Hi! This is a repost of an earlier message (with a clearer example demonstrating the problem I ran into). If you run the mle example in stats4 library(stats4) x <- 0:10 y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8) ll <- function(ymax=15, xhalf=6) -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE)) (fit <- mle(ll)) plot(profile(fit),

Hi I have the following formula (I hope it is clear - if no, I can try to do better the next time) h(x, a, b) = integral(0 to pi/2) ( ( integral(D/sin(alpha) to Inf) ( ( f(x, a, b) ) dx ) dalpha ) and I want to do an mle with it. I know how to use mle() and I also know about integrate(). My problem is to give the parameter values a and b to the

Hi, When using method L-BFGS-B along with a parscale argument, should the lower and upper bounds provided be on the scaled or unscaled values? Thanks. Cheers, -- Seb

Hi I am trying to recover the hessian of a problem optimised with box-constraints. The problem is that in some cases, my estimates are very close to the boundary, which will make optim(..., hessian=TRUE) or optimHessian() fail, as they do not follow the box-constraints, and hence estimate the function in the unfeasible parameter space. As a simple example (my problem is more complex though,

I'm looking for advice on manipulating parameters that are going to be passed through to another function. Specifically, I am working on my version of "mle", which is a wrapper for optim (among other optimizers). I would prefer not to replicate the entire argument list of optim(), so I'm using ... to pass extra arguments through. However: the starting values are

Dear all I've got the dataset data:2743;4678;21427;6194;10286;1505;12811;2161;6853;2625;14542;694;11491; ?? ?? ?? ?? ?? 14924;28640;17097;2136;5308;3477;91301;11488;3860;64114;14334 I know from other testing that it should be possible to fit the data with the exponentialdistribution. I tried to get parameterestimates for the exponentialdistribution with R, but as the values of the parameter

All: I am getting an error code from the optimization function. The code is Error in optim(p,fun.LLike, lower=low, upper = up, method = "L-BFGS-B", : non-finite finite-difference value [0] If I add a trace=6 option to my control list the last message before this error is: At X0, 0 variables are exactly at the bounds Any ideas on where I should start would be

Dear R users, I have a problem for which my objective function depends on both discrete and continuous arguments. The problem is that the number of combinations for the (multivariate) discrete arguments can become overwhelming (when it is univariate this is not an issue) hence search over the continuous arguments for each possible combination of the discrete arguments may not be feasible. Guided

hi to all! (Q1): I'd like to ask where can i find aggregateSeries and seriesData in R packages? (Q2): how can i perform these Splus commads in R? e.g. annualMax.sp500 = aggregateSeries(-spto87,by="years",FUN=max) hist(seriesData(annualMax.sp500)) (Q3): is the method of probability-weighted moments available in evir package? Thanks! Filame