similar to: error: unused arguments

Hi, what is the recommended way to vertically concatenate 2 data frames with the same column names but different number of rows? My problem is something along these lines: df1 <- data.frame(var1=var1,var2=var2,var3=var3) # nrow(df1)=1000 df2 <- data.frame(var1=var4,var2=var5,var3=var6) # nrow(df2)=2000 I tried df <- c(df1,df2), no success. stack does not seem to be appropriate

Hi, is there any function in R that shifts elements of a vector to the opposite direction of what Lag() of the Hmisc package does? (something like, Lag(x, shift = -1) ) Thanks Zava -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}

Hi I rbind data frames in a loop in a cumulative way and the performance detriorates very quickly. My code looks like this: for( k in 1:N) { filename <- paste("/tmp/myData_",as.character(k),".txt",sep="") myDataTmp <- read.table(filename,header=TRUE,sep=",") if( k == 1) { myData <- myDataTmp } else{ myData

Hi, i am trying to connect to a DB2 server using the DBI library. getData <- function() { driver <- dbDriver("DB2") conn <- dbConnect(driver,"server","uname","pword") data <- dbSendquery(conn, "select etc.") } When I run the function, i get the error > data <- getData() Error in

Hi, I have a list myList (see below) that consists of id's $'7',....,$'10' and each id has an individual array, the length of which can vary from id to id. How can I convert this list into an array, ie. stacking the individual arrays into one large array? Thanks Zava myList: $`7` [1] 20050201 20050301 20050401 20050501 $`8` [1] 20050201 20050301 20050401

Hi, I am just starting to play with R. What is the recommended manner for calculating time spans between 2 dates? In particular, should I be using the "chron" or the "date" package (so far I just found how to calculate a timespan in terms of days)? Thanks Zava -------------------------------------------------------- This is not an offer (or solicitation of an offer) to

Hi, I would like to generate below triangular matrix for some a. 0 0 0 0 0 0 1 0 0 0 0 0 a 1 0 0 0 0 a^2 a 1 0 0 0 a^3 a^2 a 1 0 0 a^4 a^3 a^2 a 1 0 What's an efficient way to do this? (this matrix being KxK, K very large) Thanks Zava -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}

Hi, I have a file fileFoo.R, say that contains these two lines, invoking function foo that is specified in "foo_details.R": source("foo_details.R") foo(parameter1) I want to specify and pass parameter1 in my command line when invoking R in linux: R --no-save <fileFoo.R. How can I do that? And how can I retrieve the value of parameter1 in my fileFoo.R function

I am constructing plots ( regular not lattice ) and my initial command is par(mar=c(3,4,2,2), mfcol=c(5,2)) and then I create 10 plots on the page. It looks great but the plots on the page go in the order 1 6 2 7 3 8 4 9 5 10 Where the numbers denote decile breakdowns. Is there an easy way to make them go from left to right so 1 2 3 4 5 6 7 8 9 10 I could try

Hello - Here's what I'm trying to do. I want to fit a time series y with ARMA(1,1) + GARCH(1,1), there are also an exogeneous variable x which I wish to include, so the whole equation looks like: y_t - \phi y_{t-1} = \sigma_t \epsilon_t + \theta \sigma_{t-1} \epsilon_{t-1} + c x_t where \epsilon_t are i.i.d. random variables \sigma_t^2 = omega + \alpha \sigma_{t-1}^2 + \beta

Hi all, I was trying to convert a data frame to a zoo object so I can use some time series functions like lag(). But it seems then everything became a factor, so I have to convert it back to numeric to run the correct regressions. Is there a way to avoid it? Here is an example: ############################# a <- data.frame(nn =as.character(c("a", "b", "c",

I just noticed something by accident with R syntax that I'm sure is correct but I don't understand it. If I have a simple numeric vector x and I subscript it, it seems that I can then subscript a second time with TRUE or FALSE, sort of like a 2 dimensional array in C. Does someone know if this is documented somewhere Because it's neat but I never knew it existed. To me it seems like a

does anyone know how to put a column name on a zoo object. I think achim and gabor are off line or they have gotten totally tired of me an decided to ignore me ( which is totalyy understandable ). logbidask<-log((aggfxdata[,"bid"] + aggfxdata[,"ask"])/2.0) logbidask doesn't have a name and I can't figure out how to get one on it ? aggfxdata is a zoo object.

I am trying to run separate regressions for different groups of observations using the lapply function. It works fine when I write the formula inside the lm() function. But I would like to pass formulae into lm(), so I can do multiple models more easily. I got an error message when I tried to do that. Here is my sample code: #generating data x1 <- rnorm(100,1) x2 <- rnorm(100,1) y <-

I have index ( of a vector ) values of say tempin<-c(1 31 61 91 121 all the way upto 1411) What I want is a function that takes in a number say, x = 5, and gives me an new vector of tempout<-1 6 31 36 91 96 121 126 .......... 1411 1416 This can't be so hard but I can't get it and I've honestly tried. Obviously, tempin + 5 gives me the missing values but I

Dear all R users, I have a small doubt about panel data analysis. My basic understanding on Panel data is a type of data that is collected over time and subjects. Vector Autoregressive Model (VAR) model used on this type of data. Therefore can I say that, one of statistical tools used for analysis of panel data is VAR model? If you clarify my doubt I will be very grateful. Thanks and regards,

I have a vector of character strings such as mainnames<-c("CAD","AUD") and another vector say checknames<-c("CAD.l1","AUD.l1","JPY.l1","EUR.l1","CAD.l2","AUD.l2","JPY .l2","EUR.l2") I want a new vector of character strings that is just

I have the code below which gives me what I want for temp based on logvec but I was wondering if there was a shorter way ( i.e : a one liner ) without having to initialize temp to zeros. This is purely for learning purposes. Thanks. logvec <- c(TRUE,FALSE,FALSE,TRUE,FALSE,FALSE,TRUE,FALSE) temp<-numeric(length(invec)) temp[invec]<-which(invec) temp [1] 1 0 0 4 0 0 7 0 obviously, the

Hello, I seem to have issues with setting the driver: My code: library(RJDBC) getStatic <- function() { # set driver driverClass <- JDBC("com.ibm.db2.jcc.DB2Driver","someClassPath.jar","'") conn <- dbConnect(driverClass,"serverName") etc etc } I get this error > data <-getData()

This is a statistics question not an R question. When calculating the sample correlation coefficient cor(x_t,y_t) between say two variables, x_t and y_t t=1,.....n ( one can assume that the variables are in time but I don't think this really matters for the question ), does someone know where I can find any piece of literature that says that each (x_j,y_j) pair has To be independent from the