similar to: R memory limits and good memory management

Hello, I am not sure what to write in the subject line, but I would like to take a character string that is a variable in a data frame and apply a function that takes a numeric argument to this character string. Here is a simplified example that would solve my problem. Imagine I have my data stored in a data frame. > x1 <- x2 <- x3 <- x4 <- x5 <- rnorm(20,0,1); > data <-

Hello, I am trying to compile some F77 subroutines as shared objects for R on my Mac. --> Mac OS-X Version 10.4.11 (Tiger Intel Mac) I have done this (successfully) before on Sun Solaris and Linux Fedora systems using the following command. > R CMD SHLIB myfile.f I have g77 installed from this page. http://hpc.sourceforge.net/ I am using R 2.8.1, and I have installed all 4 additional

Hello, I am creating a number of objects that I wish to have a common name with an index such as x1, x2, x3, ... I would like to do everyting in a loop to make the code compact and minimize the probability of an error by typo. A test problem may look like for (j in 1:10){ as.symbol(paste("x",j,sep="")) <- j; } which ideally would produce x1 = 1, ... x10 = 10. However,

Hello, I have a question about the add1() function and quasilikelihoods for GLMs. I am fitting quasi-Poisson models using glm(, family = quasipoisson). Technically, with the quasilikelihood approach the deviance does not have the interpretation as a likelihood-based measure of sample information. Functions such as stepAIC() cannot be used. The function add1() returns the change in the scaled

Hello, My question concerns model selection, stepAIC(), add1(), and coxph(). In Venables and Ripley (3rd Ed) pp389-390 there is an example of using stepAIC() for the automated selection of a coxph model for VA lung cancer data. A statistics question: Can partial likelihoods be interpreted in the same manner as likelihoods with respect to information based criterion and likelihood ratio tests?

Hi Everyone. I am downloading intraday Bloomberg data from R. The code I give is: library(zoo) library(chron) library(RBloomberg) conn<-blpConnect(show.days="trading",na.action="previous.days",periodici ty="daily") dat<-blpGetData(conn, "VG1 Index", c("LAST_PRICE"), start=as.chron(as.Date("2006-9-01",

Hi, I'm looking for recommendations for documentation about the specificities of RHEL/CentOS 7.x. It can be either online or in printed book format, and I'm fluent in german, french and english. I have a good books about 5.x: "RHEL 5 Unleashed" from Sams, "Foundations of CentOS Linux" and "The Definitive Guide to CentOS", both from Apress. Can anyone

Hello, I'm new to R and am having trouble plotting intraday data on a chart. I haven't had any success with using ideas from some other posts or other content. My data is in csv format, here's the first few rows: TimeStamp..UTC. Open High Low Close 1 2011-06-15 13:30:00:0000 127175 127500 126925 127425 2 2011-06-15 14:00:00:0000 127400 127575 127225 127225 3 2011-06-15

Hi, I have an intraday timeseries of financial data (see below) which has gaps due to market opening and closing hours. I am trying to plot it, but the time gap is always visible in the plot. I tried converting data to xts, zoo, timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo. The only way to make it work was with function 'chartSeries' in the quantmod package

We would like to announce the availability on CRAN of a new package multinomRob. It does robust estimation of overdispersed multinomial regression models. The package is also able to estimate overdispersed grouped multinomial logistic and multivariate-t logistic models. The code is relatively general; for example, it allows for equality constraints across parameters and it can handle datasets in

We would like to announce the availability on CRAN of a new package multinomRob. It does robust estimation of overdispersed multinomial regression models. The package is also able to estimate overdispersed grouped multinomial logistic and multivariate-t logistic models. The code is relatively general; for example, it allows for equality constraints across parameters and it can handle datasets in

Hi, I've installed Dune 2000 and the 1.06 patch in Wine, and it runs very well, except that it doesn't accept keyboard input. It wasn't any better without the patch. The entry at the appdb doesn't mention anything about it. Does anybody know how to fix it? I've already tried changing all the settings on the "graphics" tab in "winecfg". Half-Life, for

Hi all I have some tick-by-tick data and I have calculated the intraday returns. I want to sum up the intraday squared returns to calculate the daily volatility(or daily variance). I know that the s-plus FinMerics has the function aggregateSeries function that can be apply to daily data: aggregateSeries(x, Fun, by="daily"), but the counterpart function in R:applySeries can not be apply

How about redhat documentation? 9.2.2015 23.45 kirjoitti "Niki Kovacs" <info at microlinux.fr>: > Hi, > > I'm looking for recommendations for documentation about the specificities > of RHEL/CentOS 7.x. It can be either online or in printed book format, and > I'm fluent in german, french and english. > > I have a good books about 5.x: "RHEL 5

> Hello, > > I have a question about a discrepancy between the > reported F statistics using anova() and add1() from > adding an additional term to form nested models. > > I found and old posting related to anova() and > drop1() regarding a glm with a dispersion parameter. > > The posting is very old (May 2000, R 1.1.0). > The old posting is located here. >

I'm trying to read intraday zoo but running into issues (again) ... what am I missing here? (the date doesn't seem to read in correctly) > head(dat) TrdDate TrdTime impliedVol 1 20090102 09:55:03 0.3610715 2 20090102 09:55:04 0.3637943 3 20090102 09:55:05 0.3752375 4 20090102 09:55:05 0.4190025 5 20090102 09:55:06 0.3696080 6 20090102 09:55:06 0.4944981 > f <-

Hello,   I would like to create a function that computes intraday returns of a financial asset on a calendar time basis, without making any loop. For instance, I want to get price returns every 60 seconds. The main problem is that the times series of prices is irregularly spaced in time. I have looked in the "zoo" or "its" classes but have not found any answer to my problem.

Hi, You may need to add "dec=","" in the read.csv. dat1<- read.table(text=" Time;Mid 31/01/2013 00:00;1,35679 31/01/2013 00:01;1,35678 31/01/2013 00:02;1,356785 31/01/2013 00:03;1,35689 31/01/2013 00:04;1,3569 31/01/2013 00:05;1,3569 31/01/2013 00:06;1,356885 31/01/2013 00:07;1,35691 31/01/2013 00:08;1,357

I am trying to extract one particular piece of data(Float) from all the data returned by yahooKeystats, but thus far I'm having no luck. This is what I've got so far: > library(fImport) Loading required package: timeSeries Loading required package: timeDate > data<-yahooKeystats("IBM") trying URL 'http://finance.yahoo.com/q/ks?s=IBM' Content type 'text/html;

Dear everyone, I am trying to run rgenoud on several chips simultaneusly. I used the instructions provided on Jasjeet Sekhon's Homepage (http://sekhon.berkeley.edu/rgenoud/multiple_cpus.html). However, I have the newer version of R (R 2.12) installed - for a 64-bit machine. So, when I tried to install the special version of "snow" from a zip file provided by Jasjeet on his page, R