similar to: Arbitrary Precision Numbers

Hi all If I have a string, say "ABCDA", and I want to convert this to the sum of the letter values, e.g. A -> 1 B -> 2 etc, so "ABCDA" = 1+2+3+4+1 = 11 Is there an elegant way to do this? Trying something like which(LETTERS %in% unlist(strsplit("ABCDA", ""))) is not quite correct, as it does not count repeated characters. I guess what I need is

Hi all Does anyone know if it is possible when plotting a line or scatter plot, to selectively color the data points based on the data value? i.e. if plotting say the percentage change in stock price movements, to color +ve points in green and -ve points in red? And extending this to a user-defined range of colors based on the quartile of the data points? Thanks Rory Rory Winston RBS Global

Hi Consider the following graph: x <- rnorm(1000) x <- x + exp(-x/2) layout(matrix(rep(c(1,1,2), 2), 2, 3, byrow=TRUE)) boxplot(x) rug(jitter(x), side=2) plot(density(x)) What I would really like to do is to have the density plot rotated by 90 degrees so that I can see it line up with the rug plot on the side axis. I cant seem to do this. I have seen references to the grid

Hi all (I'm sure this question has been asked before, but I cant find it). If I have two character vectors: > x <- c("aaa","bbb","ccc") > y <- c("1","2","3") How can I get the cartesian product of the string values? > expand.grid(x,y) Gives me a data frame with separate columns...however, I cant seem to get *apply

Hi Firstly , happy Christmas to R-Help! Secondly, I wonder if anyone can help me with the following query: I am trying to reproduce some explicit probability calculations performed in APPL (a Maple extension for computational probability). For instance, in APPL, to compute the probability that the sum of 10 iid uniform variables [0,1] will be between 4 and 6, (i..e Pr( 4 < \sum_{i=1}^{10}X_i

Hi Does anyone know how I might pick out diagonal elements of a matrix using a vector? If I create a matrix a: a <- matrix(c(1:16), 4, byrow=TRUE) and I want to pick out the elements (1,1),(2,2),(3,3), or another arbitrary diagonal (upper or lower), is there any way I can use a vector to do this? So if I want a diagonal of size 3, I could create a vector like x <- c(0:2) and then pick

Hi all On page 39 of this paper [1] by Andrew Lo there is a very interesting correlation network diagram (sorry I dont have a more convenient link to the type of diagram I'm talking about). does anyone know of any package in R that can generate these types of diagrams? Cheers -- Rory [1] http://web.mit.edu/alo/www/Papers/august07.pdf [[alternative HTML version deleted]]

Hi R, Can we download Reuters (3000 Xtra) data from R? Does ODBC package help me in this? Or otherwise, is there a way to extract daily closing prices data of Reuters from R? Thank you very much, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

Hi I am having a bit of difficulty with changing the canvas size on a trellis/lattice plot. I am plotting two "cubes" of 3-dimensional random numbers, as follows: library(gsl) library(lattice) q <- qrng_alloc(type="sobol", 3) npoints <- 200 rs <- qrng_get(q,npoints) # Plot the normal variates in a 3-dim cube p1 <- cloud(rnorm(npoints) ~ rnorm(npoints) +

Hi all I have a question about correct usage of persp(). I have a simple neural net-based XOR example, as follows: library(nnet) xor.data <- data.frame(cbind(expand.grid(c(0,1),c(0,1)), c(0,1,1,0))) names(xor.data) <- c("x","y","o") xor.nn <- nnet(o ~ x + y, data=xor.data, linout=FALSE, size=1) # Create an (x.y) surface and predict over all points d <-

Hi I am currently (for pedagogical purposes) writing a simple numerical analysis library in R. I have come unstuck when writing a simple Newton-Raphson implementation, that looks like this: f <- function(x) { 2*cos(x)^2 + 3*sin(x) + 0.5 } root <- newton(f, tol=0.0001, N=20, a=1) My issue is calculating the symbolic derivative of f() inside the newton() function. I cant seem to get R to

Hi I have a dataset that looks like this (dput'd below): > head(x, 20) time status 1 2009-07-02 10:32:37 1 2 2009-07-02 10:32:43 0 3 2009-07-02 10:32:43 1 4 2009-07-02 10:32:44 0 5 2009-07-02 10:32:44 1 6 2009-07-02 10:32:48 0 7 2009-07-02 10:32:48 1 8 2009-07-02 10:32:54 0 9 2009-07-02 10:33:04 1 10 2009-07-02 10:33:04 0 11 2009-07-02 10:33:05 1 12 2009-07-02 10:33:07 0 13 2009-07-02

Hi all Here is a rather naive implementation of the SEPA algorithm for generating lexical permutations: lexperm3 <- function(x, n=length(x)) { perms <- list() k <- 1 perms[[k]] <- x k <- k + 1 for (y in 1:(factorial(n)-1)) { i <- n-1 while (x[i] > x[i+1] && i > 0) { i <- i - 1 } # i is largest index st x[i] > x[i+1] j <- n #

Sender: r-help-bounces at r-project.org On-Behalf-Of: comtech.usa at gmail.com Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company... Message-Id: <b1f16d9d0810231239k506d582i7ecb908b84bc1642 at mail.gmail.com> Recipient: ngottlieb at marinercapital.com -------------------------------------------------------- This information is being sent at the

Hi I have two irregular time series, which are of different lengths and being and end at different times. For the common subset of time that they both span, they should have the same values, but the values may occur at slightly different time intervals. I am trying to "line up" the identical values and reconcile them. I have merged the two series into a zoo object which looks

Hi all I recently started to write a matrix exponentiation operator for R (by adding a new operator definition to names.c, and adding the following code to arrays.c). It is not finished yet, but I would like to solicit some comments, as there are a few areas of R's internals that I am still feeling my way around. Firstly: 1) Would there be interest in adding a new operator %^% that performs

Hi I noticed a small inconsistency when using sum() vs cumsum() I have a char-based series > tryjpy$long [1] "0.0022" "-0.0002" "-0.0149" "-0.0023" "-0.0342" "-0.0245" "-0.0022" [8] "0.0003" "-0.0001" "-0.0004" "-0.0036" "-0.001" "-0.0011"

Hi all I had written a gdb macro to dump the string representation of an SEXPREC type when I realised everything I needed was in inspect.c already in the typename() function. However, the typename function doesnt handle the RAWSXP type, so if possible, could the following patch be applied (I've just put in inline as it is a trivial 1-liner)? Index: src/main/inspect.c

Hi I have a data frame which looks like the following (it is a table of commit logs to a source repo). The Author column is treated as a factor, by virtue of stringsAsFactors being set to TRUE, so I can extract the number of commits per author by using table(logs$Author). Is there an elegant way to extract all subsets of this frame by the Author column - i.e. that returns say a list of data

Hi all This may be an issue that has been discussed at length before, so apologies if I have missed that discussion, but is there any desire to switch from Jitterbug to something more capable and modern? Say JIRA, for instance? Rory Rory Winston RBS Global Banking & Markets Office: +44 20 7085 4476 *********************************************************************************** The