Displaying 20 results from an estimated 4000 matches similar to: "Long Range Dependence: Hurst exponent estimation"
2008 Nov 04
4
fine grain tick marks for zoo plots
Dear R Users,
I am trying to get plot.zoo to place monthy tickmarks/labels for a time
series which spans daily data going back a bit over a year. Right now, I
am getting only one tick mark on the x-axis for the beginning of 2008. How
can I force plot.zoo to place more regular x-axis tick marks on a monthly
basis ?
Thanks in advance,
Tolga
Generally, this communication is for informational
2008 Jun 19
4
How can I execute a .R/script file
Dear R-Users,
I've written a number of functions in a .R/script file. I would like to
call those functions from another script file. How can I execute all the
code in a script file so that the functions are available for use in my
other script file ?
I have tried help.search("script") and various Google alternatives but
couldn't come up with anything.
Thanks in advance,
2008 Jul 08
6
Automatic placement of Legends
Dear R-Users,
I am looking for a way to get legends placed automagically in an empty
spot on a graph. Additional complication comes through my useage of
multiple graphs on the same plot through mfrow.
Is there a way to achieve this in R ? I have legends for each of the
sub-plots.
Many thanks in advance,
Tolga
Generally, this communication is for informational purposes only
and it is not
2008 Jun 06
3
col.names ?
Dear R Users,
A bit of an elementary question, but somehow, I haven't been able to
figure it out. I'd like to changes the column names of a data frame, so I
am looking for something like col.names (as in row.names). Could someone
please show me how to change the column names of a data frame ?
Thanks,
Tolga
Generally, this communication is for informational purposes only
and it is
2008 Jul 18
2
Landscape mode for pdf
Dear R Users,
I would like to get the pdf() command to create graphics in landscape
mode, as I am plotting 8 graphs in 2 rows and 4 columns. This is being
generated for an a4 printer (so I also use the paper="a4" command). Is
there a way I can ask pdf() to generate the document in landscape mode ?
Thanks,
Tolga
Generally, this communication is for informational purposes only
and it
2008 Jun 30
6
Plotting three time series on the same graph
Dear R Users,
I would like to plot three time series on the same graph, two axis on the
left and one axis on the right.
The time series that I am graphing on the left do not share a similar
scale: one has a range of 1:100 and the other a range of 25000:70000. How
can I display the tick marks for both on the left hand side without
superimposing them, i.e. one set of tick marks in black right
2008 Dec 17
3
replacing elements of a zoo object
Dear R Users,
I am trying to do something quite simple: replace the elements of a zoo
object. For some reason, the following code does not seem to work. How can
I replace the value for the 14th of Dec of 2008 in the zoo object x below
with 1 (it is currently NA).
> x
2008-12-11 2008-12-12 2008-12-13 2008-12-14 2008-12-15 2008-12-16
361.667 389.875 NA NA 397.822
2008 Sep 09
2
Information on the number of CPU's
Dear R Users,
I am on Windows XP SP2 platform, using R version 2.7.2 . I was wondering
if there is a way to find out, within R, the number of CPU's on my machine
? I would use this information to set the number of nodes in a cluster,
depending on the machine. Sys.info() and .Platform do not carry this
information.
Thanks in advance,
Tolga Uzuner
Generally, this communication is for
2008 Jul 07
2
Sorting a list
Dear R Users,
A bit of a simple question, but I could not find the answer thru google
("sorting lists r cran","how can i sort a list r cran") or RSiteSearch...
how can I sort a list ?
One imagines something like sort.list would do the job, but that's not the
one.
> foo<-list(a=10,b=2,c=3)
> sort.list(foo)
Error in sort.list(foo) : 'x' must be atomic
2008 Jun 28
1
Converting the results of granger.test into a matrix
Dear R Users,
The granger.test command in the MSBVAR package estimates all possible
bivariate Granger causality tests for m variables. If one passes a data
frame with 3 rows, it returns 6 granger tests in two rows, one for the
F-statistic and another for the p-value.
For example:
> a<-rnorm(1:10)
> b<-c(lag(a),rnorm(1))
> c<-c(lag(b),rnorm(1))
>
2008 Aug 17
2
grangertest/lmtest ... what am I doing wrong ?
Dear Achim, R Users,
What am I doing wrong in this example ?
a<-zoo(rnorm(100),order.by=1:100)
b<-lag(a)
regr<-na.exclude(merge(a,b))
plot(regr)
grangertest(regr[,1],regr[,2],3)
> a<-zoo(rnorm(100),order.by=1:100)
> b<-lag(a)
> regr<-na.exclude(merge(a,b))
> plot(regr)
> grangertest(regr[,1],regr[,2],3)
Error in solve(vc[ovar, ovar]) : subscript out of bounds
2008 Oct 30
2
smooth function advice
Dear R Users,
I am looking for a smoothing function with the following characteristics
for a time series of data:
- at each date, should only use data up to that date (so, right aligned
and not centered)
- should return a smoothed series of length equal to the original time
series:
- for a one-day time series, just returns that day
- this means the front part of the series will
2008 Aug 13
2
which alternative tests instead of AIC/BIC for choosing models
Dear R Users,
I am looking for an alternative to AIC or BIC to choose model parameters.
This is somewhat of a general statistics question, but I ask it in this
forum as I am looking for a R solution.
Suppose I have one dependent variable, y, and two independent variables,
x1 an x2.
I can perform three regressions:
reg1: y~x1
reg2: y~x2
reg3: y~x1+x2
The AIC of reg1 is 2000, reg2 is
2008 Oct 02
2
error message documentation: "Error: no function to return from, jumping to top level"
Dear R Users,
Are error messages in R documented somewhere ? I am getting the following
error message and would like to track down what it means and which
specific routine triggers it:
Error: no function to return from, jumping to top level
Once I figure out which snippet of code triggers it, I can submit to the
list a working example in case I cannot get to the bottom of the problem
2008 Jun 27
1
Yule Kendall resistant measure of skewness
Dear R Users,
Is anyone aware of a package which calculates the Yule Kendall resistant
(to errors,outliers) measure of skewness ? An easy calculation to perform,
but was just wondering if a package exists (as the contents of that
package would probably include other cool things I would also be
interested).
Thanks,
Tolga
Generally, this communication is for informational purposes only
and it
2008 Dec 08
1
statistics on "runs" of numbers
Dear R Users,
Is there a package or some functionality in R which returns statistics on
"runs" of numbers, i.e. series of numbers with similar qualities in a time
series ? For example, the number of +ves,-ves, histograms on cumulations
in runs, etc. ?
Thanks in advance,
Tolga
Generally, this communication is for informational purposes only
and it is not intended as an offer or
2008 Jul 14
1
options() question for displaying numbers in the GUI
Dear R Users,
I would like the R GUI to display numbers with comma separators, i.e.
1,000,000.00
instead of
1000000
Is there a flag in option() for this behaviour. A google/RSiteSearch has
not revealed anything but perhaps I have missed it.
Thanks in advance,
Tolga
Generally, this communication is for informational purposes only
and it is not intended as an offer or solicitation for the
2008 Sep 08
1
cluster/snow question
Dear R Users,
I am attempting to use the snow package for clustering. Is there a way to
identfy, in the environment of each node, a rank for that node and also,
the total size of the cluster ?
By way of analogy, I am looking for the functions in snow equivalent to
mpi.comm.rank() and mpi.comm.size() from RMPI, in case that makes things
clearer.
Thanks in advance,
Tolga
Generally, this
2008 Sep 30
1
prblems changing directory in mpi snow clusters
Dear R Users,
I am attempting to use snow with rmpi.
My configuration is:
- R Version 2.7.2, rmpi
- RMPI 0.5-6
- DeinoMPI 1.1.0
- Windows Xp SP2
I can sucessfully create a cluster and execute simple commands but for
some reason, I cannot change the working directory in my nodes.
> noclusters<-2
> cl <- makeCluster(noclusters, type = "MPI")
2 slaves are spawned
2008 May 23
1
Cleaning a time series
Dear R Users,
Was wondering if anyone can give me pointers to functionality in R that
can help "clean" a time series ? For example, some kind of
package/functionality which identifies potential "errors" and takes some
action, such as replacement by some suitable value (carry-forward, average
of nearest, what have you) and reporting of errors identified.
I did search