similar to: vectorizing a double loop

Hello, Which outlier detection test is robust for large dataset ? I think the detection test in the package 'outliers' are suitable for small data set (between 3 and 100). Do you know one for 20000 or more values ? Thanks, - Martial _________________________________________________________________ Inédit ! Des Emoticônes Déjantées! Installez les dans votre Messenger ! [[alternative

Hi, I am looking for a R package to draw 3d plot. But not in a static way like scatterplot3d or stuff like that. I would like to make rotate the plot, to zoom/unzoom etc..., actually to render the graph 'dynamic'... (for the biologist and bioinformatician, a R package which permitts to reproduce what pdb viewer does). Does a Way exist to do something like that in R ? Thanks,

I have resumed developing R code on SuSE/Linux version 11.1 I installed the latest 64-bit R version available for my platform. Accidentally I figured out I still had an old R installation that, surprisingly, was not wiped out by the new SuSE installation from scratch. I suspect the new and old R versions got mixed up. I would greatly appreciate some suggestions about restarting from scratch a

Hi, at first, you have to use Samba Version 2.2.1 or higher. When you try to join the domain you have to give the root password, to authorize that the Client joins the domain. I don't know special HOWTos for w2k client, only the original PDC HowTo on www.samba.org. greetings PHJ -----Urspr?ngliche Nachricht----- Von: Goetz Reinicke [mailto:goetz.reinicke@filmakademie.de] Gesendet:

Dear All, I am using package fPortfolio to run minimum variance portfolio optimizations in R. I already know how to set portfolioSpecs, portfolio objects and constraints. Unfortunately I am not able to set the following type of constraints. I have a timeSeries object with returns data for roughly 1.5k assets for 261 subperiods (workingdays) and want to compute the global minimum variance

The blowfish crypt(3) mechanism supports the use of a "cost value" for password encryption. The cost value is encoded into the encrypted password that is stored in master.passwd. On OpenBSD, this cost value can be set in login.conf. FreeBSD does not currently support the cost value. The cost value is the base-2 logarithm of the number of rounds of encryption to use so

Hello, I have been trying to plot correctly a graph for 2 month now, with no success.I want to put a grid, adjusted on the X axis tickers. Here is the way I build my X-Axis and my grid: grid(11, NULL, col="grey40") axis(2) # build the tickers on the beginning of each monthticks.at <- seq(ISOdatetime(lastYear, 01, 01, hour=0, min=0, sec=0, tz="GMT"),

** ** I posted this message quite a time ago. Some people use my patch and I ** receive queries for a recent version from time to time. This patch didn't ** make it into the mainstream distribution yet. Sorry. ** ** This is the updated version for Samba-1.9.17p1. ** Hello, people. I have implemented some enhancements for Samba: 1. dynamic configuration-values 2. configurable

Hi, I'm just starting out with R and came across R_inferno.pdf by Patrick Burns just yesterday - I recommend it! His description of how 'growing' objects (e.g. obj <- c(obj, additionalValue) eats up memory prompted me to rewrite a function (which made such calls ~210 times) so that it used indexing into a dimensioned object instead (i.e. obj[i, ] <- additionalValue). This

Hi, I'm trying to create a linear model for a dataset that has a breakpoint e.g. # dummy dataset x <- 1:20 y <- c(1:10,seq(10.5,15,0.5)) plot(x,y) I've modelled this using the following formula: temp <- lm(y ~ x*(x<=10)+x*(x>10)) I want to be able to omit the intercept (i.e. force the line through zero) from the first of these segments (x<=10) so that I'm only

Hello, I contact you after having unsuccessfully asked my question to R mailing list. I use the package RODBC to connect to a MS-SQL server. I am able to getQuery from the database. I am now studying the sqlSave some data into the database. Unfortunetly, I meet some issues relating to the format of the data that arrives into the database. I have three columns. The first one should be in the

On Tue, 31 May 2016 09:41:37 -0700 Michael Graczyk <mgraczyk at google.com> wrote: > UHJ is an interesting way to preserve compatibility with non-ambisonic > playback systems. However, I have not seen it generalized to higher > orders. I expect that its popularity will decrease as HOA becomes more > and more common. If UHJ becomes popular in the future, we could > specify

"The R Inferno" is now on the Burns Statistics website at http://www.burns-stat.com/pages/Tutor/R_inferno.pdf Abstract: If you are using R and you think you're in hell, this is a map for you. Also, I've expanded the outline concerning R on the Burns Statistics 'Links' page. Suggestions (off-list) for additional items are encouraged. Patrick Burns patrick at

Hola Ivan gracias por tu ayuda, justo ayer a ultima hora hice una modificacion en el programa q hizo q el programita ande, aunq no entendi porque lo hizo. La modificacion fue agregar "*w" al final de cada parametro en la definicion de la funcion "grini" q habia creado, cosa q deduje de mirar la funcion q le habia robado al ejemplo del manual de boot ratio <- function(d, w)

As with a lot of things in R, the behaviour is counterintuitive but (arguably) logical. The key (maybe) is that `a[-x]` does not mean "take all of the elements of a except those indicated by `x`, but rather, "negate x, then take all but the negative elements". In other words, -integer(0) is integer(0) (we multiply *each of the elements of integer(0)* by -1, but

On Feb 5, 2013, at 9:22 AM, Hal Finkel <hfinkel at anl.gov> wrote: > I think that the potential for overlap is indeed there, but don't we already insert runtime overlap checks as necessary? This seems like it would just be another such case. We insert runtime overlap checks only for unidentified objects. The problem here is that the vectorizer thinks that A,B,C are all pointers to

The original problem I posed was Let x = real vector of length n y = real vector of length n w = real vector of length m, m typically less than n/2 but can be > n z = real vector of length m For w[i], i=1,,,m, find the value of x that is closest to w[i]. In the case of ties, select one (optimally at random or just take the first match). Let z[i] = value of y corresponding to the

Hello everybody. I have a dozen or so vectors (of different lengths) which I want to coalesce into a dataframe, as in the following toy example. R> foo <- c(1,2,3) R> bar <- c(7,8) R> data.frame(name =c(rep("foo",length(foo)),rep("bar",length(bar))), value=c(foo,bar)) name value 1 foo 1 2 foo 2 3 foo 3 4 bar 7 5 bar

Dear r-helpers, I am developing a smoothing function that performs a casewise deletion of all the non-informative observations in a bivariate dataset following the Poisson - D'Avril algorythm. But I am now facing two problems: 1)Being based on loops, the function takes a lot of time before having done its work and even if I tried I was not able to vectorize it. 2) I cannot control the

Dear R-helpers, I have two problems that I don't know how to vectorize (but would like to because my current solution is slow). # 1. #I have a vector x: x <- c(3, 0, 1, 0, 2, 2, 2, 0, 4, 2) #I want this translated into a new vector based on x,so that each element of x #is the number of zeroes, followed by a 1. The new vector would look like: #> r# [1] 0 0 0 1 1 0 1 1 0 0 1 0 0