similar to: how to calculate a table

Dear useRs, how can I construct a box&whisker plot based on the vector "fivenum"? The challenge I face is as follow: I have a table such as x | fivenum --------------- ... | (.....) ... | (.....) and so forth.... For each observation x I have generated a vector containing the fivenum estimates. The first challenge is to group my fivenum vectors into groups based on a

Hi useRs, I am trying to calculate the Sharpe ratio with "sharpe" of the library "tseries". The documentation requires the univariate time series to be a portfolio's cumulated returns. In this case, the example given data(EuStockMarkets) dax <- log(EuStockMarkets[,"FTSE"]) is however not the cumulated returns but rather the daily returns of the FTSE

`outer` (and related functions like kronecker) require that their functional argument operate elementwise on arrays. This means for example that outer( 1:2, 3:4, list) or outer(1:2,3:4,function(a,b){1}) gives an error. Is there a version of `outer`/`kronecker`/etc. that takes arbitrary functions and does its own elementwise mapping? In the first example above, I'd expect the

Thank you very much for your reply. Your code work well with this example. I modified a little to fit my real data, I got an error massage. Error in split.default(x = seq_len(nrow(x)), f = f, drop = drop, ...) : Group length is 0 but data length > 0 On Thu, Jan 31, 2013 at 12:21 PM, arun kirshna [via R] < ml-node+s789695n4657196h87@n4.nabble.com> wrote: > Hi, > Try this: >

hello helpers, When I follow the instruction to install wine on intrepid ibex (ubuntu 8.10) from this web page: http://www.winehq.org/download/deb when I reload, after key authentication I get this error message: W: GPG error: http://ppa.launchpad.net intrepid Release: The following signatures couldn't be verified because the public key is not available: NO_PUBKEY 71346C8340130828 W: GPG

I have a large computation that performs various bootstrap resampling loops over pairs of samples using lapply(). After a few seconds it stops like this > do.summarize.effects(compute.power=T) ... Error: Unimplemented feature in rep > .Traceback [[1]] [1] "rep(no, length = length(ans))" [[2]] [1] "ifelse(t.howto == \"n\", boot.result, l.meanboot.test(onew.x,

Hello, How can an interative unit root test be implemented in R? More specifically, given a time series, I wish to perform the Dickey Fuller Test on a daily basis for say the last 100 observations. It would be interative in the sense that this test would be repeated each day for the last 100 observations. Given the daily Dickey Fuller estimates of delta for the autoregressive process d(Y(t))

Hello R-help, Thanks for everyone's very helpful suggestions so far. I am now trying to use aregImpute for my missing data imputation. Here are the code and error messages. Any suggestions would be very much appreciated. Sincerely, Anders Corr ######################################## #Question for R-Help on aregImpute ######################################## #DOWNLOAD DATA (61Kb)

Hola a todos: Se me ha planteado un problema que no está ligado a ningún problema concreto. Es más teórico. Supongamos que tenemos tres variables: V1 <- c (47, 71, 41, 23, 83, 152, 82, 8, 160, 18) V2a <- c (NA, 36, 15, 5, 56, 18, NA, 5, NA, 5) V2b <- c (37, NA, 15, NA, NA, NA, 90, NA, 161, NA) Supongamos que tengo la expresión (que no puedo asignarlo a

Dear R-users, I am struggling to directly read an "op.gz" file into R. NOAA kindly provides daily weather data on their FTP server for download. > sessionInfo() R version 2.15.1 (2012-06-22) Platform: x86_64-pc-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United Kingdom.1252    LC_MONETARY=English_United Kingdom.1252 [4]

Hi Opus list. I subscribed because your discussion on the IETF draft ("Ambisonics in an Ogg Opus Container") was mentioned on the sursound list. I tried Opus for ambisonics more than a year ago. It does works with uncoupled channels (I had to patch the encoder). I don't know what else could be done to optimize support for ambisonics, as I'm not a codec expert. So I think that

A ver... con que xfunc() esté preparada para tomar un parámetro de tipo "carácter" y evaluarlo, claro que se puede hacer... Si el problema lo tienes en evaluar la expresión, la función "eval()" te lo hace. Si no te he entendido bien, explícate más ? Saludos Isidro -----Mensaje original----- De: R-help-es <r-help-es-bounces en r-project.org> En nombre de Griera Enviado

Hi useRs, can a variance test for 2 non-normal samples be tested in R? Also, thus far I have not been able to find the Friedman two way analysis of variance. For normal r.v., the var.test is available, but are there any tests available for non-normal samples? Thanks! Bernd

Esta es la respuesta que te da ChatGPT-4: Entiendo tu pregunta y, aunque no hay una función nativa en R que te permita hacer exactamente lo que estás pidiendo, puedes lograr el mismo resultado utilizando una función. Una función te permitiría encapsular la lógica de la expresión que quieres reutilizar y luego llamar a esa función donde sea necesario. He aquí cómo podrías hacerlo: V1 <-

Muchas gracias, Manuel: Que bueno! No se me había ocurrido lo de GPT! Lo pruebo. Saludos. On Fri, 11 Aug 2023 18:15:18 +0200 Manuel Mendoza <mmendoza en fulbrightmail.org> wrote: > Esta es la respuesta que te da ChatGPT-4: > > Entiendo tu pregunta y, aunque no hay una función nativa en R que te > permita hacer exactamente lo que estás pidiendo, puedes lograr el mismo >

Dear useRs, I am stuck with a piece of code and hope you could give me some pointers. My aim is to calculate the lm-regression coefficients of individual stocks against an index. I am interested in both the coefficient and the pval. While I could do this manually for a select hand full, I hope to scale this up say for 30+ stocks (DAX-30, FTSE-100 etc.) to eventually have a matrix of coefficients

No tuve tiempo de mirarlo, pero, ¿es coherente lo que dice? El vie, 11 ago 2023 a las 21:02, Griera-yandex (<griera en yandex.com>) escribió: > Muchas gracias, Manuel: > > Que bueno! No se me había ocurrido lo de GPT! > > Lo pruebo. > > Saludos. > > On Fri, 11 Aug 2023 18:15:18 +0200 > Manuel Mendoza <mmendoza en fulbrightmail.org> wrote: > > >

I''m a total Rails newbie and i''ve been struggling for hours today with one (prolly very silly) problem: I have a table portfolios that has many images: class Portfolio < ActiveRecord::Base has_many :images end class Image < ActiveRecord::Base belongs_to :portfolios end In the controller i define a list of active portfolios: @active_portfolios =

At the risk of ridicule for my deficient linear algebra skills, I ask for help using the solve.QP function to do portfolio optimization. I am trying to following a textbook example and need help converting the problem into the format required by solve.QP. Below is my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I

Hi, I''ve got a live_search field in a partial that is on several different pages. On all pages, except 1, it works fine. On the page it doesn''t work on, it seems it never executes it action. Here''s my observe_field code inside the partial: <h1><label for="searchtext">Live Search:</label></h1> <%= text_field_tag :searchtext