similar to: Read data from .csv file and regression on dummy variables

Hi R users, I have a dataframe in the below format xyz 01/03/2007 15.25 USD xyz 01/04/2007 15.32 USD xyz 01/02/2008 23.22 USD abc 01/03/2007 45.2 EUR abc 01/04/2007 45.00 EUR

Dear R users: I want to convert some character vectors into numeric vectors. > head(price) [1] "15450 EUR" "7900 EUR" "13800 EUR" "3990 EUR" "4500 EUR" [6] "4250 EUR" >head(mileage) [1] "21000?km" "119000?km" "36600?km" "92000?km" "140200?km" [6] "90000?km" in

Hi, i export data from an csv file like this :  Data <- read.csv2("c:/Art.csv",sep=",") # import data into R > Data <- Data [1:5,1:5]# extracting the first 5 rows and columns > Data   Policy.Number AXA.Entity Country LoB ccy.data 1         6e+13        BNL     BNL   P      EUR 2         6e+13        USA     BNL   P      EUR 3         6e+13         UK     BNL  

*Hola!!! resulta que tengo unos datos de divisas ordenados por fechas (días) los que he convertido a formato tipo YYYY-MM-DD donde DD siempre es 01:* * * * EUR.resto$date<-as.Date(EUR.resto$date) EUR.resto$mo <- substr(EUR.resto$date,6,7) EUR.resto$yr <- substr(EUR.resto$date, 1,4)

I have a vector of character strings such as mainnames<-c("CAD","AUD") and another vector say checknames<-c("CAD.l1","AUD.l1","JPY.l1","EUR.l1","CAD.l2","AUD.l2","JPY .l2","EUR.l2") I want a new vector of character strings that is just

  Hi, i export data from an csv file like this :  Data <- read.csv2("c:/Art.csv",sep=",") # import data into R > Data <- Data [1:5,1:5]# extracting the first 5 rows and columns > Data   Policy.Number AXA.Entity Country LoB ccy.data 1         6e+13        BNL     BNL   P      EUR 2         6e+13        USA     BNL   P      EUR 3         6e+13         UK     BNL  

Folks, I have three dataframes storing some information about two currency pairs, as follows: R> a EUR-USD NOK-SEK 1.23 1.33 1.22 1.43 1.26 1.42 1.24 1.50 1.21 1.36 1.26 1.60 1.29 1.44 1.25 1.36 1.27 1.39 1.23 1.48 1.22 1.26 1.24 1.29 1.27 1.57 1.21 1.55 1.23 1.35 1.25 1.41 1.25 1.30 1.23 1.11 1.28 1.37 1.27 1.23 R> b EUR-USD NOK-SEK 1.23 1.22 1.21 1.36 1.28 1.61 1.23 1.34 1.21 1.22

Does anyone know whether there is an R version of the S-Plus software that can be downloaded from the website of the book Elements of Statistical Learning by Hastie, Tibshirani and Friedman? Rob Potharst -- ********************************************************** Dr. Rob Potharst Lecturer in Computer Science Erasmus University email: potharst at few.eur.nl P.O. Box 1738

Hi guys I have a reasonably basic question with zoo usage, but I havent been able to find a satisfactory workaround yet. Heres a simple example of what I'm talking about (the following data frame contains numeric columns that contains NAs): > head(ebs) time src tstamp code bid ask 1 2009-03-03 13:03:29.536 perf.Tib_listener 14980321164 EBS.REC.EURJPY=EBS.NaE 123.48 NA 2 2009-03-03

Hi I am trying to plot two simple graphs with a grid in background. The axis and grid appears in correct position, but the actual data are not there.... Can somebody provide me a hint what is missing? The code is: pln <- read.table(file="PLN.txt", header=TRUE, dec=",") par(mfrow=c(1,2)) plot(pln[,1], type="l", lwd="2", ylab="EUR/PLN",

Hello; I am trying following but getting a warning message : Warning in rbind.zoo(...) : column names differ, no matter whatever I do. Also I do not want to specify column names manually, since I am just writing a wrapper function around getSymbols to get chunks of data from various sources - oanda, dividends etc. I tried giving col.names = T/F, header = T/F and skip = 1 but no help. I think

Hi, i. After estimating some coefficients using robust regression with rlm() or lqs(), I wonder if there exist some measures of the goodness-of-fit as those for standard linear model(R2)... or evenly if it's a statistics non-sense to look for since I do not find any mention of that in differents chapters on robust and resistant regression or in severals R documentation (Fox, Ripley and

Surprisingly, I played around with some test code and below actually creates equations that look correct. tempmat<-matrix(10,nrow=6,ncol=6) restrictmat<-diag(6) colnames(tempmat)<-c("AUD.l1","CHF.l1","CAD.l1","GBP.l1","EUR.l1","JPY.l 1")

Hi, I have an xts starting with a number of columns (currency pairs see below), then I add new ones which are derived from existing ones (like adding the moving average of a column) by merging the new columns one by one. These get the name of the column they are calculated from concatenated with ".1". All done by merge.xts, easy. Now, I have a function (procState below) which generates

Hi R users,   Thanks in advance.   I am using R 2.12.0 on Windows XP.   May I request you to assist me in the following please.   1. I am getting error while downloading quote data from yahoo finance.   The example code is below (taken from tseries help):   library(tseries)   con <- url("http://quote.yahoo.com") if(!inherits(try(open(con), silent = TRUE), "try-error")) {  

Hi All, I can get Grandstream 100 SIP phones for EUR 75. I'm not sure about the pricing for these in Europe, so I'd like to hear from people here whether that is a reasonable price for them? TIA & BRgds -- Francesco Peeters ---- GPG Key = AA69 E7C6 1D8A F148 160C D5C4 9943 6E38 D5E3 7704 If your program doesn't recognize my signature, please visit

Dear all Is there any R function that would perform currency conversion using up-to-date exchange rates? I would be looking for a function that allows to download recent exchange rates (say, from Yahoo!) and then use these in converting currencies (say, USD to EUR). I am not sure whether r-sig-finance would be more appropriate, but the (off-)topic feels general enough to me. Thank you Liviu --

Having ISDN FXOs and a bunch of ISDN DECT base stations, I went looking for a CAPI compatible active BRI adapter capable of NT mode. I have found that the 'Eicon Diva Server 4BRI' fulfills theses requirements. However, at EUR 1387 for four BRI interfaces, it does not come cheap. Are there other users of similar hardware that can point me to alternatives ?

The sixth international workshop on 'Distributed Statistical Computing' (DSC 2009) will take place at the the University of Copenhagen, Denmark, 13th-14th of July 2009. This conference follows on from the successful DSC 1999, 2001, and 2003 conferences at the Vienna University of Technology, DSC 2005 at the University of Washington in Seattle, and DSC 2007 at the University of Auckland.

The sixth international workshop on 'Distributed Statistical Computing' (DSC 2009) will take place at the the University of Copenhagen, Denmark, 13th-14th of July 2009. This conference follows on from the successful DSC 1999, 2001, and 2003 conferences at the Vienna University of Technology, DSC 2005 at the University of Washington in Seattle, and DSC 2007 at the University of Auckland.