Displaying 20 results from an estimated 3000 matches similar to: "how to subset unique factor combinations from a data frame."
2005 Aug 12
1
help on cross hedge optimal hedge variance ratio
Hi everyone
I am trying to estimate the optimal hedge variance ratio for cross
hedging two commodities. the price levels are used (compared to price
change and % price change) and used the OLS with dummy variable for
estimating the co-efficients. the equation looks like this
Y = B + B1*D1 + B2*X + B3*(X*D1)
Where Y = Daily Cash market price
D1 = Dummy variable taking value 1 for period Oct-Mar
2005 Sep 21
2
MGARCH estimation
Hi R-users
Can the users let me know how to do MGARCH estimate (Bivariate GARCH)
and volatility forecast for 2 variables in R.
thanks and regards
snvk
2011 Aug 19
2
Auto key legend does not match plot
Dear R-help members. I am an 'R-learner' (about 6 hours so far) using the
lattice library to create a ranked dotplot and am colour coding the dots by
a variable called "Commodity". However when i use autokey to make a legend
the size (cex) and symbol (pch) do not match what is on the dotplot.
Code is below and image attached
library("lattice")
Cal_dat <-
2005 Aug 16
1
Fwd: Documenting data sets with many variables
Hi,
since nobody answered to my first message, I try to explain my problem more
clearly and more general this time:
I have a data set in my R package "micEcon", which has many variables (82).
Therefore, I would like to avoid to describe all variables in the "\format"
section of the documentation (.Rd file). However, doing this lets "R CMD
check" complain about
2010 Dec 29
1
JGR installation problem
Hi All,
I am trying to install JGR GUI for R (windows xp) but facing the problem.
The following error message is displayed when I click on JGR.exe
"Cannot find Java/R Interface (JRI) library (jri.dll)
Please make sure you start JGR by double clicking the JGR.exe program"
I know this is R help forum, but trying to get help from experts who are
using JGR.
Any help or idea will be
2005 Sep 16
2
help required on read.table
Hi all
i am facing a peculiar problem for data input using read.table which i
never faced previously.
i have a data file by name abnew.txt with two coloumns data as depicted below.
A B
420 422
314 321
the txt file is created using the excel save as option. i issued the
statement as
> a <- read.table("abnew.txt", header=TRUE)
> a
X.??S
1 NA
2 2
3 2
2011 Apr 18
2
SQLDF syntax
Hi,
I am new to R and trying to migrate from SAS. I am trying to use sqldf to
create a new table from existed table and change some of the columns. I have
table called DataOld with columns commodity, rate and total and I am trying
to create new table called DataNew with columns commodity, ratenew and
totalNew.
> sqldf("create table datanew as select commodity, ratenew as rate * 10,
>
2011 Sep 15
1
Colour code y-axis labels on a dot plot
Dear R helpers
I would like to be able to colour code the y-axis labels on a complex dot
plot by a variable known as company (of which there are only two). The code
is below and data attached.
Thanks
MarkM
library("lattice")
library(latticeExtra) # for mergedTrellisLegendGrob()
# set size of the window
windows(height=10, width=7,rescale=c("fixed"))
##read the data to a
2008 Apr 14
3
Merging daily and weekly data
Dear R-help group,
I have a dataset with daily closing prices from a stock exchange (consecutive 5 trading days) from a firm trading a specific commodity. The date variable looks like:
quote_date
20080411
With the format; yyyymmdd.
Moreover, I have another data set with a (average) weekly price of the underlying commodity. The date variables in this dataset are only year and a week number.
I
2005 Jul 08
1
Re: Hot swap CPU -- shared memory (1 NUMA/UPA) v. clustered (4 MCH)
From: Bruno Delbono <bruno.s.delbono at mail.ac>
> I'm really sorry to start this thread again but I found something very
> interesting I thought everyone should ^at least^ have a look at:
> http://uadmin.blogspot.com/2005/06/4-dual-xeon-vs-e4500.html
> This article takes into account a comparision of 4 dual xeon vs. e4500.
> The author (not me!) talks about "A
2011 Aug 21
1
Dot plot with two grouping variables concurrently
Dear R help(ers). I'm an R-learner (about 10 hours now) trying to make a
ranked dot plot where the symbols are coded by two variables concurrently.
I'm trying to use Deepanyan Sarkar's book 'Lattice' as a guide but get the
feeling it is a bit advanced for my level of understanding.
I have three questions
Q1.
Right now I like to know how to get the dual coding working
2015 Feb 03
4
Another Fedora decision
On Tue, Feb 3, 2015 at 1:01 PM, Valeri Galtsev
<galtsev at kicp.uchicago.edu> wrote:
>
>>
>> Yes, computers and the way people access them are pretty much a
>> commodity now. If you are spending time building something exotic for
>> a common purpose, isn't that a waste?
>
> Do I have to take that people who are not sysadmins themselves just hate
> an
2015 Mar 16
2
[LLVMdev] GSOC:Control Flow integrity for kernal
Hi
I want to pursue a project based to improve the existing KCoFI method which
is the Control Flow integrity method for commodity os. Since KCoFI is a
llvm based project I plan to undertake the project to improve the existing
KCoFI method. Following are the improvements that I want to pursue:
1. To improve the call graph used in KCoFI. Implement a stronger call graph.
2. Port the KCoFI to
2011 Sep 01
1
Background fill and border for a legend in dotplot
Dear R help group
I've been working on this plot for a while now and now getting around to the
minor adjusments. I would like to be able to put a border and background
fill around the legend in this plot.
I understand the legend 'bty' should do this have this capablity but not
sure how the syntax works in this case
###### initalise
library("lattice")
2015 Feb 03
5
Another Fedora decision
On Tue, Feb 3, 2015 at 12:24 PM, Valeri Galtsev
<galtsev at kicp.uchicago.edu> wrote:
>
> Sounds so I almost have to feel shame for securing my boxes no matter what
> job vendor did ;-)
Yes, computers and the way people access them are pretty much a
commodity now. If you are spending time building something exotic for
a common purpose, isn't that a waste?
> Just a simple
2010 Feb 17
3
GlusterFs - Any new progress reports?
GlusterFs always strikes me as being "the solution" (one day...). It's
had a lot of growing pains, but there have been a few on the list had
success using it already.
Given some time has gone by since I last asked - has anyone got any more
recent experience with it and how has it worked out with particular
emphasis on Dovecot maildir storage? How has version 3 worked out for
2006 Oct 20
2
Dataset on Baltimore home energy costs
I received a private request for my complete dataset from my previous
questions. In gratitude to the developers of R, and especially to the
helpful members of r-help, I'm happy to attach it. Anyone is free to use
this dataset in any manner they wish, including published books.
Attribution is not required, or even desired.
Explanatory notes on dataset:
This data is collected from monthly
2007 Jan 08
1
Multivariate OLS
Dear all R users,
Suppose I have a VECTOR of time series y[t] consists of 2000 data point. For example suppose I have data frame which has two columns. First column represents a time series of exchange rate for 2000 days. And the second column represents the price of a commodity for the same period. Now I want to fit a OLS regression like that,
y[t] = a + b*delta[y[t-1]] + c*delta[y[t-2]] +
2011 Sep 15
1
Move the x-axis labels to the top of the dotplot
Dear R helpers
I would like to move the x-axis labels, which plot automatically at the base
of a dot plot to the top of the plot. Is there a way to do this?
Code snippet below
with(Cal_dat,
dotplot(reorder(paste(Mine,Company), Resc_Gt) ~ Resc_Gt,
fill_var = Commodity,
pch_var = factor(Year),
xlab_var = factor(Company),
pch = c(21, 22, 23),
2008 Aug 12
2
Maximum likelihood estimation
Hello,
I am struggling for some time now to estimate AR(1) process for commodity price time series. I did it in STATA but cannot get a result in R.
The equation I want to estimate is: p(t)=a+b*p(t-1)+error
Using STATA I get 0.92 for a, and 0.73 for b.
Code that I use in R is:
p<-matrix(data$p) # price at time t
lp<-cbind(1,data$lp) # price at time t-1