similar to: Semi-Regular Time Series with Missing Values

Hello, Can anyone explain the following behaviour? To me it seems a bug, but maybe it is intentional. It seems that a diff on a zooreg class that is not _strictly_ regular only considers those entries that are 'deltat' apart. In the following, diff on the zooreg class only returns values where the index was one second apart. The example replicates by dev code, but I've also tested

I have date data as a numeric and hourly data in 0 to 2300 hours in a dataframe. d <- rep(20110101,24) h <- seq(from = 0, to = 2300, by = 100) df <- data.frame(LST_DATE = d, LST_TIME = h, data = rnorm(24, 0, 1)) S <- chron(dates. = as.character(df$LST_DATE), times. = paste(as.character(df$LST_TIME/100), ":0:0", sep = ""), format =

Dear members, It may sound a silly question. I have curl installed: # pkg_info |grep curl curl-7.24.0_3 Non-interactive tool to get files from FTP, GOPHER, HTTP(S) Today portsnap updated the ftp/curl port, and patch-CVE-2013-2174 appeared in files/, but the port version remained such that portaudit, and portupgrade still complain about curl's version. What is the recommended way to

Hi, I'd like to simply add column-wise using Matrix objects (Csparse). It looks like one can apply mosty any base function to these objects (i.e., apply, colSums), but there is a nasty conversion to traditional matrix objects if one does that. Is there any workaround? I can see colSum listed in the help for Class 'CsparseMatrix' , but I wonder whether I'm using the default

Hello, I have a long list of x-, y- and z-data and try to generate a heatmap. Obviously there are several data with identical x- and y-values. I get the following error message: Error in interp.old(x, y, z, xo = xo, yo = yo, ncp = 0, extrap = extrap, : duplicate data points: need to set 'duplicate = ..' Unfortunately there seems no help screen on "duplicate". I'd prefer

Hi List, I have weekly sales observations for several products drawn via ODBC. Source data is available at https://www.dropbox.com/s/78vxae5ic8tnutf/asr.csv. This is retail sales data, so will contain seasonality and trend information. I expect to see 52 or 53 observations per year, each observation occuring on the same day of the week (Saturday). Ultimately I'm looking to feed these series

Hi again, I'd like to ask you a question again. I have a matrix like this: a <-matrix(c(1,2,3,4,5,6,7,8,9,10,11,12)) a [,1] [1,] 1 [2,] 2 [3,] 3 [4,] 4 [5,] 5 [6,] 6 [7,] 7 [8,] 8 [9,] 9 [10,] 10 [11,] 11 [12,] 12 Is there a proper way to change the dimensions of this matrix so that I'll get this as a result: [,1] [,2] [,3] [1,]

Hello everybody, I have a little problem in good old R. It is basically the following. I have this small database with 3 rows and the following columns: d1, d2, d3 and Highest d value - which selects the highest value from d1, d2, d3 in each row. d1 d2 d3 Highest d value 1 51.398426 39.111721 11.6086220 51.398426 2 4.057801

Hello there, I don't know if I'm addressing my question to the right e-mail address, I hope I do. Actually I have a little problem concerning writing a code in R. I try to briefly sum up my problem. As you can see below, I created the functions "Equation1" and "Equation2" with some conditions. Equation1 <-function(x){ if

Hi, I have a financial (zoo) time series with prices and volumes (although I can get the coredata as a matrix). Due to the data-source some indices have multiple observations. I want to aggregate these according to a weighted average. 11:00:01 34 1000 11:00:01 35 500 11:00:01 35 1000 11:00:02 34 500 11:00:02 35 500 should become 11:00:01 34.6 2500 11:00:02 34.5 1000 I currently do this

Hello there, I have a problem concerning bootstrapping in R - especially focusing on the resampling part of it. I try to sum it up in a simplified way so that I would not confuse anybody. I have a small database consisting of 20 observations (basically numbers from 1 to 20, I mean: 1, 2, 3, 4, 5, ... 18, 19, 20). I would like to resample this database many times for the bootstrap process with

Hello everyone, I'd like to ask you a question again, basically focusing on referring to different objects. Let's suppose we create the following databases this way: id <-c(1,1,1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,2,2,2,3,3,3,3,3,3,3,3,3,3) a <-c(3,1,3,3,1,3,3,3,3,1,3,2,1,2,1,3,3,2,1,1,1,3,1,3,3,3,2,1,1,3) b <-c(3,2,1,1,1,1,1,1,1,1,1,2,1,3,2,1,1,1,2,1,3,1,2,2,1,3,3,2,3,2) c

Nick, Do you happen to know why the version reported in 'dwarfdump --eh-frame' for object files now differs when compiled with and without -g? The test used in FSF gcc's configure produces a diff of.. % diff -u conftest.o.g.stripped.dwarfdump conftest.o.g0.stripped.dwarfdump --- conftest.o.g.stripped.dwarfdump 2015-04-10 21:43:15.000000000 -0400 +++

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I noticed that if I install cygwin ssh on a laptop , the cpu usage goes to 80-90% when not all the network adaptors are connected. how may I assist in reporting this bug better? can some one pls point me to a version compilied with the debug flag? how can I use gdb on windows to report this? Niv -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.5

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Hello everyone, I'd like to ask you a question again, basically focusing on referring to different objects. Let's suppose we create the following databases this way: id <-c(1,1,1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,2,2,2,3,3,3,3,3,3,3,3,3,3) a <-c(3,1,3,3,1,3,3,3,3,1,3,2,1,2,1,3,3,2,1,1,1,3,1,3,3,3,2,1,1,3) b <-c(3,2,1,1,1,1,1,1,1,1,1,2,1,3,2,1,1,1,2,1,3,1,2,2,1,3,3,2,3,2) c

Dear R-community, I'd like to ask you a question concerning R again. I try to keep this simple because I am not willing to confuse you at all. I have a little data frame which I have created the following way: a <-c(1,1,1,1,1,2,2,2,2,2,3,3,3,3,3,4,4,4,4,4,5,5,5,5,5,6,6,6,6,6) b <-c(1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30) df

Hello, I would like to use Public Key authentication with OpenSSH. I am trying to use a public / private key set created using CA.pl. http://www.openssl.org/docs/apps/CA.pl.html I am not sure but I think my OpenSSL keys will not work until some conversion takes place. I was able to get them working between Windows (Putty.EXE) and my SSHD server but PuttyGen.EXE converted the public keys

Dear R experts, Attached you can find the expression of a loglikelihood function which I would like to maximize in R. So far, I have done maximization with the combined use of the mathematical programming language AMPL (www.ampl.com) and the solver SNOPT (http://www.sbsi-sol-optimize.com/manuals/SNOPT%20Manual.pdf). With these tools, maximization is carried out in a few seconds. I wonder if that

Hi there, I have a huge dataframe containing 70,000 observations. I have filtered this dataframe (let it's name be "transformed_dataframe") as I wanted to select only those observations which are greater than or equal to 60,001 regarding the very first identity column. So I have a transformed dataframe now including 10,000 obeservations (from 60,001 - to 70,000) and if you send