similar to: Generating random normal distribution with mean 0 and standard deviation 1

fSeries Technical Analysis rsiTA problem Hello, I?m trying to use the rsiTA() function but keep getting this error: >rsiTA(tsx,14) Error in "[.timeSeries"(close, 1:(length(close) - 1)) : only 0's may be mixed with negative subscripts Here?s is the first three lines of my data: >tsx[1:3,] close 2004-04-18 20:00:00 8702.82 2004-04-19

A basic question, but one that eludes me. I have created a new variable $numurder, which I have rounded off. I want to save the rounded off version of this variable to an existing datafile called 'ngri.csv' . numurder <-c((murder*no.of.cases)/100) [[1]] [1] 48.952 112.073 182.160 974.610 122.140 663.432 150.856 18.988 137.925 198.045 68.930 203.148 30.056 100.955

Transpose vector extracted from a matrix Hello, I am doing a recursive analysis that uses every line (vector) of a matrix in a loop. In the model, I need to transpose those vectors that are extracted from a matrix. Using simple vectors (no matrix involved) the transpose function works fine: simplevector <-matrix(1:3,3,1) tsimplevector <-t(simplevector) #transposed dim(simplevector)

Hello, I can generate PDF documents and they look good on acrobat reader. However, when I import the PDFs in Pagemaker 7.0 (on windows2K), I get an error message saying it does not recognize the Helvetica font. I got this from ?pdf: family the font family to be used, one of "AvantGarde", "Bookman", "Courier", "Helvetica", "Helvetica-Narrow",

Hello, How do I implement a cardinality constraint with constrOptim? I want to minimize (least square) a%*%x = 4 subject to x1<2 x2<1 x3<4 count(x1, x2, x3)= 2 (cardinality constraint) Is there a way to specify binary integer variables with constrOptim? Here's my code so far: a <-matrix(1:3,1,3) fr <- function(x) { (a%*%x-4)^2 }

Hello, I must be doing something wrong that's very obvious. But I just don't see it. I changed my Windows Time Zone to GMT and my Financial Center to Montreal. But I still get several warnings. >Sys.timezone() [1] "GMT Daylight Time" >myFinCenter [1] "Montreal" >Sys.timeDate() [1] "Montreal" [1] [2005-04-19 10:55:02] Warning messages: 1: Set

Dear All, I tried to plot a variety of lines(curves) on same figure. What I did is, plot(x=x1,y=y1) lines(x=x2,y=y2) lines(x=x3,y=y3) ... In my data, the maximum of y1 is much smaller than those maximums of other y vectors. So, in the figure I got, there are some curves which are not complete, I mean, they were cut off at the maximum of y1 at the y axis. Could anybody point out some right

Hello, I hesitate to call this a bug, because I could have forgotten something important, but the MarkowitzPortfolio example in fPortfolio does not work for me. Here's my code: > library(fPortfolio) > >xmpPortfolio("\nStart: Load monthly data set of returns > ") > data(berndtInvest) > # Exclude Date, Market and Interest Rate columns from data

Dear all, Is there a simple way to add reference lines in background? I am trying with abline() or grid() but the lines, since they are executed after the plot function, are draw on top. How can I draw such lines beneath the main plot? Here is an example: x<-rnorm(100) boxplot(x) abline(h=c(-1,0,1)) grid(NA, 4, lwd = 2) regards, Luigi Marongiu, MSc [[alternative HTML

Hello, Suppose the you need a loop to create a new variable , i.e., you are not reading data from outside the loop. This is a simple example in Matlab code, for i=1:5 r1=randn r2=randn r=[r1 r2] c(i,:)=r; % creation of each row of c , % the ":" symbol indicates all columns. In R this would be [i,] end The output of interest is c which I'm creating inside the "for" loop

"c" an extremely commonly-used function. Functions are first-class objects that occupy the same namespaces that variables do, so they can obscure each other. In short, don't use variables called "c" (R is case sensitive, so "C" has no such problem). Wherever possible, avoid incremental concatenation like the plague. If you feel you must use it, at least

... "(R is case sensitive, so "C" has no such problem)." Well, not quite. Try ?C To add to the previous comments, Dr. Gordon appears to need to do her/his homework and spend some time with an R tutorial or two before posting further here. There are many good ones on the web. Some recommendations can be found here: https://www.rstudio.com/online-learning/#R Cheers, Bert

Maybe I wasn't clear about my query. I'm very familiar with pre-allocation and vectorization and I had already wrote an R code for this problem in this way. My question wasn't about the most efficient way to solve the problem. It was about whether in R it was possible to use the same index used in the loop to create a new variable and store the results in as in the example showed

Hello I want to predict the future values of time series with Garch When I specified my model like this: library(fGarch) ret <- diff(log(x))*100 fit = garchFit(~arma(1,0,0)+garch(1, 1), data =ret) predict(fit, n.ahead = 10) meanForecast meanError standardDeviation 1 0.01371299 0.03086350 0.03305819 2 0.01211893 0.03094519 0.03350248

Hi experts of R, Are there any functions in R to test a univariate series for long memory effects, structural breaks and time reversability? I've found for ARCH effects(ArchTest), for normal (Shapiro.test, KS.test(comparing with randn) and lillie.test) but not for the above mentioned. Where can I find a comprehensive list of functions available by type? Thank you Renato Costa -- View this

Hi, I've been using the Matlab robustfit function for linear regressions where I suspect some data points are outliers. Is there an equivalent function in R? Take care, Darren PS, This is the Matlab help on robustfit: >> help robustfit ROBUSTFIT Robust linear regression B = ROBUSTFIT(X,Y) returns the vector B of regression coefficients, obtained by performing robust

hi there, trying to follow the steps of Yan & Rossini 2003, I have two problems : first when I 'make CrossCompileBuild', I get : ****************************************************************************** make[1]: Entering directory `/home/ros/RWORK/CROSSSOMP/WinR/R-1.8.0/src/gnuwin32' make -f Makefile.docfiles make[2]: Entering directory

Dear Users Regarding the NADA package, would anyone be able to help me understand what values are actually plotted on the Y axis of the plot obtained by using the *ros* function on the data and plotting the result with the plot() function? The Y axis is labeled "Values". According to the NADA user manual, ros performs a log transformation of the data by default, but the user can specify

Hallo I am not familiar with any of packages you use (except of MASS and ggplot2) and the code is too complicated without any hint where the error could come from and what is the message you get. I wonder if anybody would like to go through your whole code. 1. data seems to be read correctly ICUData <- read.csv(file = "ICUData.csv", stringsAsFactors = TRUE) ICUData.neuro <-

Probably a stupidly simple question, but I wouldn't know how to google it: xyplot(neuro ~ time | UserID, data=data_sub) creates a proper plot. However, if I add type = "l" the lines do not go first through time1, then time2, then time3 etc but in about 50% of all subjects the lines go through points seemingly random (e.g. from 1 to 4 to 2 to 5 to 3). The lines always start at time