similar to: environment problems

Hi there, I'm trying to install the package RcppArmadillo in my R 2.11.1 which I installed and regularly update via Ubuntu's repositories. When I try to install RcppArmadillo from CRAN I get: > install.packages('RcppArmadillo', lib='~/myRlibs') [...] g++ -shared -o RcppArmadillo.so RcppArmadillo.o fastLm.o -L/home/matias/myRlibs/Rcpp/lib -lRcpp

Sorry for re-posting, but the original one ended up inside a previous and unrelated thread. -- Matias ----- Hello, This simple SVD calculation (commands are copied immediately below) crashes on my Ubuntu machine (R 2.13.0). However it works fine on my Windows 7 machine, so I suspect there's a problem with (my?) Ubuntu and / or R. Can anybody else reproduce it (with Ubuntu 11.04)? Thanks

Hi, The following code, from Angelo Canty article on line "Resampling Methods in R: the boot Package, 2002", works fine for Angelo Canty using R 2.6.0 on Windows XP. It also works for me using R 1.2.1 and S-PLUS 2000 on Windows XP after installing the S-PLUS bootstrap library, with slight differences in my outputs. > library(boot) > library(survival) >

Hi, The following code, from Angelo Canty article on line "Resampling Methods in R: the boot Package, 2002", works fine for Angelo Canty using R 2.6.0 on Windows XP. It also works for me using R 1.2.1 and S-PLUS 2000 on Windows XP after installing the S-PLUS bootstrap library, with slight differences in my outputs. > library(boot) > library(survival)

Hi, The following code, from Angelo Canty article on line "Resampling Methods in R: the boot Package, 2002", works fine for Angelo Canty using R 2.6.0 on Windows XP. It also works for me using R 1.2.1 and S-PLUS 2000 on Windows XP after installing the S-PLUS bootstrap library, with slight differences in my outputs. > library(boot) > library(survival) >

Hi, The following code, from Angelo Canty article on line "Resampling Methods in R: the boot Package, 2002", works fine for Angelo Canty using R 2.6.0 on Windows XP. It also works for me using R 1.2.1 and S-PLUS 2000 on Windows XP after installing the S-PLUS bootstrap library, with slight differences in my outputs. > library(boot) >

Dear all, This is a rather lengthy message, but I don't know what I made wrong in my real example since the simple code works. I have two variables a, b and a function f for which I would like to calculate all possible combinations of the values of a and b. If f is multiplication, I would simply do: a <- 1:5 b <- 1:5 outer(a,b) ## A bit more complicated is this: f <-

Dear all, This is a rather lengthy message, but I don't know what I made wrong in my real example since the simple code works. I have two variables a, b and a function f for which I would like to calculate all possible combinations of the values of a and b. If f is multiplication, I would simply do: a <- 1:5 b <- 1:5 outer(a,b) ## A bit more complicated is this: f <-

> From: Thomas Lumley > > On Sun, 30 Oct 2005, Jonathan Rougier wrote: > > > I'm not sure about this. Perhaps I am a dinosaur, but my feeling is > > that if people are writing functions in R that might be subject to > > simple operations like outer products, then they ought to be writing > > vectorised functions! > > I would agree. How about an

Hi - I have a question about the following code from Bayesian Computation with R (Jim Albert). par(mfrow=c(2,2)) m = 500 alphas = c(5, 20, 80, 400) for (j in 1:4) { mu = rgamma(m, shape=10, rate=10) lambda1 = rgamma(m, shape=alphas[j], rate=alphas[j]/mu) lambda2 = rgamma(m, shape=alphas[j], rate=alphas[j]/mu) plot(lambda1, lambda2) title(main=paste('alpha=',

Hello all - This code will run, but it bogs down my computer when I run it for finer and finer time increments and more generations. I was wondering if there is a better way to write my loops so that this wouldn't happen. Thanks! -Tyler ################# # Bifurcation diagram # Using Braaksma system of equations # We have however used a Fourier analysis # to get a forcing function

All, We are researching approaches to parallel R with the end goal of running R in a distributed manner on a Linux cluster. We expect of course to do some work decomposing our problems to be task-parallel or data-parallel, but wouldn't mind getting an initial boost working with "embarrassingly parallel" code sections and one of the approaches below. Incidentally our environment

Hi, Is there any way to estimate a DEPENDENT variable through a GLM/LM model? Suppose I have the linear model: y=a0+a1*x1+a2*x2 (a0=1, a1=0.6, a2=0.8, x1~N(1,1), x2~N(0,1)). The alphas and the auxiliary variables are given and I have to estimate y. The point is if I estimate it, let¹s say algebraically, I get high variances that do not decrease as sample sizes increases... Is the any other way

Hi I have a problem on how to proceed with further steps in my analysis. I did a linear OLS regression (ri,t=alpha*beta*rm,t+et) with my daily data of stock and index returns. There is now the problem of arch in my error terms. Thus I used the following r command: /garch(resid_desn, order=c(0,2)) ## This ARCH(2) process seems to fit the best after trial and error. Consequently, I get there

R ran find on our Sun until it was stolen. I have now set up R on one of our Dec Alphas OSF1 V4.0 386. R-0.49 configures builds and runs fine except that the glm command crashes R. R-0.60.1 configures builds and runs until a cis entered. I think the problem is the floating point conventions but before I get in over my head a question Has anyone used glm successfully on Alphas OSF1 V4.0 386?

libswfdec/Makefile.am | 2 libswfdec/swfdec_as_strings.c | 17 + libswfdec/swfdec_as_types.c | 16 + libswfdec/swfdec_as_types.h | 2 libswfdec/swfdec_gradient_pattern.c | 129 +++++++++++++++ libswfdec/swfdec_gradient_pattern.h | 67 +++++++

I apologize if you receive multiple copies of this letter. This is the first time I've written to this mailing list, so please be kind:-) Hello everyone! I'm trying to make a programme which grows a classification tree. I use APL programming language and I use R to compare and test results. I have a classification tree and I have a sequence of cost-comlexity parameters(alphas):

Dear All, When I run rlm to obtain robust standard errors, my output does not include p-values. Is there any reason p-values should not be used in this case? Is there an argument I could use in rlm so that the output does include p-values? Thanks in advance, Celso [[alternative HTML version deleted]]

Hi all ARCH modelling I have a problem now on how to proceed with further steps in my analysis. I did a linear OLS regression with my daily data of stock and index returns. There is now the problem of arch in my error terms. Thus I used the following r command: garch(resid_desn, order=c(0,2)) ## This ARCH(2) process seems to fit the best after trial and error. Consequently, I get there three

http://dovecot.org/test/ Two important fixes: - Fixes the recently reported dovecot-auth crashes with unexpected client input - Fixes mbox corruption in some not-so-common cases. Hopefully this is the last one. I added more asserts anyway which try to catch similiar mistakes and avoid losing data. Others: - Added oe-ns-eoh workaround for pop3. Fixes outlook/netscape problems with buggy