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Hi, For very large matrices, is this the most efficient way to add two variables together? ############################# attach(attenu) new<-rowSums(cbind(mag, station)) ############################# Also, could I be directed to some resources for working with very large datasets? Thanks

Hi, I am unable to do something fairly simple. I have matrices called Table1,..., Table10. I want to be able to print them using a loop. So I wrote: ################## for (i in 1:10){ disp<-paste("Table", i, sep="") eval...

A quick question about stableFit() in the fBasics package. Is it possible to constrain the gamma and delta parameters and only estimate the alpha and beta parameters? I tried: ################## set.seed(1953) r = rstable(n = 1000, alpha = 1.9, beta...

A quick question about stableFit() in the fBasics package. Is it possible to constrain the gamma and delta parameters and only estimate the alpha and beta parameters? I tried: ################## set.seed(1953) r = rstable(n = 1000, alpha = 1.9, beta...

Hi, I would like to compute a goodness-of-fit statistic for one data series against a t-distribution, and obtain the quantiles of the distribution of the statistic with given degrees of freedom. I wonder if this is implemented...

Hi, I was wondering if there was an R package or routines for the Dantzig Selector (Candes & Tao, 2007). I know Emmanuel Candes has Matlab routines to do this but I was wondering if someone had ported those to R...

Hi, Does anyone know of a package/script that will implement the Whittle (1953) estimator for the parameters of an invertible stationary ARMA time series model? The estimator is defined on, for example, pg. 378 of Brockwell & Davis (1991). I...

You got the order of the arguments wrong: ################################## library(systemfit) eqDemand <- consump ~ price + income eqSupply <- consump ~ price + farmPrice + trend fitsur <- systemfit(list(demand=eqDemand, supply=eqSupply), "SUR", data=Kmenta) summary(fitsur) ################################## On Tue, Aug 18, 2009 at 9:48 AM...

<This is a repost from r-help; I was advised to repost it to the r-sig-finance list.> Hi, Does anyone know of a package/script that will implement the Whittle (1953) estimator for the parameters of an invertible...

Thank you Gabor (& Henrique)! On Sun, Sep 27, 2009 at 3:26 PM, Gabor Grothendieck <ggrothendieck at gmail.com> wrote: > with(attenu, mag + as.numeric(station)) > > is nearly twice as fast: > >> system.time(for(i in 1:1000) with(attenu...

Jorge, Your suggestions produce the names of the matrices and not the contents. Sorry if this was not clear in the question. On Sat, Sep 19, 2009 at 11:46 PM, Jorge Ivan Velez <jorgeivanvelez at gmail.com> wrote: > Dear...

Hi Jim, I might be missing something but your command gives the error: Error in rowSums(mag) : 'x' must be an array of at least two dimensions ############################# data(attenu) attach(attenu) rowSums(mag) + rowSums(station) attenu$new<-rowSums(cbind(mag...

Thanks again! On Sun, Sep 20, 2009 at 12:04 AM, Jorge Ivan Velez <jorgeivanvelez at gmail.com> wrote: > Hi tzygmund, > You can avoid the print() part and the result would be pretty much the same: > # Data > x1 <- x2<- x3...

Jim, Both my emails contained reproducible code (the first one wasn't completely reproducible - it required one to know that "attenu" is a base R dataset). Anyway, thanks for your help. On Sat, Sep 26, 2009 at 8:11 PM...

Ah, apologies. In the backing and forthing, I assigned the names to the matrices. All sorted. Thanks! On Sat, Sep 19, 2009 at 11:55 PM, Duncan Murdoch <murdoch at stats.uwo.ca> wrote: > On 19/09/2009 6:51...

> So why were you trying to add a factor variable to a numeric, anyway? For no other reason than to illustrate the task of addition. It is, admittedly, meaningless. > Well, I had never seen any help pages use "attenu" as...