Hi everyone
I am using the wavelet and waveslim package in R to find the wave
variance.Here is the code
return.modwt<-modwt(X, filter="la8", n.levels=5, boundary="periodic",
fast=TRUE)
return.modwt.var<- wave.variance(return.modwt, type="nongaussian")
Where X is a uni-variate time series.
I
I have free text data in a single text document. I create a corpus, and
then a document term matrix out of it. I can create a word cloud too.
But when I do word association for the same, using "findAssocs(), it always
returns numeric(0).
EX : findAssocs(dtm, "king" ,0.1)
I re
ion" would you even be looking for?
>
> B.
>
>
>
> > On Nov 15, 2017, at 12:40 AM, Rahul singh
> wrote:
> >
> > I have free text data in a single text document. I create a corpus, and
> > then a document term matrix out of it. I can create a word
Hello All,
I have 1M rows of time stamped information about delivery trucks and their
trip related information from simulation .Detailed info the column names
and attributes for clarity
1. id: alphanumeric factor/character
2. datetime.of.trip.start: POSIXct -mm-dd hh:mm:ss
3. datetim
Hello All
Have 2 tables
dt1:
start end kwh10min
2013-04-01 00:00:54 UTC 2013-04-01 01:00:10 UTC 0.05
2013-04-01 00:40:26 UTC 2013-04-01 00:50:00 UTC 0.1
2013-04-01 02:13:20 UTC 2013-04-01 04:53:42 UTC 0.15
2013-04-02 02:22:00 UTC 2013-04-01 04:33:12 UTC 0.2
2013-04-01 02:26:23 UTC 2013-04-01 04:05:
> library(RJDBC)
Loading required package: DBI
Loading required package: rJava
> jcc = JDBC
("com/ibm/db2/jcc/DB2Driver","/opt/ibm/db2/java/lib/db2jcc4.jar")
Error in .jfindClass(as.character(driverClass)[1]) : class not found
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_
Hello there!!
Could somebody please go through the question (
http://stats.stackexchange.com/questions/268323/string-kernels-in-r)?
In short I need the reference to the algorithms used for string kernels in
Kernlab package in R.
Thank you.
Regards:
Rahul
[[alternative HTML version
Hello,
I would like to know if mosaic plots are supported by ggplot2? If so,
can someone point me to a couple of examples or give me any pointers?
Cheers
Rahul
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of R with nonlinear constraints.
Rahul
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and pr
message- Error in 1:nchid : result
would be too long a vector
Could you please help me with this? I don't think it is too big a data 100
ROWS*13932 columns. I faced no issue in Excel. I am stuck due to this issue.
Thanks in advance.
-- Best Regards,
Rahul Chakraborty
Research Fellow
National
ultiple levels and some sort of combinatoric
> explosion is resulting in too many levels of a constructed factor.
>
>
> --
>
> David.
>
> On 9/21/20 12:55 PM, Rahul Chakraborty wrote:
> > Hello everyone,
> >
> > I am using *mlogit* to analyse my choice experime
Median : 9.000 Median : 5.000
Mean :10.62 Mean : 8.661 Mean : 5.419
3rd Qu.:12.00 3rd Qu.:10.000 3rd Qu.: 6.000
Max. :15.00 Max. :10.000 Max. :15.000
On Tue, Sep 22, 2020 at 2:07 AM Rahul Chakraborty
wrote:
> Hello,
>
> Here is the resul
t the
dataframe level.
Thanks in advance.
Regards,
Rahul Chakraborty
On Tue, Sep 22, 2020 at 4:50 AM David Winsemius wrote:
>
> @Rahul;
>
>
> You need to learn to post in plain text and attachments may not be xls
> or xlsx. They need to be text files. And even if they are c
egards,
On Tue, Sep 22, 2020 at 8:46 PM David Winsemius wrote:
>
> You were told two things about your code:
>
>
> 1) mlogit.data is deprecated by the package authors, so use dfidx.
>
> 2) dfidx does not allow duplicate ids in the first two columns.
>
>
> Which one of t
Hello Rui,
Thanks a lot for your response. But, I will surely say that the data I
attached is in long format as it has 18 rows (3 alternatives*3
questions* 2 individuals). Had it been a wide format data it would
have had 6 rows (3 questions* 2 individuals). But, anyway thanks.
Best,
Rahul
On
e may vary across different objects. Given this scenario which
package should I use to implement a fractional factorial design? Any help
would be highly appreciated.
Thanking you,
-- Regards,
Rahul Chakraborty
Research Fellow
National Institute of Public Finance and Policy
New Del
hich I am sorry.
-- Regards,
Rahul Chakraborty
Research Fellow
National Institute of Public Finance and Policy
New Delhi- 110067
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https://stat.
e to me. Bootstrapping this way will
likely yield appropriate Starndard Errors for the two ratios. However, I
am very much interested in appropriate p-values for the comparison and I am
not sure if localizing "0" on the bootstrap distribution of the difference
of means is appr
ring baseline pre-treatment current
values.
Best,
Rahul
On Fri, Jun 14, 2013 at 7:13 PM, Bert Gunter wrote:
> Sigh...
>
> (Again!) These are primarily statistical, not R, issues. I would urge
> that you seek local statistical help. You appear to be approaching
> this wit
done through a macro
or sql kind of command?
Thanks and Regards,
Rahul S Menon
Research Associate
ISB, Hyderabad
Ph-040-2318 7288
DISCLAIMER : This e-mail (including any attachments) is ...{{dropped:11}}
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R-help@r
I want to do a daily, weekly and monthly regression between InvestmentGrade
Credit Spreads (Dependent Variable) and Treasuries (Independent Variable).
My starting point is daily spread data and daily prices for US treasuries.
Should I convert the US Prices into log returns i.e. log(Pt/Pt-1) or
I have the following : a sequence of security returns and their probabilities
e.g.
Security Returns / Probability of Event :
10% Return with 50% probability
-5% Return with 10% probability
3% return with 10% probability
15% return with 10% probability
I can calculate the mean and the std
I created a couple of timeSeries objects - when I was merging them , I got an
error.
Looking at the data , I see that one of the time series has
06/30/2007 0.0028 0.0183 0.0122 0.0042 0.0095 -
07/31/2007 -0.0111 0.0255 0.0096 -0.0069 -0.0024 0.0043
etric Test and
Jump Dynamics".
Regards and Thanks in advance,
Rahul
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I require some help in debugging this code
library(neuralnet)
ir<-read.table(file="iris_data.txt",header=TRUE,row.names=NULL)
ir1 <- data.frame(ir[1:100,2:6])
ir2 <-
data.frame(ifelse(ir1$Species=="setosa",1,ifelse(ir1$Species=="versicolor",0,"")))
colnames(ir2)<-("Output")
ir3 <- data.frame(rbi
Is there any way to analyse high frequency data in R like
cleaning,manipulation and volatility etc.I know there are packages like
RTAQ and Realized for analysing high frequency data but they are only valid
for NYSE stocks and have well defined data format.
Please help.
[[alternative HTML
Hello Everyone,
I am trying to convert the txt file into RData format by using convert
function in RTAQ package.The txt file looks like:
2010-07-01 08:04:28 SBUX Q 24.9500 100 T 0 0
2010-07-01 08:04:28 SBUX Q 24.9500 100 T 0 0
2010-07-01 08:04:28 SBUX Q 24.9600 300 T 0 0
The code I am using is:
I found "The R Book" by Michael J. Crawley quite satisfying for the
purpose of learning R.
On May 28, 10:25 pm, "Neil Gupta" <[EMAIL PROTECTED]> wrote:
> Hi I am still fairly new to R but picking it up quickly. I have some
> problems manipulating data in tables. I was wondering if anyone new any g
Hi,
Can we get the code for calculating Oja median for multivariate data
Thanks and Regards
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
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R
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
Sent: Thursday, September 18, 2008 3:02 PM
To: Agarwal, Rahul-A
Cc: r-help@r-project.org; [EMAIL PROTECTED]
Subject: Re
Thanks a lot Martin.
I would definitely like to know more about calculating multivariate
median.
It would be better if I can get some method where I can calculate the
median using functions in R.
Will wait for your reply
Thanks
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC
Hi
Could any one help me to code tukey half space depth and directinal
quantile regression in R
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
-Original Message-
From: roger [mailto:[EMAIL PROTECTED]
Sent: Friday, September 19
eb-08 31-Mar-08 30-Apr-08
a1.003.007.003.00
b2.004.004.007.00
c3.008.00655.00 3.00
d4.0023.00 4.005.00
e5.0078.00 6.005.00
Rahul Agarwal
Analyst
Equities Quantitative Res
30Mar07
c 30.05 28Apr06 30Apr07
t 20.55 31May06 31May07
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Philipp Pagel
Sent: Tuesday, October
Bang on!!
Thanks for the help
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Philipp Pagel
Sent: Tuesday, October 07, 2008 2:52 PM
To: r-help@r
using the numeric data which are
prices I need to calculate the return but if these prices are not
numeric then calculating return will be a problem
regards
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
-Original Message-
From: Martin
Why m I getting this message
data=read.table("H:/Rahul/london/david/rexcel/price1.txt",header=T,check.names=F,row.names=1)
Error in read.table("H:/Rahul/london/david/rexcel/price1.txt", header = T, :
duplicate 'row.names' are not allowed
Rahul Agarwal
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
hi let me explain you the problem
we have a database which is in this format
Stocks 30-Jan-08 28-Feb-08 31-Mar-08 30-Apr-08
a1.003.007.003.00
ns. If I have
understood correctly, the code just follows the order in which the
observations are found in the original data matrix.
Rahul Agarwal
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ahead for this project.
I believe Prof. Ripley can have a say on it.
Rahul Agarwal
Visit our website at http://www.ubs.com
This message contains confidential information and is in...{{dropped:16}}
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Hi, Sorry for the confusion but I am looking to use R for regression
trees.
My query is stated below and I am not able to understand how can I use
tree library in this case
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
-Original Message
Also I wud like to add that in this addin the rput command never works
Rahul Agarwal
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Behalf Of David Seres
Sent: Friday, October 24, 2008 2:46 PM
To: r-help@r-project.org
Subject: [R] R D COM Excel Add-Ins
I have a data frame with unequal rows length separated by comma.I
have to read the data first and then calculate number of comma in each
row...how can I do that
Regards Rahul
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I believe R as a package has everything people with little knowledge of
programming can handle quite easily. Moreover even if someone has no
programming knowledge can learn R without much effort.
I also believe if people in corporate world start using R instead of
other complex software which are
I am getting this error could any one tell me why?
if(debug) cat("rahul")
Error in if (debug) cat("rahul") :
argument is not interpretable as logical
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Thanks a lot...I realised where I was going wrongif I declare debug
= F then my problem is getting solved.
-Original Message-
From: jim holtman [mailto:[EMAIL PROTECTED]
Sent: Wednesday, November 12, 2008 9:12 AM
To: Agarwal, Rahul-A
Cc: r-help@r-project.org
Subject: Re: [R
Please refer to Introduction to probability and statistics by Rohatgi
and Saley
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Behalf Of Sohail
Sent: Wednesday, November 12, 2008 5:57 PM
To: R-help@r-project.org
Subject: [R] Big O, little o
Sorry for misusing
> Hi,
>
> I am trying to run a code in Excel using VBA from R, using
> Rexcel.but everytime I am getting this error.
Error - 2147220502 in module Recel.Rserver
Error running expression
Eval(parse(text="setwd(\"H:\\
> I am using R-2.8.0 and R.2.7
> Please help.
>
>
>
> << OLE Object
Hi Roger,
As we know that The Oja median has (finite) breakdown point 2/n, i.e.,
is not robust in any reasonable sense, and is quite expensive to
compute, so do we have some better methodology to compute multivariate
median
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC
Apologies Roger, if you find anything wrong with the mail.
Thanks for the reference Roger.
IS there anything else which I can look at, say something in R itself?
Regards and thanks once again
Rahul Agarwal
Analyst
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363
/Insurance
sector to bring together the the data crunching power of SAP HANA and functions
available in HANA.
Thanks & Regards,Rahul Rajagopalan Nair
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