[R] Comparing two variables for match and creating a new vector with results

osition. How can I do this? I tried with match and with %in% but is not exactly what I need. Thanks in advance! Inti Luna [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE

Re: [R] Sequence detection longer than a certain value

= TRUE) > > > fun <- function(n, thres){ > r <- rle(!d$VI < thres) > inx <- which(!r$values & r$lengths >= n) > csum <- cumsum(r$lengths) > from <- ifelse(inx == 1, 1, csum[inx - 1] + 1) > cbind(from = from, to = csum[inx]) > > } &

[R] Sequence detection longer than a certain value

Hello, I have 2 variable: one is an "id" sequence from 1:1000 and the other is variable with real values "VI" from -15.0 to 20.0 and I want to detect id values that have indicator values less than a certain threshold, for example (x=1) BUT that are in sequence equal or longer than 5. For instance

[R] covariance estimate in function sem (Lavaan)

Dear R users, I have a hard time interpreting the covariances in the parameter estimates output (standardized), even in the example documented (PoliticalDemocracy). Can anyone tell me if the estimated covariances are residual covariances (unexplained by the model), or the covariances of the obser

[R] How do I do group wise clustering in R?

How do I do group wise clustering in R? Hi all, I have N x K data matrix, where N is the number of observations, K is the number of variables. The N observations fall into M categories or groups. Now I want to cluster the groups, instead of the observations, how do I do that? i.e. the clusteri

Re: [R] Why can we combine design matrix and data-frame in R?

Thanks! Do you think if the correctness of the such results could be generalized to other future cases? On Sun, May 13, 2012 at 7:10 PM, S Ellison wrote: > > But the line you cited was about "response" being a matrix, which is not > our case. > Yes, you're right; I picked the wrong thing to

Re: [R] lm and anova

Thanks a lot! Best, Sara -Ursprungligt meddelande- Från: istaz...@gmail.com [mailto:istaz...@gmail.com] För Ista Zahn Skickat: den 12 maj 2011 16:46 Till: Sara Sjöstedt de Luna Kopia: r-help@r-project.org; Katie Andrle (katie.and...@gmail.com) (katie.and...@gmail.com) Ämne: Re: [R] lm

Re: [R] lm and anova

Hi! We have run a linear regression model with 3 explanatory variables and get the output below. Does anyone know what type of test the anova model below does and why we get so different result in terms of significant variables by the two tables? Thanks! /Sara > summary(model) Call: lm(formul

[R] lm and anova

Hi! We have run a linear regression model with 3 explanatory variables and get the output below. Does anyone know what type of test the anova model below does and why we get so different result in terms of significant variables by the two tables? Thanks! /Sara > summary(model) Call: lm(formul

[R] how to test for stationarity in time series?

Hi all, Could anybody tell me how to test for stationarity in time series? Thanks a lot! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide ht

[R] modeling and forecasting commodity time series?

Hi all, Could anybody please shed some lights on me about good books/literature about modeling and forecasting financial time series in the commodity space? Thanks so much! [[alternative HTML version deleted]] __ R-help@r-project.org mailing

Re: [R] online classes or online eduction in statistics? esp. time series analysis and cointegration?

What's their fee structures? Thanks a lot Robert! 2009/8/30 Robert A LaBudde > http://www.statistics.com/ for online courses without college credit, > taught by well known faculty typically using their own books. > > > > > At 01:50 AM 8/31/2009, Luna Laurent wrot

[R] where to find jobs in Datamining and Machine Learning?

Hi all, Could anybody give me some pointers to good job sites for statistician/datamininer and machine learners? Thanks a lot! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-he

[R] online classes or online eduction in statistics? esp. time series analysis and cointegration?

Hi all, I am looking for low cost online education in statistics. I am thinking of taking online classes on time series analysis and cointegration, etc. Of course, if there are free video lectures, that would be great. However I couldn't find any free video lectures at upper-undergraduate and gra

[R] seeking tutor on statistical learning and data-mining

(posting for my friend) Hi all, We are looking for a tutor who could teach me statistical learning and data-mining using the book: The Elements of Statistical Learning: Data Mining, Inference, and Prediction Please drop me a line if you are interested. Thank you! [[alternative HTML ver

[R] study resources for time series?

Hi all, I am looking for study resources for (financial) time series? Hopefully I could find video lectures then it will reduce the learning curve. Thanks a lot! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https:/

[R] help on vector auto-regressive model

Hi all, I am asking this for my friend. In VAR models, how do we test the goodness-of-fit of a VAR model? More specifically in R? Moreover, are there assumptions on the joint distribution of the data in the model? Thanks a lot! [[alternative HTML version deleted]] ___

[R] exporting rast from R to GRASS

bject whose class ("kriging") is not a S4 object". what does this mean? Help me, please! Thybério Luna - Brazil __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http:

[R] rgdal and spgrass6

Hi, i'm trying to install the packages rgdal and spgrass6 by "install.packages" but i receive always this message: ERROR: configuration failed for package 'rgdal' ** Removing '/home/thyberio/R/i486-pc-linux-gnu-library/2.7/rgdal' ** Restoring previous '/home/thyberio/R/i486-pc-linux-gnu-library/2.