r

Efficient computation of "variable (number of points included)" moving average in R

Hi everybody, I'm trying to implement a variable exponential moving average on a time series of intraday data (i.e 10 seconds). By variable, I mean that the size of the window included in the moving average depends on another factor (i.e. volatility). I was thinking of the following: MA(t)=alpha(t)*price(t) + (1-alpha(t))MA(t-1), whe...

finding unique values from a list

Suppose you have a list of values x <- list(a=c(1,2,3), b = c(2,3,4), c=c(4,5,6)) I would like to find unique values from all list elements combined. So far, the following code did the trick unique(unlist(x)) Does anyone know a more efficient way? I have a hefty list with a lot of values and would appreciate any speed-up. ...

Create a PDF table

Is there a way to produce a PDF of a table from R in the same way you produce a plot (ie with pdf() or ggsave())? I realize there are ways with other programs (using sweave etc.), but I would like to produce it just from R. ...

Is there a library that integrates R into ruby?

I recently investigate a integration between ruby and R on Windows 7. So far, rinruby hangs (on my Windows7 machine) when I run a script. Now I learn from this post that rsruby does not work on Windows at all. Does anybody know a library that would work? ...

Classify or cut dataframe by list of class range and summarize it with ddply

I have question about ddply and subset. I have dataframe df like this : df <- read.table(textConnection( " id v_idn v_seed v_time v_pop v_rank v_perco 1 15 125648 0 150 1 15 2 17 125648 0 120 2 5 3 18 125648 0 100 3 6 4 52 125648 0 25 4 ...

in or out of a for loop in R - calculating the diagonal product of a matrix

I'm trying to find the maximum diagonal product of 2 digit numbers in a 20x20 matrix. This gives an error message : i <- 17:1 z <- for (j in 1:(18-i)) {b <- max ((x[i,j]*x[i+1,j+1]*x[i+2,j+2]*x[i+3,j+3]))}} But this doesn't: z <- for (i <- 17:1) {for (j in 1:(18-i)) {b <- max ((x[i,j]*x[i+1,j+1]*x[i+2,j+2]*x[i+3,j+3...

time series in R

hello, here is my question: i have these data summary(data) Date 1990/01: 1 1990/02: 1 1990/03: 1 1990/04: 1 1990/05: 1 1990/06: 1 (Other):242 attribute Min. :164.9 1st Qu.:201.5 Medi...

How to express this sum concisely in R?

I have a simple R beginner's question: How do I express the sum below most concisely in R? sum_{i=1}^n a / (a+i) I tried the following, but there must be a better way, without actually calling for: r<-0 for(i in 1:n){ r <- r + (a / (a+i)) } Thanks! ...

How to create self cumulating vector in R

I think this is very easy but my R kung-fu is weak. I'm trying to create a vector of itself in a cumulative way. This code works but I'd like something much more elegant and automated. I have millions of rows that need to be cumulated. a <- c(4,4,5,1,9) a <- a[order(-a[])] k <- a[1:length(a)]/sum(a) w <- c(k[1],k[1]+k[2],k[1]+k[2]+k[3],...

Rearrange data [R]

I haven't quite got my head around R and how to rearrange data. I have an old SPSS data file that needs rearranging so I can conduct an ANOVA in R. My current data file has this format: ONE <- matrix(c(1, 2, 777.75, 609.30, 700.50, 623.45, 701.50, 629.95, 820.06, 651.95,"nofear","nofear"), nr=2,dimnames=list(c("1", "2"), c("SUBJECT","A...

R: Why this doesn't work?, matrix, rounding error?

Hello Why this works: ncota <- 1 nslope <- 29 resul <- matrix(rep(0,ncota*nslope*4),ncota*nslope,4) But this doesn't? ncota <- 1 sini <- 0.1; sfin <- 1.5; spaso <- 0.05; nslope <- 1+((sfin-sini)/spaso) resul <- matrix(rep(0,ncota*nslope*4),ncota*nslope,4) I guess the problem is that the division gives a noninteger number. How can ...

set environment variables for system() in R?

I've been using R in Ubuntu to make system calls using system() for things like spinning up Amazon EC2 instances, managing files on S3, etc. If I start R from the command line everything works fine. But if I start R from a script using Rscript, or from ESS, I have issues with environment variables not being set. I think this is an issu...

Create "missing objects" (aka: "empty symbols" , "empty objects") / needed for formals manipulation/

Hi everyone! How to create an "empty object" in R? [edit: I don't know how to rightly call this "thing" so I am calling it "empty object", others: "empty symbol", "zero length symbol", "missing object" might also be used] [edit2: finally I tend to settle down on the "missing symbol object" for the name of the "thing". It also appears t...

How do I summarise data using reshape/plyr?

I have data that looks like this: model aspect cover contour 1 flowering ~ 1 2 52 2400 2 flowering ~ 1 + temp + precip:temp 1 52 2390 3 flowering ~ 1 + temp + precip 1 52 2390 4 flowering ~ 1 + temp + precip 1 52 2390 5 f...

How to use ggplot to plot probablity densities?

Hi, I am looking for the ggplot way to plot a probability density function (or any function). I used to use the old plot() function in R to do this. For example, to plot a beta distribution with alpha=1 and beta=1 (uniform): x <- seq(0,1,length=100) db <- dbeta(x, 1, 1) plot(x, db, type='l') How can I do it in ggplot? Thank you! ...

Counting words within factors

I have millions of Keywords in a column labeled Keyword.text. Each factor or Keyword can contains multiple words (or shall we say token). Here is an example with 4 keywords Keyword.text The quick brown fox the .8 .crazy lazy dog dog jumps over+the 9 I'd like to count the number of tokens in each Keyword, so as to obtain: Keyword.lengt...

Is RExcel useful? or should I look for alternatives

Also, would it be illadvised to use RExcel for corporate work? Also, what are some advantages / disadvantages of using it? How small do files need to be for Rexcel? ...

Using textmate with applications accessed through ssh

I like using textmate to edit scripts for my analysis using R, Stata and SQL. Recently, I've had to use our grid server environment because the datasets are too large for my computer, and the ram allocations on the grid using R and STATA are much larger than what my computer has too offer. My current workflow is to open up these progra...

How do I resuscitate a ggplot that was saved to disk inside a list?

I created several hundred plots using ggplot and saved them all to a list. I saved the list to disk using: save(list_of_plots,file="list_of_plots.rdata") Now I want to display those plots and save some using ggsave. However, calling a list item just shows me components of the plot. > names(plots00_t2[[1]]) [1] "data" "layers"...

calling plots from R into Java application

Hi guys I want to ask, if there is anybody who is succesfully working with JRI and rJava? I want to put some graphs, plots made in R into my Java application, but without success. Can anybody provide working example. Here is what I found, but its not working. Thank you import org.rosuda.JRI.REXP; import org.rosuda.JRI.Rengine; /** * @a...