Re: [R] problem with the ltm package - 3PL model
Hi Xavier, the reason you observe this feature is that in the 'constraint' argument you should specify the values under the additive parameterization, i.e., when in the second column of the matrix supplied in 'constraint' you specify 2, then you need to provide the easiness parameters (not the difficulty parameters) in the third column. Check the Details section of ?tpm() and the following for an illustration: library(ltm) fit - tpm(LSAT) cf - coef(fit) constr - rbind( cbind(1:3, c(1,1,1), cf[1:3, 1]), cbind(1:3, c(3,3,3), cf[1:3, 3]), cbind(1:3, c(2,2,2), - cf[1:3, 2] * cf[1:3, 3]) ) fit2 - tpm(LSAT, constraint = constr) coef(fit)[1:3, ] coef(fit2)[1:3, ] I hope it's more clear now. Best, Dimitris ps, you may find more info regarding ltm as well as sample analyses files at the R wiki page: http://wiki.r-project.org/rwiki/doku.php?id=packages:cran:ltm Dimitris Rizopoulos Biostatistical Centre School of Public Health Catholic University of Leuven Address: Kapucijnenvoer 35, Leuven, Belgium Tel: +32/(0)16/336899 Fax: +32/(0)16/337015 Web: http://med.kuleuven.be/biostat/ http://www.student.kuleuven.be/~m0390867/dimitris.htm - Original Message - From: Xavier G. Ordóñez [EMAIL PROTECTED] To: Dimitris Rizopoulos [EMAIL PROTECTED] Cc: r-help@r-project.org Sent: Thursday, February 28, 2008 2:28 AM Subject: problem with the ltm package - 3PL model Dear Dimitris: I am working with ltm package. I have been analyzing a data with 3PL model and I need to do two estimation. In the first, the 40 items parameters are free, and the second the estimation of the 1-10 items are fixed, those correspond to the last 10 items parameters of the first simulation. The remaining items parameters (11-40) are free. I have a problem, when I try to fix the ten items parameters in the second simulation,the difficult parameters are not fixed. Why?. I will like to know if you know the problem. Thank you for your response, Xavier G. Ordoñez An example the process: para.est.I - tpm(Apli.sample.I,IRT.param = TRUE) par.est.I - coef(para.est.I) Gussng Dffclt Dscrmn V32 0.009 -2.453 0.747 V33 0.310 0.444 0.694 V34 0.327 0.873 1.036 V35 0.031 -3.067 0.343 V36 0.054 -0.934 1.130 V37 0.001 -1.991 0.582 V38 0.004 -1.686 0.571 V39 0.003 -2.470 0.910 V40 0.207 0.421 1.307 V41 0.114 -0.843 1.024 fix.c - cbind(rep(1:10),rep(1,10),matrix(as.vector(t(par.est.I[31:40,])[1,]))) fix.b - cbind(rep(1:10),rep(2,10),matrix(as.vector(t(par.est.I[31:40,])[2,]))) fix.a - cbind(rep(1:10),rep(3,10),matrix(as.vector(t(par.est.I[31:40,])[3,]))) fixx - rbind(fix.c,fix.b,fix.a) para.est.II - tpm(Apli.sample.I,constraint = fixx,IRT.param = TRUE) Gussng Dffclt Dscrmn V2 0.009 3.284 0.747 V3 0.310 -0.640 0.694 V4 0.327 -0.843 1.036 V5 0.031 8.942 0.343 V6 0.054 0.827 1.130 V7 0.001 3.421 0.582 V8 0.004 2.953 0.571 V9 0.003 2.714 0.910 V10 0.207 -0.322 1.307 V11 0.114 0.823 1.024 coef(para.est.II)[1:10,]==coef(para.est.I)[31:40,] Gussng Dffclt Dscrmn V2TRUE FALSE TRUE V3TRUE FALSE TRUE V4TRUE FALSE TRUE V5TRUE FALSE TRUE V6TRUE FALSE TRUE V7TRUE FALSE TRUE V8TRUE FALSE TRUE V9TRUE FALSE TRUE V10 TRUE FALSE TRUE V11 TRUE FALSE TRUE Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] ggplot2 boxplot confusion
Chris,
You need to specify position = identity
library(ggplot2)
series - c('C2','C4','C8','C10','C15','C20')
series - factor(series, levels = series)
ids - c('ID1','ID2','ID3')
mydata -
data.frame(SERIES=rep(series,30),ID=rep(ids,60),VALUE=rnorm(180), dummy
= factor(1))
ggplot(mydata, aes(y = VALUE, x = dummy)) + geom_boxplot(position =
identity) + facet_grid(SERIES ~ ID)
Thierry
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
Cel biometrie, methodologie en kwaliteitszorg / Section biometrics,
methodology and quality assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium
tel. + 32 54/436 185
[EMAIL PROTECTED]
www.inbo.be
Do not put your faith in what statistics say until you have carefully
considered what they do not say. ~William W. Watt
A statistical analysis, properly conducted, is a delicate dissection of
uncertainties, a surgery of suppositions. ~M.J.Moroney
-Oorspronkelijk bericht-
Van: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
Namens Chris Friedl
Verzonden: woensdag 27 februari 2008 23:55
Aan: r-help@r-project.org
Onderwerp: Re: [R] ggplot2 boxplot confusion
Thierry
1.
ggplot(mydata, aes(y = VALUE, x = SERIES)) + geom_boxplot() +
facet_grid(.~
ID)
creates a grid with three ID columns (ID1, ID2, ID3) and six SERIES
columns
within each ID column with two boxplots in each ID column (C10, C2)
(C15,
C4), (C20, C8). I was aiming for a grid with ID columns and SERIES rows.
However if I try something like this:
ggplot(mydata, aes(y = VALUE, x = factor(1))) + geom_boxplot() +
facet_grid(SERIES ~ ID)
I get an error:
Error: position_dodge requires the following missing aesthetics: x
Yet this works fine for a single boxplot (as you showed previously) if I
remove the facet_grid() command.
Any ideas?
Or perhaps my only recourse is to build this up programmtically, such
as:
(pseudo-ish code)
for id, ser in ids, series:
dat - subset(mydata, (id %in% ids ser %in% series)
boxplot(dat) in grid position id, ser
Can I specify grid plotting grid by grid with ggplot or do I need to
look at
lattice graphics? (I'd like to stick with ggplot if I can)
ONKELINX, Thierry wrote:
Chris,
1.
This will make more sense.
ggplot(mydata, aes(y = VALUE, x = SERIES)) + geom_boxplot() +
facet_grid(.~ ID)
2.
Now I think I understand want you want. I'm affraid that won't be easy
because you're trying to mix continuous variables with categorical
ones
on the same scale. A density plot has two continuous scales: VALUE and
it's density. The boxplot has a continuous scale (VALUE) and the other
is categorical. Maybe Hadley knows a solution for your problem.
Thierry
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Re: [R] plot y1 and y2 on one graph
milton ruser wrote: Dear all I have a code like x-1:10 y1-x+runif(10)*2 y2-seq(0,50,length.out=10)+rnorm(10)*10 par(mfrow=c(1,2)) plot(y1~x) plot(y2~x) Now I would like to plot y1 and y2 on the same graph, with its two scales (y1 on left and y2 on rigth side). Hi Miltinho, twoord.plot in the plotrix package might do the job for you. twoord.plot(x,y1,x,y2) Jim __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Kaiser-Meyer-Olkin
On 2/28/2008 1:42 AM, Robert Kopp wrote: I am a beginner when it comes to using R, though fortunately I already know something about statistics. I think factor analysis should be used sparingly, but I occasionally use it. It doesn't seem to me that factanal() provides Kaiser's Measure of Sampling Adequacy, which should be computed for factor problems based on a small number of subjects, though perhaps it is elsewhere. Does anyone know? (Better yet, is there a complete list of procedures that can be performed by all available packages?) I have coded MSA in C++, so I could add it if it is not yet available. In that case I suppose I should find out how to submit it. See this post from the archives: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/106430.html which I found using RSiteSearch(Kaiser sampling adequacy). I don't know of a complete list of all procedures (functions) in all packages, but, among other things, RSiteSearch() is very useful when the question is, Is there a package or function to do X? Robert Tim Kopp http://analytic.tripod.com/ [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] standard errors
Hi, guess my problem has simple solution. I want to extract ONLY Std. Errors of Max. Lik. estimates (my_fit-mle(object,...)), the same as I can do with estimates by: x-as. matrix(coef(my_fit)). I could not find any function similar to 'coef(my_fit)', which extracts only Standard Errors. So far all I can do is to type: summary(my_fit) and then get the whole output (with Standard Eroros involved). thank you in advance and best wishes, robert -- View this message in context: http://www.nabble.com/standard-errors-tp15734141p15734141.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Calculating monthly var-cov matrix on non-overlapping rooling window basis
You can't calculate the var indeed of cov On 28/02/2008, Megh Dal [EMAIL PROTECTED] wrote: Thanks Henrique for this mail. It works fine. However I need one more modification. When number of column is 1 then some error is coming : library(zoo) date.data = seq(as.Date(01/01/01, format = %m/%d/%y),as.Date(06/25/02, format = %m/%d/%y), by = 1) len = length(date.data) data1 = zoo(matrix(rnorm(len), nrow = len), date.data ) head(data1) 2001-01-01 -1.5128990 2001-01-02 -0.2939971 2001-01-03 1.6387866 2001-01-04 -0.8107857 2001-01-05 0.7966224 2001-01-06 0.6007594 lapply(split(data1, format(index(data1), %m)), cov) Error in FUN(X[[1L]], ...) : supply both 'x' and 'y' or a matrix-like 'x' However I tried with an 'ifelse' condition : lapply(split(data1, format(index(data1), %m)), ifelse(dim(data1)[1] 1, cov, var)) Still I am getting error. What to do? Henrique Dallazuanna [EMAIL PROTECTED] wrote: Perhaps something like this: lapply(split(data1, format(index(data1), %m)), cov) On 27/02/2008, Megh Dal wrote: let create a 'zoo' object : library(zoo) date.data = seq(as.Date(01/01/01, format = %m/%d/%y), as.Date(06/25/02, format = %m/%d/%y), by = 1) len = length(date.data) data1 = zoo(matrix(rnorm(2*len), nrow = len), date.data ) head(data1) Now I want to create an 3 dimensional array (suppose name var.cov) where, var.cov[,,i] gives the Variance-covariance matrix for i-th month of data1. That is I want to calculate monthly variance-covariance matrix on non-overlapping rolling window basis. Any suggestion? - [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Henrique Dallazuanna Curitiba-Paraná-Brasil 25° 25' 40 S 49° 16' 22 O Looking for last minute shopping deals? Find them fast with Yahoo! Search. -- Henrique Dallazuanna Curitiba-Paraná-Brasil 25° 25' 40 S 49° 16' 22 O __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] calculate sd for each row on some columns of a dataframe
Hi, I've got a dataframe like this: df = data.frame(a=rnorm(100,1),b=rnorm(100,10),c=rnorm(100,100),d=rnorm(100,-100)) and I want to calculate sd1 for (a,b,c) for each entry, and sd2 for (b,c,d) for each entry. I don't seem to find the answer using aggregate or apply, How can I do this? Thanks in advance, Cheers, Albert. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] standard errors
threshold wrote: Hi, guess my problem has simple solution. I want to extract ONLY Std. Errors of Max. Lik. estimates (my_fit-mle(object,...)), the same as I can do with estimates by: x-as. matrix(coef(my_fit)). I could not find any function similar to 'coef(my_fit)', which extracts only Standard Errors. So far all I can do is to type: summary(my_fit) and then get the whole output (with Standard Eroros involved). thank you in advance and best wishes, robert Use coef(summary(my_fit)). Generally summary() methods don't just print results, they return them in a usable form too. Duncan Murdoch __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] calculate sd for each row on some columns of a dataframe
Try this: lapply(list(letters[1:3], letters[2:4]), function(x)apply(df[,x], 1, sd)) On 28/02/2008, Albert Vilella [EMAIL PROTECTED] wrote: Hi, I've got a dataframe like this: df = data.frame(a=rnorm(100,1),b=rnorm(100,10),c=rnorm(100,100),d=rnorm(100,-100)) and I want to calculate sd1 for (a,b,c) for each entry, and sd2 for (b,c,d) for each entry. I don't seem to find the answer using aggregate or apply, How can I do this? Thanks in advance, Cheers, Albert. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Henrique Dallazuanna Curitiba-Paraná-Brasil 25° 25' 40 S 49° 16' 22 O __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Errors melt()ing data...
Hi,
I'm trying to melt() some data for subsequent cast()ing and am
encoutering errors.
The overall process requires a couple of casts()s and melt()s.
Start Session 1##
## I have the data in a (fully) melted format and can cast it fine...
norm1[1:10,]
Pool SNP Sample.Name variable value
1 1 rs1045485 CA0092 Height.1 0.003488853
2 1 rs1045485 CA0142 Height.2 0.333274200
3 1 rs1045485 CO0007 Height.2 0.396250961
4 1 rs1045485 CA0047 Height.2 0.535686831
5 1 rs1045485 CO0149 Height.2 0.296611673
6 1 rs1045485 CA0106 Height.2 0.786115546
7 1 rs1045485 CO0191 Height.1 0.669268523
8 1 rs1045485 CA0097 Height.2 0.609603217
9 1 rs1045485 CA0076 Height.1 0.004257584
101 rs1045485 CO0017 Height.2 0.589261427
## This gets the data
t.norm1- cast(norm1, Sample.Name + SNP + Pool ~ variable, sum)
t.norm1[1:10,]
Sample.NameSNP PoolHeight.1 Height.2
1 CA0001 rs10454851 0.003311454 0.4789782
2 CA0001 rs10454871 0.001818583 0.5089827
3 CA0001 rs112125701 0.006078444 0.4496129
4 CA0001 rs130106271 0.008753049 0.5424499
5 CA0001rs131131 0.186821486 0.2294912
6 CA0001 rs134026161 0.012030235 0.4161610
7 CA0001 rs1705481 0.002425579 0.3111907
8 CA0001 rs175039081 0.002179705 0.3063292
9 CA0001 rs17997941 0.003632984 0.5049848
10 CA0001 rs17997961 0.389774160 0.000
## I now melt it and cast again to the desired format
t - melt(t.norm1, id = c(Sample.Name, SNP))
cast.height.norm1 - cast(t, SNP ~ Sample.Name + variable, sum)
cast.height.norm1[1:10,1:5]
SNP CA0001_Height.1 CA0001_Height.2 CA0002_Height.1 CA0002_Height.2
1 rs1045485 0.003311454 0.4789782 0.401218142 0.343031163
2 rs1045487 0.001818583 0.5089827 0.007329439 0.453102612
3 rs11212570 0.006078444 0.4496129 0.015164118 0.434320814
4 rs13010627 0.008753049 0.5424499 0.013440474 0.463863778
5 rs13113 0.186821486 0.2294912 0.224865477 0.272916077
6 rs13402616 0.012030235 0.4161610 0.191099755 0.285744704
7rs170548 0.002425579 0.3111907 0.365986770 0.240187431
8 rs17503908 0.002179705 0.3063292 0.011100347 0.232259627
9 rs1799794 0.003632984 0.5049848 0.430635350 0.008364312
10 rs1799796 0.389774160 0.000 0.173564141 0.235928006
Finish Session 1##
This is the format that I'm aiming for and everythings worked fine.
However, I wish to derive two transformed variables (polar.1 and
polar.2) based on each row of t.norm1 and then melt() and cast() the
data into the same desired format.
Start Session 2##
## Now generate polar co-ordinates
t.norm1$polar.1 - log10(sqrt(t.norm1$Height.1^2 + t.norm1$Height.2^2))
t.norm1$polar.2 - atan((t.norm1$Height.2 / t.norm1$Height.1))
## And cast the polar data
t - melt(subset(t.norm1, select= c(Sample.Name, SNP, Pool, polar.1,
polar.2)), id=c(Sample.Name, SNP))
Error in if (!missing(id.var) !(id.var %in% varnames)) { :
missing value where TRUE/FALSE needed
traceback()
4: melt_check(data, id.var, measure.var)
3: melt.data.frame(as.data.frame(data), id = attr(data, idvars))
2: melt.cast_df(subset(t.norm1, select = c(Sample.Name, SNP,
Pool, polar.1, polar.2)), id = c(Sample.Name, SNP),
measure = c(polar.1, polar.2))
1: melt(subset(t.norm1, select = c(Sample.Name, SNP, Pool,
polar.1, polar.2)), id = c(Sample.Name, SNP), measure =
c(polar.1,
polar.2))
Finish Session 2##
As far as I can tell the error is occurring within melt_check() where
there is a check to see if the id.var is missing and whether the
id.var exists within the data frames names, both of which are true
since the subset() call works fine on its own...
Start Session 3##
test - subset(t.norm1, select= c(Sample.Name, SNP, Pool, polar.1,
polar.2))
names(test)
[1] Sample.Name SNP Poolpolar.1 polar.2
Start Session 3##
What I find particularly strange is that there isn't really any
difference between
Session 1
t - melt(t.norm1, id = c(Sample.Name, SNP))
and
Session 2
t - melt(subset(t.norm1, select= c(Sample.Name, SNP, Pool,
polar.1, polar.2)), id=c(Sample.Name, SNP))
..since I've done nothing to alter the Sample.Name and SNP
columns, all thats changing is the names of the two columns that are
the measure.var which in this instance is everything thats not defined
as being and id.var in the call to melt().
If anyone can provide any insight to what I'm doing wrong I'd be very grateful.
Thanks,
Neil
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Re: [R] standard errors
Try this: coef(summary(fit))[,2] On 28/02/2008, threshold [EMAIL PROTECTED] wrote: Hi, guess my problem has simple solution. I want to extract ONLY Std. Errors of Max. Lik. estimates (my_fit-mle(object,...)), the same as I can do with estimates by: x-as. matrix(coef(my_fit)). I could not find any function similar to 'coef(my_fit)', which extracts only Standard Errors. So far all I can do is to type: summary(my_fit) and then get the whole output (with Standard Eroros involved). thank you in advance and best wishes, robert -- View this message in context: http://www.nabble.com/standard-errors-tp15734141p15734141.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Henrique Dallazuanna Curitiba-Paraná-Brasil 25° 25' 40 S 49° 16' 22 O __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] standard errors
On Thu, 28 Feb 2008, threshold wrote: Hi, guess my problem has simple solution. I want to extract ONLY Std. Errors of Max. Lik. estimates (my_fit-mle(object,...)), the same as I can do with estimates by: x-as. matrix(coef(my_fit)). I could not find any function similar to 'coef(my_fit)', which extracts only Standard Errors. So far all I can do is to type: summary(my_fit) and then get the whole output (with Standard Eroros involved). vcov() is the extractor function that gets you the variance-covariance matrix. Hence, sqrt(diag(vcov(obj))) gets you the standard errors. Z thank you in advance and best wishes, robert -- View this message in context: http://www.nabble.com/standard-errors-tp15734141p15734141.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] ggplot2 boxplot confusion
Hey thanks Thierry! I learned two things here ... position=identity AND
x=dummy.
Can I ask where you learned these things. I've read a lot of the online
reference manual, the book, other presentations of ggplot2 and don't
recall seeing these, especially the x=dummy reference.
Does this come from experience with the previous gplot package? Perhaps I
should use that too?
ONKELINX, Thierry wrote:
Chris,
You need to specify position = identity
library(ggplot2)
series - c('C2','C4','C8','C10','C15','C20')
series - factor(series, levels = series)
ids - c('ID1','ID2','ID3')
mydata -
data.frame(SERIES=rep(series,30),ID=rep(ids,60),VALUE=rnorm(180), dummy
= factor(1))
ggplot(mydata, aes(y = VALUE, x = dummy)) + geom_boxplot(position =
identity) + facet_grid(SERIES ~ ID)
Thierry
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] standard errors
vcov(my_fit) should get you the whole variance matrix, so sqrt(diag(vcov(my_fit))) should get you ONLY the standard errors. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of threshold Sent: Thursday, 28 February 2008 9:06 PM To: r-help@r-project.org Subject: [R] standard errors Hi, guess my problem has simple solution. I want to extract ONLY Std. Errors of Max. Lik. estimates (my_fit-mle(object,...)), the same as I can do with estimates by: x-as. matrix(coef(my_fit)). I could not find any function similar to 'coef(my_fit)', which extracts only Standard Errors. So far all I can do is to type: summary(my_fit) and then get the whole output (with Standard Eroros involved). thank you in advance and best wishes, robert -- View this message in context: http://www.nabble.com/standard-errors-tp15734141p15734141.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Errors melt()ing data...
Hi Neil,
Start Session 2##
## Now generate polar co-ordinates
t.norm1$polar.1 - log10(sqrt(t.norm1$Height.1^2 + t.norm1$Height.2^2))
t.norm1$polar.2 - atan((t.norm1$Height.2 / t.norm1$Height.1))
## And cast the polar data
t - melt(subset(t.norm1, select= c(Sample.Name, SNP, Pool,
polar.1, polar.2)), id=c(Sample.Name, SNP))
Error in if (!missing(id.var) !(id.var %in% varnames)) { :
missing value where TRUE/FALSE needed
traceback()
4: melt_check(data, id.var, measure.var)
3: melt.data.frame(as.data.frame(data), id = attr(data, idvars))
2: melt.cast_df(subset(t.norm1, select = c(Sample.Name, SNP,
Pool, polar.1, polar.2)), id = c(Sample.Name, SNP),
measure = c(polar.1, polar.2))
1: melt(subset(t.norm1, select = c(Sample.Name, SNP, Pool,
polar.1, polar.2)), id = c(Sample.Name, SNP), measure =
c(polar.1,
polar.2))
Finish Session 2##
As far as I can tell the error is occurring within melt_check() where
there is a check to see if the id.var is missing and whether the
id.var exists within the data frames names, both of which are true
since the subset() call works fine on its own...
Start Session 3##
test - subset(t.norm1, select= c(Sample.Name, SNP, Pool, polar.1,
polar.2))
names(test)
[1] Sample.Name SNP Poolpolar.1 polar.2
Start Session 3##
What I find particularly strange is that there isn't really any
difference between
Session 1
t - melt(t.norm1, id = c(Sample.Name, SNP))
and
Session 2
t - melt(subset(t.norm1, select= c(Sample.Name, SNP, Pool,
polar.1, polar.2)), id=c(Sample.Name, SNP))
..since I've done nothing to alter the Sample.Name and SNP
columns, all thats changing is the names of the two columns that are
the measure.var which in this instance is everything thats not defined
as being and id.var in the call to melt().
If anyone can provide any insight to what I'm doing wrong I'd be very
grateful.
I think the problem is that reshape adds some extra information to the
cast data.frame, but this info is no longer relevant when you've
removed some of the columns. Try as.data.frame to strip off this
extra info.
t - melt(subset(as.data.frame(t.norm1), select= c(Sample.Name,
SNP, Pool, polar.1, polar.2)), id=c(Sample.Name, SNP))
(Also, can't you get to cast.height.norm1 directly from norm1 ?
cast.height.norm1 - cast(norm1, SNP ~ Sample.Name + variable, sum)
Hadley
--
http://had.co.nz/
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Re: [R] Errors melt()ing data...
Hi Hadley, On Thu, Feb 28, 2008 at 1:15 PM, hadley wickham [EMAIL PROTECTED] wrote: I think the problem is that reshape adds some extra information to the cast data.frame, but this info is no longer relevant when you've removed some of the columns. Try as.data.frame to strip off this extra info. t - melt(subset(as.data.frame(t.norm1), select= c(Sample.Name, SNP, Pool, polar.1, polar.2)), id=c(Sample.Name, SNP)) Thats done the trick, thank you very much. (Also, can't you get to cast.height.norm1 directly from norm1 ? cast.height.norm1 - cast(norm1, SNP ~ Sample.Name + variable, sum) Yep, you can, but I need t.norm1 as an intermediate for deriving polar.1 and polar.2 for each Sample.Name and SNP, although I wouldn't be surprised if this can be done at the same time, as your reshape() package is exceptionally flexible (and as you can probably tell, I'm still climbing the R learning curve!). In fact I think I shall sit down and work out how to do this! Thanks for your help (again), Neil -- Email - [EMAIL PROTECTED] / [EMAIL PROTECTED] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] intermediate linkage clustering
Does anybody know how to do a intermediate linkage clustering in R? Is there a command allready developed? Which package do I have to load? Thanks in advance yvo -- View this message in context: http://www.nabble.com/intermediate-linkage-clustering-tp15736379p15736379.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] unbalanced one-way ANOVA
Hi, I have an unbalanced dataset on which I would like to perform a one-way anova test using R (aov). According to Wannacott and Wannacott (1990) p. 333, one-way anova with unbalanced data is possible with a few modifications in the anova-calculations. The modified anova calculations should take into account different sample sizes and a modified definition of the average. I was wondering if the aov-function in R is suitable for one-way anova on unbalanced data. Thanks, Ake Nauta [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] non parametric linear regression
Dear all, I am looking for if non parametric linear regression is available in R. The method I wish to use is described in the help of statsdirect statistical software like this : This is a distribution free method for investigating a linear relationship between two variables Y (dependent, outcome) and X (predictor, independent). The slope b of the regression (Y=bX+a) is calculated as the median of the gradients from all possible pairwise contrasts of your data. A confidence interval based upon http://www.statsdirect.com/help/nonparametric_methods/kend.htm Kendall's t is constructed for the slope. Non-parametric linear regression is much less sensitive to extreme observations (outliers) than is http://www.statsdirect.com/help/regression_and_correlation/sreg.htm simple linear regression based upon the least squares method. If your data contain extreme observations which may be erroneous but you do not have sufficient reason to exclude them from the analysis then non-parametric linear regression may be appropriate. This function also provides you with an approximate two sided Kendall's rank correlation test for independence between the variables. Technical Validation : Note that the two sided confidence interval for the slope is the inversion of the two sided Kendall's test. The approximate two sided P value for Kendall's t or tb is given but the http://www.statsdirect.com/help/distributions/pk.htm exact quantile from Kendall's distribution is used to construct the confidence interval, therefore, there may be slight disagreement between the P value and confidence interval. If there are many ties then this situation is compounded ( http://www.statsdirect.com/help/references/refs.htm Conover, 1999). Thanks in advance! Regards, Jeanne Vallet PhD student, Angers, France [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] cohesive blocks.. again
hello, I have a last question on cohesive blocks: if there are multiple links between some nodes in the graph, this is taken into account by cohesive blocks? or the multiple links are simply ignored? thank you, Simone __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] cohesive blocks.. again
Simone, they are currently ignored. Just like edge direction. Gabor On Thu, Feb 28, 2008 at 03:17:24PM +0100, Simone Gabbriellini wrote: hello, I have a last question on cohesive blocks: if there are multiple links between some nodes in the graph, this is taken into account by cohesive blocks? or the multiple links are simply ignored? thank you, Simone __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Csardi Gabor [EMAIL PROTECTED]UNIL DGM __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to read HUGE data sets?
Jorge Iván Vélez a écrit : Dear R-list, Does somebody know how can I read a HUGE data set using R? It is a hapmap data set (txt format) which is around 4GB. After read it, I need to delete some specific rows and columns. I'm running R 2.6.2 patched over XP SP2 using a 2.4 GHz Core 2-Duo processor and 4GB RAM. Any suggestion would be appreciated. Hmmm... Unless you're running a 64-bits version of XP, you might be SOL (nonwhistanding the astounding feats of the R Core Team, which managed to be able to use about 3,5 GB of memory under 32-bits Windows) : your *raw* data will eat more than the available memory. You might be lucky if some of them can be abstracted (e. g. long character chains that can be reduced to vectors), or get unlucky (large R storage overhead of nonreducible data). You might consider changing machines : get a 64-bit machine with gobs of memory and cross your fingers. Note that, since R pointers are 64-bits wide instead of 32-bits, data storage needs will inflate... Depending of the real meaning of your data and the processing they need, you might also consider storing your raw data in a SQL DBMS, reduce them in SQL and read in R only the relevant part(s). There also are some contributed packages that might help in special situations : biglm, birch. HTH, Emmanuel Charpentier __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Error in cor.default(x1, x2) : missing observations in cov/cor
Thanks. Your suggestion works.
Daniel Malter wrote:
Does the code below solve your problem? If you have NAs in the same rows,
you have to use c or p as use= parameters. Otherwise you get the error
you described.
a=c(1,2,3,4,NA,6)
b=c(2,4,3,5,NA,7)
which(is.na(a))==which(is.na(b))
cor(a,b) Error
cor(a,b,use=all.obs) Error
cor(a,b,use=complete.obs) Does it. AND
cor(a,b,use=pairwise.complete.obs) Does it too.
-
cuncta stricte discussurus
-
-Ursprüngliche Nachricht-
Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Im
Auftrag von Ken Spriggs
Gesendet: Wednesday, February 27, 2008 4:34 PM
An: r-help@r-project.org
Betreff: [R] Error in cor.default(x1, x2) : missing observations in
cov/cor
Hello,
I'm trying to do cor(x1,x2) and I get the following error:
Error in cor.default(x1, x2) : missing observations in cov/cor
A few things:
1. I've used cor() many times and have never encountered this error.
2. length(x1) = length(x2)
3. is.numeric(x1) = is.numeric(x2) = TRUE
4. which(is.na(x1)) = which(is.na(x2)) = integer(0) {the same goes for
is.nan()}
5. I also try cor(x1,x2, use = all.obs) and get the same error.
What can be going wrong?
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tions-in-cov-cor-tp15723848p15723848.html
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Re: [R] Error in cor.default(x1, x2) : missing observations in cov/cor
Thanks.
find(cor)
[1] package:fUtilities package:stats
Rolf Turner-3 wrote:
On 28/02/2008, at 11:11 AM, Ken Spriggs wrote:
I get the following
class(x1)
[1] numeric
class(x2)
[1] numeric
and:
cor(x1,x2)
Error in cor.default(x1, x2) : missing observations in cov/cor
traceback()
2: cor.default(x1, x2)
1: cor(x1, x2)
``Clearly'' you must be using a non-standard cor. As Peter Dalgaard
pointed out, cor() is not generic and there is no such function as
cor.default() in ``standard R''.
Suggestions:
* Try find(cor) to see what package you are actually using.
* Detach that package from the search list --- or remove cor from
that position on
the search list --- then you'll get the ``standard R'' version of
cor() and all will be well.
cheers,
Rolf Turner
##
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Re: [R] Error in cor.default(x1, x2) : missing observations in cov/cor
Here's what happened...
stats::cor(x1,x2)
Error in stats::cor(x1, x2) : missing observations in cov/cor
Erik Iverson wrote:
OK, that is not the definition of cor in the stats package. Some add-on
package you are loading might be overwriting it.
What happens if you do
stats::cor(x1,x2)
?
Ken Spriggs wrote:
I get the following:
cor
function (x, y = NULL, use = all.obs, method = c(pearson,
kendall, spearman))
{
UseMethod(cor)
}
Erik Iverson wrote:
What happens when you type cor at the R prompt? Perhaps your calling
of the cor function is not calling the cor function in the stats
package?
Ken Spriggs wrote:
Hello,
I'm trying to do cor(x1,x2) and I get the following error:
Error in cor.default(x1, x2) : missing observations in cov/cor
A few things:
1. I've used cor() many times and have never encountered this error.
2. length(x1) = length(x2)
3. is.numeric(x1) = is.numeric(x2) = TRUE
4. which(is.na(x1)) = which(is.na(x2)) = integer(0) {the same goes
for
is.nan()}
5. I also try cor(x1,x2, use = all.obs) and get the same error.
What can be going wrong?
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[R] p-value in Spearman rank order
Dear R-helpers, I would like to do a Spearman rank order test, and used the cor() function with the method spearman. It gives me a number (correlation coefficient?) , but how can I get the p-value? Thank you for the help in advance! Regards, Anne-Katrin -- [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Plot Principal component analysis
SNN [EMAIL PROTECTED] wrote in news:[EMAIL PROTECTED]: Thanks for your help, Can R plot the data in 3 dimention, with different colors for each group ? for exmple I would like to have the plot with respect to PC1, PC2 and PC3. See if these answer your desires: http://www.jstatsoft.org/v08/i11/paper http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=44 -- David Winsemius SNN wrote: Hi, I have matrix of 300,000*115 (snps*individual). I ran the PCA on the covariance matrix which has a dimention oof 115*115. I have the first 100 individuals from group A and the rest of 15 individuals from group B. I need to plot the data in two and 3 dimentions with respect to PC1 and PC2 and (in 3D with respect to PC1, PC2 and PC3). I do not know how to have the plot ploting the first 100 points corresponding to group A in red (for example) and the rest of the 15 points in Blue? i.e I want the each group in a diffrent color in the same plot. I appreciate if someone can help. Thanks, __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] p-value in Spearman rank order
On Thu, 2008-02-28 at 16:17 +0100, Anne-Katrin Link wrote: Dear R-helpers, I would like to do a Spearman rank order test, and used the cor() function with the method spearman. It gives me a number (correlation coefficient?) , but how can I get the p-value? Thank you for the help in advance! ?cor.test HTH G Regards, Anne-Katrin -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] problem of subscript value from vector and list
I think you are getting a rounding or truncating
problem in the printing
Try print[lon[x])
and see what you get
--- Jingru Dai [EMAIL PROTECTED] wrote:
Hi, everyone
I got some problems when trying to subscript the
value of vector and
list, by using calculated indices.
Here is the vector I am generated
lon-rep(0,886);lat-rep(0,691)
for (i in 1:886){
lon[i]-112+0.05*(i-1)
}
for (i in 691:1){
lat[i]--44.5+0.05*(691-i)
}
For a given location of lon(xp) and lat(yp), I would
like to calculate
the position of them, and using that to get the
value for the location
from one list.
xp-c(112,112.05); yp-c(-10,-10.10)
x-rep(0,length(xp)); y-rep(0,length(yp))
for (i in 1:length(xp)){
x[i]-(xp[i]-112)/0.05+1
}
for(j in 1:length(yp)){
y[j]-(-10-yp[j])/0.05+1
}
So here the value of x and y should indicate the
position where xp and
yp are in the vector lon and lat. And it appears to
be the right
number. But when I tried to retrieve the value of
lon using the
position, it returns the wrong value. Here's the
result I got
x
[1] 1 2
lon[x]
[1] 112 112
lon[c(1,2)]
[1] 112.00 112.05
y
[1] 1 3
lat[y]
[1] -10.00 -10.05
lat[c(1,3)]
[1] -10.0 -10.1
I have no idea why it returns the wrong value when I
subscripts by x,
while it works perfectly fine when I subscripts with
the value of x
directly. Is there any special rule of subscripts?
My version of R is
2.5.1.
Thanks a lot
Jingru Dai
School of Mathematical Sciences
Rm 454, Building 28
Monash University, 3800
Victoria, Australia
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Re: [R] problem with creation of eSet
Hi Manisha, This is a Bioconductor-specific question. Please repost on the bioc listserv: [EMAIL PROTECTED] Best, Jim Manisha Brahmachary wrote: Hi, I am having troubles with creating an eSet and would appreciate any help on the following problem. I am trying to create an eSet using the following code pd - read.table(file=pdata.txt,header =TRUE,row.names=1); colnames(pd) - c(type,tumor,time,id); pdN - list(type = Cellline/xenograft,tumor=primary,secondary,cellline,time = 0hr,1hr,2hr,4hr, id = 1,2,3,4,5,6,7,8,9) # Initialize exprSet object pD - new(phenoData, pData=pd, varLabels=pdN); # This is my eSet!!! metastasis.eset - new(exprSet, exprs=as.matrix(geneExpr.log), phenoData=pD) I get the following error: The phenoData class is deprecated, use AnnotatedDataFrame (with ExpressionSet) instead Can someone suggest me how to use the new method AnnotatedDataFrame to create eSet? Thanks Manisha [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- James W. MacDonald, M.S. Biostatistician Affymetrix and cDNA Microarray Core University of Michigan Cancer Center 1500 E. Medical Center Drive 7410 CCGC Ann Arbor MI 48109 734-647-5623 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Error in cor.default(x1, x2) : missing observations in cov/cor
So you did have NAs in your data?
what do
any(is.na(x1))
and
any(is.na(x2))
give?
Ken Spriggs wrote:
Thanks. Your suggestion works.
Daniel Malter wrote:
Does the code below solve your problem? If you have NAs in the same rows,
you have to use c or p as use= parameters. Otherwise you get the error
you described.
a=c(1,2,3,4,NA,6)
b=c(2,4,3,5,NA,7)
which(is.na(a))==which(is.na(b))
cor(a,b) Error
cor(a,b,use=all.obs) Error
cor(a,b,use=complete.obs) Does it. AND
cor(a,b,use=pairwise.complete.obs) Does it too.
-
cuncta stricte discussurus
-
-Ursprüngliche Nachricht-
Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Im
Auftrag von Ken Spriggs
Gesendet: Wednesday, February 27, 2008 4:34 PM
An: r-help@r-project.org
Betreff: [R] Error in cor.default(x1, x2) : missing observations in
cov/cor
Hello,
I'm trying to do cor(x1,x2) and I get the following error:
Error in cor.default(x1, x2) : missing observations in cov/cor
A few things:
1. I've used cor() many times and have never encountered this error.
2. length(x1) = length(x2)
3. is.numeric(x1) = is.numeric(x2) = TRUE
4. which(is.na(x1)) = which(is.na(x2)) = integer(0) {the same goes for
is.nan()}
5. I also try cor(x1,x2, use = all.obs) and get the same error.
What can be going wrong?
--
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tions-in-cov-cor-tp15723848p15723848.html
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[R] [R-pkgs] New Package: geozoo. High-Dimensional Geometric Objects
Dear useRs, I'd like to announce a new package called geozoo, short for geometric zoo. It's a compilation of functions to produce high-dimensional geometric objects, including hypercubes and hyperspheres, Boy's surface, the hyper torus and a selection of polytopes. For a complete list, as well as images and movies, visit http://streaming.stat.iastate.edu/~dicook/geometric-data/http://streaming.stat.iastate.edu/%7Edicook/geometric-data/ . This package makes extensive use of GGobi (http://ggobi.org) and the rggobi package (http://ggobi.org/rggobi) to visualise these objects, so if you'd like to practice your high-dimensional visualisation skills, give it a shot! Any feedback (questions, suggestions, bug-reports, etc.) is very welcome. Thanks, Barret Schloerke [[alternative HTML version deleted]] ___ R-packages mailing list [EMAIL PROTECTED] https://stat.ethz.ch/mailman/listinfo/r-packages __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] compress data on read, decompress on write
Dear All, I'd like to be able to have R store (in a list component) a compressed data set, and then write it out uncompressed. gzcon and gzfile work in exactly the opposite direction. What would be a good way to handle this? Details: -- We have a package that uses C; part of the C output is a large sparse matrix. This is never manipulated directly by R, but always by the C code. However, we need to store that data somewhere (inside an R object) for further calls to the functions in our package. We'd like to store that matrix as part of the R object (say, as an element of a list). Ideally, it would be stored in as compressed a way as possible. Then, when we need to use that information, it would be decompressed and passed to the C function. I guess one way to do it is to have C deal with the compression and uncompression (e.g., using zlib or the bzip2 libraries) and then use readBin, etc, from R. But, if I can, I'd like to avoid our C code having to call zlib, etc, so as to make our package easily portable. Thanks, R. -- Ramon Diaz-Uriarte Statistical Computing Team Structural Biology and Biocomputing Programme Spanish National Cancer Centre (CNIO) http://ligarto.org/rdiaz __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] non parametric linear regression
These methods are more commonly called robust regression or resistant regression (it is not really non-parametric since you are trying to estimate the slope which is a parameter, just not of a normal distribution). There are many methods for doing robust regressions, the book Modern Applied Statistics with S (MASS) has a good discussion on some different techniques. Running the command: RSiteSearch(median regression) Gives several hits, one of which is the mblm function in the mblm package which, based on its description, does the calculations you mention. Hope this helps, -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare [EMAIL PROTECTED] (801) 408-8111 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Jeanne Vallet Sent: Thursday, February 28, 2008 7:07 AM To: r-help@r-project.org Subject: [R] non parametric linear regression Dear all, I am looking for if non parametric linear regression is available in R. The method I wish to use is described in the help of statsdirect statistical software like this : This is a distribution free method for investigating a linear relationship between two variables Y (dependent, outcome) and X (predictor, independent). The slope b of the regression (Y=bX+a) is calculated as the median of the gradients from all possible pairwise contrasts of your data. A confidence interval based upon http://www.statsdirect.com/help/nonparametric_methods/kend.ht m Kendall's t is constructed for the slope. Non-parametric linear regression is much less sensitive to extreme observations (outliers) than is http://www.statsdirect.com/help/regression_and_correlation/sr eg.htm simple linear regression based upon the least squares method. If your data contain extreme observations which may be erroneous but you do not have sufficient reason to exclude them from the analysis then non-parametric linear regression may be appropriate. This function also provides you with an approximate two sided Kendall's rank correlation test for independence between the variables. Technical Validation : Note that the two sided confidence interval for the slope is the inversion of the two sided Kendall's test. The approximate two sided P value for Kendall's t or tb is given but the http://www.statsdirect.com/help/distributions/pk.htm exact quantile from Kendall's distribution is used to construct the confidence interval, therefore, there may be slight disagreement between the P value and confidence interval. If there are many ties then this situation is compounded ( http://www.statsdirect.com/help/references/refs.htm Conover, 1999). Thanks in advance! Regards, Jeanne Vallet PhD student, Angers, France [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] compress data on read, decompress on write
Ramon, If you are looking for a solution to your specific application (as opposed to a general compression/ decompression mechanism), it might be worth checking out the Matrix package, which has facilities for storing and manipulating sparse matrices. The sparseMatrix class stores matrices in the triplet representation (i.e. only indices and values of the non-zero elements) and this affords great compression ratios, depending on the size and degree of sparseness of the matrix. -Christos -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Ramon Diaz-Uriarte Sent: Thursday, February 28, 2008 1:18 PM To: [EMAIL PROTECTED] Subject: [R] compress data on read, decompress on write Dear All, I'd like to be able to have R store (in a list component) a compressed data set, and then write it out uncompressed. gzcon and gzfile work in exactly the opposite direction. What would be a good way to handle this? Details: -- We have a package that uses C; part of the C output is a large sparse matrix. This is never manipulated directly by R, but always by the C code. However, we need to store that data somewhere (inside an R object) for further calls to the functions in our package. We'd like to store that matrix as part of the R object (say, as an element of a list). Ideally, it would be stored in as compressed a way as possible. Then, when we need to use that information, it would be decompressed and passed to the C function. I guess one way to do it is to have C deal with the compression and uncompression (e.g., using zlib or the bzip2 libraries) and then use readBin, etc, from R. But, if I can, I'd like to avoid our C code having to call zlib, etc, so as to make our package easily portable. Thanks, R. -- Ramon Diaz-Uriarte Statistical Computing Team Structural Biology and Biocomputing Programme Spanish National Cancer Centre (CNIO) http://ligarto.org/rdiaz __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] [R-pkgs] surv2sample 0.1-2
Dear useRs, There is a new version 0.1-2 of the package surv2sample available on CRAN. Users of the previous versions should update because a bug in the function cif2.ks has been fixed. General information about the package: surv2sample provides various two-sample tests for right-censored survival data. Three main areas and corresponding methods are: * comparison of two survival distributions - surv2.logrank: weighted logrank tests and their combinations (max, sum) - surv2.neyman: Neyman's smooth test and its data-driven version - surv2.ks: Kolmogorov–Smirnov, Cramér–von Mises and Anderson–Darling test * comparison of two cumulative incidence functions for competing risks data - cif: estimation and plotting of cumulative incidence functions - cif2.logrank: logrank-type test for subdistribution hazards - cif2.neyman: Neyman's smooth test and its data-driven version - cif2.ks: Kolmogorov–Smirnov test - cif2.int: integrated-difference test * goodness of fit tests of the proportional rate assumption (proportional hazards or proportional odds functions in two samples) - proprate2: estimation based on the simplified partial likelihood - proprate2.ks: Kolmogorov–Smirnov test - proprate2.neyman: Neyman's smooth test and its data-driven version - proprate2.gs: Gill–Schumacher type test See http://www.davidkraus.net/surv2sample/ for details and references. Best regards, -- David Kraus Institute of Information Theory and Automation Pod Vodarenskou vezi 4 CZ-18208 Prague 8 Czechia [EMAIL PROTECTED] http://www.davidkraus.net/ ___ R-packages mailing list [EMAIL PROTECTED] https://stat.ethz.ch/mailman/listinfo/r-packages __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Loading user defined functions autometically each time I start R
On Wed, 27-Feb-2008 at 10:06AM +, [EMAIL PROTECTED] wrote:
| I wrote some user defined function for my own. Now I want to get a
| mechanism
| so that every time I start R, those function will automatically be
| loaded in
| R without manually copying pasting. Can gurus here pls tell me how to do
| that? Or I have to build my own packages bundled with those functions.
|
| These instructions are for Windows, there may be a slight difference on
| other platforms.
|
| In R_HOME\etc you should have a file named RProfile.site.
|
| Inside this file, you can define a .First function, which sources your
| functions, e.g.
|
| .First - function()
| {
| source(c://myfunction.r)
| }
Those functions will end up in each working directory you use. Unless
you have only a small number of those functions, that will produce a
lot of unnecessary duplication. You can avoid that by saving those
functions in a .RData type file, and then something like:
attach(/path/to/file/.RData)
There's no need for a .First file. Having that line in your .Rprofile
will be sufficient.
It would be tidier to make them into a package, but the above will
work easily enough.
HTH
--
~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.
___Patrick Connolly
{~._.~} Great minds discuss ideas
_( Y )_Middle minds discuss events
(:_~*~_:)Small minds discuss people
(_)-(_) . Anon
~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.
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Re: [R] compress data on read, decompress on write
One solution is likely to be the Omegahat package Rcompression. Otherwise, R does have internal facilities to do internal (gzip) compression and decompression (e.g. see the end of src/main/connections.c), and you could make creative use of serialization to do the compression. On Thu, 28 Feb 2008, Ramon Diaz-Uriarte wrote: Dear All, I'd like to be able to have R store (in a list component) a compressed data set, and then write it out uncompressed. gzcon and gzfile work in exactly the opposite direction. What would be a good way to handle this? Details: -- We have a package that uses C; part of the C output is a large sparse matrix. This is never manipulated directly by R, but always by the C code. However, we need to store that data somewhere (inside an R object) for further calls to the functions in our package. We'd like to store that matrix as part of the R object (say, as an element of a list). Ideally, it would be stored in as compressed a way as possible. Then, when we need to use that information, it would be decompressed and passed to the C function. I guess one way to do it is to have C deal with the compression and uncompression (e.g., using zlib or the bzip2 libraries) and then use readBin, etc, from R. But, if I can, I'd like to avoid our C code having to call zlib, etc, so as to make our package easily portable. As from R 2.7.0 you will be able to make use of zlib on effectively all platforms, since it has a public interface on Windows. Thanks, R. -- Ramon Diaz-Uriarte Statistical Computing Team Structural Biology and Biocomputing Programme Spanish National Cancer Centre (CNIO) http://ligarto.org/rdiaz -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Collapse an array
Suppose I have a 4-D array X with dimensions (dx, dy, dz, dp). I want to collapse the first 3 dimensions of X to make a 2-D array Y with dimensions (dx*dy*dz, dp). Instead of awkward looping, what is a good way to do this? Is there a similar function like reshape in Matlab? Thanks, Gang __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] use of step.gam (from package 'gam') and superassignment inside functions
Hello,
I am using the function step.gam() from the 'gam' package (header info
from library(help=gam) included below) and have come across some
behavior that I cannot understand. In short, I have written a function
that 1) creates a dataframe, 2) calls gam() to create a gam object, then
3) calls step.gam() to run stepwise selection on the output from gam().
When I do this, gam() can successfully build the model, but step.gam()
is unable to see the dataframe that was created in my personal function
and upon which my gam model was built. I've included stand-alone code
below that will recreate the error. My code shows that this behavior
doesn't occur with step(). If I use the superassignment operator -
to define the dataframe gam.jack in the example below, I do not get an
error. It seems like gam() finds gam.jack in the local environment of
fxn, but step.gam() is looking only in the global environment for
gam.jack. If anyone has further insight into what is going on here, I'd
really appreciate it!
***Header info from library(help=gam)***
Information on package 'gam'
Description:
Package: gam
Title: Generalized Additive Models
Date: 2006-07-11
Version: 0.98
Author:Trevor Hastie
Description: Functions for fitting and working with generalized
additive models, as described in chapter 7
of Statistical Models in S (Chambers and Hastie (eds),
1991), and Generalized Additive
Models (Hastie and Tibshirani, 1990).
Maintainer:Trevor Hastie [EMAIL PROTECTED]
Depends: R (= 2.0), stats, splines
Suggests: akima
License: GPL2.0
Packaged: Wed Dec 27 10:24:21 2006; hornik
Built: R 2.6.0; i386-pc-mingw32; 2007-10-05 17:00:44; windows
***End of header for library gam***
***Code that produces the error inserted below***
library(gam)
rm(list = ls())
data(gam.data)
fxn - function() {
gam.jack - gam.data[sample(1:100, 50), ]
print(summary(gam.jack))
gam.object - gam(y~x+z, data=gam.jack)
print(summary(gam.object))
step.object - step.gam(gam.object,
scope=list(x=~1+x+s(x,4)+s(x,6)+s(x,12),z=~1+z+s(z,4)))
}
fxn()
print(summary(gam.jack))
rm(list= ls())
data(swiss)
fxn - function() {
swiss.jack - swiss[sample(1:nrow(swiss), 20), ]
lm1 - lm(Fertility ~ ., data = swiss.jack)
slm1 - step(lm1)
}
fxn()
***End of code***
--
Megan C. Ferguson
Southwest Fisheries Science Center
8604 La Jolla Shores Dr.
La Jolla, CA 92037
(858)546-7118 W
(858)546-7003 Fax
[EMAIL PROTECTED]
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and provide commented, minimal, self-contained, reproducible code.
[R] question regarding using weights in the hierarchical/ kmeans clustering process
Hi R users! I have a bit of a problem with using an hierarchical clustering algorithm: a-c(1:15) b-rep(seq(1:3), 5) c-rnorm(15, 0,1) d-c(sample(1:100, 15, replace=T)) e-c(sample(1:100, 15, replace=T)) f-c(sample(1:100, 15, replace=T)) data-data.frame(a,b,c,d,e,f) q-data.frame(data$d, data$e, data$f) q-scale(q) What i want to do is to use an hierarchical cluster analysis on q data.frame, but using data$c as a weighting variable, could it be done? or is there a package that would let me use my weights in the clustering process, but an hierarchical process? Another question: say i wanted to t.test data$d, data$e but having again data$c as weights, how could it be done? and the last 2 questions: 1. how can i weight a whole dataframe in order for me to keep my weights for a specific analysis, like cluster or t.test or any other analysis that does not let me incorporate a weight option? I am looking for something like in spss where i can weight a whole data frame and use it for a subsequent analysis, or something like the survey package from R but one that offers flexibility to use any analysis that i want (i saw that survey package offers limited connectivity to such analyses ) 2. why does a kmeans cluster analysis offer a multitude of different results? I tried both several times cclust(scale(q), 3, verbose=T) kmeans(scale(q), 3) and they both seem vary unstable even with this small data.frame with respect to the cluster sizing, and i don't know why? Does it always behave like this ? Thank you and have a great day!! - [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Collapse an array
Try this also: apply(x, 4, rbind) On 28/02/2008, Gang Chen [EMAIL PROTECTED] wrote: Suppose I have a 4-D array X with dimensions (dx, dy, dz, dp). I want to collapse the first 3 dimensions of X to make a 2-D array Y with dimensions (dx*dy*dz, dp). Instead of awkward looping, what is a good way to do this? Is there a similar function like reshape in Matlab? Thanks, Gang __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Henrique Dallazuanna Curitiba-Paraná-Brasil 25° 25' 40 S 49° 16' 22 O __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Collapse an array
Thanks a lot for all the suggestions! Gang On Feb 28, 2008, at 3:20 PM, Henrique Dallazuanna wrote: Try this also: apply(x, 4, rbind) On 28/02/2008, Gang Chen [EMAIL PROTECTED] wrote: Suppose I have a 4-D array X with dimensions (dx, dy, dz, dp). I want to collapse the first 3 dimensions of X to make a 2-D array Y with dimensions (dx*dy*dz, dp). Instead of awkward looping, what is a good way to do this? Is there a similar function like reshape in Matlab? Thanks, Gang __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Large loops hang?
Dear useRs,
Suppose we have loop:
res - c()
for (i in 1:10) {
x - rnorm(2)
res - c(res,x[2]-x[1])
}
and this loop for 10^5 cases runs about - for example 5 minutes.
When I add one zero (10^6) this loop will not end overnight but probably
hangs. This occurs regardless of calculated statistics in such
simulation, always above 10^5 times. Nested loops do not help.
Any suggestions for collecting larger amount of Monte Carlo data ?
Regards
Minimax
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Re: [R] Large loops hang?
have you tried
res - rnorm(10^6)-rnorm(10^6)
?
it take 0.5 sec for me...
b
On Feb 28, 2008, at 3:30 PM, Minimax wrote:
Dear useRs,
Suppose we have loop:
res - c()
for (i in 1:10) {
x - rnorm(2)
res - c(res,x[2]-x[1])
}
and this loop for 10^5 cases runs about - for example 5 minutes.
When I add one zero (10^6) this loop will not end overnight but
probably
hangs. This occurs regardless of calculated statistics in such
simulation, always above 10^5 times. Nested loops do not help.
Any suggestions for collecting larger amount of Monte Carlo data ?
Regards
Minimax
__
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and provide commented, minimal, self-contained, reproducible code.
[R] EMM: how to make forecast using EMM methods?
Hi all, We followed some books and sample codes and did some EMM estimation, only to find it won't be able to generate forecast. This is because in the stochastic volatility models we are estimating, the volatilities are latent variables, and we want to forecast 1-step ahead or h-step ahead volatilities. So it is nice to have the system estimated, but we couldn't get it to forecast at all. There is a Reprojection Method described in the original EMM paper, but let's say we reproject to a GARCH(1,1) model, then only the GARCH(1, 1) parameters are significant, which basically means we degrade the SV model into a GARCH model. There is no way to do the forecast... Could anybody give some pointers? Thanks! __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] datetime on x-axis of plot
Hello, I'm reading Time Series Analysis and its Applilcations with R Examples and I have a question... I notice that in the book there are timeseries plots but without the x-axis being labeled with dates. They are just numbers 1,...50,...100, etc. How do I get the date to show up on the x-axis? Here is my dateframe: head(myData, 5) 1 2008-01-30 08:30 7.00 2 2008-01-30 08:32 9.25 3 2008-01-30 08:34 5.50 4 2008-01-30 08:36 5.00 5 2008-01-30 08:38 -26.25 (Also, I have searched using Rseek.org and not found anything to help me. Any searching advice would be greatly appreciated.) -- View this message in context: http://www.nabble.com/datetime-on-x-axis-of-plot-tp15745910p15745910.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Replacing plot symbols w/ subject IDs in xyplot()
All, How does one replace plot symbols with say subject IDs when using xyplot? Or superimpose them next to plot symbols? I searched the archives under various key words but haven't had much. Any suggestions or links much appreciated. Sample code below. David junk.frm = data.frame(ID = rep(1:16, each = 2), x, y, z = rep(c(D, P), 16)) y = c( 0.4, 0.6, -0.1, 0.3, 0.3, -0.2, 0.7, 0.7, 0.2, 0.0, 0.9, -0.1, 0.6, -1.1, 0.8, -1.0, 0.4, 0.1, 0.7, -0.2, -0.1, -0.1, 2.2, 0.7, 1.1, 0.2, -0.2, -0.9, 0.4, 0.1, -0.3, -0.4) x = c(4.1000, 4.9600, 1.2000, 3.9000, 3.1875, 1.9000, 1.8625, 0.7650, 1.5750, 2.4700, 1.6250, 1.5500, 2.3125, 1.3125, 1.0600, -0.5500, 1.1000, 0.0200, -0.0375, 3.4600, 2.5250, 2.0950, 0.8000, 1.6050, -0.4150, -0.7300, 1.1550, 1.4850, 2.2000, 2.2500, 0.6000, 2.1000) xyplot(y ~ x , data = junk.frm[junk.frm$z ==D,], type = c(g, p, smooth), pch = 20) __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to read HUGE data sets?
Sounds like you want to use the filehash package which was written for just such problems http://yusung.blogspot.com/2007/09/dealing-with-large-data-set-in-r.html http://cran.r-project.org/web/packages/filehash/index.html or maybe the ff package http://cran.r-project.org/web/packages/ff/index.html -- View this message in context: http://www.nabble.com/How-to-read-HUGE-data-sets--tp15729830p15746400.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] [R-SIG-Finance] EMM: how to make forecast using EMM methods?
I've heard opinions that GARCH/SV volatility models are not better on forecasting than simple exponential moving average volatilities or even rolling window historical vol. Any practitioners mind comment? --- Michael [EMAIL PROTECTED] wrote: Hi all, We followed some books and sample codes and did some EMM estimation, only to find it won't be able to generate forecast. This is because in the stochastic volatility models we are estimating, the volatilities are latent variables, and we want to forecast 1-step ahead or h-step ahead volatilities. So it is nice to have the system estimated, but we couldn't get it to forecast at all. There is a Reprojection Method described in the original EMM paper, but let's say we reproject to a GARCH(1,1) model, then only the GARCH(1, 1) parameters are significant, which basically means we degrade the SV model into a GARCH model. There is no way to do the forecast... Could anybody give some pointers? Thanks! ___ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first. Looking for last minute shopping deals? __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to read HUGE data sets?
Hi, Jorge Iván Vélez wrote: Dear R-list, Does somebody know how can I read a HUGE data set using R? It is a hapmap data set (txt format) which is around 4GB. After read it, I need to delete some specific rows and columns. I'm running R 2.6.2 patched over XP SP2 in such a case, I would recommend not to use R in the beginning. Try to use awk[1] to cut out the correct rows and columns. If the resulting data are still very large, I would suggest to read it into a Database System. My experience is limited in that respect: I only used SQLite. But in conjunction with the RSQLite package, I was managed all my big data problems. Check http://www.ibm.com/developerworks/library/l-awk1.html to get you smoothly started with awk. I hope this helps, Roland [1] I think the gawk implementation offers most options (e.g. for timing) but I recently used mawk on Windows XP and it was way faster (or was it nawk?). If you don't have experience in some language such as perl, I'd say it is much easier to learn awk than perl. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Well, at this moment, I just want to know how to do the forecast. We have spent so much time studying the estimation part... now the coefficients are there, estimated, how to do the forecast? On Thu, Feb 28, 2008 at 1:35 PM, elton wang [EMAIL PROTECTED] wrote: I've heard opinions that GARCH/SV volatility models are not better on forecasting than simple exponential moving average volatilities or even rolling window historical vol. Any practitioners mind comment? --- Michael [EMAIL PROTECTED] wrote: Hi all, We followed some books and sample codes and did some EMM estimation, only to find it won't be able to generate forecast. This is because in the stochastic volatility models we are estimating, the volatilities are latent variables, and we want to forecast 1-step ahead or h-step ahead volatilities. So it is nice to have the system estimated, but we couldn't get it to forecast at all. There is a Reprojection Method described in the original EMM paper, but let's say we reproject to a GARCH(1,1) model, then only the GARCH(1, 1) parameters are significant, which basically means we degrade the SV model into a GARCH model. There is no way to do the forecast... Could anybody give some pointers? Thanks! ___ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first. Looking for last minute shopping deals? ___ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] p-value in Spearman rank order
On 2/28/08, Anne-Katrin Link [EMAIL PROTECTED] wrote: I would like to do a Spearman rank order test, and used the cor() function with the method spearman. It gives me a number (correlation coefficient?) , but how can I get the p-value? You're probably looking for rcorr() from Hmisc. It gives the correlation, missing values and p-values. Check [1] and [2] for examples and several explanations. There is also a nice plot [3]. Hope this is of help, Liviu [1] http://oit.utk.edu/scc/RforSASSPSSusers.pdf [2] http://www.statmethods.net/stats/correlations.html [3] http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=137 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] compress data on read, decompress on write
Dear Christos, Thanks for your reply. Actually, I should have been more careful with language: its not really a sparse matrix, but rather a ragged array that results from a more compact representation we though of for the hidden states in a Hidden Markov Model in many runs of MCMC. However, it might make sense for us to check sparseMatrix and see how its done there. Thanks, R On Thu, Feb 28, 2008 at 7:49 PM, Christos Hatzis [EMAIL PROTECTED] wrote: Ramon, If you are looking for a solution to your specific application (as opposed to a general compression/ decompression mechanism), it might be worth checking out the Matrix package, which has facilities for storing and manipulating sparse matrices. The sparseMatrix class stores matrices in the triplet representation (i.e. only indices and values of the non-zero elements) and this affords great compression ratios, depending on the size and degree of sparseness of the matrix. -Christos -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Ramon Diaz-Uriarte Sent: Thursday, February 28, 2008 1:18 PM To: [EMAIL PROTECTED] Subject: [R] compress data on read, decompress on write Dear All, I'd like to be able to have R store (in a list component) a compressed data set, and then write it out uncompressed. gzcon and gzfile work in exactly the opposite direction. What would be a good way to handle this? Details: -- We have a package that uses C; part of the C output is a large sparse matrix. This is never manipulated directly by R, but always by the C code. However, we need to store that data somewhere (inside an R object) for further calls to the functions in our package. We'd like to store that matrix as part of the R object (say, as an element of a list). Ideally, it would be stored in as compressed a way as possible. Then, when we need to use that information, it would be decompressed and passed to the C function. I guess one way to do it is to have C deal with the compression and uncompression (e.g., using zlib or the bzip2 libraries) and then use readBin, etc, from R. But, if I can, I'd like to avoid our C code having to call zlib, etc, so as to make our package easily portable. Thanks, R. -- Ramon Diaz-Uriarte Statistical Computing Team Structural Biology and Biocomputing Programme Spanish National Cancer Centre (CNIO) http://ligarto.org/rdiaz __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Ramon Diaz-Uriarte Statistical Computing Team Structural Biology and Biocomputing Programme Spanish National Cancer Centre (CNIO) http://ligarto.org/rdiaz __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] datetime on x-axis of plot
see the zoo package. It has all the plotting for timeseries. It has a nice Vignette too. Also have a look at timeseries functions in Rmetrics. (Rmetrics.org). Good luck. AA. - Original Message - From: joshv [EMAIL PROTECTED] To: r-help@r-project.org Sent: Thursday, February 28, 2008 4:04 PM Subject: [R] datetime on x-axis of plot Hello, I'm reading Time Series Analysis and its Applilcations with R Examples and I have a question... I notice that in the book there are timeseries plots but without the x-axis being labeled with dates. They are just numbers 1,...50,...100, etc. How do I get the date to show up on the x-axis? Here is my dateframe: head(myData, 5) 1 2008-01-30 08:30 7.00 2 2008-01-30 08:32 9.25 3 2008-01-30 08:34 5.50 4 2008-01-30 08:36 5.00 5 2008-01-30 08:38 -26.25 (Also, I have searched using Rseek.org and not found anything to help me. Any searching advice would be greatly appreciated.) -- View this message in context: http://www.nabble.com/datetime-on-x-axis-of-plot-tp15745910p15745910.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to read HUGE data sets?
read.table's colClasses= argument can take a NULL for those columns that you want ignored. Also see the skip= argument. ?read.table . The sqldf package can read a subset of rows and columns (actually any sql operation) from a file larger than R can otherwise handle. It will automatically set up a temporary SQLite database for you, load the file into the database without going through R and extract just the data you want into R and then automatically delete the database. All this can be done in 2 lines of code. See example 6 on the home page: http://sqldf.googlecode.com On Thu, Feb 28, 2008 at 12:03 AM, Jorge Iván Vélez [EMAIL PROTECTED] wrote: Dear R-list, Does somebody know how can I read a HUGE data set using R? It is a hapmap data set (txt format) which is around 4GB. After read it, I need to delete some specific rows and columns. I'm running R 2.6.2 patched over XP SP2 using a 2.4 GHz Core 2-Duo processor and 4GB RAM. Any suggestion would be appreciated. Thanks in advance, Jorge [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Plotting Dendrogram Help Getting Plot to Display Neatly
I have done a cluster analysis doing:
1-clusNorth -hclust(dist(Artorious)^2, method=ward)
2-clusNorth$labels -Artorious$Name ## to show the case names and not
numbers
3-dend1 - as.dendrogram(clusNorth)
4-plot(dend1)
My Dendrogram is now showing the names of my cases in the dataframe on
the x axis
1OMNICELL INC COM
2GETTY IMAGES INC COM
3 INTERCONTINENTALEXCHANGE IN COM
4 OPTIONSXPRESS HLDGS INC COM
5 SUPERIOR WELL SVCS INC COM
6 HCP INC COM
7 SENIOR HSG PPTYS TR SH BEN INT
8 NATIONWIDE HEALTH PPTYS INC COM
9DUKE REALTY CORP COM NEW
10 HEALTH CARE REIT INC COM
11 POWERSHARES QQQ TRUST UNIT SER 1
12 FLEXTRONICS INTL LTD ORD
13 VENTAS INC COM
However with 60 cases the names above are not fitting neatly into plot.
Can someone advice on plot
Parameters to fix the size of dendrogram and see the full names on X
axis?
Thanks.
Neil
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Re: [R] compress data on read, decompress on write
You might look at storing the data using R's raw data type... -G On Feb 28, 2008, at 5:38PM , Ramon Diaz-Uriarte wrote: Dear Christos, Thanks for your reply. Actually, I should have been more careful with language: its not really a sparse matrix, but rather a ragged array that results from a more compact representation we though of for the hidden states in a Hidden Markov Model in many runs of MCMC. However, it might make sense for us to check sparseMatrix and see how its done there. Thanks, R On Thu, Feb 28, 2008 at 7:49 PM, Christos Hatzis [EMAIL PROTECTED] wrote: Ramon, If you are looking for a solution to your specific application (as opposed to a general compression/ decompression mechanism), it might be worth checking out the Matrix package, which has facilities for storing and manipulating sparse matrices. The sparseMatrix class stores matrices in the triplet representation (i.e. only indices and values of the non-zero elements) and this affords great compression ratios, depending on the size and degree of sparseness of the matrix. -Christos -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Ramon Diaz- Uriarte Sent: Thursday, February 28, 2008 1:18 PM To: [EMAIL PROTECTED] Subject: [R] compress data on read, decompress on write Dear All, I'd like to be able to have R store (in a list component) a compressed data set, and then write it out uncompressed. gzcon and gzfile work in exactly the opposite direction. What would be a good way to handle this? Details: -- We have a package that uses C; part of the C output is a large sparse matrix. This is never manipulated directly by R, but always by the C code. However, we need to store that data somewhere (inside an R object) for further calls to the functions in our package. We'd like to store that matrix as part of the R object (say, as an element of a list). Ideally, it would be stored in as compressed a way as possible. Then, when we need to use that information, it would be decompressed and passed to the C function. I guess one way to do it is to have C deal with the compression and uncompression (e.g., using zlib or the bzip2 libraries) and then use readBin, etc, from R. But, if I can, I'd like to avoid our C code having to call zlib, etc, so as to make our package easily portable. Thanks, R. -- Ramon Diaz-Uriarte Statistical Computing Team Structural Biology and Biocomputing Programme Spanish National Cancer Centre (CNIO) http://ligarto.org/rdiaz __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Ramon Diaz-Uriarte Statistical Computing Team Structural Biology and Biocomputing Programme Spanish National Cancer Centre (CNIO) http://ligarto.org/rdiaz __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Replacing plot symbols w/ subject IDs in xyplot()
On 2/28/08, David Afshartous [EMAIL PROTECTED] wrote: All, How does one replace plot symbols with say subject IDs when using xyplot? Or superimpose them next to plot symbols? I searched the archives under various key words but haven't had much. Any suggestions or links much appreciated. Sample code below. demo(lattice) has an example. -Deepayan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] datetime on x-axis of plot
Is the date part of your data a POSIXct object? If so, plot( myData[,1], myData[,2] ) will label the x axis with dates. See the help pages for date-time class objects: ?POSIXt (POSIXt includes both POSIXct and POSIXlt; I tend to prefer POSIXct and find it the easier of the two to work with, overall) -Don At 1:04 PM -0800 2/28/08, joshv wrote: Hello, I'm reading Time Series Analysis and its Applilcations with R Examples and I have a question... I notice that in the book there are timeseries plots but without the x-axis being labeled with dates. They are just numbers 1,...50,...100, etc. How do I get the date to show up on the x-axis? Here is my dateframe: head(myData, 5) 1 2008-01-30 08:30 7.00 2 2008-01-30 08:32 9.25 3 2008-01-30 08:34 5.50 4 2008-01-30 08:36 5.00 5 2008-01-30 08:38 -26.25 (Also, I have searched using Rseek.org and not found anything to help me. Any searching advice would be greatly appreciated.) -- View this message in context: http://www.nabble.com/datetime-on-x-axis-of-plot-tp15745910p15745910.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- -- Don MacQueen Environmental Protection Department Lawrence Livermore National Laboratory Livermore, CA, USA 925-423-1062 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] unbalanced one-way ANOVA
On Thu, Feb 28, 2008 at 7:52 AM, Nauta, A.L. [EMAIL PROTECTED] wrote: Hi, I have an unbalanced dataset on which I would like to perform a one-way anova test using R (aov). According to Wannacott and Wannacott (1990) p. 333, one-way anova with unbalanced data is possible with a few modifications in the anova-calculations. The modified anova calculations should take into account different sample sizes and a modified definition of the average. I was wondering if the aov-function in R is suitable for one-way anova on unbalanced data. Yes. The analysis of variance is performed in R by fitting a linear model created from indicator variables for the levels of the factor. This validity of this approach does not depend on balance in the data. The formulas given in an introductory textbook are almost never the way that results are computed in practice. I think we would all be better off if they didn't even give these misleading formulas. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] tutorial on codetools
Hi the list Is there any tutorial to learn codetools ? It seems to be a very interesting pacakge, but the help gives not that much detail, and there is not that much examples provided... Christophe __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] write.csv +RMySQL request
Hello, I am relatively new to R and learning its ins and outs. As part of a website I am building, I need to read and write csv files directly from an SQL database. Basically I want to convert R variables (dataframes) into CSV format, store them as another R variable (as a properly formatted text string suitable for csv reading) and then send this to one row in a database. The SQL part is fine, the problem arises because I cannot capture the output of write.csv! It posts to the terminal when file= is used, however I also want to store it. Does anyone have any ideas? Thanks in advance! _ e%2Ecom%2Fcgi%2Dbin%2Fa%2Fci%5F450304%2Fet%5F2%2Fcg%5F801459%2Fpi%5F1004813%2Fai%5F859641_t=762955845_r=tig_OCT07_m=EXT [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Getting multiple tables when using table(dataframe) to tabulate data
I am having hard time tabulating data in a dataframe, and getting a single table for an answer. I am trying to tabulate all counts for given status on a given date. I have a data frame such as: delta_ts status count 1 2008-02-27 CLOSED 3 2 2008-02-27 NEW56 3 2008-02-27 RESOLVED 5 4 2008-02-21 ASSIGNED 1 5 2008-02-21 ASSIGNED 1 6 2008-02-21 NEW 2 7 2008-02-21 RESOLVED 0 8 2008-02-22 ASSIGNED 0 9 2008-02-22 CLOSED 0 10 2008-02-22 NEW 6 11 2008-02-22 RESOLVED 1 12 2008-02-23 ASSIGNED 2 13 2008-02-23 CLOSED 1 14 2008-02-23 NEW12 15 2008-02-23 RESOLVED 0 16 2008-02-24 ASSIGNED 7 17 2008-02-24 CLOSED 4 18 2008-02-24 NEW16 19 2008-02-24 RESOLVED 2 20 2008-02-25 ASSIGNED 2 21 2008-02-25 CLOSED 6 22 2008-02-25 NEW22 23 2008-02-25 RESOLVED 5 24 2008-02-26 ASSIGNED 6 25 2008-02-26 CLOSED 8 26 2008-02-26 NEW38 27 2008-02-26 RESOLVED 3 28 2008-02-28 CLOSED 3 29 2008-02-28 NEW56 30 2008-02-28 RESOLVED 5 When I do table on that frame I get a long list that looks like this: table(data) , , count = 0 status delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-210 0 01 2008-02-221 1 00 2008-02-230 0 01 2008-02-240 0 00 2008-02-250 0 00 2008-02-260 0 00 2008-02-270 0 00 2008-02-280 0 00 and so on all the way up to , , count = 56 status delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-210 0 00 2008-02-220 0 00 2008-02-230 0 00 2008-02-240 0 00 2008-02-250 0 00 2008-02-260 0 00 2008-02-270 0 10 2008-02-280 0 10 What I actually want is for my counts to be properly tabulated in one single table that looks something like this. delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-212 5 915 and so on... Any ideas what I am doing wrong? Thanks! -- View this message in context: http://www.nabble.com/Getting-multiple-tables-when-using-table%28dataframe%29-to-tabulate-data-tp15750098p15750098.html Sent from the R help mailing list archive at Nabble.com. [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] write.csv +RMySQL request
?capture.output myoutput - capture.output(write.csv(...)) On Thu, Feb 28, 2008 at 7:34 PM, Tristan Casey [EMAIL PROTECTED] wrote: Hello, I am relatively new to R and learning its ins and outs. As part of a website I am building, I need to read and write csv files directly from an SQL database. Basically I want to convert R variables (dataframes) into CSV format, store them as another R variable (as a properly formatted text string suitable for csv reading) and then send this to one row in a database. The SQL part is fine, the problem arises because I cannot capture the output of write.csv! It posts to the terminal when file= is used, however I also want to store it. Does anyone have any ideas? Thanks in advance! _ e%2Ecom%2Fcgi%2Dbin%2Fa%2Fci%5F450304%2Fet%5F2%2Fcg%5F801459%2Fpi%5F1004813%2Fai%5F859641_t=762955845_r=tig_OCT07_m=EXT [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve? Tell me what you want to do, not how you want to do it. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Hi Guy, Thanks for your help! Yes, we have the coefficient estimated using EMM. And we followed those papers. Just want to check my understanding about your suggestion: Do you mean that after we obtain the estimated coefficients, we run one simulation to obtain the whole sequence of latent variable (the volatility time series, from time 0 to time t+1), where time t is today, and t+1 is tomorrow(one step forecast); And that's one simulation. And we run such simulation for N times, let's say N=1, and obtain 1 such volatility time series, each ending at time t+1, and then we take average of the 1 data points at t+1, the average will be the mean-forecast of the volatility tomorrow(i.e. that's the one step forecast that we want)... Am I right in doing these procedures? Thanks On Thu, Feb 28, 2008 at 4:30 PM, Guy Yollin [EMAIL PROTECTED] wrote: Michael, If I understand correctly, you've used some EMM algorithms to estimate the parameters of a stochastic volatility model. If this is the case you should now be able to use Monte Carlo methods to generate forecasts from your model. That is, you will generate random variables (according to the specifications of your model), feed them into your model and hence simulate your stochastic volatility process. Note sure what references you have been using but perhaps these would be helpful: Gallant, Hsieh and Tauchen (1997). Estimation of stochastic volatility models with diagnostics, Journal of Econometrics, 81, 159-192. Andersen, T.G. H.-J. Chung, and B.E. Sorensen (1999). Efficient Method of Moments Estimation of a Stochastic Volatility Model: A Monte Carlo Study, Journal of Econometrics, 91, 61-87. Best, -- G -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Sent: Thursday, February 28, 2008 12:56 PM To: [EMAIL PROTECTED]; r-help Subject: [R-SIG-Finance] EMM: how to make forecast using EMM methods? Hi all, We followed some books and sample codes and did some EMM estimation, only to find it won't be able to generate forecast. This is because in the stochastic volatility models we are estimating, the volatilities are latent variables, and we want to forecast 1-step ahead or h-step ahead volatilities. So it is nice to have the system estimated, but we couldn't get it to forecast at all. There is a Reprojection Method described in the original EMM paper, but let's say we reproject to a GARCH(1,1) model, then only the GARCH(1, 1) parameters are significant, which basically means we degrade the SV model into a GARCH model. There is no way to do the forecast... Could anybody give some pointers? Thanks! ___ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Getting multiple tables when using table(dataframe) to tabulate data
Is this what you want? tapply(x$count, list(x$delta_ts, x$status), sum) ASSIGNED CLOSED NEW RESOLVED 2008-02-212 NA 20 2008-02-220 0 61 2008-02-232 1 120 2008-02-247 4 162 2008-02-252 6 225 2008-02-266 8 383 2008-02-27 NA 3 565 2008-02-28 NA 3 565 On Thu, Feb 28, 2008 at 8:22 PM, obradoa [EMAIL PROTECTED] wrote: I am having hard time tabulating data in a dataframe, and getting a single table for an answer. I am trying to tabulate all counts for given status on a given date. I have a data frame such as: delta_ts status count 1 2008-02-27 CLOSED 3 2 2008-02-27 NEW56 3 2008-02-27 RESOLVED 5 4 2008-02-21 ASSIGNED 1 5 2008-02-21 ASSIGNED 1 6 2008-02-21 NEW 2 7 2008-02-21 RESOLVED 0 8 2008-02-22 ASSIGNED 0 9 2008-02-22 CLOSED 0 10 2008-02-22 NEW 6 11 2008-02-22 RESOLVED 1 12 2008-02-23 ASSIGNED 2 13 2008-02-23 CLOSED 1 14 2008-02-23 NEW12 15 2008-02-23 RESOLVED 0 16 2008-02-24 ASSIGNED 7 17 2008-02-24 CLOSED 4 18 2008-02-24 NEW16 19 2008-02-24 RESOLVED 2 20 2008-02-25 ASSIGNED 2 21 2008-02-25 CLOSED 6 22 2008-02-25 NEW22 23 2008-02-25 RESOLVED 5 24 2008-02-26 ASSIGNED 6 25 2008-02-26 CLOSED 8 26 2008-02-26 NEW38 27 2008-02-26 RESOLVED 3 28 2008-02-28 CLOSED 3 29 2008-02-28 NEW56 30 2008-02-28 RESOLVED 5 When I do table on that frame I get a long list that looks like this: table(data) , , count = 0 status delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-210 0 01 2008-02-221 1 00 2008-02-230 0 01 2008-02-240 0 00 2008-02-250 0 00 2008-02-260 0 00 2008-02-270 0 00 2008-02-280 0 00 and so on all the way up to , , count = 56 status delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-210 0 00 2008-02-220 0 00 2008-02-230 0 00 2008-02-240 0 00 2008-02-250 0 00 2008-02-260 0 00 2008-02-270 0 10 2008-02-280 0 10 What I actually want is for my counts to be properly tabulated in one single table that looks something like this. delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-212 5 915 and so on... Any ideas what I am doing wrong? Thanks! -- View this message in context: http://www.nabble.com/Getting-multiple-tables-when-using-table%28dataframe%29-to-tabulate-data-tp15750098p15750098.html Sent from the R help mailing list archive at Nabble.com. [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve? Tell me what you want to do, not how you want to do it. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Large loops hang?
If you really want to do a loop, then preallocate your storage. You
were dynamically allocating each time through (or there abouts):
system.time({
+ res - numeric(10)
+ for (i in 1:10) {
+x - rnorm(2)
+res[i] - x[2] - x[1]
+}
+ })
user system elapsed
2.750.023.10
On Thu, Feb 28, 2008 at 3:30 PM, Minimax [EMAIL PROTECTED] wrote:
Dear useRs,
Suppose we have loop:
res - c()
for (i in 1:10) {
x - rnorm(2)
res - c(res,x[2]-x[1])
}
and this loop for 10^5 cases runs about - for example 5 minutes.
When I add one zero (10^6) this loop will not end overnight but probably
hangs. This occurs regardless of calculated statistics in such
simulation, always above 10^5 times. Nested loops do not help.
Any suggestions for collecting larger amount of Monte Carlo data ?
Regards
Minimax
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--
Jim Holtman
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+1 513 646 9390
What is the problem you are trying to solve? Tell me what you want to
do, not how you want to do it.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] Getting multiple tables when using table(dataframe) to tabulate data
Try this: xtabs(count ~., data) Also look at ?ftable, ?prop.table, ?reshape and the reshape package. On Thu, Feb 28, 2008 at 8:22 PM, obradoa [EMAIL PROTECTED] wrote: I am having hard time tabulating data in a dataframe, and getting a single table for an answer. I am trying to tabulate all counts for given status on a given date. I have a data frame such as: delta_ts status count 1 2008-02-27 CLOSED 3 2 2008-02-27 NEW56 3 2008-02-27 RESOLVED 5 4 2008-02-21 ASSIGNED 1 5 2008-02-21 ASSIGNED 1 6 2008-02-21 NEW 2 7 2008-02-21 RESOLVED 0 8 2008-02-22 ASSIGNED 0 9 2008-02-22 CLOSED 0 10 2008-02-22 NEW 6 11 2008-02-22 RESOLVED 1 12 2008-02-23 ASSIGNED 2 13 2008-02-23 CLOSED 1 14 2008-02-23 NEW12 15 2008-02-23 RESOLVED 0 16 2008-02-24 ASSIGNED 7 17 2008-02-24 CLOSED 4 18 2008-02-24 NEW16 19 2008-02-24 RESOLVED 2 20 2008-02-25 ASSIGNED 2 21 2008-02-25 CLOSED 6 22 2008-02-25 NEW22 23 2008-02-25 RESOLVED 5 24 2008-02-26 ASSIGNED 6 25 2008-02-26 CLOSED 8 26 2008-02-26 NEW38 27 2008-02-26 RESOLVED 3 28 2008-02-28 CLOSED 3 29 2008-02-28 NEW56 30 2008-02-28 RESOLVED 5 When I do table on that frame I get a long list that looks like this: table(data) , , count = 0 status delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-210 0 01 2008-02-221 1 00 2008-02-230 0 01 2008-02-240 0 00 2008-02-250 0 00 2008-02-260 0 00 2008-02-270 0 00 2008-02-280 0 00 and so on all the way up to , , count = 56 status delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-210 0 00 2008-02-220 0 00 2008-02-230 0 00 2008-02-240 0 00 2008-02-250 0 00 2008-02-260 0 00 2008-02-270 0 10 2008-02-280 0 10 What I actually want is for my counts to be properly tabulated in one single table that looks something like this. delta_ts ASSIGNED CLOSED NEW RESOLVED 2008-02-212 5 915 and so on... Any ideas what I am doing wrong? Thanks! -- View this message in context: http://www.nabble.com/Getting-multiple-tables-when-using-table%28dataframe%29-to-tabulate-data-tp15750098p15750098.html Sent from the R help mailing list archive at Nabble.com. [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Fwd: Re: How to create following chart for visualizing multivariate time series
I used ?image function to do that, like below : require(grDevices) # for colours x - y - seq(-4*pi, 4*pi, len=27) r - sqrt(outer(x^2, y^2, +)) image(x, y, r, col=gray((0:32)/32)) However my next problem to add a color pallet for color description [as shown in following link]. If anyone here tell me how to do that, it will be good for me. Regards, Megh Dal [EMAIL PROTECTED] wrote: Hi all, Can anyone here please tell me whether is it possible to produce a chart displayed in http://www.datawolf.blogspot.com/ in R for visualizing multivariate time series? If possible how? Regards, - - - [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Fwd: Re: How to create following chart for visualizing multivariate time series
Try something like this:
require(grDevices) # for colours
x - y - seq(-4*pi, 4*pi, len=27)
r - sqrt(outer(x^2, y^2, +))
image(x, y, r, col=gray((0:32)/32))
colors - colorRampPalette(c('red', 'yellow', 'blue')) # create you
color spectrum
image(x,y,r, col=colors(100))
On Thu, Feb 28, 2008 at 9:28 PM, Megh Dal [EMAIL PROTECTED] wrote:
I used ?image function to do that, like below :
require(grDevices) # for colours
x - y - seq(-4*pi, 4*pi, len=27)
r - sqrt(outer(x^2, y^2, +))
image(x, y, r, col=gray((0:32)/32))
However my next problem to add a color pallet for color description [as shown
in following link]. If anyone here tell me how to do that, it will be good
for me.
Regards,
Megh Dal [EMAIL PROTECTED] wrote: Hi all,
Can anyone here please tell me whether is it possible to produce a chart
displayed in http://www.datawolf.blogspot.com/ in R for visualizing
multivariate time series? If possible how?
Regards,
-
-
-
[[alternative HTML version deleted]]
__
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https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Jim Holtman
Cincinnati, OH
+1 513 646 9390
What is the problem you are trying to solve? Tell me what you want to
do, not how you want to do it.
__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Two Way ANOVA
Hi, I am using the: pcf.aov-aov(meas~op+part, data=pcf.ex2), command to perform a two way ANOVA. When I save the: sumpcf- summary.aov(pcf.aov), result of the summary.aov command in a variable I need to access the individual pieces of information in the summary. The summary appears to be a list and I am having a hard time finding a way to get at the information in the summary. Could some one tell me how to go about it. Thanks, Keith Jones __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Hmisc xYplot won't do conditioning on factors?
Hi, Since nobody replied, I'd rather post this self-reply for the sake of documenting the solution. It appears that xYplot, unlike standard xyplot (or coplot to that matter) does not accept factors as x variable in formula. With x converted to numeric everything worked as expected. This small discrepancy was not documented on xYplot help page. --Ivan On Tuesday 26 February 2008 07:47:14 pm Ivan Adzhubey wrote: Hi, I am trying to replace (lattice) standard xyplot with xYplot variant from Hmisc package to be able to add error bars to my plots. However, this does not work, e.g: library(lattice) d - data.frame( SKU=gl(3, 1, 21, labels=c(a, b, c)), Weekday=gl(7, 3, 21), QCRate=runif(21)) xyplot(QCRate ~ Weekday | SKU, data=d) (this plots nice 3 panels as per a,b,c conditionals) library(Hmisc) xYplot(QCRate ~ Weekday | SKU, data=d) Error in Summary.factor(1:7, na.rm = TRUE) : range not meaningful for factors Is there a workaround? Thanks, Ivan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Two Way ANOVA
Keith Try names(sumpcf) or str(sumpcf). That should help you find what you want. Incidentally, simply summary(pcf.aov) will do - R uses the appropriate method based on the type of object. HTH Peter Alspach -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Keith Jones Sent: Friday, 29 February 2008 3:46 p.m. To: r-help@r-project.org Subject: [R] Two Way ANOVA Hi, I am using the: pcf.aov-aov(meas~op+part, data=pcf.ex2), command to perform a two way ANOVA. When I save the: sumpcf- summary.aov(pcf.aov), result of the summary.aov command in a variable I need to access the individual pieces of information in the summary. The summary appears to be a list and I am having a hard time finding a way to get at the information in the summary. Could some one tell me how to go about it. Thanks, Keith Jones __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. The contents of this e-mail are privileged and/or confidential to the named recipient and are not to be used by any other person and/or organisation. If you have received this e-mail in error, please notify the sender and delete all material pertaining to this e-mail. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Plot Principal component analysis
Thanks for your help. I downloaded the scatterplot3d package. plot3d(pr$x, col = c(red, blue)[c(rep(1, 100), rep(2, 15))], pch=20) where pr$x is the object of the PCA. this works but the graph does not look good. the other option that I tried is scatterplot3d(pr$x, type=p, highlight.3d=T, pch=16) where the graph looks much nicer but i do not know how to have each group with a different color. Does anyone know how to do it? SNN wrote: Hi, I have matrix of 300,000*115 (snps*individual). I ran the PCA on the covariance matrix which has a dimention oof 115*115. I have the first 100 individuals from group A and the rest of 15 individuals from group B. I need to plot the data in two and 3 dimentions with respect to PC1 and PC2 and (in 3D with respect to PC1, PC2 and PC3). I do not know how to have the plot ploting the first 100 points corresponding to group A in red (for example) and the rest of the 15 points in Blue? i.e I want the each group in a diffrent color in the same plot. I appreciate if someone can help. Thanks, -- View this message in context: http://www.nabble.com/Plot-Principal-component-analysis-tp15700123p15751493.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] quantile-residual plot
Hi, What is quantile residuals? Thank you so much in advance. Be a better friend, newshound, and __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] quantile-residual plot
What is quantile residuals?
See
Dunn, Peter K. and Smyth, Gordon K. (1996). Randomized Quantile
Residuals. Journal of Computational and Graphical Statistics,
volume 5, issue 3, 236–244.
Or see ?qresid in R package statmod.
P.
--
Dr Peter Dunn | dunn at usq.edu.au
Faculty of Sciences, USQ; http://www.sci.usq.edu.au/staff/dunn
Aust. Centre for Sustainable Catchments: www.usq.edu.au/acsc
This email (including any attached files) is confidentia...{{dropped:15}}
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] Fwd: Re: How to create following chart for visualizing multivariate time series
Hi Jim, i think you could not get my point. I did not want to put red-blue
color there. I want to put a pallet which will describe the values of r. please
have a look on following :
http://bp0.blogger.com/_k3l6qPzizGs/RvDVglPknRI/AKo/itlWOvuuOtI/s1600-h/pairwise_kl_window60.png.
Please see how a color pallate is added on the right side of this plot
describing the value of red color, value of blue color etc.
Is there any solution?
Regards,
jim holtman [EMAIL PROTECTED] wrote:
Try something like this:
require(grDevices) # for colours
x - y - seq(-4*pi, 4*pi, len=27)
r - sqrt(outer(x^2, y^2, +))
image(x, y, r, col=gray((0:32)/32))
colors - colorRampPalette(c('red', 'yellow', 'blue')) # create you
color spectrum
image(x,y,r, col=colors(100))
On Thu, Feb 28, 2008 at 9:28 PM, Megh Dal wrote:
I used ?image function to do that, like below :
require(grDevices) # for colours
x - y - seq(-4*pi, 4*pi, len=27)
r - sqrt(outer(x^2, y^2, +))
image(x, y, r, col=gray((0:32)/32))
However my next problem to add a color pallet for color description [as shown
in following link]. If anyone here tell me how to do that, it will be good
for me.
Regards,
Megh Dal wrote: Hi all,
Can anyone here please tell me whether is it possible to produce a chart
displayed in http://www.datawolf.blogspot.com/ in R for visualizing
multivariate time series? If possible how?
Regards,
-
-
-
[[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 http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Jim Holtman
Cincinnati, OH
+1 513 646 9390
What is the problem you are trying to solve? Tell me what you want to
do, not how you want to do it.
-
[[alternative HTML version deleted]]
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] write.csv +RMySQL request
On Thu, 28 Feb 2008, jim holtman wrote: ?capture.output myoutput - capture.output(write.csv(...)) It would be better to write directly to a text connection: see the 'file' argument to write.csv. On Thu, Feb 28, 2008 at 7:34 PM, Tristan Casey [EMAIL PROTECTED] wrote: Hello, I am relatively new to R and learning its ins and outs. As part of a website I am building, I need to read and write csv files directly from an SQL database. Basically I want to convert R variables (dataframes) into CSV format, store them as another R variable (as a properly formatted text string suitable for csv reading) and then send this to one row in a database. The SQL part is fine, the problem arises because I cannot capture the output of write.csv! It posts to the terminal when file= is used, however I also want to store it. Does anyone have any ideas? Thanks in advance! -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] p-value in Spearman rank order
Has your question been answered yet? x=c(1,2,4,3,6,8) y=c(3,2,5,7,4,6) cor.test(x,y,method=spearman) And that's how you extract the p-value: cor.test(x,y,method=s)$p.value Cheers, Daniel -- Abstrakthelfer helfen wenig -- -Ursprüngliche Nachricht- Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Im Auftrag von Anne-Katrin Link Gesendet: Thursday, February 28, 2008 10:17 AM An: r-help@r-project.org Betreff: [R] p-value in Spearman rank order Dear R-helpers, I would like to do a Spearman rank order test, and used the cor() function with the method spearman. It gives me a number (correlation coefficient?) , but how can I get the p-value? Thank you for the help in advance! Regards, Anne-Katrin -- [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to export tables in list separately using write.table or sink?
R users,
My intention is to take factors out of DF, create list of tables and
export these tables separately using write.table or sink function.
write.table writes tables out as DF:s, should I use sink instead?
Here is my example:
a - data.frame(indx =1:20,
var1 =rep(c(I20, I40, A50, B60), each=5),
var1_lab= rep(c(cat, dog, mouse, horse), each=5),
var2 =rep(c(B20, X40, D50, G60), each=5),
var2_lab= rep(c(car, bicycle, train, bus), each=5))
g - unlist(lapply(a, is.factor))
g - a[g]
g.tablist - lapply(g, function(x) table(x, g$var1))
for (i in g.tablist) write.table(i , paste(Sys.Date(), i, sep=))
Warning messages:
1: In if (file == ) file - stdout() else if (is.character(file)) { :
the condition has length 1 and only the first element will be used
2: In file(file, ifelse(append, a, w)) :
or using lapply
lapply(g.tablist, function(i) write.table(i , paste(Sys.Date(), i, sep=)))
$var1
NULL
$var1_lab
NULL
$var2
NULL
$var2_lab
NULL
Warning messages:
1: In if (file == ) file - stdout() else if (is.character(file)) { :
the condition has length 1 and only the first element will be used
2: In file(file, ifelse(append, a, w)) :
#or
for (i in g.tablist) { sink(paste(i, .txt., sep=))
sink()}
Warning messages:
1: In file(file, ifelse(append, a, w)) :
only first element of 'description' argument used
2: In file(file, ifelse(append, a, w)) :
only first element of 'description' argument used
3: In file(file, ifelse(append, a, w)) :
only first element of 'description' argument used
4: In file(file, ifelse(append, a, w)) :
only first element of 'description' argument used
Thanks,
Lauri
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[R] How to convert the user coordinate system in R graph to normal coordinate system whose origin is the upper-left cornner of the drawing area?
Dear friends, The user coordiante system in the R graphics is easy to understand as it simply corresponds to the range of values on the axes of the plot. However, sometimes, we want to kown the coordinates of a region in other system, e.g., the normal coordinate system whose origin is the the upper-left cornner of the drawing area which is used to set the hot regions in the HTML image maps. Is there any suggestion? For example, I execute the code, png(x.png, width = 480, height = 480, + pointsize = 12, bg = white, res = 100); plot(0, xlim=c(0, 100), ylim = c(0,100), type=n) rect(0, 0, 100, 100) points(0, 0, col = 'red') dev.off() I will get a figure named x.png. The resolution of this figure is 100 dpi and the width and height are 480 pixels when I opened it with Photoshop. When I move the cursor to the point drawed by points(0, 0, col = 'red'), I can find the position of this point is about (87, 376) [(x, y)]. I want to know how to convert the (0, 0) in the user coordinate system to this value? I look forward to hearing from you. -- ADDRESS: Bioinformatics Center, Shanghai Institutes for Biological Sciences, Chinese Academy of Sciences 320 Yueyang Road, Shanghai 200031, P.R.China TELEPHONE: 86-21-54920086 [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
