Re: [R] density vs. mass for discrete probability functions

[JLucke]

Stefan---

Under the measure-theoretic approach to probability, discrete & continuous 
probability densities follow the same underlying mathematical principles.
Check any text on measure-theoretic probability theory.

---JFL





Stefan Schreiber  
Sent by: "R-help" 
03/14/2019 08:43 PM

To
r-help@r-project.org, 
cc

Subject
[R] density vs. mass for discrete probability functions






Dear R users,

While experimenting with the dbinom() function and reading its
documentation (?dbinom) it reads that "dbinom gives the density" but
shouldn't it be called "mass" instead of "density"? I assume that it
has something to do with keeping the function for "density" consistent
across discrete and continuous probability functions - but I am not
sure and was hoping someone could clarify?

Furthermore the help file for dbinom() function references a link
(http://www.herine.net/stat/software/dbinom.html) but it doesn't seem
to land where it should. Maybe this could be updated?

Thank you,
Stefan

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Re: [R] Ghost variables

[JLucke]

The script is complete.  When I start, the environment is empty. 
The warnings are issued for these "ghost" variables well before they are 
created later in the script. 
Somehow previous incarnations are lingering around and being unhappy even 
after they were "deleted". 
Jeff Newmiller has suggested a solution I have yet to try.




William Dunlap  
02/25/2019 02:30 PM

To
jlu...@ria.buffalo.edu, 
cc
r-help mailing list 
Subject
Re: [R] Ghost variables






Doesn't that mean that your script is incomplete, that it needs to make 
those variables?

Bill Dunlap
TIBCO Software
wdunlap tibco.com


On Mon, Feb 25, 2019 at 10:32 AM  wrote:
Fellow R-gonauts:

I frequently erase/remove all the objects in my current environment so can 

I re-run scripts to ensure that analyses are complete, error-free, and 
accurate. 
However, sometimes when I re-rerun a script I get warning messages (see 
below for example)  regarding some variables (objects) when these 
variables do not exist in my current environment. 
These ghost variables had existed at one time, but were subsequently 
removed by the rm(list=ls()) command or by the broom icon in RStudio. 

What's happening and how do I exorcise the ghosts?


Warning messages:
1: Unknown or uninitialised column: 'K'. 
2: Unknown or uninitialised column: 'NDAfit'. 
3: Unknown or uninitialised column: 'NDAfit'. 
4: Unknown or uninitialised column: 'NDAfit'. 
5: Unknown or uninitialised column: 'NDAfit'. 
6: Unknown or uninitialised column: 'NDAfit'. 
7: Unknown or uninitialised column: 'NDAobs'.

Joe Lucke
[[alternative HTML version deleted]]

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[R] Ghost variables

[JLucke]

Fellow R-gonauts:

I frequently erase/remove all the objects in my current environment so can 
I re-run scripts to ensure that analyses are complete, error-free, and 
accurate. 
However, sometimes when I re-rerun a script I get warning messages (see 
below for example)  regarding some variables (objects) when these 
variables do not exist in my current environment. 
These ghost variables had existed at one time, but were subsequently 
removed by the rm(list=ls()) command or by the broom icon in RStudio. 

What's happening and how do I exorcise the ghosts?


Warning messages:
1: Unknown or uninitialised column: 'K'. 
2: Unknown or uninitialised column: 'NDAfit'. 
3: Unknown or uninitialised column: 'NDAfit'. 
4: Unknown or uninitialised column: 'NDAfit'. 
5: Unknown or uninitialised column: 'NDAfit'. 
6: Unknown or uninitialised column: 'NDAfit'. 
7: Unknown or uninitialised column: 'NDAobs'.

Joe Lucke
[[alternative HTML version deleted]]

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[R] Unexpected YAML

[JLucke]

R Users:

Whenever I fire up R, I now get the following message (red) at the end of 
the prologue.

R version 3.5.1 (2018-07-02) -- "Feather Spray"
Copyright (C) 2018 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64 (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

Error in loadNamespace(name) : there is no package called ‘yaml’

How do I get rid of it?
Joe

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Re: [R] Modèle à Equations structurelles

[JLucke]

The more general model for estimating structural models is lavaan, 
contained in the package lavaan.




yaya bamba via R-help  
Sent by: "R-help" 
05/10/2018 12:01 PM
Please respond to
yaya bamba 


To
"r-help@r-project.org" , Michael Dewey 
, 
cc

Subject
Re: [R] Mod�le � Equations structurelles






 In my previous mail, I was asking help to fit structural equations models 
by using Partial Least Square (PLS) approch.I have used package plspm. I 
want to know how to manage moderating and mediating variables. I also want 
to show simultanously the graph of internal model and measurement model.
Thks.
Le jeudi 10 mai 2018 � 15:42:46 UTC, Michael Dewey 
 a �crit : 
 
 Dear Yaya

You will get more responses if you can post in English which is the 
language of the list.

If you want advice about package choice you need to tell us what 
packages you have considered and rejected. You would also benefit from 
searching the CRAN Task Views - possibly the Psychometrics one might 
help you. If you want someone to send you code, as appears from your 
mail, you are out of luck on this list.

Michael

On 10/05/2018 15:50, yaya bamba via R-help wrote:
> Bonjour,
> Quelqu'un pourrait m'aider avec le code R pour estimer les mod�les � 
�quations structurelles via l'approche PLS,int�grer des variables 
mod�ratrices et m�diatrices et afficher les graphique simultan� des 
mod�les interne et de mesure?
> Cdt.
> [[alternative HTML version deleted]]
> 
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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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.
> 

-- 
Michael
http://www.dewey.myzen.co.uk/home.html
 
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Re: [R] Converting SAS Code

[JLucke]

I wish to second this approach to learning R. 

I tried for several years to translate other stat programs  or provide 
parallel analyses with R. 
This dabbling-in-R approach did not work
. 
When a transferred to a research unit  that could ill afford commercial 
software, I devoted my entire time to doing everything in R. 
This was a difficult learning process, but I eventually became proficient 
in R. 

The conceptual paradigm for R is only marginally commensurate with that of 
standard statistical software. 
You must immerse yourself in R to become proficient. 

Good luck,
Joe
 


Bert Gunter  
Sent by: "R-help" 
09/29/2017 02:09 PM

To
"Kevin E. Thorpe" , 
cc
R-help , Andrew Harmon 
Subject
Re: [R] Converting SAS Code






I will offer an opinion, with which others may fairly take issue.

If you are coming from SAS and wish to learn R, you should forget about 
SAS
entirely; it is ancient and convoluted. But more to the point, as others
have already suggested, you will only confuse and hamstring yourself 
trying
to convert the programming paradigms of one language into another. Better
to consider the **tasks** you wish to accomplish and learn how to approach
them in the new language. I would add that this especially includes
learning about R's varied data structures for which there is no cognate in
SAS I think (correction requested if I'm wrong about this).

If this is a one-off, just finding a local resource to do the job for you
might be the best approach.

Cheers,
Bert





Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Fri, Sep 29, 2017 at 10:21 AM, Kevin E. Thorpe 

wrote:

> Regarding point 3, as a moderator I have been helping Andrew get this 
post
> out to the list over the past week. His previous attempts were encoded 
in
> some way that the listserv rejected. He sent me the post via his gmail
> account and viewing the source I saw it had at least both plain test and
> HTML an I said it was worth a try to post it. Certainly on my mail 
client
> his post displays acceptably with the notice that the HTML alternative 
was
> removed.
>
> Kevin
>
> On 09/29/2017 09:51 AM, Michael Dewey wrote:
>
>> You might get better answers if you
>>
>> 1 - break this down into separate issues
>> 2 - tell us what you want to achieve in words rather than SAS, we all
>> read English but few of us speak SAS
>> 3 - post in plain text not HTML as HTML mangles your post
>>
>> On 29/09/2017 13:47, Andrew Harmon wrote:
>>
>>> Hello all,
>>>
>>> My statistical analysis training up until this point has been entirely
>>> done
>>> in SAS. The code I frequently used was:
>>>
>>> *Yield Champagin;
>>>
>>> data yield;
>>>
>>> set stress;
>>>
>>> if field='YV' then delete;
>>>
>>> if field='HB' then delete;
>>>
>>> if barcode='16187DD4015' then delete;
>>>
>>> if barcode='16187DD6002' then delete;
>>>
>>> if barcode='16187DD2007' then delete;
>>>
>>> if barcode='16187DD5016' then delete;
>>>
>>> if barcode='16187DD8007' then delete;
>>>
>>> if barcode='16187DD7010' then delete;
>>>
>>> if barcode='16187DD7007' then delete;
>>>
>>> if barcode='16187DD8005' then delete;
>>>
>>> if barcode='16187DD6004' then delete;
>>>
>>> if barcode='16187DD5008' then delete;
>>>
>>> if barcode='16187DD7012' then delete;
>>>
>>> if barcode='16187DD6010' then delete;
>>>
>>> run; quit;
>>>
>>>
>>>
>>> Title'2016 Asilomar Stress Relief champagin yield';
>>>
>>> proc mixed method=reml data=yield;
>>>
>>> class rep Management Foliar_Fungicide Chemical_Treatment;
>>>
>>> model Grain_Yield__Mg_h_ 
=Management|Foliar_Fungicide|Chemical_Treatment
>>> Final_Stand__Plants_A_ / outpred=resids residual ddfm=kr;
>>>
>>> random rep rep*Management rep*Management*Foliar_Fungicide;
>>>
>>> lsmeans Management|Foliar_Fungicide|Chemical_Treatment / pdiff;
>>>
>>> ods output diffs=ppp lsmeans=means;
>>>
>>> ods listing exclude diffs lsmeans;
>>>
>>> run; quit;
>>>
>>> %include'C:\Users\harmon12\Desktop\pdmix800.sas';
>>>
>>> %pdmix800(ppp,means,alpha=0.10,sort=yes);
>>>
>>> ods graphics off;
>>>
>>> run; quit;
>>>
>>> proc univariate data=resids normal plot; id Barcode Grain_Yield__Mg_h_
>>> pearsonresid; var resid;
>>> proc print data=resids (obs=3);run;
>>>
>>> Can someone please help me convert my code to R? Any help would be 
much
>>> appreciated.
>>>
>>>
>>> Thanks,
>>>
>>>
>>> Andrew Harmon
>>>
>>> [[alternative HTML version deleted]]
>>>
>>> __
>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posti
>>> ng-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>> 

Re: [R] Sampe numbers

[JLucke]

N <- 100
C <- 50
x <- numeric(N)
for (i in 1:N){
  x[i] <- sample(C-sum(x),1)
}
x
sum(x)





Frederic Ntirenganya  
Sent by: "R-help" 
07/19/2016 01:41 PM

To
"r-help@r-project.org" , 
cc

Subject
[R] Sampe numbers






Hi Guys,
I am trying to sample 100 numbers from 1:100
i did it  like this:

sample(1:100,100, replace= TRUE)
but i want again include a constraint that their sum must be equal to 50

How could I do it?

Cheers

Frederic Ntirenganya
Maseno University,
African Maths Initiative,
Kenya.
Mobile:(+254)718492836
Email: fr...@aims.ac.za
https://sites.google.com/a/aims.ac.za/fredo/

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Re: [R] Request for help

[JLucke]

There is a video tutorial on the RStudio web site showing how to create R 
packages within RStudio.  Hadley Wickham also has a book on creating R 
packages.
 



Bert Gunter  
Sent by: "R-help" 
06/03/2016 02:27 PM

To
suparna biswas , 
cc
r-help 
Subject
Re: [R] Request for help






See the "Writing R Extensions" manual that ships with R.

You might also want to consider Hadley Wickham's roxygen2 package,
which allows one to include the Help information as specially
formatted comments within the code files themselves. The package will
then generate the Help files from this info automagically.

Finally, google! -- there are many other tutorials on this on the web.

Cheers,
Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Fri, Jun 3, 2016 at 12:22 AM, suparna biswas  
wrote:
> Dear Sir/Madam
>Myself Suparna Biswas, a research scholar from 
the
> department of Mathematical Sciences, Tezpur University, Assam, India. I 
am
> working under the supervision of Dr. Santanu Dutta, Associate Professor,
> Department of Mathematical Sciences, Tezpur University, Assam, India. My
> research topic is "Estimation and Application of Risk Measure in 
Finance".
>
> I mainly use the R software in my research work. 
I
> want to convert all my code into a R package manually. I have gone 
through
> the paper by Friedrich Leisch titled "Creating R Packages: A Tutorial. 
But
> I am facing problem in writing help pages. The things mentioned in the
> paper about help pages are not clear to me as I have never written help
> pages before.
>
> I will be obliged if you kindly help me in this
> context. Thanking you.
>
> --
> With warm regards,
> Suparna Biswas
> Research Scholar
> Department of Mathematical Sciences
> Tezpur University
>
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.

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[R] promoting scalar arguments to vectors in a function

[JLucke]

R users: 

Suppose I have a function that takes three numeric arguments x, y,  and z, 
any of which may be scalars or vectors.
Suppose further that the user takes one of the arguments, say y, as a 
vector with the other two as scalars.
Is there an existing R function that will promote the other two arguments 
to vectors of the same size?

I know in most cases this is not a problem as the promotion is automatic. 
I need this for a function I am writing
and I don't want to write any additional code to do this if I can help it.

Joe
Joseph F. Lucke, PhD
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016



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and provide commented, minimal, self-contained, reproducible code.

Re: [R] Install.package CAIC

[JLucke]

You should consider the package "caper", which provides a CAIC. 

From the caper manual
"The caper package implements the methods originally provided in the 
programs CAIC (Purvis
and Rambaut, 1995b) and MacroCAIC (Agapow and Isaac, 2002)."

Hope this helps.



Gabriela Wofkova  
Sent by: "R-help" 
02/03/2016 11:45 AM

To
r-help@r-project.org, 
cc

Subject
[R] Install.package CAIC






​H
​ello,

I am a begginer in R and I need to incorporate phylogeny into my data. So 
i
tried to instal package CAIC.

> install.packages("CAIC")
> install.packages("CAIC", repos="http://R-Forge.R-project.org
",type="source")
> install.packages("CAIC", repos="http://R-Forge.R-project.org;)


But it doesn´t work.

Installing package into ‘C:/Users/3.2’
(as ‘lib’ is unspecified)Warning in install.packages :
  package ‘CAIC’ is not available (for R version 3.2.3)



I see on forum one question on it:

http://r.789695.n4.nabble.com/Installing-CAIC-tt3693455.html

but the advice doesn´t work for me.
Have you got any other idea?

I have the newest version of R program (R version 3.2.3).

Is it possible that the package is available just for older versions? I 
had
also R version 3.1.2, but also it didn´t work.

I am sorry, if it is stupid or easy question, but I am at the end with any
idea.


Thank a lot for every advice.


Gabriela W.
​

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Re: [R] Correct notation for functions, packages when using LaTex

[JLucke]

Erin
There is a LaTeX package called  listings. It has an R option to 
prettyprint code.   Never used it. 
Joe
 



"Kevin E. Thorpe"  
Sent by: "R-help" 
12/10/2015 12:14 PM

To
Erin Hodgess , 
cc
R help 
Subject
Re: [R] Correct notation for functions, packages when using LaTex






On 12/10/2015 12:10 PM, Erin Hodgess wrote:
> Hello everyone!
>
> I am writing up something (quickly) using LaTex and periodically refer 
to R
> functions and packages.
>
> What is the correct way to put those into LaTex, please?  I know that R
> itself is {\tt R}, but am not sure about the others.
>
> Thanks for any help,
> Sincerely,
> Erin
> PS  Or should I just be doing this in R Studio, even though there is no
> code, please?
>
>

When I refer to R function in a LaTeX document I tend to use \texttt{} 
(same as your {\tt } construct). Historical convention rendered computer 
code in a monospace font (akin to Courier) so that's what I follow.

-- 
Kevin E. Thorpe
Head of Biostatistics,  Applied Health Research Centre (AHRC)
Li Ka Shing Knowledge Institute of St. Michael's
Assistant Professor, Dalla Lana School of Public Health
University of Toronto
email: kevin.tho...@utoronto.ca  Tel: 416.864.5776  Fax: 416.864.3016

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Re: [R] Beta distribution approximate to Normal distribution

[JLucke]

Scratch the  rchisq  (it should have been sqrt(rchisq), but that doesn't 
help.). 

Use the truncated normal

u <- 3; a <- 2;
N <- 100 
x <- numeric(N)
for (i in 1:N){
  repeat{
if( (x[i] <- rnorm(1, u, a)) >= 0 ) break
  }
}
 
or the folded normal

abs(rnorm(N, u, a)),

They give similar results. 
The  code for the truncated normal allows you to set any truncation point.

Joe



(Ted Harding)  
Sent by: "R-help" 
09/15/2015 11:12 AM
Please respond to
ted.hard...@wlandres.net


To
"r-help@r-project.org" , 
cc
Chien-Pang Chin 
Subject
Re: [R] Beta distribution approximate to Normal distribution






Using non-central chi-squared (especially with df=1) is unlikely
to generate random numbers anywhere near a Normal distribution
(see below).

And "rchisq(100, df=1, ncp=u/a)" won't work anyway with u<0,
since ncp must be >= 0 (if < 0 then all are NA).

Better to shoot straight for the target (truncated Normal), though
several shots are likely to be required! For example (code which
spells it out), taking u=3 and a=2:

  n <- 100
  u <- 3 ; a <- 2
  x <- NULL
  N <- length(x)
  while(N < n){
x <- c(x,rnorm(n,mean=u,sd=a))
x <- x[x>0]
N <- length(x)
  }
  x <- x[1:n]

Comparison with non-central chi-squared:

  y <- rchisq(100, df=1, ncp=u/a)
  hist(x)
  hist(y)



On 15-Sep-2015 13:26:44 jlu...@ria.buffalo.edu wrote:
> Your question makes no sense as stated.  However, guessing at what you 
> want, you should  perhaps consider the non-central chi-square density 
with 
> 1 df and ncp = u/a, i.e,
> 
> rchisq(100, df=1, ncp=u/a)
> 
> Joe
> Joseph F. Lucke, PhD
> Senior Statistician
> Research Institute on Addictions
> University at Buffalo
> State University of New York
> 1021 Main Street
> Buffalo, NY  14203-1016
> 
> Chien-Pang Chin  
> Sent by: "R-help" 
> 09/15/2015 06:58 AM
> 
> To
> "r-help@r-project.org" , 
> 
> Subject
> [R] Beta distribution approximate to Normal distribution
> 
> Hi,
> I need to generate 1000 numbers from N(u, a^2), however I don't
> want to include 0 and negative values. How can I use beta distribution
> approximate to N(u, a^2) in R.
> 
> Thx for help

-
E-Mail: (Ted Harding) 
Date: 15-Sep-2015  Time: 16:12:35
This message was sent by XFMail

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Re: [R] Beta distribution approximate to Normal distribution

[JLucke]

Your question makes no sense as stated.  However, guessing at what you 
want, you should  perhaps consider the non-central chi-square density with 
1 df and ncp = u/a, i.e,

rchisq(100, df=1, ncp=u/a)

Joe



Joseph F. Lucke, PhD
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016






Chien-Pang Chin  
Sent by: "R-help" 
09/15/2015 06:58 AM

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"r-help@r-project.org" , 
cc

Subject
[R] Beta distribution approximate to Normal distribution






Hi,

I need to generate 1000 numbers from N(u, a^2), however I don't want to 
include 0 and negative values. How can I use beta distribution approximate 
to N(u, a^2) in R.

Thx for help

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Re: [R] WEIBULL or EXPONENTIAL?

[JLucke]

As a start you can use an exploratory approach.  Standard survival 
analysis texts show you how to use a log-log plot to assess whether a 
distribution is Weibull.   Of course, the exponential is a special case of 
the Weibull. 



CHIRIBOGA Xavier xavier.chirib...@unine.ch 
Sent by: R-help r-help-boun...@r-project.org
04/03/2015 10:33 AM

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Subject
[R] WEIBULL or EXPONENTIAL?






Dear members,



I am doing a survival analysis wiith the function coxph...however I am 
wondering how can I know if my data follows a EXPONENTIAL or WEIBULL 
distribution?

I have 3 censored datum. Using R studio.



Thanks for the suggestions,



Xavier

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Re: [R] generating phi using function()

[JLucke]

Your function phi has 5 arguments with no defaults.  Your call only has 3 
arguments.  Hence the error message.


 phi - function(w1, w2, j, k, K){
+   zaehler - (k/K)^(w1-1)*(1-k/K)^(w2-1)
+   nenner - sum( ((1:K)/K)^(w1-1)*(1-(1:K)/K)^(w2-1))
+   return( zaehler/nenner )
+ }
 phi(c(1, 1), 44L, 1)
Error in phi(c(1, 1), 44L, 1) : argument k is missing, with no default




 





T.Riedle tr...@kent.ac.uk 
Sent by: R-help r-help-boun...@r-project.org
03/29/2015 08:59 AM

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Subject
[R] generating phi using function()






Hi everybody,
I am trying to generate the formula shown in the attachment. My formula so 
far looks as follows:

phi - function(w1, w2, j, k, K){
zaehler - (k/K)^(w1-1)*(1-k/K)^(w2-1)
nenner - sum( ((1:K)/K)^(w1-1)*(1-(1:K)/K)^(w2-1))
return( zaehler/nenner )
}

Unfortunately something must be wrong here as I get the following message 
when running a midas regression

m22.phi- midas_r(rv~mls(rvh,1:max.lag+h1,1,phi), start = 
list(rvh=c(1,1)))
Error in phi(c(1, 1), 44L, 1) : argument K is missing, with no default
Called from: .rs.breakOnError(TRUE)
Browse[1] K-125
Browse[1] 125

Could anybody look into my phi formula and tell me what is wrong with it?

Thanks in advance.

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Re: [R] Graph with ggplot2.

[JLucke]

ylim(0%,100%) is not valild.  It should be ylim(0,100).



Jeff Newmiller jdnew...@dcn.davis.ca.us 
Sent by: R-help r-help-boun...@r-project.org
03/25/2015 11:14 AM

To
BenedettaB24 . benedetta.brune...@gmail.com, r-help@r-project.org 
r-help@r-project.org, 
cc

Subject
Re: [R] Graph with ggplot2.






It is difficult to read your code because the HTML format messes it up, 
but I think your ggplot function call is missing a parenthesis between 
fill=Prostate and the + sign.
---
Jeff NewmillerThe .   .  Go 
Live...
DCN:jdnew...@dcn.davis.ca.usBasics: ##.#.   ##.#.  Live 
Go...
  Live:   OO#.. Dead: OO#..  Playing
Research Engineer (Solar/BatteriesO.O#.   #.O#.  with
/Software/Embedded Controllers)   .OO#.   .OO#. rocks...1k
--- 

Sent from my phone. Please excuse my brevity.

On March 25, 2015 7:02:50 AM PDT, BenedettaB24 . 
benedetta.brune...@gmail.com wrote:
Dear all,

I want to run ggplot2 in one of my file.
I do this:

mergefile- read.csv(path of my file/name.csv)

library(ggplot2)   to import my library

ggplot(percent, aes(x=factor(Cell.lines), y=Percentage, vjust=-0.5,
fill=Prostate )) + geom_bar(colour=black, stat=identity,
position=position_dodge(), size=.3)+ylim(0%,100%)+xlab(Prostate cell
lines)+ylab(Percentage of overlapping)+ggtitle(Comparison between
cell lines against the prostate cancer lines from DNase
esperiment)+theme_bw()+theme(axis.text.x=element_text(angle = 90,
vjust = 0.5))

i used this command three times, but now is not working, the error
reported
is:

Error: unexpected ')' in ggplot(percent, aes(x=factor(Cell.lines),
y=Percentage, vjust=-0.5, fill=Prostate )) + geom_bar(colour=black,
stat=identity, position=position_dodge(), size=.3)+ylim(0%,100%)


Can some one help me? any suggestions?

Thanks a lot!

Best regards, Benedetta

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Re: [R] Difference betweeen cor.test() and formula everyone says to use

[JLucke]

The distribution of the statistic $ndf * r^2 / (1-r^2)$ with  the true 
value $\rho = zero$ follows an $F(1,ndf)$ distribution.
So the t-test is the correct test for $\rho=0$. 
Fisher's z is an asymptotically normal  transformation for any value of 
$\rho$. 
Thus  Fisher's z is better for testing $\rho= \rho_0 $ or $\rho_1 = 
\rho_2$.
The two statistics will not be equivalent at $\rho=0$ because the 
statistics are based on different assumptions.




Jeremy Miles jeremy.mi...@gmail.com 
Sent by: r-help-boun...@r-project.org
10/16/2014 07:32 PM

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r-help r-help@r-project.org, 
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Subject
[R] Difference betweeen cor.test() and formula everyone says to use






I'm trying to understand how cor.test() is calculating the p-value of
a correlation. It gives a p-value based on t, but every text I've ever
seen gives the calculation based on z.

For example:
 data(cars)
 with(cars[1:10, ], cor.test(speed, dist))

Pearson's product-moment correlation

data:  speed and dist
t = 2.3893, df = 8, p-value = 0.04391
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
 0.02641348 0.90658582
sample estimates:
  cor
0.6453079

But when I use the regular formula:
 r - cor(cars[1:10, ])[1, 2]
 r.z - fisherz(r)
 se - se - 1/sqrt(10 - 3)
 z - r.z / se
 (1 - pnorm(z))*2
[1] 0.04237039

My p-value is different.  The help file for cor.test doesn't (seem to)
have any reference to this, and I can see in the source code that it
is doing something different. I'm just not sure what.

Thanks,

Jeremy

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Re: [R] Inverse Student t-value

[JLucke]

Andre
For the last time, there is NO simple rational approximation to the 
quantiles of the t-distribution.

From  R help, qt = TINV is based on 
Hill, G. W. (1970) Algorithm 396: Student's t-quantiles. Communications of 
the ACM, 13(10), 619–620.  And
Hill, G. W. (1981) Remark on Algorithm 396, ACM Transactions on 
Mathematical Software, 7, 250–1. 

Both of these articles can be googled and the source code obtained from 
the ACM.  (I have done it.)
The code uses a rational approximation to the inverse for which you can 
compute values by hand.
Then you can see why we use qt().  :-)
Joe




Andre geomodel...@gmail.com 
10/02/2014 07:27 AM

To
jlu...@ria.buffalo.edu, 
cc
Duncan Murdoch murdoch.dun...@gmail.com, r-help@r-project.org 
r-help@r-project.org, r-help-boun...@r-project.org
Subject
Re: [R] Inverse Student t-value






Dear All,

The manual formula mean that how to calculate that value by hand for 
TINV(0.408831, 1221) and the resulted is 4.0891672

Appreciate your help in advance.

Cheers!


On Wed, Oct 1, 2014 at 9:15 PM, jlu...@ria.buffalo.edu wrote:
What do you mean by a manual formula? 



Andre geomodel...@gmail.com 
09/30/2014 11:54 PM 


To
jlu...@ria.buffalo.edu, 
cc
Duncan Murdoch murdoch.dun...@gmail.com, r-help@r-project.org 
r-help@r-project.org, r-help-boun...@r-project.org 
Subject
Re: [R] Inverse Student t-value








Hi JLucke, 

Maybe the old excel function. TINV and T.INV.2T is same function for T
wo-Tailed Inverse of the student`s t-distribution but T.INV use for 
Left-Tailed inverse of the Student's t-distribution and can be use for 
 Inverse of the student`s t-distribution. 


I know automatic or functions any software but I just need a manual 
formula or compute formula (TINV or T.INV.2T) step by step presented by 
math for calculate until resulted. 

Thanks in advance. 


Cheers! 



On Wed, Oct 1, 2014 at 2:39 AM, jlu...@ria.buffalo.edu wrote: 
The website has your answer.  The t-distribution is a regularized 
incomplete beta function.  The incomplete beta function is given by R's 
pbeta function.  You regularize it with R's beta function.  Then you use 
R's uniroot function to find the inverse.  Good homework problem. 


Andre geomodel...@gmail.com 
Sent by: r-help-boun...@r-project.org 
09/30/2014 02:45 PM 


To
Duncan Murdoch murdoch.dun...@gmail.com, 
cc
r-help@r-project.org r-help@r-project.org 
Subject
Re: [R] Inverse Student t-value










Hi Duncan,

Let me explain again, I just need a manual expression for inverse student 
t
value.

You could go to web page
http://www.danielsoper.com/statcalc3/calc.aspx?id=10

That's inverse student t value calculator. Do you know a manual expression
use it.

Cheers!


On Wednesday, October 1, 2014, Duncan Murdoch murdoch.dun...@gmail.com
wrote:

 On 30/09/2014 2:26 PM, Andre wrote:

 Hi Duncan,

 Actually, I am trying trace the formula for the Critical value of Z 
and
 manual formula is =(I7-1)/SQRT(I7)*SQRT((TINV(0.
 05/I7,I7-2))^2/(I7-2+TINV(0.05/I7,I7-2)))

 So, I got new problem for TINV formula. I just need a manual equation 
for
 TINV.


 Sorry, can't help.  I'm not sure I understand what you want, but if it's 
a
 simple formula for quantiles of the t distribution, it doesn't exist.

 Duncan Murdoch


 Hope solve this problem.

 Cheers!


 On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch 
murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com wrote:

 On 30/09/2014 2:11 PM, Andre wrote:

 Hi Duncan,

 No, that's correct. Actually, I have data set below;


 Then it seems Excel is worse than I would have expected.  I
 confirmed R's value in two other pieces of software,
 OpenOffice and some software I wrote a long time ago based on an
 algorithm published in 1977 in Applied Statistics. (They are
 probably all using the same algorithm.  I wonder what Excel is 
doing?)

 N= 1223
 alpha= 0.05

 Then
 probability= 0.05/1223=0.408831
 degree of freedom= 1223-2= 1221

 So, TINV(0.408831,1221) returns 4.0891672


 Could you show me more detail a manual equation. I really
 appreciate it if you may give more detail.


 I already gave you the expression:  abs(qt(0.408831/2,
 df=1221)). For more detail, I suppose you could look at the help
 page for the qt function, using help(qt).

 Duncan Murdoch


 Cheers!


 On Wed, Oct 1, 2014 at 1:01 AM, Duncan Murdoch
 murdoch.dun...@gmail.com mailto:murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com 
 wrote: 


 On 30/09/2014 1:31 PM, Andre wrote:

 Dear Sir/Madam,

 I am trying to use calculation for two-tailed inverse
 of the
 student`s
 t-distribution function presented by Excel functions 
like
 =TINV(probability, deg_freedom).

 For instance: The Excel

Re: [R] Inverse Student t-value

[JLucke]

My Excel (2013) returns exactly what R does.   I used both T.INV and 
T.INV.T2There is no TINV.  Has Excel been updated?





Duncan Murdoch murdoch.dun...@gmail.com 
Sent by: r-help-boun...@r-project.org
09/30/2014 02:36 PM

To
Andre geomodel...@gmail.com, 
cc
r-help@r-project.org
Subject
Re: [R] Inverse Student t-value






On 30/09/2014 2:26 PM, Andre wrote:
 Hi Duncan,

 Actually, I am trying trace the formula for the Critical value of Z 
 and manual formula is 
 =(I7-1)/SQRT(I7)*SQRT((TINV(0.05/I7,I7-2))^2/(I7-2+TINV(0.05/I7,I7-2)))

 So, I got new problem for TINV formula. I just need a manual equation 
 for TINV.

Sorry, can't help.  I'm not sure I understand what you want, but if it's 
a simple formula for quantiles of the t distribution, it doesn't exist.

Duncan Murdoch


 Hope solve this problem.

 Cheers!


 On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch 
 murdoch.dun...@gmail.com mailto:murdoch.dun...@gmail.com wrote:

 On 30/09/2014 2:11 PM, Andre wrote:

 Hi Duncan,

 No, that's correct. Actually, I have data set below;


 Then it seems Excel is worse than I would have expected.  I
 confirmed R's value in two other pieces of software,
 OpenOffice and some software I wrote a long time ago based on an
 algorithm published in 1977 in Applied Statistics. (They are
 probably all using the same algorithm.  I wonder what Excel is 
doing?)

 N= 1223
 alpha= 0.05

 Then
 probability= 0.05/1223=0.408831
 degree of freedom= 1223-2= 1221

 So, TINV(0.408831,1221) returns 4.0891672


 Could you show me more detail a manual equation. I really
 appreciate it if you may give more detail.


 I already gave you the expression:  abs(qt(0.408831/2,
 df=1221)). For more detail, I suppose you could look at the help
 page for the qt function, using help(qt).

 Duncan Murdoch


 Cheers!


 On Wed, Oct 1, 2014 at 1:01 AM, Duncan Murdoch
 murdoch.dun...@gmail.com mailto:murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com wrote:

 On 30/09/2014 1:31 PM, Andre wrote:

 Dear Sir/Madam,

 I am trying to use calculation for two-tailed inverse
 of the
 student`s
 t-distribution function presented by Excel functions 
like
 =TINV(probability, deg_freedom).

 For instance: The Excel function
 =TINV(0.408831,1221) = returns
   4.0891672.

 Would you like to show me a manual calculation for this?

 Appreciate your helps in advance.


 That number looks pretty far off the true value. Have you
 got a
 typo in your example?

 You can compute the answer to your question as
 abs(qt(0.408831/2, df=1221)), but you'll get 4.117.

 Duncan Murdoch






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[[alternative HTML version deleted]]

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Re: [R] Inverse Student t-value

[JLucke]

The website has your answer.  The t-distribution is a regularized 
incomplete beta function.  The incomplete beta function is given by R's 
pbeta function.  You regularize it with R's beta function.  Then you use 
R's uniroot function to find the inverse.  Good homework problem.



Andre geomodel...@gmail.com 
Sent by: r-help-boun...@r-project.org
09/30/2014 02:45 PM

To
Duncan Murdoch murdoch.dun...@gmail.com, 
cc
r-help@r-project.org r-help@r-project.org
Subject
Re: [R] Inverse Student t-value






Hi Duncan,

Let me explain again, I just need a manual expression for inverse student 
t
value.

You could go to web page
http://www.danielsoper.com/statcalc3/calc.aspx?id=10

That's inverse student t value calculator. Do you know a manual expression
use it.

Cheers!


On Wednesday, October 1, 2014, Duncan Murdoch murdoch.dun...@gmail.com
wrote:

 On 30/09/2014 2:26 PM, Andre wrote:

 Hi Duncan,

 Actually, I am trying trace the formula for the Critical value of Z 
and
 manual formula is =(I7-1)/SQRT(I7)*SQRT((TINV(0.
 05/I7,I7-2))^2/(I7-2+TINV(0.05/I7,I7-2)))

 So, I got new problem for TINV formula. I just need a manual equation 
for
 TINV.


 Sorry, can't help.  I'm not sure I understand what you want, but if it's 
a
 simple formula for quantiles of the t distribution, it doesn't exist.

 Duncan Murdoch


 Hope solve this problem.

 Cheers!


 On Wed, Oct 1, 2014 at 1:20 AM, Duncan Murdoch 
murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com wrote:

 On 30/09/2014 2:11 PM, Andre wrote:

 Hi Duncan,

 No, that's correct. Actually, I have data set below;


 Then it seems Excel is worse than I would have expected.  I
 confirmed R's value in two other pieces of software,
 OpenOffice and some software I wrote a long time ago based on an
 algorithm published in 1977 in Applied Statistics. (They are
 probably all using the same algorithm.  I wonder what Excel is 
doing?)

 N= 1223
 alpha= 0.05

 Then
 probability= 0.05/1223=0.408831
 degree of freedom= 1223-2= 1221

 So, TINV(0.408831,1221) returns 4.0891672


 Could you show me more detail a manual equation. I really
 appreciate it if you may give more detail.


 I already gave you the expression:  abs(qt(0.408831/2,
 df=1221)). For more detail, I suppose you could look at the help
 page for the qt function, using help(qt).

 Duncan Murdoch


 Cheers!


 On Wed, Oct 1, 2014 at 1:01 AM, Duncan Murdoch
 murdoch.dun...@gmail.com mailto:murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com
 mailto:murdoch.dun...@gmail.com wrote:

 On 30/09/2014 1:31 PM, Andre wrote:

 Dear Sir/Madam,

 I am trying to use calculation for two-tailed inverse
 of the
 student`s
 t-distribution function presented by Excel functions 
like
 =TINV(probability, deg_freedom).

 For instance: The Excel function
 =TINV(0.408831,1221) = returns
   4.0891672.

 Would you like to show me a manual calculation for 
this?

 Appreciate your helps in advance.


 That number looks pretty far off the true value. Have you
 got a
 typo in your example?

 You can compute the answer to your question as
 abs(qt(0.408831/2, df=1221)), but you'll get 4.117.

 Duncan Murdoch








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Re: [R] hypergeometric integral

[JLucke]

#First, correct your code
H - 0.7;

t - 1;
s - seq(0,t,0.1);
x - 1-t/s;

library(gsl)
Gauss2F1 - function(H,x){
  a - H-1/2;
  b - 1/2-H;
  c - H+1/2;
  #  if(x=0  x1){
  #hyperg_2F1(a,b,c,x)
  #  }else{
  hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
  #  }
}

#Here
#F - Gauss2F1(a,b,c,x)
#and here
#integrate(F,lower=0,upper=1,H=0.7)

integrate(Gauss2F1,lower=0,upper=1,H=0.7)

Error in integrate(Gauss2F1, lower = 0, upper = 1, H = 0.7) : 
  non-finite function value

#Then note that
Gauss2F1(H,x)
 [1]  Inf 1.143016 1.083553 1.056065 1.039444 1.028055 1.019653 
1.013143 1.007920 1.003618
[11] 1.00
#whereupon you find your second problem.
#Joe



Xuse Chuse chus...@gmail.com 
Sent by: r-help-boun...@r-project.org
06/17/2014 08:32 AM

To
r-help r-help@r-project.org, 
cc

Subject
[R] hypergeometric integral






Dear all,

I am trying to make a numerical integral of a Hypergeometrical function 
2F1
but it is not working. I dont know how to pass the arguments to my
function. Thank you beforehand.
Chuse.

Here is my code:

H - 0.7;

t - 1;
s - seq(0,t,0.1);
x - 1-t/s;

library(gsl)
Gauss2F1 - function(H,x){
  a - H-1/2;
  b - 1/2-H;
  c - H+1/2;
#  if(x=0  x1){
#hyperg_2F1(a,b,c,x)
#  }else{
hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
#  }
}

F - Gauss2F1(a,b,c,x)

integrate(F,lower=-1,upper=1,H=0.7)

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Re: [R] hypergeometric integral

[JLucke]

I made a stupid mistake.  My note at the end is irrelevant as is the code 
before the library statement.
Instead, the upper bound to your integral must be around .5, not 1.


 integrate(Gauss2F1,lower=0,upper=.5,H=0.7)
0.4954698 with absolute error  5.5e-15

 integrate(Gauss2F1,lower=0,upper=.51,H=0.7)
Error in integrate(Gauss2F1, lower = 0, upper = 0.51, H = 0.7) : 
  non-finite function value




 








jlu...@ria.buffalo.edu 
Sent by: r-help-boun...@r-project.org
06/17/2014 10:24 AM

To
Xuse Chuse chus...@gmail.com, 
cc
r-help r-help@r-project.org, r-help-boun...@r-project.org
Subject
Re: [R] hypergeometric integral






#First, correct your code
H - 0.7;

t - 1;
s - seq(0,t,0.1);
x - 1-t/s;

library(gsl)
Gauss2F1 - function(H,x){
  a - H-1/2;
  b - 1/2-H;
  c - H+1/2;
  #  if(x=0  x1){
  #hyperg_2F1(a,b,c,x)
  #  }else{
  hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
  #  }
}

#Here
#F - Gauss2F1(a,b,c,x)
#and here
#integrate(F,lower=0,upper=1,H=0.7)

integrate(Gauss2F1,lower=0,upper=1,H=0.7)

Error in integrate(Gauss2F1, lower = 0, upper = 1, H = 0.7) : 
  non-finite function value

#Then note that
Gauss2F1(H,x)
 [1]  Inf 1.143016 1.083553 1.056065 1.039444 1.028055 1.019653 
1.013143 1.007920 1.003618
[11] 1.00
#whereupon you find your second problem.
#Joe



Xuse Chuse chus...@gmail.com 
Sent by: r-help-boun...@r-project.org
06/17/2014 08:32 AM

To
r-help r-help@r-project.org, 
cc

Subject
[R] hypergeometric integral






Dear all,

I am trying to make a numerical integral of a Hypergeometrical function 
2F1
but it is not working. I dont know how to pass the arguments to my
function. Thank you beforehand.
Chuse.

Here is my code:

H - 0.7;

t - 1;
s - seq(0,t,0.1);
x - 1-t/s;

library(gsl)
Gauss2F1 - function(H,x){
  a - H-1/2;
  b - 1/2-H;
  c - H+1/2;
#  if(x=0  x1){
#hyperg_2F1(a,b,c,x)
#  }else{
hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
#  }
}

F - Gauss2F1(a,b,c,x)

integrate(F,lower=-1,upper=1,H=0.7)

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Re: [R] (no subject)

[JLucke]

There's a comma missing after sep=).

DBxy-read.csv(paste(C:/users/marta/desktop/DB,filename, sep=) 
sep=,,header=TRUE) should be

DBxy-read.csv(paste(C:/users/marta/desktop/DB,filename, sep=), 
sep=,,header=TRUE)
  ^ 



marta valdes lopez marti_flamenk...@hotmail.com 
Sent by: r-help-boun...@r-project.org
05/29/2014 01:02 PM

To
r-help@r-project.org r-help@r-project.org, 
cc

Subject
[R] (no subject)






Hello,

Iam  using R 3.1 and i tried to run this script:
setwd(C:/users/marta/desktop/DB)
 library(chron)
  library(xlsx)
 filename-univerest_50.csv
  filename-monicap_50.csv
  filename-univer1_50.csv

  filename-univer2_50.csv
DBxy-read.csv(paste(C:/users/marta/desktop/DB,filename, sep=) 
sep=,,header=TRUE)

But in the last line I got this error:unexpected symbol in 

I´ve been trying different things like delete some parts..but it didnt 
work, if somebody can help me i would aprecciate.

Thank you in advance¡

  
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Re: [R] gumbel distribution

[JLucke]

The Weibull and Gumbel distributions are NOT the same.



Frede Aakmann Tøgersen fr...@vestas.com 
Sent by: r-help-boun...@r-project.org
05/14/2014 02:01 AM

To
eliza botto eliza_bo...@hotmail.com, r-help@r-project.org 
r-help@r-project.org, 
cc

Subject
Re: [R] gumbel distribution






Don't know if I understand your last comment but I surely don't think that 
the Weibull and Gumbel distributions are the same. See their density 
function on e.g. Wikipedia.

Yours sincerely / Med venlig hilsen


Frede Aakmann Tøgersen
Specialist, M.Sc., Ph.D.
Plant Performance  Modeling

Technology  Service Solutions
T +45 9730 5135
M +45 2547 6050
fr...@vestas.commailto:fr...@vestas.com
http://www.vestas.comhttp://www.vestas.com/

Company reg. name: Vestas Wind Systems A/S
This e-mail is subject to our e-mail disclaimer statement.
Please refer to www.vestas.com/legal/notice
http://www.vestas.com/legal/notice
If you have received this e-mail in error please contact the sender.

From: eliza botto [mailto:eliza_bo...@hotmail.com]
Sent: 13. maj 2014 21:20
To: Frede Aakmann Tøgersen; r-help@r-project.org
Subject: RE: [R] gumbel distribution

Thankyou very much Frede. It wasn't any home I am just trying to put my 
grip on distribution. Believe it or not, I came to know for the first time 
that weibull and gumbel distributions are same. :(

Eliza

 From: fr...@vestas.commailto:fr...@vestas.com
 To: eliza_bo...@hotmail.commailto:eliza_bo...@hotmail.com; 
r-help@r-project.orgmailto:r-help@r-project.org
 Date: Tue, 13 May 2014 20:08:20 +0200
 Subject: RE: [R] gumbel distribution

 Is this a home work problem?

 See

 Weibull package:stats R Documentation

 The Weibull Distribution

 Description:

 Density, distribution function, quantile function and random
 generation for the Weibull distribution with parameters 'shape'
 and 'scale'.

 Usage:

 dweibull(x, shape, scale = 1, log = FALSE)
 pweibull(q, shape, scale = 1, lower.tail = TRUE, log.p = FALSE)
 qweibull(p, shape, scale = 1, lower.tail = TRUE, log.p = FALSE)
 rweibull(n, shape, scale = 1)


 Yours sincerely / Med venlig hilsen


 Frede Aakmann Tøgersen
 Specialist, M.Sc., Ph.D.
 Plant Performance  Modeling

 Technology  Service Solutions
 T +45 9730 5135
 M +45 2547 6050
 fr...@vestas.commailto:fr...@vestas.com
 http://www.vestas.com

 Company reg. name: Vestas Wind Systems A/S
 This e-mail is subject to our e-mail disclaimer statement.
 Please refer to www.vestas.com/legal/notice
http://www.vestas.com/legal/notice
 If you have received this e-mail in error please contact the sender.


  -Original Message-
  From: r-help-boun...@r-project.orgmailto:r-help-boun...@r-project.org
 [mailto:r-help-boun...@r-project.org]
  On Behalf Of eliza botto
  Sent: 13. maj 2014 19:57
  To: r-help@r-project.orgmailto:r-help@r-project.org
  Subject: [R] gumbel distribution
 
  Dear useRs,
  I need some examples of gumbel probability plots in R. i'll be 
extremely
  grateful if you could share the codes of a working example.
  Eliza
 
 
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  __
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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.

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Re: [R] R in Excel

[JLucke]

Check out   
http://www.r-bloggers.com/a-million-ways-to-connect-r-and-excel/  for an 
overview.  See section 4.




Olga Albutova oda...@gmail.com 
Sent by: r-help-boun...@r-project.org
04/29/2014 11:05 AM

To
r-help@r-project.org, 
cc

Subject
[R] R in Excel






Hello!
I need some help. I'd like to make a button in Excel which performes
functions wrote in R. Is there is any macros to do this? I don't want to
use RExcel.
Thank you very much!

Sincerely yours,
Olga

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Re: [R] A vector of normal distributed values with a sum-to-zero constraint

[JLucke]

The sum-to-zero constraint imposes a loss of one degree of freedom.  Of  N 
samples, only (N-1) can be random.   Thus the solution is

 N - 100
 x - rnorm(N-1)
 x - c(x, -sum(x))
 sum(x)
[1] -7.199102e-17




 








Boris Steipe boris.ste...@utoronto.ca 
Sent by: r-help-boun...@r-project.org
04/01/2014 09:29 AM

To
Marc Marí Dell'Olmo marceivi...@gmail.com, 
cc
r-help@r-project.org r-help@r-project.org
Subject
Re: [R] A vector of normal distributed values with a sum-to-zero 
constraint






Make a copy with opposite sign. This is Normal, symmetric, but no longer 
random.

  set.seed(112358)
  x - rnorm(5000, 0, 0.5)
  x - c(x, -x)
  sum(x)
  hist(x)

B.

On 2014-04-01, at 8:56 AM, Marc Marí Dell'Olmo wrote:

 Dear all,
 
 Anyone knows how to generate a vector of Normal distributed values
 (for example N(0,0.5)), but with a sum-to-zero constraint??
 
 The sum would be exactly zero, without decimals.
 
 I made some attempts:
 
 l - 100
 aux - rnorm(l,0,0.5)
 s - sum(aux)/l
 aux2 - aux-s
 sum(aux2)
 [1] -0.0006131392
 
 aux[1]- -sum(aux[2:l])
 sum(aux)
 [1] -0.03530422
 
 
 but the sum is not exactly zero and not all parameters are N(0,0.5)
 distributed...
 
 Perhaps is obvious but I can't find the way to do it..
 
 Thank you very much!
 
 Marc
 
 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide 
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Re: [R] A vector of normal distributed values with a sum-to-zero constraint

[JLucke]

Then what's wrong with centering your initial values around the mean?



Marc Marí Dell'Olmo marceivi...@gmail.com 
04/01/2014 10:56 AM

To
Boris Steipe boris.ste...@utoronto.ca, 
cc
jlu...@ria.buffalo.edu, r-help@r-project.org r-help@r-project.org
Subject
Re: [R] A vector of normal distributed values with a sum-to-zero 
constraint






Boris is right. I need this vector to include as initial values of a
MCMC process (with openbugs) and If I use this last approach sum(x)
could be a large (or extreme) value and can cause problems.

The other approach x - c(x, -x) has the problem that only vectors
with even values are obtained.

Thank you!


2014-04-01 16:25 GMT+02:00 Boris Steipe boris.ste...@utoronto.ca:
 But the result is not Normal. Consider:

 set.seed(112358)
 N - 100
 x - rnorm(N-1)
 sum(x)

 [1] 1.759446   !!!

 i.e. you have an outlier at 1.7 sigma, and for larger N...

 set.seed(112358)
 N - 1
 x - rnorm(N-1)
 sum(x)
 [1] -91.19731

 B.


 On 2014-04-01, at 10:14 AM, jlu...@ria.buffalo.edu wrote:

 The sum-to-zero constraint imposes a loss of one degree of freedom.  Of 
 N samples, only (N-1) can be random.   Thus the solution is
  N - 100
  x - rnorm(N-1)
  x - c(x, -sum(x))
  sum(x)
 [1] -7.199102e-17

 








 Boris Steipe boris.ste...@utoronto.ca
 Sent by: r-help-boun...@r-project.org
 04/01/2014 09:29 AM

 To
 Marc Marí Dell'Olmo marceivi...@gmail.com,
 cc
 r-help@r-project.org r-help@r-project.org
 Subject
 Re: [R] A vector of normal distributed values with a sum-to-zero 
constraint





 Make a copy with opposite sign. This is Normal, symmetric, but no 
longer random.

  set.seed(112358)
  x - rnorm(5000, 0, 0.5)
  x - c(x, -x)
  sum(x)
  hist(x)

 B.

 On 2014-04-01, at 8:56 AM, Marc Marí Dell'Olmo wrote:

  Dear all,
 
  Anyone knows how to generate a vector of Normal distributed values
  (for example N(0,0.5)), but with a sum-to-zero constraint??
 
  The sum would be exactly zero, without decimals.
 
  I made some attempts:
 
  l - 100
  aux - rnorm(l,0,0.5)
  s - sum(aux)/l
  aux2 - aux-s
  sum(aux2)
  [1] -0.0006131392
 
  aux[1]- -sum(aux[2:l])
  sum(aux)
  [1] -0.03530422
 
 
  but the sum is not exactly zero and not all parameters are N(0,0.5)
  distributed...
 
  Perhaps is obvious but I can't find the way to do it..
 
  Thank you very much!
 
  Marc
 
  __
  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 
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Re: [R] Installing WinBUGS OpenBUGS on OS X 10.8.5

[JLucke]

1. To install and run WBugs or Obugs on OSX you must use Parallels or 
other Windows emulator. 

2. Another possibility is to install JAGS (
http://mcmc-jags.sourceforge.net/)  via MacPorts (http://www.macports.org/
)  and use R2JAGS.






Agony agony_...@yahoo.com 
Sent by: r-help-boun...@r-project.org
02/24/2014 09:18 AM
Please respond to
Agony agony_...@yahoo.com


To
r-help@r-project.org r-help@r-project.org, r-help@r-project.org 
r-help@r-project.org, 
cc

Subject
[R] Installing WinBUGS  OpenBUGS on OS X 10.8.5






Dear all, 

Could any body help me how to install OpenBUGS or WinBUGS on my operating 
system; OS X 10.8.5?
Actually, If there are too many way what is the best way?
I will be very grateful to receive your guidance and comments.
The installation manual could help me in the best way.

Bunch of thanks in advance.
Best,
Amir
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Re: [R] psych package - Cronbach`s Alpha - warning message

[JLucke]

I too don't understand the error message.  However Coefficient Alpha is 
easily calculated. To wit:

library(psych)
tt - cbind(c(1,0.58) , c(0.58,1))
colnames(tt) = rownames(tt) = list(V1 , V2)

p - nrow(tt)
alpha - p/(p-1) * (1-sum(diag(tt))/sum(tt))


Numerous caveats regarding using C-Alpha apply.  And because you have the 
factor loading you have the reliability of the factor.  You don't need 
C-Alpha.





Johannes Moser joh...@web.de 
Sent by: r-help-boun...@r-project.org
02/14/2014 05:24 PM

To
r-help@r-project.org, 
cc

Subject
[R] psych package - Cronbach`s Alpha -  warning message






Dear R-help,

I try to estimate alpha for a factor that loads onto two items, using 
the psych-package (newest version).
The data is from the boston housing data set.

The problem I face can be reproduced by the following approximation of 
the correlation matrix:

library(psych)
tt - cbind(c(1,0.58) , c(0.58,1))
colnames(tt) = rownames(tt) = list(V1 , V2)
alpha(tt)


R Version 3.0.2 (2013-09-25) 64 Bit  -  Platform: Windows 7 
Professional, 64 bit
I have tried on two different Windows computers - same warning messages:

In matrix(unlist(drop.item), ncol = 6, byrow = TRUE) : data length [10] 
is not a sub-multiple or multiple of the number of columns [6]

What is the reason for the warning?
Is it to be taken seriously?
How can I avoid this warning?

I would be very thankful for any ideas or advice!
Thank you a lot in advance!!!





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Re: [R] Adjusted R-squared formula in lm()

[JLucke]

THE adjusted R^2 is [1-(1-R2)·(n-1)/(n-v-1)], which you call McNemar’s 
formula.  It was actually proposed first by Fisher in 1924.  Theil's 
formula is equal to Fisher's.

Wherry's formula, as you give it,  is correct but was proposed to estimate 
the cross-validated R2, which is different from R2.  Neither Lord nor 
Stein actually proposed their respective formulas.  They were instead 
proposed by Darlington to estimate the CVR2 but are based on a mistaken 
assumption. Neither Wherry's, Lord's, or Stein's formulas estimates what 
they had hoped to estimate, and most likely are not appropriate to your 
problem.  Browne found the correct estimator of CVR2.

R actually uses Fisher's formula but misattributes it to Wherry .  The 
adjusted-R2 is a better estimator of the population coefficient of 
determination than is R2 itself.  It has much less bias and, unlike R2, 
its expectation is not a function of v, the number of variables.   In 
particular, if the population coefficient of determination is truly zero, 
R2 can be expected to give the value v/(n-1), whereas the adjR2 will have 
an expected value of 0.





Ista Zahn istaz...@gmail.com 
Sent by: r-help-boun...@r-project.org
01/28/2013 08:34 AM

To
Nicole Janz nicolej...@gmail.com, 
cc
r-help@r-project.org
Subject
Re: [R] Adjusted R-squared formula in lm()






Hi Nicole,

One nice thing about R is that it is often easy to see the code for
many functions. For summary.lm just type the name at the command
prompt (no brackets) to see the function definition. There you will
find

ans$adj.r.squared - 1 - (1 - ans$r.squared) * ((n -
df.int)/rdf)

Best,
Ista

On Mon, Jan 28, 2013 at 6:03 AM, Nicole Janz nicolej...@gmail.com wrote:
 What is the exact formula used in R lm() for the Adjusted R-squared? How 
can I interpret it?

 There seem to exist several formula's to calculate Adjusted R-squared.

 Wherry’s formula [1-(1-R2)·(n-1)/(n-v)]

 McNemar’s formula [1-(1-R2)·(n-1)/(n-v-1)]

 Lord’s formula [1-(1-R2)(n+v-1)/(n-v-1)]

 Stein 1-(n-1/n-k-1)(n-2)/n-k-2) (n+1/n)

 Theil's formula (found here: 
http://en.wikipedia.org/wiki/Coefficient_of_determination)

 According to the textbook Field, Discovering Statistics Using R (2012, 
p. 273) R uses Wherry's equation which tells us how much variance in Y 
would be accounted for if the model had been derived from th. population 
from which the sample was taken. He does not give the formula for Wherry. 
He recommends using Stein's formula (by hand) to check how well the model 
cross-validates.
 Kleiber/Zeileis, Applied Econometrics with R (2008,p. 59) claim it's 
Theil's adjusted R-squared and don't say exactly how its interpretation 
varies from the multiple R-squared.

 Dalgaard, Introductory Statistics with R (2008, p.113) writes that if 
you multiply [adjusted R-squared] by 100%, it can be interpreted as '% 
variance reduction'. He does not say to which formula this corresponds.

 I had previously thought, and read widely, that R-squared penalizes for 
adding additional variables to the model. Now the use of these different 
formulas seems to call for different interpretations?

 My two questions in short: Which formula is used by R lm()? How can I 
interpret it?

 Thank you!




 Nicole Janz, PhD Cand.
 Lecturer at Social Sciences Research Methods Centre 2012/13
 University of Cambridge
 Department of Politics and International Studies
 www.nicolejanz.de | nj...@cam.ac.uk | Mobile: +44 (0) 7905 70 1 69 4
 Skype: nicole.janz







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Re: [R] Moore-Penrose Generalized determinant?

[JLucke]

If the matrix is singular, the determinant of the matrix and its M-P 
inverse are both zero.




Sean O'Riordain sean...@acm.org 
Sent by: r-help-boun...@r-project.org
03/14/2012 07:41 AM

To
r-help@r-project.org
cc

Subject
[R] Moore-Penrose Generalized determinant?






Is there a function in R to calculate the generalized determinant of a
singular matrix? - similar to the ginv() used to compute the generalized
inverse.

I can't seem to find any R related posts at all.

Thanks in advance,
Sean O'Riordain
Trinity College Dublin

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Re: [R] R versus R Studio output differences

[JLucke]

First, be sure your R and the R associated with Rstudio are the same R 
versions.  In Rstudio, check  Tools - Options - R version.  It looks as 
if your R-studio is running the 32-bit version of R.




Aayush Raman ayushra...@gmail.com 
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03/09/2012 07:11 AM

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[R] R versus R Studio output differences






Hi Everyone,

I ran the same code in R and in R-studio, but got two different results.
Does anybody know why this is occurring, and if there is a fix for this?
and which is the correct program to use ?

Some information about the code I am running: I am running the fisher test
and it seems that the p-values are similar but not same for example, for 
an
event A the p-value coming from the R-Studio is around 10^-58 and with R 
it
is 10^-135.

Also, I am running the Rstudio on Mac and R through linux server. They 
both
are 64 bit. I am finding it for the first time and I am really surprised 
by
its weirdness.

-Best,
Aayush Raman

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Re: [R] Bayesian functions for mle2 object

[JLucke]

I would recommend using the new Bayesian package 'LaplacesDemon' available 
on CRAN.




Ben Bolker bbol...@gmail.com 
Sent by: r-help-boun...@r-project.org
08/29/2011 02:50 PM

To
r-h...@stat.math.ethz.ch
cc

Subject
Re: [R] Bayesian functions for mle2 object






Billy.Requena billy.requena at gmail.com writes:

 
 Hi everybody,
 
 I'm interested in evaluating the effect of a continuous variable on the 
mean
 and/or the variance of my response variable. I have built functions
 expliciting these and used the 'mle2' function to estimate the 
coefficients,
 as follows:
 
 func.1 - function(m=62.9, c0=8.84, c1=-1.6)
{
s - c0+c1*(x)
-sum(dnorm(y, mean=m, sd=s,log=T))
}
 
 m1 - mle2(func.1, method=SANN)
 
 However, the estimation of the effect of x on the variance of y usually 
has
 dealt some troubles, resulting in no convergencies or sd of estimates
 extremely huge. I tried using different optimizers, but I still faced 
the
 some problems.
 
 When I had similar troubles in 'GLMM' statistical universe, I used 
bayesian
 functions to solve this problem, enjoyning the flexibility of different
 start points to reach the maximum likelihood estimates. However, I have 
no
 idea which package or which function to use to solve the specific 
problem
 I'm facing now.
 Does anyone have a clue?
 Thanks in advance

  Unless I'm missing something, you can fit this model
(more easily) in gls() from the nlme package, which allows models
for heteroscedasticity.  See ?nlme::varConstPower

  gls(y~1,weights=varPower(power=1,form=~x),data)

 This gives you a standard deviation proportional to (t1+|v|);
that is, if the baseline residual standard deviation is S, then
the standard deviation is S*(t1+|v|), so S would correspond to
your c1 and S*t1 would correspond to your c0.

   Ben Bolker

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Re: [R] Using Mplus via R

[JLucke]

Yes.  If you want a program that does some of what Mplus does, use the 
lavaan package or the sem package.





Dimitri Liakhovitski dimitri.liakhovit...@gmail.com 
Sent by: r-help-boun...@r-project.org
07/18/2011 05:36 PM

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Subject
[R] Using Mplus via R






Clarification question: does one need Mplus installed in order to use
Mplus Automation package?

-- 
Dimitri Liakhovitski
www.ninah.com

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Re: [R] Value of 'pi'

[JLucke]

A transcendental number is not the zero of any polynomial with rational, 
not just integer, coefficients
.




Ravi Varadhan rvarad...@jhmi.edu 
Sent by: r-help-boun...@r-project.org
05/31/2011 10:12 AM

To
'Bentley Coffey' bentleygcof...@gmail.com, Vincy Pyne 
vincy_p...@yahoo.ca
cc
r-help@r-project.org r-help@r-project.org
Subject
Re: [R] Value of 'pi'






`pi' is more than irrational - it is transcendental, which mean it cannot 
be the zero of a polynomial with integer coefficient.  All transcendentals 
are irrationals, but not vice-versa.

I have also heard (courtesy: John Nash) that `pi' is the ratio of actual 
time it takes to complete your thesis to the anticipated time.

I have also heard that March 14 is the official `pi' day in the US 
(probably not in Indiana!). 

Ravi.

---
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology School of Medicine Johns 
Hopkins University

Ph. (410) 502-2619
email: rvarad...@jhmi.edu


-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] 
On Behalf Of Bentley Coffey
Sent: Monday, May 30, 2011 9:01 PM
To: Vincy Pyne
Cc: r-help@r-project.org
Subject: Re: [R] Value of 'pi'

Pi is an irRATIOnal number, meaning that it is not equal to the ratio of 
any
integers (whole numbers). Hence, 22/7 is ONLY an approximation. The
built-in value for pi in R is also just an approximation (pi has no 
terminal
digit on the right of the decimal point so any finite number of digits 
will
just be an approximation). Yet, the built-in value for pi in R is a more
precise approximation, which is usually preferred...
On May 30, 2011 2:02 AM, Vincy Pyne vincy_p...@yahoo.ca wrote:
 Dear R helpers,

 I have one basic doubt about the value of pi. In school, we have learned
that

 pi = 22/7 (which is = 3.142857). However, if I type pi in R, I get pi =
3.141593. So which value of pi should be considered?

 Regards

 Vincy





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Re: [R] How to regress data into coefficients for a gamma function

[JLucke]

Regression for the gamma distribution can be expressed as a generalized 
linear model.  Check Chapter 8 of  McCullagh, P.  Nelder, J. A. (1989), 
Generalized linear models, Chapman  Hall, London, UK.




Walter Anderson wandrso...@gmail.com 
Sent by: r-help-boun...@r-project.org
03/29/2011 09:57 AM

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Subject
[R] How to regress data into coefficients for a gamma function






  Hello,

I need to regress data like the example below.  The data points 
represent friction factors derived from observed trip length data.  The 
function used to describe this data is a gamma function of the form, 
f(t) = a * t^b * e^(c*t)  and I need to regress the data to obtain the 
a,b, and c coefficients.  The gamma function can also be expressed in 
the log-linear form, ln[f(t)] = ln[a] + b * ln[t] + c*t, which may be 
easier to perform a regression on.  I have performed a search for 
information on the subject, and have found a few possibly related sites, 
I can not figure out how to perform the regression in R.  Any 
help/guidance would be appreciated.

Walter

tf  ln(f)
   1  195289313
   2  295107713
   3  394599113
   4  494235813
   5  593945213
   6  689549413
   7  789186113
   8  888241613
   9  987369713
101086788513
111179777113
121279159513
131377924313
141477306813
151576580213
161663538313
171762848113
181862048813
191961285913
202060959013
212150859713
222250351113
232349842513
242449006913
252548607313
262642286212
272741886612
282841523312
292940833112
303040542412
313126338012
323226120112
333325720412
343425284512
353525066512
363620997812
373720598112
383820343812
393919907912
404019726312
414115475811
424215294211
434314930911
444414858311
454514749311
46469808611
47479772311
48489590611
49499409011
50509336311
51518173811
52528101211
53538064911
54547955911
55557919511
56567047711
57577047711
58587047711
59597047711
60607047711
61614286710
62624214010
63634214010
64644214010
65654177710
66663669110
67673632810
68683596510
69693596510
70703596510
71713196810
72723196810
73733196810
74743196810
75753160510
7676210709
7777207079
7878207079
7979203439
8080199809
8181159849
8282159849
8383159849
8484159849
8585159849
8686141689
8787141689
8888141689
8989141689
9090141689

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Re: [R] Strange R squared, possible error

[JLucke]

lm(y~x+0) yields the regression on x without the constant, i.e., y=bx+e, 
not y = a +e





derek jan.kac...@gmail.com 
Sent by: r-help-boun...@r-project.org
03/16/2011 03:49 PM

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Subject
[R] Strange R squared, possible error






k=lm(y~x)
summary(k)
returns R^2=0.9994

lm(y~x) is supposed to find coef. a anb b in y=a*x+b

l=lm(y~x+0)
summary(l)
returns R^2=0.9998
lm(y~x+0) is supposed to find coef. a in y=a*x+b while setting b=0

The question is why do I get better R^2, when it should be otherwise?

Im sorry to use the word MS exel here, but I verified it in exel and it
gives: 
R^2=0.9994 when y=a*x+b is used
R^2=0.99938 when y=a*x+0 is used

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[R] Bug in lattice auto.key argument

[JLucke]

The Lattice auto.key argument has a bug in R.12.2.

R version 2.12.2 (2011-02-25)
Platform: i386-pc-mingw32/i386 (32-bit)

other attached packages:
[1] lattice_0.19-17

loaded via a namespace (and not attached):
[1] grid_2.12.2

If I set up my plot parameters as

require(lattice)
superpose.line.settings - trellis.par.get(superpose.line)
str(superpose.line.settings) 
superpose.line.settings$col - 1
superpose.line.settings$lty - c(1,2,5) *
superpose.line.settings$lwd - 2
trellis.par.set(superpose.line,superpose.line.settings)

and then set up my key list as

my.key - list(space=top, points=FALSE, lines=TRUE, columns=3)

and then run xyplot with the argument auto.key=my.key, 
I do NOT get the proper legend at the top of the plot.
Instead of the lines in the legend having the characteristics of 
lty=c(1,2,5), they have the characteristics of lwd=c(1,2,5).

The auto.key argument works fine in R.12.1

R version 2.12.1 (2010-12-16)
Platform: i386-pc-mingw32/i386 (32-bit)
.
other attached packages:
[1] lattice_0.19-13

loaded via a namespace (and not attached):
[1] grid_2.12.1

 
Joe
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Re: [R] A Math question

[JLucke]

I just found out that the sum of 1+2+3+...  is  -1/12. !?!   Crazy. 
Not really.  Google on divergent series or Euler summation.  The result 
explains why bosonic string theory must operate only in 26 dimensions!  It 
would then appear that  ... -3 - 2 - 1 + 0 +1 +2 +3 + ... is zero. 





peter dalgaard pda...@gmail.com 
Sent by: r-help-boun...@r-project.org
02/15/2011 11:53 AM

To
David Winsemius dwinsem...@comcast.net
cc
r-help@r-project.org, Kjetil Halvorsen 
kjetilbrinchmannhalvor...@gmail.com, Maithula Chandrashekhar 
m.chandrashekhar1...@gmail.com
Subject
Re: [R] A Math question







On Feb 15, 2011, at 15:17 , David Winsemius wrote:

 
 On Feb 14, 2011, at 7:33 PM, Kjetil Halvorsen wrote:
 
 or even better:
 
 http://mathoverflow.net/
 
 I beg to differ. That is designated in its FAQ as expecting research 
level questions, while the forum I offered is labeled as Welcome to QA 
for people studying math at any level and professionals in related 
fields. I don't think the proffered question could be considered 
research level.

Yep. 

As for the stats contents, we do actually touch upon the question in basic 
probability. This is the reason that sums over infinite index sets are 
only defined if the corresponding sum of the absolute value is finite: 
Otherwise the result depends on the order of summation. (Think 
0+1+2+(-1)+3+4+(-2)+5+6+(-3)+)

 
 
 On Sun, Feb 13, 2011 at 8:02 PM, David Winsemius 
dwinsem...@comcast.net wrote:
 
 On Feb 13, 2011, at 4:47 PM, Maithula Chandrashekhar wrote:
 
 Dear all, I admit this is not anything to do R and even with
 Statistics perhaps. Strictly speaking this is a math related 
question.
 However I have some reasonable feeling that experts here would come 
up
 with some elegant suggestion to my question.
 
 Here my question is: What is sum of all Integers? I somewhere heard
 that it is Zero as positive and negative integers will just cancel
 each other out. However want to know is it correct?
 
 There are more appropriate places to pose such questions:
 http://math.stackexchange.com/
 
 
 David Winsemius, MD
 West Hartford, CT
 
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-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk  Priv: pda...@gmail.com

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Re: [R] A Math question

[JLucke]

Kjetil et al,
Unlike finite sums, infinite sums are not commutative. To have 
commutativity, one must have absolute summability, that is, the sum of the 
absolute values of the terms must be finite.  If one has absolute 
summability, the infinite sum exists and is unique. This sum is not 
absolutely summable and thus undefined.   If one does not require 
commutativity, then the order of the summation must be specified.  The 
order is often implicitly assumed to be the order of the integers. The sum 
of the negative integers is negative infinity, the sum of the positive 
integers  is infinity, and the sum of these two sums is undefined. 
However, Riemann's rearrangement theorem shows that the terms can be 
re-ordered to yield any sum whatsoever.  In particular, if one creates 
pairs of terms consisting of  a positive integer and its negative, then 
the infinite sum is zero.   So the unique sum is undefined; otherwise the 
sum depends on the order of addition.
Joe



David Winsemius dwinsem...@comcast.net 
Sent by: r-help-boun...@r-project.org
02/15/2011 09:17 AM

To
Kjetil Halvorsen kjetilbrinchmannhalvor...@gmail.com
cc
r-help@r-project.org, Maithula Chandrashekhar 
m.chandrashekhar1...@gmail.com
Subject
Re: [R] A Math question







On Feb 14, 2011, at 7:33 PM, Kjetil Halvorsen wrote:

 or even better:

 http://mathoverflow.net/

I beg to differ. That is designated in its FAQ as expecting research 
level questions, while the forum I offered is labeled as Welcome to 
QA for people studying math at any level and professionals in related 
fields. I don't think the proffered question could be considered 
research level.


 On Sun, Feb 13, 2011 at 8:02 PM, David Winsemius dwinsem...@comcast.net 

  wrote:

 On Feb 13, 2011, at 4:47 PM, Maithula Chandrashekhar wrote:

 Dear all, I admit this is not anything to do R and even with
 Statistics perhaps. Strictly speaking this is a math related 
 question.
 However I have some reasonable feeling that experts here would 
 come up
 with some elegant suggestion to my question.

 Here my question is: What is sum of all Integers? I somewhere heard
 that it is Zero as positive and negative integers will just cancel
 each other out. However want to know is it correct?

 There are more appropriate places to pose such questions:
 http://math.stackexchange.com/


David Winsemius, MD
West Hartford, CT

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Re: [R] OT: Is randomization for targeted cancer therapies ethical?

[JLucke]

Clearly inferior treatments are unethical. 

Donald Berry at MD Anderson in Houston TX  and Jay Kadane at Carnegie 
Mellon have been working on more ethical designs within the Bayesian 
framework.  In particular, response adaptive designs reduce the assignment 
to and continuation of patients on inferior treatments.






Bert Gunter gunter.ber...@gene.com 
Sent by: r-help-boun...@r-project.org
09/20/2010 01:31 PM

To
r-help@r-project.org
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Subject
[R] OT: Is randomization for targeted cancer therapies ethical?






Hi Folks:

**Off Topic**

Those interested in clinical trials may find the following of interest:

http://www.nytimes.com/2010/09/19/health/research/19trial.html

It concerns the ethicality of randomizing those with life-threatening
disease to relatively ineffective SOC when new biologically targeted
therapies appear to be more effective. While the context may be new,
the debate, itself, is not: Tukey wrote (or maybe it was talked -- I
can't remember for sure) about this about 30 years ago. I'm sure many
other also have done so.

Cheers,

Bert
-- 
Bert Gunter
Genentech Nonclinical Biostatistics

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Re: [R] confidence intervals around p-values

[JLucke]

A confidence interval around the p-value makes no sense because there is 
no parameter being estimated, but the sampling distribution of the p-value 
makes a lot of sense.  The pre-observational P-value is a random variable 
that is a function of the underlying random variable being tested.  That 
is, P_X(t) = Pr(Xt) is itself a random variable with density, 
distribution, and moments.  Thus, one can compute the 95% sampling 
distribution around the expectation of P.

See 

Hung, H. M. J.; O'Neill, R. T.; Bauer, P.  Kohne, K. The behavior of the 
P-value when the alternative hypothesis is true Biometrics, 1997, 53, 1-22

Donahue, R. M. J. A note on information seldom reported via the p value. 
The American Statistician, American Statistical Association, 1999, 53, 
303-306 

 





Greg Snow greg.s...@imail.org 
Sent by: r-help-boun...@r-project.org
09/09/2010 12:29 PM

To
ted.hard...@manchester.ac.uk ted.hard...@manchester.ac.uk, 
r-help@r-project.org r-help@r-project.org
cc
Fernando Marmolejo Ramos fernando.marmolejora...@adelaide.edu.au
Subject
Re: [R] confidence intervals around p-values






One other case where a confidence interval on a p-value may make sense is 
permutation (or other resampling) tests.  The population parameter p-value 
would be the p-value that would be obtained from the distribution of all 
possible permutations, but in practice we just sample from that population 
and estimate a p-value.  The confidence interval would then be based on 
the number of sample permutations and could give an idea if that number 
was big enough.  If the full confidence interval is less than alpha then 
you can be confident that the true p-value would give significance, if 
it is completely above alpha then it is not significant.  The real problem 
comes when the confidence interval includes alpha, that would indicate 
that B (the number of resamples/permutations) was not large enough.  Be 
careful, doing a small number of permutations then deciding to do more 
based on the CI would likely introduce bias (how much is another 
question).

The nice thing is that in this case the p-value is a simple proportion and 
the confidence interval can be computed using binom.test.

But, I fully agree that in most cases the idea of a CI for a p-value is 
not meaningful, you need to have some case where your p-value is an 
estimate of a population parameter p-value that has some meaning.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.s...@imail.org
801.408.8111


 -Original Message-
 From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-
 project.org] On Behalf Of Ted Harding
 Sent: Thursday, September 09, 2010 8:25 AM
 To: r-help@r-project.org
 Cc: Fernando Marmolejo Ramos
 Subject: Re: [R] confidence intervals around p-values
 
 On 09-Sep-10 13:21:07, Duncan Murdoch wrote:
On 09/09/2010 6:44 AM, Fernando Marmolejo Ramos wrote:
  Dear all
 
  I wonder if anyone has heard of confidence intervals around
  p-values...
 
  That doesn't really make sense.  p-values are statistics, not
  parameters. You would compute a confidence interval around a
  population mean because that's a parameter, but you wouldn't
  compute a confidence interval around the sample mean: you've
  observed it exactly.
 
  Duncan Murdoch
 
 Duncan has succinctly stated the essential point in the standard
 interpretation. The P-value is calculated from the sample in
 hand, a definite null hypothesis, and the distribution of the
 test statistic given the null hyptohesis, so (given all of these)
 there is no scope for any other answer.
 
 However, there are circumstances in which the notion of confidence
 interval for a P-value makes some sense. One such might be the
 Mann-Whitney test for identity of distribution of two samples
 of continuous variables, where (because of discretisation of the
 values when they were recorded) there are ties.
 
 Then you know in theory that the underlying values are all
 different, but because you don't know where these lie in the
 discretisation intervals you don't know which way a tie may
 split. So it would make sense to simulate by splitting ties
 at random (e.g. uniformly distribute each 1.5 value over the
 interval (1.5,1.6) or (1.45,1.55)).
 
 For each such simulated tie-broken sample, calculate the P-value.
 Then you get a distribution of exact P-values calculated from
 samples without ties which are consistent with the recorded data.
 The central 95% of this distribution could be interpreted as a 95%
 coinfidence interval for the true P-value.
 
 To bring this closer to on-topic, here is an example in R
 (rounding to intervals of 0.2):
 
   set.seed(51324)
   X - sort(2*round(0.5*rnorm(12),1))
   Y - sort(2*round(0.5*rnorm(12)+0.25,1))
   rbind(X,Y)
 #   [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12]
 # X -1.8 -1.2 -0.8 -0.6  0.00  0.2  0.2  1.2   1.8 2   2.2
 # Y -1.2 -0.4 -0.2  0.4  0.41  1.0  1.0  1.2   1.8 2   2.6

Re: [R] path analysis

[JLucke]

There are three paths to path analysis in R:  the SEM package; the LAVAAN 
package; and the OpenMx approach.  The first two are R programs.  The last 
accesses the program OpenMx. 




Guy rotem rottem...@gmail.com 
Sent by: r-help-boun...@r-project.org
09/06/2010 10:37 AM

To
r-help@r-project.org
cc

Subject
[R] path analysis






Hi.

which package i need to install to be able to run Path analysis using r?

many thanks, Guy

-- 
Guy Rotem
Department of Life Sciences
The Spatial Ecology Lab
Ben Gurion University of the Negev
P.O.B. 653   Beer-Sheva 84105
ISRAEL

+972-52-3354485 (mobile)
+972-8-6461350 (lab)

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Re: [R] Brown-Forsythe test of equality of MEANS

[JLucke]

The following reference that contains a short Fortran program for the 
Brown-Forsythe ANOVA

Reed, James F., I.  Stark, D. B.
Robust alternatives to traditional analyses of variance: Welch $W^*$, 
James $J_I^*$, James $J_II^*$, and Brown-Forsythe $BF^*$
Computer Methods and Programs in Biomedicine, 1988, 26, 233-238 




Iasonas Lamprianou lampria...@yahoo.com 
Sent by: r-help-boun...@r-project.org
08/30/2010 04:05 PM

To
r-help@r-project.org
cc

Subject
[R] Brown-Forsythe test of equality of MEANS







Dear friends,
two years ago (as I found on the web) Paul sent the following message but 
I was not able to find if he got an answer. Today I have the same question 
and it would be great if I could find out that this test has been 
implemented (somehow) in R. Please do not confuse it with the 
Brown-Forsythe test of equality of variances. Thank you:

I've been searching around for a function for computing the Brown-Forsythe 
F* statistic which is a substitute for the normal ANOVA F statistic for 
when there are unequal variances, and when there is evidence of 
non-normality. A couple of other people have asked this question, the 
responses I found have been:

?oneway.test

However, that function appears to use the Welch W statistic which, while 
good at handling unequal variances, is not as good as F* at handling 
non-normal distributions (or so my textbook tells me). So, two questions:

   1. Is there a function ready to use for calculating the Brown-Forsythe 
F*?
   2. If not, what do people use for checking the results of a (one-way) 
ANOVA when there is non-normality as well as non-constant variances? 

Thanks,

 
Dr. Iasonas Lamprianou


Assistant Professor (Educational Research and Evaluation)
Department of Education Sciences
European University-Cyprus
P.O. Box 22006
1516 Nicosia
Cyprus 
Tel.: +357-22-713178
Fax: +357-22-590539


Honorary Research Fellow
Department of Education
The University of Manchester
Oxford Road, Manchester M13 9PL, UK
Tel. 0044  161 275 3485
iasonas.lampria...@manchester.ac.uk




__
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Re: [R] Brown-Forsythe test of equality of MEANS

[JLucke]

Yes. I too remember BMD, BMDP, punch cards, computer printouts, and 
24-hour turn-around.  However, I am also old enough that when someone asks 
for an antique method, I will gladly supply it if I can, if only for 
historical reasons.




Bert Gunter gunter.ber...@gene.com 
08/31/2010 04:41 PM

To
jlu...@ria.buffalo.edu
cc
Iasonas Lamprianou lampria...@yahoo.com, r-help@r-project.org, 
r-help-boun...@r-project.org
Subject
Re: [R] Brown-Forsythe test of equality of MEANS






Learned Folks:
 
Well, I've already advertised my ignorance about these matters, so I have 
nothing to lose by plunging ahead with further Questionable advice.
 
From the references cited, Brown-Forsythe originated in the statistical 
medieval age -- that is, prior to large scale, cheap computing (to be 
honest, I have dim memories of it in BMD!). Then cameth Brad Efron and the 
enlightenment: If you are concerned about the distribution of this -- or 
indeed any reasonably smooth statistic (and some not so smooth: Hinkley - 
Davison's Bootstrap book has details) -- then bootstrap it. That is, get a 
confidence interval for the difference in means and see whether 0 falls 
within (or whatever Null you wish to test). If you are concerned about 
robustness (whatever that means in this context), well, gosheth! -- we 
have journeyed a long way since the 1970's. Indeed, there are several 
packages (e.g. robust, robustbase) with lots of robust alternatives. Most 
(maybe all?) of which can be bootstrapped, of course. 
 
So walketh with thy computers, my brethren, and enter the great age of 
enlightenment.
 
(Thus endeth the lesson. Caveat Emptor!)
 
Cheers to all,
Bert

On Tue, Aug 31, 2010 at 12:26 PM, jlu...@ria.buffalo.edu wrote:
The following reference that contains a short Fortran program for the
Brown-Forsythe ANOVA

Reed, James F., I.  Stark, D. B.
Robust alternatives to traditional analyses of variance: Welch $W^*$,
James $J_I^*$, James $J_II^*$, and Brown-Forsythe $BF^*$
Computer Methods and Programs in Biomedicine, 1988, 26, 233-238




Iasonas Lamprianou lampria...@yahoo.com
Sent by: r-help-boun...@r-project.org
08/30/2010 04:05 PM

To
r-help@r-project.org
cc

Subject
[R] Brown-Forsythe test of equality of MEANS







Dear friends,
two years ago (as I found on the web) Paul sent the following message but
I was not able to find if he got an answer. Today I have the same question
and it would be great if I could find out that this test has been
implemented (somehow) in R. Please do not confuse it with the
Brown-Forsythe test of equality of variances. Thank you:

I've been searching around for a function for computing the Brown-Forsythe
F* statistic which is a substitute for the normal ANOVA F statistic for
when there are unequal variances, and when there is evidence of
non-normality. A couple of other people have asked this question, the
responses I found have been:

   ?oneway.test

However, that function appears to use the Welch W statistic which, while
good at handling unequal variances, is not as good as F* at handling
non-normal distributions (or so my textbook tells me). So, two questions:

  1. Is there a function ready to use for calculating the Brown-Forsythe
F*?
  2. If not, what do people use for checking the results of a (one-way)
ANOVA when there is non-normality as well as non-constant variances?

Thanks,


Dr. Iasonas Lamprianou


Assistant Professor (Educational Research and Evaluation)
Department of Education Sciences
European University-Cyprus
P.O. Box 22006
1516 Nicosia
Cyprus
Tel.: +357-22-713178
Fax: +357-22-590539


Honorary Research Fellow
Department of Education
The University of Manchester
Oxford Road, Manchester M13 9PL, UK
Tel. 0044  161 275 3485
iasonas.lampria...@manchester.ac.uk




__
R-help@r-project.org mailing list
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Re: [R] Regression Error: Otherwise good variable causes singularity. Why?

[JLucke]

There appears to be a problem in both regressions, as a singularity is 
also reported in the second regression analysis as well.  It appears that 
the litrate variable is considered a factor in the first analysis and 
continuous in the second.   There also appears to be collinearity between 
the litrate variable and the Africa variable.  Look at the package 
lm.influence for regression diagnostics.





asdir dirkroettg...@gmail.com 
Sent by: r-help-boun...@r-project.org
08/12/2010 10:35 AM

To
r-help@r-project.org
cc

Subject
[R] Regression Error: Otherwise good variable causes singularity. Why?







This command


cdmoutcome- glm(log(value)~factor(year)
   +log(gdppcpppconst)+log(gdppcpppconstAII)
   +log(co2eemisspc)+log(co2eemisspcAII)
   +log(dist)
   +fdiboth
   +odapartnertohost
   +corrupt
   +log(infraindex)
   +litrate
   +africa
   +imr
  , data=cdmdata2, subset=zero==1, gaussian(link =
 identity))

results in this table


Coefficients: (1 not defined because of singularities)
 Estimate Std. Error t value Pr(|t|) 
 (Intercept)1.216e+01  5.771e+01   0.211   0.8332 
 factor(year)2006  -1.403e+00  5.777e-01  -2.429   0.0157 *
 factor(year)2007  -2.799e-01  7.901e-01  -0.354   0.7234 
 log(gdppcpppconst) 2.762e-01  5.517e+00   0.050   0.9601 
 log(gdppcpppconstAII) -1.344e-01  9.025e-01  -0.149   0.8817 
 log(co2eemisspc)   5.655e+00  2.903e+00   1.948   0.0523 .
 log(co2eemisspcAII)   -1.411e-01  4.245e-01  -0.332   0.7399 
 log(dist) -2.938e-01  4.023e-01  -0.730   0.4658 
 fdiboth1.326e-04  1.133e-04   1.171   0.2425 
 odapartnertohost   2.319e-03  1.437e-03   1.613   0.1078 
 corrupt1.875e+00  3.313e+00   0.566   0.5718 
 log(infraindex)4.783e+00  1.091e+01   0.438   0.6615 
 litrate0.47   -2.485e+01  3.190e+01  -0.779   0.4365 
 litrate0.499  -1.657e+01  2.591e+01  -0.639   0.5230 
 litrate0.523  -2.440e+01  3.427e+01  -0.712   0.4769 
 litrate0.528  -9.184e+00  1.379e+01  -0.666   0.5060 
 litrate0.595  -2.309e+01  2.776e+01  -0.832   0.4062 
 litrate0.66   -1.451e+01  2.734e+01  -0.531   0.5961 
 litrate0.675  -1.707e+01  2.813e+01  -0.607   0.5444 
 litrate0.68   -6.346e+00  1.063e+01  -0.597   0.5509 
 litrate0.699   2.717e+00  3.541e+00   0.768   0.4434 
 litrate0.706  -1.960e+01  2.933e+01  -0.668   0.5046 
 litrate0.714  -2.586e+01  4.002e+01  -0.646   0.5186 
 litrate0.736   5.641e+00  1.561e+01   0.361   0.7181 
 litrate0.743  -2.692e+01  4.253e+01  -0.633   0.5273 
 litrate0.762  -2.208e+01  3.100e+01  -0.712   0.4767 
 litrate0.802  -2.325e+01  3.766e+01  -0.617   0.5375 
 litrate0.847  -2.620e+01  3.948e+01  -0.664   0.5075 
 litrate0.86   -3.576e+01  4.950e+01  -0.722   0.4707 
 litrate0.864  -4.482e+01  6.274e+01  -0.714   0.4755 
 litrate0.872  -1.946e+01  2.715e+01  -0.717   0.4739 
 litrate0.877  -2.710e+01  3.702e+01  -0.732   0.4646 
 litrate0.879  -3.460e+01  5.147e+01  -0.672   0.5020 
 litrate0.886  -3.276e+01  4.860e+01  -0.674   0.5008 
 litrate0.889  -4.120e+01  5.755e+01  -0.716   0.4746 
 litrate0.904  -2.282e+01  2.985e+01  -0.764   0.4453 
 litrate0.91   -3.478e+01  5.037e+01  -0.691   0.4904 
 litrate0.923  -1.762e+01  2.551e+01  -0.691   0.4902 
 litrate0.925  -2.445e+01  3.611e+01  -0.677   0.4990 
 litrate0.926  -2.995e+01  4.565e+01  -0.656   0.5123 
 litrate0.928  -2.839e+01  3.933e+01  -0.722   0.4710 
 litrate0.937  -2.571e+01  3.795e+01  -0.677   0.4986 
 litrate0.94   -2.109e+01  3.051e+01  -0.691   0.4900 
 litrate0.959  -2.078e+01  2.895e+01  -0.718   0.4735 
 litrate0.96   -3.403e+01  4.798e+01  -0.709   0.4787 
 litrate0.962  -4.084e+01  5.755e+01  -0.710   0.4785 
 litrate0.971  -3.743e+01  5.247e+01  -0.713   0.4761 
 litrate0.98   -3.709e+01  5.170e+01  -0.717   0.4737 
 litrate0.986  -2.663e+01  4.437e+01  -0.600   0.5488 
 litrate0.991  -3.045e+01  4.166e+01  -0.731   0.4654 
 litrate1  -2.732e+01  4.459e+01  -0.613   0.5405 
 africaNA NA  NA   NA 
 imr2.160e+00  9.357e-01   2.309   0.0216 *

although it should result in something similar to this:


Coefficients: (1 not defined because of singularities)
 Estimate Std. Error t value Pr(|t|) 
 (Intercept)1.216e+01  5.771e+01   0.211   0.8332 
 factor(year)2006  -1.403e+00  5.777e-01  -2.429   0.0157 *
 factor(year)2007  -2.799e-01  7.901e-01  -0.354   0.7234 
 log(gdppcpppconst) 2.762e-01  5.517e+00   0.050   0.9601 
 log(gdppcpppconstAII) 

Re: [R] integral in R

[JLucke]

help(integrate)




Nathalie Gimenes ncgmsanc...@gmail.com 
Sent by: r-help-boun...@r-project.org
07/19/2010 04:59 PM

To
r-help@r-project.org
cc

Subject
[R] integral in R






Hello All,

I have to create a variable that is a function of another one (already
created), its cumulative distribution function and the integral of this
cumulative distribution, with limits: 0 and the value of the variable.

To be clear, I have the variable called “cip”. And its cdf called 
“cdfcip”

I need to create the variable:

bip = cip + ((1 – cdfcip)^4)*integral((1-cdf(u))^4*du, 0, value of the
variable cip)

The problem: I don’t know how to do this integral. It is like a integral 
of
((1 – F(u))^4*du with limits 0 and a value c of individual i in case p of
the variable cip.

Does anybody knows how to do it? Am I clear with the question?

Thank you very much!

Nathalie

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Re: [R] Popularity of R, SAS, SPSS, Stata...

[JLucke]

Yes.  When my young son told someone that I was a doctor, he had to 
further explain I was a number doctor, not a people doctor. 




Barry Rowlingson b.rowling...@lancaster.ac.uk 
Sent by: r-help-boun...@r-project.org
06/22/2010 09:45 AM

To
Marc Schwartz marc_schwa...@me.com
cc
r-help@r-project.org, Patrick Burns pbu...@pburns.seanet.com
Subject
Re: [R] Popularity of R, SAS, SPSS, Stata...






On Tue, Jun 22, 2010 at 2:37 PM, Marc Schwartz marc_schwa...@me.com 
wrote:


 Well yes, I've used it myself I think, but I was hoping for something a 
bit 'sexier'.


  L'analyse des Données

 Say it with a deep voice   ;-)

 If you use R in a health or medical context, and are asked what you
do, then you can tell people I save lives - with numbers

Barry

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Re: [R] What does LOESS stand for?

[JLucke]

The closest explanation of the term loess I can find is in  Local 
regression models by Cleveland, W. S.; Grosse, E.  Shyu, W. M. (Chapter 
8 of  Statistical models in S (1992) by Chambers, J. M.  Hastie, T. J.)

... local regression models is called loess, which is short for local 
regression, and was chosen as the name since a loess is a deposit of fine 
clay or silt ..., and is a surface of sorts. (p. 314).





Tal Galili tal.gal...@gmail.com 
Sent by: r-help-boun...@r-project.org
05/31/2010 12:39 PM

To
Peter Neuhaus pneuh...@pneuhaus.de
cc
r-help@r-project.org
Subject
Re: [R] What does LOESS stand for?






Hi Peter,

If this article is correct:
http://www.r-bloggers.com/abbreviations-of-r-commands-explained-250-r-abbreviations/

Loess stands for:
[LO]cally [E]stimated [S]catterplot [S]moothing


Best,
Tal


Contact
Details:---
Contact me: tal.gal...@gmail.com |  972-52-7275845
Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) |
www.r-statistics.com (English)
--




On Mon, May 31, 2010 at 12:33 PM, Peter Neuhaus 
pneuh...@pneuhaus.dewrote:

 Dear R-community,

 maybe someone can help me with this:

 I've been using the loess() smoother for quite a while now, and for
 the matter of documentation I'd like to resolve the acronym LOESS.
 Unfortunately there's no explanation in the help file, and I didn't
 get anything convincing from google either.

 I know that the predecessor LOWESS stands for Locally Weighted
 Scatterplot Smoothing. But what does LOESS stand for, specifically?
 Locally Weighted Exponential Scatterplot Smoothing? As far as
 I understand LOESS is still a local polynomial regression, so that
 would probably make no sense.

 Any help appreciated!

 Thanks in advance,

 Peter


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Re: [R] Expectation of E(x^1/2)

[JLucke]

Ben, Ravi, Chuck, and Haneef,

Note that the standard normal density can be written (in pseudo-TeX) as
1/sqrt(2*pi) * exp[- ( x/sqrt(2) )^2]. 

The exponential on the right is a special case of the stretched 
exponential function 
exp[- (x/sqrt(tau))^beta]. 

The stretched exponential function has a nontrivial density and 
distribution.  However, the nth  moment of this density is 
 tau^(n)/beta * Gamma[(n)/beta]. 

The  substitution of n=3/2 (not 1/2), tau=sqrt(2), and beta=2, and 
multiplying by 1/sqrt(2*pi)  yields the Mathematica result below.

See http://en.wikipedia.org/wiki/Stretched_exponential_function. The use 
of n=3/2 rather than 1/2 is required because the stretched exponential 
function is already a function for the first moment.

Joe




Ben Bolker bol...@ufl.edu 
Sent by: r-help-boun...@r-project.org
04/11/2010 01:09 AM

To
Ravi Varadhan rvarad...@jhmi.edu
cc
r-h...@stat.math.ethz.ch r-h...@stat.math.ethz.ch
Subject
Re: [R] Expectation of E(x^1/2)






  And Mathematica says

In[2]:= 1/Sqrt[2 Pi] Integrate[Exp[-x^2/2] Sqrt[x],{x,0,Infinity}]

3
  Gamma[-]
4
Out[2]= -
 3/4
2Sqrt[Pi]

(I suppose there's probably a change-of-variables trick to do this ...)

in R:

 gamma(3/4)/(2^(3/4)*sqrt(pi))
[1] 0.4110895


Ravi Varadhan wrote:
 Chuck showed how to do this:
 
 fn - function(x) sqrt(x) * dnorm(x)
 
 integrate(fn, 0, Inf)
 0.4110895 with absolute error  4.7e-05
 
 So the (almost) exact answer is  0.4110895 + 1i * 0.4110895 


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Re: [R] Cross-validation for parameter selection (glm/logit)

[JLucke]

Jay
Unless I have misunderstood some statistical subtleties, you can use the 
AIC in place of actual cross-validation, as the AIC is asymptotically 
equivalent to leave-out-one cross-validation under MLE.
Joe

Stone, M.
An asymptotic equivalence of choice of model by cross-validation and 
Akaike's criterion
Journal of the Royal Statistical Society. Series B (Methodological), 1977, 
39, 44-47
Abstract: A logarithmic assessment of the performance of a predicting 
density is found to lead to asymptotic equivalence of choice of model by 
cross-validation and Akaike's criterion, when maximum likelihood 
estimation is used within each model. 





Jay josip.2...@gmail.com 
Sent by: r-help-boun...@r-project.org
04/02/2010 09:14 AM

To
r-help@r-project.org
cc

Subject
[R] Cross-validation for parameter selection (glm/logit)






If my aim is to select a good subset of parameters for my final logit
model built using glm(). What is the best way to cross-validate the
results so that they are reliable?

Let's say that I have a large dataset of 1000's of observations. I
split this data into two groups, one that I use for training and
another for validation. First I use the training set to build a model,
and the the stepAIC() with a Forward-Backward search. BUT, if I base
my parameter selection purely on this result, I suppose it will be
somewhat skewed due to the 1-time data split (I use only 1 training
dataset)

What is the correct way to perform this variable selection? And are
the readily available packages for this?

Similarly, when I have my final parameter set, how should I go about
and make the final assessment of the models predictability? CV? What
package?


Thank you in advance,
Jay

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[R] Stacking matrices

[JLucke]

What is an easy way to stack a matrix multiple times?  E.g.  I have a 6x6 
matrix that I need to stack vertically 154 times to get a 6*154 by 6 
matrix.  I would rather not rbind(X,X,...,X) matrices.--Joe
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Re: [R] OT Sorta: Odds Are, It's Wrong...

[JLucke]

Which in turn reminds me of Box  Tiao's line

Since small differences in probability cannot be appreciated by the human 
mind, there seems little point in being excessively precise about 
uncertainty.

Box, G. E. P.  Tiao, G. C. (1973), Bayesian inference in statistical 
analysis, Addison-Wesley, Reading, MA, p. 65.





Marc Schwartz marc_schwa...@me.com 
Sent by: r-help-boun...@r-project.org
03/15/2010 01:46 PM

To
ted.hard...@manchester.ac.uk
cc
r-help@r-project.org
Subject
Re: [R] OT Sorta:  Odds Are, It's Wrong...






On Mar 15, 2010, at 12:21 PM, Ted Harding wrote:

 On 15-Mar-10 16:22:13, Marc Schwartz wrote:
 Hi all,
 I thought that readers of R-Help might find the following article at
 ScienceNews of interest:
 
  Odds Are, It's Wrong
  Science fails to face the shortcomings of statistics
  By Tom Siegfried
  March 27th, 2010; Vol.177 #7 (p. 26)
 
 
http://www.sciencenews.org/view/feature/id/57091/title/Odds_are,_its_wro
 ng
 
 Regards,
 Marc Schwartz
 
 If you changed your Subject to Odds R, it's wrong, arc, you might get
 more on-topic, Marc. Or at least increase people's subjective beliefs
 that it was OT.

Yep, that was just way too obvious, wasn't it...Ar...

I plead low serum glucose level this morning, after having some fasting 
blood work drawn...  :-)


 That's not a bad article, as such things go!
 
 I was reminded of reading, many moons ago in a book[1] by John Ziman[2],
 words to the effect that[3]:
 
  If your experiment gives a result significant at the 5 per cent
   level, then 1 in 20 of your colleagues is entitled to disblieve
   you.
 
 [1]
 Ziman, John (1968).
 Public Knowledge: Essay Concerning the Social Dimension of Science.
 Cambridge University Press. ISBN 0-521-06894-0.
 
 [2]
 http://en.wikipedia.org/wiki/John_Ziman
 
 [3]
 I don't have the book immediately to hand (though I have it somewhere),
 so cannot vouch that the above is verbatim. However, it's not far off,
 and the final clause very probably is verbatim.


In turn, that reminds me of Stephen Senn's writing in Dicing with Death: 
Chance, Risk and Health:

We can predict nothing with certainty but we can predict how uncertain 
our predictions will be, on average that is.

Regards,

Marc

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Re: [R] about IRT simulation

[JLucke]

Helen

Your program makes no sense. 

Try the following script

I - 10
J - 5
response - matrix(0, 10, 5)

#function for probability of response
#revised but equivalent version of Helen's formula

pij - function(a,b,theta) {1/(1+exp(-a*(theta-b)))} 

a - rnorm(J, 0.8, 0.04)
a
b - rnorm(J, 0, 1)
b
theta - rnorm(I, 0,1)
theta

for( i in 1:I ) {
 for( j in 1:J ) {
  response[i,j]-ifelse(pij(a=a[j], b=b[j], theta[i])  runif(1) , 0 ,1)
 }
}

response





Helena helenaguchen...@hotmail.com 
Sent by: r-help-boun...@r-project.org
03/10/2010 11:03 PM

To
r-h...@stat.math.ethz.ch
cc

Subject
[R] about IRT simulation






hello R:
we have a two-parameter IRT simulation code. The goal is to generate a 
response matrix.But the for part doesn't run. we don't know what is 
wrong 
with it.

Thanks so much~~~

I - 10
J - 5
response - matrix(0, 10, 5)
pij - function(a,b,theta)
{
a - rnorm(J, 0.8, 0.04)
a
b - rnorm(J, 0, 1)
b
theta - rnorm(I, 0,1)
theta
for( i in 1:I ) {
 for( j in 1:J ) {
ptemp - runif(1)
 pij - 
exp(a[j]*(theta[i]-b[j]))/(1+exp(a[j]*(theta[i]-b[j])))
 response[i,j]-ifelse(pij(b=b[j], a=a[j], theta[i])  
ptemp , 0 ,1)

}
}
}
response 



helena

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Re: [R] code

[JLucke]

?density
?max





Rahim Alhamzawi rahimalhamz...@yahoo.co.uk 
Sent by: r-help-boun...@r-project.org
12/09/2009 05:23 AM

To
r-h...@stat.math.ethz.ch
cc

Subject
[R] code






Dear support, 
I want to compute the highest probability density for any data. please do 
you have any code to help me in this subject.
I am looking forward to hearing from you as soon as possible.  
 
rahim


 
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Re: [R] lm: RME vs. ML

[JLucke]

You need to give your criteria for preferable.  For normal-linear 
models, REML estimates of variances are unbiased, whereas ML estimates are 
downwardly biased.  My intuition is that the ML-induced bias would be 
worse in small samples. I don't know about other distributions. Likewise I 
don't know about MSE or other criterion for preference.






John Sorkin jsor...@grecc.umaryland.edu 
Sent by: r-help-boun...@r-project.org
12/07/2009 09:24 PM

To
r-help@r-project.org
cc

Subject
[R] lm: RME vs. ML






windows XP
R 2.10

As pointed out by Prof. Venables and Ripley (MASS 4th edition, p275), the 
results obtained from lme using method=ML and method=REML are often 
different, especially for small datasets. Is there any way to determine 
which method is preferable for a given set of data?
Thanks,
john


John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)

Confidentiality Statement:
This email message, including any attachments, is for th...{{dropped:13}}

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Re: [R] The equivalence of t.test and the hypothesis testing of one way ANOVA

[JLucke]

Guido wrote
However, using a transformation matrix one can transform a model assuming 
unequal variances into an equivalent model assuming equal variances. On 
such a transformed model the F test or T test can be applied.

This is indeed news to me.  I thought such transformations for unequal 
variances applied only to cases where the variances were known.  Unknown, 
unequal variances leads to the Behrens-Fisher problem and its 
generalizations, a problem not resolved by mere linear transformation. 
Correct me and point me to the literature if I've misunderstood.

Joe




Guido van Steen gvst...@yahoo.com 
11/07/2009 09:28 AM

To
r-help@r-project.org
cc
jlu...@ria.buffalo.edu, Peng Yu pengyu...@gmail.com
Subject
Re: [R] The equivalence of t.test and the hypothesis testing of one way 
ANOVA






Hi, 

Student's T-test is a test that can be used to test ONE SINGLE linear 
restriction - which serves the as alternative hypothesis - on a linear 
model - which serves as the null hypothesis - AT THE SAME TIME. 

Fisher's F test is an extension of the T test. The F test can be used to 
test ONE OR MORE linear restriction(s) on a linear model AT THE SAME TIME. 


So, to test a single restriction on a linear model one can use both the F 
test and the T test. When multiple restrictions are tested at the same 
time one needs to apply the F test. 

Both the F and the T test actually require equal variances. However, using 
a transformation matrix one can transform a model assuming unequal 
variances into an equivalent model assuming equal variances. On such a 
transformed model the F test or T test can be applied. The untransformed 
models are usually called general linear models. In R they can be handled 
using the glm() function. (See ?glm) 

A (one-way) Anova model is a specific type of general linear model (glm). 
So hypotheses on an Anova model are tested in exactly the same way as any 
other restrictions on a glm should be tested. 

Best wishes, 

Guido 

 --
 
 Message: 11
 Date: Fri, 6 Nov 2009 09:48:18 -0500
 From: jlu...@ria.buffalo.edu
 Subject: Re: [R] The equivalence of t.test and the
 hypothesis testing
 of oneway ANOVA
 To: Peng Yu pengyu...@gmail.com
 Cc: r-help-boun...@r-project.org,
 r-h...@stat.math.ethz.ch
 Message-ID:
 
ofc71a4670.65d468b9-on85257666.0050ee14-85257666.00517...@ria.buffalo.edu
 
 Content-Type: text/plain
 
 There extensions to aov for without assuming equal
 variances.
 
 Reed, James F., I.  Stark, D. B. (1988), 'Robust
 alternatives to 
 traditional analyses of variance: Welch $W^*$, James
 $J_I^*$, James 
 $J_II^*$, and Brown-Forsythe $BF^*$', Computer Methods and
 Programs in 
 Biomedicine 26, 233--238.
 
 
 I don't   know whether they are implemented
 in R.
 
 
 
 
 Peng Yu pengyu...@gmail.com
 
 Sent by: r-help-boun...@r-project.org
 11/06/2009 07:59 AM
 
 To
 r-h...@stat.math.ethz.ch
 cc
 
 Subject
 Re: [R] The equivalence of t.test and the hypothesis
 testing of one way 
 ANOVA
 
 
 
 
 
 
 Is it possible to use aov() to compute the same p-value
 that is
 generated by t.test() with var.equal=F. An assumption of
 ANOVA is
 equal variance, I'm wondering how to relax such assumption
 to allow
 non equal variance?
 
 On Thu, Nov 5, 2009 at 8:31 AM, Benilton Carvalho bcarv...@jhsph.edu
 
 wrote:
  compare
 
  t.test(x, y, var.equal=T)
 
  with
 
  summary(afit)
 
  b
 
  On Nov 5, 2009, at 12:21 PM, Peng Yu wrote:
 
  I read somewhere that t.test is equivalent to a
 hypothesis testing for
  one way ANOVA. But I'm wondering how they are
 equivalent. In the
  following code, the p-value by t.test() is not the
 same from the value
  in the last command. Could somebody let me know
 where I am wrong?
 
  set.seed(0)
  N1=10
  N2=10
  x=rnorm(N1)
  y=rnorm(N2)
  t.test(x,y)
 
Welch Two Sample
 t-test
 
  data:  x and y
  t = 1.6491, df = 14.188, p-value = 0.1211
  alternative hypothesis: true difference in means
 is not equal to 0
  95 percent confidence interval:
  -0.2156863  1.6584968
  sample estimates:
  mean of x  mean of y
  0.3589240 -0.3624813
 
 
  A = c(rep('x',N1),rep('y',N2))
  Y = c(x,y)
  fr = data.frame(Y=Y,A=as.factor(A))
  afit=aov(Y ~ A,fr)
 
  X=model.matrix(afit)
  B=afit$coefficients
  V=solve(t(X) %*% X)
 
  mse=tail(summary(afit)[[1]]$'Mean Sq',1)
  df=tail(summary(afit)[[1]]$'Df',1)
  t_statisitic=(B/(mse * sqrt(diag(V[[2]]
  2*(1-pt(abs(t_statisitic),df))#the p-value
 from aov
 
  [1] 0.1090802
 
 
  __
  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
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Re: [R] Bayesian regression stepwise function?

[JLucke]

The BIC (Raftery) can be used for quasi-Bayesian model selection, but it's 
not stepwise.   Ntzoufras shows how to use WinBUGS to conduct Bayesian 
model selection, but again it's not stepwise


Ntzoufras, I. (2002), 'Gibbs variable selection using BUGS', Journal of 
Statistical Software 7(7), 1--19.
Ntzoufras, I. (2009), Bayesian modeling using WinBUGS, Wiley, Hoboken, NJ.
Raftery, A. E. (1995), 'Bayesian model selection in social research', 
Sociological Methodology 25, 111-163.







Allan.Y all...@cmu.edu 
Sent by: r-help-boun...@r-project.org
10/22/2009 01:09 PM

To
r-help@r-project.org
cc

Subject
[R]  Bayesian regression stepwise function?







Hi everyone,

I am wondering if there exists a stepwise regression function for the
Bayesian regression model.  I tried googling, but I couldn't find 
anything. 
I know step function exists for regular stepwise regression, but nothing
for Bayes.


Thanks
-- 
View this message in context: 
http://www.nabble.com/Bayesian-regression-stepwise-function--tp26013725p26013725.html

Sent from the R help mailing list archive at Nabble.com.

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Re: [R] Parameters of Beta distribution

[JLucke]

Rescale your data x to  (x-A)/(B-A).




Maithili Shiva maithili_sh...@yahoo.com 
Sent by: r-help-boun...@r-project.org
10/07/2009 08:39 AM

To
r-help@r-project.org
cc

Subject
[R] Parameters of Beta distribution






 
Supose I have a data pertaining to credit loss as
 
amounts - 
c(46839.50,31177.12,35696.69,21192.57,29200.91,42049.64,42422.19, 
44976.18, 32135.36,47936.57,27322.91,37359.09,43179.60, 48381.02, 
45872.38, 28057.30,44643.83,36156.33,16037.62, 45432.28)
 
I am trying to fit Beta distribution (two parameters distribution but 
where lower bound and upper bounds are NOT  0 and 1 respectively). For 
this I need to estimate the two parameters of Beta distribution. I found 
some code in VGAM pacakge but it deals with standard Beta distribution 
i.e. lower bound (say A) = 0 and upper bound (say B) = 1.
 
How do I estimate the parameters of the Beta distribution for above data 
where A and B are not 0's?
 
Please guide.
 
Thanking you in advance
 
Maithili 


  Add whatever you love to the Yahoo! India homepage. Try now! 
http://in.yahoo.com/trynew
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[R] Unable to load rjags

[JLucke]

I am trying to install rjags.  Although I can install the library, I 
cannot load the package.  See below.

Here is my session
 sessionInfo()
R version 2.9.2 (2009-08-24) 
i386-pc-mingw32 
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United 
States.1252;LC_MONETARY=English_United 
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics  grDevices utils datasets  methods   base 
other attached packages:
[1] coda_0.13-4 lattice_0.17-26
loaded via a namespace (and not attached):
[1] grid_2.9.2  tools_2.9.2

Here I install the rjags package

 utils:::menuInstallPkgs()
trying URL 
'http://lib.stat.cmu.edu/R/CRAN/bin/windows/contrib/2.9/rjags_1.0.3-10.zip'
Content type 'application/zip' length 308968 bytes (301 Kb)
opened URL
downloaded 301 Kb

package 'rjags' successfully unpacked and MD5 sums checked

The downloaded packages are in
C:\Documents and Settings\jlucke\Local 
Settings\Temp\RtmpRAkMZy\downloaded_packages
updating HTML package descriptions

BUT,
 library(rjags)
Error in fun(...) : Failed to locate JAGS 1.0.3 installation
Error : .onLoad failed in 'loadNamespace' for 'rjags'
Error: package/namespace load failed for 'rjags'

Any advice?

Joe 
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Re: [R] Logistic Regression for Multinomial Data using R

[JLucke]

Use polr from the MASS package




Nimal Fernando pnp...@gmail.com 
Sent by: r-help-boun...@r-project.org
09/25/2009 12:33 PM

To
r-help@r-project.org
cc

Subject
Re: [R] Logistic Regression for Multinomial Data using R






Hi

I want to do logistic regression for multinomial data.

How can I do it in R?

Thanks a lot

Nimal Fernando

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Re: [R] P-value and R-squared variable selection criteria

[JLucke]

Lucas
This problem is very old --- older than keypunches.  There are several 
methods for selecting variables (forward, backwards, both, all subsets) 
using a variety of criteria (p-values, R^2, adjusted R^2, Cp, AIC, BIC, 
and more).  Be sure you understand the methods, especially the tendency to 
overfit.  I use the BIC --- the function is stepAIC  with parameter k = 
log(sample size) from the MASS package. 
Joe
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Re: [R] Contrasts within ANOVA frame (Repost)

[JLucke]

Dr Shen

Even though you pose 3 contrasts, there are only 2 degrees of freedom as 
the 3rd contrast is the sum of the first two.  Your aov output states this 
as StdLot has only 2 df.  Having used up your df, the aov has nothing to 
report.

Joe

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
State University of New York at Buffalo
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax: 716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html




Jun Shen jun.shen...@gmail.com 
Sent by: r-help-boun...@r-project.org
08/19/2009 05:33 PM

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Subject
[R] Contrasts within ANOVA frame (Repost)






Would like to try my luck to see if I can catch your eyes.

I was trying to do some contrasts within ANOVA. I searched the archive and
found a clue posted by Steffen Katzner
( http://tolstoy.newcastle.edu.au/R/help/06/01/19385.html)

I have three levels for a factor names StdLot and want to make three
comparisons, 1 vs 2, 1 vs 3 and 2 vs 3.

First,
contrasts(d3$StdLot,3)-matrix(c(1,-1, 0,0,1,-1,1,0,-1),3,3)   #d3 is the
data set. set up the contrast matrix

Second,
aov(Bkg~StdLot,na.rm=T,data=d3,contrasts=contrasts(d3$StdLot))-mod.aov
#ANOVA,

Finally,
summary(mod.aov,split=list(StdLot=list('1 vs 2'=1,'2 vs 3'=2,'1 vs 3'=3)))
#comparison summary

Here is the final result I got, the third comparison is missing. Does 
anyone
have any idea what is wrong here? If I change the order of the comparisons
it's always the third one missing.  So I guess it's not due to the data.
Appreciate any comment.

  Df Sum Sq Mean Sq F valuePr(F)
StdLot 2  1.905   0.953 10.3769 3.710e-05 ***
  StdLot: 1 vs 2   1  0.223   0.223  2.42390.1200
  StdLot: 2 vs 3   1  1.683   1.683 18.3299 2.162e-05 ***
  StdLot: 1 vs 3   1
Residuals601 55.173   0.092
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ 
’ 1
2 observations deleted due to missingness


-- 
Jun Shen PhD
PK/PD Scientist
BioPharma Services
Millipore Corporation
15 Research Park Dr.
St Charles, MO 63304
Direct: 636-720-1589

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Re: [R] integrate lgamma from 0 to Inf

[JLucke]

I am late to this discussion so forgive me if I am being redundant.  It 
appears to me that the integral from 0 to infinity of log-gamma may 
diverge to infinity.  Equation 6.1.50 of Abramowitz  Stegun shows that a 
re-expression of lnGamma(x) and the Stirling approximation involves 
(x-1/2)*log(x) -x along with other terms.  This term appears to dominate 
the integral and itself diverge.  It is worth checking out.


 integrate(lgamma, lower = 0, upper = 10)
43.24636 with absolute error  1.6e-11
 integrate(lgamma, lower = 0, upper = 100)
15438.12 with absolute error  1.4
 integrate(lgamma, lower = 0, upper = 1000)
2701843 with absolute error  254
 integrate(lgamma, lower = 0, upper = 1)
385485116 with absolute error  18464

 gterm - function(x){(x-.5)*log(x)-x}
 integrate(gterm,lower=0,upper=10)
33.61633 with absolute error  1.1e-05
 integrate(gterm,lower=0,upper=100)
15345.59 with absolute error  1.2
 integrate(gterm,lower=0,upper=1000)
2700923 with absolute error  252
 integrate(gterm,lower=0,upper=1)
385475926 with absolute error  18462
 

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax: 716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html




Andreas  Wittmann andreas_wittm...@gmx.de 
Sent by: r-help-boun...@r-project.org
04/22/2009 03:28 AM

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Subject
[R] integrate lgamma from 0 to Inf






Dear R users,

i try to integrate lgamma from 0 to Inf. But here i get the message 
roundoff error is detected in the extrapolation table, if i use 1.0e120 
instead of Inf the computation works, but this is against the suggestion 
of integrates help information to use Inf explicitly. Using stirlings 
approximation doesnt bring the solution too.

## Stirlings approximation
lgammaApprox - function(x)
{
  0.5*log(2*pi)+(x-(1/2))*log(x)-x
}

integrate(lgamma, lower = 0, upper = 1.0e120)
integrate(lgammaApprox, lower = 0, upper = 1.0e120)
 integrate(lgamma, lower = 0, upper = 1.0e120)
1.374051e+242 with absolute error  3.2e+235
 integrate(lgammaApprox, lower = 0, upper = 1.0e120)
1.374051e+242 with absolute error  3.2e+235

integrate(lgamma, lower = 0, upper = Inf)
integrate(lgammaApprox, lower = 0, upper = Inf)
 integrate(lgamma, lower = 0, upper = Inf)
Fehler in integrate(lgamma, lower = 0, upper = Inf) : 
  roundoff error is detected in the extrapolation table
 integrate(lgammaApprox, lower = 0, upper = Inf)
Fehler in integrate(lgammaApprox, lower = 0, upper = Inf) : 
  roundoff error is detected in the extrapolation table


Many thanks if you have any advice for me!

best regards

Andreas
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Re: [R] large factorials

[JLucke]

I am late to this discussion so I apologize if what I say has already been 
noted.  The function below does NOT require large factorials, but very 
small reciprocal of factorials.  Thus if v2  would be replaced with 
something like exp(-lgamma(i-n+m+1)-lgamma(m+1)) and checked for underflow 
(ie .Machine$double.xmin), then the problem MAY be solved.



E.g., 
sum1 - function(l,u,t,i,n,w,tol=.Machine$double.xmin) {
v - 0
v2 - 1
for (m in 0 :w  v2  tol) {
 v1 - ((u^(1/2))*(l^(1/2))*t)^(i-n+2*m)
 v2 - exp(-lgamma(i-n+m+1)-lgamma(m+1))
 v3 - v1/v2
 v - v+v3
 }
return(v)
}

 sum1(1,2,10,80,3,80)
[1] 7.043456e+207
 sum1(1,2,10,80,3,100)
[1] 8.804319e+207
 sum1(1,2,10,80,3,200)
[1] 1.760863e+208
 sum1(1,2,10,80,3,1000)
[1] 8.804314e+208
 

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax: 716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html




molinar sky...@hotmail.com 
Sent by: r-help-boun...@r-project.org
04/23/2009 10:00 AM

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Subject
Re: [R] large factorials







Here is what I did:
library(rSymPy)
factorial.sympy - function(n) sympy(paste(factorial(, n, )))
factorial.sympy(171) 
[1]
124101807021766782342484052410310399261660557750169318538895180361199607522169175299275197812048758557646495950167038705280988985869071076733124203221848436431047357788996854827829075454156196485215346831804429323959817369689965723590394761615227855818006117636510842880

Which work perfectly. 

Here is one of my summation functions:

sum1 - function(l,u,t,i,n,w) {
+ v - 0
+ for (m in 0 :w) {
+ v1 - ((u^(1/2))*(l^(1/2))*t)^(i-n+2*m)
+ v2 - (factorial.sympy(i-n+m))*(factorial.sympy(m))
+ v3 - v1/v2
+ v - v+v3
+ }
+ return(v)
+ }

sum1(1,2,10,80,3,80)
Error in (factorial.sympy(i - n + m)) * (factorial.sympy(m)) : 
  non-numeric argument to binary operator

I'm not sure why it works when I do the factorial normally but when I call
my function it doesn't work? 







molinar wrote:
 
 Thank you everyone all of your posts were very helpful.  I tried each 
one
 and I think I have about 10 new packages installed.  The formula I need 
to
 calculate did not involve any logarithms but infinite summations of
 factorials, I'm sorry for not specifying.  I read some things about 
using
 logarithms but I thought in my case I would have to do an e to the log 
and
 by doing that R still gave me the same problems with numbers over 170. 
 
 But I was able to get it to work by using the last post about the rsympy
 packages. 
 
 I tried downloading bc but I didn't know how to connect it to R, so R 
said
 could not find function bc. 
 
 Thanks again for all of your help.
 Samantha
 
 
 
 
 
 Gabor Grothendieck wrote:
 
 Also the R sympy package can handle this:
 
 library(rSymPy)
 Loading required package: rJava
 
 factorial.sympy - function(n) sympy(paste(factorial(, n, )))
 
 # note that first time sympy is called it loads java, jython and sympy
 # but on subsequent calls its faster.  So make a dummy call first.
 factorial.sympy(10)
 [1] 3628800
 
 # code from earlier post defining factorial.bc to be inserted here
 
benchmark(replications=10, columns=c('test', 'elapsed'),
 +   bc=factorial.bc(500),
 +   sympy = factorial.sympy(500))
test elapsed
 1bc2.17
 2 sympy0.09
 
 See the rSymPy, r-bc and rbenchmark home pages:
 http://rsympy.googlecode.com
 http://r-bc.googlecode.com
 http://rbenchmark.googlecode.com
 
 On Wed, Apr 22, 2009 at 3:21 PM, molinar sky...@hotmail.com wrote:

 I am working on a project that requires me to do very large factorial
 evaluations.  On R the built in factorial function and the one I 
created
 both are not able to do factorials over 170.  The first gives an error
 and
 mine return Inf.

 Is there a way to have R do these larger calculations (the calculator 
in
 accessories can do 1 factorial and Maple can do even larger)
 --
 View this message in context:
 http://www.nabble.com/large-factorials-tp23175816p23175816.html
 Sent from the R help mailing list archive at Nabble.com.

 __
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Re: [R] large factorials

[JLucke]

The modified function I presented contains a stupid error, which is 
corrected below.

sum1 - function(l,u,t,i,n,w,tol=.Machine$double.xmin) {
v - 0
v2 - 1
for (m in 0 :w  v2  tol) {
 v1 - ((u^(1/2))*(l^(1/2))*t)^(i-n+2*m)
 v2 - exp(-lgamma(i-n+m+1)-lgamma(m+1))
 v3 - v1*v2
 v - v+v3
 }
return(v)
}

sum1(1,2,10,80,3,80)
[1] 5.519201e-23
 sum1(1,2,10,80,3,100)
[1] 6.892307e-23
 sum1(1,2,10,80,3,200)
[1] 1.375784e-22
 sum1(1,2,10,80,3,1000)
[1] 6.86821e-22


Need more coffee...

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax: 716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html

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Re: [R] integrate lgamma from 0 to Inf

[JLucke]

IMHO, you should consult an advanced text on calculus with integration 
over infinite intervals, so that you understand what you are trying to do.

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax: 716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html




Stavros Macrakis macra...@alum.mit.edu 
Sent by: r-help-boun...@r-project.org
04/27/2009 10:30 AM

To
Andreas Wittmann andreas_wittm...@gmx.de
cc
r-help@r-project.org
Subject
Re: [R] integrate lgamma from 0 to Inf






On Wed, Apr 22, 2009 at 3:28 AM, Andreas  Wittmann
andreas_wittm...@gmx.de wrote:
 i try to integrate lgamma from 0 to Inf.

Both gamma and log are positive and monotonically increasing for large
arguments.

What can you conclude about the integrability of log(gamma(x))?

  -s

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Re: [R] Maple and R

[JLucke]

You can export the Maple code to C or Fortran.  I actually found it easier 
to export it to Fortran and then use a text editor to change Fortran's 
assignment ='s to R's -.  After additional tweaks for R, you can convert 
the script into an R function. 

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax: 716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html




Roslina Zakaria zrosl...@yahoo.com 
Sent by: r-help-boun...@r-project.org
04/07/2009 02:29 AM

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Subject
[R] Maple and R







Hi R-users,

Can Maple function be exported to R?
I have a jacobian matrix (4X4) from maple in algebraic form which involve 
modified Bessel function of the first kind.

I just wonder whether we can use algebraic form into R before the value of 
the parameters can be estimated.

Thank you so much for your attention and help.




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Re: [R] Maple and R

[JLucke]

I forgot. You can get the Bessel functions from Robin Hankin's GSL 
package. 

R. K. S. Hankin 2006. Introducing gsl, a wrapper for the Gnu Scientific 
Library. Rnews 6(4):24-26 


Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
State University of New York
1021 Main Street
Buffalo, NY  14203-1016
Office: 716-887-6807
Fax: 716-887-2510
http://www.ria.buffalo.edu/profiles/lucke.html




Roslina Zakaria zrosl...@yahoo.com 
Sent by: r-help-boun...@r-project.org
04/07/2009 02:29 AM

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Subject
[R] Maple and R







Hi R-users,

Can Maple function be exported to R?
I have a jacobian matrix (4X4) from maple in algebraic form which involve 
modified Bessel function of the first kind.

I just wonder whether we can use algebraic form into R before the value of 
the parameters can be estimated.

Thank you so much for your attention and help.




__
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http://www.R-project.org/posting-guide.html
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[R] Distinguishing variables from functions with the same name

[JLucke]

guRus:

I have a variable beta as an argument to R's beta function.  So 
essentially I have a case of beta(alpha, beta).  What surprises me is that 
R doesn't barf on this stupid programming practice.  R gets the right 
answer.  How does R know beta the variable from beta the function?

Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
SUNY

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Re: [R] get top 50 correlated item from a correlation matrix for each item

[JLucke]

A solution using a toy example

r - cor(mvrnorm(1000,mu=rep(0,10),Sigma=diag(10)))  #assume a 10 x 10 
matrix

j - i-1:dim(r)[1] #generate matrix indices
lt - outer(i,j,'') #get boolean lower triangle
sort(r[lt],decreasing=TRUE)[1:5] #extract top 5 correlations



Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
SUNY




Tan, Richard r...@panagora.com 
Sent by: r-help-boun...@r-project.org
02/12/2009 11:19 AM

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Subject
[R] get top 50 correlated item from a correlation matrix for each item






Hi,
 
I have a correlation matrix of about 3000 items, i.e., a 3000*3000
matrix.  For each of the 3000 items, I want to get the top 50 items that
have the highest correlation with it (excluding itself) and generate a
data frame with 3 columns like (ID, ID2, cor), where ID is those
3000 items each repeat 50 times, and ID2 is the top 50 correlated items
with ID, and cor is the correlation of ID and ID2.  I know I can use two
for loops to do it but it is very time consuming considering the
correlation matrix is generated for each month of the past 20 years.  Is
there a better way to do it?
 
Regards,
 
Richard 

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[R] Can't install rggobi package

[JLucke]

I am unable to install the rggobi package.   I do not have trouble 
installing other packages.  Any advice or suggestions?


sessionInfo()
R version 2.8.1 (2008-12-22) 
i386-pc-mingw32 
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United 
States.1252;LC_MONETARY=English_United 
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics  grDevices utils datasets  methods   base 
loaded via a namespace (and not attached):
[1] tools_2.8.1
 


Joseph F. Lucke
Senior Statistician
Research Institute on Addictions
University at Buffalo
SUNY

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[R] OT: Reference for SIC/BIC

[JLucke]

Generally smart people,
I need a recent reference for using the Schwarz/Bayesian information 
criterion for model fitting in a frequentist stepwise regression.
Joe
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Re: [R] OT: Adding verbatim R code text into LaTeX documents: texttt; verb or url?

[JLucke]

LaTeX offers a verbatim environment. 

\begin{verbatim} 
This is maintained verbatim, Latex commands and environments are typeset 
as written without any processing. 
\end{verbatim}

Be sure to use the package verbatim.
---Joe



Peter Dunn pdu...@usc.edu.au 
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01/28/2009 01:41 AM

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[R] OT: Adding verbatim R code text into LaTeX documents: texttt; verb or 
url?






Hi all

I use Sweave extensively to mix R and LaTeX, and often have R code 
appearing in my LaTeX document.

Just a quick question then: What is the best way to add example of R 
commands into LaTeX in-line?  (That is, not using Sweave.)  For example, 
suppose I wish to place in my document this instruction:



...is done in R using the command  \verb|lm( y ~ var.one + var.two )| as 
follows:



I used  \verb  above, but I see three options:  \verb, \url (package url), 
or \texttt; there are probably others.

Here are my comments on these three:

- Using \texttt is OK, but it disappears my tildes and can hyphenate

- Using \verb is good, but it can hyphenate.

- Using \url is very good, but it:
* disappears my spaces; so for the above example, the spaces added for 
clarity are gone.
* Minor:  I like my verbatim text a little smaller (\small size), and 
change the font size for verbatim using 
\def\verba...@font{\small\ttfamily} but \url seems to ignore this and 
appears larger than if I used \text or \verb.

Also, using \url often adds line-breaks mid-variable at the dots (for 
example, splitting  var.one  to have var. on one line, and one on the 
next). I'm not sure this is a problem or not; here it is just an 
observation.

Ideally, one would want a LaTeX function, say \rcode{}, that displayed 
in-text using non-proportional font, kept tildes, kept spacing, uses my 
verb-font changes, and broke at sensible places for R.  (I don't want 
much, do I?)

So two questions:

* What do other people do?  Maybe there is a solution I have over-looked.

* Is there an easy solution?  I suppose writing such a command in LaTeX is 
possible, but there is strong evidence to reject the hypothesis that I 
would be able to write one.  Maybe one of the above choices are easily 
adopted.

If no easy solutions exist or emerge, I'm happy to run with \url.

Thanks again.

P.

Peter Dunn
Biostatistician
School of Health and Sport Science
Faculty of Science, Health and Education
University of the Sunshine Coast
 
Tel: +61 7 5456 5085
Fax: +61 7 5430 2896
Email: pdu...@usc.edu.au
www.usc.edu.au


CRICOS Provider Number: 01595D

This communication is intended for the recipient only and should not be 
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Re: [R] using Sweave with a master file that has several iputted .tex files

[JLucke]

Use the include function in LaTeX. 



Christopher W. Ryan cr...@binghamton.edu 
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01/27/2009 12:48 PM

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[R] using Sweave with a master file that has several iputted .tex files






Suppose I have a Master.Rnw file that looks something like this:


\documentclass[12pt]{mypaper}
\usepackage[margin=1in]{geometry}
\usepackage{setspace}
\usepackage{url}
\usepackage{indentfirst}
\usepackage{fancyhdr}
\usepackage{Sweave}
\pagestyle{fancy}
\lhead{sonographic rectal diameter and ADHD}
\rhead{ }
\usepackage{abbrevs}
%\usepackage{natbib}
%\usepackage{apacite}
\bibliographystyle{StandardMedicalJournal}
%\bibpunct{}{}{,}{}{}{}

\usepackage{multirow}
\usepackage{outlines}

\begin{document}

\input{C:/DATA/SCHOLAR/ADHDConstipation/SonographicStudy/PAR06180/SpecificAims}

\input{C:/DATA/SCHOLAR/ADHDConstipation/SonographicStudy/PAR06180/BackgroundAndSignificance}

\input{C:/DATA/SCHOLAR/ADHDConstipation/SonographicStudy/PAR06180/PreliminaryStudies}

\input{C:/DATA/SCHOLAR/ADHDConstipation/SonographicStudy/PAR06180/ResearchDesignAndMethods}

...abbrevieated...

\end{document}

Some of the inputted files contain R code, enclosed in chunkname=
and @.  Several of them don't contain any R code.

Can I compile the whole document with Sweave(Master.Rnw) ?

Thanks.

--Chris

-- 
Christopher W. Ryan, MD
SUNY Upstate Medical University Clinical Campus at Binghamton
40 Arch Street, Johnson City, NY  13790
cryanatbinghamtondotedu
PGP public keys available at http://home.stny.rr.com/ryancw/

If you want to build a ship, don't drum up the men to gather wood,
divide the work and give orders. Instead, teach them to yearn for the
vast and endless sea.  [Antoine de St. Exupery]

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and provide commented, minimal, self-contained, reproducible code.

[R] Cannot access packages

[JLucke]

Although I have installed R many times on many machines without problems, 
I have recently encountered a problem with accessing packages.  R has been 
installed successfully with the --internet2 option. The session info is 
below. 
 sessionInfo()
R version 2.8.1 (2008-12-22) 
i386-pc-mingw32 

locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United 
States.1252;LC_MONETARY=English_United 
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics  grDevices utils datasets  methods   base 
loaded via a namespace (and not attached):
[1] tools_2.8.1
 

When I try to load a package (chron in this example) from the CMU 
mirror, I get the following error message:

 utils:::menuInstallPkgs()
--- Please select a CRAN mirror for use in this session ---
trying URL 
'http://lib.stat.cmu.edu/R/CRAN/bin/windows/contrib/2.8/chron_2.3-28.zip'
Error in download.file(url, destfile, method, mode = wb, ...) : 
  cannot open URL 
'http://lib.stat.cmu.edu/R/CRAN/bin/windows/contrib/2.8/chron_2.3-28.zip'
In addition: Warning message:
In download.file(url, destfile, method, mode = wb, ...) :
  cannot open: HTTP status was '403 Forbidden (Blocked by NG)'
Warning in download.packages(p0, destdir = tmpd, available = available,  :
  download of package 'chron' failed


This error applies to ANY package. The option --internet2 must be used. If 
not, then I cannot even access the mirror. Can anyone help me out?  Could 
this be a firewall problem?
Joe
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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.