Hi Phil,
I think you want:
merge(listA, listB, by = NACE)
which will give you:
NACE Name aaa bbb ccc
11a a a c
21a a a c
31a a a c
42b a a c
52b a a c
63c a a c
If you want to get rid of the Name column, the
Hi Valentin,
If the contamination is mainly in the response direction, M-estimator
provides good estimates for parameters and rlm can be used.
Rohan
-Original Message-
From: r-sig-robust-boun...@r-project.org
[mailto:r-sig-robust-boun...@r-project.org] On Behalf Of Valentin
Todorov
On 12-07-22 5:33 PM, arun wrote:
Hi Duncan,
That was my original suggestioin. His reply suggests that it is not that he
wanted.
I didn't see your reply. Maybe you sent it privately? In any case, I
think it is up to Sverre to give an example of what he wants, since your
suggestion,
Hi,
Thanks a lot for answer. It is what I mean.
But the code does not seem to work (
Le Jul 19, 2012 à 8:52 AM, Petr Savicky [via R] a écrit :
On Wed, Jul 18, 2012 at 06:02:27PM -0700, bilelsan wrote:
Leave the Taylor expansion aside, how is it possible to compute with [R]:
f(e) = e1 +
Hi all,
I have problem to estimate a SETAR model. I always get an error message.
Here is the code:
## there are 4175 observation in the series (a).
a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429
1.496549 1.496480
[10] 1.496498
library(tsDyn)
selectSETAR(a,
I recently installed R version 2.14.1. After a session (not my first) in
2.14.1, I
saved the 'workspace image'. I then opened earlier R versions, 2.14.0
2.12.0, and the only objects listed were from the 2.14.1 session.
All the work under those previous versions were gone, to my dismay. This
Dear list,
I realized my mistake!
For those who are interested: what I predicted was in fact G*(X'b*): A
single-index model assumes a linear index function for which I obtain the
estimated coefficients b*. The predicted probabilities are then G*(X'b*).
Indeed, this is equivalent to the
There is a new blog post that is pertinent to this question:
http://www.portfolioprobe.com/2012/07/23/a-comparison-of-some-heuristic-optimization-methods/
Pat
On 18/07/2012 21:00, Cren wrote:
# Hi all,
# consider the following code (please, run it:
# it's fully working and requires just few
I will check out the lavaan package.
Dear Joshua,
The lavaan package may help you. The FIML estimator typically starts
with the EM algorithm to estimate the moments of the unrestricted model.
There is no 'one-shot' function for it, at the moment, but if you only
need those moments, you
On 23/07/12 19:36, Michael Trianni wrote:
I recently installed R version 2.14.1. After a session (not my first) in
2.14.1, I
saved the 'workspace image'. I then opened earlier R versions, 2.14.0
2.12.0, and the only objects listed were from the 2.14.1 session.
All the work under those previous
Hello,
Your problem is nto reproducible without the complete a dataset.
Regards,
Pascal
Le 23/07/2012 09:49, Ario Ario a écrit :
Hi all,
I have problem to estimate a SETAR model. I always get an error message.
Here is the code:
## there are 4175 observation in the series (a).
a[1:10,1]
Dear R fans,
I would like to create a scatterplot showing the relationship between 4
continuous variables. I thought of using the package scatterplot 3d to
have a 3-dimensional plot and then using the size of the symbols to
represent the 4th variable.
Does anybody know how to do this?
I
Hi,
I apologize for not attaching a complete dataset. The dataset contains only
1000 observations. Please find it in the attachment. Thanks
(Ario)
On Mon, Jul 23, 2012 at 3:46 PM, Pascal Oettli kri...@ymail.com wrote:
Hello,
Your problem is nto reproducible without the complete a dataset.
Hi everyone,
I can't figure out how to extract by-factor random effect adjustments from a
gam model (mgcv package).
Example (from ?gam.vcomp):
library(mgcv)
set.seed(3)
dat - gamSim(1,n=400,dist=normal,scale=2)
a - factor(sample(1:10,400,replace=TRUE))
b - factor(sample(1:7,400,replace=TRUE))
Xa
Hello,
It works for me (with a warning message), by adding this line before the
setar procedure:
a - as.ts(a)
As I don't know the time step, thus it is only a pseudo time-series.
Regards,
Pascal
Le 23/07/2012 18:18, Ario Ario a écrit :
Hi,
I apologize for not attaching a complete
Hi Jan ,
coef(mod) will extract the coefficients, including for a. They are
labelled and for 'a' are in the same order as levels(a).
best,
Simon
On 23/07/12 10:08, janvanhove wrote:
Hi everyone,
I can't figure out how to extract by-factor random effect adjustments from a
gam model (mgcv
On 07/23/2012 06:20 PM, elpape wrote:
Dear R fans,
I would like to create a scatterplot showing the relationship between 4
continuous variables. I thought of using the package scatterplot 3d to
have a 3-dimensional plot and then using the size of the symbols to
represent the 4th variable.
Does
Hi everybody,
I try to calculate and display the marginal effect(s) in a hierarchical
model using lmer. Here is my model:
m1- lmer(vote2011~ Catholic + Attendance+ logthreshold + West +
Catholicproportion+
(Catholic * Catholicproportion) + (Attendance*Catholicproportion) +
Catholicproportion²+
hello there,
I'm an R beginner and got plunged into this. I guess my attempts are hopeless
so far, so I won't even show them.
I want to write a loop, which prints all erroneous values. My definition of
erroneous: If the current counts (partridge counts in a hunting district)
differ from last
Hello,
Maybe the plot argument 'cex' will do it.
?par # in particular the entry for 'cex'
s3d$points(MI, TD, EG_18, pch = 16, col = Dstarscale, cex=2*(Dstar -
min(Dstar) + 0.3))
Multiply 2 into it because the points are very small.
Hope this helps,
Rui Barradas
Em 23-07-2012 09:20,
Hello,
Try the following.
d - read.table(text=
D Y C
a 2005 10
a 2006 0
a 2007 9
b 2005 1
b 2006 0
b 2007 1
c 2005 5
c 2006 NA
c 2007 4 , header=TRUE)
d
prn - lapply(split(d, d$D), function(x){
x - x[!is.na(x$C), ]
x[c(FALSE, diff(x$C)/x$C[-length(x$C)] -0.5 diff(x$C) -5), ]
})
On Jul 23, 2012, at 02:48 , John Fox wrote:
[snip long discussion which I admit not to have studied in every detail...]
Unfortunately, my involvement with this issue has led me to another
question. Winer and Kirk both discuss a split-plot ANCOVA in which one has
measured a covariate for
Strictly, it's calculating the minimum of the positive values in each row.
And you could do that with a bit less code using
q[,1] - apply(remain, 1, function(x) min(x[x0]))
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of
Hi,
Both options worked fine! Thanks for the help!
Regards
Ellen
On 23 July 2012 13:19, Rui Barradas [via R]
ml-node+s789695n4637424...@n4.nabble.com wrote:
Hello,
Maybe the plot argument 'cex' will do it.
?par # in particular the entry for 'cex'
s3d$points(MI, TD, EG_18, pch = 16,
Hi,
Both options work fine! Thanks! I'll play around with the scripts some more
to see which way is the best to visualise the data.
Regards
Ellen
-- Forwarded message --
From: ellen pape ellen.p...@gmail.com
Date: 23 July 2012 14:40
Subject: Re: 3D scatterplot, using size of
rlm includes an MM estimator.
S Ellison
-Original Message-
From: Maheswaran Rohan [mailto:mro...@doc.govt.nz]
Sent: 22 July 2012 23:08
To: Valentin Todorov; S Ellison
Cc: r-sig-rob...@r-project.org; r-help
Subject: RE: [RsR] How does rlm in R decide its w weights
for each
1.15 60 0.553555415 0.574892872
1.15 60 0.563183983 0.564029359
Shouldn't the function row out the second one, since it it higher in
position 3 and lower in position 4 i.e. it should not all be yes?
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The objects from an R session are saved in the RWorking directory of the
session. The answer to your question will depend on whether you started
the different versions of R using shortcuts located in different folders
or the same folder. The objects should not be automatically deleted so
I
Dear Andigo,
You don't say what problems you encountered, and I don't know how to interpret
the superscript 2s in your lmer() command, but if the intention is to fit a
quadratic in Catholicproportion, then you can use poly(Catholicproportion, 2)
in formulating the model. That way, effect()
Hi UseRs,
Has anyone come across an R package (or any other software) that can
implement Sparse Logistic PCA (an extension to Sparse PCA that works in the
presence of binary-type data)?
Specifically, I have read the 2010 paper by Lee et al. called Sparse
Logistic Principal Component Analysis for
Dear all,
I have some encoding problem which I'm not familiar with.
Here is the case :
I'm read data files which can have been generated from a computer either with
global settings in french or in english.
Here is an exemple ouf data file :
* English output
Time,Value
17,-0.0753953
Hi,
I need some help with Portfolio Optimization problem. I am trying to find
the minimum variance portfolio subjected to constraints on weights like
/x1 w1 x2
x3 w2 x4/i
I need help with solving for the minimum variance portfolio as solve.QP
doesn't allow me to specify the lower boundaries.
Hi all,
Have a problem. Trying to read in a data set that has about 112,000,000
rows and 8 columns and obviously enough it was too big for R to handle. The
columns are mode up of 2 integer columns and 6 logical columns. The text
file is about 4.2 Gb in size. Also I have 4 Gb of RAM and 218 Gb of
Hello,
when I convert a factor like this a=01.10.2009
into a date using b=strptime(a, format=%d. %m. %Y).
It works very well.
But when I try to convert c = 2009/10 into a date using
d=strptime(c, format=%Y/%m)
it doesnt work at all. I get d=NA.
What did I do wrong?
Thank you very much for your
Hello,
I am actually trying to perform accumulation curves with the function
accumcomp (package BiodiversityR). I am working on a data set species
- sampling date - sampling sites and I would like to see the impact of
sampling pressure (increasing sampling date) on species richness.
Thanks for the helpful explanation.
As to your question, I sometimes use lavaan to fit univariate regressions
simply because it can handle missing data using FIML rather than listwise
deletion. Are there reasons to avoid this?
BTW, thanks for the update in the development version.
Andrew
On 2012-07-22 03:31, otsvetkova wrote:
How to adapt this piece of code but for: - gamma distribution - 3 parameter
log normal
More specifically, where can I find the specification of the parameter
(lmom) for pelgam() and pelln3()?
Lmom package info just gives: pelgam(lmom), lelln3(lmom), where
Hello,
I am currently trying to build a statistical model using MARS (multiple
adaptative regression splines) with package library earth v3.2-3
However I could not find a way to add a circular predictor, namely the wind
direction [0-360°] . In GAMS (library mgcv) there is the possibility to
use
try this; looks for strings of numbers with commas and quotes them:
x - readLines(textConnection(Time,Value
+ 32,-7,183246E-02
+ 32,05,3,469364E-02))
# process the data putting in quotes on scientific
x.new1 - gsub((-?[0-9]+,[0-9]+E-?[0-9]+), '\\1', x)
x.new1
[1] Time,Value
You have to supply a 'day' or the date is not known:
c = '2009/10'
d=strptime(paste0(c, '/1'), format=%Y/%m/%d)
d
[1] 2009-10-01
On Mon, Jul 23, 2012 at 9:05 AM, paladini palad...@beuth-hochschule.de wrote:
Hello,
when I convert a factor like this a=01.10.2009
into a date using
First of all, try to determine the smallest file you can read with an
empty workspace. Once you have done that, then break up your file
into that size sets and read them in. The next question is what do
you want to do with 112M rows of data. Can you process them a set a
time and then aggregate
On 23/07/2012 9:06 AM, Guillaume Meurice wrote:
Dear all,
I have some encoding problem which I'm not familiar with.
Here is the case :
I'm read data files which can have been generated from a computer either with
global settings in french or in english.
Here is an exemple ouf data file :
*
On Jul 23, 2012, at 15:06 , Guillaume Meurice wrote:
Dear all,
I have some encoding problem which I'm not familiar with.
Here is the case :
I'm read data files which can have been generated from a computer either
with global settings in french or in english.
Here is an exemple ouf
I'm new to R.
I am trying to create panel data with a slight alteration from a typical
dataset.
At present, I have data on a few hundred people with the dates of
occurrences for several events (like marriage and employment). The dates are
in year/quarter format, so 68.0
Your first example creates a four-way table (sex, familyhist, numrisk,
hypertension) and your second example adds four more risk factors. From the
second example, you can use margin.table() to sum across any set of
dimensions and ftable() to present the results of different slices. You
should be
Sounds like you would find it worthwhile to read a good Intro R
tutorial -- like the one that comes shipped with R. Have you done so?
If not, why not? If so, how about the data import/export manual?
I certainly wouldn't guarantee that these will answer all your
questions. They're just places to
This is chopped off. What happens next is important. EM can be used to
compute covariance matrices and conducts the statistical analysis without
imputing any missing values or it can be used to impute missing values to
create one or multiple data sets.
You might find Missing Data by Paul D.
Use read.table() with the row.names= argument set to the column number that
represents the row.names (presumably 1) and then convert the data.frame to a
matrix:
A - read.table(file=fname.csv, row.names=1)
B - as.matrix(A)
If you are using Windows, you can open Excel, copy the data, Copy and then
Dear all,
I'd like to ask you if there is a way to combine Rsquare, BIC, AIC values
after making imputations in R.
There are five data sets I imputed with mice and and than when I create new
variable and apply ologit model,
I could extract Beta coefficients and its standard errors, but don't
Hello,
I think this is a boundary issue. In your op you've said less not
less than or equal to.
Try using = and = to see what happens, I bet it solves it.
Rui Barradas
Em 23-07-2012 14:43, wwreith escreveu:
1.15 60 0.553555415 0.574892872
1.15 60 0.563183983
At 10:38 AM 7/23/2012, you wrote:
You might also find it useful to use Hadley Wickham's plyr
and/or reshape2 packages, whose aim is to standardize and simplify
data manipulation tasks.
Cheers,
Bert
I have already used R enough to have correctly imported the actual
data. After import, it is
Hi all,
I've spent quite a lot of time searching through the help lists and reading
about how best to run perform a 2-way ANOVA with unbalanced data. I realize
this has been covered a great deal so I was trying to avoid adding yet
another entry to the long list considering the use of different
This looks really ugly but it 'may' do what you want. I was too lazy to
generate enough raw data to check. Note i changed the names in x as they were
a bit clumsy.
x - data.frame( id = c(1,2), Event1= c(1,0), YEvent1 =
c(68.25,0), Event2 = c(0,1), YEvent2 = c(0,68.5))
y -
It would make much more sense to convert in the opposite direction.
Frank
willsurg wrote
I am looking to hire someone to convert a small bit of R code into SAS
code. The R code is about 2 word pages long and uses Snell's law to
convert likert scales. If you are willing to look at this, or
Did you try this?
image(x, xlim=c(0, 100), ylim=c(0, 100))
Jean
li li hannah@gmail.com wrote on 07/22/2012 09:28:33 PM:
Dear all,
I have a question regarding changing the xlim and ylim in the
function
image().
For example, in the following code, how can I have a heatmap with
On Mon, Jul 23, 2012 at 6:19 PM, Frank Harrell f.harr...@vanderbilt.edu wrote:
It would make much more sense to convert in the opposite direction.
Frank
I got the fear when I saw the unit of R code length was '[presumably
MS] Word pages'.
We had one student who wrote all her R code in MS
Bert,
Is it important that you end up with a data frame? If not, it would be
very easy to generate a list with the unique values for each column. For
example:
df - data.frame(v1 = sample(5, 20, T), v2 = sample(7, 20, T),
v3 = sample(9, 20, T), v4 = sample(11, 20, T))
lapply(df,
Why not just call the R code from SAS since SAS is supposed to have an
interface for using R within SAS?
On Mon, Jul 23, 2012 at 1:26 PM, Barry Rowlingson
b.rowling...@lancaster.ac.uk wrote:
On Mon, Jul 23, 2012 at 6:19 PM, Frank Harrell f.harr...@vanderbilt.edu
wrote:
It would make much more
Dear Nate,
I don't want to repeat everything that I previously said on this subject, both
on this email list and more generally, but briefly: The reason to do so-called
type-II tests is that they're maximally powerful for the main effects if the
interactions are nil, which is precisely the
On Mon, Jul 23, 2012 at 6:24 AM, MaheshT mahesh.m...@gmail.com wrote:
Hi,
I need some help with Portfolio Optimization problem. I am trying to find
the minimum variance portfolio subjected to constraints on weights like
/x1 w1 x2
x3 w2 x4/i
I need help with solving for the minimum
On Jul 23, 2012, at 18:58 , Nathan Miller wrote:
Hi all,
I've spent quite a lot of time searching through the help lists and reading
about how best to run perform a 2-way ANOVA with unbalanced data. I realize
this has been covered a great deal so I was trying to avoid adding yet
another
Hi, I am looking to hire someone to convert a small bit of R code into SAS
code. The R code is about 2 word pages long and uses Snell's law to convert
likert scales. If you are willing to look at this, or could point me to
someone who would, it would be very much appreciated.
Thanks in advance!
Hi,
I have a minor follow-up question:
In the example below, ann and nn in the third element of text are
matched. I would like to ignore all matches in which the character following
the match is one of [:alpha:]. How do I do this without removing the
ignore.case = TRUE argument of the strapply
Hi Miles and Yves,
I agree with Miles to use lavaan to do regression so that FIML can be used.
This is one of the amazing things that lavaan can do. If lavaan can handle
missing values for the univariate regression using FIML, I don't see why you
want to avoid it.
ya
From: Andrew Miles
Dear John,
yes, the superscript shall say that the quadratic term of Catholicproportion
is included as well (plus the interaction terms with it). In my dataset the
quadratic Catholicproportion is already included as a variable of its own,
so it should be fine or do I have to use the syntax with
try
row.names(your.data.frame)-NULL
Salut!
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Hi everybody,
I am doing Indicator species analysis using the function indval from the
package labdsv.
For further analysis I need the values Number of Significant Indicators
and Sum of Indicator Values that is calculated from the summary on my
indval object.
Hi all,
Â
I need to estimate the coefficient of Varma model with linear constraints. The
packages that I found that deal with Varma are dlm and dse. Does any of them
can be used in that case? I will be very grateful for any help.
Â
Anna Dudek
AGH University of Science and Technology in Krakow
Hi,
I am wokring on stacked R plot but i want to use shade color of red for each
stack and corresponding legend. How can i use it?
Regards
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Hi there,
I would like to solve the following equation in R to estimate 'a'. I have
the amp, d, x and y.
amp*y^2 = 2*a*(1-a)*(-a*d+(1-a)*x)^2
test data:
amp = 0.2370 y=
0.0233 d=
0.002 x=
0.091
Can anyone suggest how I can set this up?
Thanks,
Diviya
[[alternative HTML version
I'm having trouble building a dataset. I'm working with Census data from
Brazil, and the particular set I'm trying to get into right now is a
microdata sample which has 4 data files that are saved at .txt files full of
numbers. The folder also has lot of excel sheets and other text files
I encountered this error when I used readLines on a text file, and some of
the lines were empty. Once I extracted empty rows it worked fine, EG
Text = readLines(~/text.txt)
extracts = which(Text == )
Text = Text[-extracts]
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Hi Andrew,
I do not think there is a reason to avoid it for univariate regression
other than:
1) as was stated the predictors must be continuous
2) it will be slower (non issue for a handful of regressions on a few
thousand cases but for people doing thousands of regression on
millions of
On 23/07/2012 2:46 PM, Diviya Smith wrote:
Hi there,
I would like to solve the following equation in R to estimate 'a'. I have
the amp, d, x and y.
amp*y^2 = 2*a*(1-a)*(-a*d+(1-a)*x)^2
test data:
amp = 0.2370 y=
0.0233 d=
0.002 x=
0.091
Can anyone suggest how I can set this up?
See
Far too vague a question but perhaps something like
barplot(1:12, col = c(brown1, brown3, brown2, firebrick,
firebrick1, firebrick4,
firebrick3, firebrick2, darkred, red4, red3))
legend(topleft, col = c(brown1, brown3, brown2, firebrick,
firebrick1, firebrick4,
firebrick3, firebrick2, darkred,
Weren't you told to take a look at read.table() (both the function
help and the manual describing it)?
If the rows correspond in each data file, something like
do.call(cbind, lapply(dir(), read.table))
will possibly align the results of read.table()-ing each file in your
directory.
To parse
Diviya Smith wrote
Hi there,
I would like to solve the following equation in R to estimate 'a'. I have
the amp, d, x and y.
amp*y^2 = 2*a*(1-a)*(-a*d+(1-a)*x)^2
test data:
amp = 0.2370 y=
0.0233 d=
0.002 x=
0.091
Can anyone suggest how I can set this up?
This should help
Hello R users,
I've just defended my PhD dissertation, and I'm engaging in discussions with
the ruler lady. She has some problems with my figures. The problem is
that my nodes overlap the text that I've put inside of them.
Here is a url for the figure:
One of the things I would love to add to my package would be the
ability to compare more than two expressions in one call. But
unfortunately, I haven't found out so far whether (and if so, how) it
is possible to extract the elements of a ... object without
evaluating them.
Have a look at
I am not a professional and sorry if I bring any incorrect concept.
When you say impute, I guess you want to replace the missing part
by its conditional expection.
This is not safe if you do non-linear opearations later. An simple example
is the expection of quadratic form, E(X'AX) !=
Dear Andigo,
On Mon, 23 Jul 2012 07:42:49 -0700 (PDT)
Andigo andreas.goldb...@unige.ch wrote:
Dear John,
yes, the superscript shall say that the quadratic term of Catholicproportion
is included as well (plus the interaction terms with it). In my dataset the
quadratic Catholicproportion is
I will see if my SAS programer can do that, He initially had no idea what R
was, which is what prompted me looking for someone who knew R
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interesting idea, the problem is that I have a dataset of 27,000 and already
of coded in SAS. I have the R code and just need someone to duplicate it in
SAS. :)
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Sent
One of the things I would love to add to my package would be the
ability to compare more than two expressions in one call. But
unfortunately, I haven't found out so far whether (and if so, how) it
is possible to extract the elements of a ... object without
evaluating them.
Have a look at
On Mon, Jul 23, 2012 at 2:12 PM, S Ellison s.elli...@lgcgroup.com wrote:
One of the things I would love to add to my package would be the
ability to compare more than two expressions in one call. But
unfortunately, I haven't found out so far whether (and if so, how) it
is possible to extract
I am having trouble using the R2wd package. The last time I used it
successfully, I was running an earlier version of R and an earlier version
of Word with an earlier Windows OS. I'm not sure which if any of these
changes might be contributing to the problem. Right now I'm using
R
You actually have a SAS programmer who has never heard of R?
On Mon, 23 Jul 2012 11:52:14 -0700 willsurg surg...@mac.com wrote:
I will see if my SAS programer can do that, He initially had no idea what R
was, which is what prompted me looking for someone who knew R
--
View this
list(...) evaluates the things in ...
E.g.,
f0 - function(x, ...) list(...)
f0(1, warning(Hmm), stop(Oops), cat(some output\n))[[2]]
Error in f0(1, warning(Hmm), stop(Oops), cat(some output\n)) : Oops
In addition: Warning message:
In f0(1, warning(Hmm), stop(Oops), cat(some
Bill:
Is there some reason to prefer your odd idiom to match.call, perhaps
as as.list(match.call()), as proposed by Hadley?
-- Bert
On Mon, Jul 23, 2012 at 2:25 PM, William Dunlap wdun...@tibco.com wrote:
list(...) evaluates the things in ...
E.g.,
f0 - function(x, ...) list(...)
... or better still, the idiom used in update.default:
match.call(expand.dots=FALSE)$...
?
-- Bert
On Mon, Jul 23, 2012 at 2:45 PM, Bert Gunter bgun...@gene.com wrote:
Bill:
Is there some reason to prefer your odd idiom to match.call, perhaps
as as.list(match.call()), as proposed by Hadley?
I tend not to use match.call for this because it feels like I'm repeating
work (argument matching) that has already been done. Also, match.call's
output needs to be processed a bit to get the expressions.
The following 2 functions give the same results, a pairlist of the unevaluated
arguments
On Jul 23, 2012, at 10:33 AM, Jeff wrote:
At 10:38 AM 7/23/2012, you wrote:
You might also find it useful to use Hadley Wickham's plyr
and/or reshape2 packages, whose aim is to standardize and simplify
data manipulation tasks.
Cheers,
Bert
I have already used R enough to have correctly
On 7/23/2012 4:25 PM, Jean V Adams wrote:
I am having trouble using the R2wd package. The last time I used it
successfully, I was running an earlier version of R and an earlier version
of Word with an earlier Windows OS. I'm not sure which if any of these
changes might be contributing to the
I would appreciate
* guidance regarding translation of IDL routines to R, generally
* assistance translating two IDL routines to R, specifically
Why I ask:
I'm slowly learning how to do atmospheric modeling. One language that
has been been popular in this space is IDL
R can do all this, but you'll need to get into specifics a little
more. Most of your code is covered by R's ?read.table, ?data.frame,
?array, ?file and ?Extract. See the ncdf (or ncdf4 or RNetCDF)
package for examples that will look quite similar to the IDL code that
opens a NetCDF file.
You
I am thinking about submitting a package to CRAN that contains some
units conversion functions that I use on a regular basis. Would this be
helpful to the community, or would it be better to keep this as a
personal package? I don't want to clutter CRAN.
many thanks,
--
Stephen Sefick
On Mon, Jul 23, 2012 at 8:12 PM, Stephen Sefick sas0...@auburn.edu wrote:
I am thinking about submitting a package to CRAN that contains some units
conversion functions that I use on a regular basis. Would this be helpful
to the community, or would it be better to keep this as a personal
At 06:33 PM 7/23/2012, David Winsemius wrote:
I didn't see a clear way to use either reshape() or the plyr/reshape2
packages to do this, (but would enjoy seeing an example that improved
my understanding on this path) so I just looked at your x and then
created a scaffold with the number of
If you haven't already, you might try findFn in the sos package to
look for other functions that do things similar to what your functions
do. If your package offers some functionality not present in other
packages, I'd encourage you to submit it to CRAN. Again, if you haven't
already done
On 24/07/12 12:12, Stephen Sefick wrote:
I am thinking about submitting a package to CRAN that contains some
units conversion functions that I use on a regular basis. Would this
be helpful to the community, or would it be better to keep this as a
personal package? I don't want to clutter
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