On Oct 20, 2013, at 9:54 PM, Mark Leeds marklee...@gmail.com wrote:
Bill: I didn't look at the code but I think the OP means that during the
nlminb algorithm,
the variance covariance parameters hit values such that the covariance matrix
estimate becomes negative definite.
Yes, that is
Greatly enrich my mind.
Thank you!
David
2013/10/16 Spencer Graves spencer.gra...@structuremonitoring.com
On 10/15/2013 5:37 PM, Marino David wrote:
Hi Spencer:
Thanks for your interpretation again and again. Your statement does
enable me to have a good understanding of Gaussian
Hi
From your first post if any of variables is not numeric this command
mY-cbind(G, T, Y, news)
makes mY also nonumeric.
so look at structure of
D data.frame which results from reading your csv file by
str(D)
Regards
Petr
-Original Message-
From: r-help-boun...@r-project.org
On 21/10/2013 04:18, David Degras wrote:
Hi All,
After successfully setting up the Accelerate BLAS library via
'UNsucessfully' ...
This is a question for R-sig-MAC: see the posting guide, and you need to
ask how to achieve whatever you are trying to do, rather than tell us
how you broke
Hello dear R-help members,
I am currently teaching students on kernel density estimators, and I was
hoping to show them an animation of the convolution which is taking place
in the density function. I wrote a (somewhat clunky) piece of code to
reproduce the density function, but I seem to get
my mistake. since nlminb is minimizing, it should be +Inf ( so that the
likelihood
is large ) as you pointed out. Note that this approach is a heuristic and
may not work all the time.
On Mon, Oct 21, 2013 at 3:01 AM, Steven LeBlanc ores...@gmail.com wrote:
On Oct 20, 2013, at
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-bounces@r-
project.org] On Behalf Of eliza botto
Sent: 19 October 2013 22:27
To: r-help@r-project.org
Subject: [R] blod dot size and name in plot
Dear useRs,I have the following data z of two variables x(z[,1])
This is one area where more internal communication between the objective
function (inadmissible inputs) and optimizer (e.g., Quasi-Newton) is
needed. This is NOT done at the moment in R, nor in most software. An
area for RD. In Nash and Walker-Smith (1987) we did some of this in
BASIC back in
Dear all,
I have to load more than 1000 matrices from desktop which all of them have
the same size.
If I do it manually, it would be very hard, can you please guide me how to
load them and merge them together ?
for example I want to put them one after another
X1 X2 X3 etc
Many thanks,
Mohammad
Dear R,
We are trying to understand the calculation of loglikelihood in the ramps
package. Our calculations do not agree with the package's. Can anyone
explain why not?
Here's an example using a small data set.
# create small dataset
library(ramps)
data(NURE) ## NURE is included in ramps
Hi,
May be this helps:
dat1 - structure(
res - dat1[!(duplicated(dat1$date) dat1$admit==0),]
A.K.
I want to remove duplicate dates if the value of admit is 0. How could I
realize this in R? Reproducible sample data is here:
structure(list(date = structure(c(13879, 13879, 13880, 13880,
Have you read An Introduction to R (ships with R) or any R web
tutorials to learn how R works? If not, don't you think you should
before posting here? Your question appears to be rather basic.
Cheers,
Bert
On Mon, Oct 21, 2013 at 3:18 AM, Mohammad Goodarzi
mohammad.goda...@gmail.com wrote:
Dear
You may get an answer here, but this appears to be something that you
should address to the package maintainer or package author.
Cheers,
Bert
On Mon, Oct 21, 2013 at 7:04 AM, zhe zhao zzgt2...@gmail.com wrote:
Dear R,
We are trying to understand the calculation of loglikelihood in the ramps
Hi all,
I am having 4 vectors like
Data: num [1:4, 1:32] -82.8 -81.8 -75.5 -107.6 -87.6 ...
and I want to calculate the correlation between those.
Is there a graphical way in R to plot the correlations or not?
I would like to thank you in advance for your help
Regards
Alex
Try defining the function
theta345toSigma - function(theta) {
cholSigma - cbind(c(theta[3], 0), c(theta[4], theta[5]))
crossprod(cholSigma) # t(cholSigma) %*% cholSigma)
}
This creates a positive definite matrix for any theta (and
any positive definite matrix has such a
thanks bill. that's a neat trick that I haven't seen before. now I see what
you're saying
much more clearly. steven: bill's method should be faster than mine because
it won't
have rejection iterations like my idea will.
On Mon, Oct 21, 2013 at 10:52 AM, William Dunlap wdun...@tibco.com wrote:
?list.files
?read.table
?rbind
Jim Holtman
Data Munger Guru
What is the problem that you are trying to solve?
Tell me what you want to do, not how you want to do it.
On Mon, Oct 21, 2013 at 6:18 AM, Mohammad Goodarzi
mohammad.goda...@gmail.com wrote:
Dear all,
I have to load more than 1000
My data is sampled once per minute. There are invalid samples, leaving
a lot of holes in the samples, successful sample is around 80% of all
minutes in a day. and during the last 4 months sampling, one month's
data was stored on a harddisk that failed, leaving a month's gap in
between.
So am I
See fortune(174).
It is best to avoid using '-', if you tell us what you are trying to
accomplish then we may be able to provide a better means to accomplish
it.
On Sat, Oct 19, 2013 at 10:28 PM, Taiyun Wei weitai...@gmail.com wrote:
Dear All,
opt = list()
opt$aa - TRUE
Error in opt$aa -
[I added r-help to the cc again. Please keep the replies on the list as
there are others who can contribute to or learn from them.]
I also learned you have to be very careful with the starting value, as the
simple identity
matrix becomes singular under the transformation.
That is why I
You could try the corrgram or corrplot packages.
kw
On Mon, Oct 21, 2013 at 9:45 AM, Alaios ala...@yahoo.com wrote:
Hi all,
I am having 4 vectors like
Data: num [1:4, 1:32] -82.8 -81.8 -75.5 -107.6 -87.6 ...
and I want to calculate the correlation between those.
Is there a graphical
Hi All,
I am struggling with something, and could use some help
I have a scenario where I need to draw lines onto a base image using R â
briefly, the image has what amounts to an outline âmapâ of locations, and
the lines will correspond to âroutesâ between two
Dear List,
I apologise in advance for all my questions.
I am interested to predict the habitat selection of fish species using the
hurdle model. I know that I can perform this in R with the function
predict.hurdle() on newdata, however how this work is not entirely clear.
Usually with a
Hi everyone,
I have a data frame that is quite huge (dozens of millions of lines).
It looks like this :
Name     Value
Name1Â Â Â 156
Name2Â Â Â 458963
Name3Â Â Â 758
...
Name143 89325
Name1Â Â Â Â 4678
Name42Â Â 766
Name144 777
...
Name2Â Â Â Â 46767
...
Each name and and value
I just found out what I was looking for, aggregate did the trick:
AggregatedList - aggregate(data = Sample, Value ~ Name, list)
Hope this will help someone else!
Sartene Bel
Message du 21/10/13 à 16h29
De : sart...@voila.fr
A : r-help@r-project.org
Copie à :
Objet : Aggregate values in
The British and Irish Region of the International Biometric Society
would like to bring your attention to a half-day meeting on Statistical
Software Interoperability on Thursday 14th November 2013 at the
headquarters of the Royal Statistical Society, Errol Street, London, UK.
Please see
hi john. I knew it wasn't that simple and was thinking of asking you to
comment. so thanks for commenting. any good references are appreciated
also. In the various texts I have, this issue is seldom talked about.
On Mon, Oct 21, 2013 at 8:43 AM, Prof J C Nash (U30A) nas...@uottawa.cawrote:
Hi,
We are a company developing a software mainly in C++.
We want to integrate R inside our software in order to use mainly the
engine (usual stats as mean, sigma, Pearson, outlier detection, CPA,
multivariate, ...) and probably later the chart solution.
Of course we don't want to
Steven: I'm not sure if it makes a difference but you might want to start
off with the square root of sigmaStart because that will really start you
off with sigmaStart. Essentially, what
Bill is doing is a reparameterization using the correlation and the 2
standard deviations so compute those
Hi Arun:
Thanks for your help. Seperate files are being created by concatenating the
rows from the two files but I was looking to have them as columns rather
than text. This is the way it appears in Excel with row # at the beginning.
X Y1 Y2
1 1 4 0 20 17 1 20 52 15 18
Ideally I would like it to
Don't cross-post. If discussed further, this should probably be in r-devel, but
I am not on that list.
Also, what is your question? I don't really see a question here. It might be
along the lines of what technical solutions others like, but your research
seems thorough enough for you to apply
If you have over a thousand files on your desktop, you have bigger problems
than just how to load them into R.
Where do these files come from, and why do you want to merge them into a
single entity?
--
View this message in context:
Hi,
I am getting this.
res - lapply(seq_len(nrow(Y1)),function(i) {dat -
data.frame(X=i,Y1=unlist(Y1[i,]),Y2=unlist(Y2[i,])); row.names(dat) -
1:nrow(dat);
write.csv(dat,paste0(Anam,i,.csv),row.names=FALSE,quote=FALSE)})
dat1 - read.csv(Anam1.csv,header=TRUE)
dat1
X Y1 Y2
1 1 4 20
2
Steve E. wrote
Hi R users,
I am having some trouble with a very simple function that I hope that you
might be able to help me with (and, really, to shed some light on how
functions work generally). I have a series of very small 2-column data
frames of which I need to change the column
On Oct 19, 2013, at 19:03 , Duncan Murdoch wrote:
On 13-10-18 1:54 PM, Bert Gunter wrote:
Yes, similar, but better, as match.call() will get unwanted named
arguments, too.
However, I do not understand the
substitute(...())
idiom. Would you care to explain it? (No is an acceptable
Hi,
Could you please help?
Heatmap doesn't work with:
heatmap(as.matrix(SPIV2),na.rm = T)
Error in hclustfun(distfun(x)) :
NA/NaN/Inf in foreign function call (arg 11)
There are no 0 data rows or column
Thanks a lot
Regards
---
Just curious, does substitute(...()) buy you anything that you don't get from
the
straightforward
match.call(expand.dots=FALSE)$...
substitute() makes is easier to bury the idiom in a function so you don't have
to
remember the weird syntax.
dotdotdot1 - function(...)substitute(...())
On Oct 21, 2013, at 11:45 AM, Carl Witthoft wrote:
Steve E. wrote
Hi R users,
I am having some trouble with a very simple function that I hope that you
might be able to help me with (and, really, to shed some light on how
functions work generally). I have a series of very small 2-column
All,
I am using a sum of squared differences in the objective function of an
optimization problem I am doing and I have managed to speed it up using the
outer function versus the nested for loops, but my suspicion is that the
calculation could be done even quicker. Please see the code below
Bos, Roger roger.bos at rothschild.com writes:
I am using a sum of squared differences in the
objective function of an optimization problem I am
doing and I
have managed to speed it up using the
outer function versus the nested for loops, but my
suspicion is that
the calculation could be
Ken Knoblauch ken.knoblauch at inserm.fr writes:
Bos, Roger roger.bos at rothschild.com writes:
I am using a sum of squared differences in the
objective function of an optimization problem I am
doing and I
have managed to speed it up using the
outer function versus the nested for
I am trying to update R from 3.0.1 to 3.0.2. The installer quits saying I need
a Mac OS of
at least 10.6. I have 10.8.5. I have tried several times over a period of 2
weeks hoping the
problem would be fixed. Suggestions?
Richard A. Berk
be...@wharton.upenn.edumailto:be...@wharton.upenn.edu
Hi,
I have some field data from a randomized complete block design trial in two
locations and I would like to calculate BLUPs and BLUEs from this data. I´ve
run some analysis using the lem4 package but I am not too sure about the
results I got.
When I calculate the BLUPs considering
May I send a .zip file attached to a post?
--
View this message in context:
http://r.789695.n4.nabble.com/May-I-send-a-zip-attachment-to-a-post-tp4678742.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing
On Oct 21, 2013, at 2:15 PM, Hurr wrote:
May I send a .zip file attached to a post?
No.
--
David Winsemius
Alameda, CA, USA
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
I suggest you post to the R-sig-Mixed-models list rather than here. It
is specifically devoted to mixed models and you are more likely to get
an (reliable!) answer there.
Cheers,
Bert
On Mon, Oct 21, 2013 at 1:11 PM, Geraldo Carvalho Jr
g.acjun...@gmail.com wrote:
Hi,
I have some field data
Dear all,
I am trying to apply a post hoc test to a significant Kruskal-Wallis test.
I eventually found the function âpairw.kw()â of the package âasbioâ.
This
function has the following syntax:
pairw.kw(y, x, conf)
Arguments
y The response variable. A vector of quantitative responses.
Perhaps ask on r-sig-mac?
---
Jeff NewmillerThe . . Go Live...
DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go...
Live:
I need to learn how to set up two methods (java functions) so I can call them
from R.
Currently I just copy and paste R code into the R console.
A little piece of the R code inside a loop is:
linTm - linTimOfCalStg(dta[i,timCol],tlev)
calCk - calStgOfLinTim(linTm,tlev)
Sorry to bother, I want to construct a correlation matrix in multivariate
regression (several dependent variables and they are correlated in some ways)
like the followings,
1 0.8 0 0 … 0 0
0.8 1 0 0 …0 0
00 1 0.8 … 0 0
0 0 0.8 1 … 0 0
. . .
useRs,
I frequently require the following transform of a matrix that I call a
leftTranspose:
-- transposes x such that the last items of each row become
-- the first items in each column. E.g.,
-- a b c d
-- e f g h
-- becomes:
-- d h
-- c g
-- b f
-- a e
because
Dear Dr. Vokey,
Here is one approach, although may not be the more efficient:
x - matrix(1:8, ncol = 4)
x
# [,1] [,2] [,3] [,4]
#[1,]1357
#[2,]2468
t(x[, ncol(x):1])
# [,1] [,2]
#[1,]78
#[2,]56
#[3,]34
#[4,]12
Hi,
Try:
pairw.kw(y,factor(x),conf=.95)
A.K.
On Monday, October 21, 2013 7:10 PM, luigi marongiu marongiu.lu...@gmail.com
wrote:
Dear all,
I am trying to apply a post hoc test to a significant Kruskal-Wallis test.
I eventually found the function ‘pairw.kw()’ of the package “asbio”. This
Luigi,
agricolae has a nice function for this with the post hoc test as part of
the output.
AKK
On 10/21/2013 11:12 PM, arun wrote:
Hi,
Try:
pairw.kw(y,factor(x),conf=.95)
A.K.
On Monday, October 21, 2013 7:10 PM, luigi marongiu marongiu.lu...@gmail.com
wrote:
Dear all,
I am trying
On 10/22/2013 01:45 AM, Alaios wrote:
Hi all,
I am having 4 vectors like
Data: num [1:4, 1:32] -82.8 -81.8 -75.5 -107.6 -87.6 ...
and I want to calculate the correlation between those.
Is there a graphical way in R to plot the correlations or not?
I would like to thank you in advance for
Hi,
My name is Alexandre Khelifa and I have been using R at my work for about 2
years. I have been working on a project when we do Monte Carlo Simulation
and it involves a lot of calculations.
I am currently using R x64.3.0.1 and used to work on a 4GB machine.
However, the calculation time was
Hi,
I need some quick advice/help on loading packages. I want to write a
simple function to load a number of packages I intend to use at a
conference presentation. I'm thinking of something like:
fn.install - function(){install.packages(c(ggplot2,
scales), repos = c:\\temp)}
On Mon, Oct 21, 2013 at 4:12 PM, Alexandre Khelifa
akhel...@logitech.com wrote:
Hi,
My name is Alexandre Khelifa and I have been using R at my work for about 2
years. I have been working on a project when we do Monte Carlo Simulation
and it involves a lot of calculations.
I am currently
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