Hi
Those have zero and dividing by zero produces NA
(dg0%*%t(dx0))
[,1] [,2]
[1,]0 -0.75
[2,]0 0.50
(dx0%*%t(dg0))
[,1] [,2]
[1,] 0.00 0.0
[2,] -0.75 0.5
NAs propagates in further computation.
Regards
Petr
-Original Message-
From:
On 14-01-13 12:02 AM, Daniel Cher wrote:
Library tables and tabular function is neato.
I'm trying to figure out how to get percents other than just row and
columns. I'd like a percent of a factor.
That's a recent addition, still only on R-forge.
library(tables)
c=data.frame(
Dear R Experts,
Can anyone teach me how to modify the FMCD algorithm in R. If I wish to replace
the C-step in FMCD by the index set.
Let I(old)={pi(1)old,pi(2)old,...,p(h)old} and I(new)={pi(1)new,
pi(2)new,..,p(h)new} the index sets that correspond to the sample items in
H(old) and H(new)
In this calculation:
(dg0%*%t(dx0))
is
[,1] [,2]
[1,]0 -0.75
[2,]0 0.50
So: exp2 = NaN
It is extremely easy to find out the issue if you go back line by line,
this is a basic procedure of debugging. Please do it yourself next time.
On Mon, Jan 13, 2014 at 3:09 PM, IZHAK
How to find the package of a class given classname?
For example, there is a class called GAlignments, I want to do something
like
attr(GAlignments, package) that gives you the package where the class
is defined? But of course, attr(GAlignments, package) won't work...
You didn't say whether
Hello, I am using the R2Bayesx package to fit a GAM to time-series data and
then using this model to extrapolate beyond the extent of the time-series. The
prediction.bayesx function works quite well to predict the series, but does not
seem to provide uncertainty estimates for the prediction.
Hi,
Try:
dat1 - read.table(text=2008 India .. .. .. .. ..
2009 India - - - - -
2010 India 5 1 6 0 -
2011 India 20 2 21 2 2
2012 India 35 4 42 3 5
2013 India 88 10 74 6 ..
2008 Brazil 3 2 .. .. 2
2009 Brazil 6 4 - - 4,sep=,header=FALSE,stringsAsFactors=FALSE)
dat2 -
Hi,
Try:
dat1 - read.table(text=I V3 X210505 X210505.1 X417802 X417802.1 X420385
X420385.1 X420480 X420480.1
A A3205 B A B A B A B
A
M A3662 A B B B A B B
B
M AR0012
Hello
I was just forced to upgrade my OS X to Mavericks. Everything seemed to be
OK, R still worked seemingly fine within emacs (am using the latest
version, R 3.0.2, and the latest version of ESS, with Emacs 24.3.1) until I
tried loading the library extRemes. Apparently the call within that
On 13-01-2014, at 19:30, Claudia Tebaldi claudia.teba...@gmail.com wrote:
Hello
I was just forced to upgrade my OS X to Mavericks. Everything seemed to be
OK, R still worked seemingly fine within emacs (am using the latest
version, R 3.0.2, and the latest version of ESS, with Emacs 24.3.1)
Yes, thank you, as I said I did reinstall R and tcltk. That's not the
problem.
For some reason loading the package still makes R crash.
Claudia Tebaldi
Project Scientist,
CGD/NCAR
and Science Fellow
Climate Central
(303) 497 1710 w
(303) 775 5365 c
On Mon, Jan 13, 2014 at 11:51 AM, Berend
On 13-01-2014, at 19:53, Claudia Tebaldi claudia.teba...@gmail.com wrote:
Yes, thank you, as I said I did reinstall R and tcltk. That's not the
problem.
Look at what you wrote:
I tried reinstalling
everything (R and the packages, and the tools' tcltk package -- even if I
think it should
Dear Claudia,
The R Commander installation notes at
http://socserv.socsci.mcmaster.ca/jfox/Misc/Rcmdr/installation-notes.html
have some information (near the bottom) about trouble-shooting tcltk problems
on Mac OS X. Maybe they will help.
Best,
John
I have a table that consists of the following country codes and frequencies:
AE AN AR AT AU BB BD BE BH BM BN BO BR BS CA CH CM CN CO CR CY DE DK DO
EC ES
0 3 0 2 1 31 4 1 1 1 45 1 1 4 5 86 3 1 8 1 2 1 8 2 1
2 4
FI FR GB GR GU HK ID IE IL IN IO IT JM JP KH KR KY LU LV MO
I am using the coxph() function (from the 'survival' package) for a data
set that requires one of the covariates to be treated as time-dependent.
The issue is with this data set is there are some covariate values that are
missing at the time point when the event occurs.
For example:
Person A:
On 01/14/2014 06:15 AM, Jeff Johnson wrote:
I have a table that consists of the following country codes and frequencies:
AE AN AR AT AU BB BD BE BH BM BN BO BR BS CA CH CM CN CO CR CY DE DK DO
EC ES
0 3 0 2 1 31 4 1 1 1 45 1 1 4 5 86 3 1 8 1 2 1 8 2 1
2 4
FI FR GB
On Jan 13, 2014, at 10:50 AM, Phil Stevenson wrote:
I am using the coxph() function (from the 'survival' package) for a data
set that requires one of the covariates to be treated as time-dependent.
The issue is with this data set is there are some covariate values that are
missing at the time
I have never used R-help to pose a question to the R-users community; is
sending this Email the right way to do so?
I am trying to use the ddply function in the plyr package to accomplish the
following:
I have a data frame of the type:
ticker monthend_n wgtdiff ret
156 AA
Hello,
I am so sorry, but I have been struggling with the code for the entire day.
I have a very simple dataset that looks like this:
response=c(45,47,24,35,47,56,29)
sub=c(A,A,B,B,C,C,C£©
time=c(1,2,1,2,1,2,3)
gdata=cbind(response,sub,time)
Namely, for three subjects, each has 2 or 3
Hi,
Try:
ddply(test,.(monthend_n),mutate,quintiles=cut(wgtdiff,5))
A.K.
On Monday, January 13, 2014 5:32 PM, Amitabh Dugar cleverc...@yahoo.com wrote:
I have never used R-help to pose a question to the R-users community; is
sending this Email the right way to do so?
I am trying to use the
On 12 Jan 2014, at 21:36 , John C Frain fra...@gmail.com wrote:
Have a look at
http://davegiles.blogspot.ie/2013/10/more-on-distribution-of-r-squared.html
Or head directly for the Wikipedia page for the noncentral beta distribution
(and/or noncentral F). Giles doesn't really do the
On Jan 13, 2014, at 1:29 PM, Amitabh Dugar wrote:
I have never used R-help to pose a question to the R-users community; is
sending this Email the right way to do so?
I am trying to use the ddply function in the plyr package to accomplish the
following:
I have a data frame of the type:
If the problem is that not all y-axis labels fit on the horizontal barplot
with the default settings, you can rotate then to horizontal with las=1
and reduce their size with cex.names=0.5 to avoid overlap, as in
barplot(structure(1:50, names=state.name), horiz=TRUE,las=1, cex.names=0.5)
or,
Hi R community,
i have a data frame of streamflow for 23 years, i.e.
date year month day wy yd wyd modQ
1 1965-10-01 196510 1 1966 274 1 0.3341630
2 1965-10-02 196510 2 1966 275 2 0.3223247
3 1965-10-03 196510 3 1966 276 3 0.3109057
i only want to plot 1
On 01/14/2014 11:39 AM, Janet Choate wrote:
Hi R community,
i have a data frame of streamflow for 23 years, i.e.
date year month day wy yd wyd modQ
1 1965-10-01 196510 1 1966 274 1 0.3341630
2 1965-10-02 196510 2 1966 275 2 0.3223247
3 1965-10-03 196510 3
On Jan 13, 2014, at 4:39 PM, Janet Choate wrote:
Hi R community,
i have a data frame of streamflow for 23 years, i.e.
date year month day wy yd wyd modQ
1 1965-10-01 196510 1 1966 274 1 0.3341630
2 1965-10-02 196510 2 1966 275 2 0.3223247
3 1965-10-03 1965
Hi Janet,
You may also check library(xts).
mod.sage - read.table(text=date year month day wy yd wyd modQ
1 1965-10-01 1965 10 1 1966 274 1 0.3341630
2 1965-10-02 1965 10 2 1966 275 2 0.3223247
3 1965-10-03 1965 10 3 1966 276 3 0.3459057
4 1965-10-04 1965 10 4 1966 277
Amanda Li amandali at uchicago.edu writes:
Hello,
I am so sorry, but I have been struggling with
the code for the entire day.
I have a very simple dataset that looks like this:
response=c(45,47,24,35,47,56,29)
sub=c(A,A,B,B,C,C,C£©
time=c(1,2,1,2,1,2,3)
Dear R helpers!,
I have a question on how to run a regression with many indices.
To give you a practical example,
let
y_{itabp} be an dependent variable (representing prices) indexed by
i=country, t=time, a=area, b=brand and p=package size.
In
particular, we collected prices on the
Hi everyone,
I have been doing PCA using bio3d. My protein of interest has two
domains and there are two crystal structures, one in a closed (domains
are close together) and one in an open state (domains are nearly
opposite each other). I ran MD simulations on both states and did PCA.
When
Hi Bianca,
If the domains are rotated between the trajectories, the motion cannot be
captured by a single linear component. Think of projecting an arc on a
straight line. You loose the (deflection) part on the second component.
That looks like squashing. I've mentioned this in relation to MD
On Jan 13, 2014, at 4:28 PM, andrews Nikolaiv wrote:
Dear R helpers!,
I have a question on how to run a regression with many indices.
To give you a practical example,
let
y_{itabp} be an dependent variable (representing prices) indexed by
i=country, t=time, a=area, b=brand
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