This is the Rprof() report by self time.
Is it also possible that these routines, which take long self.time, are causing
the optim() to be slow?
$by.self
self.time self.pct total.time total.pct
FUN 94.16 16.5 94.16 16.5
unlist
Hello Lady or Sir,
I want to do model selection with 'step' function. But there is a trouble to
me.
For example, there are 5 independent variables, X0,X1,X2,X3 and X4; and 1
dependent variable y.
I want to run stepwise regression y ~ X0 + X1 + X2 + X3 + X4, and I want to
keep X0 always in the
Dear Mark and all,
I am searching for a way to add a title to the colorkey in contourplot
(lattice) too and happy to see I am not the only one with this problem.
Did you already find out a solution, or is anyone else able to help us?
(For others, see below for an example by Mark)
regards,
Dear R Users!
I've want to save a lattice parallel plot with legend as png:
Plotting with legend works well, but when trying to save the plot there occurs
a problem with the legend.
###
require(lattice)
#Some data:
data-matrix(rnorm(100),ncol=5)
Achim Zeileis wrote:
Julia:
I'm trying now to apply the package strucchange to see whether there
is a structural change in linear regression. I have noted the
following problem that arises in my case with recursive-based CUSUM:
generic function recresid() in efp() generates an error, since
Thanks for all the help.
I also checked Dalgaard's R book and the explanation of the wilcox.test is
very clear compared to the example in R documentation. Thanks. :handshake:
--
View this message in context:
http://old.nabble.com/wilcox.test-construction-in-r-tp26148779p26156041.html
Sent from
Hi,
You can use Mulitidimensional Scaling techinque on the Cluster center
data with 2 dimensions. And then you can plot the the dimensional
coordinates to get the feel of clusters.
Javed
On Sun, Nov 1, 2009 at 3:48 AM, Albyn Jones jo...@reed.edu wrote:
oops, I see the answer in your
In my disk C:/ have a a.csv file, I want to read it to R, importantly, when
I use x=read.csv(C:/a.csv) ,the x format is data.frame, I want to it to
become matrix format, how can I do it ?
thank you!
--
View this message in context:
Erin Hodgess wrote:
Dear R People:
I have the output from an arima model fit in an object xxx.
I want to verify that the ma1 coefficient is there, so I did the following:
xxx$coef
ar1ar2ma1 intercept
1.3841297 -0.4985667 -0.996 -0.1091657
str(xxx$coef)
Named
can try
matrix.x - as.matrix(x)
On Mon, Nov 2, 2009 at 8:38 PM, bbslover dlu...@yeah.net wrote:
In my disk C:/ have a a.csv file, I want to read it to R, importantly,
when
I use x=read.csv(C:/a.csv) ,the x format is data.frame, I want to it
to
become matrix format, how can I do it
On 11/02/2009 05:04 PM, Steven Kang wrote:
Dear R users,
I wish to utilise processed and saved objects as arguments of a function.
Specifically, I have created objects using *assign* *paste* functions
with an incremental index i, the names of the objects are:
fund1, fund2, fund3,.,
Hi,
I'm trying to normalize some data.
My data is organized by groups. I want to normalize PER GROUP as
opposed to over the entire data set.
The current double loop that I'm using takes almost an hour to run on
about 30,000 rows of data in 2,500 groups.
I'm currently doing this:
Wenxin Liu wrote:
Hello Lady or Sir,
I want to do model selection with 'step' function. But there is a trouble to
me.
For example, there are 5 independent variables, X0,X1,X2,X3 and X4; and 1
dependent variable y.
I want to run stepwise regression y ~ X0 + X1 + X2 + X3 + X4, and I want to
keep
you could try something along these lines:
data - data.frame(y = rnorm(100), group = rep(1:10, each = 10))
data$sum - ave(data$y, data$group, FUN = sum)
data$norm.y - data$y / data$sum
data
I hope it helps.
Best,
Dimitris
Noah Silverman wrote:
Hi,
I'm trying to normalize some data.
My
Hi,
I am interested to use Kernel Density Estimation on bivariate data for
multi-class classification.
So far, I have managed to use the 'ks' package to plot the contours of the
kernel density estimates based on 8-class training dataset with only 2
variables.
However, I do not know
Dear Jose,
I can't see why it shouldn't, as long as the quarterly index has a natural and
recognizable ordering: this could be the only issue. Do not expect 'plm' to
cope with things like mar-09, apr-09, ..., at least not out of the box (maybe
there is room for improvement here). All the rest
Koffler Daniel wrote:
Dear R Users!
I've want to save a lattice parallel plot with legend as png:
Plotting with legend works well, but when trying to save the plot there occurs
a problem with the legend.
###
require(lattice)
#Some data:
Hi R Community:
I want to take the difference in two dates:
dt2 - dt1.
But, I want the answer in months between those 2 dates.
Can you advise me?
Please respond to: p...@cdc.gov
Thank you!
Phil Smith
Centers for Disease Control and Prevention
__
Dimitris Rizopoulos wrote:
you could try something along these lines:
data - data.frame(y = rnorm(100), group = rep(1:10, each = 10))
data$sum - ave(data$y, data$group, FUN = sum)
data$norm.y - data$y / data$sum
data
.. or even
transform(data, norm=ave(y, group, FUN = function(x)
I would like to replace all occurences of
/pc
with
\%
using something like
sub(/pc, \%, x)
but I am unable to make the '\' pass through.
Any hint?
Thanks,
Roberto
__
R-help@r-project.org mailing list
On Mon, 02 Nov 2009 06:29:54 -0500 Phil Smith
philipsm...@alumni.albany.edu wrote:
I want to take the difference in two dates:
dt2 - dt1.
But, I want the answer in months between those 2 dates.
What do you mean by 'months'? The number of days in a month vary, so the
number of months
Since months have different lengths the difference in months is not
well defined but lets define it as the difference between the first of
the month of two dates. In that case we can use as.yearmon of the zoo
package. It converts to year/months, dropping days, using an internal
representation of
On Mon, 2 Nov 2009, Phil Smith wrote:
Hi R Community:
I want to take the difference in two dates:
dt2 - dt1.
But, I want the answer in months between those 2 dates.
Can you advise me?
How long is a month?
difftime() can give you an answer in days, which might suffice if you
define a
It's a bit strange:
sub(/pc, '\\%', x)
[1] %
sub(/pc, '%', x)
[1] \\%
Also with fixed I'm not able to get a single \ as return value.
Sander
On 2 nov 2009, at 12:36, Roberto Brunelli wrote:
I would like to replace all occurences of
/pc
with
\%
using something like
sub(/pc,
Hmmm ... that should do it, thanks. But how would one use this on a file
without reading it into memory completely?
Joh
On Wednesday 28 October 2009 16:29:00 Prof Brian Ripley wrote:
Do you mean like regexpr() (on the same help page)?
Depending on your locale, you might actually prefer the
On Mon, 2 Nov 2009, Johannes Graumann wrote:
Hmmm ... that should do it, thanks. But how would one use this on a file
without reading it into memory completely?
?file, ?readLines, ?readBin
will tell you about connections.
Joh
On Wednesday 28 October 2009 16:29:00 Prof Brian Ripley wrote:
Hi List,
Just to close this thread. It seems my problem was of a more haste
less speed nature, i.e. a typo, which Duncan helpfully pointed out.
I was installing RSPerl with the command:
R CMD INSTALL -c --configure-args=--with-modules='IO Fcntl Socket
Storable XML::Parser::Expat DB_File::Glob
Hello all,
I have almost finished the development of a new package where ideas
from Tamara Munzner, George Furnas and Costa and Venturini are
implemented.
1.- Da Costa, David Venturini, Gilles (2006). An Interactive
Visualization Environment for Data Exploration Using Points of
Interest. adma
Dear All,
I'm doing an imputation on few missing data and is looking for an additive
decomposition method in R. Could someone please advice me the way to do this?
Thank you
Fir
__
R-help@r-project.org mailing list
Dear R experts
I am running a negative-binomial GLM (glm.nb) to test the null hypotheses
that species 1 and 2 are equally abundant between site 1 and site2, and
between each other. So, I have a 2x2 factorial design with factors Site
(1,2) and Taxon (1,2).
Since the Site:Taxon interaction is
r-help.20.trevva wrote:
Dear R-ers,
I'm not sure if this is a missing feature, a support request, or stupidity
on my part, but nevertheless, its a question. Is it possible to add titles
to colorkey legends? As far as I can tell, there is a command to do it for
normal key legends, but
Great, that works very well. What is the purpose of double brackets vs
single ones? I will remember next time to include a subset of the data, so
that readers can run the script. Thanks again for your help!
Benilton Carvalho wrote:
it appears that what you really want is to use:
It's a way of extracting from a list. See help([) or help(Extract)
Regards, Adai
dadrivr wrote:
Great, that works very well. What is the purpose of double brackets vs
single ones? I will remember next time to include a subset of the data, so
that readers can run the script. Thanks again for
It's a way of extracting from a list. See help([) or help(Extract).
dadrivr wrote:
Great, that works very well. What is the purpose of double brackets vs
single ones? I will remember next time to include a subset of the data, so
that readers can run the script. Thanks again for your help!
dear all,
This is a probably a silly question.
If I type
grep(x,c(a.x ,b.x,a.xx),value=TRUE)
[1] a.x b.x a.xx
Instead, I would like to obtain only
a.x b.x
How is it possible to get this result with grep()?
many thanks for your attention,
best,
vito
--
This would return a vector the names of objects whose names begin with
fund:
ls()[grep(^fund, ls())]
I'm such a grep-noob that I don't know off the top of my head what the
pattern should be to restrict it to only those objects with digits in
the next position.
Perhaps:
do.call( rbind,
Hi,
I am wondering if there is a simple way to fix the problem I am having.
For unknown reason, I could not get the full name of the factors to be
printed in the summary. I have tried to used summary.lm as well but the
problem still persists.
SJ$Weekday -
I know that this has been revisited over and over, yet I cannot figure out
how to solve this case of superscript troubles...
I would like the 2 in r2 to be superscript, yet I am pasting text before and
after it. I have tried several variations but have not solved this yet, any
suggestions?
legend
On Nov 2, 2009, at 8:40 AM, Maya Pfaff wrote:
Dear R experts
I am running a negative-binomial GLM (glm.nb) to test the null
hypotheses
that species 1 and 2 are equally abundant between site 1 and site2,
and
between each other. So, I have a 2x2 factorial design with factors
Site
(1,2)
Jacob Kasper wrote:
I know that this has been revisited over and over, yet I cannot figure out
how to solve this case of superscript troubles...
I would like the 2 in r2 to be superscript, yet I am pasting text before and
after it. I have tried several variations but have not solved this yet,
Hi,
Try this,
x = rnorm(1)
y = rnorm(1)
leg = bquote(r^2*=*.(round(x,digits=3))*, P=*.(round(y, digits=3)))
plot.new()
legend (bty =n,topright,legend=leg)
HTH,
baptiste
2009/11/2 Jacob Kasper jacobkas...@gmail.com:
I know that this has been revisited over and over, yet I cannot figure out
On Sun, Nov 1, 2009 at 9:01 AM, wenjun zheng wjzhen...@gmail.com wrote:
Hi R Users,
When I use package lme4 for mixed model analysis, I can't distinguish
the significant and insignificant variables from all random independent
variables.
Here is my data and result:
Data:
It would be useful to say which package the object SJ comes from or
provide a more reproducible example.
Assuming that Demand variable is continuous and you are fitting a
standard lm() model, then your results looks suspicious. Where are the
coefficients for Month, Holiday, Season?
An example will help show the difference between single vs. double brackets.
## xl is a list with three elements
xl - list( a=1:3, b=2:7, c=c('X','Y'))
xl
$a
[1] 1 2 3
$b
[1] 2 3 4 5 6 7
$c
[1] X Y
## with single brackets, we get a subset. A subset of a list is still a list
xl[1]
On Nov 2, 2009, at 9:57 AM, Vito Muggeo (UniPa) wrote:
dear all,
This is a probably a silly question.
If I type
grep(x,c(a.x ,b.x,a.xx),value=TRUE)
[1] a.x b.x a.xx
grep(\\.x\\b,c(a.x ,b.x,a.xx),value=TRUE)
[1] a.x b.x
Or:
grep(\\.x$,c(a.x ,b.x,a.xx),value=TRUE)
[1] a.x b.x
Why you
All:
Attached is the output file from building R 2.10.0 on RedHat Linux. I
have never previously experienced any problems when building R from
source with new releases. But, now I get a compile error with the Matrix
package:
CHOLMOD/Include/cholmod.h:87:22: error: UFconfig.h: No such file
Hi,
We could use qqplot to see how two distributions are different from each other.
To show better how they are different (departs from the straight line), how is
it possible to plot the straight line that goes through them? I am looking for
some thing like qqline for qqnorm. I thought of
Is this what you want: depends on it occurring at the endo of the string:
grep(\\.x[^x]*$,c(a.x ,b.x,a.xx),value=TRUE)
[1] a.x b.x
On Mon, Nov 2, 2009 at 9:57 AM, Vito Muggeo (UniPa)
vito.mug...@unipa.it wrote:
dear all,
This is a probably a silly question.
If I type
grep(x,c(a.x
On Nov 2, 2009, at 10:40 AM, carol white wrote:
Hi,
We could use qqplot to see how two distributions are different from
each other. To show better how they are different (departs from the
straight line), how is it possible to plot the straight line that
goes through them? I am looking
Jen-Chien and Adaikalavan,
Weekday is specified as an ordered factor, for which the default contrast
type is contr.poly, i.e., orthogonal-polynomial contrasts. I would have
expected a 6th-degree polynomial for the 7 days of the week, and there's a
message that suggests that 3 coefficients are
Carol,
You could run a line through the pairs of first and third quartiles of the
two distributions, i.e., c(quantile(x, .25), quantile(y, .25)) and
c(quantile(x, .75), quantile(y, .75)). (Of course, you'd want the line to
extend across the whole graph.)
I hope this helps,
John
-Original
if I have the two following matrices, abline(0,1) doesn't go through. QQplot is
attached.
[,1] [,2] [,3] [,4] [,5]
2.149644 1.992864 3.346375 2.793511 3.428230
1.100762 2.152981 2.735401 2.175185 3.323058
1.212406 2.131813 2.672598 2.389996 3.242490
1.183770
I am a long time user of R for financial time series analysis (xts, zoo,
etc) and for my next project I am thinking of adding the Python language to
the mix. The reason for adding Python is primarily its non-statistical
capabilities.
So my questions are what have people's experiences been with
bbslover wrote:
In my disk C:/ have a a.csv file, I want to read it to R, importantly,
when I use x=read.csv(C:/a.csv) ,the x format is data.frame, I want
to it to become matrix format, how can I do it ?
as.matrix should do the job; if it does not (second example), you probably
abline(0,1) is somewhere in the upper-left corner which you are unable
to see. At least the first distribution seems to have a larger mean
than the second one (i.e. they are not the same distribution).
Regards,
Yihui
--
Yihui Xie xieyi...@gmail.com
Phone: 515-294-6609 Web: http://yihui.name
So the conclusion is that abline(0,1) should always be used and if it doesn't
go through the qqplot, the two distributions are not similar?
Thanks
--- On Mon, 11/2/09, Yihui Xie xieyi...@gmail.com wrote:
From: Yihui Xie xieyi...@gmail.com
Subject: Re: [R] qqplot
To: carol white
David Winsemius dwinsem...@comcast.net wrote
I always assumed that the intercept was zero and the slope = unity.
y - rt(200, df = 5)
qqnorm(y); qqline(y, col = 2)
qqplot(y, rt(300, df = 5))
abline(0, 1, col=red)
Suppose you have the following
x - rnorm(500)
y - 500*(x + runif(500,
carol white wht_...@yahoo.com wrote
So the conclusion is that abline(0,1) should always be used and if it doesn't
go through the qqplot, the two distributions are not similar?
I think it depends what you mean by similar. E.g., if you mean are both of
these distributions (e.g.) normal? then
jeffc wrote:
Hi,
I would like to save a few dynamically created objects to disk. The
following is the basic flow of the code segment
for(i = 1:10) {
m = i:5
save(m, file = ...) ## ???
}
To distinguish different objects to be saved, I would like to save m as
m1, m2, m3 ...,
Peter Flom wrote:
David Winsemius dwinsem...@comcast.net wrote
I always assumed that the intercept was zero and the slope = unity.
y - rt(200, df = 5)
qqnorm(y); qqline(y, col = 2)
qqplot(y, rt(300, df = 5))
abline(0, 1, col=red)
Suppose you have the following
x - rnorm(500)
y - 500*(x
Dear Peter,
I assumed that Carol wanted to compare the shapes of the distributions and
to adjust for differences in centre and spread. To put a line through the
quartiles or to base a line on the medians and IQRs is more robust than
using the means and sds.
Best,
John
-Original
John Fox j...@mcmaster.ca wrote
I assumed that Carol wanted to compare the shapes of the distributions and
to adjust for differences in centre and spread. To put a line through the
quartiles or to base a line on the medians and IQRs is more robust than
using the means and sds.
Hi John
Indeed it
Peter Ehlers ehl...@ucalgary.ca wrote
That's not what qqline() does and for good reason - it treats
x and y asymmetrically.
But qqline() is a very simple function, using the quartiles
as also suggested by John. Here's a modified version that
should work for Carol:
qqline2 - function (x, y, ...)
Wow,
That's nice.
Should work well, but I just realized that I missed something in
explaining my code.
I need to calculate the exp function on X
so it should be
exp(x) / sum(exp(x)) for each group
I tried this with:
foo - ave(rawdata$foo,rawdata$code,FUN=function(x) exp(x) / sum(exp(x)))
I am attempting to clean up some land use building data and need to join some
buildings together making sure not to double count GIS slivers. The first
data.frame is the original, the 2nd adds all the acres for each identical
bldgid. I now want to
a) throw out all but one of the the cases
Hi,
I apologize for the long message but the problem I encountered can't be stated
in a few lines.
I am having some problems with the function constrOptim. My goal is to maximize
the likelihood of product of K multinomials, each with four catagories under
linear constraints on the parameter
I am a long time user of R for financial time series analysis (xts, zoo,
etc) and for my next project I am thinking of adding the Python language to
the mix. The reason for adding Python is primarily its non-statistical
capabilities.
So my questions are what have people's experiences been with
Hi,
I am trying to write a function to compute many cross-tabulations with the
-svytable- command. Here is a simplified example of the structure of my code
(adapted from the -svytable- help file):
data(api)
func.example-function(variable){
dclus1-svydesign(id=~1, weights=~pw,data=apiclus1,
BAYESIAN INFERENCES FOR MILKING TEMPERAMENT IN CANADIAN HOLSTEINS
Hi All,
I have a data set x with several variables. Sample of the data is shown
below
V1 v2 v3 v4
569 10
347 10
46 10 18
I want the frequency of each data point sorted by their
Jack:
You are confused!
You have specified that the factor is ordered (ordered = TRUE), so you do
_not get_ the (6, not 7 btw)single degree of freedom contrasts corresponding
to weekday names. Instead you get the (default) contrasts for an ordered
factor (.L = linear, .Q = quadratic, etc.). Also
Hi Val,
Here is a suggestion:
res - table(unlist(x))
res[order(res, decreasing = TRUE)]
# 10 4 6 3 5 7 9 18
# 3 2 2 1 1 1 1 1
HTH,
Jorge
On Mon, Nov 2, 2009 at 1:35 PM, Val wrote:
BAYESIAN INFERENCES FOR MILKING TEMPERAMENT IN CANADIAN HOLSTEINS
Hi All,
I have a data set
sorry, I forgot to send my reply to the list, I got to remember to hit reply
all:
So I set up a dummy matrix, v1,v2,v3,v4, an datamatrix
v1 = c(5,3,4)
v2 = c(6,4,6)
v3 = c(9,7,10)
v4 = c(10,10,18)
datamatrix=c(v1,v2,v3,v4)
then do
sort(table(datamatrix))
Joe King
206-913-2912
R-helpers:
I'm working on an r-package that I want to make as easy-to-use as
possible for a novice R-user, which includes automatically installing
required packages. I, myself, am a novice R-packager, so the solution
I came up with was to embed:
print(Loading required packages...)
if
On 2/11/2009, at 5:27 PM, Erin Hodgess wrote:
Dear R People:
I have the output from an arima model fit in an object xxx.
I want to verify that the ma1 coefficient is there, so I did the
following:
xxx$coef
ar1ar2ma1 intercept
1.3841297 -0.4985667 -0.996
If you package depends on another package, it will be automatically installed.
Hadley
On Mon, Nov 2, 2009 at 12:56 PM, Jonathan Greenberg
greenb...@ucdavis.edu wrote:
R-helpers:
I'm working on an r-package that I want to make as easy-to-use as possible
for a novice R-user, which includes
I've been trying to figure out how to read in a large file for a few days
now, and after extensive research I'm still not sure what to do.
I have a large comma delimited text file that contains 59 fields in each
record.
There is also a header every 121 records
This function works well for
Dear Colleagues,
I am running a three-way mixed-design ANOVA, with one manipulated IV, a group
membership IV, and pre-/post- within subject factor. I am interested in the
three-way interaction effect. The regular ANVOA is problematic, because (a) the
sample sizes are very unbalanced, due to
Let's say I have a dataset
Dataset-read.csv(Dataset.txt, header=T, row.names=1)
Dataset
Alpha Beta Gamma Delta
A 1 23 4
B NA24 5
C NA3NA NA
D 8 9 10 11
E5 NA 713
F NANA NA 4
I
Thank you Jorge and
res - table(unlist(x))
res[order(res, decreasing = TRUE)]
# 10 4 6 3 5 7 9 18
# 3 2 2 1 1 1 1 1
This one works fine for me. Is it possible to transpose it?
I tried t(res[order(res, decreasing = TRUE)]), but it did not work!
I want the result like this
10
On 11/2/2009 2:03 PM, Gene Leynes wrote:
I've been trying to figure out how to read in a large file for a few days
now, and after extensive research I'm still not sure what to do.
I have a large comma delimited text file that contains 59 fields in each
record.
There is also a header every 121
Hi Gene,
Rather than using R to parse this file, have you considered using either
grep or sed to pre-process the file and then read it in?
It looks like you just want lines starting with numbers, so something like
grep '^[0-9]\+' thefile.csv otherfile.csv
should be much faster, and then
Hi Ashta,
Yes, it is possible. Here is a suggestion:
# Data set
x - read.table(textConnection(v1 v2 v3 v4
569 10
347 10
46 10 18), header = TRUE)
closeAllConnections()
# Table
res - table(data.matrix(x))
f - sort(res, decreasing = TRUE)
data.frame(value =
Hello
On 11/2/09, jinyan fan fanjin...@yahoo.com wrote:
to address this issue, either by some sort of Robust ANOVA procedure, or by
some alternative tests? Thanks a lot.
I cannot address this specific question, but you may want to address
robustness-related queries to r-sig-robust, and
Hi Koraelus,
Here is a suggestion for the first part:
index - apply(Dataset, 1, function(x) sum( is.na( x ) ) 2 )
d2 - Dataset[index ,]
d2
# Alpha Beta Gamma Delta
# A 12 3 4
# BNA2 4 5
# D 891011
# E 5 NA 713
Could you please
James,
I think those are Unix commands? I'm on Windows, so that's not an option
(for now)
Also the suggestions posed by Duncan and Phil seem to be working. Thank you
so much, such a simple thing to add the r or rt to the file connection.
I read about blocking, but I didn't imagine that it
On Mon, Nov 2, 2009 at 10:56 AM, Jonathan Greenberg
greenb...@ucdavis.edu wrote:
R-helpers:
I'm working on an r-package that I want to make as easy-to-use as possible
for a novice R-user, which includes automatically installing required
packages. I, myself, am a novice R-packager, so the
On Nov 2, 2009, at 2:49 PM, Jorge Ivan Velez wrote:
Hi Ashta,
Yes, it is possible. Here is a suggestion:
# Data set
x - read.table(textConnection(v1 v2 v3 v4
569 10
347 10
46 10 18), header = TRUE)
closeAllConnections()
# Table
res - table(data.matrix(x))
f -
I'm wondering if there is a textbook that summarize the methods on
adjusting p-values for multiple comparisons. Most of the references on
p.adjust() are over 10 years old. I feel it would be better if
somebody could recommend me a textbook on multiple hypothesis
correction, so that I can quickly
I send r-code in an attached file.
2009/11/2 Iuri Gavronski i...@proxima.adm.br:
Eduardo,
Would you mind sending me the R code in an attached file. Your code didn't
work here and I am not sure it is because of line breaks from the email
program.
Iuri.
On Mon, Nov 2, 2009 at 10:53 AM,
Thanks for all your replies.
I just wanted to compare the distributions of two populations and see how
different they are. I thought that QQplot would be a good idea. It's true that
the mean and sd of the two distributions are not the same. I don't know if any
other method or graphical
Dear all,
I'd like to ask help on R code to get the same results as the following
Splus code:
indata-importData(/home/data_new.csv)
indata[1:5,4]
[1] 0930 1601 1006 1032 1020
I tried the following R code:
indata-read.csv(/home/data_new.csv)
indata[1:5,4]
[1] 930 1601
Hi
I need to find the Hessian matrix for a complicated function from a certain
kind of data but i keep getting this error
Error in f1 - f2 : non-numeric argument to binary operator
the data is given by
U-runif(n)
Us-sort(U)
tau1- 2
F1tau-
See the nlme library and accompanying book by Pinheiro and Bates. The
lme function is appropriate for linear mixed models with normal
errors, and the 'weights' argument provides flexible methods for
modeling error heterogeneity.
hth,
Kingsford
On Mon, Nov 2, 2009 at 12:10 PM, jinyan fan
The attached file did not come through to the list. I think you have
some non-standard characters (or at least non-standard in my locale).
I was able to get the code to run after using the Zap Gremlins
function in TextWrangler. Prior to that treatment pretty much every
line threw an error
Superficially, one answer is
indata - read.csv(/home/data_new.csv, colClasses=character)
but I'm not sure that's what you want...
-Ista
On Mon, Nov 2, 2009 at 4:09 PM, Fang (Betty) Yang fang.y...@ualberta.ca wrote:
Dear all,
I'd like to ask help on R code to get the same results as the
On Nov 2, 2009, at 4:09 PM, Fang (Betty) Yang wrote:
Dear all,
I'd like to ask help on R code to get the same results as the
following
Splus code:
indata-importData(/home/data_new.csv)
indata[1:5,4]
[1] 0930 1601 1006 1032 1020
I tried the following R code:
David, Eduardo,
Thanks for the code. I have run it and I'm not sure what to do with the
graph when it comes up. Can I interact with it, such as an RGL graph? I've
tried clicking or dragging with the mouse and nothing happens. My system is
a Windows Vista and R2.9.
Best,
Iuri.
On Mon, Nov 2,
On Monday 02 November 2009 13:41:45 Prof Brian Ripley wrote:
On Mon, 2 Nov 2009, Johannes Graumann wrote:
Hmmm ... that should do it, thanks. But how would one use this on a file
without reading it into memory completely?
?file, ?readLines, ?readBin
will tell you about connections.
...
I use
indata = read.csv(file.choose(),header=TRUE)
of course you can specify your file.
Joe King
206-913-2912
j...@joepking.com
Never throughout history has a man who lived a life of ease left a name
worth remembering. --Theodore Roosevelt
-Original Message-
From:
Dear Users,
I would like to simulate AR(1) (y_t=ct1+y_t-1+e_t) model in R where the
innovations are supposed to follow a t-GARCH(1,1) proccess.
By t-GARCH I want to mean that:
e_t=n_t*sqrt(h_t) and
h_t=ct2+a*(e_t)^2+b*h_t-1.
If someone could give some guidelines, I can going developing the
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