Hello,
I have am plotting a 0-4 ordinal scale (y-axis) against time (x-axis). Is
there a way to label the values on the y-axis with the translation from the
scale? That is, instead of having 0,1,2,3,4 on the y-axis, I would like
Never, Once per month, A few times per month, A few times per week,
Thank you both. Using axis I have gotten exactly what I needed.
Thanks,
Mitch
-Original Message-
From: Thomas Levine [mailto:thomas.lev...@gmail.com]
Sent: Wednesday, October 27, 2010 2:34 PM
To: Sarah Goslee
Cc: Downey, Patrick; r-help@r-project.org
Subject: Re: [R] Y Axis Labels
Hello,
Is there a way to get a single TRUE or FALSE statement from comparing two
vectors? For example,
c(1,2,3) == c(1,2,3)
produces
TRUE TRUE TRUE
where I would like it to produce only
TRUE
for use in an if statement.
Likewise, when two vectors are not exactly identical (in all elements) I
Hello,
I'd like to plot an empirical cumulative distribution function, except
instead of the fraction of values x, I'd like the fraction of values x.
I think this can be done using the ecdf function in {Hmisc}. I installed
the package and loaded it. However, when following the example given
Message-
From: ONKELINX, Thierry [mailto:thierry.onkel...@inbo.be]
Sent: Monday, April 19, 2010 9:08 AM
To: Downey, Patrick; R help
Subject: RE: [R] ecdf
R is case sensitive. ecdf() is in the stats package, Ecdf() is in Hmisc.
So you want Ecdf(x,what='1-F')
Thierry
Hello,
I'm running a very long for loop that usually takes hours. For my own piece
of mind, it would be nice if I could check periodically and see which
iteration the loop is on. A line of code that told R to print the iteration
number every 100 or 200 iterations would be perfect.
Does anyone
Hello,
I'm working on an structural VAR using the var command to estimate and the
svar command on the resultant object (package: vars). I want to constrain
coefficients to equal one another, but that value to be estimated. So for
the A matrix, I want A[2,1]=A[1,2] to be my constraints.
Can this
Hi,
I would like to estimate a VAR of the form:
Ay_t = By_t-1 + Cy_t-2 + ... + Dx_t + e_t
Where A is a non-diagonal matrix of coefficients, B and C are matricies of
coefficients and D is a matrix of coefficients for the exogenous variables.
I don't think the package {vars} can do this because
Can anyone tell me what's going on here?
x - matrix(data=c(1,2,3,4,5),ncol=1)
x1 - lag(x,k=1)
x
x1
x - x1
That's with x specified as a column vector, but the same thing happens when
it's a row vector.
x - c(1,2,3,4,5)
x1 - lag(x,k=1)
x
x1
x - x1
When the documentation says Vector or matrix
Hello,
I'm using dmnorm from the package {mnormt} and getting strange results.
First, according to the documentation, dmnorm should return a vector of
densities, and I'm only getting one value returned (which is what I would
expect). I've been interpreting this as the joint density of all values
Hello,
I'm clearly confused about the merge function. In the following
r - merge(x,y,all.x=T,all.y=F)
my y vector has only unique values (no duplicates). So I don't understand
how this can ever generate an r which is of greater length than x.
I thought the default behavior was only matching
I was mistaken. There were duplicates in my y vector. Please ignore my
previous message. Sorry.
-Original Message-
From: Downey, Patrick
Sent: Thu 6/30/2011 11:08 PM
To: r-help@r-project.org
Subject: merge function
Hello,
I'm clearly confused about the merge function
Hello,
I have two character vectors: list.a and list.b. Every element of list.a
appears somewhere in list.b. Not all elements of list.b are in list.a, and
some elements of list.b appear multiple times in list.a. I want to create a
new vector (index) of the same length as list.a where the nth
Perfect. Thank you.
-Mitch
-Original Message-
From: Phil Spector [mailto:spec...@stat.berkeley.edu]
Sent: Friday, April 08, 2011 8:03 PM
To: Downey, Patrick
Cc: r-help@r-project.org
Subject: Re: [R] Finding elements in a character vector
match(list.a,list.b
Perhaps not the most elegant.
rownames(example)[which.max(example)]
If you wanted to type less, you could always write a function.
names.max - function(x){
return(rownames(example)[which.max(example)])
}
-Mitch
-Original Message-
From: r-help-boun...@r-project.org
Hello,
I created an array to hold the results of a series of simulations I'm
running:
d.eta - array(0,dim=c(3,3,200))
simulation goes here and populates the array but it's not important
Then I tried to save the results using this:
save(d.eta,file=D:/Simulation Results/sim 9-23-11 deta)
When
A more compact example might be helpful:
g - array(0,dim=c(4,4))
g
save(g,file=D:/g)
h - load(file=D:/g)
h
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Downey, Patrick
Sent: Friday, September 23, 2011 9:32 AM
To: r-help@r
Thank you Jean Christophe and Sarah. You are both, of course, absolutely
correct.
-Original Message-
From: Jean-Christophe BOUËTTÉ [mailto:jcboue...@gmail.com]
Sent: Friday, September 23, 2011 9:44 AM
To: Downey, Patrick
Cc: r-help@r-project.org
Subject: Re: [R] 'save' saved object
Hello,
I am using {plm} to estimate panel models. I want to estimate a model that
includes fixed effects for time and individual, but has a random individual
effect for the coefficient on the independent variable.
That is, I would like to estimate the model:
Y_it = a_i + a_t + B_i * X_it + e_it
Hi Alex,
x - sample.int(4,20,replace=TRUE)
y - sample.int(4,20,replace=TRUE)
cbind(x,y)[x==y,]
Thanks,
Mitch
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Alaios
Sent: Thursday, March 08, 2012 11:18 AM
To: R help
Subject: [R]
Hi Robert,
If you type
?loess
It pulls up the documentation. What about that function do you not like? As
you said, it needs two variables, but typically the second is just your
time index. Try this:
n - 50
x - rep(0,n)
for(i in 2:n){
x[i] - rnorm(1,x[i-1])
}
loess(x ~ seq(1,n))
Hello,
I fit an ARMA model to a series using the arima function. Now I wish to use
the breakpoints function from the {strucchange} package to test for
structural breaks. The breakpoints function requires a formula as input.
The examples show how to write an AR model as a formula, but I have MA
Hello,
I'm attempting to install the splm package from R-Forge.
https://r-forge.r-project.org/R/?group_id=352
The page says, In order to successfully install the packages provided on
R-Forge, you have to switch to the most recent version of R... It later
says To install this package directly
the Package source (.tar.gz) at the link below, and it
is not an empty file. Not sure what this problem means or what I can do
about it.
Thanks,
Mitch
-Original Message-
From: Uwe Ligges [mailto:lig...@statistik.tu-dortmund.de]
Sent: Wednesday, November 09, 2011 9:10 AM
To: Downey, Patrick
AM
To: Downey, Patrick
Cc: r-help@r-project.org
Subject: Re: [R] Installing binaries from R-Forge
On 09.11.2011 15:15, Downey, Patrick wrote:
Hi Uwe,
Thanks for your response. I tried your suggestion and got the
following error message:
install.packages(splm,
repos=http://R-Forge.R
Hello,
I have a longitudinal dataset where each individual has a different number
of entries. Thus, it is of the following structure:
x - runif(12)
id.var - factor(c(rep(D1,4),rep(D2,2),rep(D3,3),rep(D4,3)))
dat - as.data.frame(x)
dat$id.var - id.var
dat
dat
x id.var
1
Perfect. Thank you.
-Mitch
-Original Message-
From: Dimitris Rizopoulos [mailto:d.rizopou...@erasmusmc.nl]
Sent: Tuesday, May 17, 2011 9:51 AM
To: Downey, Patrick
Cc: r-help@r-project.org
Subject: Re: [R] Minimum value by ID
have a look at help file of function tapply(), and try
I like the function Ecdf in the Hmisc package. For the pdf, you can also
use plot(density(x)), which is in the stats package.
??Ecdf
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Alaios
Sent: Tuesday, May 17, 2011 10:09 AM
To:
?dnorm
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Alaios
Sent: Tuesday, May 17, 2011 12:50 PM
To: Jonathan Daily
Cc: R-help@r-project.org
Subject: Re: [R] pdf (probability distribution function) and cdf
I am assuming a
Hello,
I hate to ask a question which is directly addressed in the documentation,
but can someone please give me an example of how to change the maximum
number of iterations used by lmer. I'm having a hard time understanding
this:
control a list of control parameters. See below for
Hello,
I'd like to simulate data according to an SVAR model in order to
demonstrate how other techniques (such as arima) yield biased estimates. I
am interested in a 2 variable SVAR with 2 lags (in the notation of the vars
vignette, K = 2, P = 2, where B = I_K). I'm using the {vars} package
Hello,
I'm running a number of arima models using the arima function. Often,
when lag length gets too high, these model don't converge and an error
message appears as this:
reg - arima(y,order=c(7,0,7),xreg=isr)
Warning message:
In arima(y, order = c(7, 0, 7), xreg = isr) :
possible
Hello,
A colleague is trying to do a fairly complicated power analysis for a
project. The project would be evaluating random assignment to one of three
conditions within each of 8 sites. The dependent variable would be binary
(we do not care at this point whether it would be analyzed with logit
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