Re: [R] signal handling

On Fri, 12 Aug 2005, Paul Gilbert wrote: Omar Lakkis wrote: Is ther a signal handling model in R? similar to Perl's %SIG hash. I want to do fast clean up in my R code before exit when a kill signal is issued. I'm not sure about perl's signals, but Unix signals can be passed with

[R] retrieving large columns using RODBC

Hi, I have a large table in Postgresql (result of an MCMC simulation, with 1 million rows) and I would like to retrive colums (correspond to variables) using RODBC. I have a column called index which is used to order rows. Unfortunately, sqlQuery can't return all the values from a column at

Re: [R] Help converting a function from S-Plus to R: family$weight

I think a question about the S family() functions is best determined by reading the S(-PLUS) documentation. The weights component computes the working weights for the IWLS, unsurprisingly (and as stated by ?family.object). R has mu.eta to do that, the crucial line in R's glm.fit being w

[R] Penalized likelihood-ratio chi-squared statistic: L.R. model for Goodness of fit?

Dear R list, From the lrm() binary logistic model we derived the G2 value or the likelihood-ratio chi-squared statistic given as L.R. model, in the output of the lrm(). How can this value be penalized for non-linearity (we used splines in the lrm function)? lrm.iRVI - lrm(arson ~

[R] Including Fortran subrutines in a package

Hello! I am creating a packege and I would like to inclued some Fortrun subrutines. I have two questions. 1. Can I use free form fortan - compiles well usinf g77 -ffree-form. 2. Is it enough to place the .for files in scr folder? Thank you in advance for any help! Ales Ziberna P.S.: I am

[R] Problems runing R CMD check

Hello! I have a problem checking the package. Firstly, I do not know how to specify the package to check. I tied specify it by supplying the path and by runing the R CMD check in the directory of the package. In addition to that, I get an error bellow. Any suggestions on how to set TMPDIR

Re: [R] Problems runing R CMD check

hi! start - control panel - system - advanced - environmental variables probably better to be working in a directory with no spaces in the path... s/ On 13/08/05, Aleš Žiberna [EMAIL PROTECTED] wrote: Hello! I have a problem checking the package. Firstly, I do not know how to specify the

[R] simulate the data set having the same covariance matrix

Dear list, I have the set of multidimensional vectors X1,.,Xn and I need to simulate the data set having the same covariance matrix, as for X1,.., Xn. Do someone know how it can be done in R? I appreciate your help. Best regards Galina __

Re: [R] need help

Weiwei Shi wrote: Hi, there: I think i need to re-phrase my question since last time I did not get any reply but i think the question is not that hard, probably i did not make the question clear: I want to find cases like 35, 90, 330, 330, 335 from the rest which look like 3, 3, 3, 3.2, 3.3 4,

Re: [R] Problems runing R CMD check

Please do read the manuals before posting, as we ask in the posting guide. On Sat, 13 Aug 2005, [iso-8859-2] Alea }iberna wrote: I have a problem checking the package. Firstly, I do not know how to specify the package to check. I tied specify it by supplying the path and by runing the R CMD

Re: [R] simulate the data set having the same covariance matrix

library(MASS) ?mvrnorm Note the 'empirical' argument. On Sat, 13 Aug 2005, Glazko, Galina wrote: I have the set of multidimensional vectors X1,.,Xn and I need to simulate the data set having the same covariance matrix, as for X1,.., Xn. Do someone know how it can be done in R? I

[R] How to make a lagged variable in panel data?

Suppose we observe N individuals, for each of which we have a time-series. How do we correctly create a lagged value of the time-series variable? As an example, suppose I create: A - data.frame(year=rep(c(1980:1984),3), person= factor(sort(rep(1:3,5))),

[R] How to change the names in tone pitch column

Hi, I have a column (V4) in a midi event list which includes tone pitch names, i.e. A4, E4, C#4, A3...: compo[1:10,] V1 V2 V3 V4 V5 V6 V7 1 1 1 0 A4 96 2 0 2 1 1 0 E4 96 2 0 3 1 1 0 C#4 96 2 0 4 1 1 0 A3 96 2 0 5 1 3 0 B4 96 1 0 6 1 3 0 E4 96 1

Re: [R] Penalized likelihood-ratio chi-squared statistic: L.R. model for Goodness of fit?

Jan Verbesselt wrote: Dear R list, From the lrm() binary logistic model we derived the G2 value or the likelihood-ratio chi-squared statistic given as L.R. model, in the output of the lrm(). How can this value be penalized for non-linearity (we used splines in the lrm function)?

Re: [R] General expression of a unitary matrix

Google led me to http://mathworld.wolfram.com/SpecialUnitaryMatrix.html;, where I learned that a special unitary matrix U has det(U) = 1 in addition to the unitary matrix requirement that U %*% t(Conj(U)) == diag(dim(U)[1]). Thus, if U is a k x k unitary matrix

[R] tkinsert matrix - how to display a matrix with tcltk

dear list, I have problems with tkinsert I need to display a matrix as a result of my function, but when I use tkinsert(txt, end, myMatrix, sep=\n) I simply obtain a string. I do: n-tclVar() tclObj(n)-matrix(data, ncol=lenght) tkinsert(txt, end, tclvalue(n), sep=\n) any hints? thank you in

Re: [R] help on cross hedge optimal hedge variance ratio

You have not told us what software you used to get the results you present. My first question is whether you are working with prices or log(prices)? If the former, I suggest you consider the latter; price changes tend to be much better behaved, more nearly normal, etc., on the log

[R] When I install from source, chmod not permitted

How to fix: chmod: /Library/Frameworks/R.framework/Versions/2.1.1/Resources/ library/R.css: Operation not permitted Kindly cc me when replying to list. _ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400

[R] Compilation failures: mgcv, spatstat, Matrix, cluster

Please cc me when replying to the list. With Version 2.1.1 (2005-06-20) on Power Mac G5 running Mac OS X 10.4.2 (8C46): Some compilations work (e.g., MatchIt, RGraphics, Zelig), and some don't, e.g., mgcv, spatstat, and the following (Matrix, cluster): trying URL

Re: [R] converting a t statistic to r2

The formula R2 = t2/(df+t2) applies only if a single intercept and a single slope are estimate with simple linear regression in something like B~A or B~age, but not with interaction nor quadratic term in age. For further information, I just got 4 hits from 'RSiteSearch(R^2

[R] path analysis

Someone knows if it is possible to perform a path analysis with sem package (or any other) to explain a dependent *dichotomus* variable? Thanks, Manel Salamero __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help

[R] Problem with numeric variable

Hello all, I posted a question some days ago without getting any answers, perhaps, as one of you kindly pointed out, because the question was not clearly stated. Let me reformulate it: In a frame, a column named C2 represents a numeric variable (checked with is.numeric(C2)). Some rows in the

Re: [R] How to change the names in tone pitch column

Thanks Phil! This is much more beautiful and elegant. And I learned 2 new R-functions, nchar and substr. -Atte Atte - Here's one way - there certainly are others: notes = 0:11 names(notes) = c(C,C#,D,D#,E,F,F#,G,G#,A,A#,B) pc = notes[substr(V4,1,nchar(V4) - 1)] names(pc) = NULL pcAb

[R] Lattice on Mac OS X Strip Labels

Hi, I'm running R 1.9 on a Mac with OS X (v10.3.9). When I use the lattice package I never see text in the strip labels. The labels appear and I can change their color, size, etc., but no matter what I do, no text appears. When I run the same code on my Unix R, the strip labels appear no

[R] monte carlo simulations/lmer

Hi - I am doing some monte carlo simulations comparing bayesian (using Plummer's jags) and maximum likelihood (using lmer from package lme4 by Bates et al). I would like to know if there is a way I can flag nonconvergence and exceptions. Currently the simulations just stop and the output reads

Re: [R] path analysis

Dear Manel, -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of SALAMERO BARO, MANUEL Sent: Saturday, August 13, 2005 2:02 PM To: r-help@stat.math.ethz.ch Subject: [R] path analysis Someone knows if it is possible to perform a path analysis with

Re: [R] monte carlo simulations/lmer

I think you want to use the function try(); see ?try. cheers, Rolf Turner [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list

Re: [R] How to make a lagged variable in panel data?

On 8/13/05, Ila Patnaik [EMAIL PROTECTED] wrote: Suppose we observe N individuals, for each of which we have a time-series. How do we correctly create a lagged value of the time-series variable? As an example, suppose I create: A - data.frame(year=rep(c(1980:1984),3),

[R] PCA problem in R

Dear all: When I have more variables than units, say a 195*10896 matrix which has 10896 variables and 195 samples. prcomp will give only 195 principal components. I checked in the help, but there is no explanation that why this happen. Can we get more than 195 PCs for this case? Thank you very

[R] Documents for LME4

Dear All, I want to fit a two-level cross-classified random effect poisson model using LME4. However, the documentation for this pacakge seems really thin. I have the NLME book, but there is not much about mixed generalized linear models. Any suggestions about where I should begin? Thanks! Best,