Ettinger, Nicholas wrote:
Hello!
First time posting here:
Here is my code:
x - c(1:22)
finaloutput=cidrm=NULL
finaldiversityoutput=diversitym=NULL
diversityinfo=read.table(Diversity_info.txt, header=T, sep=\t,
row.names=NULL)
attach(diversityinfo)
diversitynr=nrow(diversityinfo)
Hi,
I have constructed a dataframe as follows:
Oil - rep(c(Oil1,Oil2,Oil3),8)
Comp - rep(rep(c(C1,C2),c(4,4)),3)
Mth - rep(c(M1,M1,M2,M2),6)
Meas - rep(c(1,2),12)
Result - rnorm(24,mean=100, sd=5)
df - data.frame(Oil, Comp, Mth, Meas, Result)
The same compound (Comp) is found in different
Dear,
I am looking for the simplification of a formula to improve the
calculation speed of my program. Therefore I want to simplify the
following formula:
H = sum{i=0..n-1 , [ sum {j=0..m-1 , sqrt ( (Ai - Bj)^2 + (Ci -
Dj)^2) } ] }
where:
A, C = two vectors (with numerical data) of length n
Hello Stefaan,
I'm not an expert, but maybe something like this is quite
straightforward withourtusing for-loops? (It is an idea I wrote down,
but check of course if this is correct!)
term1 =(matrix(A,ncol=m,nrow=n)-matrix(B,ncol=m,nrow=n,byrow=TRUE))^2
term2
Hi,
when running lmer with family set to quasibinomial,
is the residual variance reported among the random effects, the
dispersion parameter as in glm, or something else?
Thanks,
Tom
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R-help@stat.math.ethz.ch mailing list
Hi all
I can't seem to load a workspace created in Windows, when I try to load
it in R on a Unix machine.
How can I do it?
Thanks!
regards,
Jens Johansen
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do
Bart Joosen bartjoosen at hotmail.com writes:
I have constructed a dataframe as follows:
Oil - rep(c(Oil1,Oil2,Oil3),8)
Comp - rep(rep(c(C1,C2),c(4,4)),3)
Mth - rep(c(M1,M1,M2,M2),6)
Meas - rep(c(1,2),12)
Result - rnorm(24,mean=100, sd=5)
df - data.frame(Oil, Comp, Mth, Meas, Result)
Jens Vilstrup Johansen [EMAIL PROTECTED] writes:
Hi all
I can't seem to load a workspace created in Windows, when I try to load
it in R on a Unix machine.
How can I do it?
load(myfile) should work...
--
O__ Peter Dalgaard Øster Farimagsgade 5, Entr.B
c/ /'_ ---
Hello...
how can I plot mice.mids objects as described by Buuren (2000)
http://web.inter.nl.net/users/S.van.Buuren/mi/docs/Manual.pdf
page 17, if there are many variables (~80) with NAs included?
mice runs well, but the plot is not possible because it seems that there
are too many variables.
Hi,
it is impossible to plot a subset of the variables at the moment, but we
could add it.
p.s. The latest version of mice is v1.14, which can be downloaded from
CRAN.
Roel de Jong.
Leo Gürtler wrote:
Hello...
how can I plot mice.mids objects as described by Buuren (2000)
On Fri, 4 Nov 2005, Jens Vilstrup Johansen wrote:
Hi all
I can't seem to load a workspace created in Windows, when I try to load
it in R on a Unix machine.
How can I do it?
What error message do you get?
It normally works (and is widely used in R packages for the .rda format),
so did you
you could consider something like:
H - sum(sqrt(outer(A, B, -)^2 + outer(C, D, -)^2))
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel:
Hello!
I use scatter3D() to produce my graphics. This works as expected, and I am
able to set my background color to black. But when I write to file using
rgl.postscript(), the background color changes to white.
Can anyone tell me how I can avoid this problem?
Example code:
# Produces 3D
Halo friends,
I have a problem to solve in R graphics..
I have a matrix like
A= 2 3 4
5 6 7
8 9 4
and I like to generate the same matrix in terms of shaded circles in which the
density of shading depends on the value...
for eg in the above matrix A the value 2 is a
Probably you can get some ideas from the balloonplot function in package gplots.
Best,
Matthias
Halo friends,
I have a problem to solve in R graphics..
I have a matrix like
A= 2 3 4
5 6 7
8 9 4
and I like to generate the same matrix in terms of shaded
circles
Hello
I am writing an article demonstrating how quantile plots work. In one
figure, I generate 3 sets of normal data, and add different sorts of
outliers to each. I then make 9 qqnorm plots, in a 3x3 array:
Outlier1 Outler2 Outlier3
Dataset1
Dataset2
Dataset3
which
Anyone knows how to realize multiple exponential(different lembdas)
convolutons in R or where I can find the final equation? Thanks.
Best,
Lynette
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https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the
May I suggest that further discussion of this issue be directed to R-Devel.
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
The business of the statistician is to catalyze the scientific learning
process. - George E. P. Box
-Original Message-
From:
Hi, I tried with lars, but for a 29(n)x4662(p) dataset, I kept getting
error. One is the program failed,giving out a message:if (zmin gamhat)
{missing value where TRUE/FALSE needed, another problem, for leave one out
cross validation with cv.lars, the program sometimes gives very large
ridiculous
A new version of RQuantLib has been uploaded to CRAN a few days ago (and
should be available at http://cran.r-project.org and all mirrors). Debian
binaries are also available.
Among the new features in version 0.2.0, all of which are due to excellent
contributions by Dominick Samperi, are
- new
I am working with a daily series of time of financial
and not character like defining the frequency in R. In
addition gustaria me who R took into account the
worked Days. Nobody orientacion well is received Thanks
__
R-help@stat.math.ethz.ch mailing
At the risk of being beaten about the face and body, can somebody explain
why the middle example: log2(2^3); floor(log2(2^3)) is different than
examples 1 and 3?
log2(2^2); floor(log2(2^2))
[1] 2
[1] 2
log2(2^3); floor(log2(2^3))
[1] 3
[1] 2
log2(2^4); floor(log2(2^4))
[1] 4
[1] 4
DrC
Hi All,
I am trying to apply MDS for 4 groups in my data. The
groups are:
groups = list( Day1C=c(9), Day1T=c(7,8,10),
Day2C=c(1,2,3,6,11,13,14,15), Day2T=c(4,5,12,16,17,18)
)
When I do the MDS plot the group1 appears twice
instead of one time in the plot. I don't know why this
is happening.
The book Numerical Recipes in Fortran77 by Press, Teukolsky, Vetterling and
Flannery describes a way to pack the even and odd coordinates of a real
vector R into a complex vector C of half the length. Then using various
FFT symmetries, they extract the FFT of R from the FFT of C which is half
On 11/4/05, Tom Van Dooren [EMAIL PROTECTED] wrote:
when running lmer with family set to quasibinomial,
is the residual variance reported among the random effects, the
dispersion parameter as in glm, or something else?
It should be the dispersion parameter. I say should be because I am
not
Hello,
Is there a general procedure when using the the optim function(BFGS) to
only output the converging value (i.e. final par value) rather than all
the other output?
Thank you.
__
R-help@stat.math.ethz.ch mailing list
Since the data is dichotomous already, the nonparametric 'runs test' might
be appropriate, though I am ignorant as to its properties (power in
particular).
help(runs.test,package=tseries)
Regards,
Andreas
- Original Message -
From: Patrick Burns [EMAIL PROTECTED]
To: [EMAIL
Can R conduct content analysis? I search content analysis in mail
archives and only find the concord package can compute Krippendorff's
alpha. If R cannot cope with content analysis, does anyone can tell me some
other softwares? Thank you very much!
Dear R-users,
Using the function model.matrix I noticed the following
behaviour (example below): Using the formula ~ a + a:b will
give a matrix of the same dimension as using ~ a * b. In the
first case there are additional columns for the interaction (to
compensate for the missing main-effect).
Dr Carbon wrote:
At the risk of being beaten about the face and body, can somebody explain
why the middle example: log2(2^3); floor(log2(2^3)) is different than
examples 1 and 3?
Because
log2(2^3) - 3
[1] -4.440892e-16
see the R FAQ Why doesn't R think these numbers are equal?.
Uwe
Peter Flom wrote:
which I did using mfrow = c(3,3).
I'd like to use the space on the page as efficiently as possible,so I
made the margins small, but that leaves no space for axes. Is there a
way to put axes only along the bottom and left side, so that a) The
individual qqplots maintain
On 11/2/05 6:42 AM, A Ezhil [EMAIL PROTECTED] wrote:
Hi All,
I am trying to apply MDS for 4 groups in my data. The
groups are:
groups = list( Day1C=c(9), Day1T=c(7,8,10),
Day2C=c(1,2,3,6,11,13,14,15), Day2T=c(4,5,12,16,17,18)
)
When I do the MDS plot the group1 appears twice
Hi,
is this what you meant?
myfun - function(x) {
return(x^2)
}
optim(par=0.5, fn=myfun, method=BFGS)$par
Best,
Roland
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of
[EMAIL PROTECTED]
Sent: Friday, October 28, 2005 1:23 AM
To:
Try:
optim(.)$par
Bye
Elio
[EMAIL PROTECTED] wrote:
Hello,
Is there a general procedure when using the the optim function(BFGS) to
only output the converging value (i.e. final par value) rather than all
the other output?
Thank you.
__
What, in particular, do you want to do? Content analysis is a mode of
research, not a statistical technique.
--
Andrew J Perrin - http://www.unc.edu/~aperrin
Assistant Professor of Sociology, U of North Carolina, Chapel Hill
Hi Sean,
I am sorry for that. I am using the following code for
doing MDS:
groups = list( Day1C=c(1), Day1T=c(2,3,4),
Day2C=c(5,6,7,8,9,10,11,12), Day2T=c(14,15,16,17,18))
len = length(groups)
dist = dist(data, method=euclidean)
data.mds=isoMDS(dist)
plot(data.mds$points,type = n,main=MDS plot)
Look for in http://egsh.enst.fr/lebart/
Campo Elías PARDO
Profesor Asociado
Universidad Nacional de Colombia
Facultad de Ciencias
Departamento de Estadística
Emails:
[EMAIL PROTECTED]
[EMAIL PROTECTED]
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R-help@stat.math.ethz.ch mailing list
On Fri, 4 Nov 2005, Douglas Bates wrote:
On 11/4/05, Tom Van Dooren [EMAIL PROTECTED] wrote:
when running lmer with family set to quasibinomial,
is the residual variance reported among the random effects, the
dispersion parameter as in glm, or something else?
It should be the dispersion
On Fri, 4 Nov 2005, Prof Brian Ripley wrote:
On Fri, 4 Nov 2005, Douglas Bates wrote:
On 11/4/05, Tom Van Dooren [EMAIL PROTECTED] wrote:
when running lmer with family set to quasibinomial,
is the residual variance reported among the random effects, the
dispersion parameter as in glm, or
Thanks for a great suggestions. I guess the code you suggested would look
something like this:
fregexpr = function(pattern, filename)
{ # same as gregexpr but operating on files not strings
# Only single string 'pattern's allowed
buf.size=1024
n = file.info(filename)$size
Uwe Ligges [EMAIL PROTECTED] writes:
Dr Carbon wrote:
At the risk of being beaten about the face and body, can somebody explain
why the middle example: log2(2^3); floor(log2(2^3)) is different than
examples 1 and 3?
Because
log2(2^3) - 3
[1] -4.440892e-16
see the R FAQ Why
How about 'fft' function. It is a little higher level than Fortran function
you mention, since array can be any length and you do not need to pack
complex numbers into a vector of floats.
Jarek Tuszynski
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of
Lukas Meier [EMAIL PROTECTED] writes:
Dear R-users,
Using the function model.matrix I noticed the following
behaviour (example below): Using the formula ~ a + a:b will
give a matrix of the same dimension as using ~ a * b. In the
first case there are additional columns for the interaction
On Fri, 4 Nov 2005, Peter Dalgaard wrote:
Uwe Ligges [EMAIL PROTECTED] writes:
Dr Carbon wrote:
At the risk of being beaten about the face and body, can somebody explain
why the middle example: log2(2^3); floor(log2(2^3)) is different than
examples 1 and 3?
Because
log2(2^3) - 3
[1]
Peter Dalgaard writes:
Lukas Meier [EMAIL PROTECTED] writes:
Dear R-users,
Using the function model.matrix I noticed the following
behaviour (example below): Using the formula ~ a + a:b will
give a matrix of the same dimension as using ~ a * b. In the
first case there are
In this particular case, it is slightly odd that we can't get an exact
answer for operations that could in principle be carried out using
integer arithmetic, but we're actually calculating log(8)/log(2).
(Curiously, the same effect is not seen on Linux or Solaris until
log2(2^29)-29
On 11/4/2005 10:58 AM, Peter Dalgaard wrote:
Uwe Ligges [EMAIL PROTECTED] writes:
Dr Carbon wrote:
At the risk of being beaten about the face and body, can somebody explain
why the middle example: log2(2^3); floor(log2(2^3)) is different than
examples 1 and 3?
Because
Dear all,
I am trying to run a random forest on a 4-class dataset with 10 215 variables.
Whatever the number of trees (I was thinking of combining the trees), I
first got the error on Windows:
Error: cannot allocate vector of size 407562 Kb
In addition: Warning messages:
1: Reached total
Thanks to all who replied (although next time, reply to the list!)
The simplest answer is to replace A in the curve statement with the
following:
rep(A, times=length(x))
Now if I could just figure out the workaround to plotting multiple sets
of points onto my graph in the first place (i.e.
On Fri, 4 Nov 2005, Uwe Ligges wrote:
Dr Carbon wrote:
At the risk of being beaten about the face and body, can somebody explain
why the middle example: log2(2^3); floor(log2(2^3)) is different than
examples 1 and 3?
Because
log2(2^3) - 3
[1] -4.440892e-16
This is a less
Please give more info on your problem, as the Posting Guide asked. How
exactly did you call randomForest? How many cases are in the data? What
options did you request in randomForest?
People have run randomForest on data with more variables than that on lesser
machines without problem. You
On Fri, 4 Nov 2005, Thomas Lumley wrote:
On Fri, 4 Nov 2005, Uwe Ligges wrote:
Dr Carbon wrote:
At the risk of being beaten about the face and body, can somebody explain
why the middle example: log2(2^3); floor(log2(2^3)) is different than
examples 1 and 3?
Because
log2(2^3) - 3
[1]
Hello,
We are trying to find a function to compute stress in our
multidimensional scaling analysis of a dissimilarity matrix. We've used
dist() to create the matrix and cmdscale() for the scaling. In order
to determine the number of dimensions we would like to plot stress vs.
dimensions. However,
Hi R List,
A very minor item, but I was just wondering if there is a way to
change the default keyboard shortcuts in the JGR GUI. By default, the
Run command is CTRL-R which requires more finger gymnastics than the
F-10 in S-PLUS. Any suggestions? Thank you, Zev
--
This code consistenly segfaults for me. Can someone please take a look
and tell me if the problem is due to something I am doing or is there a
problems with the dwt (idwt) functions in the waveslim library.
Thanks
tom
library(waveslim)
Gabor Grothendieck [EMAIL PROTECTED] wrote in message
news:[EMAIL PROTECTED]
You could try using the COM interface rather than the ODBC
interface. Try code such as this:
library(RDCOMClient)
xls - COMCreate(Excel.Application)
xls[[Workbooks]]$Open(MySpreadsheet.xls)
sheet -
cmdscale calculates an eigenanalysis of the dissimilarity matrix, and
does not employ stress per se. Rather, it attempts to maximize
variability along axes.
If you call the the cmdscale() function with eig=TRUE it returns a
list object with the coordinates called points and the eigenvalues
In gmane.comp.lang.r.general Vittorio [EMAIL PROTECTED] wrote:
configuration warning:
Oracle pre-compiler proc not in
/usr/local/oracle8-client/bin/proc
you may not be able to compile
ROracle
You don't have the Oracle Pro*C precompiler installed. You can't
build ROracle without that.
Hi Tom,
Thanks for this suggestion. It now works perfectly. You have been a great help
Cheers
Evan Sergeant
At 10:00 PM 02/11/2005, tom wright wrote:
On Wed, 2005-02-11 at 07:55 +1000, Evan Sergeant wrote:
Hi,
I hope that someone can help me with the following problem with RODBC
I was interested in getting feedback from current communities of Roomity.com
and let you know the recent improvements we are working on for better interface.
Roomity.com v 1.5 is a web 2.01/RiA poster child community webapp. This new
version adds broadcast video, social networking such as
Hello,
I run into the most weird problem I have ever met. I wrote a function
rhopair, which calls a .C function. I cannot assign its value to a
variable using either = nor -. After I did the assignment,
rhopair cannot reproduce the same result as before with the same
argument. Here is the code
Have you plotted the residuals (without the AR(1))? Lack of fit can
masquerade as highly autocorrelated residuals.
Alternatively, can you still estimate your model using the first
differences of your data? If yes, do you have a problem?
Have you studied the
On 11/4/05, Earl F. Glynn [EMAIL PROTECTED] wrote:
Gabor Grothendieck [EMAIL PROTECTED] wrote in message
news:[EMAIL PROTECTED]
You could try using the COM interface rather than the ODBC
interface. Try code such as this:
library(RDCOMClient)
xls - COMCreate(Excel.Application)
Wang, Yan [EMAIL PROTECTED] wrote:
I run into the most weird problem I have ever met. I wrote a function
rhopair, which calls a .C function. I cannot assign its value to a
variable using either = nor -. After I did the assignment,
rhopair cannot reproduce the same result as before with the
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