Re: [R] ternary diagrams with contours
Hi
with
help.search(ternary)
I have got
ternaryplot in package vcd
and below is some code for ternary diagram which was in help
post several years ago. I do not know if and how it works, I have
not tried it a long time.
#
-
# funkce pro kresleni ternarniho diagramu
# Colin Farrow
# Computing Service, University of Glasgow, Glasgow G12 8QQ
# [EMAIL PROTECTED]
tri-
function(a, f, m, symb = 2, grid = F, ...)
{
ta - paste(substitute(a))
tf - paste(substitute(f))
tm - paste(substitute(m))
tot - 100/(a + f +m)
b - f * tot
y - b * .878
x - m * tot + b/2
par(pty = s)
oldcol - par(col)
plot(x, y, axes = F, xlab = , ylab = , xlim = c(-10, 110), ylim
= c(-10, 110), type = n, ...)
points(x,y,pch=symb)
par(col = oldcol)
trigrid(grid)
text(-5, -5, ta)
text(105, -5, tm)
text(50, 93, tf)
par(pty = m)
invisible()
}
trigrid-
function(grid = F)
{
lines(c(0, 50, 100, 0), c(0, 87.8, 0, 0)) #draw frame
if(!grid) {
for(i in 1:4 * 20) {
lines(c(i, i - 1), c(0, 2 * .878)) #side a-c (base)
lines(c(i, i + 1), c(0, 2 * .878))
T.j - i/2 #side a-b (left)
lines(c(T.j, T.j + 2), c(i * .878, i * .878))
lines(c(T.j, T.j + 1), c(i * .878, (i - 2) * .878))
T.j - 100 - i/2 #side b-c (right)
lines(c(T.j, T.j - 2), c(i * .878, i * .878))
lines(c(T.j, T.j - 1), c(i * .878, (i - 2) * .878))
}
}
else {
for(i in 1:4 * 20) {
# draw dotted grid
lines(c(i, i/2), c(0, i * .878), lty = 4, col = 3) #
lines(c(i, (50 + i/2)), c(0, .878 * (100 - i)), lty = 4,
col = 3)# /
lines(c(i/2, (100 - i/2)), c(i * .878, i * .878), lty
= 4, col = 3) # -
}
par(lty = 1, col = 1)
}
}
Petr Pikal
[EMAIL PROTECTED]
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[R] Re: Copying a device (former: Legend text -- discrepancy ...)
On Sun, 18 Jan 2004, Itay Furman wrote: On Thu, 15 Jan 2004, Prof Brian Ripley wrote: The short answer is not to copy the device, but to replot on the new device. That is the advice given in MASS, for example. But these device-copy functions could have been quite handy -- especially after a long sequence of plotting commands that are done interactively. Yes, and that is part of the statement I pointed you to. When you copy a device, you replay the device list and hence the lines and text are placed at the positions calculated using the font metrics of the first device and not the second. dev.copy2eps does not try to adjust the pointsize of the postscript device, and provided the fonts match you should just be able to adjust the pointsize in this case. OK, so I tried various things and the best I could come up with is replacing [My X11() width and height defaults are 7] dev.copy2eps(file=test.eps, paper=letter) with dev.copy2eps(file=test.eps, paper=letter, width=8, height=8) So you ignored the advice I gave about `pointsize'! Let's see if I understood what I did above: the physical size of the X11 and PS fonts is different. Therefore, instead of changing the fontsize we re-scale the plot. (This is what is implied by the various printouts I have made.) If so, is there a way to reduce the font size, instead of increasing the plot size? Yes, and I have already given you a reference to it and told you in the email. (To avoid the plot extending beyond the physical page, for example.) If the only way is to change the EPS device dimensions how could I do it in a more robust way? Is, e.g., 'width=some.factor*par(din)[1]' a sensible way? Is there a better way? Could I pre-determine some.factor? You do need to be suspicious of on-screen viewers and indeed of ghostscript, for they are often not pixel-perfect and ghostscript does font substitution (it does not have Helvetica). I would always test by printing on a postscript printer. Screen and print rendering were the same. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: Re: [R] How can I test if time series residuals' are uncorrelated ?
Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = 2.2e-16 And I reject the null hypotesis (H0: merv.reg$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't independently distributed (Box-Ljung test) 2 - merv.reg$residual aren't indentically distributed (Breusch-Pagan test) 3 - merv.reg$residual aren't normally distributed (Jarque-Bera test) My questions is: It is possible merv.reg$residual be uncorrelated ? cov[residual_t, residual_(t+k)] = 0 ? Even when residuals are not independent distributed ! Yes. E.g., in an ARCH(1) process, cov[y_t, y_(t+k) ] = 0 (k \neq 0), but cov[(y_t)2, (y_(t+k))2 ] \neq 0, The last equation should be autocov[y_t, y_(t+k)] \neq 0 or equivalently cov[(y_t)2, (y_(t+k))2 ] \neq (E[(y_t)2])2 best Adrian hence no independence (and this is typical for financial time series). (and we know that they aren't normally distributed and they aren't indentically distributed ) And how can I tested it ? Thanks. Hint, if a ts is normally distributed then independence and uncorrelatedness are equivalent, hence you can test for normally distributed errors (e.g. Jarque-Bera-Test). HTH, Bernhard [[alternative HTML version deleted]] Typically, financial time series exhibit fat tails, i.e., are not normally distributed (and in an ARCH setup, financial time series are usually not even conditionally normally distributed. The fat tails are fatter than what we would expect from the clustering of volatility). best Adrian -- Dr. Adrian Trapletti Trapletti Statistical Computing Wildsbergstrasse 31, 8610 Uster Switzerland Phone Fax : +41 (0) 1 994 5631 Mobile : +41 (0) 76 370 5631 Email : mailto:[EMAIL PROTECTED] WWW : http://trapletti.homelinux.com __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] email problem
Patrick == Patrick Giraudoux [EMAIL PROTECTED] on Sun, 18 Jan 2004 13:36:15 +0100 writes: MM The queue of outgoing e-mails has been emptying since MM 10:30 MET now, and hopefully all mails will have been MM sent within a few more hours. Patrick OK. May this explain alone the long silence I had Patrick from the list since January 12 nothing (except Patrick today 18 when I receive the daily batch -hope Patrick things will go on smoothly now) -see mail copy Patrick below? I just got the information above Patrick incidentally going through the January archives via Patrick internet to check batches that I did not receive. The reason is your institution's `high-quality' ;-) virus-scanner: Most of R-help digests sent to you are bounced as containing a virus though it's very clear they do not, e.g., Message-Id: [EMAIL PROTECTED] From: [EMAIL PROTECTED] To: [EMAIL PROTECTED] Subject: Virus Alert Date: Sat, 17 Jan 2004 12:24:32 +0100 Le message électronique (fichier: whole-message) que vous avez envoyé à [EMAIL PROTECTED] le 01/17/2004 12:24:23 (mois/jour/année) contient un virus (Exceed_Decompression_Layer). (sur the network) Patrick Thanks to the list manager for coping with those Patrick troubles (guess this work is not really rewarding Patrick to him...). indeed! though I regularly receive ``virtual flowers'' (e-thank yous). Please do not bother R-help with these problems in general. (this is CC'ed to R-help to *close* the thread!) Bonnes salutations, Martin Maechler [EMAIL PROTECTED] http://stat.ethz.ch/~maechler/ Seminar fuer Statistik, ETH-Zentrum LEO C16Leonhardstr. 27 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-3408 fax: ...-1228 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] individual likelihoods
Dear all, is there a way to extract individual likelihoods from a glm/lrm object? By individual likelihoods, I mean the likelihoods whose product give the overall likelihood of the model. I guess the code in the base package, used to compute the Akaike Information Criterion may help me. However, I couldn't figure it out, probably because I'm rather new to likelihood theory and ML estimation ;-) The aic function just sums the corresponding density (d) function with log=T (except for the normal and inverse Gauss, where it is written out explicitly). Note that mle are not available for the dispersion parameter of the gamma and inverse Gauss, although this makes vary little difference in almost all cases. Thus, you just need to feed the fitted values (and, if appropriate, the dispersion estimate) into the corresponding density function without summing. Cheers, Jim Thanks for any help/suggestion/tip, Bruno __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Relative risk using GAM
I am a new user of R. I am trying to fit gam model with our air pollution data. I used Foreign package to call data from SPSS and used MGCV package to fit gam. The following are the steps I used: dust- read.spss(a:dust9600jan.sav) c-gam(MRESPALL~s(DUSTM)+s(TEMP)+s(RH),family=poisson,data=dust) summary(c) Family: poisson Link function: log Formula: MRESPALL ~ s(DUSTM) + s(TEMP) + s(RH) Parametric coefficients: Estimate std. err.t ratioPr(|t|) constant -0.615080.03331 -18.47 2.22e-16 Approximate significance of smooth terms: edf chi.sq p-value s(DUSTM) 6.605 16.738 0.01515 s(TEMP) 2.475.253 0.10705 s(RH) 1 1.5727 0.20981 R-sq.(adj) = 0.0202 Deviance explained = 2.35% UBRE score = 0.0031294 Scale est. = 1 n = 1692 I would like to know the relative risk. I don't know the command. Please, can anybody help me to get the relative risk. I am grateful for the help. Joseph E. Gomez [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] png support on R debian sid 1.8.1 binary
I have updated my R to the current R version (1.8.1) using apt-get of the R binaries for debian sid in cran. Now, when I do: png(file=myplot.png) I get: Error in X11(paste(png::, filename, sep = ), width, height, pointsize, : unable to start device PNG In addition: Warning message: No png support in this version of R what do I have to do to get the png support? Thanks, Angel _ Express yourself with cool new emoticons http://www.msn.co.uk/specials/myemo __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] memory limitation with Fortran interface
Hi, I'm using R 7.0 under Linux as a programming interface to Fortran (g77 v0.5.24). Basically, what I want to do is to call a fortran subroutine of mine which performs MCMC computations. Apparently I'm getting into memory management problems. To track the problem I wrote the following small Fortran subroutine (saved as test.f) : subroutine test(n,p) implicit none integer n,p,i,j real x(n,p) do i=1,n do j=1,p x(i,j) = 0 enddo enddo end I compiled it by : g77 -c test.f then I called it from R with : n - 1 p - 1000 system(R CMD SHLIB ~/test.o) dyn.load(~/test.so) out.res- .Fortran(test, as.integer(n), as.integer(p) ) causing R breakdown with the following message : Segmentation fault I don't understand why this subroutine causes segmentartion fault as its execution requires much less memory than what is existing on my machine (RAM 512 Mo RAM + swap 512 Mo ). More generally, it seems that memory limitations are stronger when calling fortran code from R than when executing the same Fortran subroutine from a bash command line. Gilles __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] memory limitation with Fortran interface
On Mon, Jan 19, 2004 at 12:19:06PM +0100, Guillot Gilles wrote:
Hi,
I'm using R 7.0 under Linux as a programming interface to Fortran (g77
v0.5.24).
Basically, what I want to do is to call a fortran subroutine of mine
which performs MCMC computations.
Apparently I'm getting into memory management problems.
To track the problem I wrote the following small Fortran subroutine
(saved as test.f) :
subroutine test(n,p)
implicit none
integer n,p,i,j
real x(n,p)
^^^
Two errors here:
1. You must allocate memory for x in the calling R function and have x as
an argument to 'test'
2. Use double precision ('double' in R)
Another recommendation is to write an R package for tasks like yours.
It is easier than you may think; see 'Writing R extensions'.
Göran
do i=1,n
do j=1,p
x(i,j) = 0
enddo
enddo
end
I compiled it by :
g77 -c test.f
then I called it from R with :
n - 1
p - 1000
system(R CMD SHLIB ~/test.o)
dyn.load(~/test.so)
out.res- .Fortran(test,
as.integer(n),
as.integer(p)
)
causing R breakdown with the following message :
Segmentation fault
I don't understand why this subroutine causes segmentartion fault
as its execution requires much less memory than what is existing on my
machine (RAM 512 Mo RAM + swap 512 Mo ).
More generally, it seems that memory limitations are stronger
when calling fortran code from R than when executing
the same Fortran subroutine from a bash command line.
Gilles
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--
Göran Broströmtel: +46 90 786 5223
Department of Statistics fax: +46 90 786 6614
Umeå University http://www.stat.umu.se/egna/gb/
SE-90187 Umeå, Sweden e-mail: [EMAIL PROTECTED]
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Re: [R] multcomp, simint, simtest and computation duration
Dear R-listers, I am trying to compute simultaneous confidence intervals with simint from the package multcomp. 230 measures (abundance) have been taken in 23 sites (factor) of a data.frame (donnees: a file can be sent on request, saved with save(donnees,file=donnees)). I would like to get all pairwise comparisons with : mc- simint(ren~ID,type=Tukey,data=donnees) you try to solve a (23^2 - 23) = 506 dimensional integration problem via some form of Monte-Carlo technique. If the sample sizes in are balanced, you can use the `TukeyHSD' function. Torsten I cannot get a result in a reasonable time (after 2 hours the computer was still working and I interrupted the process). Can anybody tell me if there is some capacity limitation for simint (as well as for simtest)? Multicomp of Splus handles the problem adequately in a short time, but Splus is practically not accessible for student training... Kind regards, Patrick Giraudoux [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Compiling R, cannot open vars.mk
Hi! I am trying to compile R-1.8.1 on an alphaserver running Tru64 Unix. I use the compilers cc,cxx and f77. After the compilation I try: make check and get the following message: Make: Cannot open /share/make/vars.mk. Stop. Does anyone have any suggestions on why? Regards Arne Gjuvsland __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] multcomp, simint, simtest and computation duration
Torsten Hothorn [EMAIL PROTECTED] writes: I am trying to compute simultaneous confidence intervals with simint from the package multcomp. 230 measures (abundance) have been taken in 23 sites (factor) of a data.frame (donnees: a file can be sent on request, saved with save(donnees,file=donnees)). I would like to get all pairwise comparisons with : mc- simint(ren~ID,type=Tukey,data=donnees) you try to solve a (23^2 - 23) = 506 dimensional integration problem via some form of Monte-Carlo technique. If the sample sizes in are balanced, you can use the `TukeyHSD' function. Even without balanced sample sizes you can use TukeyHSD, although it is most reliable if your sample sizes are close to balanced. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Compiling R, cannot open vars.mk
On Mon, 19 Jan 2004, Arne Gjuvsland wrote: Hi! I am trying to compile R-1.8.1 on an alphaserver running Tru64 Unix. I use the compilers cc,cxx and f77. After the compilation I try: make check and get the following message: Make: Cannot open /share/make/vars.mk. Stop. Some context would have been very helpful. Does anyone have any suggestions on why? Do you have R_HOME set (to an empty string)? Is this GNU make, and if not can you try GNU make? Otherwise, more information please, including if this is GNU make (probably not) and what directory make is working in (or at least the preceding 10 lines of output). -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] png support on R debian sid 1.8.1 binary
On Mon, Jan 19, 2004 at 11:17:48AM +, Angel - wrote: I have updated my R to the current R version (1.8.1) using apt-get of the R binaries for debian sid in cran. Now, when I do: png(file=myplot.png) I get: Error in X11(paste(png::, filename, sep = ), width, height, pointsize, : unable to start device PNG In addition: Warning message: No png support in this version of R Confirmed -- it's a bug in the Debian package. I'll upload a new revision. [ Incidentally, my unreleased 1.9.0 snapshots already have the following changelog entry: * debian/control: Added to Build-Depends libpaper-utils for paperconf libjpeg62-dev for jpeg (thanks to Kurt Hornik for the suggestion) libprce3-dev for pcre linpng12-dev for png zlib1g-dev for zlib ] what do I have to do to get the png support? Either one of a) wait for 1.8.1-2, b) try the testing build available on CRAN which may have png support or c) re-build it yourself. My apologies for the inconvenience. Dirk -- The relationship between the computed price and reality is as yet unknown. -- From the pac(8) manual page __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] ftable to LaTeX
hi there
is there a way to convert objects of class ftable into LaTex code
preserving the 'look' with row and column infomation?
xtable() {xtable} can't handle such objects and latex() {Hmisc} just texify
the number matrix,
without row/column information
regards soren
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[R] Some more help needed...
As an absolute beginner, still reading Modern Applied Statistics with S and exercising with its examples, I'm frequently stopped by what it looks to be R poor help system (or is it my gigantic ignorance?). I mean that using help many arguments of a command seems to be given for granted like for instance: ... ?lines lines(x, ...) ## Default S3 method: lines(x, y = NULL, type = l, col = par(col), lty = par(lty), ...) Arguments: x, y: coordinate vectors of points to join. type: character indicating the type of plotting; actually any of the 'type's as in 'plot'. col: color to use. This can be vector of length greater than one, but only the first value will be used. lty: line type to use. ...: Further graphical parameters (see 'par') may also be supplied as arguments, particularly, line type, 'lty' and line width, 'lwd'. How could I quickly know during an R-session what values should be col set to have red, how could I set lty etc.? Vittorio __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Some more help needed...
Try help(par). Christian On Mon, 19 Jan 2004, [EMAIL PROTECTED] wrote: As an absolute beginner, still reading Modern Applied Statistics with S and exercising with its examples, I'm frequently stopped by what it looks to be R poor help system (or is it my gigantic ignorance?). I mean that using help many arguments of a command seems to be given for granted like for instance: ... ?lines lines(x, ...) ## Default S3 method: lines(x, y = NULL, type = l, col = par(col), lty = par(lty), ...) Arguments: x, y: coordinate vectors of points to join. type: character indicating the type of plotting; actually any of the 'type's as in 'plot'. col: color to use. This can be vector of length greater than one, but only the first value will be used. lty: line type to use. ...: Further graphical parameters (see 'par') may also be supplied as arguments, particularly, line type, 'lty' and line width, 'lwd'. How could I quickly know during an R-session what values should be col set to have red, how could I set lty etc.? Vittorio __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html *** Christian Hennig Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg [EMAIL PROTECTED], http://www.math.uni-hamburg.de/home/hennig/ ### ich empfehle www.boag-online.de __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
RE: [R] Some more help needed...
The R help is sublime - which can be lost on the beginner (it was on me). See Chapter 12 Graphical procedures of the introduction to R manual (http://cran.r-project.org/manuals.html). Then read the rest of the manual before bed. As for getting red and a solid line? plot(1:100, log(1:100), type = l, col = red, lty = solid) Good luck, Andy __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Some more help needed...
How about the following: plot(1:11, col=1:11, cex=2, lwd=4) plot(1:4, col=c(red,green,'blue', 'orange'), cex=2, lwd=4) hope this helps. spencer graves [EMAIL PROTECTED] wrote: As an absolute beginner, still reading Modern Applied Statistics with S and exercising with its examples, I'm frequently stopped by what it looks to be R poor help system (or is it my gigantic ignorance?). I mean that using help many arguments of a command seems to be given for granted like for instance: ... ?lines lines(x, ...) ## Default S3 method: lines(x, y = NULL, type = l, col = par(col), lty = par(lty), ...) Arguments: x, y: coordinate vectors of points to join. type: character indicating the type of plotting; actually any of the 'type's as in 'plot'. col: color to use. This can be vector of length greater than one, but only the first value will be used. lty: line type to use. ...: Further graphical parameters (see 'par') may also be supplied as arguments, particularly, line type, 'lty' and line width, 'lwd'. How could I quickly know during an R-session what values should be col set to have red, how could I set lty etc.? Vittorio __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] January advanced R/Splus course in Boston?
Hello, I learnt there's an advanced R/Splus course in Boston this january. Anyone got the announcement? please kindly forward it to me. Best, Eugene __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] ftable to LaTeX
On Mon, 19 Jan 2004 18:04:40 +0100
Søren Merser [EMAIL PROTECTED] wrote:
hi there
is there a way to convert objects of class ftable into LaTex code
preserving the 'look' with row and column infomation?
xtable() {xtable} can't handle such objects and latex() {Hmisc} just
texify the number matrix,
without row/column information
Please check again. latex( ) has all kinds of row/column identifier
optionss.
-FH
regards soren
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[R] Re: [S] January advanced R/Splus course in Boston?
I learnt there's an advanced R/Splus course in Boston this january. Anyone got the announcement? please kindly forward it to me. I'm giving an Advanced Programming in S-PLUS course in Boston and San Francisco in March. See: http://www.insightful.com/services/training.asp http://www.insightful.com/services/schedule.asp http://www.insightful.com/services/course.asp?CID=37 I'm also giving a Bootstrap Methods and Permutation Tests course, same places. Tim Hesterberg | Tim Hesterberg Research Scientist | | [EMAIL PROTECTED] Insightful Corp.| | (206)802-23191700 Westlake Ave. N, Suite 500 | | (206)802-2500 (fax) Seattle, WA 98109-3044, U.S.A. | | www.insightful.com/Hesterberg | __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Course***Advanced R/Splus Programming***Boston, January 2004 by XLSolutions Corp
Happy New Year XSolutions Corp (www.xlsolutions-corp.com) is proud to announce a 2-day Advanced R/Splus programming taught by R Development Core Team Guru. *Boston -- January 29-30, 2004 *Washington DC -- TBD Reserve your seat Now (payment due after the class) Registration: www.xlsolutions-corp.com/training.htm Email Sue Turner: [EMAIL PROTECTED] Phone: 206-686-1578 Course outline: - Overview of R/S fundamentals: Syntax and Semantics - Class and Inheritance in R/S-Plus - Concepts, Construction and good use of language objects - Coercion and efficiency - Object-oriented programming in R and S-Plus - Advanced manipulation tools: Parse, Deparse, Substitute, etc. - How to fully take advantage of Vectorization - Generic and Method Functions; S4 (S-Plus 6) - Search path, databases and frames Visibility - Working with large objects - Handling Properly Recursion and iterative calculations - Managing loops; For (S-Plus) and for() loops - Consequences of Lazy Evaluation - Efficient Code practices for large computations - Memory management and Resource monitoring - Writing R/S-Plus functions to call compiled code - Writing and debugging compiled code for R/S-Plus system - Connecting R/S-Plus to External Data Sources - Understanding the structure of model fitting functions in R/S-Plus - Designing and Packaging efficiently Early-bird group research fee: $995! This course will also deal with lots of S-Plus efficiency issues and any special topics from participants is welcome. Please let us know if you and your colleagues are interested in this class to take advantage of group discount. Over half of the seats in both classes are currently reserved. Register now to secure your seat in this course! Cheers, Elvis Miller, PhD Manager Training. XLSolutions Corporation 206 686 1578 www.xlsolutions-corp.com __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Persistence for statistical models
Hi there - Is there a way to write statistical models (trees, naïve Bayes, SVM, etc) to a file and import them again without loss of information? Thanks - Ton Ton van Daelen, PhD Director, Application Support Tel: (858) 279-8800 ext 217 Fax: (858) 279-8804 Web: www.scitegic.com Register now for the 2004 Pipeline Pilot user group meeting Jan 28-30 in San Diego: http://www.scitegic.com/UGMSD2004/ [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Summary***Re: [S] January advanced R/Splus course in Boston?
Wow that was fast. Thank you Tim, Dana and Erin. I thought I give the summary here..The January advanced R/Splus course in Boston taught by an R guru is offered by xlsolutions corp. Cost is $995. Contact person: [EMAIL PROTECTED] --- eugene dalt [EMAIL PROTECTED] wrote: Hello, I learnt there's an advanced R/Splus course in Boston this january. Anyone got the announcement? please kindly forward it to me. Best, Eugene __ Do you Yahoo!? Sweepstakes http://hotjobs.sweepstakes.yahoo.com/signingbonus This message was distributed by [EMAIL PROTECTED] To unsubscribe send e-mail to [EMAIL PROTECTED] with __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
RE: [R] Persistence for statistical models
You can do that with any R objects by using save(), then load() or attach()
to get them back into R.
HTH,
Andy
From: Ton van Daelen
Hi there -
Is there a way to write statistical models (trees, naïve
Bayes, SVM, etc) to a file and import them again without loss
of information?
Thanks - Ton
Ton van Daelen, PhD
Director, Application Support
Tel: (858) 279-8800 ext 217
Fax: (858) 279-8804
Web: www.scitegic.com
Register now for the 2004 Pipeline Pilot user group meeting
Jan 28-30 in San Diego: http://www.scitegic.com/UGMSD2004/
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[R] Returning data in matrix form
I am trying to perform the following calculation for a very large time series data set: x-unit(length*data.frame.a*data.frame.b,cm) data.frame.a and data.frame.b are of the same dimension, and I wish to perform the calculation in one step so that x is returned as a matrix/data.frame of equal dimension. I have tried a couple of methods for this, (subsetting data.frame.a and data.frame.b and performing the calculation on a column by column basis for instance, and trying to loop a function over column data), but each time I am returned with a list for x rather than a data frame. Sorry if this is a stupid question, I have looked through some R literature but don't seem able to find the answer. Thank you for any help. Laura __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Returning data in matrix form
On 01/19/04 19:27, Laura Quinn wrote: I am trying to perform the following calculation for a very large time series data set: x-unit(length*data.frame.a*data.frame.b,cm) data.frame.a and data.frame.b are of the same dimension, and I wish to perform the calculation in one step so that x is returned as a matrix/data.frame of equal dimension. Sounds like mapply() would be useful. It works on columns of data frames. The default is simplify=TRUE so it will try to return a vector or matrix. Jon -- Jonathan Baron, Professor of Psychology, University of Pennsylvania Home page:http://www.sas.upenn.edu/~baron R page: http://finzi.psych.upenn.edu/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Returning data in matrix form
Jonathan Baron [EMAIL PROTECTED] writes: On 01/19/04 19:27, Laura Quinn wrote: I am trying to perform the following calculation for a very large time series data set: x-unit(length*data.frame.a*data.frame.b,cm) data.frame.a and data.frame.b are of the same dimension, and I wish to perform the calculation in one step so that x is returned as a matrix/data.frame of equal dimension. Sounds like mapply() would be useful. It works on columns of data frames. The default is simplify=TRUE so it will try to return a vector or matrix. Maybe, but what was ever wrong with length*as.matrix(data.frame.a)*as.matrix(data.frame.b) or, possibly, as.data.frame thereof? -- O__ Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Some more help needed...
On Mon, 19-Jan-2004 at 06:36PM +0100, Peter Dalgaard wrote: | [EMAIL PROTECTED] [EMAIL PROTECTED] writes: | | As an absolute beginner, still reading Modern Applied Statistics | with S and exercising with its examples, I'm frequently stopped | by what it looks to be R poor help system (or is it my gigantic | ignorance?). I mean that using help many arguments of a command | seems to be given for granted like for instance: | ... | ?lines | lines(x, ...) | | ## Default S3 method: | lines(x, y = NULL, type = l, col = par(col), | lty = par(lty), ...) | | Arguments: | | x, y: coordinate vectors of points to join. | | type: character indicating the type of plotting; actually any of |the 'type's as in 'plot'. | | col: color to use. This can be vector of length greater than one, |but only the first value will be used. | | lty: line type to use. | | ...: Further graphical parameters (see 'par') may also be supplied |as arguments, particularly, line type, 'lty' and line width, |'lwd'. | | | How could I quickly know during an R-session what values should be col set to have red, how could I set lty etc.? | | Well, you might take a hint and look at ?par, in which this is in fact | explained. The above text is not saying that very explicitly, I agree. ... that hint being given a little further down the help for lines, where it says: See Also: 'points', 'plot', and the underlying primitive 'plot.xy'. 'par' for how to specify colors. I can't think of a way that makes it easier to get to than that. | | However, it could be a good idea if we found a nice way of | integrating this sort of tabular material in the help system. The | case that really annoys me is that to get at the vaæues for 'pch', | you need to run example(points), which is both nonobvious and | disruptive if you are in the middle of constructing a complex plot | command. Even in that case, it's not a big deal to run a separate R session in another workspace (or even better, viewport in the pre-Gnome2 days) where such ancillary tasks can run. There are OS limitations, of course. -- Patrick Connolly HortResearch Mt Albert Auckland New Zealand Ph: +64-9 815 4200 x 7188 ~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~ I have the world`s largest collection of seashells. I keep it on all the beaches of the world ... Perhaps you`ve seen it. ---Steven Wright ~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] about power of tests
Does anyone know how can I calculate power in wilcoxon.test, kruskal. test and oneway.test in an F? I have already found power.t.test for calculating power in t.test but it seems that there is nothing for the others. Any answer could be useful. Thanks for your interest. - Do You Yahoo!? ÁðïêôÞóôå ôçí äùñåÜí [EMAIL PROTECTED] äéåýèõíóç óôï Yahoo! Mail. [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] about power of tests
=?iso-8859-7?q?vasilis=20pappas?= [EMAIL PROTECTED] writes:
Does anyone know how can I calculate power in wilcoxon.test,
kruskal. test and oneway.test in an F? I have already found
power.t.test for calculating power in t.test but it seems that there
is nothing for the others. Any answer could be useful. Thanks for
your interest.
If you can explain exactly how you think power should be computed for
a Wilcoxon, AND it is right (as opposed to a wild ball-park off the
cuff estimate or sensitivity analysis), it'd be a nice journal
article.
best,
-tony
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UW (Tu/Th/F): 206-616-7630 FAX=206-543-3461 | Voicemail is unreliable
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[R] qda problem
Hi, the following strange error appears when I use qda: qda1 - qda(as.data.frame(mfilters[cvtrain,]),as.factor(traingroups)) Error: function is not a closure That's also strange: qda1 - qda(mfilters[cvtrain,],as.factor(traingroups)) Error in qda.default(mfilters[cvtrain, ], as.factor(traingroups)) : length of dimnames must match that of dims Some backgroud: str(mfilters[cvtrain,]) num [1:12500, 1:12] -0.426 0.937 -1.610 -2.099 0.749 ... - attr(*, dimnames)=List of 2 ..$ : chr [1:12500] 1 2 8 9 ... ..$ : NULL str(as.factor(traingroups)) Factor w/ 3 levels 1,2,3: 1 1 1 1 1 1 1 1 1 1 ... - attr(*, names)= chr [1:12500] 1 2 8 9 ... str(as.data.frame(mfilters[cvtrain,])) `data.frame': 12500 obs. of 12 variables: $ V1 : num -0.426 0.937 -1.610 -2.099 0.749 ... $ V2 : num 0.7970 -1.9004 0.0443 -1.2074 0.4095 ... $ V3 : num -0.303 -0.636 -0.806 0.639 0.363 ... $ V4 : num 0.130 -0.096 -0.644 0.723 0.576 ... $ V5 : num -0.2942 1.4951 -0.0098 0.3253 0.3881 ... $ V6 : num -0.2943 -0.6561 -0.0863 -0.0849 -0.5070 ... $ V7 : num 0.512 -0.618 -0.244 0.392 0.346 ... $ V8 : num -0.171 0.677 0.117 -0.113 0.669 ... $ V9 : num 0.2289 -0.3934 0.1051 0.1545 -0.0446 ... $ V10: num 0.0188 0.5614 -0.2271 0.0340 0.2207 ... $ V11: num -0.152 0.631 0.447 0.696 0.458 ... $ V12: num 0.6139 -0.9379 -1.1784 0.0802 -0.6625 ... ...looks proper to me and works without problems with svm... Even stranger is the fact that my .R file suggests that the first command qda1 - qda(as.data.frame(mfilters[cvtrain,]),as.factor(traingroups)) worked in December for the same data (apart from random sampling of cvtrain/traingroups, but I tried more than one version), and even under the same version of R (1.8.0). Can anybody tell me what goes wrong now? Best, Christian *** Christian Hennig Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg [EMAIL PROTECTED], http://www.math.uni-hamburg.de/home/hennig/ ### ich empfehle www.boag-online.de __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] qda problem
Christian, I have reported a similar problem to Brian a few weeks ago. I think it has been fixed in recent versions of MASS (in the VR bundle) and works for me with another data.frame. Run update.packages() and try again. I owed you an answer (you know why), Uwe Christian Hennig wrote: Hi, the following strange error appears when I use qda: qda1 - qda(as.data.frame(mfilters[cvtrain,]),as.factor(traingroups)) Error: function is not a closure That's also strange: qda1 - qda(mfilters[cvtrain,],as.factor(traingroups)) Error in qda.default(mfilters[cvtrain, ], as.factor(traingroups)) : length of dimnames must match that of dims Some backgroud: str(mfilters[cvtrain,]) num [1:12500, 1:12] -0.426 0.937 -1.610 -2.099 0.749 ... - attr(*, dimnames)=List of 2 ..$ : chr [1:12500] 1 2 8 9 ... ..$ : NULL str(as.factor(traingroups)) Factor w/ 3 levels 1,2,3: 1 1 1 1 1 1 1 1 1 1 ... - attr(*, names)= chr [1:12500] 1 2 8 9 ... str(as.data.frame(mfilters[cvtrain,])) `data.frame': 12500 obs. of 12 variables: $ V1 : num -0.426 0.937 -1.610 -2.099 0.749 ... $ V2 : num 0.7970 -1.9004 0.0443 -1.2074 0.4095 ... $ V3 : num -0.303 -0.636 -0.806 0.639 0.363 ... $ V4 : num 0.130 -0.096 -0.644 0.723 0.576 ... $ V5 : num -0.2942 1.4951 -0.0098 0.3253 0.3881 ... $ V6 : num -0.2943 -0.6561 -0.0863 -0.0849 -0.5070 ... $ V7 : num 0.512 -0.618 -0.244 0.392 0.346 ... $ V8 : num -0.171 0.677 0.117 -0.113 0.669 ... $ V9 : num 0.2289 -0.3934 0.1051 0.1545 -0.0446 ... $ V10: num 0.0188 0.5614 -0.2271 0.0340 0.2207 ... $ V11: num -0.152 0.631 0.447 0.696 0.458 ... $ V12: num 0.6139 -0.9379 -1.1784 0.0802 -0.6625 ... ...looks proper to me and works without problems with svm... Even stranger is the fact that my .R file suggests that the first command qda1 - qda(as.data.frame(mfilters[cvtrain,]),as.factor(traingroups)) worked in December for the same data (apart from random sampling of cvtrain/traingroups, but I tried more than one version), and even under the same version of R (1.8.0). Can anybody tell me what goes wrong now? Best, Christian *** Christian Hennig Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg [EMAIL PROTECTED], http://www.math.uni-hamburg.de/home/hennig/ ### ich empfehle www.boag-online.de __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] about power of tests
[EMAIL PROTECTED] (A.J. Rossini) writes: =?iso-8859-7?q?vasilis=20pappas?= [EMAIL PROTECTED] writes: Does anyone know how can I calculate power in wilcoxon.test, kruskal. test and oneway.test in an F? I have already found power.t.test for calculating power in t.test but it seems that there is nothing for the others. Any answer could be useful. Thanks for your interest. If you can explain exactly how you think power should be computed for a Wilcoxon, AND it is right (as opposed to a wild ball-park off the cuff estimate or sensitivity analysis), it'd be a nice journal article. Yes. Of course the ARE (asymp.rel.efficiency) of Wilcoxon is .95 in the Normal case, so everyones first guesstimate is to do the power analysis for t and multiply the power by .95 - or divide desired power by .95 and compute N. However, this is highly dependent on distributional assumptions, and the fact that A is for asymptotic is really important even for Normal distributions: for small samples the RE is nowhere near the ARE, so you'd be wise to back things up with some simulations. We do have power.anova.test, though. -- O__ Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] graph algorithms in R
Hi, I was wondering if there are any packages available that can represent mathematical graphs along with functions to manipulate them? Google did'nt turn up anything ( I may be asking too much of R :-/ ) Thanks, --- Rajarshi Guha [EMAIL PROTECTED] http://jijo.cjb.net GPG Fingerprint: 0CCA 8EE2 2EEB 25E2 AB04 06F7 1BB9 E634 9B87 56EE --- Q: What's yellow, linear, normed and complete? A: A Bananach space. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] graph algorithms in R
graph and Rgraphviz in BioConductor; see www.bioconductor.org
Rajarshi Guha [EMAIL PROTECTED] writes:
Hi,
I was wondering if there are any packages available that can represent
mathematical graphs along with functions to manipulate them? Google
did'nt turn up anything ( I may be asking too much of R :-/ )
Thanks,
---
Rajarshi Guha [EMAIL PROTECTED] http://jijo.cjb.net
GPG Fingerprint: 0CCA 8EE2 2EEB 25E2 AB04 06F7 1BB9 E634 9B87 56EE
---
Q: What's yellow, linear, normed and complete?
A: A Bananach space.
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Re: [R] graph algorithms in R
I was wondering if there are any packages available that can represent mathematical graphs along with functions to manipulate them? Google did'nt turn up anything ( I may be asking too much of R :-/ ) I was looking for the same thing the other day, and found that a graph package for R is being developed as part of the bioconductor project. However, I haven't tried it yet, so I don't know about the status (judging from the function list one shouldn't expect a comprehensive collection of graph algorithms, but at least the base structures and some random graph stuff seem to be implemented already). There is also a package for visualization, Rgraphviz. http://www.bioconductor.org/ http://www.bioconductor.org/repository/release1.3/package/html/graph.html http://www.bioconductor.org/repository/release1.2/package/html/Rgraphviz.html Tobias __ Tobias Sing Diploma Student Computational Biology Group Max-Planck-Institut für Informatik Stuhlsatzenhausweg 85 66123 Saarbrücken, Germany Also affiliated with: Machine Learning and Natural Language Processing Group Institut für Informatik Albert-Ludwigs-Universität Freiburg, Germany Phone: +49 681 9325 314 Fax: +49 681 9325 399 E-mail: [EMAIL PROTECTED] WWW: http://www.mpi-sb.mpg.de/units/ag3/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] graph algorithms in R
Tobias Sing [EMAIL PROTECTED] writes:
I was wondering if there are any packages available that can represent
mathematical graphs along with functions to manipulate them? Google
did'nt turn up anything ( I may be asking too much of R :-/ )
I was looking for the same thing the other day, and found that a graph package
for R is being developed as part of the bioconductor project. However, I
haven't tried it yet, so I don't know about the status (judging from the
function list one shouldn't expect a comprehensive collection of graph
algorithms, but at least the base structures and some random graph stuff seem
to be implemented already). There is also a package for visualization,
Rgraphviz.
http://www.bioconductor.org/
http://www.bioconductor.org/repository/release1.3/package/html/graph.html
http://www.bioconductor.org/repository/release1.2/package/html/Rgraphviz.html
I almost forgot the wrappers to BOOST-Graph (the BOOST graph
library), RGBL, also in Bioconductor.
best,
-tony
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[R] Buckley-James censored regression without intercept
Hi, dear R-help, I want to fit a Buckley-James censored regression without intercept. The function bj() inside the Design library have to have an intercept, I try Surv(y,d)~ 0 + x , or -1+x, or x-1, none works. Any suggestions? Is there another BJ() code out there that do not have to have an intercept? Or may be it is easier to modify the bj()? I need the estimator only, no need of var estimate or plot. Thanks. Mai Zhou [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
