Re: [R] how to obtain par(ask=TRUE) with trellis-plots

2006-01-14 Thread Peter Dalgaard
Deepayan Sarkar [EMAIL PROTECTED] writes:

 On 1/11/06, Leo Gürtler [EMAIL PROTECTED] wrote:
  Dear alltogether,
 
  how can a delay like possible with par(ask=TRUE) be attained while using
  trellis-plots within a loop or something like that?
  the following draws each plot without waiting for a signal
  (mouse-klick), so par() does not work for that:
 
  library(nlme)
  for(i in 1:3)
  {
fitlme - lme(Orthodont)
par(ask=TRUE) # does not work with trellis
print( plot(augPred(fitlme)) )
  }
 
 See ?grid.prompt in the grid package. To use it you can either attach
 grid, or do
 
 grid::grid.prompt(TRUE)

I happened to need this today (some example() sections are a bit
unhelpful without it) and the only way I figured it out was by recalling
this recent thread. Any chance of putting a suitable pointer in the
help pages for trellis.par.set and/or trellis.device? 

-- 
   O__   Peter Dalgaard Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark  Ph:  (+45) 35327918
~~ - ([EMAIL PROTECTED])  FAX: (+45) 35327907

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Re: [R] Syntax for linear mixed model

2006-01-14 Thread Dieter Menne
N.W.Galwey nw.galwey at ukonline.co.uk writes:

 
 The syntax below works, and gives the expected results, in R version 2.0.0,
 provided that I have loaded packages Matrix, latticeExtra and lme4.
 However, I cannot get it to work in version 2.2.1.   Can anyone tell me how
 to fit this model in the more recent version?
 
 
 barleyprogeny.model1lme - lme(yield_g_m2 ~ 1, 
 
data = barleyprogeny.unbalanced, random = ~ 1|fline + fblock) 
 

You must use the new style and call lmer when using package lme4 now. There is 
no full documentation on lmer yet since package lme4 is work in progress, but 
there are a few examples in the MEMSS package. 

However, I would suggest that for the rather simple model, you better don't 
load lme4 and Matrix, and use well-documented package nlme instead.

Dieter

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[R] Different length of objects

2006-01-14 Thread voodooochild
Hello,

i got an warning message in the following code:

f-1:100
t-1:100
b-100

ll2 - function(b,f,t) {
  t-cumsum(t)
  tn-t[length(t)]
  i-seq(along=f)
  s1-(tn*exp(-b*tn)*sum(f[i]))/(1-exp(-b*tn))
  
s2-sum((f[i]*(t[i]*exp(-b*t[i])-t[i-1]*exp(b*t[i-1])))/(exp(-b*t[i-1])-exp(-b*t[i])))
  s1-s2
}

ll2(b,f,t)

i think, the problem here is, that t[0] doesn't exist and so i got 
different length of objects. want can i do to avoid this error?
the assumption is that t[0] should be 0.

best regards
andreas

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Re: [R] Different length of objects

2006-01-14 Thread voodooochild
ok, thank you, in my problem i want to solve the following equation 
numericaly for b , t_n indicates the last value of t

(t_n*exp(-b*t_n)*sum_{i=1}^{n} f_i) / (1-exp(-b*t_n)) - (sum_{i=1}^{n} 
(f_i*(t_i*exp(-b*t_i)-t_{i-1}*exp(-b*t_{i-1}))) / 
(exp(-b*t_{i-1})-exp(-b*t_i)) )  = 0

b is then the mle.

jim holtman wrote:

 If you type
  
 t[0]
  
 you will get the value
  
 numeric(0)
  
 Which is a numeric vector of lenght 0; this is not the same a the 
 value of 0.
  
 t[0] does not select any value.  If you expect this to happen in your 
 code, then check against it and assign whatever value you want:
  
 ifelse(length(t[i]) == 0, 0, t[i])


  
 On 1/14/06, [EMAIL PROTECTED] mailto:[EMAIL PROTECTED]* 
 [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] wrote:

 Hello,

 i got an warning message in the following code:

 f-1:100
 t-1:100
 b-100

 ll2 - function(b,f,t) {
 t-cumsum(t)
 tn-t[length(t)]
 i-seq(along=f)
 s1-(tn*exp(-b*tn)*sum(f[i]))/(1-exp(-b*tn))

 
 s2-sum((f[i]*(t[i]*exp(-b*t[i])-t[i-1]*exp(b*t[i-1])))/(exp(-b*t[i-1])-exp(-b*t[i])))

 s1-s2
 }

 ll2(b,f,t)

 i think, the problem here is, that t[0] doesn't exist and so i got
 different length of objects. want can i do to avoid this error?
 the assumption is that t[0] should be 0.

 best regards
 andreas

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 -- 
 Jim Holtman
 Cincinnati, OH
 +1 513 247 0281

 What the problem you are trying to solve?

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Re: [R] LaTeX slide show (Was: Re: Taking code from packages)

2006-01-14 Thread Duncan Murdoch
On 1/14/2006 2:39 AM, Henrik Bengtsson wrote:
 Duncan Murdoch wrote:
 On 1/13/2006 2:04 AM, Ales Ziberna wrote:

 Hello!

 [snip]
 
 (I'm a little sensitive about dependencies now, since the LaTeX seminar 
 template I've used a few times no longer works.  It depends on too many 
 LaTeX packages, and someone, somewhere has introduced incompatibilities 
 in them.  Seems like I'll be forced to use Powerpoint or Impress.)
 
 Try LaTeX Beamer!  It is the best thing that happend to LaTeX in a long 
 time.  Simply beautiful, intuitive and very easy to use, and it's not 
 yet another 'seminar' or 'prosper'.   Part of MikTeX now.  See 
 http://latex-beamer.sourceforge.net/ for documentation, examples etc.

Thanks to Henrik and Stephen Eglen for this suggestion.  It does look 
nice (though the test presentation, beamerexample1.tex failed with

! Undefined control sequence.
recently read \rowcolors

l.937 \end{frame}

indicating some version incompatibility with what I've got installed, 
the simpler examples all seem to work and do indeed give nice output.)

Duncan Murdoch

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[R] lmer and handling heteroscedasticity

2006-01-14 Thread Leo Gürtler
Dear altogether,

is it possible to integrate weights arguments within lmer to 
incorporate statements to handle heteroscedasticity as it is possible 
with lme?
I searched the R-archive but found nothing, insofer I assume it is not 
possible, but as lmer is under heavy develpoment, maybe something 
changed or is solved differently.

Thus my question:

While encountering heavy heteroscedasticity within data, lmer is not the 
right application to use, but use instead lme?

Thanks in advance for a short statement,

best ,
leo

-- 

email: [EMAIL PROTECTED]
www: http://www.anicca-vijja.de/

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[R] (no subject)

2006-01-14 Thread Michael Anyadike-Danes
I am having difficulty installing the package lattice. 

 

First I tried downloading it from the CRAN site (in the normal way) :
the message said it worked but when I typed library I got an error
message (there is no package).

 

Second I tried installing it from the local zip. I have reproduced the
result below.

 

utils:::menuInstallLocal()

package 'lattice' successfully unpacked and MD5 sums checked

Warning: cannot remove prior installation of package 'lattice'

updating HTML package descriptions

 library(lattice)

Error in library(lattice) : there is no package called 'lattice'

 

Have I missed something? 

 

Apologies if it is something really obvious.

 

Michael Anyadike-Danes

Economic Research Institute of Northern Ireland

Floral Buildings

2-14 East Bridge Street

Belfast BT1 3NQ

Tel:  (028) 90727362

Fax: (028) 90319003

 


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Re: [R] LaTeX slide show (Was: Re: Taking code from packages)

2006-01-14 Thread Janusz Kawczak
Duncan,

it seems that you did not update 'xcolor' package properly. That's where
\rowcolors is defined. In some instances, especially under MikTeX, the
automatic update fails to update xcolor.sty. So, I suggest you download
the latest xcolor package from the same place as the beamer package and
then manually run 'latex xcolor.ins' to regenerate xcolor.sty. Then move
the *.def and *.sty file to the proper places to gain full compatibility.

Janusz.

** Janusz Kawczak   **
** UNC at Charlotte, Department of Mathematics  Statistics, Room 345B  **
** 9201 University City Blvd**
** Charlotte, NC, 28223-0001, U.S.A.**
** Tel.: (W) (704) 687-2566  Fax.: (704) 687-6415   **

All truth passes through three stages. First, it is ridiculed, second it
is violently opposed, and third, it is accepted as self-evident.
-- Arthur Schopenhauer

On Sat, 14 Jan 2006, Duncan Murdoch wrote:

 On 1/14/2006 2:39 AM, Henrik Bengtsson wrote:
  Duncan Murdoch wrote:
  On 1/13/2006 2:04 AM, Ales Ziberna wrote:
 
  Hello!
 
  [snip]
 
  (I'm a little sensitive about dependencies now, since the LaTeX seminar
  template I've used a few times no longer works.  It depends on too many
  LaTeX packages, and someone, somewhere has introduced incompatibilities
  in them.  Seems like I'll be forced to use Powerpoint or Impress.)
 
  Try LaTeX Beamer!  It is the best thing that happend to LaTeX in a long
  time.  Simply beautiful, intuitive and very easy to use, and it's not
  yet another 'seminar' or 'prosper'.   Part of MikTeX now.  See
  http://latex-beamer.sourceforge.net/ for documentation, examples etc.

 Thanks to Henrik and Stephen Eglen for this suggestion.  It does look
 nice (though the test presentation, beamerexample1.tex failed with

 ! Undefined control sequence.
 recently read \rowcolors

 l.937 \end{frame}

 indicating some version incompatibility with what I've got installed,
 the simpler examples all seem to work and do indeed give nice output.)

 Duncan Murdoch

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Re: [R] problems installing lattice on Windows; was: (no subject)

2006-01-14 Thread Uwe Ligges
Michael Anyadike-Danes wrote:

 I am having difficulty installing the package lattice. 
 
  
 
 First I tried downloading it from the CRAN site (in the normal way) :
 the message said it worked but when I typed library I got an error
 message (there is no package).


lattice is shipped with R. You don't need to install it separately 
unless you want a more recent version in which case you simply can use 
update.packages().


 Second I tried installing it from the local zip. I have reproduced the
 result below.
 
  
 
 utils:::menuInstallLocal()
 
 package 'lattice' successfully unpacked and MD5 sums checked
 
 Warning: cannot remove prior installation of package 'lattice'


So you had lattice loaded once you decided to update. This does not work 
under Windows as you have certainly already read in the R for Windows FAQs.

Start R without loading lattice and then update the package.


 updating HTML package descriptions
 
 
library(lattice)
 
 
 Error in library(lattice) : there is no package called 'lattice'
 
  
 
 Have I missed something? 

Yes: reading the manuals and the posting guide (which also asks you to 
use a sensible subject line).
I assume this is R under Windows, and I hope a recent copy such as 
R-2.2.1.

Uwe Ligges


  
 
 Apologies if it is something really obvious.
 
  
 
 Michael Anyadike-Danes
 
 Economic Research Institute of Northern Ireland
 
 Floral Buildings
 
 2-14 East Bridge Street
 
 Belfast BT1 3NQ
 
 Tel:  (028) 90727362
 
 Fax: (028) 90319003
 
  
 
 
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Re: [R] change lattice panel background color

2006-01-14 Thread Deepayan Sarkar
On 1/13/06, Waichler, Scott R [EMAIL PROTECTED] wrote:

 I can't find a way to change just the panel background color in lattice.
 I would like NA regions in levelplot() to appear black.  I've tried the
 trellis.par.set() stuff, but it it makes the background of the whole
 graphic black.

Use panel.fill in a panel function, e.g. (untested)

panel = function(...) {
panel.fill(col = black)
panel.levelplot(...)
}

-Deepayan

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Re: [R] R newbie example code question

2006-01-14 Thread Adrian DUSA
 Ted.Harding at nessie.mcc.ac.uk writes:
 [...]
 The solution I finally opted for, and still use,
 is based (in a Linux environment) on including
 the following code in your .Rprofile file:
 
 .xthelp - function() {
 tdir - tempdir()
 pgr - paste(tdir, /pgr, sep=)
 con - file(pgr, w)
 cat(#! /bin/bash\n, file=con)
 cat(export HLPFIL=`mktemp , tdir, /R_hlp.XX`\n,
  sep=, file=con)
 cat(cat  $HLPFIL\nxterm -e less $HLPFIL \n, file=con)
 close(con)
 system(paste(chmod 755 , pgr, sep=))
 options(pager=pgr)
 }
 .xthelp()
 rm(.xthelp)
 
 (and it's also specific to the 'bash' shell because
 of the #! /bin/bash\n, but you should be able to
 change this appropriately). The above was posted by
 Roger Bivand on 27 May.
 [...]

I also like the function, it's beautiful. I wonder if anyone could help me with
the correct syntax for my bash shell (I assume this is the problem) because I
get this error:

Error in rm(.xthelp) : cannot remove variables from base namespace

when starting R and when installing a new package. 
Thank you,
Adrian

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Re: [R] R newbie example code question

2006-01-14 Thread Adrian DUSA
On Friday 13 January 2006 17:45, Ted Harding wrote:
 On 13-Jan-06 Michael Friendly wrote:
  Ted:
 
  Your .xthelp is extremely useful, help on Linux being otherwise
  quite awkward to use since a pager in the same window make it hard
  to cut/paste examples --- where 'more' or 'less' really means
  'instead of' :-)

 Glad you found it useful. I find it indispensable!
 For the record: this is not my code but Roger Bivand's,
 it being the one out of several suggestions on that thread
 which I decided to adopt. I still admire the neat way he
 wrapped it all up.
 [...snip...]

I also like the function very much, but I get an annoying error when starting 
R or when installing a new package:

Error in rm(.xthelp) : cannot remove variables from base namespace

I assume it has something to do with my bash shell, but I have no idea what to 
do. I run I inside Kubuntu 5.10 Breezy (compiled from source).

 R.Version()
$platform
[1] i686-pc-linux-gnu
$arch
[1] i686
$os
[1] linux-gnu
$system
[1] i686, linux-gnu
$status
[1] 
$major
[1] 2
$minor
[1] 2.1
$year
[1] 2005
$month
[1] 12
$day
[1] 20
$svn rev
[1] 36812
$language
[1] R

Thank you,
Adrian

-- 
Adrian DUSA
Romanian Social Data Archive
1, Schitu Magureanu Bd
050025 Bucharest sector 5
Romania
Tel./Fax: +40 21 3126618 \
  +40 21 3120210 / int.101

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Re: [R] better way to replace missing values with zero

2006-01-14 Thread Marco Geraci
I hope this helps:
   
  foo - data.frame(x=1:3,y=letters[1:3],z=4:6,
w=as.Date(c(02/27/92, 02/27/92, 01/14/92), %m/%d/%y))
foo[2,] - NA

  foo
   xy  z  w
1  1a  4 1992-02-27
2 NA NA NA   NA
3  3c  6 1992-01-14
 
 class(foo$w)
[1] Date

  mode(foo$w)
[1] numeric

a - sapply(foo, is.numeric)
b - !sapply(foo, class)==Date
 
foo[!complete.cases(foo),a  b] - 0

  foo
  xy z  w
1 1a 4 1992-02-27
2 0 NA 0   NA
3 3c 6 1992-01-14

cheers,
  Marco 


roger bos [EMAIL PROTECTED] wrote:
  I would like to replace all missing values (NAs) with zero like below--where
ever they may be--but some of the column classes are non-numeric so I get an
error:

 dim(temp)
[1] 699 313
 temp[is.na(temp)] - 0
Error in as.Date.default(value) : do not know how to convert 'value' to
class Date


So I have to use more conveluted code:

for (k in c(1:ncol(temp))) {
if (class(temp[, k])==numeric) {
temp[, k][is.na(temp[, k])] - 0
}
}

This is much more code and requires a for loop. Can anyone please show me a
better way?

Thanks,

Roger

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[R] Data Mining Course

2006-01-14 Thread Trevor Hastie
Short course: Statistical Learning and Data Mining II:
 tools for tall and wide data

Trevor Hastie and Robert Tibshirani, Stanford University

Sheraton Hotel,
Palo Alto, California,
April 3-4, 2006.

This two-day course gives a detailed overview of statistical models for
data mining, inference and prediction.  With the rapid developments
in internet technology, genomics, financial risk modeling, and other
high-tech industries, we rely increasingly more on data analysis and
statistical models to exploit the vast amounts of data at our  
fingertips.

This course is the third in a series, and follows our popular past
offerings Modern Regression and Classification, and Statistical
Learning and Data Mining.

The two earlier courses are not a prerequisite for this new course.

In this course we emphasize the tools useful for tackling modern-day
data analysis problems. We focus on both tall data ( Np where
N=#cases, p=#features) and wide data (pN). The tools include
gradient boosting, SVMs and kernel methods, random forests, lasso and
LARS, ridge regression and GAMs, supervised principal components, and
cross-validation.  We also present some interesting case studies in a
variety of application areas. All our examples are developed using the
S language, and most of the procedures we discuss are implemented in
publicly available R packages.

Please visit the site
http://www-stat.stanford.edu/~hastie/sldm.html
for more information and registration details.

---
   Trevor Hastie   [EMAIL PROTECTED]
   Professor, Department of Statistics, Stanford University
   Phone: (650) 725-2231 (Statistics)  Fax: (650) 725-8977
   (650) 498-5233 (Biostatistics)   Fax: (650) 725-6951
   URL: http://www-stat.stanford.edu/~hastie
address: room 104, Department of Statistics, Sequoia Hall
390 Serra Mall, Stanford University, CA 94305-4065
  



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Re: [R] glmmPQL and variance structure

2006-01-14 Thread Spencer Graves
  Thanks for providing a partially reproducible example.  I believe the 
error message you cite came from lme.  I say this, because I modified 
your call to glmmPQL2 to call lme and got the following:

  library(nlme)
  fit.lme - lme(y ~ trt + I(week  2), random = ~ 1 | ID,
+  data = bacteria, weights=varPower(~1))
Error in unlist(x, recursive, use.names) :
argument not a list

  I consulted Pinheiro and Bates (2000) Mixed-Effects Models in S and 
S-Plus (Springer, sec. 5.2, p.211) to see that the syntax for varPower 
appears to be correct.  I removed ~ and it worked, mostly:

  fit.lme - lme(y ~ trt + I(week  2), random = ~ 1 | ID,
+  data = bacteria, weights=varPower(1))
Warning message:
- not meaningful for factors in: Ops.factor(y[revOrder], Fitted)

  I got an answer, though with a warning and not for the problem you 
want to solve.  However, I then made this modification to a call to my 
own modification of Venables and Ripley's glmmPQL and it worked:

  fit. - glmmPQL.(y ~ trt + I(week  2), random = ~ 1 | ID,
+  family = binomial, data = bacteria,
+  weights.lme=varPower(1))
iteration 1
iteration 2
iteration 3
  fit.
Linear mixed-effects model fit by maximum likelihood
   Data: bacteria
   Log-likelihood: -541.0882
   Fixed: y ~ trt + I(week  2)
 (Intercept) trtdrugtrtdrug+ I(week  2)TRUE
   2.7742329  -1.0852566  -0.5896635  -1.2682626

Random effects:
  Formula: ~1 | ID
  (Intercept) Residual
StdDev: 4.940885e-05 2.519018

Variance function:
  Structure: Power of variance covariate
  Formula: ~fitted(.)
  Parameter estimates:
 power
0.3926788
Number of Observations: 220
Number of Groups: 50
 
  This function glmmPQL. adds an argument weights.lme to Venables 
and Ripley's glmmPQL and uses that in place of 
'quote(varFixed(~invwt))' when provided;  see below.

  hope this helps.
  spencer graves
glmmPQL. -
function (fixed, random, family, data, correlation, weights,
 weights.lme, control, niter = 10, verbose = TRUE, ...)
{
 if (!require(nlme))
 stop(package 'nlme' is essential)
 if (is.character(family))
 family - get(family)
 if (is.function(family))
 family - family()
 if (is.null(family$family)) {
 print(family)
 stop('family' not recognized)
 }
 m - mcall - Call - match.call()
 nm - names(m)[-1]
 wts.lme - mcall$weights.lme
 keep - is.element(nm, c(weights, data, subset, na.action))
 for (i in nm[!keep]) m[[i]] - NULL
 allvars - if (is.list(random))
 allvars - c(all.vars(fixed), names(random), unlist(lapply(random,
 function(x) all.vars(formula(x)
 else c(all.vars(fixed), all.vars(random))
 Terms - if (missing(data))
 terms(fixed)
 else terms(fixed, data = data)
 off - attr(Terms, offset)
 if (length(off - attr(Terms, offset)))
 allvars - c(allvars, as.character(attr(Terms, variables))[off +
 1])
 m$formula - as.formula(paste(~, paste(allvars, collapse = +)))
 environment(m$formula) - environment(fixed)
 m$drop.unused.levels - TRUE
 m[[1]] - as.name(model.frame)
 mf - eval.parent(m)
 off - model.offset(mf)
 if (is.null(off))
 off - 0
 w - model.weights(mf)
 if (is.null(w))
 w - rep(1, nrow(mf))
 mf$wts - w
 fit0 - glm(formula = fixed, family = family, data = mf,
 weights = wts, ...)
 w - fit0$prior.weights
 eta - fit0$linear.predictor
 zz - eta + fit0$residuals - off
 wz - fit0$weights
 fam - family
 nm - names(mcall)[-1]
 keep - is.element(nm, c(fixed, random, data, subset,
 na.action, control))
 for (i in nm[!keep]) mcall[[i]] - NULL
 fixed[[2]] - quote(zz)
 mcall[[fixed]] - fixed
 mcall[[1]] - as.name(lme)
 mcall$random - random
 mcall$method - ML
 if (!missing(correlation))
 mcall$correlation - correlation
#   weights.lme
 {
  if(is.null(wts.lme))
mcall$weights - quote(varFixed(~invwt))
  else
mcall$weights - wts.lme
}
 mf$zz - zz
 mf$invwt - 1/wz
 mcall$data - mf
 for (i in 1:niter) {
 if (verbose)
 cat(iteration, i, \n)
 fit - eval(mcall)
 etaold - eta
 eta - fitted(fit) + off
 if (sum((eta - etaold)^2)  1e-06 * sum(eta^2))
 break
 mu - fam$linkinv(eta)
 mu.eta.val - fam$mu.eta(eta)
 mf$zz - eta + (fit0$y - mu)/mu.eta.val - off
 wz - w * mu.eta.val^2/fam$variance(mu)
 mf$invwt - 1/wz
 mcall$data - mf
 }
 attributes(fit$logLik) - NULL
 fit$call - Call
 fit$family - family
 oldClass(fit) - c(glmmPQL, oldClass(fit))
 fit
}



Patrick Giraudoux wrote:
 Dear listers,
 
 On the line of a last (unanswered) question about glmmPQL() of the 
 library MASS, I am still wondering if it 

Re: [R] how to obtain par(ask=TRUE) with trellis-plots

2006-01-14 Thread Deepayan Sarkar
On 14 Jan 2006 11:17:18 +0100, Peter Dalgaard [EMAIL PROTECTED] wrote:
 Deepayan Sarkar [EMAIL PROTECTED] writes:

[...]

  See ?grid.prompt in the grid package. To use it you can either attach
  grid, or do
 
  grid::grid.prompt(TRUE)

 I happened to need this today (some example() sections are a bit
 unhelpful without it) and the only way I figured it out was by recalling
 this recent thread. Any chance of putting a suitable pointer in the
 help pages for trellis.par.set and/or trellis.device?

Will do.

Deepayan

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[R] Can I call a R function from within C/C++ directly?

2006-01-14 Thread Shaozhong Zhao
Dear all R users£¬

Can I call a R function from within C/C++ directly? I mean don't run R. 
Thank you!


Regards,
Shaozhong Zhao

[EMAIL PROTECTED]
2006-01-13



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Re: [R] Can I ask for the C code inside an R function using .C? (Thanks)

2006-01-14 Thread Yingfu Xie
Thanks all! Francisco provided the best solution for me, i.e.,
https://svn.r-project.org/R/trunk/ , where I can find what I want. 
 
Regards,
Yingfu


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[R] example(plot) question

2006-01-14 Thread Robert W. Baer, Ph.D.
From Windows RGui, I tried:
example(plot)

This worked as expected except that the various plots write over top of each 
other in the graphics window that is created.  I then discovered that graphics 
history is not enabled during the example generation.  

I used the graphics window menu to enable the history and repeated 
example(plot), but this raises a couple of questions:

Is there a command line equivalent for activating plot history?  Is plot 
history a par() or options() setting or is it intrinsic to an individual 
graphics window?

Is there an argument to example() that enables plot history and/or wouldn't it 
make sense to have this activated by default whenever an example() execution 
creates plots?

I tried:

help.search('plot record')
help.search('plot history')
help.search('history recording')

without finding anything insightful to help with this topic, but I'm just 
betting more than one of you knows what I should have typed or where I should 
lookG.

Thanks,

Rob

 version
 _  
platform i386-pc-mingw32
arch i386   
os   mingw32
system   i386, mingw32  
status  
major2  
minor2.0
year 2005   
month10 
day  06 
svn rev  35749  
language R   
[[alternative HTML version deleted]]

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Re: [R] Can I call a R function from within C/C++ directly?

2006-01-14 Thread Duncan Murdoch
On 1/14/2006 4:48 PM, Shaozhong Zhao wrote:
 Dear all R users£¬
 
   Can I call a R function from within C/C++ directly? I mean don't run R. 
 Thank you!

Yes.  See the R Extensions manual, in particular chapter 7, Linking 
GUIs and other front ends to R.

Duncan Murdoch

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Re: [R] R-help Digest, Vol 35, Issue 14

2006-01-14 Thread Werner Wernersen
Dear all,

Is anybody aware of a tutorial, introduction, overview
or alike  for cluster 
analysis with R? I have been searching for something
like that but it seems 
there are only a few rather specialized articles
around.

I would very much appreciate any hint.

Thanks a million,
   Werner






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Re: [R] panel data unit root tests

2006-01-14 Thread Spencer Graves
  Can anyone help with questions on correlations in lme?  I provide 
below a self-contained toy example that I can't quite complete.

QUESTIONS:
1.  Is there a unit root test in R?  Below please find a failed
attempt to do this using lme.
2.  Is there a corStruct class for first differences (unit root)?
corAR1(1) generates an error.
3.  How can store in another R object the estimated AR(1) coefficient 
from an lme object generated with 'lme(..., 
correlation=corAR1(form=~1|subj))'?
4.  Why am I getting small p-values in testing for a unit root when I
simulate an AR1(1)?

TOY EXAMPLE

nSubj - 4; nObs - 5; nSims - 2
UnitRootSims - array(NA, dim=c(nSims, 2),
   dimnames=list(NULL, c(AR1, p.value)))
corAR1. - corAR1(form=~1|subj)
corUnitRoot - corAR1(1, form=~1|subj, fixed=TRUE)
# corAR1(1) not allowed.
corUnitRoot - corAR1(0.9, form=~1|subj, fixed=TRUE)

set.seed(123)
library(nlme)
for(i in 1:nSims){
   e.subj - array(rnorm(nObs*nSubj), dim=c(nObs, nSubj),
   dimnames=list(paste(obs, 1:nObs, sep=), subj))
   y.subj - apply(e.subj, 2, cumsum)
   Dat - data.frame(subj=rep(subj, each=nObs),
   y=as.vector(y.subj))
   fitAR1 - lme(y~1, data=Dat, random=~1|subj,
correlation=corAR1., method=ML)
# UnitRootSims[i, 1] - ??? How to extract the AR1 estimate?
   fitUnitRoot - lme(y~1, data=Dat, random=~1|subj,
correlation=corUnitRoot, method=ML)
   aovUnitRoot - anova(fitAR1, fitUnitRoot)
   UnitRootSims[i, 2] - aovUnitRoot[2, p-value]
}
  UnitRootSims
  AR1  p.value
[1,]  NA 8.277712e-11
[2,]  NA 1.174823e-08
# Why are the p-values so small?  Shouldn't they be insignificant?

  Thanks,
  Spencer Graves


  If replies to this post will no longer be useful for you, then please
discregard this comment.  If not, I will start by saying that I could
not understand enough of your question to respond directly.
RSiteSearch(panel unit root) led me to an exchange we had following a
related question you posted last October
(ttp://finzi.psych.upenn.edu/R/Rhelp02a/archive/63545.html).  Did you
try the nlme package as suggested there?  I've just now looked at that,
and I confess I could not figure out how to do it in a few minutes.

  Do you want to perform a unit root test for a particular panel data
set you have?  Or do you want to develop software for a particular panel
unit root test?  If the former, I suggest you prepare a very simple toy
example trying to do something like this using lme with perhaps corAR1,
then send this list a question on whether it is possible to do what you
want with lme, asking how to take the next step with the toy example.
If rather you want to develop software for a particular unit root test,
then I suggest you at least provide a more complete citation than just
a la Arellano  Bond.  In either case, I also suggest you review the
posting guide! www.R-project.org/posting-guide.html and try to make
your post as easily understood as possible.  In general, I think that
posts that are clear and succinct tend to get quicker, more useful
answers.  Maybe I'm just dense, but I don't understand what you are
asking.  For example, your code includes print(levinlin(ws, year, id,
lags = 3)).  What is the levinlin function?  RSiteSearch(levinlin)
produced zero hits.

  hope this helps.
  spencer graves

jukka ruohonen wrote:

 When finally got some time to do some coding, I started and stopped right 
 after. The stationary test is a good starting point because it demonstrates 
 how we should be able to move the very basic R matrices. I have a real-
 world small N data set with 
 
 rows:
 id(n=1)---t1---variable1
 ...
 id=(N=20)---T=21---variable1
 
 Thus, a good test case. For first id I was considering something like this:
 
 lag - as.integer(lags)
 lags.p - lags + 1
 id - unique(group)
 id.l - length(id)
 y.l - length(y)
 yid.l - length(y)/id.l
   if (lag  yid.l -2) 
 stop(\nlag too long for defined cross-sections.\n)
 
 #for (i in id) {
   lagy - y[2:yid.l]
   lagy.em - embed(lagy, lags)
   id.l - length(id)
   dy - diff(y)[1:yid.l-1]
   dy.em - embed(dy, lags)
 # }
 print(levinlin(ws, year, id, lags = 3))
 
 Couldn't figure the loop over units out but with N = 1 the data 
 transformation seemed to work just fine. Now we should pool the new 
 variables within the panel and regress y over yt-1 and dy-t1 ++ dy-t-j 
 with, say, BIC doing the job for d's (H0: y-1 ~ 0) for each in the panel. 
 
 Now the above example puts the right-hand on columns, and if we are dealing 
 with panel models in general, we should store the new variables together 
 with dX's, which should then give clues to IV estimator with e.g. 
 orthogonal deviations, e.g. k - y ~ yt-1 + x + as.factor(id)). So one 
 confusing part is the requirement of some big storage base for different 
 matrices doing the IV business with lags/levels - the amount of instruments 
 can be enormous with possibly 

Re: [R] glmmPQL and variance structure

2006-01-14 Thread Spencer Graves
  I just identified an error in my recent post on this subject:  There 
is a very good reason that Venables  Ripley's glmmPQL did NOT include 
an argument like the weights.lme in the glmmPQL. included in my 
recent post:  Their function calls glm first and then provides weights 
computed by glm to lme.  If you want other weights, you need to 
consider appropriately the weights computed by glm.  It may be 
reasonable to make your other weights proportional to the glm weights, 
but it would not be smart to do as I suggested a few hours ago, which 
ignored the glm weights.

  I hope this error doesn't seriously inconvenience you or anyone else 
who might read these comments.

  spencer graves


  Thanks for providing a partially reproducible example.  I believe the
error message you cite came from lme.  I say this, because I modified
your call to glmmPQL2 to call lme and got the following:

 library(nlme)
 fit.lme - lme(y ~ trt + I(week  2), random = ~ 1 | ID,
+  data = bacteria, weights=varPower(~1))
Error in unlist(x, recursive, use.names) :
argument not a list

  I consulted Pinheiro and Bates (2000) Mixed-Effects Models in S and
S-Plus (Springer, sec. 5.2, p.211) to see that the syntax for varPower
appears to be correct.  I removed ~ and it worked, mostly:

 fit.lme - lme(y ~ trt + I(week  2), random = ~ 1 | ID,
+  data = bacteria, weights=varPower(1))
Warning message:
- not meaningful for factors in: Ops.factor(y[revOrder], Fitted)

  I got an answer, though with a warning and not for the problem you
want to solve.  However, I then made this modification to a call to my
own modification of Venables and Ripley's glmmPQL and it worked:

 fit. - glmmPQL.(y ~ trt + I(week  2), random = ~ 1 | ID,
+  family = binomial, data = bacteria,
+  weights.lme=varPower(1))
iteration 1
iteration 2
iteration 3
 fit.
Linear mixed-effects model fit by maximum likelihood
   Data: bacteria
   Log-likelihood: -541.0882
   Fixed: y ~ trt + I(week  2)
 (Intercept) trtdrugtrtdrug+ I(week  2)TRUE
   2.7742329  -1.0852566  -0.5896635  -1.2682626

Random effects:
  Formula: ~1 | ID
  (Intercept) Residual
StdDev: 4.940885e-05 2.519018

Variance function:
  Structure: Power of variance covariate
  Formula: ~fitted(.)
  Parameter estimates:
 power
0.3926788
Number of Observations: 220
Number of Groups: 50

  This function glmmPQL. adds an argument weights.lme to Venables
and Ripley's glmmPQL and uses that in place of
'quote(varFixed(~invwt))' when provided;  see below.

  hope this helps.
  spencer graves
glmmPQL. -
function (fixed, random, family, data, correlation, weights,
 weights.lme, control, niter = 10, verbose = TRUE, ...)
{
 if (!require(nlme))
 stop(package 'nlme' is essential)
 if (is.character(family))
 family - get(family)
 if (is.function(family))
 family - family()
 if (is.null(family$family)) {
 print(family)
 stop('family' not recognized)
 }
 m - mcall - Call - match.call()
 nm - names(m)[-1]
 wts.lme - mcall$weights.lme
 keep - is.element(nm, c(weights, data, subset, na.action))
 for (i in nm[!keep]) m[[i]] - NULL
 allvars - if (is.list(random))
 allvars - c(all.vars(fixed), names(random), unlist(lapply(random,
 function(x) all.vars(formula(x)
 else c(all.vars(fixed), all.vars(random))
 Terms - if (missing(data))
 terms(fixed)
 else terms(fixed, data = data)
 off - attr(Terms, offset)
 if (length(off - attr(Terms, offset)))
 allvars - c(allvars, as.character(attr(Terms, variables))[off +
 1])
 m$formula - as.formula(paste(~, paste(allvars, collapse = +)))
 environment(m$formula) - environment(fixed)
 m$drop.unused.levels - TRUE
 m[[1]] - as.name(model.frame)
 mf - eval.parent(m)
 off - model.offset(mf)
 if (is.null(off))
 off - 0
 w - model.weights(mf)
 if (is.null(w))
 w - rep(1, nrow(mf))
 mf$wts - w
 fit0 - glm(formula = fixed, family = family, data = mf,
 weights = wts, ...)
 w - fit0$prior.weights
 eta - fit0$linear.predictor
 zz - eta + fit0$residuals - off
 wz - fit0$weights
 fam - family
 nm - names(mcall)[-1]
 keep - is.element(nm, c(fixed, random, data, subset,
 na.action, control))
 for (i in nm[!keep]) mcall[[i]] - NULL
 fixed[[2]] - quote(zz)
 mcall[[fixed]] - fixed
 mcall[[1]] - as.name(lme)
 mcall$random - random
 mcall$method - ML
 if (!missing(correlation))
 mcall$correlation - correlation
#   weights.lme
 {
  if(is.null(wts.lme))
mcall$weights - quote(varFixed(~invwt))
  else
mcall$weights - wts.lme
}
 mf$zz - zz
 mf$invwt - 1/wz
 mcall$data - mf
 for (i in 1:niter) 

Re: [R] R-help Digest, Vol 35, Issue 14

2006-01-14 Thread Prof Brian Ripley
On Sun, 15 Jan 2006, Werner Wernersen wrote:

 Is anybody aware of a tutorial, introduction, overview
 or alike  for cluster
 analysis with R? I have been searching for something
 like that but it seems
 there are only a few rather specialized articles
 around.

Chapter 11 of MASS (the book discussed in the FAQ).

-- 
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

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Re: [R] example(plot) question

2006-01-14 Thread Prof Brian Ripley
You can either open a graphics device with history

windows(record = TRUE)

or open a graphics device and set par(ask=TRUE) to be asked for 
confirmation after each plot (as most demos do).

Finally, if you always want graphics recorded on a windows() device, use

options(graphics.record = TRUE)

as documented in ?windows.  (I am not sure how you would know about plot 
history without knowing that was the relevant device: e.g. both the rw-FAQ 
and the Windows README tell you.)


On Sat, 14 Jan 2006, Robert W. Baer, Ph.D. wrote:

 From Windows RGui, I tried:
 example(plot)

 This worked as expected except that the various plots write over top of 
 each other in the graphics window that is created.  I then discovered 
 that graphics history is not enabled during the example generation.

 I used the graphics window menu to enable the history and repeated 
 example(plot), but this raises a couple of questions:

 Is there a command line equivalent for activating plot history?  Is plot 
 history a par() or options() setting or is it intrinsic to an individual 
 graphics window?

 Is there an argument to example() that enables plot history and/or 
 wouldn't it make sense to have this activated by default whenever an 
 example() execution creates plots?

 I tried:

 help.search('plot record')
 help.search('plot history')
 help.search('history recording')

 without finding anything insightful to help with this topic, but I'm 
 just betting more than one of you knows what I should have typed or 
 where I should lookG.

 Thanks,

 Rob

 version
 _
 platform i386-pc-mingw32
 arch i386
 os   mingw32
 system   i386, mingw32
 status
 major2
 minor2.0
 year 2005
 month10
 day  06
 svn rev  35749
 language R
   [[alternative HTML version deleted]]

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 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
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-- 
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

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