[R] Icon proposal
Hello! In my eyes, the R logo looks somewhat old-fashioned and I don't like that 3D-ish style. Therefor, I played a bit around with Inkscape and made an R logo according to the Tango Icon Theme Guidelines http://tango.freedesktop.org/Tango_Icon_Theme_Guidelines. It is in SVG format, and therefor scalable, but optimized for 48x48 and larger. Smaller sizes might need some retouching to stay sharp. Not everybody might feel about the R logo as I do, so this is in no way an attempt to replace the current logo. But maybe somebody likes the look of my new logo and wants to use it as an icon or something. The SVG file: http://www-user.uni-bremen.de/~felwert/R/R.svg The logo in about the size of the R's website's logo: http://www-user.uni-bremen.de/~felwert/R/Rlogo-neu.png The logo as 48x48 icon: http://www-user.uni-bremen.de/~felwert/R/scientific-r-48.png The files themselves are Public Domain, the logo is property of the R Foundation, I assume - but I couldn't find anything specific on the web site, so I welcome information on that topic. I'd like to hear what you think about the logo and if it is of any use for you. Regards, Frederik __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] the plotting position of theoretical quantile for qqnorm
Hello, I have a doubt about the plotting position of the theoretical quantile for the qqnorm command in R. Let F be the theoretical distribution of Y, we observed a sample of size n, y1,y2, ..., yn. We then sort it and comspare these empirical quantiles to the expected ones from F. For the plotting poition, there are several options: 1. i/(n+1) 2. (i-.375)/(n+.25) 3. (i- .3175)/ (n + .365) etc. Which one is qqnorm used? Thx a lot! Liz [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] circle fill problem
Dear R user, I want to know is there a way to find the minimum number of circles (of given radius) required to fill a given area (say rectangular) where overlapping of circles is allowed. Thanks, Regards, Mini Ghosh __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Attachments to R-help postings (Re: Singular Gradient)
DB == Douglas Bates [EMAIL PROTECTED] on Wed, 7 Feb 2007 17:24:40 -0600 writes: DB On 2/7/07, This Wiederkehr [EMAIL PROTECTED] wrote: I tried to fit data with the following function: fit-nls(y~ Is*(1-exp(-l*x))+Iph,start=list(Is=-2e-5,l=2.3,Iph=-0.3 ),control=list(maxiter=500,minFactor=1/1,tol=10e-05),trace=TRUE) But I get only a singular Gradient warning... DB Did you get any trace output at all? It is not clear if you got the DB singular gradient warning before the first iteration completed, which DB means there is a problem at the starting estimates, or after a few DB iterations. Without the data it is difficult to decide. the data can by found attached(there are two sampels of data col 1/2 and 3/4). DB Thanks for offering to include the data. My copy of your message did DB not have the data enclosed. Did you perhaps forget to attach the DB file? More probably he did not attach them with mime type text/plain. Many e-mail clients nowadays attach everything and notably text as unspecified binary (application/octet-stream). For security (and anti-spam) reasons, such attachments are eliminated from postings. I've now slightly modified this content-filtering option for R-help, such that (I think) such e-mails will be *rejected* instead of just the attachment removed -- I'm just trying that now, attaching a 2 line text file Martin I tried to fix it by chanching the start parameters but that didn't solve the problem. Would it be a possibiliti to use the selfstart Model? How? DB Yes. Try SSasymp. I believe that model is equivalent to your model DB but in a different parameterization. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] path for source()
Here is the discussion about the function search.path() http://finzi.psych.upenn.edu/R/Rhelp02a/archive/34411.html which searches the PATH variable for your script and returns the full path. You also can put your script contents in functions, then create a package and load it with library(). package.skeleton() can help you. Anyway, source()'ing every time does not seem to be a good idea, because every time you do this you obtain one more copy of your functions and variables in the newly created workspace. If you don't want to create a package, you can save your functions in a file with the .Rdata extension and attach that file. Try going here https://www.stat.math.ethz.ch/pipermail/r-help/2004-July/thread.html and searching source() in the page (i.e. in message headers). I believe, discussions could provide you with several more good ideas. colliera wrote: i have a couple of .R files distributed about my file system. i commonly source() these from other files, but i have to include the full file path. this is not always convenient if you move files around. is there a way of setting the search path for source()? -- View this message in context: http://www.nabble.com/-R--path-for-source%28%29-tf3191709.html#a8861457 Sent from the R help mailing list archive at Nabble.com. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] path for source()
Hi, an easy way to address this is to change directory within R before calling source() : setwd(D:/Projects/yourProject) source(yourCode.R) Of course you need to know where your .R files are. Using getwd() you can always check where you are and using dir() you can check the files in your directory (which you could combine with grep() to search for .R) .. Wolfgang [EMAIL PROTECTED] a écrit : hello, i have a couple of .R files distributed about my file system. i commonly source() these from other files, but i have to include the full file path. this is not always convenient if you move files around. is there a way of setting the search path for source()? thanks a lot! cheers, andrew. -- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wolfgang Raffelsberger, PhD Laboratoire de BioInformatique et Génomique Intégrative IGBMC 1 rue Laurent Fries, 67404 Illkirch Strasbourg, France Tel (+33) 388 65 3300 Fax (+33) 388 65 3276 [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] circle fill problem
Mini This is a hard problem in general. Recreational mathematics has wrestled with this and similar problems over the years; the general field is the set cover problem but in your case the sets are uncountably infinite (and there are uncountably many of them). I would be surprised if your problem were not NP complete. HTH Robin On 8 Feb 2007, at 05:15, MINI GHOSH wrote: Dear R user, I want to know is there a way to find the minimum number of circles (of given radius) required to fill a given area (say rectangular) where overlapping of circles is allowed. Thanks, Regards, Mini Ghosh __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. -- Robin Hankin Uncertainty Analyst National Oceanography Centre, Southampton European Way, Southampton SO14 3ZH, UK tel 023-8059-7743 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] the plotting position of theoretical quantile for qqnorm
LizF == fengfeng [EMAIL PROTECTED] on Wed, 7 Feb 2007 23:08:31 -0600 writes: LizF Hello, LizF I have a doubt about the plotting position of the theoretical quantile for LizF the qqnorm LizF command in R. LizF Let F be the theoretical distribution of Y, we observed a sample of size n, LizF y1,y2, ..., LizF yn. We then sort it and comspare these empirical quantiles to the expected LizF ones LizF from F. For the plotting poition, there are several options: LizF 1. i/(n+1) LizF 2. (i-.375)/(n+.25) LizF 3. (i- .3175)/ (n + .365) LizF etc. yes, particularly etc ;-) LizF Which one is qqnorm used? It's right in front of you if you read help(qqnorm) carefully : See Also: 'ppoints', used by 'qqnorm' to generate approximations to expected order statistics for a normal distribution. So it uses ppoints() and help(ppoints) tells you what's going on: The formula used depends on (n = 10) but see that help page. LizF Thx a lot! You're welcome, Martin Maechler, ETH Zurich LizF Liz __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] circle fill problem
Robin Mini, For those interested, googling for the 'orange packing problem' as it is known, or more officially the sphere packing problems gives you quite a few hits on these and similar problems. So at least the 3-d case the problem has been solved (I imagine the problem is easier in 2-d ...) hth, Ingmar On 8 Feb 2007, at 09:52, Robin Hankin wrote: Mini This is a hard problem in general. Recreational mathematics has wrestled with this and similar problems over the years; the general field is the set cover problem but in your case the sets are uncountably infinite (and there are uncountably many of them). I would be surprised if your problem were not NP complete. HTH Robin On 8 Feb 2007, at 05:15, MINI GHOSH wrote: Dear R user, I want to know is there a way to find the minimum number of circles (of given radius) required to fill a given area (say rectangular) where overlapping of circles is allowed. Thanks, Regards, Mini Ghosh __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. -- Robin Hankin Uncertainty Analyst National Oceanography Centre, Southampton European Way, Southampton SO14 3ZH, UK tel 023-8059-7743 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] setting a number of values to NA over a data.frame.
John Kane wrote: This is probably a simple problem but I don't see a solution. I have a data.frame with a number of columns where I would like 0 - NA Hi John, You might have a look at toNA in the prettyR package. Wait for version 1.0-4, just uploaded, as I have fixed a bug in that function. Jim __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] circle fill problem
Dear Ingmar and Robin, Thanks for you suggestions. I will see to it. Regards, Mini --- Ingmar Visser [EMAIL PROTECTED] wrote: Robin Mini, For those interested, googling for the 'orange packing problem' as it is known, or more officially the sphere packing problems gives you quite a few hits on these and similar problems. So at least the 3-d case the problem has been solved (I imagine the problem is easier in 2-d ...) hth, Ingmar On 8 Feb 2007, at 09:52, Robin Hankin wrote: Mini This is a hard problem in general. Recreational mathematics has wrestled with this and similar problems over the years; the general field is the set cover problem but in your case the sets are uncountably infinite (and there are uncountably many of them). I would be surprised if your problem were not NP complete. HTH Robin On 8 Feb 2007, at 05:15, MINI GHOSH wrote: Dear R user, I want to know is there a way to find the minimum number of circles (of given radius) required to fill a given area (say rectangular) where overlapping of circles is allowed. Thanks, Regards, Mini Ghosh __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. -- Robin Hankin Uncertainty Analyst National Oceanography Centre, Southampton European Way, Southampton SO14 3ZH, UK tel 023-8059-7743 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] circle fill problem
Hello Ingmar In Kepler's sphere packing problem the spheres are not allowed to overlap, which would suggest to me that different tactics should perhaps be used. Mini's problem is formally a cover problem, and the sphere packing problem is a packing problem. The two are related, but tend not to have direct relevance to one another. Also be aware that Kepler's conjecture refers to the packing fraction limit as the space available tends to infinity. My understanding is that Kepler's conjecture has now been proved beyond all reasonable doubt, but how to use this in Mini's problem is not clear to me. rksh On 8 Feb 2007, at 09:21, Ingmar Visser wrote: Robin Mini, For those interested, googling for the 'orange packing problem' as it is known, or more officially the sphere packing problems gives you quite a few hits on these and similar problems. So at least the 3-d case the problem has been solved (I imagine the problem is easier in 2-d ...) hth, Ingmar On 8 Feb 2007, at 09:52, Robin Hankin wrote: Mini This is a hard problem in general. Recreational mathematics has wrestled with this and similar problems over the years; the general field is the set cover problem but in your case the sets are uncountably infinite (and there are uncountably many of them). I would be surprised if your problem were not NP complete. HTH Robin On 8 Feb 2007, at 05:15, MINI GHOSH wrote: Dear R user, I want to know is there a way to find the minimum number of circles (of given radius) required to fill a given area (say rectangular) where overlapping of circles is allowed. Thanks, Regards, Mini Ghosh __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. -- Robin Hankin Uncertainty Analyst National Oceanography Centre, Southampton European Way, Southampton SO14 3ZH, UK tel 023-8059-7743 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. -- Robin Hankin Uncertainty Analyst National Oceanography Centre, Southampton European Way, Southampton SO14 3ZH, UK tel 023-8059-7743 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] path for source()
I don't think anyone have answered the actual question yet.
The answer is simple: the search path for search is '.', the current
directory. Just as it is for almost all the software on your system
except binaries and package addons (including, e.g. R's search path for
packages).
But R is a progamming language and it takes less time to add a search than
to post a message here. Something like (untested)
search.source - function(file, path=., ...)
{
for(p in path) {
fp - file.path(p, f)
if(file.exists(fp)) return(source(fp, ...))
}
stop(file , sQuote(file), not found)
}
On Thu, 8 Feb 2007, Wolfgang Raffelsberger wrote:
Hi,
an easy way to address this is to change directory within R before
calling source() :
setwd(D:/Projects/yourProject)
source(yourCode.R)
Of course you need to know where your .R files are.
Using getwd() you can always check where you are and using dir() you can
check the files in your directory (which you could combine with grep()
to search for .R) ..
Wolfgang
[EMAIL PROTECTED] a écrit :
hello,
i have a couple of .R files distributed about my file system. i
commonly source() these from other files, but i have to include the
full file path. this is not always convenient if you move files around.
is there a way of setting the search path for source()?
thanks a lot!
cheers,
andrew.
--
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__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] step in a model with strata
Dear experts, when I call the step function for a coxph model with n covariates and a dicotomous variable included as strata, the first term removed by step is always the strata variable. This is not what I want and then I do a manual step updating the model minus the least significant covariate and testing with anova, until I have minimized the model. Is there a package were this can be done? or am I doing something wrong ? (I'm not a statistician). Thanks for hints Pietro Bulian Clinical and Experimental Hematology Research Unit Centro di Riferimento Oncologico, I.R.C.C.S. Via Pedemontana, 12 I-33081 Aviano (PN) - Italy phone: +39 0434 659 412 fax: +39 0434 659 409 e-mail: [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Diffrerence in %in% function to boundry setting via
Hi, There is a point which is irritating me currently quite a bit and that is an aspect of different behaviour between the %in% function and the smaller/bigger than signs (). Here is are two examples to demonstrate what I mean: Example1: c(1,1,2,2,3,4,4,6,7) %in% c(1,2,3) [1] TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE Right, that is what I expect. Example2: ps - seq(-0.502,0.378,by=0.001) ps[494] [1] -0.009 class(ps[494]) [1] numeric class(-0.009) [1] numeric class(ps[494]) [1] numeric ps[494] == -0.009 [1] FALSE ps[494] %in% -0.009 [1] FALSE ps[494] == c(-0.009) [1] FALSE ps[494] %in% c(-0.009) [1] FALSE ps[494] = -0.008 [1] TRUE ps[494] = -0.010 [1] TRUE -0.009 == -0.009 [1] TRUE BUT: ps[249] [1] -0.254 class(ps[249]) [1] numeric ps[249] %in% -0.254 [1] TRUE OK! Can sombody explain to me what is happening here? Honestly? I don't understand where the difference but it's critical! Because obviuosly when I have a set of numeric values (ALL have three digits) and to boundry values lb/up, a lower and an upper boundry, I could (from what I thought until now) chosse between: Version1: small.set - set[set %in% seq(lb,up,by=0.001)] Version2: small.set - set[set = lb set = up] Unfortunately with my data I used I got around 8000 values from my set with version1 but about 24000 with version2. IS there some main diffrence I didn't take into account or is my system just behaving irrational (that's what I think if you look at Example2)? I checked the behaviour under R-2.4.1 (Windows) and under 2.2.1 (Linux). The result was the same. Sincere regards Benjamin Otto -- Benjamin Otto Universitaetsklinikum Eppendorf Hamburg Institut fuer Klinische Chemie Martinistrasse 52 20246 Hamburg __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] boxplot statistics in ggplot
It will be useful if you could explain the how to use the weighted boxplot function. The manual does not give details. I have not been able to make it work. Specifically, how does one write the function? Vikas On Wed, Feb 07, 2007 at 07:12:26AM -0600, hadley wickham wrote: Hi Vikas, Exactly what do you want to label them with? Generally the purpose of the plot is to avoid having explicit labels - you can just read the numbers of the axes. If you want the exact numbers, presenting them in a table might be more appropriate. I'm not at my development computer at the moment, so I can't give you the exact details, but you will have to calculate the statistics yourself (using the weighted boxplot function in ggplot) and add them to the plot in some way. This should be a bit easier in the next version of ggplot, where the calculation and display are a little more distinct. Hadley On 2/7/07, Vikas Rawal [EMAIL PROTECTED] wrote: I need to make weighted boxplots. I found that ggplot makes them. I would however like to label them with the boxplot statistics (the median, q1 and q3). In the boxplot function in r-base, I could output boxplot statistics and then write a text on the plot to place the labels. How would one do it with ggplot? Vikas __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Diffrerence in %in% function to boundry setting via
On Thu, 8 Feb 2007, Benjamin Otto wrote: A version of FAQ 7.31 Why doesn't R think these numbers are equal? http://cran.r-project.org/doc/FAQ/R-FAQ.html#Why-doesn_0027t-R-think-these-numbers-are-equal_003f ps - seq(-0.502,0.378,by=0.001) ps[494] [1] -0.009 print(ps[494], digits=16) [1] -0.009008 all.equal(ps[494], -0.009) [1] TRUE Hi, There is a point which is irritating me currently quite a bit and that is an aspect of different behaviour between the %in% function and the smaller/bigger than signs (). Here is are two examples to demonstrate what I mean: Example1: c(1,1,2,2,3,4,4,6,7) %in% c(1,2,3) [1] TRUE TRUE TRUE TRUE TRUE FALSE FALSE FALSE FALSE Right, that is what I expect. Example2: ps - seq(-0.502,0.378,by=0.001) ps[494] [1] -0.009 class(ps[494]) [1] numeric class(-0.009) [1] numeric class(ps[494]) [1] numeric ps[494] == -0.009 [1] FALSE ps[494] %in% -0.009 [1] FALSE ps[494] == c(-0.009) [1] FALSE ps[494] %in% c(-0.009) [1] FALSE ps[494] = -0.008 [1] TRUE ps[494] = -0.010 [1] TRUE -0.009 == -0.009 [1] TRUE BUT: ps[249] [1] -0.254 class(ps[249]) [1] numeric ps[249] %in% -0.254 [1] TRUE OK! Can sombody explain to me what is happening here? Honestly? I don't understand where the difference but it's critical! Because obviuosly when I have a set of numeric values (ALL have three digits) and to boundry values lb/up, a lower and an upper boundry, I could (from what I thought until now) chosse between: Version1: small.set - set[set %in% seq(lb,up,by=0.001)] Version2: small.set - set[set = lb set = up] Unfortunately with my data I used I got around 8000 values from my set with version1 but about 24000 with version2. IS there some main diffrence I didn't take into account or is my system just behaving irrational (that's what I think if you look at Example2)? I checked the behaviour under R-2.4.1 (Windows) and under 2.2.1 (Linux). The result was the same. Sincere regards Benjamin Otto -- Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Zeta and Zipf distribution
Dear R user, I want to estimate the parameter of ZETA or/and ZIPF distributions using R, given a series of integer values. Do you know a package (similar to MASS) or a function (similar to fitdistr) I can use to estimate the parameter of these distributions using MLE method? Otherwise do you know a function (which use MLE method to estimate distribution parameters) that allow me to specify a PDF or PMF? Thanks, Regards Mauro Rossi -- Mauro Rossi Istituto di Ricerca per la Protezione Idrogeologica Consiglio Nazionale delle Ricerche Via della Madonna Alta, 126 06128 Perugia Italia Tel. +39 075 5014421 Fax +39 075 5014420 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Zeta and Zipf distribution
Does the zipf function in the VGAM package do what you want? On 08/02/07, Mauro Rossi [EMAIL PROTECTED] wrote: Dear R user, I want to estimate the parameter of ZETA or/and ZIPF distributions using R, given a series of integer values. Do you know a package (similar to MASS) or a function (similar to fitdistr) I can use to estimate the parameter of these distributions using MLE method? Otherwise do you know a function (which use MLE method to estimate distribution parameters) that allow me to specify a PDF or PMF? Thanks, Regards Mauro Rossi -- Mauro Rossi Istituto di Ricerca per la Protezione Idrogeologica Consiglio Nazionale delle Ricerche Via della Madonna Alta, 126 06128 Perugia Italia Tel. +39 075 5014421 Fax +39 075 5014420 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Partial file name
Hello all, I wish to write an R script to read a specific .txt file each day. The file is downloaded from a external source and the file name is the same three letters followed by the date and time of download. For example Day 1 AAA_08_02_2007_06_18_98.txt Day 2 AAA_09_02_2007_10_12_03.txt Is it possible to use read.table() in such a way that it only needs the start of the file name? Many thanks, Jerry [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Partial file name
On 2/8/2007 6:51 AM, Jerry Pressnell wrote: Hello all, I wish to write an R script to read a specific .txt file each day. The file is downloaded from a external source and the file name is the same three letters followed by the date and time of download. For example Day 1 AAA_08_02_2007_06_18_98.txt Day 2 AAA_09_02_2007_10_12_03.txt Is it possible to use read.table() in such a way that it only needs the start of the file name? read.table() would need the full name, but other functions could give that to you. For example, this should work, assuming there's always just one file that will match: read.table( list.files( pattern = ^AAA_ ) ) or if you like file system wildcards better than regular expressions, read.table( list.files( pattern = glob2rx(AAA_*) ) ) Duncan Murdoch __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Re : Re: setting a number of values to NA over a data.frame.
Hi John, Unless I miss a point, why dont you try something like : # some fake data fake-as.data.frame(cbind(seq(1,10,by=1),c(rep(1,4),rep(0,4),rep(2,2 V1 V2 111 221 331 441 550 660 770 880 992 10 102 # change 0 by NA fake[fake==0]-NA # or fake$V2[fake$V2==0]-NA if you don't want all 0 in the dataframe to be changed to NA # test is.na(fake$V2) [1] FALSE FALSE FALSE FALSE TRUE TRUE TRUE TRUE FALSE FALSE Sorry if I did not understand the issue. Hope this helps. Olivier Jim Lemon wrote : John Kane wrote: This is probably a simple problem but I don't see a solution. I have a data.frame with a number of columns where I would like 0 - NA Hi John, You might have a look at toNA in the prettyR package. Wait for version 1.0-4, just uploaded, as I have fixed a bug in that function. Jim -- Olivier ETERRADOSSI Maître-Assistant CMGD / Equipe Propriétés Psycho-Sensorielles des Matériaux Ecole des Mines d'Alès Hélioparc, 2 av. P. Angot, F-64053 PAU CEDEX 9 tel std: +33 (0)5.59.30.54.25 tel direct: +33 (0)5.59.30.90.35 fax: +33 (0)5.59.30.63.68 http://www.ema.fr __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Re : Re: setting a number of values to NA over a data.frame.
Hi again, Awfully sorry John, I should have been sleeping and did not see your full post here is a way, unless I miss the point again : fake-as.data.frame(cbind(seq(1,10,by=1),c(rep(1,4),rep(0,4),rep(2,2 # from my previous post # one moree column this time ! fake3-cbind(fake,fake$V2) index-c(2,3) fake3[,index][fake3[,index]==0]-NA not nice, but seems to do the job. Hope this helps... this time :-) Olivier -- Olivier ETERRADOSSI Maître-Assistant CMGD / Equipe Propriétés Psycho-Sensorielles des Matériaux Ecole des Mines d'Alès Hélioparc, 2 av. P. Angot, F-64053 PAU CEDEX 9 tel std: +33 (0)5.59.30.54.25 tel direct: +33 (0)5.59.30.90.35 fax: +33 (0)5.59.30.63.68 http://www.ema.fr ---BeginMessage--- Hi John, Unless I miss a point, why dont you try something like : # some fake data fake-as.data.frame(cbind(seq(1,10,by=1),c(rep(1,4),rep(0,4),rep(2,2 V1 V2 111 221 331 441 550 660 770 880 992 10 102 # change 0 by NA fake[fake==0]-NA # or fake$V2[fake$V2==0]-NA if you don't want all 0 in the dataframe to be changed to NA # test is.na(fake$V2) [1] FALSE FALSE FALSE FALSE TRUE TRUE TRUE TRUE FALSE FALSE Sorry if I did not understand the issue. Hope this helps. Olivier Jim Lemon wrote : John Kane wrote: This is probably a simple problem but I don't see a solution. I have a data.frame with a number of columns where I would like 0 - NA Hi John, You might have a look at toNA in the prettyR package. Wait for version 1.0-4, just uploaded, as I have fixed a bug in that function. Jim -- Olivier ETERRADOSSI Maître-Assistant CMGD / Equipe Propriétés Psycho-Sensorielles des Matériaux Ecole des Mines d'Alès Hélioparc, 2 av. P. Angot, F-64053 PAU CEDEX 9 tel std: +33 (0)5.59.30.54.25 tel direct: +33 (0)5.59.30.90.35 fax: +33 (0)5.59.30.63.68 http://www.ema.fr ---End Message--- __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Re : Re: setting a number of values to NA over a data.frame.
I think you do understand it. Indexing a data frame by a logical matrix is provided just for applications like this and the reverse, mydf[is.na(mydf)] - something prettyR's toNA seems to believe that data frames can be other than 2D, which is surprising. On Thu, 8 Feb 2007, Olivier ETERRADOSSI wrote: Hi John, Unless I miss a point, why dont you try something like : # some fake data fake-as.data.frame(cbind(seq(1,10,by=1),c(rep(1,4),rep(0,4),rep(2,2 V1 V2 111 221 331 441 550 660 770 880 992 10 102 # change 0 by NA fake[fake==0]-NA # or fake$V2[fake$V2==0]-NA if you don't want all 0 in the dataframe to be changed to NA # test is.na(fake$V2) [1] FALSE FALSE FALSE FALSE TRUE TRUE TRUE TRUE FALSE FALSE Sorry if I did not understand the issue. Hope this helps. Olivier Jim Lemon wrote : John Kane wrote: This is probably a simple problem but I don't see a solution. I have a data.frame with a number of columns where I would like 0 - NA Hi John, You might have a look at toNA in the prettyR package. Wait for version 1.0-4, just uploaded, as I have fixed a bug in that function. Jim -- 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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] smartpred depends on fitted() in flexmix?
Hi, I was going through the examples in smartpred. It seems there's an unstated dependency on the fitted() function in package flexmix. n = 20 set.seed(86) x = sort(runif(n)) y = sort(runif(n)) library(splines) fit = lm(y ~ ns(x, df=5)) plot(x, y) lines(x, fitted(fit)) # won't work w/o prior loading of the flexmix package. newx = seq(0, 1, len=n) points(newx, predict(fit, data.frame(x=newx)), type=b, col=2, err=-1) _ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400Charlottesville, VA 22904-4400 Parcels:Room 102Gilmer Hall McCormick RoadCharlottesville, VA 22903 Office:B011+1-434-982-4729 Lab:B019+1-434-982-4751 Fax:+1-434-982-4766 WWW:http://www.people.virginia.edu/~mk9y/ __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Newbie: Acf function
Hi, I would like to use acf.plot on a correlogram that is computed externally. In other words, I would like to fake out the acf object. Is this possible?-- any help would be appreciated. TIA Martin __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Newbie: Acf function
Le Jeudi 8 Février 2007 09:41, Martin Percossi a écrit :
Hi, I would like to use acf.plot on a correlogram that is computed
externally. In other words, I would like to fake out the acf object.
Is this possible?-- any help would be appreciated.
Well, essentially plot.acf() makes a plot with 'type = h'. Playing around
with that so give you the desired output.
Now wait a little bit... There, I already wrote such a function:
tacf - function(x, ...)
{
plot(x, type = h, ylab = ACF, xlab = Lag,
ylim = c(-1, 1), ...)
abline(h = 0)
}
('x' contains the autocorrelations.)
HTH
--
Vincent Goulet, Associate Professor
École d'actuariat
Université Laval, Québec
[EMAIL PROTECTED] http://vgoulet.act.ulaval.ca
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Re: [R] step in a model with strata
Den To, 2007-02-08, 10:47 skrev Pietro Bulian:
Dear experts,
when I call the step function for a coxph model with n covariates and a
dicotomous variable included as strata, the first term removed by step is
always the strata variable. This is not what I want
So, what do you want exactly? (You didn't tell.)
I'm just guessing here, but it sounds like you'd always want the strata
to stay in the model. In that case, use the `scope' argument i.e.
something like `step(fit, scope = list(lower = ~ strata(x)))' if your
fitted model object is called `fit' and your stratification variable is
called `x' -- see ?step.
and then I do a manual step updating the model minus the least
significant covariate and testing with anova, until I have minimized
the model.
So, let me see if I understand this correctly, you have a two-stage
procedure where you first minimize the AIC criterion and then remove
non-significant predictors in a stepwise fashion?
Is there a package were this can be done?
If you're referring to the procedure above, I'm not aware of any such
package.
or am I doing something wrong ? (I'm not a statistician).
Well, it depends... If you want some guidance on model selection, see e.g.
@BOOK{R:Harrell:2001,
AUTHOR = {Frank E. Harrell},
TITLE = {Regression Modeling Strategies, with Applications to
Linear Models, Survival Analysis and Logistic
Regression},
PUBLISHER = {Springer},
YEAR = 2001,
NOTE = {ISBN 0-387-95232-2},
URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
}
HTH,
Henric
Thanks for hints
Pietro Bulian
Clinical and Experimental Hematology Research Unit
Centro di Riferimento Oncologico, I.R.C.C.S.
Via Pedemontana, 12
I-33081 Aviano (PN) - Italy
phone: +39 0434 659 412
fax: +39 0434 659 409
e-mail: [EMAIL PROTECTED]
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[R] R in Industry
Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was very astonished to realise, Matlab is very, very much faster with simple for loops, which would speed up simulations considerably. So I have trouble to argue for a use of R (which I like) instead of Matlab. The price of Matlab is high, but certainly not prohibitive. R is great and free, but maybe less comfortable to use than Matlab. Finally, after all, I have the impression that in many job offerings in the financial industry R is much less often mentioned than Matlab. I would very much appreciate any comments on my above remarks. I know there has been some discussions of R vs. Matlab on R-help, but these could be somewhat out-dated, since both languages are evolving quite quickly. With many thanks and best regards, Stefan Albrecht [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] smartpred depends on fitted() in flexmix?
Hi, which packages do you have attached? Look for example at the output of sessionInfo(). For your code you need the function fitted and its S3 methods from package stats. So there is no reason why flexmix should be necessary. However, in flexmix S4 methods for fitted are provided and the S3 methods from stats are imported using the following in the NAMESPACE: importFrom(stats, fitted) I can only guess that the problem might occur because you have for example VGAM attached. I can run your code if VGAM is not attached. The code does not work after loading VGAM and works again after also loading flexmix: n = 20 set.seed(86) x = sort(runif(n)) y = sort(runif(n)) library(splines) fit = lm(y ~ ns(x, df=5)) plot(x, y) lines(x, fitted(fit)) library(VGAM) lines(x, fitted(fit)) Error in function (classes, fdef, mtable) : unable to find an inherited method for function fitted, for signature lm library(flexmix) lines(x, fitted(fit)) I think this should be possible to solve by also adding importFrom(stats, fitted) to the NAMESPACE of VGAM. Best, Bettina Michael Kubovy wrote: Hi, I was going through the examples in smartpred. It seems there's an unstated dependency on the fitted() function in package flexmix. n = 20 set.seed(86) x = sort(runif(n)) y = sort(runif(n)) library(splines) fit = lm(y ~ ns(x, df=5)) plot(x, y) lines(x, fitted(fit)) # won't work w/o prior loading of the flexmix package. newx = seq(0, 1, len=n) points(newx, predict(fit, data.frame(x=newx)), type=b, col=2, err=-1) _ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400Charlottesville, VA 22904-4400 Parcels:Room 102Gilmer Hall McCormick RoadCharlottesville, VA 22903 Office:B011+1-434-982-4729 Lab:B019+1-434-982-4751 Fax:+1-434-982-4766 WWW:http://www.people.virginia.edu/~mk9y/ __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] (no subject)
Hi.
I hope you can help me...
I have fitted the following ARIMA model:
arima1-arima(bigspring$log.volume, order=c(0,1,2))
I need to predict 30 days ahead. I used following code
predict(arima1,n.ahead=30,se=T)
However I get 30 predictions, but from predictions 2:30 I get the same
predictions. Why is this? What am I doing wrong
Thanks
Catherine
KSS Ltd
Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS
England
Company Registration Number 2800886
Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
mailto:[EMAIL PROTECTED]http://www.kssg.com
The information in this Internet email is confidential and m...{{dropped}}
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Re: [R] Zeta and Zipf distribution
Dear David, thank you for your reply. I tried to use the package VGAM, the function zipf and also the function zetaff, but these functions don't allow me to estimate parameters directly, I have to use a Gerneralized Linear Model or a Generalized Additive Model (vgam or vglm functions) and I don't want to use those. Don't you know a way to apply these tools to my data? At the end my PMF has to be Y=f(X) where f(X) is a zeta or a zipf distribution, while using VGAM the PMF is Y = b0 + b1*f(X1)+ ... +bn*f(Xn). Do you know how I can write the script using the VGAM function for the PMF I need? Thank you in advance, Mauro Rossi David Barron ha scritto: Does the zipf function in the VGAM package do what you want? On 08/02/07, *Mauro Rossi* [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] wrote: Dear R user, I want to estimate the parameter of ZETA or/and ZIPF distributions using R, given a series of integer values. Do you know a package (similar to MASS) or a function (similar to fitdistr) I can use to estimate the parameter of these distributions using MLE method? Otherwise do you know a function (which use MLE method to estimate distribution parameters) that allow me to specify a PDF or PMF? Thanks, Regards Mauro Rossi -- Mauro Rossi Istituto di Ricerca per la Protezione Idrogeologica Consiglio Nazionale delle Ricerche Via della Madonna Alta, 126 06128 Perugia Italia Tel. +39 075 5014421 Fax +39 075 5014420 __ R-help@stat.math.ethz.ch mailto:R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP -- Mauro Rossi Istituto di Ricerca per la Protezione Idrogeologica Consiglio Nazionale delle Ricerche Via della Madonna Alta, 126 06128 Perugia Italia Tel. +39 075 5014421 Fax +39 075 5014420 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Newbie: Acf function
Martin Percossi wrote: Hi, I would like to use acf.plot on a correlogram that is computed externally. In other words, I would like to fake out the acf object. Is this possible?-- any help would be appreciated. (a) Note that it's ``plot.acf'' NOT acf.plot. (b) This is R --- ***ANYTHING*** is possible. (c) Create an object, say ``y'' of class ``acf'', having components with the right names. You could build a dummy acf object by dum - acf(rnorm(100),plot=FALSE) and the examine ``dum'' to see what it should consist of. (d) Something like: y - list(acf=array(ecc,dim=c(length(ecc),1,1)), type=correlation, n.used=n.ecc,lag=array(0:(length(ecc)-1), dim=c(length(ecc),1,1)), series=ecc,snames=NULL) class(y) - acf plot(y) where ``ecc'' is a vector comprising your ``externally created correlogram'' and ``n.ecc'' is the length of the series from which ecc was created. Note that the first entry of ecc should be 1; it corresponds to lag 0. cheers, Rolf Turner [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Measures of forecast ERROR seasonal ARIMA model -- general question
Hello, I have a general question, I am fitting and validating a seasonal arima model on daily time series data, the data have an obvious (7 day weekly) seasonal trend using an arima (1,0,1)x(0,1,1). I have a validation set of thirteen weeks and I have computed one day ahead forecasts, i.e. I incrementally add one day from the validation set to the test set reestimate the model parameters and then make a forecast for the next day in the validation set, I do the same thing for 7 days ahead, i.e. adding in increments of 7 reestimating and then forecasting for the following 7 days, and then for 30 days ahead and for the full 91 days ahead. When I computed root mean squared error (rmse) for the forecasts at different horizons I was surprised that the rmse's were lower for the 30 day horizons and 91 day horizon than they were for both the 7-day horizon and the 1-day ahead forecasts. I have tried to understand why this might be happening,but I would appreciate any feed back if anyone has the time. Sorry for the general question best, Spencer Jones [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Newbie: Acf function
Funny enough, but by accident I typed unclass(acf) (I had meant to unclass the *data* obtained as a result of applying this function), and I saw the source code! From there I managed to reproduce your steps below... In any case, many thanks to all for your help. Martin [EMAIL PROTECTED] wrote: Martin Percossi wrote: Hi, I would like to use acf.plot on a correlogram that is computed externally. In other words, I would like to fake out the acf object. Is this possible?-- any help would be appreciated. (a) Note that it's ``plot.acf'' NOT acf.plot. (b) This is R --- ***ANYTHING*** is possible. (c) Create an object, say ``y'' of class ``acf'', having components with the right names. You could build a dummy acf object by dum - acf(rnorm(100),plot=FALSE) and the examine ``dum'' to see what it should consist of. (d) Something like: y - list(acf=array(ecc,dim=c(length(ecc),1,1)), type=correlation, n.used=n.ecc,lag=array(0:(length(ecc)-1), dim=c(length(ecc),1,1)), series=ecc,snames=NULL) class(y) - acf plot(y) where ``ecc'' is a vector comprising your ``externally created correlogram'' and ``n.ecc'' is the length of the series from which ecc was created. Note that the first entry of ecc should be 1; it corresponds to lag 0. cheers, Rolf Turner [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] R vs Matlab {Re: R in Industry}
Albr == Albrecht, Dr Stefan (AZ Private Equity Partner) [EMAIL
PROTECTED]
on Thu, 8 Feb 2007 16:38:18 +0100 writes:
Albr Dear all,
Albr I was reading with great interest your comments about the use of R in
Albr the industry. Personally, I use R as scripting language in the
financial
Albr industry, not so much for its statistical capabilities (which are
Albr great), but more for programming. I once switched from S-Plus to R,
Albr because I liked R more, it had a better and easier to use
documentation
Albr and it is faster (especially with loops).
Albr Now some colleagues of mine are (finally) eager to join me in my
Albr quantitative efforts, but they feel that they are more at ease with
Albr Matlab. I can understand this. Matlab has a real IDE with symbolic
Albr debugger, integrated editor and profiling, etc. The help files are
Albr great, very comprehensive and coherent. It also could be easier to
Albr learn.
Albr And, I was very astonished to realise, Matlab is very, very much
faster
Albr with simple for loops, which would speed up simulations
considerably.
Can you give some evidence for this statement, please?
At the moment, I'd bet that you use forgot to pre-allocate a
result array in R and do something like the notorious horrible (:-)
1-dimensional
r - NULL
for(i in 1:1) {
r[i] - verycomplicatedsimulation(i)
}
instead of the correct
r - numeric(1)
for(i in 1:1) {
r[i] - verycomplicatedsimulation(i)
}
If r is a matrix or even higher array, and you are using rbind()
or cbind() inside the loop to build up the result,
the problem will become even worse.
Albr So I have trouble to argue for a use of R (which I like) instead of
Albr Matlab. The price of Matlab is high, but certainly not prohibitive. R
is
Albr great and free, but maybe less comfortable to use than Matlab.
Albr Finally, after all, I have the impression that in many job offerings
in
Albr the financial industry R is much less often mentioned than Matlab.
Albr I would very much appreciate any comments on my above remarks. I know
Albr there has been some discussions of R vs. Matlab on R-help, but these
Albr could be somewhat out-dated, since both languages are evolving quite
Albr quickly.
Albr With many thanks and best regards,
Albr Stefan Albrecht
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Re: [R] (no subject)
You're not doing anything wrong. You fit an arima(0,1,2) so it doesn't
know the epsilon terms going
forward are after the first step so it assumes them to be zero so you
get the same forecast every day. I think you would have to
re-estimate each day if you want different forecasts every day.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Catherine Dempsey
Sent: Thursday, February 08, 2007 9:59 AM
To: '[EMAIL PROTECTED]'
Subject: [R] (no subject)
Hi.
I hope you can help me...
I have fitted the following ARIMA model:
arima1-arima(bigspring$log.volume, order=c(0,1,2))
I need to predict 30 days ahead. I used following code
predict(arima1,n.ahead=30,se=T)
However I get 30 predictions, but from predictions 2:30 I get the same
predictions. Why is this? What am I doing wrong
Thanks
Catherine
KSS Ltd
Seventh Floor St James's Buildings 79 Oxford Street Manchester M1
6SS England Company Registration Number 2800886
Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
mailto:[EMAIL PROTECTED]http://www.kssg.com
The information in this Internet email is confidential and\ ...{{dropped}}
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[R] manipulate group data using column name
Hi, Maybe this is a trivial question but I can not figure out a good solution. I have a data frame fa and want to add a new column sum with the sum value of fa$X1 grouped by fa$X3. fa X1 X2 X3 1 1 11 1 2 2 12 1 3 3 13 1 4 4 14 2 5 5 15 2 6 6 16 2 7 7 17 3 8 8 18 3 9 9 19 3 10 10 20 3 fa$X3 is the index of group i can aggregate(fa[,X1],list(fa$X3),sum) Group.1 x 1 1 6 2 2 15 3 3 34 then I want to add a new column sum in fa and assign the aggregated result to the new column. Is there a solution without using loops? or maybe there is some way can even avoid aggregate operation? Thanks. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] manipulate group data using column name
Try this: fa$sum - ave(fa$X1, fa$X3, FUN = sum) On 2/8/07, sun [EMAIL PROTECTED] wrote: Hi, Maybe this is a trivial question but I can not figure out a good solution. I have a data frame fa and want to add a new column sum with the sum value of fa$X1 grouped by fa$X3. fa X1 X2 X3 1 1 11 1 2 2 12 1 3 3 13 1 4 4 14 2 5 5 15 2 6 6 16 2 7 7 17 3 8 8 18 3 9 9 19 3 10 10 20 3 fa$X3 is the index of group i can aggregate(fa[,X1],list(fa$X3),sum) Group.1 x 1 1 6 2 2 15 3 3 34 then I want to add a new column sum in fa and assign the aggregated result to the new column. Is there a solution without using loops? or maybe there is some way can even avoid aggregate operation? Thanks. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] NEWBIE: @BOOK help?
In Henric's recent post, he included this output:
@BOOK{R:Harrell:2001,
AUTHOR = {Frank E. Harrell},
TITLE = {Regression Modeling Strategies, with Applications to
Linear Models, Survival Analysis and Logistic
Regression},
PUBLISHER = {Springer},
YEAR = 2001,
NOTE = {ISBN 0-387-95232-2},
URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
}
Can someone tell me how this is generated? I've noticed this in a few
recent posts. I attempted:
RSiteSearch(@BOOK)
?BOOK
?book
but it didn't return anything useful.
Thanks.
-Kevin
Kevin Zembower
Internet Services Group manager
Center for Communication Programs
Bloomberg School of Public Health
Johns Hopkins University
111 Market Place, Suite 310
Baltimore, Maryland 21202
410-659-6139
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[R] DRMRGL
I have tried to install the drmrgl package and receive the following error: library(djmrgl) Error in dyn.load(x, as.logical(local), as.logical(now)) : unable to load shared library 'D:/PROGRA~1/R/library/djmrgl/libs/djmrgl. dll': LoadLibrary failure: The specified procedure could not be found. Error in library(djmrgl) : .First.lib failed for 'djmrgl' When I try and load the library from an rterm windows I get a pop up error that the procedure entry point ismdi could not be located in the dynamic link library R.dll Has anyone seen this problem before? and if so, can you help me? Thank you Joe __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Dendrogram plot without y-axis
Hi, I wish to plot a dendrogram, but without the y-axis. Simply setting yaxt=n does not work. Does anyone know what would work? Kind regards, Wessel van Wieringen __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Impossible to get jpeg or png output
Hi, When I want to output a png file, I have the following error message : Error dans X11(paste(jpeg::, quality, :, filename, sep = ), width, : inpossible de démarrer le périphérique JPEG De plus : Warning message: impossible d'ouvrir le fichier JPEG 'Test.jpeg' or in english Error in X11(paste(jpeg::, quality, :, filename, sep = ), width, : inpossible to start the JPEG peripheral Warning message: impossible to open the file JPEG 'Test.jpeg' I've checked the capabilities which give : capabilities() jpeg pngtcltk X11 http/ftp sockets libxml fifo TRUE TRUEFALSE TRUE TRUE TRUE TRUE TRUE clediticonv NLS TRUE TRUE TRUE So I don't understand why I can't have a jpeg file ( or png file because I've the same problem to) Any Idea ? Thx a lot __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Strange behavior of abc.ci() in boot
require(boot) # [1] TRUE set.seed(1) summary(rn - rnorm(30)) # Min. 1st Qu. Median Mean 3rd Qu. Max. # -2.21500 -0.43500 0.25660 0.08246 0.70870 1.59500 abc.ci(rnorm(30), mean) # [1] 0.9500 0.08245817 0.08245817 * sessionInfo() R version 2.4.1 (2006-12-18) i386-apple-darwin8.8.1 locale: C attached base packages: [1] grid datasets stats graphics grDevices utils methods base other attached packages: boot xtable latticeExtra lattice gridBase MASS JGR iplots JavaGD 1.2-27 1.4-3 0.1-40.14-16 0.4-3 7.2-31 1.4-15 1.0-5 0.3-5 rJava 0.4-13 _ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400Charlottesville, VA 22904-4400 Parcels:Room 102Gilmer Hall McCormick RoadCharlottesville, VA 22903 Office:B011+1-434-982-4729 Lab:B019+1-434-982-4751 Fax:+1-434-982-4766 WWW:http://www.people.virginia.edu/~mk9y/ __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
From what I know Matlab is much more popular in fixed income than R, but R is vastly more popular in equities. R seems to be making quite a lot of headway in finance, even in fixed income to some degree. At least to some extent, this is probably logical behavior -- fixed income is more mathematical, and equities is more statistical. Matlab is easier to learn mainly because it has much simpler data structures. However, once you are doing something where a complex data structure is natural, then R is going to be easier to use and you are likely to have a more complete implementation of what you want. If speed becomes a limiting factor, then moving the heavy computing to C is a natural thing to do, and very easy with R. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Albrecht, Dr. Stefan (AZ Private Equity Partner) wrote: Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was very astonished to realise, Matlab is very, very much faster with simple for loops, which would speed up simulations considerably. So I have trouble to argue for a use of R (which I like) instead of Matlab. The price of Matlab is high, but certainly not prohibitive. R is great and free, but maybe less comfortable to use than Matlab. Finally, after all, I have the impression that in many job offerings in the financial industry R is much less often mentioned than Matlab. I would very much appreciate any comments on my above remarks. I know there has been some discussions of R vs. Matlab on R-help, but these could be somewhat out-dated, since both languages are evolving quite quickly. With many thanks and best regards, Stefan Albrecht [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Zeta and Zipf distribution
I don't claim to be a huge expert on this, but I think you are mistaken about what you are getting when you use the zipf family with the vglm function. From what I can tell from the documentation, this does indeed give you an estimate of the parameter of the zipf distribution. I've tried to test this using some random numbers (probably not strictly correct procedure, but I think it's a reasonable approximation): set.seed(1234) N - 5 y - (1:N) alpha - 2.5 # this is the parameter of the zipf distribution p - 1/(y^alpha) ; p - p/sum(p) n - 10 x - sample (y, n, replace=TRUE, prob=p) w - as.vector(table(x)) fit = vglm (y ~ 1, zipf(link=identity, init=2), tra=TRUE, weight=w) Coef(fit) s 2.501086 Is this not what you need? On 08/02/07, Mauro Rossi [EMAIL PROTECTED] wrote: Dear David, thank you for your reply. I tried to use the package VGAM, the function zipf and also the function zetaff, but these functions don't allow me to estimate parameters directly, I have to use a Gerneralized Linear Model or a Generalized Additive Model (vgam or vglm functions) and I don't want to use those. Don't you know a way to apply these tools to my data? At the end my PMF has to be Y=f(X) where f(X) is a zeta or a zipf distribution, while using VGAM the PMF is Y = b0 + b1*f(X1)+ ... +bn*f(Xn). Do you know how I can write the script using the VGAM function for the PMF I need? Thank you in advance, Mauro Rossi David Barron ha scritto: Does the zipf function in the VGAM package do what you want? On 08/02/07, *Mauro Rossi* [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] wrote: Dear R user, I want to estimate the parameter of ZETA or/and ZIPF distributions using R, given a series of integer values. Do you know a package (similar to MASS) or a function (similar to fitdistr) I can use to estimate the parameter of these distributions using MLE method? Otherwise do you know a function (which use MLE method to estimate distribution parameters) that allow me to specify a PDF or PMF? Thanks, Regards Mauro Rossi -- Mauro Rossi Istituto di Ricerca per la Protezione Idrogeologica Consiglio Nazionale delle Ricerche Via della Madonna Alta, 126 06128 Perugia Italia Tel. +39 075 5014421 Fax +39 075 5014420 __ R-help@stat.math.ethz.ch mailto:R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP -- Mauro Rossi Istituto di Ricerca per la Protezione Idrogeologica Consiglio Nazionale delle Ricerche Via della Madonna Alta, 126 06128 Perugia Italia Tel. +39 075 5014421 Fax +39 075 5014420 -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] NEWBIE: @BOOK help?
This is a BibTeX entry for Frank Harrell's book, which can be generated
using a variety of software (I use JabRef or emacs/RefTeX or WinEdt, as
needed). It is not generated from R, I believe. BibTeX is the
bibliography management and citation system that is used within the
TeX/LaTeX framework of producing documents, which is commonly used in
the sciences, engineering and statistics. Many of us have BibTeX files
which hold all the citations we wish to cite, and the BibTeX program
extracts ones referred to in an article we write, formats it and inserts
it in the text and References of the article.
For more information, google BibTeX or LaTeX bibliography
Abhijit
Zembower, Kevin wrote:
In Henric's recent post, he included this output:
@BOOK{R:Harrell:2001,
AUTHOR = {Frank E. Harrell},
TITLE = {Regression Modeling Strategies, with Applications to
Linear Models, Survival Analysis and Logistic
Regression},
PUBLISHER = {Springer},
YEAR = 2001,
NOTE = {ISBN 0-387-95232-2},
URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
}
Can someone tell me how this is generated? I've noticed this in a few
recent posts. I attempted:
RSiteSearch(@BOOK)
?BOOK
?book
but it didn't return anything useful.
Thanks.
-Kevin
Kevin Zembower
Internet Services Group manager
Center for Communication Programs
Bloomberg School of Public Health
Johns Hopkins University
111 Market Place, Suite 310
Baltimore, Maryland 21202
410-659-6139
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] NEWBIE: @BOOK help?
It's BibTeX source -- used for the BibTeX bibliography management system
that integrates with LaTeX.
http://www.ecst.csuchico.edu/~jacobsd/bib/formats/bibtex.html
http://www.ctan.org
--
Andrew J Perrin - andrew_perrin (at) unc.edu - http://perrin.socsci.unc.edu
Assistant Professor of Sociology; Book Review Editor, _Social Forces_
University of North Carolina - CB#3210, Chapel Hill, NC 27599-3210 USA
New Book: http://www.press.uchicago.edu/cgi-bin/hfs.cgi/00/178592.ctl
On Thu, 8 Feb 2007, Zembower, Kevin wrote:
In Henric's recent post, he included this output:
@BOOK{R:Harrell:2001,
AUTHOR = {Frank E. Harrell},
TITLE = {Regression Modeling Strategies, with Applications to
Linear Models, Survival Analysis and Logistic
Regression},
PUBLISHER = {Springer},
YEAR = 2001,
NOTE = {ISBN 0-387-95232-2},
URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
}
Can someone tell me how this is generated? I've noticed this in a few
recent posts. I attempted:
RSiteSearch(@BOOK)
?BOOK
?book
but it didn't return anything useful.
Thanks.
-Kevin
Kevin Zembower
Internet Services Group manager
Center for Communication Programs
Bloomberg School of Public Health
Johns Hopkins University
111 Market Place, Suite 310
Baltimore, Maryland 21202
410-659-6139
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] abbreviate dataframe for Sweave output
Thanks Charles and Max, both functions work great. I also used a hack
to replace row names with '.', '. ', '. ', etc.
Chris
dot.df - function(x, head = 3, tail=1, dotrows=2)
{
x - format(rbind(head(x,head + dotrows), tail(x,tail)))
if(dotrows0)
{
x[(head + 1):(head + dotrows),] - .
for(i in 1:dotrows){ rownames(x)[head+i]-paste(., substring(
, 1, i-1))}
}
x
}
dot.df(crabs)
sp sex index FL RW CL CW BD
1B M 1 8.1 6.7 16.1 19.0 7.0
2B M 2 8.8 7.7 18.1 20.8 7.4
3B M 3 9.2 7.8 19.0 22.4 7.7
.. . ......
.. . ......
200 O F50 23.1 20.2 46.2 52.5 21.1
## or dot.matrix (replacing latex commands for display here)
dot.matrix( crabs)
sp sex ... CW BD
1B M ... 197
2B M ... 20.8 7.4
.. . . ..
199 O F ... 48.7 19.8
200 O F ... 52.5 21.1
foo(crabs)
sp sex index FL RW CL CW BD
1 B M 1 8.1 6.7 16.1 19.0 7.0
2 B M 2 8.8 7.7 18.1 20.8 7.4
3 B M 3 9.2 7.8 19.0 22.4 7.7
. . . . .....
. . . . .....
200 O F 50 23.1 20.2 46.2 52.5 21.1
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] R vs Matlab {Re: R in Industry}
On Thu, 2007-02-08 at 16:53 +0100, Martin Maechler wrote:
Albr == Albrecht, Dr Stefan (AZ Private Equity Partner) [EMAIL
PROTECTED]
on Thu, 8 Feb 2007 16:38:18 +0100 writes:
snip
Albr And, I was very astonished to realise, Matlab is very, very much
faster
Albr with simple for loops, which would speed up simulations
considerably.
Can you give some evidence for this statement, please?
At the moment, I'd bet that you use forgot to pre-allocate a
result array in R and do something like the notorious horrible (:-)
1-dimensional
r - NULL
for(i in 1:1) {
r[i] - verycomplicatedsimulation(i)
}
instead of the correct
r - numeric(1)
for(i in 1:1) {
r[i] - verycomplicatedsimulation(i)
}
Would a similar speed issue arise for the construction:
r - vector()
...
--
Manuel A. Morales
http://mutualism.williams.edu
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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[R] Defining functions in separate file...
Hello, is it possible to define functions in a file, say, myfunctions.R, and import them into R -- into the top-level namespace? I've seen in the documentation that you can create packages, but this seems very heavy-duty, as it requires me to createa subdirectory, and various other files. TIA Martin __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] remove component from list or data frame
Sorry to ask such a simple question, but I can't find the answer after extensive searching the docs and the web. How do you remove a component from a list? For example say you have: lst-c(5,6,7,8,9) How do you remove, for example, the third component in the list? lst[[3]]]-NULL generates an error: Error: more elements supplied than there are to replace Also, how do you remove a row from a data frame? For example, say you have: lst1-c(1,2,3,4,5) lst2-c(6,7,8,9,10) frame-data.frame(lst1,lst2) How do you remove, for example, the second row of frame? Thanks, - Jason __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
I just ran on my Windows PC the benchmark from http://www.sciviews.org/benchmark/index.html which is pretty old now. Thats probably the reason for the errors which I did not correct. As you see R has some advantages but Matlab has also some advantages. However the differences are not to big. There is only one big difference which indeed includes loops (Creation of a 220x220 Toeplitz matrix) where Matlab is much faster. But maybe a simple change in the programmation can change that... Has someone in the list an updated script? Stefan Grosse The benchmarks: R 2.4.1 R Benchmark 2.3 === I. Matrix calculation - Creation, transp., deformation of a 1500x1500 matrix (sec): 0.865 800x800 normal distributed random matrix ^1000__ (sec): 0.136 Sorting of 2,000,000 random values__ (sec): 0.615 700x700 cross-product matrix (b = a' * a)___ (sec): 0.557 Linear regression over a 600x600 matrix (c = a \ b') (sec): 0 #ERROR II. Matrix functions FFT over 800,000 random values__ (sec): 0.557 Eigenvalues of a 320x320 random matrix__ (sec): 0.495 Determinant of a 650x650 random matrix__ (sec): 0.276 Cholesky decomposition of a 900x900 matrix__ (sec): 0 #ERROR Inverse of a 400x400 random matrix__ (sec): 0 #ERROR III. Programmation -- 750,000 Fibonacci numbers calculation (vector calc)_ (sec): 0.469 Creation of a 2250x2250 Hilbert matrix (matrix calc) (sec): 1.016667 Grand common divisors of 70,000 pairs (recursion)___ (sec): 0.3966671 Creation of a 220x220 Toeplitz matrix (loops)___ (sec): 0.552 Escoufier's method on a 37x37 matrix (mixed) (sec): 2.66 --- End of test --- Matlab 7.0.4 Matlab Benchmark 2 == Number of times each test is run__: 3 I. Matrix calculation - Creation, transp., deformation of a 1500x1500 matrix (sec): 0.29047 800x800 normal distributed random matrix ^1000__ (sec): 0.42967 Sorting of 2,000,000 random values__ (sec): 0.71432 700x700 cross-product matrix (b = a' * a)___ (sec): 0.14748 Linear regression over a 600x600 matrix (c = a \ b') (sec): 0.12831 -- Trimmed geom. mean (2 extremes eliminated): 0.26403 II. Matrix functions FFT over 800,000 random values__ (sec): 0.24591 Eigenvalues of a 320x320 random matrix__ (sec): 0.38507 Determinant of a 650x650 random matrix__ (sec): 0.091612 Cholesky decomposition of a 900x900 matrix__ (sec): 0.11059 Inverse of a 400x400 random matrix__ (sec): 0.069414 -- Trimmed geom. mean (2 extremes eliminated): 0.13556 III. Programmation -- 750,000 Fibonacci numbers calculation (vector calc)_ (sec): 1.2386 Creation of a 2250x2250 Hilbert matrix (matrix calc) (sec): 3.0541 Grand common divisors of 70,000 pairs (recursion)___ (sec): 1.7637 Creation of a 220x220 Toeplitz matrix (loops)___ (sec): 0.0045972 Escoufier's method on a 37x37 matrix (mixed) (sec): 0.50481 -- Trimmed geom. mean (2 extremes eliminated): 1.0331 Total time for all 15 tests_ (sec): 9.1786 Overall mean (sum of I, II and III trimmed means/3)_ (sec): 0.33316 --- End of test --- -- --- lic. oec. Stefan Grosse University of Erfurt Microeconomics Nordhäuser Str. 63 99089 Erfurt Germany phone +49-361 - 737 45 23 fax+49-361 - 737 45 29 mobile +49-1609- 760 33 01 web http://www.uni-erfurt.de/mikrooekonomie mail [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] NEWBIE: @BOOK help?
On 2/8/07, Zembower, Kevin [EMAIL PROTECTED] wrote:
In Henric's recent post, he included this output:
@BOOK{R:Harrell:2001,
AUTHOR = {Frank E. Harrell},
TITLE = {Regression Modeling Strategies, with Applications to
Linear Models, Survival Analysis and Logistic
Regression},
PUBLISHER = {Springer},
YEAR = 2001,
NOTE = {ISBN 0-387-95232-2},
URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
}
Can someone tell me how this is generated? I've noticed this in a few
recent posts. I attempted:
I'm not sure what you mean by how this is generated. The format is
for a bibliographic reference system called BibTeX associated with the
LaTeX text processing language.
Most BibTeX users have built up a reference database by adding the
entries by hand. Editors like emacs have special modes to facilitate
entering this information.
Searching on the CTAN.org (Comprehensive TeX Archive Network) web site
may give some links to systems that can generate BibTeX reference
databases automatically. On Linux the tellico bibliographic database
manager can search commercial sites like amazon.com and download
information about specific books from there, then export it in BibTeX
format. I haven't tried it myself for books so I can't say how well
it works. I have used it for extracting information on movies from
imdb.com and it does a good job on that.
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[R] [R-pkgs] new contributed package 'stream.net'
New contributed package 'stream.net' is available on CRAN. Description: Functions with example data for creating, importing, attributing, analyzing, and displaying stream networks represented as binary trees. Capabilities include importing network topology and attributes from GIS data, upstream and downstream distance matrices, stochastic network generation, segmentation of network into reaches, adding attributes to reaches with specified statistical distributions, interpolating reach attributes from sparse data, analyzing autocorrelation of reach attributes, and creating maps with legends of attribute data. Target applications include dynamic fish modeling. Denis White US EPA Corvallis, Oregon, USA ___ R-packages mailing list R-packages@stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] NEWBIE: @BOOK help?
On Feb 8, 2007, at 11:07 AM, Zembower, Kevin wrote:
In Henric's recent post, he included this output:
@BOOK{R:Harrell:2001,
AUTHOR = {Frank E. Harrell},
TITLE = {Regression Modeling Strategies, with Applications to
Linear Models, Survival Analysis and Logistic
Regression},
PUBLISHER = {Springer},
YEAR = 2001,
NOTE = {ISBN 0-387-95232-2},
URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
}
Can someone tell me how this is generated? I've noticed this in a few
recent posts. I attempted:
It is BibTeX:
http://www.bibtex.org/
http://en.wikipedia.org/wiki/BibTeX
Haris
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Re: [R] R in Industry
Hi, On 2/8/07, Albrecht, Dr. Stefan (AZ Private Equity Partner) [EMAIL PROTECTED] wrote: I would very much appreciate any comments on my above remarks. I know there has been some discussions of R vs. Matlab on R-help, but these could be somewhat out-dated, since both languages are evolving quite quickly. If there are many people interested in working with R at your company, I thought it might be a possibility for you to employ a programmer at your company who is implementing what you would like to have done (maybe a nice GUI; awhile ago, I remember there was a master's project at Rice university to write a compiler for R, ...). I can see many advantages of such a thing: - Your company might save money (at least in the mid- and long run, just have a look at the price of software licences) - You create a (probably time-limited) job - The whole community could benefit from those efforts (And it would be nothing new: I think I read once an interview with Richard Hipp, the creator of SQLite, who was paid by AOL for a while. Nevertheless, his program is in the public domain). Just some ideas I had when I read your email (and heard and read in the past about licencing issues of other software in the area of statistics). Best, Roland P.S. No, I am neither looking for such a job myself nor do I want to find a job for someone I know. :-) [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
To those following this thRead: There was a thread on this topic a year or so ago on this list, in which contributors mentioned reasons that corporate powers-that-be were reluctant to commit to R as a corporate statistical platform. (My favorite was There is no one to sue if something goes wrong.) One reason that I do not think was discussed then, nor have I seen discussed since, is the issue of the continuity of support. If one person has contributed disproportionately heavily to the development and maintenance of a package, and then retires or follows other interests, and the package needs maintenance (perhaps as a consequence of new operating systems or a new version of R), is there any assurance that it will be available? With a commercial package such as, say, SPSS, the corporate memory and continuance makes such continued maintenance likely, but is there such a commitment with R packages? If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. As R says when it starts up, R is free software and comes with ABSOLUTELY NO WARRANTY. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Patrick Burns Sent: Thursday, February 08, 2007 10:24 AM To: Albrecht,Dr. Stefan (AZ Private Equity Partner) Cc: r-help@stat.math.ethz.ch Subject: Re: [R] R in Industry From what I know Matlab is much more popular in fixed income than R, but R is vastly more popular in equities. R seems to be making quite a lot of headway in finance, even in fixed income to some degree. At least to some extent, this is probably logical behavior -- fixed income is more mathematical, and equities is more statistical. Matlab is easier to learn mainly because it has much simpler data structures. However, once you are doing something where a complex data structure is natural, then R is going to be easier to use and you are likely to have a more complete implementation of what you want. If speed becomes a limiting factor, then moving the heavy computing to C is a natural thing to do, and very easy with R. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Albrecht, Dr. Stefan (AZ Private Equity Partner) wrote: Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was very astonished to realise, Matlab is very, very much faster with simple for loops, which would speed up simulations considerably. So I have trouble to argue for a use of R (which I like) instead of Matlab. The price of Matlab is high, but certainly not prohibitive. R is great and free, but maybe less comfortable to use than Matlab. Finally, after all, I have the impression that in many job offerings in the financial industry R is much less often mentioned than Matlab. I would very much appreciate any comments on my above remarks. I know there has been some discussions of R vs. Matlab on R-help, but these could be somewhat out-dated, since both languages are evolving quite quickly. With many thanks and best regards, Stefan Albrecht [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R vs Matlab {Re: R in Industry}
On 2/8/07, Manuel Morales [EMAIL PROTECTED] wrote:
On Thu, 2007-02-08 at 16:53 +0100, Martin Maechler wrote:
Albr == Albrecht, Dr Stefan (AZ Private Equity Partner) [EMAIL
PROTECTED]
on Thu, 8 Feb 2007 16:38:18 +0100 writes:
snip
Albr And, I was very astonished to realise, Matlab is very, very much
faster
Albr with simple for loops, which would speed up simulations
considerably.
Can you give some evidence for this statement, please?
At the moment, I'd bet that you use forgot to pre-allocate a
result array in R and do something like the notorious horrible (:-)
1-dimensional
r - NULL
for(i in 1:1) {
r[i] - verycomplicatedsimulation(i)
}
instead of the correct
r - numeric(1)
for(i in 1:1) {
r[i] - verycomplicatedsimulation(i)
}
Would a similar speed issue arise for the construction:
r - vector()
...
Why not try it and find out?
(The answer is yes. As Martin indicated the issue is whether the
space for the entire result is allocated before inserting individual
elements of the result. It is possible to extend a vector beyond its
current length but doing so involves allocating space for the new
vector, copying the current contents and then inserting the new
values. Doing that tens of thousands of times is slow and wasteful.)
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[R] Data.frame columns in R console
Hi R-users, A newbie question: assume that I have for example 30 columns in my data.frame named DF. When I print DF in R console I get columns that don't fit on the same row underneath each other. So how do I change the R console preferences so that the console does not wrap my data.frame columns? I want the columns to be printed next to each other, as in a normal table. Cheers, Lauri [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Defining functions in separate file...
See ?source and also the list archive, this is a quite frequently asked question. Gabor On Thu, Feb 08, 2007 at 05:00:55PM +, Martin Percossi wrote: Hello, is it possible to define functions in a file, say, myfunctions.R, and import them into R -- into the top-level namespace? I've seen in the documentation that you can create packages, but this seems very heavy-duty, as it requires me to createa subdirectory, and various other files. TIA Martin __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Csardi Gabor [EMAIL PROTECTED]MTA RMKI, ELTE TTK __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] remove component from list or data frame
The first example you provide is a vector, not a list. You can remove the third element with: lst[-3] [1] 5 6 8 9 The same thing works for rows of data frames: frame[-3,] lst1 lst2 116 227 449 55 10 On 08/02/07, Jason Horn [EMAIL PROTECTED] wrote: Sorry to ask such a simple question, but I can't find the answer after extensive searching the docs and the web. How do you remove a component from a list? For example say you have: lst-c(5,6,7,8,9) How do you remove, for example, the third component in the list? lst[[3]]]-NULL generates an error: Error: more elements supplied than there are to replace Also, how do you remove a row from a data frame? For example, say you have: lst1-c(1,2,3,4,5) lst2-c(6,7,8,9,10) frame-data.frame(lst1,lst2) How do you remove, for example, the second row of frame? Thanks, - Jason __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] NEWBIE: @BOOK help?
As an addition, JabRef (which is a Java application) can automatically
download citation information from CiteSeer and PubMed and store it in
BibTeX format, albeit once you know the appropriate reference number
Douglas Bates wrote:
On 2/8/07, Zembower, Kevin [EMAIL PROTECTED] wrote:
In Henric's recent post, he included this output:
@BOOK{R:Harrell:2001,
AUTHOR = {Frank E. Harrell},
TITLE = {Regression Modeling Strategies, with Applications to
Linear Models, Survival Analysis and Logistic
Regression},
PUBLISHER = {Springer},
YEAR = 2001,
NOTE = {ISBN 0-387-95232-2},
URL = {http://biostat.mc.vanderbilt.edu/twiki/bin/view/Main/RmS}
}
Can someone tell me how this is generated? I've noticed this in a few
recent posts. I attempted:
I'm not sure what you mean by how this is generated. The format is
for a bibliographic reference system called BibTeX associated with the
LaTeX text processing language.
Most BibTeX users have built up a reference database by adding the
entries by hand. Editors like emacs have special modes to facilitate
entering this information.
Searching on the CTAN.org (Comprehensive TeX Archive Network) web site
may give some links to systems that can generate BibTeX reference
databases automatically. On Linux the tellico bibliographic database
manager can search commercial sites like amazon.com and download
information about specific books from there, then export it in BibTeX
format. I haven't tried it myself for books so I can't say how well
it works. I have used it for extracting information on movies from
imdb.com and it does a good job on that.
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Re: [R] remove component from list or data frame
Hi Jason, On 2/8/07, Jason Horn [EMAIL PROTECTED] wrote: Sorry to ask such a simple question, but I can't find the answer after extensive searching the docs and the web. How do you remove a component from a list? For example say you have: You use the - operator for both your vector and data frame examples. lst - c(5,6,7,8,9) # which by the way isn't a list is.list(lst) [1] FALSE lst [1] 5 6 7 8 9 lst - lst[-3] lst [1] 5 6 8 9 lst1-c(1,2,3,4,5) lst2-c(6,7,8,9,10) frame-data.frame(lst1,lst2) frame lst1 lst2 116 227 338 449 55 10 frame[-2,] lst1 lst2 116 338 449 55 10 -- Sarah Goslee http://www.functionaldiversity.org __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] remove component from list or data frame
First: lst - lst[-3] Second: frame- frame[-2,] On 08/02/07, Jason Horn [EMAIL PROTECTED] wrote: Sorry to ask such a simple question, but I can't find the answer after extensive searching the docs and the web. How do you remove a component from a list? For example say you have: lst-c(5,6,7,8,9) How do you remove, for example, the third component in the list? lst[[3]]]-NULL generates an error: Error: more elements supplied than there are to replace Also, how do you remove a row from a data frame? For example, say you have: lst1-c(1,2,3,4,5) lst2-c(6,7,8,9,10) frame-data.frame(lst1,lst2) How do you remove, for example, the second row of frame? Thanks, - Jason __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Henrique Dallazuanna Curitiba-Paraná Brasil [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Defining functions in separate file...
Look at help(.First) Martin Percossi wrote: Hello, is it possible to define functions in a file, say, myfunctions.R, and import them into R -- into the top-level namespace? I've seen in the documentation that you can create packages, but this seems very heavy-duty, as it requires me to createa subdirectory, and various other files. TIA Martin __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] remove component from list or data frame
On 2/8/2007 12:30 PM, Jason Horn wrote: Sorry to ask such a simple question, but I can't find the answer after extensive searching the docs and the web. How do you remove a component from a list? For example say you have: lst-c(5,6,7,8,9) In R jargon, that's a vector, not a list. How do you remove, for example, the third component in the list? lst[-3] will do it. lst[[3]]]-NULL generates an error: Error: more elements supplied than there are to replace The [[ index ]] syntax only works on true lists. Also, how do you remove a row from a data frame? For example, say you have: lst1-c(1,2,3,4,5) lst2-c(6,7,8,9,10) frame-data.frame(lst1,lst2) How do you remove, for example, the second row of frame? Same idea: frame - frame[-2, ] Duncan Murdoch Thanks, - Jason __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] remove component from list or data frame
Jason Horn wrote: Sorry to ask such a simple question, but I can't find the answer after extensive searching the docs and the web. How do you remove a component from a list? For example say you have: lst-c(5,6,7,8,9) How do you remove, for example, the third component in the list? Is the object lst really a list? Try is.list(lst) to check. To remove an element from a vector, use for example, lst[-3] lst[[3]]]-NULL generates an error: Error: more elements supplied than there are to replace If lst were actually a list, that command would work with the obvious syntax fix. So would lst[-3] though. Also, how do you remove a row from a data frame? For example, say you have: lst1-c(1,2,3,4,5) lst2-c(6,7,8,9,10) frame-data.frame(lst1,lst2) How do you remove, for example, the second row of frame? You use frame[-2, ] #remove second row, keep all columns. Thanks, - Jason __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] multinomial logistic regression with equality constraints?
Walter Mebane wrote:
Roger,
Error in if (logliklambda loglik) bvec - blambda :
missing value where TRUE/FALSE needed
In addition: Warning message:
NaNs produced in: sqrt(sigma2GN)
That message comes from the Newton algorithm (defined in source file
multinomMLE.R). It would be better if we bullet-proofed it a bit
more. The first thing is to check the data. I don't have the
multinomLogis() function, so I can't run your code.
Whoops, sorry about that -- I'm putting revised code at the end of the
message.
But do you really
mean
for(i in 1:length(choice)) {
and
dim(counts) - c(length(choice),length(choice))
Should that be
for(i in 1:n) {
and
dim(counts) - c(n, length(choice))
or instead of n, some number m length(choice). As it is it seems to
me you have three observations for three categories, which isn't going
to work (there are five coefficient parameters, plus sigma for the
dispersion).
I really did mean for(i in 1:length(choice)) -- once again, the proper
code is at the end of this message.
Also, I notice that I get the same error with another kind of data,
which works for multinom from nnet:
library(nnet)
library(multinomRob)
dtf - data.frame(y1=c(1,1),y2=c(2,1),y3=c(1,2),x=c(0,1))
summary(multinom(as.matrix(dtf[,1:3]) ~ x, data=dtf))
summary(multinomRob(list(y1 ~ 0, y2 ~ x, y3 ~ x), data=dtf,print.level=128))
The call to multinom fits the following coefficients:
Coefficients:
(Intercept) x
y2 0.6933809622 -0.6936052
y3 0.0001928603 0.6928327
but the call to multinomRob gives me the following error:
multinomRob(): Grouped MNL Estimation
[1] multinomMLE: -loglik initial: 9.48247391895106
Error in if (logliklambda loglik) bvec - blambda :
missing value where TRUE/FALSE needed
In addition: Warning message:
NaNs produced in: sqrt(sigma2GN)
Does this shed any light on things?
Thanks again,
Roger
***
set.seed(10)
library(multinomRob)
multinomLogis - function(vector) {
x - exp(vector)
z - sum(x)
x/z
}
n - 20
choice - c(A,B,C)
intercepts - c(0.5,0.3,0.2)
prime.strength - rep(0.4,length(intercepts))
counts - c()
for(i in 1:length(choice)) {
u - intercepts[1:length(choice)]
u[i] - u[i] + prime.strength[i]
counts - c(counts,rmultinomial(n = n, pr = multinomLogis(u)))
}
dim(counts) - c(length(choice),length(choice))
counts - t(counts)
row.names(counts) - choice
colnames(counts) - choice
data - data.frame(Prev.Choice=choice,counts)
for(i in 1:length(choice)) {
data[[paste(last,choice[i],sep=.)]] -
ifelse(data$Prev.Choice==choice[i],1,0)
}
multinomRob(list(A ~ last.A ,
B ~ last.B ,
C ~ last.C - 1 ,
),
data=data,
print.level=128)
I obtained this output:
Your Model (xvec):
A B C
(Intercept)/(Intercept)/last.C 1 1 1
last.A/last.B/NA 1 1 0
[1] multinomRob: WARNING. Limited regressor variation...
[1] WARNING. ... A regressor has a distinct value for only one
observation.
[1] WARNING. ... I'm using a modified estimation algorithm (i.e.,
preventing LQD
[1] WARNING. ... from modifying starting values for the affected
parameters).
[1] WARNING. ... Affected parameters are TRUE in the following table.
A B C
(Intercept)/(Intercept)/last.C FALSE FALSE TRUE
last.A/last.B/NATRUE TRUE FALSE
multinomRob(): Grouped MNL Estimation
[1] multinomMLE: -loglik initial: 70.2764843511374
Error in if (logliklambda loglik) bvec - blambda :
missing value where TRUE/FALSE needed
In addition: Warning message:
NaNs produced in: sqrt(sigma2GN)
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
On 2/8/2007 12:48 PM, Ben Fairbank wrote: To those following this thRead: There was a thread on this topic a year or so ago on this list, in which contributors mentioned reasons that corporate powers-that-be were reluctant to commit to R as a corporate statistical platform. (My favorite was There is no one to sue if something goes wrong.) One reason that I do not think was discussed then, nor have I seen discussed since, is the issue of the continuity of support. If one person has contributed disproportionately heavily to the development and maintenance of a package, and then retires or follows other interests, and the package needs maintenance (perhaps as a consequence of new operating systems or a new version of R), is there any assurance that it will be available? With a commercial package such as, say, SPSS, the corporate memory and continuance makes such continued maintenance likely, but is there such a commitment with R packages? If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. There's no guarantee of support, but the majority of R packages are licensed under the GPL, so there is a guarantee of availability of the source code, which means that contracting with someone expert in the field to provide you with support will be a possibility. If it's an obscure package as you say, your company may represent a majority of users, and it may well be that the expert you need is already someone in your company, who contributed patches to the package while the original maintainer was still active. If a commercial vendor were to withdraw support for a package there is really no hope of putting together your own support service. You would have to live with the bugs and without updates, or start from scratch to replace it yourself. For example, this happened to me about 10 years ago when Intel withdrew support for 3DR. As it happens OpenGL is a better replacement, but I wasn't too happy at the time. Duncan Murdoch As R says when it starts up, R is free software and comes with ABSOLUTELY NO WARRANTY. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Patrick Burns Sent: Thursday, February 08, 2007 10:24 AM To: Albrecht,Dr. Stefan (AZ Private Equity Partner) Cc: r-help@stat.math.ethz.ch Subject: Re: [R] R in Industry From what I know Matlab is much more popular in fixed income than R, but R is vastly more popular in equities. R seems to be making quite a lot of headway in finance, even in fixed income to some degree. At least to some extent, this is probably logical behavior -- fixed income is more mathematical, and equities is more statistical. Matlab is easier to learn mainly because it has much simpler data structures. However, once you are doing something where a complex data structure is natural, then R is going to be easier to use and you are likely to have a more complete implementation of what you want. If speed becomes a limiting factor, then moving the heavy computing to C is a natural thing to do, and very easy with R. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Albrecht, Dr. Stefan (AZ Private Equity Partner) wrote: Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was very astonished to realise, Matlab is very, very much faster with simple for loops, which would speed up simulations considerably. So I have trouble to argue for a use of R (which I like) instead of Matlab. The price of Matlab is high, but certainly not prohibitive. R is great and free, but maybe less comfortable to use than Matlab. Finally, after all, I have the impression that in many job offerings in the financial industry R is much less often mentioned than Matlab. I would very much appreciate any comments on my above remarks. I know there has been some discussions of R vs. Matlab on R-help, but these could be somewhat out-dated, since both languages are evolving quite quickly. With many thanks and best regards, Stefan Albrecht
Re: [R] R in Industry - new SIG
Martin Maechler called my bluff on this suggestion. I'm now the admin
for the new special interest group for R related job postings:
https://stat.ethz.ch/mailman/listinfo/r-sig-jobs
Please send appropriate emails to this list. There are some simple rules
for postings (e.g. no attachments etc).
Max
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Kuhn, Max
Sent: Tuesday, February 06, 2007 5:10 PM
To: Doran, Harold; R-help@stat.math.ethz.ch
Subject: Re: [R] R in Industry
As someone who has (reluctantly) sent job postings to R Help, I think
that a SIG would be a good idea.
Max
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Doran, Harold
Sent: Tuesday, February 06, 2007 2:08 PM
To: R-help@stat.math.ethz.ch
Subject: [R] R in Industry
The other day, CNN had a story on working at Google. Out of curiosity, I
went to the Google employment web site (I'm not looking, but just
curious). In perusing their job posts for statisticians, preference is
given to those who use R and python. Other languages, S-Plus and
something called SAS were listed as lower priorities.
When I started using Python, I noted they have a portion of the web site
with job postings. CRAN does not have something similar, but think it
might be useful. I think R is becoming more widely used in industry and
I wonder if helping it move along a bit, the maintainer of CRAN could
create a section of the web site devoted to jobs where R is a
requirement.
Hence, we could have our own little monster.com kind of thing going
on. Of the multitude of ways the gospel can be spread, this is small.
But, I think every small step forward is good.
Anyone think this is useful?
Harold
--
LEGAL NOTICE\ Unless expressly stated otherwise, this messag...{{dropped}}
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Point estimate from loess contour plot
Hi, I was wondering if anyone knows of a way by which one can estimate values from a contour plot created by using the loess function? I am hoping to use the loess contour plot as a means of interpolation to identify the loess created values at points at pre-defined (x,y) locations. Could anyone point me in the right direction please? Thanks. Laura Quinn Institute of Atmospheric Science School of Earth and Environment University of Leeds Leeds LS2 9JT tel: +44 113 343 1596 fax: +44 113 343 6716 mail: [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
On Feb 8, 2007, at 12:48 PM, Ben Fairbank wrote: If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. I would imagine that if there was a package that really needed updating, then your company could hire an R programmer for a short time to fix whatever needs fixing, and that would be a much smaller expense than licensing an expensive package like those other ones out there. But perhaps I am completely wrong in this, I am relatively far from the industry world. Haris __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
Ben Fairbank wrote: To those following this thRead: There was a thread on this topic a year or so ago on this list, in which contributors mentioned reasons that corporate powers-that-be were reluctant to commit to R as a corporate statistical platform. (My favorite was There is no one to sue if something goes wrong.) One reason that I do not think was discussed then, nor have I seen discussed since, is the issue of the continuity of support. If one person has contributed disproportionately heavily to the development and maintenance of a package, and then retires or follows other interests, and the package needs maintenance (perhaps as a consequence of new operating systems or a new version of R), is there any assurance that it will be available? With a commercial package such as, say, SPSS, the corporate memory and continuance makes such continued maintenance likely, but is there such a commitment with R packages? If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. I would add that if you find a package that performs for your company, you have done a couple of things. One reviewed and benchmarked the packages results against others or at least makes sure it passes a reasonable economic test. If this is not done, one is assuming the BLACK BOX is always correct. A sin for many quants. Over time the requirements of the company will change so some modifications will be requested from the lead developer or performed in house. This will lead to a level of expertise in the package that new developers or maintainers can keep the continuity of the package going long after the lead developer retires. Especially if the company is willing to allocate some resources to this endeavor in leiu of license fees. For example, recently several of us needed the package RMYsql recompiled for windows xp. We went through the mailing list items related to RmySQL for windows, built the binary zip file, and have posted it in several places. We needed the package functionality and took care of the problem. Total time was about 1 day for initial discovery and research and now about 30 minutes for upgrading the RmySQL for windows after a new version for linux is released. As R says when it starts up, R is free software and comes with ABSOLUTELY NO WARRANTY. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Patrick Burns Sent: Thursday, February 08, 2007 10:24 AM To: Albrecht,Dr. Stefan (AZ Private Equity Partner) Cc: r-help@stat.math.ethz.ch Subject: Re: [R] R in Industry From what I know Matlab is much more popular in fixed income than R, but R is vastly more popular in equities. R seems to be making quite a lot of headway in finance, even in fixed income to some degree. At least to some extent, this is probably logical behavior -- fixed income is more mathematical, and equities is more statistical. Matlab is easier to learn mainly because it has much simpler data structures. However, once you are doing something where a complex data structure is natural, then R is going to be easier to use and you are likely to have a more complete implementation of what you want. If speed becomes a limiting factor, then moving the heavy computing to C is a natural thing to do, and very easy with R. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Albrecht, Dr. Stefan (AZ Private Equity Partner) wrote: Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was very astonished to realise, Matlab is very, very much faster with simple for loops, which would speed up simulations considerably. So I have trouble to argue for a use of R (which I like) instead of Matlab. The price of Matlab is high, but certainly not prohibitive. R is great and free, but maybe less comfortable to use than Matlab. Finally, after all, I have the impression that in many job offerings in the financial industry R is much less often mentioned than Matlab. I would very much
Re: [R] R in Industry
Ben - Ben Fairbank wrote: To those following this thRead: There was a thread on this topic a year or so ago on this list, in which contributors mentioned reasons that corporate powers-that-be were reluctant to commit to R as a corporate statistical platform. (My favorite was There is no one to sue if something goes wrong.) One reason that I do not think was discussed then, nor have I seen discussed since, is the issue of the continuity of support. If one person has contributed disproportionately heavily to the development and maintenance of a package, and then retires or follows other interests, and the package needs maintenance (perhaps as a consequence of new operating systems or a new version of R), is there any assurance that it will be available? With a commercial package such as, say, SPSS, the corporate memory and continuance makes such continued maintenance likely, but is there such a commitment with R packages? If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. But you would have the source code, so as long as someone knew R, you could maintain it, expand it, customize it, patch it yourselves, even if the original maintainer left the project. You can't say the same with a commercial package likely. As R says when it starts up, R is free software and comes with ABSOLUTELY NO WARRANTY. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Patrick Burns Sent: Thursday, February 08, 2007 10:24 AM To: Albrecht,Dr. Stefan (AZ Private Equity Partner) Cc: r-help@stat.math.ethz.ch Subject: Re: [R] R in Industry From what I know Matlab is much more popular in fixed income than R, but R is vastly more popular in equities. R seems to be making quite a lot of headway in finance, even in fixed income to some degree. At least to some extent, this is probably logical behavior -- fixed income is more mathematical, and equities is more statistical. Matlab is easier to learn mainly because it has much simpler data structures. However, once you are doing something where a complex data structure is natural, then R is going to be easier to use and you are likely to have a more complete implementation of what you want. If speed becomes a limiting factor, then moving the heavy computing to C is a natural thing to do, and very easy with R. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Albrecht, Dr. Stefan (AZ Private Equity Partner) wrote: Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was very astonished to realise, Matlab is very, very much faster with simple for loops, which would speed up simulations considerably. So I have trouble to argue for a use of R (which I like) instead of Matlab. The price of Matlab is high, but certainly not prohibitive. R is great and free, but maybe less comfortable to use than Matlab. Finally, after all, I have the impression that in many job offerings in the financial industry R is much less often mentioned than Matlab. I would very much appreciate any comments on my above remarks. I know there has been some discussions of R vs. Matlab on R-help, but these could be somewhat out-dated, since both languages are evolving quite quickly. With many thanks and best regards, Stefan Albrecht [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list
Re: [R] remove component from list or data frame
On 2/8/2007 1:09 PM, Duncan Murdoch wrote: On 2/8/2007 12:30 PM, Jason Horn wrote: Sorry to ask such a simple question, but I can't find the answer after extensive searching the docs and the web. How do you remove a component from a list? For example say you have: lst-c(5,6,7,8,9) In R jargon, that's a vector, not a list. How do you remove, for example, the third component in the list? lst[-3] will do it. lst[[3]]]-NULL generates an error: Error: more elements supplied than there are to replace The [[ index ]] syntax only works on true lists. Sigh. This is just my wishful thinking. It works on numeric vectors too, sometimes. Just not here. Duncan Murdoch Also, how do you remove a row from a data frame? For example, say you have: lst1-c(1,2,3,4,5) lst2-c(6,7,8,9,10) frame-data.frame(lst1,lst2) How do you remove, for example, the second row of frame? Same idea: frame - frame[-2, ] Duncan Murdoch Thanks, - Jason __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
Ben Fairbank wrote: To those following this thRead: There was a thread on this topic a year or so ago on this list, in which contributors mentioned reasons that corporate powers-that-be were reluctant to commit to R as a corporate statistical platform. (My favorite was There is no one to sue if something goes wrong.) One reason that I do not think was discussed then, nor have I seen discussed since, is the issue of the continuity of support. If one person has contributed disproportionately heavily to the development and maintenance of a package, and then retires or follows other interests, and the package needs maintenance (perhaps as a consequence of new operating systems or a new version of R), is there any assurance that it will be available? With a commercial package such as, say, SPSS, the corporate memory and continuance makes such continued maintenance likely, but is there such a commitment with R packages? If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. I would add that if you find a package that performs for your company, you have done a couple of things. One reviewed and benchmarked the packages results against others or at least makes sure it passes a reasonable economic test. If this is not done, one is assuming the BLACK BOX is always correct. A sin for many quants. Over time the requirements of the company will change so some modifications will be requested from the lead developer or performed in house. This will lead to a level of expertise in the package that new developers or maintainers can keep the continuity of the package going long after the lead developer retires. Especially if the company is willing to allocate some resources to this endeavor in leiu of license fees. For example, recently several of us needed the package RMYsql recompiled for windows xp. We went through the mailing list items related to RmySQL for windows, built the binary zip file, and have posted it in several places. We needed the package functionality and took care of the problem. Total time was about 1 day for initial discovery and research and now about 30 minutes for upgrading the RmySQL for windows after a new version for linux is released. As R says when it starts up, R is free software and comes with ABSOLUTELY NO WARRANTY. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Patrick Burns Sent: Thursday, February 08, 2007 10:24 AM To: Albrecht,Dr. Stefan (AZ Private Equity Partner) Cc: r-help@stat.math.ethz.ch Subject: Re: [R] R in Industry From what I know Matlab is much more popular in fixed income than R, but R is vastly more popular in equities. R seems to be making quite a lot of headway in finance, even in fixed income to some degree. At least to some extent, this is probably logical behavior -- fixed income is more mathematical, and equities is more statistical. Matlab is easier to learn mainly because it has much simpler data structures. However, once you are doing something where a complex data structure is natural, then R is going to be easier to use and you are likely to have a more complete implementation of what you want. If speed becomes a limiting factor, then moving the heavy computing to C is a natural thing to do, and very easy with R. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Albrecht, Dr. Stefan (AZ Private Equity Partner) wrote: Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was very astonished to realise, Matlab is very, very much faster with simple for loops, which would speed up simulations considerably. So I have trouble to argue for a use of R (which I like) instead of Matlab. The price of Matlab is high, but certainly not prohibitive. R is great and free, but maybe less comfortable to use than Matlab. Finally, after all, I have the impression that in many job offerings in the financial industry R is much less often mentioned than Matlab. I would very much
Re: [R] R in Industry
Here is a function to create a Toeplitz matrix of any size, and an example
of a 220 x 220 toeplitz matrix, which was created in almost no time:
# Given a vector x, forms a Toeplitz matrix
#
toeplitz - function (x, sym=T) {
if (!is.vector(x))
stop(x is not a vector)
n - length(x)
if (!sym) {
if (!n%%2) stop(length of vector must be odd)
n2 - (n+1)/2
A - matrix(NA, n2, n2)
mat - matrix(x[col(A) - row(A) + n2], n2, n2)
}
else {
A - matrix(NA, n, n)
mat - matrix(x[abs(col(A) - row(A)) + 1], n, n)
}
mat
}
###
system.time(top.mat - toeplitz(runif(220)))
[1] 0.00 0.01 0.02 NA NA
Hope this is fast enough!
Best,
Ravi.
---
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: [EMAIL PROTECTED]
Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Stefan Grosse
Sent: Thursday, February 08, 2007 12:09 PM
To: Albrecht, Dr. Stefan (AZ Private Equity Partner)
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] R in Industry
I just ran on my Windows PC the benchmark from
http://www.sciviews.org/benchmark/index.html which is pretty old now.
Thats probably the reason for the errors which I did not correct. As
you see R has some advantages but Matlab has also some advantages.
However the differences are not to big. There is only one big
difference which indeed includes loops (Creation of a 220x220 Toeplitz
matrix) where Matlab is much faster. But maybe a simple change in the
programmation can change that...
Has someone in the list an updated script?
Stefan Grosse
The benchmarks:
R 2.4.1
R Benchmark 2.3
===
I. Matrix calculation
-
Creation, transp., deformation of a 1500x1500 matrix (sec):
0.865
800x800 normal distributed random matrix ^1000__ (sec):
0.136
Sorting of 2,000,000 random values__ (sec):
0.615
700x700 cross-product matrix (b = a' * a)___ (sec):
0.557
Linear regression over a 600x600 matrix (c = a \ b') (sec): 0 #ERROR
II. Matrix functions
FFT over 800,000 random values__ (sec):
0.557
Eigenvalues of a 320x320 random matrix__ (sec):
0.495
Determinant of a 650x650 random matrix__ (sec):
0.276
Cholesky decomposition of a 900x900 matrix__ (sec): 0 #ERROR
Inverse of a 400x400 random matrix__ (sec): 0 #ERROR
III. Programmation
--
750,000 Fibonacci numbers calculation (vector calc)_ (sec):
0.469
Creation of a 2250x2250 Hilbert matrix (matrix calc) (sec):
1.016667
Grand common divisors of 70,000 pairs (recursion)___ (sec):
0.3966671
Creation of a 220x220 Toeplitz matrix (loops)___ (sec):
0.552
Escoufier's method on a 37x37 matrix (mixed) (sec):
2.66
--- End of test ---
Matlab 7.0.4
Matlab Benchmark 2
==
Number of times each test is run__: 3
I. Matrix calculation
-
Creation, transp., deformation of a 1500x1500 matrix (sec): 0.29047
800x800 normal distributed random matrix ^1000__ (sec): 0.42967
Sorting of 2,000,000 random values__ (sec): 0.71432
700x700 cross-product matrix (b = a' * a)___ (sec): 0.14748
Linear regression over a 600x600 matrix (c = a \ b') (sec): 0.12831
--
Trimmed geom. mean (2 extremes eliminated): 0.26403
II. Matrix functions
FFT over 800,000 random values__ (sec): 0.24591
Eigenvalues of a 320x320 random matrix__ (sec): 0.38507
Determinant of a 650x650 random matrix__ (sec): 0.091612
Cholesky decomposition of a 900x900 matrix__ (sec): 0.11059
Inverse of a 400x400 random matrix__ (sec): 0.069414
--
Trimmed geom. mean (2 extremes eliminated): 0.13556
III. Programmation
--
750,000 Fibonacci numbers calculation (vector calc)_ (sec): 1.2386
Creation of a 2250x2250 Hilbert matrix (matrix calc) (sec): 3.0541
Grand common divisors of 70,000 pairs (recursion)___ (sec): 1.7637
Creation of a 220x220 Toeplitz matrix (loops)___ (sec): 0.0045972
Escoufier's method on a 37x37 matrix
Re: [R] R in Industry - new SIG
Thanks Max ( Martin)!
I was about to encourage this. Once the head hunters get wind of this,
I expect a lot of activity - hopefully most will be relevant.
Max, I'd be willing to chip in if you need admin help.
--
Best,
Jim Porzak
Loyalty Matrix Inc.
San Francisco, CA
http://www.linkedin.com/in/jimporzak
On 2/8/07, Kuhn, Max [EMAIL PROTECTED] wrote:
Martin Maechler called my bluff on this suggestion. I'm now the admin
for the new special interest group for R related job postings:
https://stat.ethz.ch/mailman/listinfo/r-sig-jobs
Please send appropriate emails to this list. There are some simple rules
for postings (e.g. no attachments etc).
Max
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Kuhn, Max
Sent: Tuesday, February 06, 2007 5:10 PM
To: Doran, Harold; R-help@stat.math.ethz.ch
Subject: Re: [R] R in Industry
As someone who has (reluctantly) sent job postings to R Help, I think
that a SIG would be a good idea.
Max
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Doran, Harold
Sent: Tuesday, February 06, 2007 2:08 PM
To: R-help@stat.math.ethz.ch
Subject: [R] R in Industry
The other day, CNN had a story on working at Google. Out of curiosity, I
went to the Google employment web site (I'm not looking, but just
curious). In perusing their job posts for statisticians, preference is
given to those who use R and python. Other languages, S-Plus and
something called SAS were listed as lower priorities.
When I started using Python, I noted they have a portion of the web site
with job postings. CRAN does not have something similar, but think it
might be useful. I think R is becoming more widely used in industry and
I wonder if helping it move along a bit, the maintainer of CRAN could
create a section of the web site devoted to jobs where R is a
requirement.
Hence, we could have our own little monster.com kind of thing going
on. Of the multitude of ways the gospel can be spread, this is small.
But, I think every small step forward is good.
Anyone think this is useful?
Harold
--
LEGAL NOTICE\ Unless expressly stated otherwise, this messag...{{dropped}}
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Re: [R] Impossible to get jpeg or png output
Probably you have no write permission in the current directory. That message means (as it says) that the process cannot open the file for writing, and that is not an R issue. On Thu, 8 Feb 2007, Mahieux Dimitri wrote: Hi, When I want to output a png file, I have the following error message : Error dans X11(paste(jpeg::, quality, :, filename, sep = ), width, : inpossible de démarrer le périphérique JPEG De plus : Warning message: impossible d'ouvrir le fichier JPEG 'Test.jpeg' or in english Error in X11(paste(jpeg::, quality, :, filename, sep = ), width, : inpossible to start the JPEG peripheral Warning message: impossible to open the file JPEG 'Test.jpeg' I've checked the capabilities which give : capabilities() jpeg pngtcltk X11 http/ftp sockets libxml fifo TRUE TRUEFALSE TRUE TRUE TRUE TRUE TRUE clediticonv NLS TRUE TRUE TRUE So I don't understand why I can't have a jpeg file ( or png file because I've the same problem to) Any Idea ? Thx a lot __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- 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__ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Data.frame columns in R console
?options, look for 'width'. I don't know what OS this in: the Windows Rgui has an option to set the width to the width of the console, but you can override it. On Thu, 8 Feb 2007, Lauri Nikkinen wrote: Hi R-users, A newbie question: assume that I have for example 30 columns in my data.frame named DF. When I print DF in R console I get columns that don't fit on the same row underneath each other. So how do I change the R console preferences so that the console does not wrap my data.frame columns? I want the columns to be printed next to each other, as in a normal table. Cheers, Lauri [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- 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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
As Duncan indicated, I think R wins overwhelmingly on this point: What should you do if a key software vendor decides to increase their license fees beyond reason or obsolete a key product that burdens you with excessive transition costs? Similarly, what do you do if you want to migrate a special application from some obscure operating system onto Windows or Linux, or you need some enhancements that should be minor but your vendor wants an excessive fee for that service? If they see you as the only customer for a certain modification, their fees may be reasonable from their perspective. With R, you can get the source code, so adapting it, modifying it, etc., should rarely be a problem. With commercial software, you almost never get the source code, and you should consult attorneys before attempting to code something required to escape from a vendor whose fee structure is becoming prohibitive. In many situations, just analyzing the legal issues could cost you more than paying someone to modify R code to support your changing needs. Spencer Graves Charilaos Skiadas wrote: On Feb 8, 2007, at 12:48 PM, Ben Fairbank wrote: If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. I would imagine that if there was a package that really needed updating, then your company could hire an R programmer for a short time to fix whatever needs fixing, and that would be a much smaller expense than licensing an expensive package like those other ones out there. But perhaps I am completely wrong in this, I am relatively far from the industry world. Haris __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] R
Dear Professor, I am preparing for a Ph.D in semiparametric regression at Cairo university in Egypt. Referring to R package KernGPLM, I obtained R version 2.4.1 but I did not find package KernGPLM. Please, help me how can I obtain this package. Thanks in advance. Name: Magda Haggag E-mail: [EMAIL PROTECTED] Address: 27, Notrdam Desion st., Gleem, Alexandria, Egypt. - 8:00? 8:25? 8:40? Find a flick in no time [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] loop issues (r.squared)
I would like to compare every column in my matrix with every other column and get the r-squared. I have been using the following formula and loops: summary(lm(matrix[,x]~matrix[,y]))$r.squared where x and y are the looping column numbers If I have 100 columns (10,000 iterations), the loops give me results in a reasonable time. If I try 10,000 columns, the loops take forever even if there is no formula inside. I am guessing I can vectorize my code so that I could eliminate one or both loops. Unfortunately, I can't figure out how to. Any suggestions? Thanks. -- View this message in context: http://www.nabble.com/loop-issues-%28r.squared%29-tf3195843.html#a8873580 Sent from the R help mailing list archive at Nabble.com. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to protect two jobs running on the same directory at the same time not to corrupt each other results:
Hi, I have a large group of jobs, some of them are running on the same directory. All of them in batch mode. What are the best ways to protect from corrupting the results two or more jobs running on the same directory. One, I would think can be to run each job in a separate directory, collect the results and after remove the directories. But I have thousands of jobs that will run in parallel and I have placed about 100 of them in each directory. They all do the same process, but on different variables, replications etc. Is there any other solution better than creating separate directories in R? I am thinking if there is any option in R to create a unique id which has its own unique .Rdata, although in the same directory? SAS for example to each batch job it assigns a different ID and a separate temp space, and does not mix it with another job running in parallel. Thanks, Aldi -- __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Scope
Hi all,
When I write a script, I'd like to create a main() function so that I
only need to type main() t re-run it. However, I'd like all the
variables in main() to be global so that when the function terminates, I
still have access to the variables in the environment. Does anyone know
how to do that?
Best regards,
Geoffrey
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Help with interfacing C R
Hi all,
I was trying to set up an interface for using C functions in R. For this, my R
file hello2.r is:
-
hello2 - function(n) {
.C(hello, as.integer(n))
}
hello2(3)
and my hello.c file is:
--
#include R.h
void hello(int *n)
{
int i;
for(i=0; i *n; i++) {
Rprintf(Hello, world!\n);
}
}
---
From my windows command line, I execute:
R CMD SHLIB hello.c
but I get the error message:
Error: syntax error in R CMD. I am trying to look up information on the web
page at:
http://cran.r-project.org/doc/manuals/R-exts.html#dyn_002eload-and-dyn_002eunload
As I understand it, I need to load some files, but I don't understand which
commands I need to execute to compile execute my 'hello world' code.
I am running R 2.4.0 on Windows XP machine.
Any help would be highly appreciated.
thanks!
-
Food fight? Enjoy some healthy debate
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] NEWBIE: @BOOK help?
On Thu, 8 Feb 2007, Andrew Perrin wrote: It's BibTeX source -- used for the BibTeX bibliography management system that integrates with LaTeX. http://www.ecst.csuchico.edu/~jacobsd/bib/formats/bibtex.html http://www.ctan.org A further point is that mathematically oriented databases including the Current Index to Statistics (http://www.statindex.org/CIS/) can output bibliographic details in BibTeX format. You can obtain the reference in BibTeX form from the database and easily incorporate it into your document or private BibTeX database of references. David Scott _ David Scott Department of Statistics, Tamaki Campus The University of Auckland, PB 92019 Auckland 1142,NEW ZEALAND Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000 Email: [EMAIL PROTECTED] Graduate Officer, Department of Statistics __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Running source from Unix line
How can I run something like source(filename) from the Unix command line? Maybe somthing like ./R CMD source(filename) - this does not work. I need to run an R source code file with a command from the Unix command line. assuming that I have R installed on my system. Thank you all Amir. -- View this message in context: http://www.nabble.com/Running-source-from-Unix-line-tf3196037.html#a8874240 Sent from the R help mailing list archive at Nabble.com. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Running source from Unix line
How can I run something like source(filename) from the Unix command line? Maybe somthing like ./R CMD source(filename) - this does not work. I need to run an R source code file with a command from the Unix command line. assuming that I have R installed on my system. Thank you all Amir. -- View this message in context: http://www.nabble.com/Running-source-from-Unix-line-tf3196035.html#a8874226 Sent from the R help mailing list archive at Nabble.com. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R [Broadcast]
Hi. The package you are looking for is not a standard package (that is,
one that gets installed automatically with R).
There is documentation available, though. From cran
(http://cran.r-project.org), go to manuals, look at R Installation and
Administration, particularly Section 6, which talks about installing
packages.
Briefly:
Install.packages(KernGPLM) might work (in unix or windows). And on
Windows, you can also download a zip file from cran and use Install
package from local zip file in the menu.
Hope this helps.
Regards,
Matt Wiener
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of magda haggag
Sent: Thursday, February 08, 2007 2:55 PM
To: r-help@stat.math.ethz.ch
Subject: [R] R [Broadcast]
Dear Professor,
I am preparing for a Ph.D in semiparametric regression at Cairo
university in Egypt. Referring to R package KernGPLM, I obtained R
version 2.4.1 but I did not find package KernGPLM. Please, help me how
can I obtain this package. Thanks in advance.
Name: Magda Haggag
E-mail: [EMAIL PROTECTED]
Address: 27, Notrdam Desion st., Gleem, Alexandria, Egypt.
-
8:00? 8:25? 8:40? Find a flick in no time
[[alternative HTML version deleted]]
__
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http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: [R] Scope
You can assign the environment within main to a variable in
the global environment and that will make it accessible even
after main terminates:
main - function() {
assign(main.env, environment(), .GlobalEnv)
x - 1; y - 2
}
main()
main.env$x
main.env$y
# or
attach(main.env)
search() # note that main.env is on search path
x
y
detach() # remove from path now that we are finished
Alternately you could assign each variable within main
that you want to save:
main - function() {
x - 1; y - 2
assign(x, x, .GlobalEnv)
assign(y, y, .GlobalEnv)
}
main()
x
y
On 2/8/07, Geoffrey Zhu [EMAIL PROTECTED] wrote:
Hi all,
When I write a script, I'd like to create a main() function so that I
only need to type main() t re-run it. However, I'd like all the
variables in main() to be global so that when the function terminates, I
still have access to the variables in the environment. Does anyone know
how to do that?
Best regards,
Geoffrey
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__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] loop issues (r.squared)
The most straight forward way that I can think of is just: cor(my.mat)^2 # assuming my.mat is the matrix with your data in the columns That will give you all the R^2 values for regressing 1 column on 1 column (it is called R-squared for a reason). If you want the R^2 values for regressing one column on all other columns in the matrix, then a short-cut is: 1-1/diag(solve(cor(my.mat))) Both should be much faster than looping, the 2nd may give problems in trying to invert a very large matrix. Hope this helps, -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare [EMAIL PROTECTED] (801) 408-8111 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of andy1983 Sent: Thursday, February 08, 2007 1:29 PM To: r-help@stat.math.ethz.ch Subject: [R] loop issues (r.squared) I would like to compare every column in my matrix with every other column and get the r-squared. I have been using the following formula and loops: summary(lm(matrix[,x]~matrix[,y]))$r.squared where x and y are the looping column numbers If I have 100 columns (10,000 iterations), the loops give me results in a reasonable time. If I try 10,000 columns, the loops take forever even if there is no formula inside. I am guessing I can vectorize my code so that I could eliminate one or both loops. Unfortunately, I can't figure out how to. Any suggestions? Thanks. -- View this message in context: http://www.nabble.com/loop-issues-%28r.squared%29-tf3195843.ht ml#a8873580 Sent from the R help mailing list archive at Nabble.com. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R in Industry
I think we began this thread by comparing Matlab to R. In Matlab one has access to the source code except for some internal functions (There are not that many). The same thing is valid for Splus. The choice of the programming language, beside personal preference has a lot to do with the quality and the number of people using it in the community. In my own experience Matlab is very good in signal processing while R is good in statistics and both benefit from a solid user's community. What I found though is that the documentation in Matlab is much more user-freindly and practical than R. And that is important in industry. Ansel. On 2/8/07, Duncan Murdoch [EMAIL PROTECTED] wrote: On 2/8/2007 12:48 PM, Ben Fairbank wrote: To those following this thRead: There was a thread on this topic a year or so ago on this list, in which contributors mentioned reasons that corporate powers-that-be were reluctant to commit to R as a corporate statistical platform. (My favorite was There is no one to sue if something goes wrong.) One reason that I do not think was discussed then, nor have I seen discussed since, is the issue of the continuity of support. If one person has contributed disproportionately heavily to the development and maintenance of a package, and then retires or follows other interests, and the package needs maintenance (perhaps as a consequence of new operating systems or a new version of R), is there any assurance that it will be available? With a commercial package such as, say, SPSS, the corporate memory and continuance makes such continued maintenance likely, but is there such a commitment with R packages? If my company came to depend heavily on a fairly obscure R package (as we are contemplating doing), what guarantee is there that it will be available next month/year/decade? I know of none, nor would I expect one. There's no guarantee of support, but the majority of R packages are licensed under the GPL, so there is a guarantee of availability of the source code, which means that contracting with someone expert in the field to provide you with support will be a possibility. If it's an obscure package as you say, your company may represent a majority of users, and it may well be that the expert you need is already someone in your company, who contributed patches to the package while the original maintainer was still active. If a commercial vendor were to withdraw support for a package there is really no hope of putting together your own support service. You would have to live with the bugs and without updates, or start from scratch to replace it yourself. For example, this happened to me about 10 years ago when Intel withdrew support for 3DR. As it happens OpenGL is a better replacement, but I wasn't too happy at the time. Duncan Murdoch As R says when it starts up, R is free software and comes with ABSOLUTELY NO WARRANTY. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Patrick Burns Sent: Thursday, February 08, 2007 10:24 AM To: Albrecht,Dr. Stefan (AZ Private Equity Partner) Cc: r-help@stat.math.ethz.ch Subject: Re: [R] R in Industry From what I know Matlab is much more popular in fixed income than R, but R is vastly more popular in equities. R seems to be making quite a lot of headway in finance, even in fixed income to some degree. At least to some extent, this is probably logical behavior -- fixed income is more mathematical, and equities is more statistical. Matlab is easier to learn mainly because it has much simpler data structures. However, once you are doing something where a complex data structure is natural, then R is going to be easier to use and you are likely to have a more complete implementation of what you want. If speed becomes a limiting factor, then moving the heavy computing to C is a natural thing to do, and very easy with R. Patrick Burns [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and A Guide for the Unwilling S User) Albrecht, Dr. Stefan (AZ Private Equity Partner) wrote: Dear all, I was reading with great interest your comments about the use of R in the industry. Personally, I use R as scripting language in the financial industry, not so much for its statistical capabilities (which are great), but more for programming. I once switched from S-Plus to R, because I liked R more, it had a better and easier to use documentation and it is faster (especially with loops). Now some colleagues of mine are (finally) eager to join me in my quantitative efforts, but they feel that they are more at ease with Matlab. I can understand this. Matlab has a real IDE with symbolic debugger, integrated editor and profiling, etc. The help files are great, very comprehensive and coherent. It also could be easier to learn. And, I was
Re: [R] R in Industry
Dear all, thanks a lot for your comments. You raise several important points. I also think that depending on a certain person maintaining a package can be dangerous, since this person might stop working on the package. Even if the package is handed over to a second one, the other guy may be less skilled and, e.g.. add errors to an excellent package. I do not think this is a real threat for the often used and mature packages on CRAN, but there might be the one or the other exception. Still, you cannot blame people doing work for free to the benefit for others, especially, if it is of such a high quality. Many thanks to all for their contributions. Having access to the source code is not really a solution, unless you have the time to study, maintain and correct it. Normally this is not the case. And do not forget that also for commercial packages, like Matlab, you might have access to at least a large part of the source code. Another point is that I expect commercial packages to be more coherent and concise. The parts should fit better together. In R, e.g.., I use several time series packages and classes (and I admire the people having done such marvellous jobs): Date, its, zoo. Still one for all would be far better. Hiring a person doing work for us could be a good thing. Only, I do not know anyone available and tasks occur on an ongoing basis (and then pop up quite quickly, probably a general characteristic of corporate life). In-house competence is also and in addition required. Anyway, a sig list on jobs for R would be really a good thing. With best regards, Stefan Albrecht Dr. Stefan Albrecht, CFA Allianz Private Equity Partners GmbH Giselastr. 4 | 80802 Munich | Germany Phone: +49.(0)89.3800.18317 Fax: +49.(0)89.3800.818317 EMail: [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Web: www.apep.com http://www.apep.com/ Allianz Private Equity Partners GmbH | Geschäftsführer: Wan Ching Ang Sitz der Gesellschaft: München | Registergericht: München HRB 126221 | Ust-ID-Nr.: DE 813 264 786 [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Running source from Unix line
On Thu, 8 Feb 2007, Amir Herman wrote: How can I run something like source(filename) from the Unix command line? Maybe somthing like ./R CMD source(filename) - this does not work. I need to run an R source code file with a command from the Unix command line. assuming that I have R installed on my system. Appendix B of manual An Introduction to R: http://cran.r-project.org/doc/manuals/R-intro.html#Invoking-R-from-the-command-line is helpful, or see ?Startup, or google littler R script. For the time being, think echo 'source(filename)' | R [options], or cat filename | R Thank you all Amir. -- Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Help with interfacing C R
On Windows you need:
- download and install Cygwin (cygwin.com) with default options,
supposedly you install into c:\cygwin. Add path to
c:\cygwin\bin;c:\cygwin\lib to your system PATH
- download and unpack Rtools
(http://www.murdoch-sutherland.com/Rtools/tools.zip)
Assuming you have them in C:\Rtools, add c:\RTools\bin
to your PATH _in front of_ cygwin
- download and install MinGW, you will want to get MinGW-5.1.3.exe,
which will download and install the rest. You will want to select
at least gcc and make. Add the path to c:\MinGW\bin to your system
PATH, right in front of Rtools
(http://sourceforge.net/projects/mingw/)
- download and install ActivePerl from (activestate.com), ensure path
is added to your PATH
For help files:
- get MS hhc, comes as part of htmlhelp.exe from here:
http://www.microsoft.com/downloads/details.aspx?FamilyID=00535334-c8a6-452f-9aa0-d597d16580ccDisplayLang=en
this is Microsoft HTML Help Compiler, add path to it to your PATH
- you might want to consider MikTex, dowload, install, add to path if
you have a package and a help system a should be built
Be sure that when installing R you included sources for compilation! You
might need to reinstall R. When this done, you can try executing R CMD
SHLIB or R CMD build --binary if you have a package.
Please refer to Writing R Extensions (CRAN) for complete reference and
to this guide for step-by-step description:
http://www.ebi.ac.uk/~osklyar/kb/CtoRinterfacingPrimer.pdf
Regards,
Oleg
--
Dr Oleg Sklyar | EBI-EMBL, Cambridge CB10 1SD, UK | +44-1223-494466
Tim Smith wrote:
Hi all,
I was trying to set up an interface for using C functions in R. For this, my
R file hello2.r is:
-
hello2 - function(n) {
.C(hello, as.integer(n))
}
hello2(3)
and my hello.c file is:
--
#include R.h
void hello(int *n)
{
int i;
for(i=0; i *n; i++) {
Rprintf(Hello, world!\n);
}
}
---
From my windows command line, I execute:
R CMD SHLIB hello.c
but I get the error message:
Error: syntax error in R CMD. I am trying to look up information on the web
page at:
http://cran.r-project.org/doc/manuals/R-exts.html#dyn_002eload-and-dyn_002eunload
As I understand it, I need to load some files, but I don't understand which
commands I need to execute to compile execute my 'hello world' code.
I am running R 2.4.0 on Windows XP machine.
Any help would be highly appreciated.
thanks!
-
Food fight? Enjoy some healthy debate
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Re: [R] R
I think the package you mentioned is still under development (See http://www.r-project.org/user-2006/Abstracts/Mueller.pdf) Quote: The R package KernGPLM (currently under development)** ** I suggest that you directly contact Prof. Marlene Müller ( http://www.marlenemueller.de/) at [EMAIL PROTECTED] Amr. On 2/8/07, magda haggag [EMAIL PROTECTED] wrote: Dear Professor, I am preparing for a Ph.D in semiparametric regression at Cairo university in Egypt. Referring to R package KernGPLM, I obtained R version 2.4.1 but I did not find package KernGPLM. Please, help me how can I obtain this package. Thanks in advance. Name: Magda Haggag E-mail: [EMAIL PROTECTED] Address: 27, Notrdam Desion st., Gleem, Alexandria, Egypt. - 8:00? 8:25? 8:40? Find a flick in no time [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] NEWBIE: @BOOK help?
as can Google Scholar, which isn't as mathematically oriented. I've seen, though, that it isn't quite as accurate as CIS Abhijit David Scott wrote: On Thu, 8 Feb 2007, Andrew Perrin wrote: It's BibTeX source -- used for the BibTeX bibliography management system that integrates with LaTeX. http://www.ecst.csuchico.edu/~jacobsd/bib/formats/bibtex.html http://www.ctan.org A further point is that mathematically oriented databases including the Current Index to Statistics (http://www.statindex.org/CIS/) can output bibliographic details in BibTeX format. You can obtain the reference in BibTeX form from the database and easily incorporate it into your document or private BibTeX database of references. David Scott _ David Scott Department of Statistics, Tamaki Campus The University of Auckland, PB 92019 Auckland 1142,NEW ZEALAND Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000 Email:[EMAIL PROTECTED] Graduate Officer, Department of Statistics __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to get p-values, seperate vectors of regression coefficients and their s.e. from the yags output?
Hello R-users: I am using yags for fitting GEE which is giving me the same result as Proc GENMOD. Now I have couple of questions related to yags output. (By the way, someone told me to run the geeglm for the same analysis and I did run but did not get the same result as of genmod and don't know how to correct the geeglm codes so that all three will be same!) Questions: 1. How can I get the p-value from yags output ? 2. How can I get the regression coefficients as a seperate row or column vector from the output for my simulation please? Also, how can I get the standard errors of these reg. coefficients as a seperate vector? Notice, as it is highlighted below, beta1=coef(wee) giving me NULL and also summary(wee) is not giving me nothing! The following is the output from the yags analysis: yf=formula(Ddimer~newrace+steroid+treatment+SOFA+PSI) wee=yags(yf, id=Subject, data=final, cor.met=as.double(rep(0:6, 872)), family=gaussian, corstruct=exchangeable, control=yags.control(), weights=w, betainit=NULL, alphainit=.1, subset=NULL) wee YAGS (yet another GEE solver) $Date: 2004/10/22 18:49:23 $ Call: yags(formula = yf, id = Subject, cor.met = as.double(rep(0:6, 872)), family = gaussian, corstruct = exchangeable, control = yags.control(), weights = w, betainit = NULL, alphainit = 0.1, data = final, subset = NULL) Regression estimates: est. naive s.e. naive z sand. s.e.sand. z p-value --How to generate it? (Intercept) 6.972275093 0.122301393 57.008959 0.321211401 21.7061881? newrace -0.238497110 0.089208731 -2.673473 0.119576217 -1.9945196? steroid -0.464207865 0.063099906 -7.356712 0.194455948 -2.3872135? treatment0.140764455 0.080611978 1.746198 0.192932560 0.7296045? SOFA-0.025986017 0.014140353 -1.837721 0.048131236 -0.5398992? PSI 0.007095163 0.001035622 6.851114 0.003543198 2.0024740? Working correlation model: exchangeable alpha est: 0.7344 NULL Pan QIC(R): 7534.732 QLS: 56989.3 Rotnitzky-Jewell: 9.477, 143.987 yags/R: $Id: yags.R,v 1.5 2004/10/22 18:49:23 stvjc Exp $ beta1=coef(wee) beta1 NULL summary(wee) Length Class Mode 1 yagsResult S4 summary(wee) FYI, in the following geeglm analysis, I have gotten beta=coef(wgee) as a row vector(highlighted): mf=formula(Ddimer~newrace+steroid+treatment+SOFA+PSI) wgee=geeglm(mf, id=Subject, data=na.omit(final), weights=w, family=gaussian(identity), corstr=exchangeable) beta=coef(wgee) beta (Intercept) newrace steroidtreatment SOFA PSI 6.904767685 -0.228246050 -0.425099489 0.160940654 -0.024995782 0.006562448 summary(wgee) Call: geeglm(formula = mf, family = gaussian(identity), data = na.omit(final), weights = w, id = Subject, corstr = exchangeable) Coefficients: Estimate Std.errWald p(W) (Intercept) 6.904767685 0.275425965 628.4755438 0. newrace -0.228246050 0.110604904 4.2585110 0.03905414 steroid -0.425099489 0.181105281 5.5095856 0.01891253 treatment0.160940654 0.174823465 0.8474851 0.35726476 SOFA-0.024995782 0.044632439 0.3136406 0.57545474 PSI 0.006562448 0.003313452 3.9225669 0.04764208 If you could help me by answering these questions, I would really appreciate your help. Sincere thanks, Sattar Looking for earth-friendly autos? Browse Top Cars by Green Rating at Yahoo! Autos' Green Center. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
