Re: [R] Errors with systemfit package and systemfitClassic()
Hi iamisha1: Sorry for answering so late! On Wednesday 09 May 2007 23:47, [EMAIL PROTECTED] wrote: I get the following error message after using the sysfit package's function 'systemfitClassic': Error in data[[eqnVar]] : subscript out of bounds When I do this: MSYS1 - cbind(Y, Num, F, PO, PD, GO, GD) MigOLS1 - systemfitClassic(OLS, F ~ PO + PD + GO + GD, eqnVar = Num, timeVar = Y, data = MSYS1) and I get this error message: Argument data must be a data.frame (please read the documentation!). Hence, systemfitClassic( [...], data = as.data.frame( MSYS1 ) ) or MSYS1 - as.data.frame( cbind(Y, Num, F, PO, PD, GO, GD) ) should work. Arne Error in inherits(x, factor) : attempt to select more than one element when I do this (removing quotes from columns set as 'eqnVar' and 'timeVar'): MSYS1 - cbind(Y, Num, F, PO, PD, GO, GD) MigOLS1 - systemfitClassic(OLS, F ~ PO + PD + GO + GD, eqnVar = Num, timeVar = Y, data = MSYS1) When I query 'typeof()' I get the following: Y: Integer Num: Integer F: Integer PO: Integer PD: Integer GO: Double GD: Double I have set my data up in a manner analogous to that in the examples in the systemfit documentation. Also, the panel is balanced. If it matters, here are some descriptions of the data: Y: Year Num: ID of Flow F: Flow PO: Origin Population PD: Destination Population GO: Origin GDP GD: Destination GDP [[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. -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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] WLS ins systemfit question
On Wednesday 19 July 2006 16:22, Benn Fine wrote: How does one specify the weights for WLS in the systemfit command ? That is, there is a weight option in lm(), but there doesn't seem to be weight option for systemfit(WLS) WLS in systemfit means that the different _equations_ (not the observations) are weighted differently. The weights of the equations are taken from a first-step OLS regression by taking the (inverse of the) residual variances of each equation. Of course, this can be iterated. The WLS estimation is similar to SUR but in WLS all off-diagonal elements of the residual covariance matrix are constrained to be zero. Best regards, Arne 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. -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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] A question about linear optimizaton
Dear Cathy, a few comments to your question: a) If you want a (linear or non-linear) optimization you need an objective function that you want to minimize or maximize. b) There is no unique solution for your problem. c) In you case you should use algebra rather than a computer. This gives following solution: X1 = 1/8; X2 = 7/8 - X3 with X3 in (7/16, 3/4) = X2 in (1/8, 7/16) Arne On Friday 05 May 2006 03:58, cathy_chien wrote: Dear all, I am trying to find a solution satisfying the below equations in R. Set up the problem 9 X1+ X2 + X3 = 2 X1+ X2 + X3 = 1 which is subjected to 0 X1 X2 X3 2. I have downloaded the packages \'linprog\' and \'lpSolve\' but can not see how to solve the question. Thank you for your help. With Best, Cathy == 五月電腦職訓限額50名 http://edm-prg.epaper.com.tw/click.php?ad_code=1196890 == SkypeOut 打美加0.7元/分 打大陸0.9元/分 立即購買 http://skype.pchome.com.tw/skypeout.htm -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
[R] [R-pkgs] New version of 'systemfit'
Dear R users, The authors of the systemfit package have released a new version of this package with substantial enhancements. The systemfit package contains functions for fitting simultaneous systems of linear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares (W2SLS), and Three-Stage Least Squares (3SLS). The new enhancements include the ability to test linear restrictions using an F, Wald or likelihood-ratio test and the ability to test model specification using the Hausman test. The major enhancements include better estimation using large data sets as well as many minor improvements, e.g. the ability to define how the residual covariance matrix and degrees of freedom are computed. The new version includes a wrapper function systemfitClassic that can be applied to (classical) panel-like data in long format. Furthermore, version 0.8-0 includes additional documentation (inst/doc/vignette_systemfit.pdf). Jeff D. Hamann Arne Henningsen -- Jeff D. Hamann Forest Informatics, Inc. PO Box 1421 Corvallis, Oregon 97339-1421 phone 541-754-1428 [EMAIL PROTECTED] www.forestinformatics.com and Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ ___ R-packages mailing list [EMAIL PROTECTED] 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
Re: [R] Heckman regression / adjustment for standard errors?
Hi Brian, On Friday 17 February 2006 22:30, Brian Perron wrote: Hello folks, I am trying to estimate the two-step Heckman regression model. I would like to make an adjustment for intragroup correlations. Stata can implement this with the cluster option, but I am really hoping to stick with R. It seems that the micEcon package is the primary source for this two-step regression model (i.e., heckit), but I can't find a way to make the adjustment. Am I overlooking something with this package or other packages? The heckit() function in the micEcon package definitively has no cluster option. Unfortunately, I don't know anything about adjustment for intragroup correlations in heckman type estimations. Is this difficult to implement? Do you know a description of this procedure? (Maybe we can do this together.) Arne Brian [[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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] Problem with NLSYSTEMFIT()
Dear Kilian, On Thursday 12 January 2006 14:20, Kilian Plank wrote: Hello, I want to solve a nonlinear 3SLS problem with nlsystemfit(). The equations are of the form y_it = f_i(x,t,theta) The functions f_i(.) have to be formulated as R-functions. When invoking nlsystemfit() I get the error Error in deriv.formula(eqns[[i]], names(parmnames)) : Function 'f1' is not in the derivatives table Isn't it possible to provide equations in the form eq1 ~ f1(x,t,theta) etc. to nlsystemfit() ? Unfortunately, this is not (yet) possible. You have to specify your equations like eq1 - y ~ b0 + x1^b1 + b1^2 * log( x2) (see the documentation of nlsystemfit). Furthermore, I suggest that you ask the author of nlsystemfit (Jeff Hamann, see cc) how reliable the algorithms for the non-linear estimation are in the current version of systemfit (while the code for the linear estimation is very mature now, the non-linear estimation is still under development). You are invited to help us improving the code of nlsystemfit ;-) Best wishes, Arne Kind regards, Kilian Plank [[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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] masked from package:base?
On Friday 02 December 2005 09:00, you wrote: On 12/1/05, Arne Henningsen [EMAIL PROTECTED] wrote: On Friday 02 December 2005 02:50, August Berg wrote: I am confused by the following description in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfi t . html what does the Not run mean? This means that the command library( systemfit ) is not executed when the package is checked by R CMD check. @Jeff: I think we should remove library( systemfit ) from the example section, because everybody should know this. if we do not load systemfit, how can we run the following code? ## Not run: library( systemfit ) data( kmenta ) attach( kmenta ) ... I install the package of systemfit, and run the code. I got the warning: library( systemfit ) data( kmenta ) attach( kmenta ) The following object(s) are masked from package:base : q The data set kmenta has a (column) name called q R names(kmenta) [1] q p d f a If you attach these data to the search path, there are two objects with the name q: the quantity from Kmenta's data set and the function to quit R. Hence, attaching this data set masks the function q (quit) from the package called base. However, you don't have to worry, because q() and ?q still work as expected. @Jeff: Since using attach is often troublesome, I suggest that we remove attach( kmenta ) from the example section and use systemfit( ..., data = kmenta ) instead. Best wishes, Arne Thanks. But still report such an error: pval - 1 - pchisq( h, dim( fit3sls$bcov )[1] ) Error in pchisq(q, df, lower.tail, log.p) : Non-numeric argument to mathematical function The object h is not numeric, but a list: R class(h) [1] hausman.systemfit R names(h) [1] qqVar mdf pval You probably want this: R pval - 1 - pchisq( h$m, dim( fit3sls$bcov )[1] ) Or you can just type R h 2.53565 (P-value: 0.924389) This is documented in the systemfit manual, please type R ?hausman.systemfit Best wishes, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] masked from package:base?
On Friday 02 December 2005 09:58, you wrote: On 12/2/05, Arne Henningsen [EMAIL PROTECTED] wrote: On Friday 02 December 2005 09:00, you wrote: On 12/1/05, Arne Henningsen [EMAIL PROTECTED] wrote: On Friday 02 December 2005 02:50, August Berg wrote: I am confused by the following description in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfi t . html what does the Not run mean? This means that the command library( systemfit ) is not executed when the package is checked by R CMD check. @Jeff: I think we should remove library( systemfit ) from the example section, because everybody should know this. if we do not load systemfit, how can we run the following code? ## Not run: library( systemfit ) data( kmenta ) attach( kmenta ) ... I install the package of systemfit, and run the code. I got the warning: library( systemfit ) data( kmenta ) attach( kmenta ) The following object(s) are masked from package:base : q The data set kmenta has a (column) name called q R names(kmenta) [1] q p d f a If you attach these data to the search path, there are two objects with the name q: the quantity from Kmenta's data set and the function to quit R. Hence, attaching this data set masks the function q (quit) from the package called base. However, you don't have to worry, because q() and ?q still work as expected. @Jeff: Since using attach is often troublesome, I suggest that we remove attach( kmenta ) from the example section and use systemfit( ..., data = kmenta ) instead. Best wishes, Arne Thanks. But still report such an error: pval - 1 - pchisq( h, dim( fit3sls$bcov )[1] ) Error in pchisq(q, df, lower.tail, log.p) : Non-numeric argument to mathematical function The object h is not numeric, but a list: R class(h) [1] hausman.systemfit R names(h) [1] qqVar mdf pval You probably want this: R pval - 1 - pchisq( h$m, dim( fit3sls$bcov )[1] ) Or you can just type R h 2.53565 (P-value: 0.924389) This is documented in the systemfit manual, please type R ?hausman.systemfit Best wishes, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ I see. I guess there is a typo in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfit on that webpage, pval - 1 - pchisq( h, dim( fit3sls$bcov )[1] ) Nope, this is the documentation to an old version of systemfit. Also, is there any way to open the data in atable(I apologize this is not a question spefific for the Hausman test). Which data? kmenta? What do you mean with open? R edit( kmenta ) or: R write.csv( kmenta, kmenta.csv ) open the file kmenta.csv with a spreadsheet application. Best wishes, Arne Best Regards, August -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] masked from package:base?
On Friday 02 December 2005 10:21, August Berg wrote: On 12/1/05, Arne Henningsen [EMAIL PROTECTED] wrote: On Friday 02 December 2005 02:50, August Berg wrote: I am confused by the following description in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfi t . html what does the Not run mean? This means that the command library( systemfit ) is not executed when the package is checked by R CMD check. @Jeff: I think we should remove library( systemfit ) from the example section, because everybody should know this. I am new to R and what does [checked by R CMD check] mean? The source of an R package can be checked by the command R CMD check package_name (on a Unix/Linux machines; on Windows machines this is slightly different). Further information is available in the manual Writing R Extensions. -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] masked from package:base?
On Friday 02 December 2005 02:50, August Berg wrote: I am confused by the following description in http://www.maths.lth.se/help/R/.R/library/systemfit/html/hausman.systemfit. html what does the Not run mean? This means that the command library( systemfit ) is not executed when the package is checked by R CMD check. @Jeff: I think we should remove library( systemfit ) from the example section, because everybody should know this. if we do not load systemfit, how can we run the following code? ## Not run: library( systemfit ) data( kmenta ) attach( kmenta ) ... I install the package of systemfit, and run the code. I got the warning: library( systemfit ) data( kmenta ) attach( kmenta ) The following object(s) are masked from package:base : q The data set kmenta has a (column) name called q R names(kmenta) [1] q p d f a If you attach these data to the search path, there are two objects with the name q: the quantity from Kmenta's data set and the function to quit R. Hence, attaching this data set masks the function q (quit) from the package called base. However, you don't have to worry, because q() and ?q still work as expected. @Jeff: Since using attach is often troublesome, I suggest that we remove attach( kmenta ) from the example section and use systemfit( ..., data = kmenta ) instead. Best wishes, Arne [[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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] Fwd: Documenting data sets with many variables
On Tuesday 16 August 2005 17:26, Gavin Simpson wrote:
On Tue, 2005-08-16 at 17:11 +0200, Arne Henningsen wrote:
On Tuesday 16 August 2005 14:49, Roger D. Peng wrote:
Have you tried using 'promptData()' on the data frame and then
just using the resulting documentation file?
Thank you, Roger, for bringing 'promptData()' to my mind. This is really
a useful tool. However, in my special case my aim is to reduce the extent
and increase the comprehensibility of the documentation rather than to
reduce my effort to write the documentation.
Any further hints are welcome!
Thanks,
Arne
Would it not be expedient then to ignore the \format{} section and just
provide the information on the variables say in the \description{},
e.g.:
That's a great idea - and so simple!
This perfectly solves my problem.
Thanks,
Arne
This example taken from package vegan describing 2 data.frames with 44
and 14 columns. Admittedly, none of the variables in the species dataset
are explicitly and individually described in this example, but it is
sufficient in this case I think.
\name{varespec}
\alias{varechem}
\alias{varespec}
\docType{data}
\title{Vegetation and environment in lichen pastures}
\usage{
data(varechem)
data(varespec)
}
\description{
The \code{varespec} data frame has 24 rows and 44 columns. Columns
are estimated cover values of 44 species. The variable names are
formed from the scientific names, and are self explanatory for anybody
familiar with the vegetation type.
The \code{varechem} data frame has 24 rows and 14 columns, giving the
soil characteristics of the very same sites as in the \code{varespec}
data frame. The chemical measurements have obvious names.
\code{Baresoil} gives the estimated cover of bare soil, \code{Humpdepth}
the thickness of the humus layer.
}
HTH
G
-roger
Arne Henningsen wrote:
Hi,
since nobody answered to my first message, I try to explain my
problem more clearly and more general this time:
I have a data set in my R package micEcon, which has many variables
(82). Therefore, I would like to avoid to describe all variables in
the \format section of the documentation (.Rd file). However, doing
this lets R CMD check complain about data codoc mismatches
(details see below). Is there a way to avoid the description of all
variables without getting a complaint from R CMD check?
Thanks,
Arne
-- Forwarded Message --
Subject: Documenting data sets with many variables
Date: Friday 05 August 2005 14:03
From: Arne Henningsen [EMAIL PROTECTED]
To: R-help@stat.math.ethz.ch
Hi,
I extended the data set Blanciforti86 that is included in my R
package micEcon. For instance, I added consumer prices, annual
consumption expenditures and expenditure shares of eleven aggregate
commodity groups. The corresponding variables in the data frame are
called pAgg1, pAgg2, ..., pAgg11, xAgg1, xAgg2, ...,
xAgg11, wAgg1, wAgg2, ..., wAgg11. To avoid to describe all
33 items in the \format section of the documentation (.Rd file) I
wrote something like
\format{
This data frame contains the following columns:
\describe{
[ . . . ]
\item{xAggX}{Expenditure on the aggregate commodity group X
(in Millions of US-Dollars).}
\item{pAggX}{Price index for the aggregate commodity group X
(1972 = 100).}
\item{wAggX}{Expenditure share of the aggregate commodity group
X.} [ . . . ]
}
}
and explained the 11 aggregate commodity groups only once in a
different section (1=food, 2=clothing, ... ). However, R CMD check
now complains about data codoc mismatches, e.g.
Code: [...] pAgg1pAgg2 pAgg3 [...]
Docs: [...] pAggX [...]
Is there a way to avoid the description of all 33 items without
getting a complaint from R CMD check?
Thanks,
Arne
---
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
__
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
[R] Fwd: Documenting data sets with many variables
Hi,
since nobody answered to my first message, I try to explain my problem more
clearly and more general this time:
I have a data set in my R package micEcon, which has many variables (82).
Therefore, I would like to avoid to describe all variables in the \format
section of the documentation (.Rd file). However, doing this lets R CMD
check complain about data codoc mismatches (details see below).
Is there a way to avoid the description of all variables without getting a
complaint from R CMD check?
Thanks,
Arne
-- Forwarded Message --
Subject: Documenting data sets with many variables
Date: Friday 05 August 2005 14:03
From: Arne Henningsen [EMAIL PROTECTED]
To: R-help@stat.math.ethz.ch
Hi,
I extended the data set Blanciforti86 that is included in my R package
micEcon. For instance, I added consumer prices, annual consumption
expenditures and expenditure shares of eleven aggregate commodity groups.
The corresponding variables in the data frame are called pAgg1,
pAgg2, ..., pAgg11, xAgg1, xAgg2, ..., xAgg11, wAgg1,
wAgg2, ..., wAgg11. To avoid to describe all 33 items in the \format
section of the documentation (.Rd file) I wrote something like
\format{
This data frame contains the following columns:
\describe{
[ . . . ]
\item{xAggX}{Expenditure on the aggregate commodity group X
(in Millions of US-Dollars).}
\item{pAggX}{Price index for the aggregate commodity group X
(1972 = 100).}
\item{wAggX}{Expenditure share of the aggregate commodity group X.}
[ . . . ]
}
}
and explained the 11 aggregate commodity groups only once in a different
section (1=food, 2=clothing, ... ). However, R CMD check now complains
about data codoc mismatches, e.g.
Code: [...] pAgg1pAgg2 pAgg3 [...]
Docs: [...] pAggX [...]
Is there a way to avoid the description of all 33 items without getting a
complaint from R CMD check?
Thanks,
Arne
---
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
__
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
Re: [R] Fwd: Documenting data sets with many variables
On Tuesday 16 August 2005 14:49, Roger D. Peng wrote:
Have you tried using 'promptData()' on the data frame and then
just using the resulting documentation file?
Thank you, Roger, for bringing 'promptData()' to my mind. This is really a
useful tool. However, in my special case my aim is to reduce the extent and
increase the comprehensibility of the documentation rather than to reduce my
effort to write the documentation.
Any further hints are welcome!
Thanks,
Arne
-roger
Arne Henningsen wrote:
Hi,
since nobody answered to my first message, I try to explain my problem
more clearly and more general this time:
I have a data set in my R package micEcon, which has many variables
(82). Therefore, I would like to avoid to describe all variables in the
\format section of the documentation (.Rd file). However, doing this
lets R CMD check complain about data codoc mismatches (details see
below). Is there a way to avoid the description of all variables without
getting a complaint from R CMD check?
Thanks,
Arne
-- Forwarded Message --
Subject: Documenting data sets with many variables
Date: Friday 05 August 2005 14:03
From: Arne Henningsen [EMAIL PROTECTED]
To: R-help@stat.math.ethz.ch
Hi,
I extended the data set Blanciforti86 that is included in my R package
micEcon. For instance, I added consumer prices, annual consumption
expenditures and expenditure shares of eleven aggregate commodity groups.
The corresponding variables in the data frame are called pAgg1,
pAgg2, ..., pAgg11, xAgg1, xAgg2, ..., xAgg11, wAgg1,
wAgg2, ..., wAgg11. To avoid to describe all 33 items in the
\format section of the documentation (.Rd file) I wrote something like
\format{
This data frame contains the following columns:
\describe{
[ . . . ]
\item{xAggX}{Expenditure on the aggregate commodity group X
(in Millions of US-Dollars).}
\item{pAggX}{Price index for the aggregate commodity group X
(1972 = 100).}
\item{wAggX}{Expenditure share of the aggregate commodity group X.}
[ . . . ]
}
}
and explained the 11 aggregate commodity groups only once in a different
section (1=food, 2=clothing, ... ). However, R CMD check now complains
about data codoc mismatches, e.g.
Code: [...] pAgg1pAgg2 pAgg3 [...]
Docs: [...] pAggX [...]
Is there a way to avoid the description of all 33 items without getting a
complaint from R CMD check?
Thanks,
Arne
---
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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[R] Documenting data sets with many variables
Hi,
I extended the data set Blanciforti86 that is included in my R package
micEcon. For instance, I added consumer prices, annual consumption
expenditures and expenditure shares of eleven aggregate commodity groups.
The corresponding variables in the data frame are called pAgg1,
pAgg2, ..., pAgg11, xAgg1, xAgg2, ..., xAgg11, wAgg1,
wAgg2, ..., wAgg11. To avoid to describe all 33 items in the \format
section of the documentation (.Rd file) I wrote something like
\format{
This data frame contains the following columns:
\describe{
[ . . . ]
\item{xAggX}{Expenditure on the aggregate commodity group X
(in Millions of US-Dollars).}
\item{pAggX}{Price index for the aggregate commodity group X
(1972 = 100).}
\item{wAggX}{Expenditure share of the aggregate commodity group X.}
[ . . . ]
}
}
and explained the 11 aggregate commodity groups only once in a different
section (1=food, 2=clothing, ... ). However, R CMD check now complains
about data codoc mismatches, e.g.
Code: [...] pAgg1pAgg2 pAgg3 [...]
Docs: [...] pAggX [...]
Is there a way to avoid the description of all 33 items without getting a
complaint from R CMD check?
Thanks,
Arne
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] elegant matrix creation
Maybe not elegant, but I guess this function does what you want:
f - function( x ) {
n - length( x ) + 1
m - matrix( 0, nrow = n, ncol = n )
diag(m) - 1
for( j in 1:( n-1 ) ) {
for( i in ( j+1 ):n ) {
m[ i, j ] - prod( x[ j:(i-1) ] )
}
}
return( m )
}
Best wishes,
Arne
On Tuesday 12 July 2005 13:11, Robin Hankin wrote:
Hi
I want to write a little function that takes a vector of arbitrary
length n and returns a matrix of size n+1 by n+1.
I can't easily describe it, but the following function that works for
n=3 should convey what I'm trying to do:
f - function(x){
matrix(c(
1 , 0 , 0 , 0,
x[1] , 1 , 0 , 0,
x[1]*x[2] , x[2] , 1 , 0,
x[1]*x[2]*x[3], x[2]*x[3], x[3], 1
),
4,4, byrow=T)
}
f(c(10,7,2))
[,1] [,2] [,3] [,4]
[1,]1000
[2,] 10100
[3,] 70710
[4,] 140 1421
As one goes down column i, the entries get multiplied by successive
elements of x, starting with x[i], after the first 1
As one goes along a row, one takes a product of the tail end of x,
until the zeroes kick in.
Am I missing some clever solution?
--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
tel 023-8059-7743
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Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] an operator for contains
%in%
R k - 1:9
R 3 %in% k
[1] TRUE
R 33 %in% k
[1] FALSE
Arne
On Friday 17 June 2005 22:31, Mike R wrote:
k = c(1:9)
if( length( which(k==3) ) ){ print(contained) }else{ print(not
contained) }
is therre a simple way to test if a vector/list contains a particular
value?
for example an operator, along the lines of: ==
more generally, is the a documentaion page that lists/describes all
such operators?
lastly, if you didn't know the answer to my question, how would you have
gone about searching for an answer? I tried RSiteSearch() using various
terms, and I opened R-2.1.0/library/base/html/00Index.html and searched
for various terms.
TIA
==
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major2
minor1.0
year 2005
month04
day 18
language R
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Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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Re: [R] Problem with systemfit 0.7-3 and transformed variables
On Wednesday 25 May 2005 11:43, Mikko Pakkanen wrote: The 'systemfit' function in systemfit 0.7-3 CRAN package seems to have a problem with formulas that contain transformed (eg. log) variables. If I have my data in a data frame, apparently systemfit doesn't pass the information of where the variables should be taken to the transforming function. I'm not entirely sure if this is a bug or just a limitation, I was just surprised when I attempted to estimate a model, which I'd previously estimated with OLS using 'lm', with 2SLS using 'systemfit' and it didn't accept those transformations like 'lm' does. Here's an example: this is, of course, OK: data(kmenta) demand - q ~ p + d instr - ~ d + f fit1 - systemfit(2SLS, eqns=list(demand), inst=instr, data=kmenta) But, now if I'd like to estimate a model with logarithm of p as a regressor, an error occurs: demand2 - q ~ log(p) + d fit2 - systemfit(2SLS, eqns=list(demand2), inst=instr, data=kmenta) Error in log(p) : Object p not found However, estimating the same formula with OLS using the regular 'lm' is OK: fit2.ols - lm(demand2, kmenta) Transforming an instrument causes the same error too: instr2 - ~ log(d) + f fit3 - systemfit(2SLS, eqns=list(demand), inst=instr2, data=kmenta) Error in log(d) : Object d not found One could certainly just create those transformed variables to avoid the problem, but it would be much more convenient, if it wasn't necessary, especially if several regressors are involved. We did not notice this shortcoming of systemfit() so far. Unfortunately, I don't have the time in the next few days to look into the code and figure out how to enable transformed variables. I suggest that you either create transformed variables by hand or you modify the systemfit code to enable this and send us the patch. I prefer the second :-) (that's the philosophy of open-source software like R: useRs become developeRs). Best wishes, Arne version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major2 minor1.0 year 2005 month04 day 18 language R Regards, -Mikko Pakkanen __ 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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] Linear system
On Wednesday 25 May 2005 14:30, Jim Gustafsson wrote: Dear R-help I have a problem solving a linear system like 353a+45b+29c=79 45a+29b+3c=5 29a+3b+4c=8 Is there any way of doing this in R? You can write this equation system in matrix form: M * x = y with x = ( a, b, c ) M = ( 353, 45, 29, 45, 29, 3, 29, 3, 4 ) y = ( 79, 5, 8 ) you can solve the system by x = M^(-1) * y In R you can do this by R M = matrix( c( 353, 45, 29, 45, 29, 3, 29, 3, 4 ), ncol = 3, byrow = TRUE ) R y - c( 79, 5, 8 ) R x - solve( M ) %*% y or R x - solve( M, y ) Please read a basic book about linear algebra. Arne Best Regards Jim --- --- This e-mail and any attachment may be confidential and may also be privileged. If you are not the intended recipient, please notify us immediately and then delete this e-mail and any attachment without retaining copies or disclosing the contents thereof to any other person. Thank you. --- --- [[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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] Problem with systemfit 0.7-3 and transformed variables
On Wednesday 25 May 2005 18:25, Mikko Pakkanen wrote:
We did not notice this shortcoming of systemfit() so far. Unfortunately,
I
don't have the time in the next few days to look into the code and figure
out
how to enable transformed variables. I suggest that you either create
transformed variables by hand or you modify the systemfit code to enable
this
and send us the patch. I prefer the second :-) (that's the philosophy of
open-source software like R: useRs become developeRs).
Luckily, I had some time to check the code. Debugger revealed that the
problems are caused by the model.frame function which is used to compile
the '$data' data frame. I don't need that data frame so much, so I just
substituted model.frame with model.matrix which apparently doesn't cause
this error with transformed variables. However, I tuned it a bit further,
so that it should still return an identical '$data' data frame, despite the
modification.
I've only tested this with my example and it appears to be OK. Still, I
think this should be considered a quick dirty fix -there are probably
better ways to do it. But, I hope it gives the idea. Here's my attempt:
[EMAIL PROTECTED] R $ diff -u systemfit.R systemfit-patched.R
--- systemfit.R 2004-11-26 11:17:36.0 +0200
+++ systemfit-patched.R 2005-05-25 18:55:55.568944699 +0300
@@ -624,7 +624,11 @@
Terms - terms( eqns[[i]], data = data)
m$formula - Terms
m - eval(m, parent.frame())
-datai - model.frame(Terms, m)
+resp - model.extract(m, response)
+ ## using model.matrix instead of model.frame, need to get the
output variable separately
+datai - data.frame(cbind(resp, (model.matrix(Terms, m))[,-1]))
+ ## I guess there's a better way to extract the name of the output
variable?
+ names(datai)[1] - as.character(terms(eqns[[i]]))[2]
if(method==2SLS | method==3SLS) {
#datai - cbind( datai, model.frame( instl[[i]] ))
# the following lines have to be substituted for the previous
@@ -634,7 +638,8 @@
Terms - terms(instl[[i]], data = data)
m$formula - Terms
m - eval(m, parent.frame())
- datai - cbind( datai, model.frame(Terms, m))
+ ## used previously model.frame
+ datai - cbind( datai, as.data.frame((model.matrix(Terms, m))[,-1]))
}
if(i==1) {
Thank you very much for the patch. I have uploaded a patched version of
systemfit (version 0.7-4) to CRAN. It is also available on my website now:
http://www.uni-kiel.de/agrarpol/ahenningsen/index-e.html
Best wishes,
Arne
Regards,
-Mikko.
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Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
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Re: [R] constraints
On Sunday 22 May 2005 03:18, Ingmar Visser wrote: Is there a package in R that handles general linear (in-)equality + box constrained optimization? R help.search(constrained optimisation) constrOptim(stats) Linearly constrained optimisation Best wishes, Arne If it is not there, could anyone advise me which way to go? And/or point me to packages that solve these problems partially? best, ingmar -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] constrained optimization
On Friday 20 May 2005 17:32, [EMAIL PROTECTED] wrote:
Hello,
I've got to compute a minimization equation under an equality constraint
(Min g(x1,x2,x3) with x1+x2=const). The Constroptim function does not
authorize an equality condition but only inequality conditions. Which
function can I use instead?
Thank you very much for your help.
Gael Robert - +33 1 42 14 27 96
You do not need constraints if you minimize
g( x1, const - x1, x3 )
with respect to x1 and x3. After that you can calculate x2 by
x2 = const - x1
HTH,
Arne
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Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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Re: [R] Multivariate multiple regression
On Wednesday 04 May 2005 20:08, Iain Pardoe wrote: I'd like to model the relationship between m responses Y1, ..., Ym and a single set of predictor variables X1, ..., Xr. Each response is assumed to follow its own regression model, and the error terms in each model can be correlated. My understanding is that although lm() handles vector Y's on the left-hand side of the model formula, it really just fits m separate lm models. What should I use to do a full multivariate analysis (as in section 7.7 of Johnson/Wichern)? Thanks. I don't know Johnson/Wichern. However, it seems to me that you want to do a seemingly unrelated regression (SUR). You can do this with the package systemfit. Arne Iain Pardoe [EMAIL PROTECTED] University of Oregon __ 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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] opimization problem
Hi Gottfried, w' * V * w is not a restriction, because there is no equal sign. Do you mean w' * V * w = 1? Arne On Sunday 01 May 2005 19:21, Gottfried Gruber wrote: hi, i want to execute the following opimization problem: max r*w s.t.: w*z=1 # sum of w is 1 r, w are [nx1] vectors, z is a [nx1] vector consisting of 1 so far so good, works fine with lp the problem arises with the additional restriction w' * V * w where V is a [nxn] matrix how can i include this restriction since w arises twice? thanks, gg -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] How to add some of data in the first place dataset
If you want to add rows to a data frame using rbind, your additional rows must be in a data frame with the same (column) names. R data( iris ) R a - data.frame( Sepal.Length=c(1:4), Sepal.Width=c(2:5), Petal.Length=c(3:6), Petal.Width=c(4:7), Species=rep(rosa,4)) R b - iris[1:10,] R rbind(a,b) Sepal.Length Sepal.Width Petal.Length Petal.Width Species 1 1.0 2.0 3.0 4.0rosa 2 2.0 3.0 4.0 5.0rosa 3 3.0 4.0 5.0 6.0rosa 4 4.0 5.0 6.0 7.0rosa 11 5.1 3.5 1.4 0.2 setosa 21 4.9 3.0 1.4 0.2 setosa 31 4.7 3.2 1.3 0.2 setosa 41 4.6 3.1 1.5 0.2 setosa 5 5.0 3.6 1.4 0.2 setosa 6 5.4 3.9 1.7 0.4 setosa 7 4.6 3.4 1.4 0.3 setosa 8 5.0 3.4 1.5 0.2 setosa 9 4.4 2.9 1.4 0.2 setosa 10 4.9 3.1 1.5 0.1 setosa Arne On Wednesday 27 April 2005 15:48, Muhammad Subianto wrote: Dear R-help, First I apologize if my question is quite simple. I need add some of data in the first place my dataset, how can I do that. I have tried with rbind, but I did not succes. 0.1 3.6 0.4 0.9 rose 4.1 4.0 1.2 1.2 rose 4.4 3.2 1.9 0.5 rose 4.6 1.1 1.1 0.2 rose For example, data(iris) iris[1:10,] Sepal.Length Sepal.Width Petal.Length Petal.Width Species 1 5.1 3.5 1.4 0.2 setosa 2 4.9 3.0 1.4 0.2 setosa 3 4.7 3.2 1.3 0.2 setosa 4 4.6 3.1 1.5 0.2 setosa 5 5.0 3.6 1.4 0.2 setosa 6 5.4 3.9 1.7 0.4 setosa 7 4.6 3.4 1.4 0.3 setosa 8 5.0 3.4 1.5 0.2 setosa 9 4.4 2.9 1.4 0.2 setosa 10 4.9 3.1 1.5 0.1 setosa The result something like this, 0.1 3.6 0.4 0.9 rose 4.1 4.0 1.2 1.2 rose 4.4 3.2 1.9 0.5 rose 4.6 1.1 1.1 0.2 rose 5.1 3.5 1.4 0.2 setosa 4.9 3.0 1.4 0.2 setosa 4.7 3.2 1.3 0.2 setosa 4.6 3.1 1.5 0.2 setosa 5.0 3.6 1.4 0.2 setosa 5.4 3.9 1.7 0.4 setosa 4.6 3.4 1.4 0.3 setosa 5.0 3.4 1.5 0.2 setosa 4.4 2.9 1.4 0.2 setosa 4.9 3.1 1.5 0.1 setosa Sincerely, Muhammad Subianto __ 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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] writing a data frame in excel format
I save my data(frames) in csv format, which can be opened by any spreadsheet application: R write.table( myData, myFile.csv, col.names = NA, sep = , ) Arne On Tuesday 26 April 2005 04:28, Mario Morales wrote: Hello I know how read a file in excel format into a R data frame using the RODBC library, but I don't know how write a R data frame in excel format. I don't understand the instructions from RODBC user manual. To read an excel file I use. library(RODBC); conex-odbcConnectExcel(fis_quim.xls); sqlTables(conex); data-sqlFetch(conex,hoja1); Suppose I modify data and I want to save it as an excel file, How do I do that? Thanks for your help Mario Alfonso Morales Rivera Profesor Auxiliar. Departamento de Matemáticas y Estadistica. Universidad de Córdoba. __ 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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
[R] heckit / tobit estimation
Dear All,
we (Ott Toomet and I) would like to add functions for maximum likelihood (ML)
estimations of generalized tobit models of type 2 and type 5 (*see below) in
my R package for microeconomic analysis micEcon. So far we have called
these functions tobit2( ) and tobit5( ).
Are these classifications well known? How are these functions called in other
software packages? Should we keep these names or does anybody have better
suggestions?
(* T. Amemiya (1984): Tobit models: a survey, Journal of Econometrics, and
T. Amemiya (1985): Advanced Econometrics)
Furthermore, the generalized tobit model of type 2 is identical to the Heckman
model. Until now the package micEcon contains a function heckit( ) that
performs a two-step estimation of the Heckman / Tobit type 2 model. The
difference between heckit( ) and tobit2( ) is that heckit( ) performs a
two-step estimation, while tobit2( ) performs a maximum likelihood
estimation. At the moment we are debating how to construct the user
interface. These are our suggestions:
1) Keep it as it is:
heckit( ) does a two-step estimation and
tobit2( ) does a ML estimation
2) Having just one function:
tobit2( ..., method = 2step ) does a two-step estimation
tobit2( ..., method = ML ) does a ML estimation
This has the advantage that other methods like a weighted two-step least
squares can be added easily.
3) As suggestion 2). Argument method has the default ML and an
additional a wrapper function is added:
heckit - function( ... ) {
return( tobit2( ..., method = 2step ) )
}
Does anybody have a better suggestion?
How is this implemented in other software packages?
What do you think is the best option?
Thanks,
Arne Henningsen
Ott Toomet
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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Re: [R] heckit / tobit estimation
On Wednesday 20 April 2005 14:31, Achim Zeileis wrote:
Arne:
we (Ott Toomet and I) would like to add functions for maximum
likelihood (ML) estimations of generalized tobit models of type 2 and
type 5 (*see below) in my R package for microeconomic analysis
micEcon. So far we have called these functions tobit2( ) and
tobit5( ). Are these classifications well known?
I don't know them, but I'm certainly not an expert in tobit
estimation...
Generally, I prefer functions that have a name like tobit() and where
the rest can be specified by parameters, that can be more easily
understood than abstract categorizations like type 2 and type 5.
Just having a single tobit() function sounds good. However, the different
types of tobit models require different arguments, e.g. something like
tobit1( formula, ... )
tobit2( selection, formula, ... )
tobit3( formula1, formula2, ... )
tobit4( formula1, formula2, formula3, ... )
tobit5( selection, formula1, formula2, ... )
where selection are binary selection models and formula* are censored
equations.
I think having a function
tobit( selection = NULL, formula1 = NULL, formula2 = NULL,
formula3 = NULL, ... )
and taking the model type according to which arguments are non-NULL might also
be confusing. What do you think?
How are these
functions called in other software packages? Should we keep these
names or does anybody have better suggestions?
(* T. Amemiya (1984): Tobit models: a survey, Journal of Econometrics,
and T. Amemiya (1985): Advanced Econometrics)
OK, I haven't checked those now, but I guess that it should be possible
to figure out first what the common *conceptual* properties of the
different models are and then turn them into *computational* tools. My
guess would be that type 2 and type 5 are not the best conceivable
abstractions of the underlying conceptual properties...
Furthermore, the generalized tobit model of type 2 is identical to the
Heckman model. Until now the package micEcon contains a function
heckit( ) that performs a two-step estimation of the Heckman / Tobit
type 2 model. The difference between heckit( ) and tobit2( ) is
that heckit( ) performs a two-step estimation, while tobit2( )
performs a maximum likelihood estimation. At the moment we are
debating how to construct the user interface. These are our
suggestions:
1) Keep it as it is:
heckit( ) does a two-step estimation and
tobit2( ) does a ML estimation
2) Having just one function:
tobit2( ..., method = 2step ) does a two-step estimation
tobit2( ..., method = ML ) does a ML estimation
This has the advantage that other methods like a weighted two-step
least squares can be added easily.
3) As suggestion 2). Argument method has the default ML and an
additional a wrapper function is added:
heckit - function( ... ) {
return( tobit2( ..., method = 2step ) )
}
Probably, I would allow both, I guess. Thus go for something like 3).
Does anybody have a better suggestion?
How is this implemented in other software packages?
What do you think is the best option?
How did you implement it, btw?
The 2-step method follows exactly the proposal of Heckman: a) a probit
estimation using glm(), b) an OLS using lm() with Inverse Mills Ratio as
additional regressor. The coefficient covariance matrix and, thus, also the
standard error of the coefficients are calculated using the formula in
Greene: Econometric Analysis, 5th edition, p. 785.
The ML estimation was written by Ott. The likelihood value is maximized using
a Newton-Raphson algorithm, which is implement by him in a supplementary
function and will be available in the next version of micEcon.
Christian Kleiber and I have been playing
around with some tobit models which we fitted by interfacing survreg().
We also intend(ed) to write some tobit() function for our AER project
(which I have told you about offline, I think). Maybe we could pool our
efforts here, such that the functionality is not duplicated...but we
should discuss that offline.
Best,
Z
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Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] heckit / tobit estimation
On Wednesday 20 April 2005 14:48, you wrote:
For what it is worth, I agree fully with Achim's view of naming
conventions, and also feel that it would be nice to connect these
fitting methods with the survival stuff, just to cut down on the sense
that econometrics and biostatistics represent some sort of Balkanization
of statistics.
I totally agree. Do you know any good description how tobit models are
translated into survival models?
Finally, having done ml type tobit methods it would be
nice
to have an authoritative version of the Powell estimator for these
models.
The ML estimation was written by Ott and, unfortunately, I do not know the
authoritative version of the Powell estimator. Maybe, Ott or Roger (or
somebody else) can implement this.
Arne
best,
R.
url: www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign, IL 61820
On Apr 20, 2005, at 7:31 AM, Achim Zeileis wrote:
Arne:
we (Ott Toomet and I) would like to add functions for maximum
likelihood (ML) estimations of generalized tobit models of type 2 and
type 5 (*see below) in my R package for microeconomic analysis
micEcon. So far we have called these functions tobit2( ) and
tobit5( ). Are these classifications well known?
I don't know them, but I'm certainly not an expert in tobit
estimation...
Generally, I prefer functions that have a name like tobit() and where
the rest can be specified by parameters, that can be more easily
understood than abstract categorizations like type 2 and type 5.
How are these
functions called in other software packages? Should we keep these
names or does anybody have better suggestions?
(* T. Amemiya (1984): Tobit models: a survey, Journal of Econometrics,
and T. Amemiya (1985): Advanced Econometrics)
OK, I haven't checked those now, but I guess that it should be possible
to figure out first what the common *conceptual* properties of the
different models are and then turn them into *computational* tools. My
guess would be that type 2 and type 5 are not the best conceivable
abstractions of the underlying conceptual properties...
Furthermore, the generalized tobit model of type 2 is identical to the
Heckman model. Until now the package micEcon contains a function
heckit( ) that performs a two-step estimation of the Heckman / Tobit
type 2 model. The difference between heckit( ) and tobit2( ) is
that heckit( ) performs a two-step estimation, while tobit2( )
performs a maximum likelihood estimation. At the moment we are
debating how to construct the user interface. These are our
suggestions:
1) Keep it as it is:
heckit( ) does a two-step estimation and
tobit2( ) does a ML estimation
2) Having just one function:
tobit2( ..., method = 2step ) does a two-step estimation
tobit2( ..., method = ML ) does a ML estimation
This has the advantage that other methods like a weighted two-step
least squares can be added easily.
3) As suggestion 2). Argument method has the default ML and an
additional a wrapper function is added:
heckit - function( ... ) {
return( tobit2( ..., method = 2step ) )
}
Probably, I would allow both, I guess. Thus go for something like 3).
Does anybody have a better suggestion?
How is this implemented in other software packages?
What do you think is the best option?
How did you implement it, btw? Christian Kleiber and I have been
playing
around with some tobit models which we fitted by interfacing survreg().
We also intend(ed) to write some tobit() function for our AER project
(which I have told you about offline, I think). Maybe we could pool our
efforts here, such that the functionality is not duplicated...but we
should discuss that offline.
Best,
Z
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http://www.R-project.org/posting-guide.html
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] Problems with lpSolve/Memory ? R crashes
Unfortunately, I can't tell you how to solve this problem. However, I can
confirm that this crash happens also on my machines (R 2.0.1 on Debian Sarge,
AMD Athlon, 750 MHz, 256 MB RAM and R 2.0.0 on SuSE 9.0, Intel P4, 2.6 GHz,
512 MB RAM):
R aaa(1000)
alloc of 8 bytes failed
alloc of 4 bytes failed
Speicherzugriffsfehler
We had a model, which consists of 1000+ linear programs with each about 550
rows and 1100 columns (http://www.unipr.it/arpa/dipseq/EAAE/PR/Parallel/
42b4_henningsen.pdf). On MS-Windows 2000/XP this model always crashed after
some hundreds linear programs, but using Linux on the same machines it
_never_ crashed. I really can't see the reason why our much larger programs
worked, but these small programs let R crash.
I hope that this information may help to solve this problem.
Arne
On Wednesday 30 March 2005 12:16, TEMPL Matthias wrote:
Hello!
I have a curious problem, which I cannot solve.
With my code I solve thousands of small linear programs with the package
lpSolve automatically. But R crashes sometimes (~always, but always on
different linear programs) in a strange way. For illustration, I tried to
prepare a simple example, which shows the nature of the problem. The
function aaa (see below) declares some constants (only in this special
example) and in the end it solves the linear program.
aaa(1)
[,1] [,2]
[1,]00
[2,]00
[3,]00
[4,]00
[5,] 520
[6,]22
[7,]00
[8,]20
[9,]00
[10,]00
[11,]00
[12,]00
[13,] 540
Works fine.
Now I make the *same* calculation, say 1000 times:
aaa(1000)
R (I have tried it with R2.0.1, 2.0.0, 1.9.1, 2.1.0dev) crashes completly -
without warning and error message under Windows XP, Intel Pentium 3 with
256 MB RAM Under Linux SuSe 8.2 R (2.0.1) it crashes again, but in this
case I get the following message: Calloc of 40004 bytes failed on line 114
of file lpkit.c
...
Calloc of 80008 bytes failed on line 113 of file lpkit.c
Error: cannot allocate vector of size 3 Kb
Now I´m completly lost. Solving the linear program one time makes no
problem. Solving it twice in the same way makes no problem either. Running
the same calculation, say 1000 times, causes a crash. Why should there be a
problem with memory?
For any hint, I would be really happy.
Thank you,
Matthias
### -- function aaa
aaa - function(amount=1){
f.obj - rep(0,33)
w - c(3,4,5,6,11,13,17,22,25,26,27,28,33)
m -
matrix(c(0,0,1,1,1,1,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
,
0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,1,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,0,
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,0,0,0,0,1,
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,
0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,
0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,
0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,
0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,
0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,
0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,
0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,-1,0,0,0,0,0,0,0,0,0,0,1
),ncol=33,byrow=TRUE)
f.dir - c(=,=,=,=,=,=,=,=,=,=,=,
=,=,=,=,=,=,=,=,=,=,=,=,
=,=,=,=,=,=,=,=,=,=)
f.rhs - c(-52,0,54,0,2,0,0,0,0,0,0,0,0,0)
lp.out - matrix( ncol = 2, nrow = 13 )
for(ii in 1:amount){ # - simple iterate the same
for( i in 1:13 ){
f.obj[ w[i] ] - 1
lp.out[ i, 1 ] - lp(min, f.obj, m, f.dir, f.rhs)$objval
lp.out[ i, 2 ] - lp(max, f.obj, m, f.dir, f.rhs)$objval
f.obj - rep( 0, 33 )
}
}
lp.out
}
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--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] nl regression with 8 parameters, help!
Does this error always occur independently of the starting values that you provide? I guess so, because I think that the parameters in your equation are not identifiable, since the first term (a1 to a4) is identical to the second term (b1 to b4) with a1 = b1, -a2 = b2, a3 = -b3, and a4 = b4 . Do you really want to have the same explanatory variable (Tl) in both terms? Arne On Wednesday 23 March 2005 16:28, Guillaume STORCHI wrote: I'm doing a non linear regression with 8 parameters to be fitted: J.Tl.nls-nls(Gw~(a1/(1+exp(-a2*Tl+a3))+a4)*(b1/(1+exp(b2*Tl-b3))+b4),data= Enveloppe, start=list(a1=0.88957,a2=0.36298,a3=10.59241,a4=0.26308, b1=0.391268,b2=1.041856,b3=0.391268,b4=0.03439)) First, I fitted my curve on my data by guessing the parameters' values (by hand), and wrote them. Then, I ajusted my model only with two parameters (whereas the others were fixed with previously found values, I did it the same way for all parameters. Finally, I got 8 fitted values that I enventually embedded in my nls() function, like above, yet R talled me: Error in nlsModel(formula, mf, start) : singular gradient matrix at initial parameter estimates should I use optim() or optimize()? How could I perform it? Thanks for help Guillaume Storchi __ 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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] RMySQL installed but not availalable
NA KernSmooth KernSmooth /usr/lib/R/library 2.22-14 recommended NA latticelattice/usr/lib/R/library 0.10-14 recommended NA MASS MASS /usr/lib/R/library 7.2-10 recommended VR methodsmethods/usr/lib/R/library 2.0.1 baseNA mgcv mgcv /usr/lib/R/library 1.1-8 recommended NA nlme nlme /usr/lib/R/library 3.1-53 recommended NA nnet nnet /usr/lib/R/library 7.2-10 recommended VR RMySQL RMySQL /usr/lib/R/library 0.5-5 NANA rpart rpart /usr/lib/R/library 3.1-20 recommended NA spatialspatial/usr/lib/R/library 7.2-10 recommended VR splinessplines/usr/lib/R/library 2.0.1 baseNA stats stats /usr/lib/R/library 2.0.1 baseNA stats4 stats4 /usr/lib/R/library 2.0.1 baseNA survival survival /usr/lib/R/library 2.15recommended NA tcltk tcltk /usr/lib/R/library 2.0.1 baseNA tools tools /usr/lib/R/library 2.0.1 baseNA utils utils /usr/lib/R/library 2.0.1 baseNA Depends base NA boot R (= 2.0.0), graphics, stats class R (= 2.0.0), graphics, stats clusterR (= 1.9), stats, graphics, utils datasets NA DBIR (= 1.7.1), methods foreignR (= 2.0.0) graphics grDevices grDevices NA grid grDevices KernSmooth R (= 1.9.0) latticeR (= 2.0.0) MASS R (= 2.0.0), graphics, stats methodsNA mgcv R (= 1.9.0) nlme graphics, stats, R(= 2.0.0) nnet R (= 2.0.0), graphics, stats RMySQL R (= 1.8.0), methods, DBI (= 0.1-4) rpart R (= 2.0.0) spatialR (= 2.0.0), graphics, stats splinesNA stats NA stats4 graphics, stats, methods survival stats, utils, graphics, splines, R (= 2.0.0) tcltk NA tools NA utils NA Suggests base NA boot survival class lattice, nlme, survival clusterNA datasets NA DBINA foreignNA graphics NA grDevices NA grid lattice KernSmooth MASS latticegrid MASS lattice, nlme, survival methodsNA mgcv nlme (= 3.1-52), MASS (= 7.2-2) nlme NA nnet lattice, nlme, survival RMySQL NA rpart survival spatiallattice, nlme, survival splinesNA stats NA stats4 NA survival NA tcltk NA tools NA utils NA __ 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 -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ 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
Re: [R] orientation of eps files
I also had problems with the rotation of eps files in LaTeX presentations.
Now, I produce eps files in R with postscript( ), 'distill' it with ps2eps,
make a pdf with epstopdf, include it in my LaTeX file with \pgfimage{ },
use LaTeX class beamer (http://latex-beamer.sourceforge.net) and compile my
presentation with pdflatex. This works great!
HTH,
Arne
On Wednesday 02 March 2005 14:44, Andrew Collier wrote:
hello,
i have a problem with the orientation of eps files produced with the
postscript() command. i have generated some eps files with R using:
postscript(file = filename, horizontal = FALSE, paper = special, onefile
= F ALSE, height = height, width = width, pointsize = pointsize)
now, when i include these eps files into a standard paper document (ie. a4
paper, portrait orientation) everything is fine.
however, i am now wanting to incorporate the same images into a
presentation. i am making a pdf file, which for presentation purposes is in
landscape orientation. i am using latex with the prosper package. images
are included with \includegraphics{} and a pdf file is generated with
dvipdf. however, in this case, when i include the eps figures the whole
page suddenly gets rotated around into portrait. eps files from other
packages seem to work fine.
there is an example of the problem at
ftp://chinstrap.nu.ac.za/orientation.pdf.
if you have any ideas as to what might be causing this problem, i would be
extremely happy to hear them.
best regards,
andrew.
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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[R] [R-pkgs] New package for microeconomics: micEcon
Dear all, I have uploaded a new package called micEcon (version 0.1-3) to CRAN (an early version of this package has been already presented at useR! 2004). It contains tools for microeconomic analysis and microeconomic modeling. These are for instance: - tools for demand analysis with the 'Almost Ideal Demand System' (AIDS): e.g. econometric estimation, calculation of price and income/expenditure elasticities, checking for theoretical consistency - tools for production/firm analysis with the 'Symmetric Normalized Quadratic' (SNQ) profit function: e.g. econometric estimation, calculation of price elasticities and shadow prices, imposing convexity - tools for quadratic and translog functions, e.g. econometric estimation, calculation of Hessians and derivatives - functions to write input files for and read output files of Tim Coelli's (1996) program Frontier 4.1 (http://www.uq.edu.au/economics/cepa/ software.htm). In this way R can use Frontier 4.1 to perform stochastic frontier analysis. - a function to perform a two-step Heckman (heckit) estimation to correct for non-random sample selection - functions to calculate Laspeyres, Paasche or Fisher price and quantity indices I have checked most of the functions by comparing their results with values published in the literature or obtained by other software. However, I cannot guarantee that they return correct results in all possible cases. So please check these functions (results, code) and send me bug reports or patches. You are also invited to provide further functions, e.g. tools for other functional forms. Best regards, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ ___ R-packages mailing list [EMAIL PROTECTED] 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
Re: [R] dim vs length for vectors
On Friday 21 January 2005 06:35, Gabor Grothendieck wrote: In R, vectors are not arrays: R v - 1:4 R dim(v) NULL R is.array(v) [1] FALSE R a - array(1:4) R dim(a) [1] 4 R is.array(a) [1] TRUE Is this a feature which is useful in some applications? IMHO the difference between vectors and 1-dimensional arrays is really annoying and I had already several bugs in my code, because I mixed these up. Is it possible in future versions of R that R does not differentiate between vectors and 1-dimensional arrays (e.g. by treating all vectors as 1-dimensional arrays)? Arne __ 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
Re: [R] systemfit - SUR
On Tuesday 30 November 2004 09:34, [EMAIL PROTECTED] wrote: Arne Henningsen [EMAIL PROTECTED] schrieb am 29.11.2004, 17:02:12: On Monday 29 November 2004 16:42, [EMAIL PROTECTED] wrote: Hello to everyone, I have 2 problems and would be very pleased if anyone can help me: 1) When I use the package systemfit for SUR regressions, I get two different variance-covariance matrices when I firstly do the SUR regression (The covariance matrix of the residuals used for estimation) and secondly do the OLS regressions. In the manual for systemfit on page 14 I see however, that the variance-covariance matrix for SUR is obtained from OLS. How can this be explained? Hi Thomas, I get identical residual covariance matrices: R library(systemfit) R data( kmenta ) R demand supply labels system fitols fitols$rcov [,1] [,2] [1,] 3.725391 4.136963 [2,] 4.136963 5.784441 R fitsur fitsur$rcovest [,1] [,2] [1,] 3.725391 4.136963 [2,] 4.136963 5.784441 It is a pity, but my matrices are not as nice :-( Please show how you obtained these results. This is what I did: R data( kmenta ) R demand - q ~ p + d R supply - q ~ p + f + a R labels - list( demand, supply ) R system - list( demand, supply ) R R # OLS estimation: R fitols - systemfit(OLS, system, labels, data=kmenta ) R # (non-iterated) SUR estimation R fitsur - systemfit(SUR, system, labels, data=kmenta ) R iterated SUR estimation R fitsurit - systemfit(SUR, system, labels, data=kmenta, maxit=100 ) R R fitols$rcov [,1] [,2] [1,] 3.725391 4.136963 [2,] 4.136963 5.784441 R fitsur$rcovest [,1] [,2] [1,] 3.725391 4.136963 [2,] 4.136963 5.784441 R fitsurit$rcovest [,1] [,2] [1,] 6.199071 7.493383 [2,] 7.493383 9.128547 An excerpt: fitsur$rcovest [,1] [,2] [,3] ... [1,] 0.015097517 0.018005050 [2,] 0.018005050 0.276259834 ... fitols$rcov [,1] [,2] [,3] ... [1,] 1.010326e-02 0.0096103837 [2,] 9.610384e-03 0.2329884378 ... fitsur The covariance matrix of the residuals used for estimation: eq1 eq2eq3 ... eq1 0.01317429 0.01504719 0.007981307 eq2 0.01504719 0.25233860 ... fitols The covariance matrix of the residuals: eq1 eq2 eq3 ... eq1 9.51154e-03 0.009137884 0.002648577 eq2 9.13788e-03 0.220435063 ... By the way: Why are the figures larger for SUR? OLS minimizes the residuals and, thus, also the variance of the residuals (=diagonal of the residual covariance matrix). Iterated SUR is equivalent to a maximum likelihood estimation. Maximizing the likelihood value is equivalent to minimizing the determinant of the residual covariance matrix. Thus, the determinant of the residual covariance matrix and not the residuals itself are minimized: R det(fitols$rcov) [1] 4.434845 R det(fitsurit$rcov) [1] 0.4376941 R det(fitsurit$rcovest) [1] 0.4377184 Did you do _iterated_ SUR? Yes: systemfit results method: iterated SUR convergence achieved after 30 iterations If you use iterated SUR, the SUR estimations are iterated. In the first SUR estimation the residual covariance matrix of the OLS estimation is used. In all following iterations the residual covariance matrix of the previous step SUR estimation is used. I do not know how to change that. Please read the documentation. It says to set argument maxit to 1 - or do not provide this argument, since 1 is the default. Best wishes, Arne THANKS A LOT FOR YOUR IMMEDIATE HELP!!! 2) Is there an easy possibility to test a) the OLS equations, and b) the SUR system for SUR structures? In other words: Is the LM-Test from Breusch and Pagan available in R? I don't understand what you want to test. Does the hausman test what you are looking for (see ?hausman.systemfit). If you have questions regarding this test, you might ask my co-author of systemfit, Jeff Hamann. Best wishes, Arne Thanks for the attention! Best Regards, Thomas Almer __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol
Re: [R] systemfit - SUR
On Tuesday 30 November 2004 10:50, [EMAIL PROTECTED] wrote: [ . . .] Please show how you obtained these results. I did not provide the steps, because the data is not public. A general remark: In most cases a questioner can use the example data provided with a package or construct simple data, e.g. with matrix(1:9,3). See the posting guide, section Examples. (If the surprising behavior does not appear with the sample data, the questioner has to take a deeper look in _his_ data.) But that is what I did after defining the system and labels (like you the documentation): fitols-systemfit(OLS, system, labels) fitsur-systemfit(SUR, system, labels, maxit=100) But after all I think your answers are sufficient. Thanks once again for your support. R and the community are really excellent and a big thread to competitors! [ . . . ] 2) Is there an easy possibility to test a) the OLS equations, and b) the SUR system for SUR structures? In other words: Is the LM-Test from Breusch and Pagan available in R? I don't understand what you want to test. Does the hausman test what you are looking for (see ?hausman.systemfit). If you have questions regarding this test, you might ask my co-author of systemfit, Jeff Hamann. Primarily I want to test if the variance covariance matrix of the OLS residuals is diagonal. But this can be done manually, of course. Please provide the code and a reference to the test. Then, I will add this test to systemfit. This is how R works: useRs become developerR :-) Best wishes, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] systemfit - SUR
On Monday 29 November 2004 16:42, [EMAIL PROTECTED] wrote: Hello to everyone, I have 2 problems and would be very pleased if anyone can help me: 1) When I use the package systemfit for SUR regressions, I get two different variance-covariance matrices when I firstly do the SUR regression (The covariance matrix of the residuals used for estimation) and secondly do the OLS regressions. In the manual for systemfit on page 14 I see however, that the variance-covariance matrix for SUR is obtained from OLS. How can this be explained? Hi Thomas, I get identical residual covariance matrices: R library(systemfit) R data( kmenta ) R demand - q ~ p + d R supply - q ~ p + f + a R labels - list( demand, supply ) R system - list( demand, supply ) R fitols - systemfit(OLS, system, labels, data=kmenta ) R fitols$rcov [,1] [,2] [1,] 3.725391 4.136963 [2,] 4.136963 5.784441 R fitsur - systemfit(SUR, system, labels, data=kmenta ) R fitsur$rcovest [,1] [,2] [1,] 3.725391 4.136963 [2,] 4.136963 5.784441 Did you do _iterated_ SUR? Best wishes, Arne 2) Is there an easy possibility to test a) the OLS equations, and b) the SUR system for SUR structures? In other words: Is the LM-Test from Breusch and Pagan available in R? Thanks for the attention! Best Regards, Thomas Almer __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] plot problem
Hi William, the 1st example given in ?screeplot works for me (R 2.0.0 on SuSE Linux 9.0): (pc.cr - princomp(USArrests, cor = TRUE)) # inappropriate screeplot(pc.cr) plot appears To help you we need more details. Does normal plotting work? e.g.: plot(rnorm(20),rnorm(20)) Can you plot to a file? (see ?ps, ?pdf or ?png and don't forget dev.off()) Arne On Monday 29 November 2004 13:47, william ritchie wrote: Dear all, I am having trouble plotting a PCA result. The plot doesn't appear!!! R goes through without any errors but doesn't make a plot appear!! Could it be wrong window parameters? In this case how do I change them? I am under red hat 9 with the latest version of R! Thanks. Vous manquez despace pour stocker vos mails ? __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Automatic file reading
Hi Andreas,
what's about:
pair - list()
for (i in 1:8){
name - paste(pair,i,sep=)
pair[[ i ]] - read.table(paste(/home/andersm/tmp/,name,sep=))
}
Arne
On Wednesday 24 November 2004 12:10, Anders Malmberg wrote:
Hi,
I want to do automatic reading of a number of tables (files) stored in
ascii format
without having to specify the variable name in R each time. Below is an
example
of how I would like to use it (I assume files pair1,...,pair8 exist in
spec. dire.)
for (i in 1:8){
name - paste(pair,i,sep=)
? ? ? - read.table(paste(/home/andersm/tmp/,name,sep=))
}
after which I want to have pair1,...,pair8 as tables.
But I can not get it right. Anybody having a smart solution?
Best regards,
Anders Malmberg
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Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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Re: [R] referencing values of strings
get is your friend:
R x - c( 1, 2, 3 )
R get( x )
[1] 1 2 3
All the best,
Arne
On Wednesday 17 November 2004 16:48, Apoian, Zack wrote:
Say you have a vector named x and a function which returns the character
string x . How would I take x as an input and return the vector x?
DISCLAIMER: This e-mail message and any attachments are inte...{{dropped}}
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D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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Re: [R] How to remove x, y labels from a plot
Hi Jin Li, does plot( 1:100, rnorm(100), ann=FALSE, xaxt=n, yaxt=n ) produce what you want? Arne On Tuesday 16 November 2004 13:06, [EMAIL PROTECTED] wrote: Hi there, I need to plot an illustrative figure without ticks, x, y labels in R. I managed to get the ticks removed, but had no luck with x, y labels. Any suggestions would be much appreciated. Jin Li [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] help for nls
Dear Cyrille, type ?nls in the R command line. This will show you how to use the nls function. And please read the posting guide (see bootom of each message). This will help you to get more helpful answers. Best wishes, Arne On Monday 15 November 2004 14:42, BARNERIAS Cyrille wrote: Hello, I am beginning with R and I would like to test a non linear model. But I do not find exactly wath I am looking for in nls packages (or I do not know where to search). I would like to try a model like this : y=b * x exp(n)/(a exp(n) + x exp (n)) Where a = a0 + a1z b= b0 + b1z x and z are variables y the variable that I am trying to modelise a0, a1, b0 and b1 are parameters to determine. I am wondering if I can use nls and if so how do I have to write my command ? Thanks in advance for your help. Cyrille Barnérias Adjoint au chef d'échelon interrégional de Caen Inventaire forestier national 73 rue Marie Curie 14 200 Hérouville Saint-Clair France Tel : 02.31.47.71.53 __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Creating .Rout.save files for package subdirectory tests
Hi, I added the tests subdirectory and a test file (say myTest.R) to our systemfit package. Up to now I create the myTest.Rout.save file with R CMD BATCH --vanilla myTest.R myTest.Rout.save However, R CMD check reports two differences between myTest.Rout.save and the output of myTest.R: a) myTest.Rout.save contains following extra line at the beginning of the file: invisible(options(echo = TRUE)) b) myTest.Rout.save contains the following 2 extra lines at the very end of the file: proc.time() [1] 1.80 0.07 2.00 0.01 0.00 Everytime I change myTest.R and create a new myTest.R.save file I have to delete these 3 lines by hand. I could do this e.g. by a script using sed, but I wonder if I can start R CMD BATCH with an option that suppresses any commands that are not in the input file, i.e. invisible(options(echo = TRUE)) and proc.time(). Or what is the easiest way to create .Rout.save files? (I am using R 2.0.0 on a i686 PC with SuSE Linux 9.0) Thanks, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Creating .Rout.save files for package subdirectory tests
Thank you, Martin and Prof. Ripley, for your very helpful answers! It would be nice if this could be mentioned in section 1.1.4 of the Writing R Extensions manual. Arne On Friday 05 November 2004 12:17, Martin Maechler wrote: Arne == Arne Henningsen [EMAIL PROTECTED] on Fri, 5 Nov 2004 11:56:02 +0100 writes: Arne Hi, I added the tests subdirectory and a test file Arne (say myTest.R) to our systemfit package. Up to now Arne I create the myTest.Rout.save file with R CMD BATCH --vanilla myTest.R myTest.Rout.save that explains everything. Why do you do so? Instead: 1) Start with no '.Rout.save' 2) R CMD check pkg will produce one in pkg.Rcheck/tests/myTest.Rout Copy it to the package source, i.e. typically cp pkg.Rcheck/tests/myTest.Rout pkg/tests/myTest.Rout.save 3) R CMD check pkg now *will* do the comparison and give no difference hopefully Martin Maechler, ETH Zurich Arne However, R CMD check reports two differences between Arne myTest.Rout.save and the output of myTest.R: a) Arne myTest.Rout.save contains following extra line at the Arne beginning of the file: invisible(options(echo = TRUE)) Arne b) myTest.Rout.save contains the following 2 extra Arne lines at the very end of the file: proc.time() Arne [1] 1.80 0.07 2.00 0.01 0.00 Arne Everytime I change myTest.R and create a new Arne myTest.R.save file I have to delete these 3 lines by Arne hand. I could do this e.g. by a script using sed, Arne but I wonder if I can start R CMD BATCH with an Arne option that suppresses any commands that are not in Arne the input file, i.e. invisible(options(echo = TRUE)) Arne and proc.time(). Or what is the easiest way to Arne create .Rout.save files? (I am using R 2.0.0 on a Arne i686 PC with SuSE Linux 9.0) Arne Thanks, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] make apply() return a list
Hi,
thank you very much Sundar, Patrick, Tony, Mahub and Gabor for your helpful
answers! All your examples work great. They are all more straightforeward
than my example and much faster than the for-loop.
These are the average elapsed times (in seconds) returned by system.time()[3]
(applied to my real function and my real data):
my original for-loop:
5.55
the example I presented in my previous email (using apply):
2.35
example suggested by Tony (using apply):
2.34
example suggested by Gabor (using lapply):
2.50
examples suggested by Sundar and Mahub (using lapply):
2.68
Best regards,
Arne
On Monday 01 November 2004 19:52, Sundar Dorai-Raj wrote:
Arne Henningsen wrote:
Hi,
I have a dataframe (say myData) and want to get a list (say myList) that
contains a matrix for each row of the dataframe myData. These matrices
are calculated based on the corresponding row of myData. Using a
for()-loop to do this is very slow. Thus, I tried to use apply().
However, afaik apply() does only return a list if the matrices have
different dimensions, while my matrices have all the same dimension. To
get a list I could change the dimension of one matrix artificially and
restore it after apply():
This a (very much) simplified example of what I did:
myData - data.frame( a = c( 1,2,3 ), b = c( 4,5,6 ) )
myFunction - function( values ) {
+myMatrix - matrix( values, 2, 2 )
+if( all( values == myData[ 1, ] ) ) {
+ myMatrix - cbind( myMatrix, rep( 0, 2 ) )
+}
+return( myMatrix )
+ }
myList - apply( myData, 1, myFunction )
myList[[ 1 ]] - myList[[ 1 ]][ 1:2, 1:2 ]
myList
$1
[,1] [,2]
[1,]11
[2,]44
$2
[,1] [,2]
[1,]22
[2,]55
$3
[,1] [,2]
[1,]33
[2,]66
This exactly does what I want and really speeds up the calculation, but I
wonder if there is an easier way to make apply() return a list.
Thanks for your help,
Arne
Hi Arne,
I'm not sure how much faster this will be over using `for' but you can try:
lapply(seq(nrow(myData)), function(i) myFunction(myData[i, ]))
--sundar
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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Re: [R] make apply() return a list
On Tuesday 02 November 2004 15:29, Gabor Grothendieck wrote:
Arne Henningsen ahenningsen at email.uni-kiel.de writes:
: Hi,
:
: thank you very much Sundar, Patrick, Tony, Mahub and Gabor for your
: helpful answers! All your examples work great. They are all more
: straightforeward than my example and much faster than the for-loop.
: These are the average elapsed times (in seconds) returned by
: system.time()
[3]
: (applied to my real function and my real data):
:
: my original for-loop:
: 5.55
:
: the example I presented in my previous email (using apply):
: 2.35
:
: example suggested by Tony (using apply):
: 2.34
:
: example suggested by Gabor (using lapply):
: 2.50
:
: examples suggested by Sundar and Mahub (using lapply):
: 2.68
Perhaps any comparison should also include simplicity.
Yes, you are totally right!
This is
somewhat subjective but just to objectify it I have reworked
each solution to compactify it as much as I could and then
calculated the number of characters in each solution using wc:
AH - 293 characters
TP - 70 characters
ML - 62 characters
GG - 48 characters
Thank you for wotking this out. I was also thinking about simplicity when I
compared the different suggestions. Finally I took Tonys suggestion although
the code is a bit longer than the others in _your_ comparison. The reason was
only partially the speed, but compared to ML and GG this code preserves the
(col)names of the dataframe, which I need in the real myFunction.
Circumventing this small problem in ML's and GG's suggestions would make my
code (a bit) longer than the code based on TP's suggestion.
Best wishes,
Arne
The versions I used are below.
---
# data
myData - data.frame( a = c( 1,2,3 ), b = c( 4,5,6 ) )
# AH
myFunction - function( values ) {
myMatrix - matrix( values, 2, 2 )
if( all( values == myData[ 1, ] ) ) {
myMatrix - cbind( myMatrix, rep( 0, 2 ) )
}
return( myMatrix )
}
myList - apply( myData, 1, myFunction )
myList[[ 1 ]] - myList[[ 1 ]][ 1:2, 1:2 ]
myList
# TP
lapply(apply(myData, 1, function(x) list(matrix(x, 2, 2))), [[, 1)
# ML
lapply(1:nrow(myData), function(i) matrix(myData[i,], 2, 2))
# GG
lapply(as.data.frame(t(myData)), matrix, 2, 2)
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Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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[R] make apply() return a list
Hi,
I have a dataframe (say myData) and want to get a list (say myList) that
contains a matrix for each row of the dataframe myData. These matrices are
calculated based on the corresponding row of myData. Using a for()-loop to do
this is very slow. Thus, I tried to use apply(). However, afaik apply() does
only return a list if the matrices have different dimensions, while my
matrices have all the same dimension. To get a list I could change the
dimension of one matrix artificially and restore it after apply():
This a (very much) simplified example of what I did:
myData - data.frame( a = c( 1,2,3 ), b = c( 4,5,6 ) )
myFunction - function( values ) {
+myMatrix - matrix( values, 2, 2 )
+if( all( values == myData[ 1, ] ) ) {
+ myMatrix - cbind( myMatrix, rep( 0, 2 ) )
+}
+return( myMatrix )
+ }
myList - apply( myData, 1, myFunction )
myList[[ 1 ]] - myList[[ 1 ]][ 1:2, 1:2 ]
myList
$1
[,1] [,2]
[1,]11
[2,]44
$2
[,1] [,2]
[1,]22
[2,]55
$3
[,1] [,2]
[1,]33
[2,]66
This exactly does what I want and really speeds up the calculation, but I
wonder if there is an easier way to make apply() return a list.
Thanks for your help,
Arne
--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] Q about strsplit and regexp
Dear Andy, I also don't know a regular expression that does what you want. However, if you have to do this several times, you can avoid the 'ugly' command by: mystrsplit - function( str ) strsplit(sub(^ +, , str), +) mystrsplit( a bc ) [[1]] [1] a b c mystrsplit( d e f) [[1]] [1] d e f All the best, Arne On Wednesday 20 October 2004 14:15, Liaw, Andy wrote: Dear R-help, This one is probably a piece of cake for regexp masters. I'd like to split a character vector (for simplicity, say of length one for now) that contains fields that are delimited by arbitrary number of white spaces (e.g., a b c ). How do I get the character vector that contain the fields? In the example I gave, I've tried: strsplit( a bc , +) [[1]] [1] a b c I do not want that empty character in the beginning, but couldn't figure out how to strip the starting white spaces, other than something ugly like: strsplit(sub(^ +, , a bc ), +) [[1]] [1] a b c Can some kind soul point me to a simpler way? TIA!! Best, Andy Andy Liaw, PhD Biometrics Research PO Box 2000, RY33-300 Merck Research Labs Rahway, NJ 07065 andy_liaw at merck.com 732-594-0820 __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] A newbye question : Creating a grey palette
On Monday 04 October 2004 20:04, Mike Prager wrote: At 11:09 AM 10/04/2004, you wrote: Hi all I'd like to create a grey palette for a filled.contour() from blank (smallest values) to black (large values) I have used somethig like this with bar plots: colvec - gray(sqrt(seq(from=0.05, to=1.0, length=ncolor))) That will save a color palette in colvec for use in your call. MHP Another option is the package RColorBrewer: library(RColorBrewer) colvec - brewer.pal( 5, Greys ) BTW: If you start a new thread, please do not reply to an another email with a different subject/thread. This confuses email clients and web archives (see https://stat.ethz.ch/pipermail/r-help/2004-October/thread.html#57024) Best wishes, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Strange Matrix Multiplication Behaviour
Hi Wayne,
are you aware that you are NOT doing matrix multiplication? A matrix
multiplication is done by %*%, e.g.
tr %*% t(as.matrix(ex1)
Or do you want a normal scalar multiplication with the elements of each row of
ex1 to be multiplied with the corresponding element of tr? However, R does
the multiplication not row-wise, but column-wise. Thus, the results are not
as you expected. To do a row-wise multiplication you can transform the
data.frame:
tr - as.vector(10*c(1:6))
tr
[1] 10 20 30 40 50 60
ex1 - as.data.frame(matrix(1:12,nrow=2,byrow=TRUE))
ex1
V1 V2 V3 V4 V5 V6
1 1 2 3 4 5 6
2 7 8 9 10 11 12
tr * ex1
V1 V2 V3 V4 V5 V6
1 10 60 150 40 150 300
2 140 320 540 200 440 720
t( tr * t(ex1) )
V1 V2 V3 V4 V5 V6
1 10 40 90 160 250 360
2 70 160 270 400 550 720
t( tr * t(ex1) )[1,]
V1 V2 V3 V4 V5 V6
10 40 90 160 250 360
t( tr * t(ex1[1,]) )
V1 V2 V3 V4 V5 V6
1 10 40 90 160 250 360
I hope that this makes it clear.
Best wishes,
Arne
On Monday 04 October 2004 16:10, Wayne Jones wrote:
Hi there fellow R-users,
Im seeing some strange behaviour when I multiply a vector by a matrix
Here is my script:
tr
1 2 3 4 5 6
0.2217903 0.1560525 0.1487908 0.1671354 0.1590643 0.1471667
ex1
a b c d e f
1 0.2309579 -3.279045 -0.6694697 -1.1024404 0.2303928 -1.5527404
2 -0.2865357 -2.519789 -0.1138712 -0.3571832 -2.6727913 -0.3296945
is.vector(tr)
[1] TRUE
is.data.frame(ex1)
[1] TRUE
tr* ex1[1,]
a b c d e f
1 0.05122423 -0.5117031 -0.09961092 -0.1842569 0.03664727 -0.2285117
(tr* ex1)[1,]
a b c d e f
1 0.05122423 -0.4878917 -0.1064887 -0.2445106 0.03428033 -0.2469855
Notice that the output from tr * ex[1,] is different from (tr* ex1)[1,]
Especially element number 4.
I would naturally expect both vectors to be equivalent.
Can anyone shed any light on my predicament??
version
_
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major1
minor9.1
year 2004
month06
day 21
language R
Regards
Wayne Jones
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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--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: AW: [R] How to improve the quality of curve/line plots?
On Friday 24 September 2004 09:35, Wolf, Michael wrote: Thanks for the tip using a smoothing technique before plotiing in order to get a curve instead of a line connecting the observations. But that's not the solution for my main problem with the unclean line plot. In order to show my problem let's take this simple example: xval - c(1, 2, 3, 4, 5, 6, 7, 8) yval - c(10, 30, 40, 50, 70, 90, 100, 110) plot (xval, yval, type=l) If you look to the result in the graphic window you will see that the line seems to exist of many points between the observations; e. g. between xval=1 and xval=2 the line contains 8 or more sublines. Perhaps, you can also observe a break of the line at xval=4. That's what I call an unclean line. You can increase the linewidth with, e.g.: plot (xval, yval, type=l, lwd=2) Even if you try to export the plot with the png command you can observe the same phenomenon. The line has not an exact appearance like Excel diagram plots. If there are no other techniques to get better line plots it seems to be a problem of the graphic output!? And you can increase the resolution, e.g.: png( myplot.png, 1000, 1000 ) Best wishes, Arne Michael Wolf -Ursprüngliche Nachricht- Von: Uwe Ligges [mailto:[EMAIL PROTECTED] Gesendet: Freitag, 24. September 2004 09:00 An: Wolf, Michael Cc: [EMAIL PROTECTED] Betreff: Re: [R] How to improve the quality of curve/line plots? Wolf, Michael wrote: Dear list, I'm using the windows version of R. When plotting a curve or a line for time series with annual data , e. g. GDP growth 1991-2003, the line seems to exist of a lot of smaller lines. Printing the results the curves and lines seems to be unclean (because of using small resolution bitmaps?). Comparing the result of R with the same results of Excel the lines in excel seems to havve a higher qualitiy. In Excel you also can produce curves instead of lines. Are there any possibilities how to improve the quality of the plots in R? How can R be influenced to plot clean lines with a higher resolution on the screen (I think it's not a question of the pdf- or png command.). Perhaps, it's a problem of the graphical possibilites of R because the most line plots which can be seen on the web have these problems. Can you specify an example please? I cannot remember any unclean plot. In particular, no bitmaps are used to render graphics in R. What I guess is that you have a line plot and each observation is connected with the subsequent one by a line. If you want to smooth it (and you think smoothing is appropriate here), you have to apply a smoothing technique before plotting. Uwe Ligges Thanks, Dr. Michael Wolf Bezirksregierung Münster Dezernat 61 Domplatz 1-348161 Münster Tel.: ++ 49 (02 51) / 4 11 - 17 95 Fax.: ++ 49 (02 51) / 4 11 - 8 17 95 E-Mail: [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R]
help.search(upper) chartr(base)Character Translation and Casefolding ?chartr refers to the function toupper() Best wishes, Arne On Wednesday 22 September 2004 10:43, [EMAIL PROTECTED] wrote: Dear Any, Is there a fonction in R to change a string to uppercase ? Thanks for all your help __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] plot.Map with pattern instead of colors
Dear Roger, thank you for your valuable hints regarding plot.polylist, Map2poly and RColorBrewer( , Greys ). Adding pattern to some shapes with plot( Map2poly( x ), density = myDensities, add = TRUE ) works great! Best wishes, Arne On Monday 20 September 2004 14:20, Roger Bivand wrote: On Mon, 20 Sep 2004, Arne Henningsen wrote: Hi, I am plotting shapefiles with plot.Map (package maptools). So far I use different colors for the shapes depending on the a value that belongs to the shape. Now, I need to produce maps only in black, gray and white for publication. Is it possible to fill shapes with pattern (e.g. hatched) instead of colors? Not in plot.Map(). This is supported if you convert the shapefile polygons to a polylist object (Map2poly()), then use plot.polylist() - but this may not be your choice. Within plot.Map, I would suggest using the RColorBrewer package and the sequential Greys palette, which differentiates five grey colours very well for most media. If you run this after example(plot.Map), it should illustrate a solution: library(RColorBrewer) pal - brewer.pal(5, Greys) fgs - pal[findInterval(x$att.data$BIR74, res$breaks, all.inside=TRUE)] plot(x, fg=fgs) for the default quantile breaks. Details of a simplified example: I want to show the percentage change of a variable in a map: e.g. following levels a) +10 b) +5% to +10% c) -5% to +5% d) -10% to -5% e) -10% Now I have following colors a) red b) orange c) white d) greenyellow e) green3 Printing this on a monochrome printer is - of course - stupid, because levels a) and e) as well as b) and d) have approximately the same grayscale. I could fill a) = black and e) = white, and everything inbetween with an appropriate grayscale, but I prefer to have areas with no change to appear white rather than medium gray. Therefore, I thought of doing following: a) black b) gray c) white d) hatched with thin lines e) hatched with thick lines (or double-hatched) Any hints and ideas are welcome! (BTW: I use R 1.9.1 on SuSE Linux 9.0) Thanks, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] plot.Map with pattern instead of colors
Hi, I am plotting shapefiles with plot.Map (package maptools). So far I use different colors for the shapes depending on the a value that belongs to the shape. Now, I need to produce maps only in black, gray and white for publication. Is it possible to fill shapes with pattern (e.g. hatched) instead of colors? Details of a simplified example: I want to show the percentage change of a variable in a map: e.g. following levels a) +10 b) +5% to +10% c) -5% to +5% d) -10% to -5% e) -10% Now I have following colors a) red b) orange c) white d) greenyellow e) green3 Printing this on a monochrome printer is - of course - stupid, because levels a) and e) as well as b) and d) have approximately the same grayscale. I could fill a) = black and e) = white, and everything inbetween with an appropriate grayscale, but I prefer to have areas with no change to appear white rather than medium gray. Therefore, I thought of doing following: a) black b) gray c) white d) hatched with thin lines e) hatched with thick lines (or double-hatched) Any hints and ideas are welcome! (BTW: I use R 1.9.1 on SuSE Linux 9.0) Thanks, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] newbie needs help using R as solver
On Thursday 16 September 2004 11:44, Wayne Jones wrote:
This is a linear programming problem. Although I am not sure what your
objective function is!!
Check out the R package linprog
Please use the package lpSolve, it's much better and _faster_ than linprog. I
started writing linprog before lpSolve was published. After lpSolve was on
cran, I mainly used this package and worked only very little on linprog.
Thus, linprog is still an alpha version. There are only few cases when
linprog might be prefered (e.g. dual values). I hope that the next version of
lpSolve will include these cases (then I will ask to remove linprog from
cran).
Best wishes,
Arne
-Original Message-
From: Andrej Uduc [mailto:[EMAIL PROTECTED]
Sent: 16 September 2004 10:29
To: [EMAIL PROTECTED]
Subject: [R] newbie needs help using R as solver
Greetings
I'm a total newbie in R and I'm trying to make a comparisson of Excel
and R in the fields of:
- optimisation modeling (using solver)
- decision trees
- simulation modeling
as described in Winston, Wayne L.: Practical Management Science.
for optimisation modeling in Excel I would normaly use solver. In R
however I can't seem to be able to find the solution. I've narrowed it
down to optim, optimize functions (I might be totaly wrong), but I can't
figure out how to set the conditions. I've read something about nlm
model but I can't find the anwser (examples are not easy enough for me).
what I wanna do is solve this simple task:
a+b = 50
c+d = 50
g = 0,25*c+d
a+b+c+d+g = 100
a, b, c, d, g = 0
I would very much appreciate any help in this matter. I need to locate
the appropriate function for the task and figure out how to write this
formulas. I'd also be very thankfull for any help (links) to simple
examples of decision trees and/or simulation.
Andrej Uduè
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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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--
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] Problems with png()
On Monday 06 September 2004 12:05, Laura Quinn wrote: On Mon, 6 Sep 2004, Barry Rowlingson wrote: Laura Quinn wrote: I am trying to save a series of plots as .png files by using png(file=myfile.png,bg=transparent) dev.off() for each image plot I produce. Unfortunately when I have tried this I am unable to open the files, and am told they are corrupted. I have tried to use the jpeg() function but have the same problem. The only way I have managed to export a graphic successfully is as dev.copy2eps. Aside from producing unwieldy files, this is also unhelpful as [EMAIL PROTECTED] hoping to create a movie of the images via ImageMagick. This sounds a bit obvious, but are you doing your plot commands _between_ the png() call and the dev.off() call? Try: png(file=foo.png) plot(1:10) dev.off() What version/platform are you using? Yes, I have been using the above call to no avail. I'd be suprised if my libpng wasn't up-to-date on SuSe 9.0, but I'm not sure how to check which version I have? I have also SuSE 9.0 and R-1.9.1, but I have no problems with png(). Did you compile R from source or did you install it from a rpm file? To figure out your version of libpng type on a console: rpm -qa libpng* I get: libpng-devel-1.2.5-194 libpng-1.2.5-194 libpng-devel is only necessary if you compile R from source. You may send me the file foo.png generated by Uwes code. Then, I can try to open it - just to eliminate the possibility that your png viewer is broken. Best wishes, Arne Laura Barry __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Accesing the name of an assigned object in a function
Hi Hendrik,
if I understand you right, match.call() can help you.
All the best,
Arne
On Wednesday 01 September 2004 12:13, Henrik Andersson wrote:
I want to use the name that I assign to an object in the function that
produces the output, somewhat like below:
stupid.function - function(input){
[body]
cat(Summarized output is , output$summary, Full output isgiven
by typing, assigned.name, \n)
}
assigned.name - stupid.function(whatever)
or another example is a function that sinks the results to a text file
and names it assigned.name.txt .
I checked the help for function, -, assign but could not find it, is it
possible ?
-
Henrik Andersson
Netherlands Institute of Ecology -
Centre for Estuarine and Marine Ecology
P.O. Box 140
4400 AC Yerseke
Phone: +31 113 577473
[EMAIL PROTECTED]
http://www.nioo.knaw.nl/ppages/handersson
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Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445
Fax: +49-431-880 1397
[EMAIL PROTECTED]
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Re: [R] Beginners Question: Make nlm work
Hi, did you try nls (nonlinear least squares)? ?nlm says: For nonlinear regression, 'nls' may be better. Another option would be optim. Best wishes, Arne On Thursday 26 August 2004 01:07, Johannes Graumann wrote: Hello, I'm new to this and am trying to teach myself some R by plotting biological data. The growth curve in question is supposed to be fitted to the Verhulst equation, which may be transcribed as follows: f(x)=a/(1+((a-0.008)/0.008)*exp(-(b*x))) - for a known population density (0.008) at t(0). I am trying to rework the example from An Introduction to R (p. 72) for my case and am failing miserably. Could somebody glance over the code below and nudge me into the right direction - I must have some major conceptual problem which can't be solved by me staring at it ... Since I'm repeating something I have done with gnuplot I know that 3 and 4e-3 as starting values for the fit are appropriate ... Thanks for any hint, Joh setwd(~/Biology/R_versuch) mydata-read.table(YJG45-7_Growth.dat) x-mydata$V1 y-mydata$V2 VH - function(p) y ~ p[1]/(1+((p[1]-0.008)/0.008)*exp(-(p[2]*x))) plot(x, y, xlab=Time (h),ylab=expression(OD[600][~nm]),las=1) out - nlm(VH, p = c(3, 4e-3), hessian = TRUE) __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Column names of a data frame
On Thursday 26 August 2004 11:31, michael watson (IAH-C) wrote: I'm coming out with all the classic problems today ;-) Can anyone tell me how to change the column names of an already existing data frame? I've read the docs for ?data.frame and ?as.data.frame but can't figure it out. This is a sample data frame: myData - data.frame( col1 = 1:3, col2 = 2:4, col3 = 3:5 ) myData col1 col2 col3 1123 2234 3345 You can change all names by: names( myData )- c( newcol1, newcol2, newcol3 ) myData newcol1 newcol2 newcol3 1 1 2 3 2 2 3 4 3 3 4 5 Or a single name by: names( myData )[ 2 ] - newcol2 myData col1 newcol2 col3 11 23 22 34 33 45 Or if you know the name, but not the column number: names( myData )[ which( names( myData ) == newcol2 ) ] - verynewcol2 myData col1 verynewcol2 col3 11 23 22 34 33 45 All the best, Arne I want to make a new data.frame from some of the columns of an existing data.frame, but when I do that, the new data.frame columns have the same names as the old data.frame's columns, and I want them to be different Sorry for the lame question __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] newbie question: how to read a file into a matrix
Please read the R Data Import/Export manual. It should be on your harddisk and it is also available from http://cran.r-project.org/doc/manuals/R-data.pdf Arne On Thursday 26 August 2004 17:47, Gaby Aguilera wrote: I am trying to read a file with 8 columns and about 200 rows into a matrix. I tried something like: x-matrix(data=data.txt, nrow=200, ncol=8) but this produces a matrix with data.txt in it. Is there a way to read the data in? Any pointers in the right direction would be appreciated. Thank you! __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Heckman estimation
Hi, I wrote a function to perform a two-step Heckman (also known as heckit) estimation. This function is mainly a wrapper function to glm (1st step probit estimation) and lm (2nd step OLS estimation). Though this function is not perfect yet, it is IMHO already very useful. Since there were some questions about Heckmann estimation in this list, I would like to release it to the public. I hope that useRs will become developeRs and help to improve and extend this function(s). I think it might be not very reasonable to start a new package just for this single small function. And my package micEcon for microeconomic analysis that I hope to release soon seems also not to be the right place, since heckman estimations are used in many other areas besides microeconomic analysis. Can anybody suggest me a package that is appropriate to include the Heckmann function and whose maintainer is willing to do that, too? (Of course, I will write the .Rd file and, if the maintainer wants, I will maintain this function.) Thanks, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] License for including datasets in packages
Dear All, I would like to publish a function for 'heckit' estimations together with two examples from Greene's and Wooldridge's econometric textbooks. These examples use the dataset of Mroz (1987) that is also available in John Fox' car package. However, not all variables that are used in my examples are available in the car package. Therefore, I want to put the full Mroz dataset in my package. This full dataset can be downloaded from some internet sites (e.g. pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm, www.stata.com/texts/eacsap/), but I did not find any license information. Whom do I have to ask wether I am allowed to put these data in a GPLed R package? (Mr. Mroz, Mr. Greene, STATA, University of Michigan (PSID), . . . ) @John: Do you have any license information on these data? Thanks, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] sample selection problem, inverse mills ratio (Heckman, Lewbel, ...)
Hi, I think you have to do these estimations by hand. However, this shouldn't be too difficult. For instance the first step of the 2-step Heckman estimation is a probit estimation that can by done in R by glm( ... , family=binomial(link=probit)) (see ?glm). And the second step is a simple OLS regression. All the best, Arne On Thursday 19 August 2004 11:45, Wildi Marc, wia wrote: -Ursprüngliche Nachricht- Von: Wildi Marc, wia Gesendet: Mittwoch, 18. August 2004 10:11 An: [EMAIL PROTECTED] Betreff: Hi Does anybody know from an R-package devoted to sample selection problems (Heckman's lambda, Lewbel, ...)? Thanks and best regards Marc Wildi [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Instrumental variables
The package systemfit offers instrumental variables (IV) estimation (2SLS + 3SLS). Though this package is built to estimate equation systems, people told me that they use it also for single equation IV estimations (using an equation system that contains only one equation). Arne On Friday 20 August 2004 06:53, [EMAIL PROTECTED] wrote: May someone help me to find out how to use intruments in R? Thanks Ana __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] IDE or an Editor for R
Hi SP, I prefer to use kate (KDE advanced text editor), because it is easier to learn than emacs or vim and IMHO it is also very convenient to use. I have the kate window split into 3 parts: a) the file selector, b) the editor window, and c) a command line with R. I can either source() whole files or select some lines in the editor and execute them by a middle-click in the command line window. You can download the latest version of the syntax highlighting definitions for R from my homepage (scroll to the very bottom): http://www.uni-kiel.de/agrarpol/ahenningsen/index-e.html All the best, Arne On Thursday 19 August 2004 20:13, S Peri wrote: Hi, Is there any IDE or any editor or any pice of code for .vimrc is available? Please let me know. Thanks SP ___ Win 1 of 4,000 free domain names from Yahoo! Enter now. __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Bug in colnames of data.frames?
Hi, I am using R 1.9.1 on on i686 PC with SuSE Linux 9.0. I have a data.frame, e.g.: myData - data.frame( var1 = c( 1:4 ), var2 = c (5:8 ) ) If I add a new column by myData$var3 - myData[ , var1 ] + myData[ , var2 ] everything is fine, but if I omit the commas: myData$var4 - myData[ var1 ] + myData[ var2 ] the name shown above the 4th column is not var4: myData var1 var2 var3 var1 11566 22688 337 10 10 448 12 12 but names() and colnames() return the expected name: names( myData ) [1] var1 var2 var3 var4 colnames( myData ) [1] var1 var2 var3 var4 And it is even worse: I am not able to change the name shown above the 4th column: names( myData )[ 4 ] - var5 myData var1 var2 var3 var1 11566 22688 337 10 10 448 12 12 I guess that this is a bug, isn't it? Arne __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] (no subject)
look at ?jpeg PNG format might be better: ?png Arne On Monday 16 August 2004 18:48, Paolo Tommasini wrote: Hi there I teach a statistics class with R ( the first time ever with R) and some of my students have windows at home and they want to be able to graphs tjhey make in our college ( that only has Linux) and oopen with windows, I think the best wya would be saving it as a JPEG file but I don't know how to do it ! I only know how to do it with EPS dev.copy2eps(file=bla.eps) how can I save it as JPEG ? or BMP any other format that is OK for windows ? thank you very much Paolo __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] R CMD check warning on predict.systemfit
Hi, I added a new function predict.systemfit to our package systemfit to make it closer to other packages (e.g. lm). Now R CMD check complains that the generic function predict has only the argument object, while our function predict.systemfit has more arguments. However, the function predict.lm has also more arguments and they are almost the same as in predict.systemfit. Thus, I think that our way to specify predict.systemfit might be OK in spite of this warning. What should I do? Can I ignore this warning? What will Kurt answer when we submit it ;-) ? Best wishes, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] R CMD check warning on predict.systemfit
Hi, thanks, Uwe and Jari, for your helpful comments! Indeed, I forgot the ... argument. R did not exactly say what was wrong. It just said: * checking S3 generic/method consistency ... WARNING predict: function(object, ...) predict.systemfit: function(object, data, se.fit, se.pred, interval, level) and I wrongly assumed that data, se.fit, se.pred, interval shouldn't be there rather than that ... was missing. Thanks again, Arne On Tuesday 16 March 2004 11:14, Jari Oksanen wrote: Arne, Are you sure that R warns about extra variables, or does it warn about missing parameter ...? The syntax of the generic is predict(object, ...) and both these should be in your function. You should have ... even if you do not pass any extra parameters to other functions (been there, seen that). cheers, jari oksanen On Tue, 2004-03-16 at 11:39, Arne Henningsen wrote: Hi, I added a new function predict.systemfit to our package systemfit to make it closer to other packages (e.g. lm). Now R CMD check complains that the generic function predict has only the argument object, while our function predict.systemfit has more arguments. However, the function predict.lm has also more arguments and they are almost the same as in predict.systemfit. Thus, I think that our way to specify predict.systemfit might be OK in spite of this warning. What should I do? Can I ignore this warning? What will Kurt answer when we submit it ;-) ? Best wishes, Arne -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
R for economists (was: [R] Almost Ideal Demand System)
Hi, I did not find any web page about using R in economics and econometrics so far. However, this does not mean that there is none (searching with google for R and economics gives many pages about economics and a name like Firstname R. Lastname on it ;-)). Does anybody in the list does know such a web page? If not, I will be happy if you, Ajay, could build and maintaine one. Best wishes, Arne On Sunday 15 February 2004 07:31, Ajay Shah wrote: Anne, Please do make progress on packaging and releasing your R code for demand analysis. Is there a web page titled R for economists! :-) If there isn't, I'll be happy to build and maintain one, and put a link to your code there. -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Almost Ideal Demand System
Hi Wayne,
I did some demand analsis with R and the systemfit package. For me it worked
very well. Therefore, I want to prepare a new package for R that contains the
functions to estimate the (LA-)AIDS, calculates the demand elasticities and
so on. However, it will take me some time until this package will be ready,
but if you are (or someone else is) interested, I can prepare an (almost
undocumented) alpha release.
Best wishes,
Arne
On Thursday 12 February 2004 13:00, Wayne Jones wrote:
Hi there fellow R users,
Has anyone got an R example of applying an Ideal demand system, possibly
using the library systemfit??
Thanks
Wayne
Dr Wayne R. Jones
Senior Statistician / Research Analyst
KSS Limited
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Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
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Re: [R]Running R remotely in Windows Environment?
Hi, I also suggest to use a Linux Server. You can work on this machine via ssh (e.g. with PuTTY) and transfer the input and output files with scp or a samba server (which is easy to install and very convenient to use for windows users). Arne On Thursday 29 January 2004 08:53, Prof Brian Ripley wrote: On Wed, 28 Jan 2004, Jim Porzak wrote: We are considering setting up a fast, RAM loaded machine as an R-server to handle the big problems not suitable for individual desktops and, also, to process ad hoc analysis requests via our portal. We are 99% a Windows shop, so first choice is a windows server. We'll use (D)COM for the portal interface and understand that. What has me stumped is how to easily interface individual analyst's Windows desktops to the R-server. I haven't seen anything in the archives, but I can't imagine this hasn't been done. What am I missing? R is not designed to be client-server on Windows. People I know who do this use Windows Terminal Server or Citrix. I would question the value of this approach. Unless you propose to run 64-bit Windows, a `RAM loaded' machine isn't `loaded', and R under Windows handles large amounts of memory much less effectively than under Linux. 64-bit Windows is uncharted territory for R, whereas 64-bit Unix/Linux is well trodden. -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Syntay-Highlighting for KDE-Kate
Hi,
I am the new maintainer of the R syntax highlighting plugin for kate. (The
initial author, Egon, stopped maintaining it, because he does not use kate
anymore.)
@ Andy: Thanks for providing the link to this file. (I was very busy this week
and did not look at the R mailing list until today)
@ Lars: Where is the dead link on www.r-project.org?
@ Philippe: Can you please mention the R syntax highlighting file for kate
(KDE advanced text editor) on
http://www.sciviews.org/_rgui/projects/Editors.html
including a link to the file
http://www.uni-kiel.de/agrarpol/ahenningsen/app-econ/R.xml
@ all: Are there other locations where this should be mentioned?
Have a nice weekend,
Arne
On Monday 19 January 2004 02:13, Liaw, Andy wrote:
I don't use Kate, but is this what you're looking for?
http://www.uni-kiel.de/agrarpol/ahenningsen/app-econ/R.xml
(Found just by googling around...)
Andy
From: Aleksey Naumov
Lars,
I don't know of an R syntax plugin for Kate, instead I just use Python
highlighting for my R scripts in Kate, and it works quite well. If you
find an R plugin, I would appreciate a note...
Thanks
Aleksey
On Sun, 18 Jan 2004, Lars Peters wrote:
I'm looking for a plugin for Kate (or any other good text
editor for linux)
(KDE 3.x) which will highlight the R syntax.
The link on www.r-project.org is dead!
Any ideas??
Thanks Lars
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Tel: +49-431-880 4445
Fax: +49-431-880 1397
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Re: [R] nonlinear regression and Excel solver
Hi, I don't know S-Plus and its functions nlminb() and ms(). However, in R I would use optim(), optimize or nlm(). I used these functions quiet often and had only very few problems. I think that R is better, easier and more flexible than Excel (at least in the long run), but since I don't anything about the Lefkovitch matrix framework I might be wrong in this case. Best wishes, Arne On Wednesday 14 January 2004 19:57, Kristian Omland wrote: Hi all, Earlier today I posted this question on s-news, so apologies to some for the duplication. Please put aside your snobbery about Microsoft products for a moment. I am fitting population models to annual survey data for trout. For those of you familiar with ecological models, I am working in the Lefkovitch matrix framework; for those unfamiliar with that shorthand, the modeled variable is a vector of abundances of fish in five size classes, with a system of linear equations (represented by a matrix) governing survival, advancement from smaller to larger stages, and reproduction. So far, I have been using a likelihood approach in an Excel spreadsheet. The spreadsheet includes the annual survey data, the Lefkovitch matrix, and projections of the model, i.e., realizations to be compared to the data. It computes the negative log-likelihood of each realization assuming log-normally distributed noise and the sum of those likelihood components. I use the Solver add-in to minimize the negative log-likelihood over the parameters in the Lefkovitch matrix. I have made a tentative stab at using nlminb() [minor success] and ms() [no success] to fit the model in S-Plus, but my proficiency is such that I still have greater flexibility fitting the models with Excel. Thus my question for you all is ... Is Excels Solver an adequate tool for numerical approximation in general and nonlinear regression in particular? Or should I push on writing S-Plus code? Is anyone out there interested in assisting me with S-Plus code with the potential payoff of collaboration on a publication in the ecological literature? Obviously, I would be equally enthused if an R user was interested in a collaboration. Thanks in advance, Kristian -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] R 1.8.1 on SUSE 9.0
Hi, you have to install a Fortran compiler. It is available on the DVD/CD as package gcc-g77. Best wishes, Arne On Wednesday 26 November 2003 18:26, J.R. Lockwood wrote: Hello, I recently did a full install of SUSE 9.0 and want to get R up and running. An attempted install of R-base-1.8.1-1.i586.rpm resulted in: error: Failed dependencies: libg2c.so.0 is needed by R-base-1.8.1-1 And a ./configure in the source directory of R-1.8.1 failed with configure: error: Neither an F77 compiler nor f2c found I guess SUSE 9.0 does not come with the required fortran libraries/compilers. Can someone point me in the direction of packages I need to install to get R running (either by installing the binaries or compiling from source)? Thanks to all. J.R. Lockwood 412-683-2300 x4941 [EMAIL PROTECTED] http://www.rand.org/methodology/stat/members/lockwood/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] best editor for .R files
Hi Angel and * ! I also use kate and in my opinion it is very convenient. I don't know which features you don't like, but if you mean some syntax highlighting features, you might try my R syntax highlighting (XML) file for kate. It is based on Egon Willighagen's one and contains a few bug fixes and several extensions. You can download it from my homepage (http://www.uni-kiel.de/agrarpol/ ahenningsen/, the link is at the bottom of the page). This new file is NOT thoroughly tested so far. After testing it for some time, I will send it to CRAN and to kate.kde.org as an update of Egon's file, since Egon stopped maintaining it. Best wishes, Arne On Thursday 20 November 2003 22:27, Angel wrote: Which is the best editor for .R files? I currently use kate on my linux as it has R highlighting and allows me to split the window into two: in one I edit the .R file and in the other I have a shell so I run R and can easily copy and paste the code. There are some features that I don't like and I am having a look on some alternatives. I've heard wonders of emacs with ess but I am a little bit frightened of the steep learning curve. What do the R experts use or would recommend using? Both linux and/or windows alternatives are welcomed. I guess it would much depend on the particular needs/preferences of each user but I would like to know which are the most commonly used editors. Thanks, Angel __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Symbolic math?
Hi, I sometimes use MuPAD (www.mupad.com). Unfortunately, it is not Open Source, but most versions are free of charge for non-commercial use (see http:// www.sciface.com/personal.shtml). Arne On Monday 17 November 2003 11:37, Hank Stevens wrote: Hi Folks, I am using Windows 2000 and was wondering what (Open Source) software R users use or might recommend for symbolic computations (aside from the ol' noggin, e.g., Maxima, Mathomatic) . Thanks, Hank Dr. Martin Henry H. Stevens, Assistant Professor 338 Pearson Hall Botany Department Miami University Oxford, OH 45056 Office: (513) 529-4206 Lab: (513) 529-4262 FAX: (513) 529-4243 http://www.cas.muohio.edu/botany/bot/henry.html http://www.muohio.edu/ecology __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] nlm, hessian, and derivatives in obj function?
Hi,
I don't know much about non-linear models, but there is another possibility to
fit these models:
1) get some starting values for the parameters
2) take the derivatives of the model with respect to the parameters at the
point of the starting values of the parameters
3) perform a linear estimation of this linearized model (using systemfit) to
get new parameter estimates
4) got to step 2) and take these new parameter estimates in place of the
starting values
5) iterate this until the parameters stay stable from one to the next
iteration
This has three advantages:
1) It is not much work to write these function since systemfit already exists
2) If the model is linear in parameters, it is identical to the linearized
model and, thus, the first iteration leads directly to the optimum
3) You get get the SEs from the last iteration of systemfit
Does this approach also have disadvantages (e.g. non-convergence of parameters
in many cases)?
Best wishes,
Arne
On Saturday 18 October 2003 01:54, Jeff D. Hamann wrote:
I've been working on a new package and I have a few questions regarding the
behaviour of the nlm function. I've been (for better or worse) using the
nlm function to fit a linear model without suppling the hessian or gradient
attributes in the objective function. I'm curious as to why the nlm
requires 31 iterations (for the linear model), and then it doesn't work
when I try to add the derivative information. I know using nlm for a linear
model isn't the optimal method, but I would like to make sure the
parameter estimates and the se's are matching before I attempt more
difficult problems.
rm(list=ls(all=TRUE))
print( running nlsystemfit models test at end...)
data( kmenta )
attach( kmenta )
##demand2 - q ~ d0 + d1 * p + d2 * d
supply2 - q ~ s0 + s1 * p + s2 * f + s3 * a
##system2 - list( demand2, supply2 )
##labels - list( Demand, Supply )
##inst - ~ d + f + a
##sv2 - c(d0=3,s2=2.123,d2=4,s0=-2.123,s3=4.234,d1=4.234,s1=0.234)
sv2 - c(s0=-2.123,s1=0.234,s2=2.123,s3=4.234)
obj - function( s, eqn, data, parmnames )
{
## get the values of the parameters
for( i in 1:length( parmnames ) )
{
name - names( parmnames )[i]
val - s[i]
storage.mode( val ) - double
assign( name, val )
}
lhs - as.matrix( eval( as.formula( eqn )[[2]] ) )
rhs - as.matrix( eval( as.formula( eqn )[[3]] ) )
resid - crossprod( lhs - rhs )
## just how does this work...
attr( obj, value ) - resid
attr( obj, gradient ) - attr( eval( deriv3( eqn, names(
parmnames ) ) ), gradient )
}
res - nlm( obj, sv2, hessian=T, eqn=supply2, data=kmenta, parmnames=sv2,
check.analyticals=T)
I haven't been able to get nlm to function as I keep getting the following
error message:
Error in nlm(obj, sv2, hessian = T, eqn = supply2, data = kmenta, parmnames
= sv2, :
invalid function value in 'nlm' optimizer
If I perform the fit without the derivative information, I get the correct
estimates,
$minimum
[1] 92.55106
$estimate
[1] 58.2754312 0.1603666 0.2481333 0.2483023
$gradient
[1] 8.552542e-08 9.087699e-06 5.716032e-06 2.163105e-06
$hessian
[,1] [,2] [,3] [,4]
[1,] 40.000 4000.762 3865.0 420.00
[2,] 4000.762 401486.918 386045.8 42007.76
[3,] 3865.000 386045.812 379593.1 39762.40
[4,] 420.000 42007.764 39762.4 5740.00
$code
[1] 1
$iterations
[1] 31
I was under the impression that you could also obtain the se of the
parameter estimates using the sqrt( diag( res$hessian ) ), but I haven't
been able to reproduce the se computed by the Jacobian
se - sqrt( mse * diag( solve( crossprod( J ) ) ) )# gives the correct
results...
hse - sqrt( ( res$minimum / 8 ) * diag( solve( res$hessian ) ) ) # gives
similar results, but why 8?
I've tried to put the functionality to include the jacobian and hessian in
the objective function for nlm without success as I don't know what the
form of the functions will be ahead of time.
and get the se from the sqrt( diag( hessian ) ), but it's nowhere close?
Jeff.
---
Jeff D. Hamann
Hamann, Donald and Associates, Inc.
PO Box 1421
Corvallis, Oregon USA 97339-1421
(office) 541-754-1428
(cell) 541-740-5988
[EMAIL PROTECTED]
www.hamanndonald.com
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Arne Henningsen
Department of Agricultural Economics
Christian-Albrechts-University Kiel
24098 Kiel, Germany
Tel: +49-431-880-4445
Fax: +49-431-880-1397
[EMAIL PROTECTED]
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Re: [R] Writing and running a R program
source(mycode.R)
On Thursday 23 October 2003 15:29, Subramanian Karthikeyan wrote:
Is there a way I can combine multiple lines of R commands (see below) into
a little code snippet or a program in a text file, and run it in R to do my
analysis?
sink(mysink.txt)
for (..) {
code for creating a dataframe from supplied data
code for doing anova from selected data
}
Thanks very much.
Karth.
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Arne Henningsen
Department of Agricultural Economics
Christian-Albrechts-University Kiel
24098 Kiel, Germany
Tel: +49-431-880-4445
Fax: +49-431-880-1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] help with gsub and grep functions
On Monday 13 October 2003 16:30, Martin Olivier wrote: Hi all, Let Names a vector of chatacters. For example, Names [1] g 604 be-0 -p1 (602 matches) g 606 Phli-0 -p2 (517 matches) [3] g 608 alu-0 (659 matches) I try to use gsub or grep functions for two problems : 1. First, I would like to delete all the characters between parentheses. [1] g 604 be-0 -p1 g 606 be-0 -p2 [3] g 608 be-0 -p3 2. And, I would like to extract the characters between parentheses [1] 602 matches 517 matches [3] 659 matches Any idea? Best regards, Olivier There might be a better solution, but the following commands do what you want (at least in the 3 cases that you showed above): sub( [(].*,,Names) sub([\)]+,,sub([^(]*[\(],,Names)) Arne -- Arne Henningsen Department of Agricultural Economics Christian-Albrechts-University Kiel 24098 Kiel, Germany Tel: +49-431-880-4445 Fax: +49-431-880-1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] problem downloading Red Hat R-1.7.1-1.i386.rpm
*right* click the link and then left click Save Target As (or something similar. Arne On Wednesday 01 October 2003 08:31, Sam McClatchie wrote: System info: Red Hat 9.0 R Version 1.7.0 ESS 5.1.21 Emacs 21.2.1 --- Colleagues At work I've had to migrate from Mandrake 9.1 to Red Hat 9.0 and I'm reinstalling R. I am having a problem downloading from R-1.7.1-1.i386.rpm from /bin/linux/redhat/9/i386. Basically the download does not complete. I am using mozilla, and when I click on the link the screen corrupts with odd symbols. Is there a problem with the site? (I don't have any problem downloading the user-contributed packages or the R-1.7.1.tgz. Sam -- Arne Henningsen Department of Agricultural Economics Christian-Albrechts-University Kiel 24098 Kiel, Germany Tel: +49-431-880-4445 Fax: +49-431-880-1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] checking generic/method consistency
Hi *,
thanks for all your answers and discussions. And additionally special thanks
to Henrik Bengtsson for writing the first draft of the R Coding
Conventions. I think that this document contains a lot of good ideas to make
the code more readable. Since my package is *new* code, I adjusted it
according to most recommendations of the RCC.
However, one thing is still unclear to me: According to the RCC I gave the
class of result of my function linProg also the name linProg, but the RCC
says that classes must start with uppercase, while functions must start with
lowercase, which is contradictory in this case. In one of the examples of the
RCC, a function that returns an object with a class attribute starts with
uppercase:
Line - function(x0, y0, x1, y1) {
line - list(x=c(x0,y0), y=(x1,y1));
class(line) - Line;
line;
}
Does this mean that the names of these functions should start with uppercase?
Best wishes,
Arne
On Friday 26 September 2003 17:43, you wrote:
Hi, it looks from the names of your argument that your function is a
plain function, i.e. it is not a function specific to a class. If this
is true, I would avoid the period and rename your function to
solveLP - function(cvec, bvec, Amat, maximum, maxiter, verbose) ...
Under the S3 style of programming with classes methods coupled to
classes are written in the format
method.class - function(object, arg1, arg2, ...
That is, the part before the period is the name of a generic function
and the part after is the name of the class. This is why R CMD check
believe your that you have written a method 'solve' for class 'LP'. All
methods named 'solve' should have a argument signature that match the
generic function 'solve' and your solve.LP doesn't. I do not think this
was your intention, correct? See help.start() - R Language Definition
- Object-oriented programming: for more details about the S3 style.
To avoid problems like these I am working on a R Coding Conventions
(RCC), http://www.maths.lth.se/help/R/RCC/ (see Naming Conventions). It
is an early version and not everyone agrees with it, but the intention
is to find a style that avoid problems like yours, where it says that
you should avoid periods in function names except if you use it for S3
class methods. Feedback is appreciated.
Cheers
Henrik Bengtsson
Lund University
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Arne Henningsen
Sent: den 26 september 2003 17:03
To: [EMAIL PROTECTED]
Subject: [R] checking generic/method consistency
Hi,
I wrote a package for linear programming and want to submit
it to CRAN.
Since the package 'quadprog' has a function with the name
'solve.QP' to
perform Quadratic Programming, I named my (main) function 'solve.LP'.
However 'R CMD check' gives one warning:
* checking generic/method consistency ... WARNING
solve:
function(a, b, ...)
solve.LP:
function(cvec, bvec, Amat, maximum, maxiter, verbose)
while 'R CMD check' gives no warnings when the function has the name
'solve.QP'.
What do you recommend me to do?
1) Ignore the warning and upload the package to CRAN as it is?
2) Rename the function? (any suggestions?)
3) Change something that avoids this problem without renaming
the functions?
I would prefer the third point, but I don't know how.
Thank you for your answers,
Arne
--
Arne Henningsen
Department of Agricultural Economics
Christian-Albrechts-University Kiel 24098 Kiel, Germany
Tel: +49-431-880-4445
Fax: +49-431-880-1397
[EMAIL PROTECTED]
http://www.uni- kiel.de/agrarpol/ahenningsen.html
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Arne Henningsen
Department of Agricultural Economics
Christian-Albrechts-University Kiel
24098 Kiel, Germany
Tel: +49-431-880-4445
Fax: +49-431-880-1397
[EMAIL PROTECTED]
http://www.uni-kiel.de/agrarpol/ahenningsen/
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Re: [R] checking generic/method consistency
On Tuesday 30 September 2003 15:23, Martin Maechler wrote:
Arne == Arne Henningsen [EMAIL PROTECTED]
on Tue, 30 Sep 2003 14:18:11 +0200 writes:
Arne Hi *,
Arne thanks for all your answers and discussions. And
Arne additionally special thanks to Henrik Bengtsson for
Arne writing the first draft of the R Coding
Arne Conventions. I think that this document contains a
Arne lot of good ideas to make the code more
Arne readable. Since my package is *new* code, I adjusted
Arne it according to most recommendations of the RCC.
Arne However, one thing is still unclear to me: According
Arne to the RCC I gave the class of result of my function
Arne linProg also the name linProg, but the RCC says
Arne that classes must start with uppercase, while
Arne functions must start with lowercase, which is
Arne contradictory in this case. In one of the examples of
Arne the RCC, a function that returns an object with a
Arne class attribute starts with uppercase:
Line - function(x0, y0, x1, y1) {
line - list(x=c(x0,y0), y=(x1,y1));
class(line) - Line;
line;
}
do not end lines with ; in S (i.e. R or S-plus); it's
superfluous and considered ugly by many (incl. me) and teaches
(by example) a wrong idea.
Fortunately, I adjusted my code according to *most* (and not all)
recommendations of the RCC and e.g. did *not* add the (also in my opinion)
ugly semicolons.
Arne Does this mean that the names of these functions
Arne should start with uppercase?
While I agree that Henrik has put up several well thought out
recommendations {and very helpful postings such as the one you
cite below!} , these are *Henrik*'s recommendations and are
still subject to discussion and feedback.
The S language has quite a long tradition and existing function
and class base which cannot be changed mostly for compatibility
reasons.
One thing in this tradition is to have function foobar return
objects of class foobar (identical spelling including case).
This particularly applies to the old or S3 class/method system
on which still very much of the basic S models are based.
When using S3 classes (as you are above), I'd definitely keep
that S tradition.
Thanks for your comment. Now I don't feel so bad if I ignore some of Henrik's
RCCs ;-). However, I think it's important for us to agree on some coding
conventions since the inconsistency of the syntax between R packages is a
drawback of R (see e.g. Jeff Racine, Rob Hyndman: Using R to teach
econometrics, Journal of Applied Econometrics 17 (2002), p. 176,
http://www3.interscience.wiley.com/cgi-bin/fulltext/93514548/PDFSTART).
I there a discussion on R coding conventions taking place at the moment?
Best wishes,
Arne
This naming scheme can well change when the S4 class/methods
system is used (as it is more and more), since there, you
construct objects rather by
new(classname,),
as(obj, classname, )
etc.
Regards,
Martin Maechler [EMAIL PROTECTED] http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology)8092 Zurich SWITZERLAND
phone: x-41-1-632-3408fax: ...-1228
Arne On Friday 26 September 2003 17:43, you wrote:
Hi, it looks from the names of your argument that your function is a
plain function, i.e. it is not a function specific to a class. If
this is true, I would avoid the period and rename your function to
solveLP - function(cvec, bvec, Amat, maximum, maxiter, verbose) ...
Under the S3 style of programming with classes methods coupled to
classes are written in the format
method.class - function(object, arg1, arg2, ...
That is, the part before the period is the name of a generic
function and the part after is the name of the class. This is why R
CMD check believe your that you have written a method 'solve' for
class 'LP'. All methods named 'solve' should have a argument
signature that match the generic function 'solve' and your solve.LP
doesn't. I do not think this was your intention, correct? See
help.start() - R Language Definition
- Object-oriented programming: for more details about the S3 style.
To avoid problems like these I am working on a R Coding Conventions
(RCC), http://www.maths.lth.se/help/R/RCC/ (see Naming Conventions).
It is an early version and not everyone agrees with it, but the
intention is to find a style that avoid problems like yours, where
it says that you should avoid periods in function names except if
you use it for S3 class methods. Feedback is appreciated.
Cheers
Henrik Bengtsson
Lund University
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED
[R] checking generic/method consistency
Hi, I wrote a package for linear programming and want to submit it to CRAN. Since the package 'quadprog' has a function with the name 'solve.QP' to perform Quadratic Programming, I named my (main) function 'solve.LP'. However 'R CMD check' gives one warning: * checking generic/method consistency ... WARNING solve: function(a, b, ...) solve.LP: function(cvec, bvec, Amat, maximum, maxiter, verbose) while 'R CMD check' gives no warnings when the function has the name 'solve.QP'. What do you recommend me to do? 1) Ignore the warning and upload the package to CRAN as it is? 2) Rename the function? (any suggestions?) 3) Change something that avoids this problem without renaming the functions? I would prefer the third point, but I don't know how. Thank you for your answers, Arne -- Arne Henningsen Department of Agricultural Economics Christian-Albrechts-University Kiel 24098 Kiel, Germany Tel: +49-431-880-4445 Fax: +49-431-880-1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] is.numeric
Hi, I have a vector, which contains both strings and numbers, e.g. foo - c(str1,1234,str2,0.9876) I want to know if a distinct element of the vector is a string or a number and took is.numeric, but is.numeric(foo[2]) [1] FALSE because R treats the numbers in a mixed vectors as strings: foo [1] str1 1234 str2 0.9876 As a workaround I use: !is.na(as.numeric(foo[2])) [1] TRUE !is.na(as.numeric(foo[1])) [1] FALSE Warning message: NAs introduced by coercion This works, but I always get the spurious warning messages. Do you know a better way or a way to suppress these warning messages? Thanks, Arne -- Arne Henningsen Department of Agricultural Economics Christian-Albrechts-University Kiel 24098 Kiel, Germany Tel: +49-431-880-4445 Fax: +49-431-880-1397 [EMAIL PROTECTED] http://www.uni-kiel.de/agrarpol/ahenningsen.html __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
