Prof Brian. thanks, I have check the on-line Errata at
http://www.stats.ox.ac.uk/pub/MASS4/Errata4.2 before, for the second
printing.
I don't know it depends on the first printing Errata at all.
and sorry again for my anonymous posting. I am not a native English
speaker, and I should learn how
NB: you posted part of a private message (out of context: it was in reply
to another message) to R-help. Both posting a private message without
permission and not giving the necessary context are breaches of copyright
law, and rather annoying -- see the posting guide for details.
On Wed, 7
Dear John,
Forgive me for putting my nose out, I hope that I'm not rude, but I am a bit
bewildered by your mail (and by statistical modelling).
I agree that if your model is:
Lawndepression~lawn.roller.weight +(1|lawn.id),
When, in fact, it *should be* (because you simulated the data or
Read the posting guide and follow it, i.e.
a) do not cross-post.
b) read the mailing list archives and find that this has been resolved
in R-patched
Uwe Ligges
Camila Estevam wrote:
Hi,
I was using the 2.4.1 R version and I had no problem
saving my plots as postScript. Now that I have
I was sure that there was such a solution.
I would have liked to find it.
Thank you for your help.
Ptit Bleu.
-
Wollkind, Steven wrote:
You don't need to loop. You can just do
pfit$coefficients[is.na(pfit$coefficients)] - 0
Steve Wollkind
Associate
hello,
I have a problem in how to generate data in a simulation study.
I have a logistic model to evaluate p by 3 covariates.
I need to generate 4 variables: the binary outcome Y and 3 covariates:
gender (binary) and aps and tiss (continuous variables).
I have the logistic model which is the
Hallo,
I just created a graph with
myUndirectedGraph = randomEGraph(as.character(1:50), edges = 50)
The result is now an undirected graph. How can I change it into a directed one
with random directed edges?
Thanks, Corinna
[[alternative HTML version deleted]]
Hi
[EMAIL PROTECTED] napsal dne 07.11.2007 18:23:55:
hello,
i am a bit of a statistical neophyte and currently trying to make some
sense
of confidence intervals for correlation coefficients. i am using the
cor.
test() function. the documentation is quite terse and i am having
trouble
Hi,
I'm trying to use read.fwf
temp = read.fwf (Raw data.txt, widths = c (11, 21, 10, rep
(16, 6)) ,skip = 2, n = 2, stringsAsFactors = FALSE, strip.white = TRUE)
but no matter what I do the strings are turned into factors. I believe
it's the n=2 parameter that causes the problem as
Dear List
I am a newbie to this list and a fresh user of R. Is it possible to create
the shade map with 'R'. If so, help me get the related procedure containing
materials.
with thanks
pushparaj
--
View this message in context:
http://www.nabble.com/Shade-Maps-with-R-tf4768900.html#a13641003
Hi all,
Is there a way to skip non-sequential lines using the skip argument
in the scan function?
E.g., I have a matrix with 100 rows and 1e7 columns. I open a
connection and want to read only lines 5, 7, 9, etc [i.e.,
seq(5,99,2)]
It might seem that the syntax to do this would be something
On Thu, 8 Nov 2007, simon gatehouse wrote:
If possible I would like to add two sub-menus to the R Console under
Windows.
For example, I would like to add:
winMenuAddItem(File, Load CSV..., loadCSV())
winMenuAddItem(File, Save CSV..., saveCSV())
and have them appear under the initial
Here are replies from Ted and Jasjeet . Thank you both for your help.
Oarabile
Jasjeet Singh Sekhon wrote:
A bootstrap Kolmogorov-Smirnoff test will have the correct test level
even if there are ties---i.e., even if non-continuous distributions
are being compared. See Abadie, Alberto. 2002.
simplest thing is to read in all 100 rows and then just select the
ones you want:
x - scan()
x - lapply(x, '[', seq(5,99,2))
On Nov 8, 2007 4:19 AM, Matthew Keller [EMAIL PROTECTED] wrote:
Hi all,
Is there a way to skip non-sequential lines using the skip argument
in the scan
Also check out:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/92525.html
On Nov 8, 2007 4:19 AM, Matthew Keller [EMAIL PROTECTED] wrote:
Hi all,
Is there a way to skip non-sequential lines using the skip argument
in the scan function?
E.g., I have a matrix with 100 rows and 1e7 columns.
Dear List,
I encountered a strange problem when trying to print a
path diagram:
path.diagram(s,
+ ingore.double=FALSE,
+ edge.labels='values')
digraph s {
rankdir=LR;
size=8,8;
node [fontname=Helvetica fontsize=14 shape=box];
edge [fontname=Helvetica fontsize=10];
?unlist
I think you're misreading ?stack.
--- Frank Schmid [EMAIL PROTECTED] wrote:
Dear R user
Suppose I have the following list:
f - rnorm(2)
s - rnorm(3)
l - list(f,s)
l
[[1]]
[1] 0.31784399 0.08575421
[[2]]
[1] -0.6191679 0.7615479 -1.0087659
Can I stack the
You could work around it like this.
n - length(levels(TDBU$system))
rows - ceiling(sqrt(n))
TDBU$rows - ceiling(as.numeric(TDBU$system) / rows)
TDBU$cols - (as.numeric(TDBU$system) - 1) %% rows
ggplot(TDBU,aes(x=x))+geom_histogram(aes(y=..density..))+ geom_density()
+ facet_grid(rows ~ cols)
I have thise problem in work with the function variofit and nls and dont know
how to solve it.
var1-variog(data,option=bin)
var2-variog(data,option=cloud)
v1-var1$v
u1-var1^u
v2-var2$v
u2-var2$u
variofit(var1,ini.cov.pars=c(0.005,1.5),cov.model=power,fix.nugget=F,weight=equal)
variofit:
Does anyone (Hadley??) know if there's a straightforward
way in ggplot2 to get data divided by a single factor to
plot as a rectangular grid of subplots? So far I've only
been able to get such data plotted as a single row or
single column of skinny subplots. The code below gives
an example
have you tried as.is=TRUE
On Nov 8, 2007 6:20 AM, [EMAIL PROTECTED] wrote:
Hi,
I'm trying to use read.fwf
temp = read.fwf (Raw data.txt, widths = c (11, 21, 10, rep
(16, 6)) ,skip = 2, n = 2, stringsAsFactors = FALSE, strip.white = TRUE)
but no matter what I do the strings are
Hi all,
is the Matrix package no longer available for download via install.packages?
When I try to install it (from any mirror), I get the following error message:
install.packages(Matrix,lib=/home/kn52/R-2.5.0/library)
Warning message:
package 'Matrix' is not available in
Hello.
Error in optim(ini, .loss.vario, method = L-BFGS-B, hessian = TRUE, :
non-finite value supplied by optim
I have this errore in fit the modelpower in simulation with the function
g-function(n=100,max=100,c0=0,ce=.005,ae=1.5,nsim=1000){
var.exp-function(c0,ce,ae,h){
Hello.
Error in optim(ini, .loss.vario, method = L-BFGS-B, hessian = TRUE, :
non-finite value supplied by optim
I have this errore in fit the modelpower in simulation with the function
g-function(n=100,max=100,c0=0,ce=.005,ae=1.5,nsim=1000){
var.exp-function(c0,ce,ae,h){
Dear list.
I am student M.S. statistics in department statistics .I have thise problem in
work with the function variofit and nls and dont know how to solve it.
var1-variog(data,option=bin)
var2-variog(data,option=cloud)
v1-var1$v
u1-var1^u
v2-var2$v
u2-var2$u
Hello again,
Sorry but the code that I insert wasn't write. Should be like this:
fit_2323v_168f-auto.arima(regts.ts, d = NA, D = NA, max.p = 2, max.q = 2,
max.P = 1, max.Q = 1, max.order = 5,
start.p=0, start.q=0, start.P=0, start.Q=0,
stationary
Ooops - yes that's a bug! It'll be fixed in the next version of
ggplot, or you can run this code to fix it yourself:
GeomAbline$new - function(., mapping=aes(), data=NULL, intercept=0,
slope=1, ...) {
if (missing(data)) {
data - data.frame(intercept = intercept, slope=slope)
}
Dear R users,
suppose I have a matrix of observations for which I calculate all
pair-wise correlations:
m=matrix(sample(1:100,replace=T),10,10)
w=cor(m,use=pairwise.complete.obs)
How do I extract only those correlations that are 0.6?
w[w0.6] #obviously doesn´t work,
and I can´t find a way
We are constructing growth charts (age/weight and age/length) for children
with diagnosis that impacts weight/length.
But we we don't know how to use R for producing growth charts.
We are collection data of Age, Weight and Length.
The data are used to produce diagnosis-specific Growth charts
Hello,
I using the fuction auto.arima() from package forecast to predict the values
of p,d,q and P,D,Q.
My problem is the execution time of this function, for example, a time
series with 2323 values with seasonality to the week take over 8 hours to
execute all the possibilities.
I using a
On 11/8/07, ONKELINX, Thierry [EMAIL PROTECTED] wrote:
You could work around it like this.
n - length(levels(TDBU$system))
rows - ceiling(sqrt(n))
TDBU$rows - ceiling(as.numeric(TDBU$system) / rows)
TDBU$cols - (as.numeric(TDBU$system) - 1) %% rows
Peter and Moshe, thank you both for your suggestions and hints. I'm proud to
say that it took me less than an hour to find my mistake:
s_pooled - (((n-1)*(s_x^2)) + ((m-1)*(s_y^2))) / (n+m-2)
s_pooled
[1] 1.939521
t_obs - (xbar - ybar) / (sqrt(s_pooled) * (sqrt(1/n + 1/m)))
t_obs
[1] 2.15578
On Thu, 8 Nov 2007, envisage wrote:
Prof Brian. thanks, I have check the on-line Errata at
http://www.stats.ox.ac.uk/pub/MASS4/Errata4.2 before, for the second
printing.
I don't know it depends on the first printing Errata at all.
The second printing does not use data() for the MASS
Hope I am not too late joining this thread. I believe the difference
between R and SPSS is because SPSS adjusts the Type III SS by the
harmonic mean of the unbalanced cell sizes. This calculation is
discussed in Maxwell and Delaney (1990, pp. 271-297).
In short, the best explanation I can offer
Hi
[EMAIL PROTECTED] napsal dne 08.11.2007 16:43:14:
Dear R users,
suppose I have a matrix of observations for which I calculate all
pair-wise correlations:
m=matrix(sample(1:100,replace=T),10,10)
w=cor(m,use=pairwise.complete.obs)
How do I extract only those correlations that are
Dear r-helpers,
I'm using ggplot2::ggplot to plot seven time series on the same graph.
c - ggplot(jobm, aes(y = value, x = year, colour = kind))
c + stat_smooth()
This gives me a legend with colors that are not very different. Can I
label the lines instead? How?
_
Hi all,
I have a set of patterns which can occur in a series of (3) matrices. I
want to identify those and create a fourth one with the identifiers of
the cases.
Something like:
for (i in 1:l) {
for (j in 1:w) {
A[A[i,j]==1 D[i,j]==1
Dear friends,
My dataset is like the following:
xy mcpvalue
0.4603578 0.6247629 1.001
0.4603715 0.62477881.001
0.4603852 0.6247948 1.001
0.4110561 0.5664841 0.995
The x and y variables are unsorted.
I use the
Thanks for all your advice and I have spent considerable time looking at all
the options. I have good new and bad news. Bad news I won't be implmenting R
on our server. Good news I can keep all the business logic in the database
where it belongs. What I will be doing is taking the data set and
On 11/8/2007 12:57 PM, hadley wickham wrote:
My objection, at least, was that + should be *associative*. I don't think
anyone would expect a + b and b+a to be the same for strings, but I do
think the fact that (a+b)+c and a+(b+c) would be different (if some of a,
b,c were strings) has real
Hi all,
Thank for the advice! Gabor, I've been putting off getting into
SQLite. I may need to bite the bullet and learn it.
Jim - thanks for the help - and yes, I'd read that old post. My
problem is that, with the other objects already in memory, I cannot
pull the whole matrix in (in reality, it
Hi
look at akima package, especially its function interp.
Petr
[EMAIL PROTECTED]
[EMAIL PROTECTED] napsal dne 08.11.2007 17:51:21:
Dear friends,
My dataset is like the following:
xy mcpvalue
0.4603578 0.6247629 1.001
0.4603715
Hi all,
I have a set of patterns which can occur in a series of (3) matrices. I
want to identify those and create a fourth one with the identifiers of
the cases.
Something like:
for (i in 1:l) {
for (j in 1:w) {
A[A[i,j]==1 D[i,j]==1
The lmsqreg package is by Vince Carey and is available from his
website. There is an independent package with fortran routines from
Tim Cole.
Both packages implement the LMS method of Cole and Green. You might
also
want to consider alternative methods: an approach based on
nonparametric
On 11/8/2007 11:51 AM, zhijie zhang wrote:
Dear friends,
My dataset is like the following:
xy mcpvalue
0.4603578 0.6247629 1.001
0.4603715 0.62477881.001
0.4603852 0.6247948 1.001
0.4110561 0.5664841 0.995
You are putting your results back into A which might change things
as you execute. This might be a faster way:
result - matrix(NA,dim(A)[1], dim(A)[2])
# now compute the cases
result[(A ==1) (D == 1) (P ==1)] - Case1
result[(A == -1) (D == -1) (P == -1)] - Case2
...
On Nov 8, 2007
hadley wickham wrote:
You're assuming an automatic cast from numbers into strings? What if
a + 4 threw an error?
What's wrong with commas anyway when using cat():
cat(x is ,x,' and y is ',y,'\n',sep='')
x is 1 and y is 2
and there's always sprintf() for those moments when you want
If I understand what you want, you can use 'which'
which(w0.6, arr.ind=T)
On 08/11/2007, Christoph Scherber [EMAIL PROTECTED]
wrote:
Dear R users,
suppose I have a matrix of observations for which I calculate all
pair-wise correlations:
m=matrix(sample(1:100,replace=T),10,10)
Hi Azadeh,
As the warning message is telling you, it seems that your initial
parameters for the covariance functions are not very good. Something
that you can do is to use the eyefit() function (package geoR) to fit
your variogram by eye and get a first approximation for your
covariance
On 11/8/07, Michael Kubovy [EMAIL PROTECTED] wrote:
Dear r-helpers,
I'm using ggplot2::ggplot to plot seven time series on the same graph.
c - ggplot(jobm, aes(y = value, x = year, colour = kind))
c + stat_smooth()
This gives me a legend with colors that are not very different. Can I
You could try using levelplot from the lattice package:
library(lattice)
levelplot(mcpvalue~x+y)
failing that, interpolate them to a grid using akima or fields then
display with image
L
On 8 Nov 2007, at 18:13, Duncan Murdoch wrote:
On 11/8/2007 11:51 AM, zhijie zhang wrote:
Dear friends,
On 11/8/2007 1:26 PM, Barry Rowlingson wrote:
hadley wickham wrote:
You're assuming an automatic cast from numbers into strings? What if
a + 4 threw an error?
What's wrong with commas anyway when using cat():
cat(x is ,x,' and y is ',y,'\n',sep='')
x is 1 and y is 2
Nothing
This will do the calculations and the plot:
x - scan(textConnection(255 0 255 0 255 255 255 0 255 0
+ 255 255 255 255 0 255 255 0 255 0
+ 255 255 255 255 255 255 255 0 255 0
+ 255 255 255 255 0 255 255 0 255 0
+ 255 255 0 255 255 255 255 0 255 0
+ 255 255 255 0 255 0 0 255 0 255), what=0)
Read
On Nov 8, 2007, at 5:42 PM, Edith Hodgen wrote:
Hi
[snip]
What I think the problem is (I'm hoping it's not)
—--
I've used odfWeave to do something similar, and was then able to
specify both the infile and the outfile (and so could go something
like
infile
(2) More process and I/O facilities, specifically I'd like
forking and
something like a functionconnection which works like a
textconnection but obtains input from / feeds output to a
function.
This would allow running an external process that receives input
If it were me, I think I would try to use Rscript. R will still have
to pull data using ROracle, and write back to Oracle, but the
operation will be under the control of the pl/sql script.
A standard R installation now includes Rscript. Rscript is intended
to be used, as I recall, in a manner
I think something like this is what you are after. This will create 7
pairs of lists with the parameters that I think you want. I don't
have the data (if you want to sent it to me, I may be able to test it)
so you will have to test it yourself.
# create a list for the results
result -
Hi
Apologies in advance if I've missed something obvious. I have read the
Sweave manual, the first article in R News, looked at the Help pages,
googled Sweave and words like loop, output, files, multiple, done much
the same on R site search (in case I missed something on Google) and I
couldn't
Hello -
I am wanting to create some Cox PH models with coxph (in package
survival) using different datasets.
The code below illustrates my current approach and problem with
completing this.
### BEGIN R SAMPLE CODE ##
library(survival)
#Define a function to make
Dear Listers,
My post might be somewhat OT.
Currently, I am trying to use flexmix to build a finite mixture model.
For instance, I am getting the prior probability and coefficients for
each latent class from training data. Is there a way to get the
posterior probablity and prediction of a new
On Nov 8, 2007 3:16 PM, Jan T. Kim [EMAIL PROTECTED] wrote:
On Thu, Nov 08, 2007 at 01:35:34PM -0500, Duncan Murdoch wrote:
On 11/8/2007 1:26 PM, Barry Rowlingson wrote:
hadley wickham wrote:
You're assuming an automatic cast from numbers into strings? What if
a + 4 threw an error?
Hey Christoph,
It is not clear what do you want to extract.
w[w0.6] does give you the correlation values above 0.6. What is your
question?
Julian
Christoph Scherber wrote:
Dear R users,
suppose I have a matrix of observations for which I calculate all
pair-wise correlations:
Duncan Murdoch wrote:
On 11/8/2007 11:51 AM, Thomas Lumley wrote:
On Wed, 7 Nov 2007, Duncan Murdoch wrote:
At first I thought you were complaining about the syntax, which I find
ugly. There was a proposal last year to overload + to do concatenation
of strings, so you'd type
Duncan Murdoch wrote:
and there's always sprintf() for those moments when you
want neat formatting.
That's good when you want good control over the formatting, but it
doesn't tend to be all that readable, with the variables all listed
at the end, instead of in between the bits of
Thanks again for the response!
For example, I want to run the following
contrast(fit.lme, list(Trust=U, Sex=levels(Model$Sex),
Freq=levels(Model$Freq)), list(Trust=T, Sex=levels(Model$Sex),
Freq=levels(Model$Freq)))
The 2nd and 3rd arguments are two lists that I'm trying to construct
I am still not sure what you expect as output. Can you provide an
example of what you think that you need. What is it that you are
trying to construct? How do you then plan to use them? There might
be other ways of going about it if we knew what the intent was -- what
is the structure that you
Thanks for the response!
I want to create those lists so that I could use them in a function
('contrast' in contrast package) as arguments.
Any suggestions?
Thanks,
Gang
On Nov 8, 2007, at 5:12 PM, jim holtman wrote:
Can you tell us what you want to do, and not how you want to do it.
Well Sadeghian, I have to give you credit for perseverance. This must be
the fifth email you have sent to R-help for this one question.
Unfortunately, with each additional message, your chances of getting any
help are becoming asymptotically closer to zero. So some advice:
PLEASE do read the
On 11/8/2007 2:44 PM, Peter Dalgaard wrote:
Duncan Murdoch wrote:
On 11/8/2007 11:51 AM, Thomas Lumley wrote:
On Wed, 7 Nov 2007, Duncan Murdoch wrote:
At first I thought you were complaining about the syntax, which I find
ugly. There was a proposal last year to overload + to do
On Nov 8, 2007 1:26 PM, Barry Rowlingson [EMAIL PROTECTED] wrote:
hadley wickham wrote:
You're assuming an automatic cast from numbers into strings? What if
a + 4 threw an error?
What's wrong with commas anyway when using cat():
cat(x is ,x,' and y is ',y,'\n',sep='')
x is 1 and y
Hello,
This is probably a naieve question. Why does R store everything in
double-precision format? For many circumstances (e.g., dealing with
huge binary files) it seems like a waste of memory. Is there any
thought of allowing the user to decide the format when assigning an
object (e.g., as an
On 08-Nov-07 18:39:57, Gabor Grothendieck wrote:
On Nov 8, 2007 1:26 PM, Barry Rowlingson [EMAIL PROTECTED]
wrote:
hadley wickham wrote:
You're assuming an automatic cast from numbers into strings? What
if
a + 4 threw an error?
What's wrong with commas anyway when using cat():
I think you have the reference for the lmreg package
wrong. It looks like it is Carey VJ. LMSqreg: An R
package for ColeGreen reference centile curves, 2002,
http://www.biostat.harvard.edu/#8764;carey.
The package seems to be available at
http://www.biostat.harvard.edu/~carey/vcwww_4.html
---
On Thu, Nov 08, 2007 at 01:35:34PM -0500, Duncan Murdoch wrote:
On 11/8/2007 1:26 PM, Barry Rowlingson wrote:
hadley wickham wrote:
You're assuming an automatic cast from numbers into strings? What if
a + 4 threw an error?
What's wrong with commas anyway when using cat():
Hi everybody,
Im a newbie, but i hope someone can help me in this work...
Ill try to explain what i need to do in the best way, but my english is
not good...
Iv imported a big table of data, this table is something like this:
255 0 255 0 255 255 255 0 255 0
255 255 255 255 0 255 255 0 255 0
255
Hi
I am trying to run a mixed effects model taking into account that i sampled
in the same locations four times i.e. temporal repeated measures. From what
i gathered i need to group my data by my repeated measure - time - and state
the structure of my random variables so i tried this:
On 9/11/2007, at 9:01 AM, Julian Burgos wrote:
Hey Christoph,
It is not clear what do you want to extract.
w[w0.6] does give you the correlation values above 0.6. What is your
question?
Julian
Perhaps he wants
which(w0.6,arr.ind=TRUE)
It is indeed hard
On Thu, 8 Nov 2007, Erik Iverson wrote:
Hello -
I am wanting to create some Cox PH models with coxph (in package
survival) using different datasets.
The code below illustrates my current approach and problem with
completing this.
### BEGIN R SAMPLE CODE ##
Thanks.
So with kid.weights I will have (see below) - or is my example use of quantreg
wrong?
#growth_chart_create.R
library(UsingR)
library(quantreg)
lbs_to_kg-1/2.2046
inch_to_cm-2.54
data(kid.weights)
data_kids-kid.weights
data_kids$weight_kg-kid.weights$weight*lbs_to_kg
Here are a couple of thoughts:
You can use 'file.rename' to rename the .tex file created by Sweave to
your pattern (within the loop if you stick with that approach).
I did something similar (using odfWeave) where the template file always
accessed a given dataframe (mydata1 for example) then when
Dear R experts,
I am looking at the Fligner-Killeen statistic to perform a
homegenity of variance test across multiple data sets. However I
cannot find any reference to any paper or other bibliography where the
theory behind this test is explained. I have looked (google) for
information on both
On 9/11/2007, at 4:28 PM, Omar Baqueiro wrote:
Dear R experts,
I am looking at the Fligner-Killeen statistic to perform a
homegenity of variance test across multiple data sets. However I
cannot find any reference to any paper or other bibliography where the
theory behind this test is
Hi,
Yes, after reading that paper I realized it contained the reference to
the actual paper. A question would be why isn't the original paper
cited instead of a survey. But that solved my problem so thanks a lot!
On Nov 9, 2007 3:53 AM, Rolf Turner [EMAIL PROTECTED] wrote:
On 9/11/2007, at
Hi
cross posting from sig geo , because I really need help!
I'm using geoR for some spatial linear models and I'm getting
surprisingly optimistic values from the spatial models relative to the
non-spatial, even when the models appear to be performing about
equally (by AIC comparison)
For
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