On 2/2/08, 宋时歌 [EMAIL PROTECTED] wrote:
On Linux platform, nothing beats Emacs + ESS.
Another text editor would be Bluefish. I believe it would lack
functionality compared to the Emacs + ESS.
Liviu
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Dear R users
I wonder if there is a quick way to calculate the ratio/fraction of a
list/data frame. For example, if I have a data frame with two fields:
Index and A. I would like to know the fractions of A's within the same
Index. That is, for Index =1, three fractions will be 1/(1+2+3)=0.17,
I'm an R newbie and am trying to plot 3 vectors, say a,b,c. I have
downloaded 3 R manuals and searched your forum. There are plenty of X vs Y
examples, but cannot find how to plot 3, or more vectors one one graph. I'm
sure I overlooked something.
Thanks for any help.
CHV
--
View this message
I have a model as follows:
x - replicate(100, sum(rlnorm(rpois(1,5), 0,1)))
y - quantile(x, 0.99))
How would one go about estimating the boundaries of a 95% confidence
interval for y?
Any pointers would be greatly appreciated.
version
_
platform i386-pc-mingw32
arch i386
os mingw32
system
On 01/02/2008 11:49 PM, 宋时歌 wrote:
On Linux platform, nothing beats Emacs + ESS.
This discussion may be relevant:
http://xkcd.com/378/
Duncan Murdoch
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On Saturday 02 February 2008 04:06:38 am Wade Wall wrote:
WW I know this question has been asked in the past, but I am wondering if
WW anyone running R on Linux has any guidance as to a text editor that works
WW well with R.
Beside the aforementioned emacs+ESS there exists another good editor.
After to much windows contamination, my brain does not do the cryptic part of
Emacs+ESS C-x M-c M-headache. Eclipse is is currently my choice.
(But the installation instructions could be better)
Kees
On Saturday 02 February 2008 05:49:10 am 宋时歌 wrote:
On Linux platform, nothing beats Emacs +
Hi,
I place a t.test in a loop and would like to continue to process the loop
even when t.test encounter error. How do I do that?For example, in one
iteration, the data is completely constant and t.test gives error, the
entire program terminates. I would like to write the information out to
What you want to do is to use 'plot' for the initial vector and then
lines to add the other two. You will have to set the range of the
y-axis in the initial call to plot. The sequence would probably
look like this:
plot(a, ylim=range(a, b, c), col='black')
lines(b, col='red')
lines(c,
?try
e.g.,
for(i in x) try(t.test(...))
On Feb 2, 2008 7:43 AM, My Coyne [EMAIL PROTECTED] wrote:
Hi,
I place a t.test in a loop and would like to continue to process the loop
even when t.test encounter error. How do I do that?For example, in one
iteration, the data is completely
Le sam. 02 févr. à 05:49, 宋时歌 a écrit :
On Linux platform, nothing beats Emacs + ESS.
To me, an added bonus of Emacs + ESS is that you can remove the On
Linux platform, above. Emacs is one of the very few (only?)
programmer's text editor with a good R mode that runs on all platforms
where
Is this what you want?
x - read.table(textConnection(Index A
+ 1 1
+ 1 2
+ 1 3
+ 2 4
+ 2 3
+ 3 7
+ 3 9
+ 3 3
+ 3 1), header=TRUE)
data.frame(x, value=ave(x$A, x$Index, FUN=function(z) z / sum(z)))
Index A value
1 1 1 0.167
2 1 2 0.333
3 1 3 0.500
4 2 4
I am in a similar situation and found that Kate combined with Konsole
operates very much like Tinn-R. I actually use Kate for all interpreters
like Python, R, and Octave under linux.
Tom
Wade Wall wrote:
Hi all,
I know this question has been asked in the past, but I am wondering if
HI,
can anybody help me how to observe or read the output of an r command
pagewise? (E.g. to make a break after the first page of output data and then
continue by putting a key on the console)
Thanks a lot.
Oliver
[[alternative HTML version deleted]]
Greetings,
For the following quarterly data I did a classical decomposition by hand in
a spreadsheet and got reasonably similar results using Minitab 15.
x
1 36
2 44
3 45
4 106
5 38
6 46
7 47
8 112
Stefan Grosse wrote:
On Saturday 02 February 2008 04:06:38 am Wade Wall wrote:
WW I know this question has been asked in the past, but I am wondering if
WW anyone running R on Linux has any guidance as to a text editor that works
WW well with R.
Beside the aforementioned emacs+ESS there
NO
Dear Oliver,
I'm not sure why you'd want to do this rather than just scrolling the
console after the output is completed (assuming, of course, that you
can scroll your console), but here's a function (not extensively
tested) that might do what you want:
more - function(command, lines=20){
Hi,
have a look at ?try which leads to using a construct of the following
form:
myTtest - try(t.test(...))
if (inherits(myTtest, try-error))
{
cat(myTtest)
myTtest - NA
}
Christian
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On Saturday 02 February 2008 03:21:24 pm Frank E Harrell Jr wrote:
FE I have tried installing rkward on three different ubuntu systems and
FE have never gotten past this error:
FE
FE rkward
FE /usr/bin/rkward.bin: symbol lookup error: /usr/bin/rkward.bin: undefined
FE symbol: R_LastvalueSymbol
Perhaps the 'page' function?
Patrick Burns
[EMAIL PROTECTED]
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and A Guide for the Unwilling S User)
Oliver Herbst wrote:
HI,
can anybody help me how to observe or read the output of an r command
pagewise? (E.g. to make a break
Dear Tom, Bernhard, Ruey:
I can't get that to match Tsay's example, but I have other
questions about that.
1. I got the following using Tom's 'archTest' function (below):
archTest(log(1+as.numeric(m.intc7303)), lags=12)
ARCH test (univariate)
data: Residual of y1
Spencer,
Sorry, I forgot that the default lag in arch is 16. Here is the fix. Can you
try it again and see if it gives the correct (or at least similar compared
to a true LM test) result?
archTest=function(x, lags=12){
#x is a vector
require(vars)
s=embed(x,lags)
y=VAR(s,p=1,type=const)
Dear list,
This is off-topic, but perhaps there is an expert out there who can help
me in
a bootstrapping test.
I have two samples A, B from, say, a normal distribution. A third sample R
is the vector of pairwise minima of the same random variables:
A = rnorm(100)
B = rnorm(100)
A2 =
OK, it's no good. Here is the result:
data(m.intc7303)
archTest(log(1+as.numeric(m.intc7303)), lags=12)
ARCH test (univariate)
data: Residual of y1 equation
Chi-squared = 13.1483, df = 12, p-value = 0.3584
On 2/2/08, tom soyer [EMAIL PROTECTED] wrote:
Spencer,
Sorry, I forgot
Dear Tom:
Your revised function eliminates the discrepancy in the degrees of
freedom but is still very different from the numbers reports on Tsay, p.
102:
archTest(log(1+as.numeric(m.intc7303)), lag=12)
ARCH test (univariate)
data: Residual of y1 equation
Chi-squared = 13.1483,
Spencer,
The warning message is sent from VAR, it basically lets you know that the
data it used had no column names and it had to supply them using y1, y2, y3,
etc. It can be suppressed by including options(warn=-1) in the function.
Anyway, it seems that the p value from my function does not
Jacques Wagnor [EMAIL PROTECTED] wrote in
news:[EMAIL PROTECTED]:
I have a model as follows:
x - replicate(100, sum(rlnorm(rpois(1,5), 0,1)))
y - quantile(x, 0.99))
How would one go about estimating the boundaries of a 95% confidence
interval for y?
Any pointers would be greatly
tom soyer wrote:
Spencer,
The warning message is sent from VAR, it basically lets you know that the
data it used had no column names and it had to supply them using y1, y2, y3,
etc. It can be suppressed by including options(warn=-1) in the function.
Anyway, it seems that the p value
Hello
I have a data frame and one of its columns is as follows:
Col
chr1:71310034
chr14:23354088
chr15:37759058
chr22:18262638
chrUn:31337214
chr10_random:4369261
chrUn:3545097
I would like to get rid of colon (:) and replace this column
with two new columns containing
help(strsplit)
b
On Feb 2, 2008, at 12:43 PM, joseph wrote:
Hello
I have a data frame and one of its columns is as follows:
Col
chr1:71310034
chr14:23354088
chr15:37759058
chr22:18262638
chrUn:31337214
chr10_random:4369261
chrUn:3545097
I would like to get rid of
Please note the request for a reproucible example at the foot of this (and
every) message. Your 'x' looks like a data frame, double-spaced by your
mailer (and your sent HTML when asked not to, probably the cause).
However,
x - ts(c(36,44,45,106,38,46,47,112,42,49,48,118,42,50,51,118),
+
Benilton Carvalho wrote:
help(strsplit)
b
Yes, but...
The postprocessing gets a bit awkward. It might be easier to use sub()
to get rid of the first/last bit of the string i.e.
C2 - sub(^.*:, , Col)
C1 - sub(:.*$, , Col)
An orthogonal idea is
con - textConnection(Col)
read.table(con,
hits=-2.5 tests�YES_00,FORGED_RCVD_HELO
X-USF-Spam-Flag: NO
try this:
dat - data.frame(Col = c(chr1:71310034, chr14:23354088,
chr15:37759058, chr22:18262638, chrUn:31337214,
chr10_random:4369261, chrUn:3545097))
vals - strsplit(as.character(dat$Col), :)
dat$Col_a - sapply(vals, [, 1)
That actually reminds me of a problem I had to tackle a while ago.
Say I have the following:
txt - c(Variation_0001 // chr1:1083805-1283805 // Array CGH //
15286789 // Iafrate et al. (2004) // CopyNumber /// Variation_5452 //
chr1:1142956-1147823 // Computational mapping of resequencing
Atte Tenkanen a écrit :
Dear R-users,
How do you save a big table or matrix
I use
write.table() to save and
read.table() to read
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On Saturday 02 February 2008 07:51:00 pm you wrote:
FE I'm using the standard Ubuntu debian repositories.
FE Frank
FE
Try the 0.4.9 etch package from the project:
http://sourceforge.net/project/showfiles.php?group_id=50231package_id=43758release_id=568604
for gutsy the latest package is 0.4.7
On 2 February 2008 at 20:15, Stefan Grosse wrote:
| On Saturday 02 February 2008 07:51:00 pm you wrote:
| FE I'm using the standard Ubuntu debian repositories.
| FE Frank
| FE
|
| Try the 0.4.9 etch package from the project:
|
Stefan Grosse wrote:
On Saturday 02 February 2008 07:51:00 pm you wrote:
FE I'm using the standard Ubuntu debian repositories.
FE Frank
FE
Try the 0.4.9 etch package from the project:
http://sourceforge.net/project/showfiles.php?group_id=50231package_id=43758release_id=568604
That
David Winsemius [EMAIL PROTECTED] wrote in
news:[EMAIL PROTECTED]:
Jacques Wagnor [EMAIL PROTECTED] wrote in
news:[EMAIL PROTECTED]:
I have a model as follows:
x - replicate(100, sum(rlnorm(rpois(1,5), 0,1)))
y - quantile(x, 0.99))
How would one go about estimating the boundaries of
Two small points for this discussion.
Emacs + ESS is brilliant, but it does require some investment of time for
people to become comfortable with it. You really need to grok Emacs first. It
is protable across platforms, as pointed out below, but if you are trying to
get a neophyte class on
I have a model as follows:
x - replicate(100, sum(rlnorm(rpois(1,5), 0,1)))
y - quantile(x, 0.99))
How would one go about estimating the boundaries of a 95% confidence
interval for y?
Any pointers would be greatly appreciated.
version
_
platform i386-pc-mingw32
arch i386
os mingw32
system
UseR,
I am on the conference committee for CMG'08 (Computer Measurement
Group - www.cmg.org). At the last several conferences I have
presented papers, and workshops, on the use of R in computer
performance analysis and visualization. I am sending this out to see
if anyone would be interested in
Your question is not clear. Confidence intervals apply to parameters.
What you set out below is a simulation strategy. x is a simulated
sample and y is a statistic based on it. There is no 'model' in any
statistical sense.
What is the parameter for which you want a confidence interval?
What
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