On Wed, 16 Feb 2011 05:16:07 pm Dieter Menne wrote:
Steven Cordwell wrote:
However, transforming z into a matrix with two rows, where both rows are
the same as z above does seem to be a workaround.
z - matrix(c(z,z),2,length(z),byrow=TRUE)
y - c(0.25,0.75)
Dear all I would like to ask you if there is a way in R to monitor in R when a
value changes.
Right now I use the sprintf('my variables is %d \n, j) to print the value of
the variable.
Is it possible when a 'big' for loop executes to open in a new window to
dynamically check only the
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On 02/16/2011 10:38 AM, Alaios wrote:
Dear all I would like to ask you if there is a way in R to monitor in R when
a value changes.
Right now I use the sprintf('my variables is %d \n, j) to print the value of
the variable.
Is it possible
Dear all I have an sprintf inside a loop to track changes in variable's value.
This sprintf statement works if I copy and paste it inside R
sprintf('I did the the %d,%d \n',k,l)
but when this is inside a loop I get no message.
listcounter-1
for (k in c(1:mmax)){ #
for (l in c(1:nmax)){
I think we are both talking for watchpoints-breakpoints
--- On Wed, 2/16/11, Rainer M Krug r.m.k...@gmail.com wrote:
From: Rainer M Krug r.m.k...@gmail.com
Subject: Re: [R] monitor variable change
To: Alaios ala...@yahoo.com
Cc: R-help@r-project.org
Date: Wednesday, February 16, 2011, 9:54
Use
cat(sprintf('I did the the %d,%d \n',k,l))
The functions do not print in non interactive mode
Hope it helps
mario
On 16-Feb-11 11:15, Alaios wrote:
Dear all I have an sprintf inside a loop to track changes in variable's value.
This sprintf statement works if
Dear all,
I build a customized version of R-2.12.1 from source (under windows XP). I
work as explain in the R Installation and Adminstration manual and all
seems to be good... But When I try to uninstall this version I have the
error message cannot find utCompiledCode record for this version
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On 02/16/2011 11:21 AM, Alaios wrote:
I think we are both talking for watchpoints-breakpoints
Yes - and it would be nice to have it, but it can actually be
implemented on IDE etc level: If you are using emacs / ess, checkout
Hi everyone.
I would like to modify the axis on my plot.
First, I would like to make a plot without the box. so I use :
plot(x,y, axes = FALSE, type = 'l')
Then, I call :
axis(1, tck = -0.02)
axis(2, tck = -0.02)
to have X and Y axis appear. However, I would like them to join at the
origin
Dear all,
I created a scatterplot matrix with the scatterplot and linear
regression line in the upper panel, the density histogram in the
diagonal panel and the values of the Pearson coefficient, probability
and number of observations used, in the lower panel. Please see the
script above.
Now I
Thank you very much for the answer, it helped me a lot!
Regards,
Sabine Woschitz
Original-Nachricht
Datum: Sat, 12 Feb 2011 01:04:46 -0800 (PST)
Von: Matthieu Lesnoff [via R]
ml-node+3302494-847497758-212...@n4.nabble.com
An: sabwo sab...@gmx.at
Betreff: Re: Comparison
Hello,
I have multiple data files. Each file contains a single column and 1.5
million rows. I want to create normalized pdfs (area under curve is 1) and
histograms to compare with one another. Could anybody suggest if there
exists an easy way or built in function in R.
At present I am using
try using box(), e.g.,
plot(x, y, axes = FALSE, type = 'l')
axis(1, tck = -0.02)
axis(2, tck = -0.02)
box(bty = l)
I hope it helps.
Best,
Dimitris
On 2/16/2011 10:45 AM, Filoche wrote:
Hi everyone.
I would like to modify the axis on my plot.
First, I would like to make a plot without
On 02/16/2011 08:45 PM, Filoche wrote:
Hi everyone.
I would like to modify the axis on my plot.
First, I would like to make a plot without the box. so I use :
plot(x,y, axes = FALSE, type = 'l')
Then, I call :
axis(1, tck = -0.02)
axis(2, tck = -0.02)
to have X and Y axis appear. However,
To expand on Mario's response below:
sprintf() is a function which returns a value which
is a [vector of] character string[s]. The print in its
name is there because its name is the same as the C function
sprintf whose purpose is to create a character string (s)
formatted (f) according to the
Thank you very much both.
You made it clear :)
Regards
Alex
--- On Wed, 2/16/11, ted.hard...@wlandres.net ted.hard...@wlandres.net wrote:
From: ted.hard...@wlandres.net ted.hard...@wlandres.net
Subject: Re: [R] sprintf does not print
To: R help r-help@r-project.org
Cc: Alaios
How about googleing:
r-project probability density
The fourth link to some pdf file gives you quite a bunch of examples and the
functions relevant for your problem (hist() and density() I would guess).
Browsing the documentation for these functions (by hitting ?hist or ?density )
gives you
Dear list,
does anybody know whether there is a way to easily retrieve the so called
partial residuals of a gam fit with package mgcv? The partial residuals are
the residuals you would get if you would leave out a particular predictor and
are the dots in the plots created by
Dear All.
I would like to know how to call one user defined R function from java
program. Suppose a R function
Addition- function(a,b)
{
return(a+b)
}
Is it possible to call the function Addition and send the parameters a, and
b from a java program?
Thanks in advance
Kind Regards
Wesley
Dear List
I have run into some problems with boot.ci from package boot. When I
try to obtain a confidence interval of type bca, boot.ci() returns the
following error when the data set i large:
Error in bca.ci(boot.out, conf, index[1L], L = L, t = t.o, t0 =
t0.o, :
estimated adjustment 'a' is
Hello R users
I am having trouble accessing data on a remote server when using sweave.
An example is the loading of an .RData file e.g.
load(url(http://uk-air.defra.gov.uk/openair/R_data/MH_2006.RData;))
which works fine from the command line (this loads a small .RData file into
R).
I have a
On Feb 15, 2011, at 9:05 PM, jeanneyue wrote:
Hi,
May I know how to obtain the confidence interval of the survival
curve of
weighted Cox regression model?
I tried coxph, cph, and coxphw, but they did not work.
Any help would be much appreciated.
One possible reason that this question
One possible solution is to use something like:
a - 0
for (i in 1:1E6) {
old.a - a
# do something e.g.
a - runif(1) 1E-6
if (a != old.a) browser()
}
Another solution is to write your output to file (using sink for
example) and to watch this file using a tool like tail.
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On 02/16/2011 03:04 PM, Jan van der Laan wrote:
One possible solution is to use something like:
a - 0
for (i in 1:1E6) {
old.a - a
# do something e.g.
a - runif(1) 1E-6
if (a != old.a) browser()
You can replace the
You could use any of the gui toolkits (tcltk, gWidgets ...)
and create a watch window which displays the changing value of your
variable in a popup widged.
On 2/16/2011 10:54 AM, Rainer M Krug wrote:
On 02/16/2011 10:38 AM, Alaios wrote:
Dear all I would like to ask you if there is a way in R
You can replace the previous line by:
browser(expr=(a!=old.a)
see ?browser for details.
I don't understand why you'd want to do that - using if is much more
readable to me (and is much more general!)
Hadley
--
Assistant Professor / Dobelman Family Junior Chair
Department of Statistics /
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On 02/16/2011 03:24 PM, Hadley Wickham wrote:
You can replace the previous line by:
browser(expr=(a!=old.a)
see ?browser for details.
I don't understand why you'd want to do that - using if is much more
readable to me (and is much more
Hello.
Somebody knows if there exists some R package that it is capable of doing the
same of the software ExpertFit (see
http://www.averill-law.com/ExpertFit-distribution-fitting-software.htm)?
Thanks,
Arnau.
Arnau Mir Torres
One way to implement this functionality is with a task manager callback:
watch - function(varname) {
old - get(varname)
changed - function(...) {
new - get(varname)
if (!identical(old, new)) {
message(varname, is now , new)
old - new
}
TRUE
}
Hello Lars, (cc'd)
Did you ask maintainer(boot) first, as requested by the posting guide?
If you did, but didn't hear back, then please say so, so that we know
you did follow the guide. That maintainer is particularly active, and
particularly efficient though, so I doubt you didn't hear back.
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On 02/16/2011 03:29 PM, Hadley Wickham wrote:
One way to implement this functionality is with a task manager callback:
watch - function(varname) {
old - get(varname)
changed - function(...) {
new - get(varname)
if
Hello everyone,
I am new in R and I am trying to create a id number (a correlative
sequence of numbers) by group, and a correlative sequence of numbers
inside each group (my idea is to get statistics by group without having
to aggregate the database). Here an example:
group id_group
Hi
I was wondering whether anyone can provide any help or suggestions on the
boostrap method for latent class analysis please.
My main question is: can the bootstrap procedure sometimes be less precise
than the non-bootstrap procedure when carrying out latent class analysis?
I am asking this
Dears,
I would like to know how could I change the shading type of a box plot.
Thanks a lot.
Sincerely,
Roger Bordoy
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
Hi R community!
I'd like to create a temporal series with ts command for the interval
1st January 2002 - 31 December 2008. I have daily values, so this is a
2557 days temporal series. I'm using this command :
ts(observations, start=2002, end=2009, freq=365)
However, I don't get the
Hi
I'm reading a CSV file using read.table, and it keeps importing a text
variable as a factor. To overcome this, I've used the as.is command
referring to the variable in question (called stim)
data-read.table(file.choose(), header=T, sep=,, as.is = stim)
However, stim is still imported as a
Hello,
after (1) getting independent components from the (200*20) data matrix X_t by
applying
PearsonICA(data matrix, n.comp = 2, row.norm = FALSE, maxit = 200, tol = 1e-04,
border.base = c(2.6, 4), border.slope = c(0, 1), verbose = FALSE, w.init =
NULL, na.rm = FALSE, whitening.only =
Dear All,
I need the assistance to plot the staked area plot using ggplot2
What i am expecting is to plot in X-axis the time(Shown in column1) from
range of 0 to 100 seconds, and in the y axis the stable increment in area in
both directions (less than and greater than zero) for columns 3, 4, 5
Hi
I've resolved the following query by adding the option stringsAsFactors =
FALSE
Thanks
Nick Riches
-- Forwarded message --
From: Nick Riches nick.ric...@gmail.com
Date: 16 February 2011 12:16
Subject: read.table - reading text variables as text
To: r-help@r-project.org
Hi
A quick way to do this is to replace \d and \D with character classes [0-9.]
and [^0-9.] . This assumes that there is no scientific notation and that there
is nothing like 123.45.678 in the string. You did not account for a leading
minus sign.
The book Mastering Regular Expressions is probably
Hi R community!
I'd like to create a temporal series with ts command for the interval
1st January 2002 - 31 December 2008. I have daily values, so this is a
2557 days temporal series. I'm using this command :
ts(observations, start=2002, end=2009, freq=365)
However, I don't get the
Many thanks Mikhail,
aggregate() is fine!
Il 14/02/2011 20.42, Mikhail Titov ha scritto:
It depends what would you like to get at the end. Perhaps you don't
necessary need this type of numbering. For instance, if you'd like to
calculate daily average.
london$id- as.Date(london$id)
For sum by
Hey everyone,
For an investment strategy I built some portfolios of historical stock returns
(every 6 month for 10 years-20observations). To get more observations I´m
using overlapping observations(40obs. which means lag=1).The goal is to test
whether the reruns are positiv or market
Hi,
I used the commands below to make Hartley's table,
but some values are NA.
require(SuppDists)
trat = seq(2, 15, 1)
gl = seq(2, 40, 1)
har = matrix(0, nr=length(gl), nc=length(trat))
for(i in 1:length(gl))
for(j in 1:length(trat))
har[i,j] - qmaxFratio(.95, df=gl[i], k=trat[j])
On Wed, Feb 16, 2011 at 6:51 AM, Peter Zorglub peter.zorg...@gmail.com wrote:
Hi R community!
I'd like to create a temporal series with ts command for the interval 1st
January 2002 - 31 December 2008. I have daily values, so this is a 2557 days
temporal series. I'm using this command :
On 16/02/2011 9:04 AM, Jan van der Laan wrote:
One possible solution is to use something like:
a- 0
for (i in 1:1E6) {
old.a- a
# do something e.g.
a- runif(1) 1E-6
if (a != old.a) browser()
}
Another solution is to write your output to file (using sink for
example)
Hello,
I'm running a number of arima models using the arima function. Often,
when lag length gets too high, these model don't converge and an error
message appears as this:
reg - arima(y,order=c(7,0,7),xreg=isr)
Warning message:
In arima(y, order = c(7, 0, 7), xreg = isr) :
possible
You don't really need to do all of that, since you can
use group directly. But if you want to have a numeric
value for some reason, here's one possible way:
group - c(A, A, A, A, B, B, B, C, C, C, C, C)
id_group - as.numeric(as.factor(group))
correlative_group - unlist(lapply(rle(group)$lengths,
On Wed, 16 Feb 2011, stif...@gmx.de wrote:
Hey everyone,
For an investment strategy I built some portfolios of historical stock returns
(every 6 month for 10 years-20observations). To get more observations I´m
using overlapping observations(40obs. which means lag=1).The goal is to test
I just found out that the sum of 1+2+3+... is -1/12. !?! Crazy.
Not really. Google on divergent series or Euler summation. The result
explains why bosonic string theory must operate only in 26 dimensions! It
would then appear that ... -3 - 2 - 1 + 0 +1 +2 +3 + ... is zero.
Arnau Mir arnau.mir at uib.es writes:
Somebody knows if there exists some R package that it is capable of
doing the same of the software ExpertFit
(see http://www.averill-law.com/ExpertFit-distribution-fitting-software.htm)?
Not that I'm aware of: see e.g.
The partial residuals for a smooth term are just the whole model residuals +
the corresponding estimate of the smooth term. You can use predict to access
the latter and compute them quite easily. For example...
set.seed(0) ## simulate some data...
dat -
On 2011-02-16 04:44, Lars Dalby wrote:
Dear List
I have run into some problems with boot.ci from package boot. When I
try to obtain a confidence interval of type bca, boot.ci() returns the
following error when the data set i large:
Error in bca.ci(boot.out, conf, index[1L], L = L, t = t.o, t0 =
On 15.02.2011 19:20, ycherkas wrote:
Hi,
I have a package I was previously able to compile and use for R 2.6.
In the newer versions of R it did not work, so I am making it from scratch
using Rtools and new R version.
Looks like you have designed mypack in a way that it is supposed to
run
On 15.02.2011 21:05, poisontonic wrote:
Hi, I'm using the latest version of 64-bit R for Windows: R x64 2.12.1
I'm using it because I currently need to do hierarchical clustering on a
very large object (too big for MATLAB, which I normally use).
When I try to cluster my distance matrix d
On 14.02.2011 16:50, Rita Carreira wrote:
Hello!
Happy Valentine's Day...
After I loaded the package lattice in R, it did not work. Then when I closed R
and restarted it, R started with an error message and here is the feedback that
I got from the R Console:
Loading required package:
On 14.02.2011 19:58, jose Bartolomei wrote:
Dear all,
I have encounter an odd situation.
I have various R scripts interconnected via the source () function.
After examining the results I noticed that not all the functions or procedures
within a script were adequately conducted.
Hi Nick,
On Wed, Feb 16, 2011 at 7:28 AM, Nick Riches nick.ric...@gmail.com wrote:
Hi
I've resolved the following query by adding the option stringsAsFactors =
FALSE
Sure, that works, but it doesn't explain why as.is=stim didn't work.
Unfortunately I cannot reproduce:
dat -
try this:
x - c('15.5B', '13.6M')
x - sub(B, 'e9', x)
x - sub(M, 'e6', x)
as.numeric(x)
[1] 1551360
On Tue, Feb 15, 2011 at 5:20 PM, Sam Steingold s...@gnu.org wrote:
I am trying to get stock metadata from Yahoo finance (or maybe there is
a better source?)
here is what I
On Feb 15, 2011, at 5:20 PM, Sam Steingold wrote:
I am trying to get stock metadata from Yahoo finance (or maybe there
is
a better source?)
here is what I did so far:
yahoo.url - http://finance.yahoo.com/d/quotes.csv?f=j1jka2s=;;
stocks - c(IBM,NOIZ,MSFT,LNN,C,BODY,F); # just some
samples
On Feb 16, 2011, at 2:09 PM, Sam Steingold wrote:
* David Winsemius qjvafrz...@pbzpnfg.arg [2011-02-16 13:33:32
-0500]:
parse.num - function (s) {
as.numeric(gsub(M$,e6,gsub(B$,e9,s))); }
data[1] - parse.num( data[[1]] ) # as.numeric and gsub are
vectorized
because parse.num turned
Hi:
There are some reasonably efficient ways to do this if you're a little
clever. If you use 16 histograms per page, you can get 928 of them onto 58
pages - with 4 per page, with one left over, that would generate 233 pages
of output. I could think of something like the following (pseudocode):
Dear list,
I am running R in slave mode to run some calculations on a remote cluster and
would like to somehow retrieve the last command in the case that it causes an
error. When an error occours, my job is just quitted and it takes me a lot of
work to find out which command in my rather
On Feb 16, 2011, at 2:26 PM, David Winsemius wrote:
On Feb 16, 2011, at 2:09 PM, Sam Steingold wrote:
* David Winsemius qjvafrz...@pbzpnfg.arg [2011-02-16 13:33:32
-0500]:
parse.num - function (s) {
as.numeric(gsub(M$,e6,gsub(B$,e9,s))); }
data[1] - parse.num( data[[1]] ) #
Hi all,
I want to construct relatedness among individuals and have a look at the
following script.
#
rm(list=ls())
N=5
id = c(1:N)
dad = c(0,0,0,3,3)
mom = c(0,0,2,1,1)
sex = c(2,2,1,2,2) # 1= M and 2=F
A=diag(nrow = N)
for(i in 1:N){
for(j in i:N)
JESSICA wrote:
I have a text file stored in notepad:
DATE TIME Q
2004-11-01233311 1
2004-11-01234227 1
...
I run
x-read.table(C:/R/Sample.txt,header=T)
then get a table
...
I am trying to
strptime(x$TIME,%H%M%S)
and get :
On Tue, Feb 15, 2011 at 5:20 PM, Sam Steingold s...@gnu.org wrote:
I am trying to get stock metadata from Yahoo finance (or maybe there is
a better source?)
here is what I did so far:
yahoo.url - http://finance.yahoo.com/d/quotes.csv?f=j1jka2s=;;
stocks - c(IBM,NOIZ,MSFT,LNN,C,BODY,F); #
On Feb 16, 2011, at 3:25 PM, Gabor Grothendieck wrote:
On Tue, Feb 15, 2011 at 5:20 PM, Sam Steingold s...@gnu.org wrote:
Check the example at the end of section 2 of the gsubfn vignette:
http://cran.r-project.org/web/packages/gsubfn/vignettes/gsubfn.pdf
OK. I'm impressed. So I loaded
On Wed, Feb 16, 2011 at 3:42 PM, David Winsemius dwinsem...@comcast.net wrote:
On Feb 16, 2011, at 3:25 PM, Gabor Grothendieck wrote:
On Tue, Feb 15, 2011 at 5:20 PM, Sam Steingold s...@gnu.org wrote:
Check the example at the end of section 2 of the gsubfn vignette:
I am looking for an R package for formal concept analysis
(http://en.wikipedia.org/wiki/Formal_concept_analysis).
I want to produce concept lattices
(http://en.wikipedia.org/wiki/File:Concept_lattice.svg).
I was wondering if there are packages that can produce similar graphics?
Thanks,
Mark
Hi all,
Could somebody be so kind to explain to me what is the saturated model
on which deviance and degrees of freedom are calculated when fitting a
binomial glm?
Everything makes sense if I fit the model using as response a vector of
proportions or a two-column matrix. But when the response
On Feb 16, 2011, at 4:13 PM, Gabor Grothendieck wrote:
On Wed, Feb 16, 2011 at 3:42 PM, David Winsemius dwinsem...@comcast.net
wrote:
On Feb 16, 2011, at 3:25 PM, Gabor Grothendieck wrote:
On Tue, Feb 15, 2011 at 5:20 PM, Sam Steingold s...@gnu.org wrote:
Check the example at the end
On Wed, Feb 16, 2011 at 5:09 PM, David Winsemius dwinsem...@comcast.net wrote:
require(gsubfn)
Loading required package: gsubfn
Loading required package: proto
demo(gsubfn-si)
demo(gsubfn-si)
~
Type Return to start :
Error in source(available, echo = echo,
--- begin included message ---
May I know how to obtain the confidence interval of the survival curve
of
weighted Cox regression model?
I tried coxph, cph, and coxphw, but they did not work.
Any help would be much appreciated.
end inclusion ---
Use the latest version of the survival
This is a very good question. You have spotted something that not many people
see and it is important.
The bland assertion that the deviance can be used as a test of fit can be
seriously misleading.
For this data the response is clearly binary, Admitted (success) or
Rejected (failure) and
Hi list,
Is there a function that can let me know which functions are being debugged? I
know I'm probably not doing a very good job of keeping track of things, but it
does get messier when you dig into different layers of a function. I know
there
is isdebugged, but it only works on one
Try this:
isDebug - lapply(sapply(search(), lapply, ls), function(f)sapply(f,
function(.f)tryCatch(isdebugged(.f), error = function(...)FALSE)))
which(unlist(isDebug))
On Wed, Feb 16, 2011 at 10:28 PM, Shi, Tao shida...@yahoo.com wrote:
Hi list,
Is there a function that can let me know which
Like earth can be trained simultaneously for degree and nprune, is there a way
to train ctree simultaneously for mincriterion and maxdepth?
Also, I notice there are separate methods ctree and ctree2, and if both options
are attempted to tune with one method, the summary averages the option it
Hi Folks,
I'm hoping someone could help me a bit. I have plotted the following:
###
tiff(plot7.tiff,units=cm,width=15,height=36,res=700)
layout(matrix(c(1,2,3,4,5,6),3,1),widths=lcm(c(15)),heights=lcm(c(12,12,12)),respect=TRUE)
Dear all,
For my research I need to perform a Levene's test on my data.I have not
large experience with this test and with R,so I have some problems to use
the leveneTest function. I read some previous posts on this topic but I
cannot understand what I have to do.
I have a five-columns data
Hi guys.
The tex file which compile the following graphic has many problems. I don't
know what's happening. Any input would be really appreciated.
# Cargo el prgrama que produce el código en Latex
require(tikzDevice)
# Establezco directorio del programa
Rjdbc consistently gives me an execution error with postgresql 9.0s JDBC4
driver. It's probably something trivial so am including my code below:
library(RJDBC)
param - 249
param2 - 188129
postgres - JDBC(org.postgresql.Driver,
Hi, thanks for your post, I tried what you said, and it runs, however when I
type summary ... I obtain the following: What's
happening? How can I solve it?
lmod1.lm -
tryCatch(lm(log(dat$inaltu)~log(dat$indiam),na.action=na.fail),error=function(err){NA})
summary(lmod1.lm,
You can put the following at the beginning
library(rgl)
r3dDefaults$windowRect - c(0,50, 700, 700)
--
View this message in context:
http://r.789695.n4.nabble.com/how-to-set-chart-output-size-in-rgl-surface3d-tp2066054p3309628.html
Sent from the R help mailing list archive at Nabble.com.
Dear R users,
I tried to use the built in parallelization in RevolutionR 2.10.0 on my Mac
OSX, with i5 processor (so 4 cores). Nothing happens when I use %dopar% for
parallelization in RevolutionR 2.10.0, and using 2.12.1 I just get errors:
library(doMC)
registerDoMC()
getDoParWorkers()
x -
Does R have a function for Parzen fractional degree of differencing estimator?
I am referring to the non-parametric kernel density estimator set forth by
Parzen in Parzen (1983)
[[alternative HTML version deleted]]
__
Hello everyone,
I would like to plot (or highlight in some way) the D parameter of KS
tests in qqplots displaying the distributions of my two data sets, and
get a result similar to this:
http://www.physics.csbsju.edu/stats/bothB_log_a.gif
Is there a way to do it with R?
Thank you all,
Chiara
Hi,
I have tried what you suggest here, and it seems not to work, can you help
me?
I want to do a lm regression, some of the variables are going to be affected
with log, I would like not no take into account those rows which imply doing
log(0)
for just one variable I have done the following
Hi,
I was wondering if anyone has implemented a numerically stable function to
compute log(sum(exp(x))) ?
Thanks!
Brian
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Hello, I'm trying to develop a box plot of time series data to look at the
range in the data values over the entire period of record.
My data initially starts out as a list of hourly data, and then I've been
using this code to make this data into the final ts array.
# Read in the station list
It's only awfully inefficient if it's a bottleneck. You're not doing this
more than once per item fetched from the network, and the time is insignificant
relative to the fetch. If it were somehow in your inner loop, it would be
worth worrying about, but your purpose is to eliminate Ms and Bs
Hi all. I'm just starting to explore ordinal multinomial regression. My
dataset is 300,000 rows, with an outcome (ordinal factor from 1 to 9) and five
independent variables (all continuous). My first stab at it was this:
pomod - polr(Npf ~ o_stddev + o_skewness + o_kurtosis + o_acl_1e +
Hello,
I've successfully run my CCA and the ordination is not displayed quite
right. Is it possible to flip the x-axis (ie., make it a mirror image of
itself)?
Thanks!
Jeremy
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Hi all. I'm just starting to explore ordinal multinomial regression. I've
been doing logistic regression in the past, and I've gotten used to various
functions for getting pseudo-R2 metrics and other metrics to evaluate the
quality of a model. For example:
val.prob()
NagelkerkeR2()
Did you find out where one can get the package ChemometricsWithR.
Thank you!
Deborah
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It worked!
Many-many thanks!
On Wed, Feb 16, 2011 at 11:49 AM, Uwe Ligges-3 [via R]
ml-node+3309233-468204624-213...@n4.nabble.com wrote:
On 15.02.2011 19:20, ycherkas wrote:
Hi,
I have a package I was previously able to compile and use for R 2.6.
In the newer versions of R it did
Hi All,
The following is a snippet of my code. It works fine but it is very slow. Is it
possible to speed it up by using different data structure or better solution?
For 4 runs, it takes 8 minutes now. Thanks a lot
fun_activation = function(s_k, s_hat, x_k, s_hat_len)
{
common =
Hello all,
I’m running simple linear regressions on multiple species of plants,
comparing abiotic factor X against plant trait Y (e.g. Species1: leaf length
vs air temperature).
Ideally, what I’m looking for is an output giving me the R2, p value,
coefficient, and Y intercept for each
Hi all:
I have 3 questions about the poisson regression of contingency table.
Q1¡¢How to understand the independent poisson processas many books or paper
mentioned?
For instance:
Table1
---
treat canernon-cancersum
Hello,
I would like to estimate a VAR model with HAC corrected standard errors. I
tried to do this by using the sandwich package, for example:
library(vars)
data(Canada)
myvar = VAR(Canada, p = 2, type = const)
coeftest(myvar, vcov = vcovHAC)
Error in umat - res : non-conformable arrays
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