Please ignore this message. Just testing something
Apologies for taking up bandwidth.
cheers,
Rolf Turner
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PLEASE do read the posting guide
On Apr 8, 2011, at 20:33 , vikas wrote:
if X is a binomial variate with parameters n and p, find E[1/(X+1)]
(A) This is not a list for helping people with their homework
(B) This is to be solved using pencil and paper. R can't help you there.
(C) Once you have a solution, you can check the
Hello
I am aware of the differences between the two models, excuse me
for being imprecise on that in my first posting. My question only
regards the nature or structure of the deviance, and thus
whether the residual deviance of the multinomial model is the same
residual deviance as reported
Li, Yunfei wrote:
Hi,
I tried to add a progress bar to my script, but it seems the
txtProgressBar function will wipe out what I want to print before it(for
example - the Hello in following script), and the parameters title and
label do not work either. How can I put a title for the
Dear all,
I would like to ask your help understand the subsequent steps for making my
program faster.
The following code:
Gauslist-array(data=NA,dim=c(dimx,dimy,dimz))
for (i in c(1:dimz)){
print(sprintf('Creating the %d map',i));
Gauslist[,,i]-f - GaussRF(x=x, y=y, model=model,
On 04/09/2011 03:56 AM, wgu wrote:
I have used R for years but run into a seemingly simple problem involving
'ifelse'. condensed code like this
a=c(2,NA,NA,NA,2,2,NA,2,NA,2)
b=c(NA,1,1,NA,2,2,2,2,2,2)
#I want to combined a and b into c so that c would be a valid number either a
or b is
On Apr 8, 2011, at 3:20 PM, DEBERGH Patrick wrote:
hello
I am at the very beginneing of using the R program
I just don't understand how one can save a programfile
For exemple, if I type in R 23+456 and want to save this file under
a ceratin name to reload it later, i just don't get the
I was on vacation the last week and wrote some code to run a 500-day
correlation between the Nasdaq tracking stock (QQQ) and 191 currency pairs
for 500 days. The initial run took 9 hours(!) and I'd like to make it
faster. So, I'm including my code below, in hopes that somebody will be able
to
The following doesn't rely on lazy evaluation, but it accomplishes something
similar by taking advantage of R's closure capability.
fibs = function() {
fibNumbers = 0:1
fib = function(n) {
if (n = length(fibNumbers)) return(fibNumbers[n])
fibNumbers[n] - fib(n-1) + fib(n-2)
Hi,
I need to perform calculations on subsets of a data frame:
DF = data.frame(read.table(textConnection(A B C D E F
1 a 1995 0 4 1
2 a 1997 1 1 3
3 b 1995 3 7 0
4 b 1996 1 2 3
5 b 1997 1 2 3
6 b 1998 6 0 0
7 b 1999 3 7 0
8 c 1997 1 2 3
9 c 1998 1 2
I am looping through various models with different combinations of
independent variables which are stored as columns in x
glm(y ~ ??, data=x)
How can I pass the colnames of the selected columns of x into ?? seperating
them with a +
ie I want to generate
glm(y ~ x1 + x2, data=x)
glm(y ~ x2 +
That's true. However, Java is installed on the machine.
On Thu, 7 Apr 2011 14:40:54 -0400
David Winsemius dwinsem...@comcast.net wrote:
He said Java, not rJava.
On Apr 7, 2011, at 11:51 AM, Stephen P Molnar wrote:
Thanks for the reply.
Yes, you are quite correct, but:
Dear All,
I am running Debian testing on my box and I installed latex and R from
the standard repositories.
I am trying my hands at sweave, but somehow I am experiencing problems
(I am trying to use beamer and Sweave). Please see the snippet at the
end of the email and saved as report.Rnw.
On 11-04-09 8:00 AM, Stephen P. Molnar wrote:
That's true. However, Java is installed on the machine.
The installation instructions ask for the Java Development Kit, JDK.
From the messages below, that's not installed.
Duncan Murdoch
On Thu, 7 Apr 2011 14:40:54 -0400
David
On 11-04-09 8:25 AM, Lorenzo Isella wrote:
Dear All,
I am running Debian testing on my box and I installed latex and R from
the standard repositories.
I am trying my hands at sweave, but somehow I am experiencing problems
(I am trying to use beamer and Sweave). Please see the snippet at the
end
On 11-04-09 10:34, dirknbr wrote:
I am looping through various models with different combinations of
independent variables which are stored as columns in x
glm(y ~ ??, data=x)
How can I pass the colnames of the selected columns of x into ?? seperating
them with a +
ie I want to generate
Hello,
And thanks for the prompt reply.
I also bumped into this thread shortly after posting
http://bit.ly/eLg3QV
where it looks like that the fragile option gets the job done (at
least on my machine for my example), though I do not know (yet) what it
stands for.
I will post again if I have
Hi:
One hopes that there is a more elegant solution than this bit of ad-hockery.
From your posted example:
f1 - c(rep(c(rep(a, 3), rep(b, 3), rep(c, 3)), 2))
f2 - c(rep(A, 9), rep(B, 9))
dv - c(0.9, 0.8, 0.85, 0.6, 0.65, 0.7, 0.8, 0.85, 0.8, 0.95, 0.85,
0.9, 0.65, 0.7, 0.75, 0.85, 0.9, 0.85)
df
The residual deviance from a multinomial model is numerically equal (up to
round-off error) to that you would get had you fitted the model as a surrogate
Poisson generalized linear model. Here is a short demo building on your example
set.seed(101)
df - data.frame(f = sample(letters[1:3],
Hello
On Fri, Apr 8, 2011 at 12:38 AM, Raoni Rodrigues
caciquesamu...@gmail.com wrote:
Hello all!
I have a data frame with nine variables and 293 cases. (attached goes
the csv file).
The CSV didn't get through so it's difficult to replicate your
example. Please post the output of:
str(cpue)
Hi All,
I'd like to build a package for the community that replicates the output
produced by SAS proc varclus. According to the SAS documentation, the
first few steps are:
1. Find the first two principal components.
2. Perform an orthoblique rotation (quartimax rotation) on eigenvectors.
3.
Thanks Bill and Gabor!
William Dunlap wrote:
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of Benjamin Tyner
Sent: Friday, April 08, 2011 6:48 PM
To: r-help@r-project.org
Subject: [R] best practice(s) for retrieving a local
On 2011-04-09 06:21, Dennis Murphy wrote:
Hi:
One hopes that there is a more elegant solution than this bit of ad-hockery.
From your posted example:
f1- c(rep(c(rep(a, 3), rep(b, 3), rep(c, 3)), 2))
f2- c(rep(A, 9), rep(B, 9))
dv- c(0.9, 0.8, 0.85, 0.6, 0.65, 0.7, 0.8, 0.85, 0.8, 0.95, 0.85,
Hi
Does anyone know if there's a package for unit-root and cointegration test
in R?
Regards Serdar
[[alternative HTML version deleted]]
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PLEASE do read the
You could try the urca package
Also, I would maybe have a look a the CRAN Task View on computational
econometrics at http://cran.r-project.org/web/views/Econometrics.html
HTH
Pete
--
View this message in context:
On Sat, Apr 9, 2011 at 6:29 PM, Benjamin Tyner bty...@gmail.com wrote:
The above feels a bit like snooping where I wasn't invited.
You could do something like
mq - function(a) {
force(a)
list(getA = function()a,
setA = function(newA) a - newA,
fun =
On Sat, Apr 9, 2011 at 3:27 PM, Barry Rowlingson
b.rowling...@lancaster.ac.uk wrote:
On Sat, Apr 9, 2011 at 6:29 PM, Benjamin Tyner bty...@gmail.com wrote:
The above feels a bit like snooping where I wasn't invited.
You could do something like
mq - function(a) {
force(a)
list(getA
I attempted to vectorize the preceding as follows.
fibs = function() {
fibNumbers = 0:1
fib =
function(n) {
print(n)
ifelse(n = length(fibNumbers),
fibNumbers[n],
fibNumbers[n] - fib(n-1) + fib(n-2))
}
}
Unless I'm misunderstanding what's going on,*
Apr 08, 2011; 11:05pm dgmaccon wrote:
I get the same error:
Error in function (classes, fdef, mtable) :
unable to find an inherited method for function lmList, for signature
formula, nfnGroupedData
I get no such error. You need to provide more information (platform c.)
##
library(nlme)
Hi Dear All,
Can someone give me a suggestion about which robust statistics are most
appropriate for outlier detection in linear models, and is available with R
?
Thanks for any idea.
--
View this message in context:
Hi,
Thanks for the work around, Dennis. My actual data set has 64
replicates for each factor level combination (rather than the 3 in the
example), so the overplotting is quite messy. Any ideas on how to
avoid the overplotting?
Jeff
On Fri, Apr 8, 2011 at 7:32 PM, Dennis Murphy
This solves the problem.
fibs = function() {
fibNumbers = 0:1
fib =
function(n) {
print(n)
n[n1] - 1
cat(again: , n, fill=TRUE)
ifelse(n = length(fibNumbers),
fibNumbers[n],
fibNumbers[n] - fib(n-1) + fib(n-2))
}
}
x - fibs()
x(5:7)
[1] 5
I am in need of someone's help in correlating gene expression. I'm somewhat
new to R, and can't seem to find anyone local to help me with what I think
is a simple problem.
I need to obtain pearson and spearman correlation coefficients, and
corresponding p-values for all of the genes in my dataset
Dear R experts
Sorry for this question
M1 - 1:10
lcd1 - c(11, 22, 33, 44, 11, 22, 33, 33, 22, 11)
lcd2 - c(22, 11, 44, 11, 33, 11, 22, 22, 11, 22)
lcd3 - c(12, 12, 34, 14, 13, 12, 23, 23, 12, 12)
#generating variables through sampling
pvec - c(PR1, PR2, PR3, PR4, PR5, PR6, PR7, PR8, PR9,
PR10)
Ram -
I think you'll have to explain what you're trying to do.
First, you're creating a 10x10 matrix newd, which could
be done a bit more efficiently by using
newd = matrix(sample(c(1,2,3,3,),10*length(pvec),replace=TRUE),ncol=10)
Notice that calling sapply on a matrix applies the
On Sat, Apr 9, 2011 at 7:09 AM, ufuk beyaztas ufukbeyaz...@gmail.comwrote:
Hi Dear All,
Can someone give me a suggestion about which robust statistics are mosttask
view
appropriate for outlier detection in linear models, and is available with R
?
No. Do it yourself by going to the Robust
I do not know the bioconductor packages you mentioned, but the corr.test
function in the psych package, or the rcorr function in the Hmisc package
should do the work.
Also note that the c() in method=c(pearson) is redundant. Just write
method=pearson instead (or nothing, since this is the default
'integrate' does not allow parameter limits. For example, the limits of x is
(z/y, Inf) while z and y are unkonwn.
On Fri, Apr 8, 2011 at 9:46 PM, Ravi Varadhan rvarad...@jhmi.edu wrote:
?integrate
From: r-help-boun...@r-project.org
Hi Phil and R users
Let me clear my problem. The generating sample is not prime issue here. I am
simulating a situation, for which I need to sample. But once I have sampling
done, I need to do a conditional decoding. Let me clear it with more clear
data example:
x - read.table(textConnection(
try this:
x - read.table(textConnection(
+ mark lcd1 lcd2 lcd3 PR1 PR2 PR3 PR4
+ 1 11 22 12 1 2 3 1
+ 2 33 44 34 1 2 3 1
+ 3 22 44 24 3 1 2 1
+ 4 11 33 13 2 2 1 3
+ 5 22 11 12 3 2 2 1 ), header = TRUE)
closeAllConnections()
x # before
mark lcd1 lcd2 lcd3 PR1 PR2 PR3 PR4
11 11 22
Colleagues
I am learning lattice graphics (R 2.12.2; OS X). Several days ago, I inquired
about adding margin text to lattice graphics. Jim Price offered a useful
reply, suggesting that I add:
page = function(page) grid.text('words', x = 0.5, y = 0.01)
to my call to the function. The
Hi,
You may want to read about ?viewport in the grid package. They allow
you to position graphical elements wherever you want on a page, such
as lattice plots and text (grid.text). For a high-level interface, you
could try the following,
library(gridExtra)
library(lattice)
p1 = xyplot(1~1)
p2
Hi All,
I am trying to do a survivorship analysis with library(survival)from a data
set that looks like this:
I followed a bunch of naturally germinated seedlings of an annual plant from
germination to death (none made it to reproduce, and died in a period of ~60
days after germination.)
I also
On Sat, Apr 9, 2011 at 5:14 AM, mathijsdevaan mathijsdev...@gmail.com wrote:
Hi,
I need to perform calculations on subsets of a data frame:
DF = data.frame(read.table(textConnection( A B C D E F
1 a 1995 0 4 1
2 a 1997 1 1 3
3 b 1995 3 7 0
4 b 1996 1 2 3
5 b 1997
On Sat, Apr 9, 2011 at 11:45 PM, Gabor Grothendieck
ggrothendi...@gmail.com wrote:
On Sat, Apr 9, 2011 at 5:14 AM, mathijsdevaan mathijsdev...@gmail.com wrote:
Hi,
I need to perform calculations on subsets of a data frame:
DF = data.frame(read.table(textConnection( A B C D E F
1 a
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