gt; So predict.lm finds it and is.null(w) is FALSE.
>
> Mea culpa!
Hmm, maybe, but this is the sort of thing that code analysis tries to catch (as
in "no visible binding for global variable 'w'"). Apparently, the code checker
is not smart enough to detect cases where a
p
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg
On 29 Oct 2013, at 21:35 , Rolf Turner wrote:
> On 10/29/13 19:44, peter dalgaard wrote:
>
>
>
>> There really is no substitute for knowledge and understanding! Did it not
>> occur to you that the Windspeed column needs to enter into your analysis?
>
>
> Best
>
> F
>
> __
> R-help@r-project.org 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-cont
context:
> http://r.789695.n4.nabble.com/Optimization-failed-in-fitdistr-Weibull-distribution-tp4679167.html
> Sent from the R help mailing list archive at Nabble.com.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/ma
_
> R-help@r-project.org 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.
--
Peter Dalgaard
ere's also the option of a logical index:
N <- nrow(data)
n <- 40
ix <- sample(rep(c(TRUE,FALSE), c(n, N-n)))
y <- data[ix,]
x <- data[!ix,]
>
> Bill Dunlap
> Spotfire, TIBCO Software
> wdunlap tibco.com
>
>
>> -Original Message-----
>> From: r
On Oct 23, 2013, at 20:04 , MacQueen, Don wrote:
> Follow these examples:
>
>> grep(5,1:10)
> [1] 5
>
>> grep(3, c(1,5,2,3,6))
> [1] 4
>
>
Don't:
> grep(5,1:15)
[1] 5 15
-pd
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhag
__
> R-help@r-project.org 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.
--
Peter Dalgaard, Profe
e
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible
> code.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the
extract the original object
>>>> names that were fed to the fn?
>>>>
>>>> Thanks,
>>>>
>>>> Dan
>>>>
>>>> [[alternative HTML version deleted]]
>>>>
>>>> _
>> R-help@r-project.org 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.
>
> David Winsemius
> A
gt; PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, D
p://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk Priv: pda...@gmail.com
t; A <- .01
> B <- (pnorm(Y1+A)-0.05)/(pnorm(Y1+A)-pnorm(Y1-A))
> B*(pnorm(Y1-A))+(1-B)*pnorm(Y1+A)
[1] 0.05
> B*(pnorm(Y2-A))+(1-B)*pnorm(Y2+A)
[1] 0.0191
> B*(pnorm(Y2+.001-A))+(1-B)*pnorm(Y2+.001+A)
[1] 0.01002759
Notice that we can get the first equation satisfied exactly
t;
>
> --
> Sarah Goslee
> http://www.functionaldiversity.org
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
&
gt; PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
&g
ternative HTML version deleted]]
>
> __
> R-help@r-project.org 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
idential, and exempt from disclosure
> under applicable law. Should the reader of this message not be the intended
> recipient(s), you are hereby notified that any dissemination, distribution,
> or copying of this communication is strictly prohibited. If you are not
> the intended recipient, please contact the sender by repl
g the question in the Subject field?
(No-one intended to use it in production code. The mystery is that it -
reportedly - threw an error for the original poster, but not for anyone else.)
-pd
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederi
On Oct 4, 2013, at 21:16 , Mary Kindall wrote:
> Y[Y < mean(Y)] = 0 #My edit
> Y[Y >= mean(Y)] = 1 #My edit
I have no clue about gbm, but I don't think the above does what I think you
think it does.
Y <- as.integer(Y >= mean(Y))
might be closer to the ma
icitly requiring Hardy-Weinberg
> > equilibrium, so if your data are all 0 or 2 (aa or AA) there will be
> > overdispersion.
>
> This is a good point. But why do find such effects in the "middle" of my data?
>
> Thanks
> Hermann
>
>
>
>
> 2
mat[,i] <- ui
> }
>mat <- prcomp (mat)
>return (mat)
> }
> ______
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http:
code.
>
> __
> R-help@r-project.org 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
a lot,
> Guy
>
>
>
>
>
>
>
> --
> Guy Wachsman
> Benfey lab, FFSC #4131, Duke
> 130 Science Drive
> 27708, Durham, NC
> email: g...@duke.edu
>
>
> [[alternative HTML version deleted]]
>
> ______
> R-help@r-project.org mailing list
>
Binaries for various platforms will appear in due course.
For the R Core Team
Peter Dalgaard
These are the md5sums for the freshly created files, in case you wish
to check that they are uncorrupted:
MD5 (AUTHORS) = cbf6da8f886ccd8d0dda0cc7ffd1b8ec
MD5 (COPYING) = eb723b61539feef013de476e68
not
present in data, which is usually not desirable if the magnitude of the values
matters. It gets a bit awkward if there are nonpositive (or very large) values,
though. A better solution could be table(factor(x, levels=35:85)).
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen
r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz
On Sep 11, 2013, at 07:53 , Bembi Prima wrote:
> I have seen ?Startup and already update .RProfile in home folder, but as I
> already said it just affected user's Rprofile, not the global one.
So you didn't read the parts about Rprofile.site?
--
Peter Dalgaard, Professor
Cente
;
> [1] 42
> attr(,"class")
> [1] "myClass"
>
> (also got the familiar error message).
>
> When I did it your way --- without the saving and loading bit --- I got
> the same result that you did. I.e. assigning the class that way did *not*
> w
for
thinking about that case is up in the air, I think. He/she may have failed to
grasp the meaning of integer(0).)
>
> Jim
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do
rks* despite the error message!!!
> That is, you wind up with an object, named by obj_name, with class "myClass".
> I don't understand this. Perhaps
> someone more knowledgeable than I will enlighten us both.
It certainly won't work universally:
> x <- 5
>
;Nome""Miami" "Raleigh"
[[2]]
[1] "AK" "FL" "NC"
[[3]]
[1] 2.50 6.75 NA
[[4]]
[1] 15 18 12
> names(l) <- c("city","state","normalRain","meanDaysRain")
> as.data.frame(l)
ci
. You can do it in one long
> line with a dataframe using lapply, but it is ugly:
>
> df <- as.data.frame( lapply(BWS6, function(col) ifelse(col < -998, NA, col)))
>
> Duncan Murdoch
>
> __
> R-help@r-project.org mailing list
> https://stat.eth
-project.org 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.
--
Peter Dalgaard, Professor
Center for Statistics, Copenhage
,
>> main=bquote(paste("Hypothesis 9.4.1\nBaseline XYZ with Disease
>> Activity (DAS28)\nat Month 18 (N=",.(ss),")")),
>> xlab="Baseline XYZ",
>> ylab="Month 18 DAS28",
>> legend.plot=F)
>>
>> _______
ilman/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.
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg,
ended packages should be
finalized 14 days before release.
For the R Core Team
Peter Dalgaard
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk Priv: pda...@gmai
> Since there was no errors in importing the file into R, I do not have an
>> idea where to start to fix it. Do you have any suggestion?
>>
>> Thank you very much in advance,
>>
>> SH
>>
>
> --
> Sarah Goslee
> http://www.functionaldiversity.org
>
> ___
the Yates correction is towards zero.
(a few lines above, we have
YATES <- min(0.5, abs(x - E))
which avoids the embarrassment of a positive chi-square when x==E).
If YATES==0, he squaring of course makes abs() superfluous.
--
Peter Dalgaard, Professor,
Center for Statistics,
136.75 136.80 136.75 136.80 1 2
>>>> 06/02/2010 338 136.80 136.80 136.80 136.80 3 0
>>>> __
>>>> R-help@r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>>
se in example(Reduce)?
-pd
> Alex
> On 08/09/2013 04:00 PM, peter dalgaard wrote:
>> On Aug 9, 2013, at 13:26 , Rui Barradas wrote:
>>
>>> Hello,
>>>
>>> Maybe the following gives you some idea on how to vary the terms.
>>>
>
;log10(', combs[ic, jc], ')', sep = '')
>> terms <- append(terms, t)
>> }
>>
>> ftext <- paste(terms[1], terms[2], terms[3], terms[4], terms[5],
>> sep = ' * ')
>>
>> ftext <- paste('I(1 - Pass149) ~ &#
" is not a graphical parameter
> 6: "horizontals" is not a graphical parameter
> 7: In ks.test(compare[, 1], compare[, 2]) :
> cannot compute correct p-values with ties
> [[alternative HTML version deleted]]
>
> __
.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://ww
osting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-proj
el("prueba35r")
> rs<-sqlFetch(temp,"Hoja1")
> close(temp)
> fix(rs)
> boxcox(rs$"Ec30")
>
> Thaks a lot for your help.
The most obvious guess is that "rs" isn't what you think it should be, so how
about showing us the result of s
gt; 0.05030589
>>>
>>> pList[1]*nrow(hypTable)/1
>> cg27433479
>> 0.09269194
>>
>
> No data provided, so unable to pursue this further.
>
>> I tried to recreate this is a small example of a vector of 5 p values but
>> everything worked as ex
> R-help@r-project.org 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.
--
Peter Dalgaard, Professor
Center for Statistic
adings that go with the file e.g.:
> filenames<-list.files(pattern="*.csv")
> for (i in seq_along(filenames)) {
> con<-read.csv(filenames[i], headers=TRUE, sep=',')
> }
>
> Regards
> Jannetta
>
>
> On 11 July 2013 13:27, peter dalgaard wro
info/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
> ÕÅêÊ Dante.py
> Ö‹É∏´óѧ09π¶Ê‡Ñ§ÓëÓœÓÃʇѧ◊¨Òµ
> ¸öÈËÖ÷Ò“£ºhttp://dant
sional corelation coefficient-2D corelation between (x,y) and
>> (x1,y1) where x and x1 are same.
>>
>>
>> On Tue, Jul 9, 2013 at 2:27 PM, peter dalgaard wrote:
>>
>>>
>>> On Jul 9, 2013, at 07:30 , smriti Sebastian wrote:
>>>
>>>>
"pH4,8 1" "pH4,8 2" "pH4,8 3" "pH4,12 1" "9,36" "9,36"
> [13] "9,66" "9,66" "9,66" "10,04""10,04""10,04"
> [19] "6,13" "6,1
;9,36" "9,36" "9,66" "9,66" "9,66" "0,04" "0,04" "0,04" "6,13" "6,13"
> [11] "6,13"
>
> but with 10,04 values instead of 0,04.
>
> I tried
> gsub("^.*([[:digit:]]+,[[:digit:]]*
On Jul 9, 2013, at 07:30 , smriti Sebastian wrote:
> I need to find the 2d corelation betwee two datasets which are having
> common x-values.Is there any way to find 2D corelation in R?
If you can tell us what the definition is
--
Peter Dalgaard, Professor
Center for Stat
m each other.
>
I'm afraid it can't be done. You really can be in a situation where you reject
the global null hypothesis that all groups are the same, yet cannot point out
any two groups that differ from eachother.
-pd
> Regards, Humber
>
>
> On Fri, Jul 5, 2013 a
ed with
>> Help the Aged in these nations to form three registered charities:
>> Age Scotland, Age NI, Age Cymru.
>>
>>
>>
>>
>>
>
>
> --
> Humber Agrelli Andrade
> Universidade Federal Rural de Pernambuco - UFRPE
> Depto. Pesc
sponses (e.g. 2 by 2 table) instead of the McNemar test?
>
> [snip]
>
> Not an R question. Try http://stats.stackexchange.com instead?
It probably has a no-homework rule too, though
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3,
gards
> Jannetta
>
>
> --
>
> ===
> Web site: http://www.jannetta.com
> Email: janne...@henning.org
> ===
>
> [[alternative HTML version deleted]]
>
> __
On Jul 4, 2013, at 20:14 , Berend Hasselman wrote:
>
> On 04-07-2013, at 19:56, peter dalgaard wrote:
>
>>
>> On Jul 4, 2013, at 19:11 , Berend Hasselman wrote:
>>
>>>
>>> On 04-07-2013, at 18:42, Jannetta Steyn wrote:
>>>
>&
t; 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.
>>>
>>
>>
>>
>> --
>>
>
stats.ox.ac.uk
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UKFax: +44 1865 272595
>
>
0.005216581 0.02352202
> 0.0035612114
>
> I AM NOT a statistician, so don't be baffled by a silly question! I this
> procedure correct?
There's at least a factor of 2 missing for a two-tailed p value. It is usually
a mistake to use the t-distribution for wh
he two with respect to pdf plotting?
Same as on the command line: If you type quartz() (or whatever is the default
device for you), you get an empty window if no plotting follows. If you type
plot(0:9), the quartz() device is opened for you and plotted into.
You could try
options(device=pdf)
sourc
ttp://www.R-project.org/**
>>> posting-guide.html <http://www.R-project.org/posting-guide.html>
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>>
>>
>
> __
> R-he
a for() loop collecting the
> indexes, I just wonder if such an operation can be avoided.
>
which(I)
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk Priv: pda...@gmai
ountProf should sum to less than the number of interations.
> When I troubleshoot by reducing the number of iterations and that size of the
> logprice, I can't reproduce the contradicion.
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listi
ps://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.
--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen B
e(...etc..., dec = ",")
>
>
> Or you can replace the commas with periods:
>
Or use read.delim2(). That is what it is for.
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+
On Jun 24, 2013, at 15:21 , Sarah Goslee wrote:
> G'morning.
>
> On Mon, Jun 24, 2013 at 2:22 AM, peter dalgaard wrote:
>>
>> On Jun 23, 2013, at 22:30 , Sarah Goslee wrote:
>>
>>> Hi,
>>>
>>> If you're doing exactly a
g to find the answer.
>> Please can somebody tell me how to make it work
>> thanks
>>
>
> --
> Sarah Goslee
> http://www.functionaldiversity.org
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailm
ic at best),
the cusum test is equivalent to a two-sample Kolmogorov-Smirnov test, so you
should be able to either use ks.test as is, or, with the appropriate scaling,
feed the max(abs(cusum)) to pkstwo (which can be lifted from the sources of
ks.test).
--
Peter Dalgaard, Professor
Center
sues are unresolved".
Important developments have happened since, and Rune's reference to package
lmerTest (and, implicitly, pbkrtest) is more precise these days.
--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denm
osed to be ... Oh, wait.... .-)
--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk Priv: pda...@gmail.com
__
R-help@r-project.org m
et the results of individual cells?
>
> What do you mean 'results of individual cells'? As documented in
> ?chisq.test, you might be looking for one or more of
>
> data.table$observed
> data.table$expected
> data.table$residuals
> data.table$stdres
>
> Pic
___
> R-help@r-project.org 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.
--
Peter Dalgaard, Profe
g 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.
--
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solb
glb_ind=="Y")
On Jun 7, 2013, at 18:51 , Richard Beckett wrote:
>
>
> From: peter dalgaard
> To: Richard Beckett
> Cc: "r-help@r-project.org"
> Sent: Friday, June 7, 2013 11:12 AM
> Subject: Re: [R] Clogit R and Stata
>
> Here is the R output:
> but got different results
> What did I do wrong here? I interpreted the STATA clogit as run this logit as
> long as the sample is 1 and glb_ind="Y" What should I be doing instead?
An "&" rather than "|" in the R version might help. Other than that, we
ne
>> }
>>
>> ne2 _ ne
>> ne _ (ne1+ne2)/2
>> #cat(ccc*ne)
>> Ep1_Epower(nc, d, ne, pc, alpha)
>> return(ne=ne, Ep=Ep1)
>> }
>> ###
>> vertex _ function(x,y)
>> { n _ length(x)
>> vx _ x[1]
>> vy
Editor.
>>
>>
>> With regards,
>> Tal
>
>
> --
> Sarah Goslee
> http://www.functionaldiversity.org
>
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do
do things like this, run summary(subset_1) to check.)
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd@cbs.dk Priv: pda...@gmail.com
__
R-he
pchisq(x^2, 2)
???
-pd
>
>
> All the best,
>
> Tiago
>
> __
> R-help@r-project.org 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-co
og(Y) ~ X)
> the regression is
> exp(mu+(1/2)*sigma^2) = beta0 + beta1*X.
> Correct?
Probably not. (What is mu? If it is E(log(Y)), then it should just be just
mu=beta0+beta1*X)
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Fred
ink=log))
> is not equivalent?
Y is assumed lognormal in one case, normal in the other.
> Is there an equivalent glm to lm(log(Y) ~ X)?
>
Yes, glm(log(Y) ~ X, family=gaussian(link=identity))
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg
tributing to the (no subject)
thread,
which on my machine brings up a couple of hundred messages from the last three
years...
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email:
x27;s
pretty typical behavior for terminals (real and emulated).
>
> Can it be that the paste mechanism i'm using (from GEdit to GNOME terminal
> on Ubuntu Linux) is adding control characters between pasting multiple
> blocks of code and these (invisible) characters are causing the
stant 1. You need to spell out your intentions:
order(indata[[parameters$ItemColumn]], indata[[parameters$PriceColumn]])
or maybe
do.call("order", indata[unlist(parameters[c("ItemColumn","PriceColumn")])])
(both untested)
--
Peter Dalga
4L))
> Any suggestions.
> KG
Is there a particular logic to that ordering? Otherwise, the obvious way is
nm <- c("preV15A1b", "preV59A1b", "preV1001A1b", "preV2032A1b", "preV2035A1b")
dat1 <- dat[nm]
Or, maybe you are looking for som
quot;.file1", file2, :
>>> cannot link './File1' to './file2', reason 'The specified network
>>> name is
>>> no longer available'
>>
>> Same here,
>
> Nonsense, I meant to write "Works here" or some such
_COLLATE=en_US.UTF-8
>> [5] LC_MONETARY=en_US.UTF-8LC_MESSAGES=en_US.UTF-8
>> [7] LC_PAPER=C LC_NAME=C
>> [9] LC_ADDRESS=C LC_TELEPHONE=C
>> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
s and therefore syntactically cannot be expressions. The within()
function allows full assignment syntax.
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email
A B C
A 1 0 0
B 0 1 0
C 0 0 1
>
> Another question: how to output the table in squared matrix (or data frame)?
> For example:
>
> > table(c("C", "B", "B"), c("A", "B", "C"))
>
>A B C
>
LL
[[2]]
[1] 123
$`2`
[1] 321
In both cases, x will be extended if needed, so that the required element
exists. Notice that there is no relation between the name and the number of a
list element; e.g., x[["2"]] is the 3rd element in the above example.
--
Peter Dalgaard, Professor,
Cen
ohn J. Sparks, Ph.D.
>
> ______
> R-help@r-project.org 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, re
On May 17, 2013, at 12:02 , peter dalgaard wrote:
>
> On May 17, 2013, at 08:51 , Sparks, John James wrote:
>
>> Dear R Helpers,
>>
>> I need help with a slightly unusual situation in which I am trying to
>> select some columns from a data frame. I know h
ansform jam to m?
>
> jam <- structure(list(vec1 = 172L, vec3 = 173L, d1 = 223L, d2 = 356L), .Names
> =
> c("vec1",
> "vec3", "d1", "d2"), row.names = 1L, class = "data.frame")
> jm <- data.matrix(jam)
> dim(jm) <-
; R-help@r-project.org 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.
--
Peter Dalgaard, Professor,
Center for Statistics, Copen
naries for various platforms will appear in due course.
For the R Core Team
Peter Dalgaard
These are the md5sums for the freshly created files, in case you wish
to check that they are uncorrupted:
MD5 (AUTHORS) = cbf6da8f886ccd8d0dda0cc7ffd1b8ec
MD5 (COPYING) = eb723b61539feef013de476e68
-help@r-project.org 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.
--
Peter Dalgaard, Profe
901 - 1000 of 2893 matches
Mail list logo
