Hi R,
Getting a strange result using ?apply. Please look into the below codes:
d=data.frame(a=c(1,2,3),b=c(A,B,C),c=c(TRUE,FALSE,FALSE),d=c(T,F,F
))
class(d[,1])
[1] numeric
class(d[,2])
[1] factor
class(d[,3])
[1] logical
class(d[,4])
[1] logical
apply(d,2,class)
G'day Shuba,
On Thu, 15 May 2008 12:18:58 +0530
Shubha Vishwanath Karanth [EMAIL PROTECTED] wrote:
Getting a strange result using ?apply. Please look into the below
codes:
d=data.frame(a=c(1,2,3),b=c(A,B,C),c=c(TRUE,FALSE,FALSE),d=c(T,F,F))
class(d[,1])
[1] numeric
class(d[,2])
Thanks for your help!
I guess I could have thought for ages about this, and never would such a
solution have come to my mind ;-)
It works as far as the text in the strips is left-aligned; a remaining drawback
is that printing of longer texts will be continued outside the right border of
their
Or
k - c(1,1,1,2,2,1,1)
k[!(k==3)]
[1] 1 1 1 2 2 1 1
On Wed, May 14, 2008 at 1:59 PM, Julian Burgos
[EMAIL PROTECTED] wrote:
Try this:
k=c(1,1,1,2,2,1,1,1)
k[(k!=1)]
[1] 2 2
k[(k!=2)]
[1] 1 1 1 1 1 1
k[(k!=3)]
[1] 1 1 1 2 2 1 1 1
Julian
Shubha Vishwanath Karanth wrote:
Hi
Hi,
I have a vector:
q1-c(4660,5621,5629,8030,8080,8180,8501,8190,8370,8200)
The following command gives me the mean of its elements:
mean(q1)
[1] 7346.1
What can I do to do the same for the variable 'height', but only for the
cases/rows which have one of the elements of q1 as 'number':
I have the following model:
m1.dis=arima(diff(diff(log(ts1),lag=12)),order=c(0,1,1),seasonal=list(order=c(0,1,1),period=12))
I would like to know how to plot the correct predictions in the original units
because I am trying the following code but it is not working.
I believe that there must be
Dear Peter,
heatmap.2(z, dendrogram = none, Rowv = FALSE, Colv = FALSE)
should do what you want.
Best,
Matthias
Peter Scacheri wrote:
Using the heatmap.2 function, I am trying to generate a heatmap of a 2
column x 500 row matrix of numeric values. I would like the 1st
column of the matrix
Dear R users:
I want to fit my data with zipf distribution using VGAM package, I used the
following script:
w-read.csv(the data file path)
y-1:length(w)
fit = vglm(y ~ 1, zipf(link=identity, init=0.5), tra=TRUE, weight=w)
After run it, I encountered the problem :
try this:
q1 - c(4660,5621,5629,8030,8080,8180,8501,8190,8370,8200)
dat - read.table(textConnection(
number height
1 4660 2.5
2 5010 1.4
3 5621 0.8
4 5629 2.3
5 8030 2.5
6 8080 2.4
7 8090 0.9
8 8180 1.4
9 8501 1.2
10 8190 1.9
11 8200 2.0
12 8370 2.1
13 8200 1.8), header = TRUE)
Dear Stefan,
what about
q1-c(4660,5621,5629,8030,8080,8180,8501,8190,8370,8200)
x - data.frame(number = c(4660, 5010, 5621, 5629, 8030, 8080 , 8090,
8180, 8501, 8190, 8200, 8370, 8200), height = c(2.5, 1.4, 0.8, 2.3, 2.5,
2.4, 0.9, 1.4, 1.2, 1.9, 2.0, 2.1, 1.8))
ind - x[,number] %in% q1
There have been several solutions like:
k[k != 3]
The more general form of this idea is:
k[!(k %in% 3)]
Sticking closer to the original form would be:
out - which(k == 3)
if(length(out)) k[-out] else k
Patrick Burns
[EMAIL PROTECTED]
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S
Dear Dimitris, dear Matthias,
thank you very much, I adapted the short solution you both provided -
works as intended. And I have learned sth. once again.
Regards,
Stefan
Dimitris Rizopoulos schrieb:
try this:
q1 - c(4660,5621,5629,8030,8080,8180,8501,8190,8370,8200)
dat -
You appear to be doing the differencing twice. Do it only in arima, and
not in the data you supply.
On Thu, 15 May 2008, Habib, Mohamed A F A M wrote:
I have the following model:
m1.dis=arima(diff(diff(log(ts1),lag=12)),order=c(0,1,1),seasonal=list(order=c(0,1,1),period=12))
I would like
Hi all,
I would like to know if it is possible in R to give a the reference of a
variable in a function; in order to be able to change the variable in the
function and to keep the change when the function ended.
In other words, is it possible to code this following C code in R:
void
Naira wrote:
Hi all,
I would like to know if it is possible in R to give a the reference of a
variable in a function; in order to be able to change the variable in the
function and to keep the change when the function ended.
In other words, is it possible to code this following C code in R:
On May 15, 2008, at 3:18 AM, RINNER Heinrich wrote:
Thanks for your help!
I guess I could have thought for ages about this, and never would
such a solution have come to my mind ;-)
It works as far as the text in the strips is left-aligned; a
remaining drawback is that printing of longer
On 5/15/2008 5:05 AM, Patrick Hausmann wrote:
Dear list,
I have a dataframe like this:
w - c(1.2, 1.34, 2.34, 3.12, 2.43, 1.99, 2.01, 2.23, 1.45, 1.59)
g - rep(c(a, b), each=5)
df - data.frame(g, w)
df
df
gw
1 a 1.20
2 a 1.34
3 a 2.34
4 a 3.12
5 a 2.43
6 b 1.99
7 b 2.01
8 b
Hi R,
Suppose that SAS dataset 'tsubset1' is stored in the path, Z:/data.
Then I give the below read.ssd() command to read SAS dataset,
'tsubset1.sas7bat' into R.
library(foreign)
s=read.ssd(Z:/data,tsubset1,sascmd = C:/Program Files/SAS/SAS
9.1/sas.exe)
s
A B C
1 3 4 5
2 6 7 8
I have a vector:
q1-c(4660,5621,5629,8030,8080,8180,8501,8190,8370,8200)
The following command gives me the mean of its elements:
mean(q1)
[1] 7346.1
What can I do to do the same for the variable 'height', but only for the
cases/rows which have one of the elements of q1 as
Dear list,
I have a dataframe like this:
w - c(1.2, 1.34, 2.34, 3.12, 2.43, 1.99, 2.01, 2.23, 1.45, 1.59)
g - rep(c(a, b), each=5)
df - data.frame(g, w)
df
df
gw
1 a 1.20
2 a 1.34
3 a 2.34
4 a 3.12
5 a 2.43
6 b 1.99
7 b 2.01
8 b 2.23
9 b 1.45
10 b 1.59
Using tapply to get
Hi
one way is tu use arrows with code 3 and angle 90 the other is to use
gplot or plotrix packages.
See
http://wiki.r-project.org/rwiki/doku.php?id=tips:graphics-base:errbars
Regards
Petr
[EMAIL PROTECTED]
724008364, 581252140, 581252257
[EMAIL PROTECTED] napsal dne 14.05.2008 23:04:16:
Hello R-user community!
I am running R 2.7.0 on a Power Book (Tiger). (I am still R and
statistics beginner)
Presently I try to run the function metaMDS (vegan) using an existing
dissimilarity-matrix.
As I would like to start with this matrix I thought I could just give
the matrix
Dear all,
I have a problem finding how to use properly prior.weights and weights
options when performing a stepwise GAM analysis (gam and step.gam functions
of GAM package) for covariate inclusions.
The code I use is coming from the documentation and I do not get any error
messages but not
Readers,
Using version 251 I tried the following command:
lm(y~a+b,data=datafile)
Resulting in, inter alia:
...
coefficients
(intercept) a
1.2 3.4
Packages installed:
acepack ace() and avas() for selecting regression
transformations
adlift
I would like all three of these calculations to give an answer in days (or at
least the same units):
as.POSIXct(1971-08-01 00:00:00) - as.POSIXct(1971-08-01 00:00:00)
Time difference of 0 secs
as.POSIXct(1971-08-01 12:00:00) - as.POSIXct(1971-08-01 00:00:00)
Time difference of 12 hours
The terminal terminology seemed confusing at first but it appears
to refer to launching R from a Windows cmd session and in that case,
yes, it outputs to that Windows cmd session window (as opposed to the
Rgui window) which seems sufficient.
I did find it acts strangely when used in conjunction
Dear all,
I want to find the optimal values of a vector, x (with 6 elements)
say, satisfying the following conditions:
1. for all x=0
2. sum(x)=1
3. x[5]=0.5 and x[6]=0.5
For the minimisation I'm using nlminb and to satisfy the first 2
conditions the logistic transformation is used with box
On Thu, 15 May 2008, Tom La Bone wrote:
I would like all three of these calculations to give an answer in days (or at
least the same units):
as.POSIXct(1971-08-01 00:00:00) - as.POSIXct(1971-08-01 00:00:00)
Time difference of 0 secs
as.POSIXct(1971-08-01 12:00:00) - as.POSIXct(1971-08-01
Shubha Vishwanath Karanth wrote:
Hi R,
Suppose that SAS dataset 'tsubset1' is stored in the path, Z:/data.
Then I give the below read.ssd() command to read SAS dataset,
'tsubset1.sas7bat' into R.
library(foreign)
s=read.ssd(Z:/data,tsubset1,sascmd = C:/Program
Sorry for not translating, misspackaging (MASS) and not reading
properly (zerodist).
I would like to implement the weighting in distance()
foo - function(x, method, ...)
as.dist(distance(x = x, method = method,
weights=vectorname))
This seems to work but it would
Seems that it gets deleted But lemme try again by providing the arguments...
Shubha Karanth | Amba Research
Ph +91 80 3980 8031 | Mob +91 94 4886 4510
Bangalore * Colombo * London * New York * San José * Singapore *
www.ambaresearch.com
-Original Message-
From: Peter Dalgaard
__
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.
Did you happen to notice the part at the bottom of every message about
provide commented, minimal, self-contained, reproducible code?
Considering that the result you quote from 251 has 2 coefficients
and the result from 171 has 3 coefficients one might contemplate the
possibility that you are
Hi,
To get help with this problem, you will have to create an example that
others can duplicate. That is why each message to the list says (at
the bottom): PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained,
http://ion.researchsystems.com/IONScript/wavelet/ sorry about the broken
link above. I will have a look- I also found an R function that will plot
close to what I want on a website I will compare the two and get back with
everybody. thanks for all of the help.
Stephen
On Wed, May 14, 2008 at
Hi Peter,
Realized that the log files are generated only when there is an error. Here are
my contents of the log file:
libname src2rd 'Z:/data';
libname rd xport
'C:\DOCUME~1\SHUBHA~1.AMB\LOCALS~1\Temp\1\RtmpObHuqk\file323b4e45';
proc copy in=src2rd out=rd;
select tsubset10 ;
Shubha Karanth
2008/5/15 Douglas Bates [EMAIL PROTECTED]:
Did you happen to notice the part at the bottom of every message about
provide commented, minimal, self-contained, reproducible code?
Sorry, don't understand what that statement means in my context.
Considering that the result you quote from 251 has
After running the codes in the log file, I realized that this has something to
do with SAS only...
Shubha Karanth | Amba Research
Ph +91 80 3980 8031 | Mob +91 94 4886 4510
Bangalore * Colombo * London * New York * San José * Singapore *
www.ambaresearch.com
-Original Message-
From:
Thanks Matthias,
I tried that, but received the following error message:
Error in image.default(1:nc, 1:nr, x, xlim = 0.5 + c(0, nc), ylim = 0.5 + :
dimensions of z are not length(x)(+1) times length(y)(+1)
-Peter
At 10:18 AM +0200 5/15/08, Matthias Kohl wrote:
Dear Peter,
Oh!...Got that...A member in the RD library of SAS can contain only 8
characters in its filename. Since the variables 'tsubset1',
'tsubset2','tsubset9' had exactly 8 letters in the name, those files read
properly and then onwards, since the number of letters/characters exceeded
8,
Professor Kubovy
As you instructed, below is the command terminal output:
sessionInfo()
R version 2.5.1 (2007-06-27)
i586-mandriva-linux-gnu
locale:
Hi All,
I'm accustomed to performing an ANOVA to aid in choosing between
linear models (for example y~x or y~x+x^2), however with different
models I can't seem to do it. I'm trying to fit an exponential model
of the form ye^(bt).
Below is a code snippet that highlights what I'm trying to do
s =
By RD library I mean the xport library...
Shubha Karanth | Amba Research
Ph +91 80 3980 8031 | Mob +91 94 4886 4510
Bangalore * Colombo * London * New York * San José * Singapore *
www.ambaresearch.com
-Original Message-
From: Shubha Vishwanath Karanth
Sent: Thursday, May 15, 2008
Dear contributors:
I have vector A composed of numbers wich have values equal to 1 and
different to 1.
I want to transform de components with a value=1 to a component of value=0,
and those with a value different to1, to a value=1.
Then I want to take out the components=0.
Thanks in advance,
I have a problem finding how to use prior.weights or weights options when
performing a stepwise GAM analysis (gam and step.gam functions) for
covariate inclusions.
Thanks beforehand for references or help on how to handle these 2 options.
--
Paul Baverel, MSc,
PhD student
Div. of
Hello
I'm using the xfig-function in R to export figures in fig-format. To
use these exported figures in LaTeX, I first run a fig2dev to get a
pstex and pstex_t file. However, in order to get the right pstex_t
file (that is, with the text of the original figure) I have to change
the font and
Hi everybody,
I am trying to fit a model with the lmer function for mixed effects. I have an
experimental design consisting of 5 field plots. Each plot is divided in 12
subplots where the influence of three factors on the growing of tree seedlings
is tested: (1) seed (1 = presence; 0 =
Dear All:
I am new in Linux and I have inherited a Linux redhat system with R Version
2.1.0 (2005-04-18) installed. Can somebody help me with step by step
instructions to download the new version and install it?
Thanks
mjacob
The contents of this communication, including any attachments,
Quantreg package allows to plot the summary of models derived by quantile
regression at different taus.
The plot shows the parameters variation by varying taus: intercept and slope
(for a linear model).
Together with these values even confidence intervals may be plotted, based
on the threshold
heatmap.2(z, col = greenred(100), dendrogram = none, Rowv = FALSE)
NULL isn't one of the accepted values for the dendrogram argument. See
?heatmap.2
Best,
Jim
Peter Scacheri wrote:
Using the heatmap.2 function, I am trying to generate a heatmap of a 2
column x 500 row matrix of numeric
Dear R users,
someone knows how to remove auto-correlation from a frequencies time series?
I've tried by differencing (lag 1) the cumulative series (in order to have only
positive numbers) , but I can't remove all auto-correlation.
If it's useful I can send my db.
x - #
e-letter inpost at gmail.com writes:
2008/5/15 Douglas Bates bates at stat.wisc.edu:
Did you happen to notice the part at the bottom of every message about
provide commented, minimal, self-contained, reproducible code?
Sorry, don't understand what that statement means in my context.
On Thu, May 15, 2008 at 9:22 AM, Luis Cayuela [EMAIL PROTECTED] wrote:
Hi everybody,
I am trying to fit a model with the lmer function for mixed effects. I have
an experimental design consisting of 5 field plots. Each plot is divided in
12 subplots where the influence of three factors on
Hi,
I have a dataframe SDF1 that looks like this:
Char1 Char2 Char 3 W.2007.02 W.2007.09 W.2007.16 W.2008.13
AC1F1 F2 F3
AC2
F4
BC3 F5
F6
I have another dataframe
Claudia D'Aniello kikki_80 at yahoo.it writes:
Dear R users,
someone knows how to remove auto-correlation from a frequencies time series?
I've tried by differencing (lag 1) the cumulative series (in order to have
only positive numbers) , but I
can't remove all auto-correlation.
Take the
Claudia D'Aniello kikki_80 at yahoo.it writes:
Dear R users,
someone knows how to remove auto-correlation from a frequencies time series?
I've tried by differencing (lag 1) the cumulative series (in order to have
only positive numbers) , but I
can't remove all auto-correlation.
If it's
Thank you very much for your help Don MacQueen
Don MacQueen wrote:
At 1:24 PM -0700 5/14/08, ermimi wrote:
Patrick and Blay Thank you very much for help me, I have drawn in blue the
axis
Blay the solution that you give me for start in (-10,-10) and finish in
(10,10) isn´t very well
Duccio - ritchieblackmore72 at gmail.com writes:
Quantreg package allows to plot the summary of models derived by quantile
regression at different taus.
..
Here the main code:
model- rq(y~x,data=dataset, tau = 0.8:10/10) # here is the model
model.summary- summary(model)
On Thu, 15 May 2008, Robert wrote:
Hello
I'm using the xfig-function in R to export figures in fig-format. To
use these exported figures in LaTeX, I first run a fig2dev to get a
pstex and pstex_t file. However, in order to get the right pstex_t
file (that is, with the text of the original
Dear Peter,
the call works for me; e.g.
x - matrix(rnorm(100), ncol = 4)
heatmap.2(x, dendrogram=none, Colv = FALSE, Rowv = FALSE)
There seems to be something wrong with your matrix z ...
Best,
Matthias
Peter Scacheri wrote:
Thanks Matthias,
I tried that, but received the following error
On 5/15/08, RINNER Heinrich [EMAIL PROTECTED] wrote:
Thanks for your help!
I guess I could have thought for ages about this, and never would such a
solution have come to my mind ;-)
It works as far as the text in the strips is left-aligned; a remaining
drawback
is that printing of
Thankyou Brian (and others). Very useful information(as usual).
-- Bert
-Original Message-
From: Prof Brian Ripley [mailto:[EMAIL PROTECTED]
Sent: Wednesday, May 14, 2008 10:29 PM
To: Bert Gunter
Cc: r-help@r-project.org
Subject: Re: [R] Attributes or list programming efficiency
On
Dear all,
Today we released a new task view on CRAN which deals with R packages
closely related to the wide field of optimization. It can be found on
http://cran.R-project.org/web/views/Optimization.html.
The focus of this task view is on *General Purpose Continuous Solvers*,
*Mathematical
Dear all, someone could explain why the following example is not a valid
randomization scheme?
Consider an experiment in which the
six experimental units to be used are permanently ï¬xed in a row and two treat-
ments are to be randomly assigned to the units. (One can think of fruit trees
or a
On May 15, 2008, at 2:07 PM, lamack lamack wrote:
Dear all, someone could explain why the following example is not a
valid
randomization scheme?
Consider an experiment in which the
six experimental units to be used are permanently fixed in a row and
two treat-
ments are to be randomly
Jim,
The problem with your solution is that the columnames are not in the same
order as in the dataframe SDF2
The dummy columns are just put at the end of the dataframe SDF1. I keep
looking for a better solutions. Thx for the effort.
Bert
_
From: jim holtman [mailto:[EMAIL
After constructing the new dataframe, you can always reorder the columns in
any order that you want by creating a character vector of the order that you
want and then using it as:
mydf[my.ordered.names]
You may have to give a better example of what the input and output would
look like.
On Thu,
Greetings and Salutations,
I was curious if anyone out there has had much experience with the nlme function
in both S+ and R. Right now I am working on an HIV dataset and trying to fit a
NLME model to the data, and the coefficients I get in S+ differ slightly from
the coefficients in R:
R model
On 15/05/2008, Michael Kubovy [EMAIL PROTECTED] wrote:
Hi,
Your reply doesn't help you with your lm() problem. You need to show the
problem with lm() as well. Your original message was unclear on what is
wrong.
The problem I have with lm() is that when I enter this command, I
obtain
On Thu, May 15, 2008 at 3:05 PM, e-letter [EMAIL PROTECTED] wrote:
Using version 251 I tried the following command:
lm(y~a+b,data=datafile)
Resulting in, inter alia:
...
coefficients
(intercept) a
1.2 3.4
[...]
When using version 171 I entered the same command:
Two comments. First of all, I don't see how you can be sure that if
you specify 365 bins, then each bin will contain exactly one day. In
order to do that, you need to know that each bin has width exactly 1,
and you don't tell lattice to use such a width, so it is likely
choosing something
On 16/05/2008, at 7:23 AM, e-letter wrote:
Well, I sought a statistician who showed me how to do this task using
mathematica. Despite advice otherwise,
You are certainly getting bad advice!
I am interested to learn how to
perform this basic task using r because it's free and and
If I edit the fig file with Xfig, I have to change the value of
special flag to special and the font to a LaTeX font instead of a
postscript font.
If these changes are not made, the pstex_t file produced from fig2dev
doesn't contain the text as it should. So if I input the pstex_t in a
tex file,
Trying to learn Proto. This threw me:
#startup r...
library(proto)
a - proto(x=10)
a$x
[1] 10
x - proto(x=100)
x$x
Error in get(x, env = x, inherits = TRUE) : invalid 'envir' argument
Do I simply need to be careful to name proto objects and proto components
uniquely? Is this the desired
Juan Pablo
Look at the results of:
as.numeric(A!=1)
and
A[A!=1]
HTH ...
Peter Alspach
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Juan Pablo Fededa
Sent: Friday, 16 May 2008 1:36 a.m.
To: r-help
Subject: [R] value transformations
Derrick:
1. There are lots of people out here with such experience -- including the
author of the software!
2. nlme fitting involves iterative procedures whose final value (if indeed,
convergence to a final value occurs -- it certainly need not) depends on a)
the initial value you start from;
On May 15, 2008, at 1:24 PM, David Katz wrote:
Trying to learn Proto. This threw me:
#startup r...
library(proto)
a - proto(x=10)
a$x
[1] 10
x - proto(x=100)
x$x
Error in get(x, env = x, inherits = TRUE) : invalid 'envir' argument
Do I simply need to be careful to name proto objects
Below is direct copy from command terminals of both pcs (mandrake 92
with r 171; mandriva 2008 with r 251, respectively).
R : Copyright 2003, The R Development Core Team
Version 1.7.1 (2003-06-16)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under
Jim,
I think I'm almost there. When I use your formula it works and I can get the
job done, but I encounter the following problem
uniq - setdiff(names(y), names(x)) OK
x[uniq] - 0 OK
x NOT
On May 15, 2008, at 5:37 PM, e-letter wrote:
Below is direct copy from command terminals of both pcs (mandrake 92
with r 171; mandriva 2008 with r 251, respectively).
R : Copyright 2003, The R Development Core Team
Version 1.7.1 (2003-06-16)
R is free software and comes with ABSOLUTELY NO
On 16/05/2008, at 9:44 AM, Charilaos Skiadas wrote:
This is exactly why we asked you for a reproducible example and
full code. That last entry in the V6 column is 69.65667 in this
case, but 66.27667 in the other cases. So you clearly are working
with two slightly different dodgy files,
Thank you to all you eagle eyes; amendment made accordingly and solved. Not
sure how the difference occurred...
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do
Thanks Duncan,
I achieve this:
grid.newpage()
for(h in 1:9)
{
pushViewport(viewport(layout=grid.layout(3,3)))
pushViewport(viewport(layout.pos.row=lin[h],layout.pos.col=colu[h]))
print(xyplot(tmx[,h]~frequ|as.factor(as.numeric(spf)),groups=as.factor(blm),
data=tmx,type=l,
xlab=frequency
I am fitting a logistic binomial model of the form
glm(y ~ a*x,family=binomial)
where a is a factor (with 5 levels) and x is a continuous predictor.
To assess how much ``impact'' x has, I want to compare the fitted
success probability
when x = its maximum value with the fitted
Also, it's worth pointing out the reason for the numerical instability
of the parameter estimates: the predictors are nearly collinear.
(dubious - read.table('clipboard'))
V1 V2V3V4V5 V6 V7
1 1 300 39.87 39.85 39.90 39.87333 9
2 2 400 45.16 45.23 45.17 45.18667
I am interested in whether the slopes in a linear model are different
from 0.
I.e. I would like to obtain the slope estimates, and their standard
errors,
``relative to 0'' for each group, rather than relative to some baseline.
Explicitly I would like to write/represent the model as
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