The critical fact here is that you called dev.off() and then re-open a
device: I don't recall that being mentioned before (and it works unless
you do that). dev.off() does not save the current plot (it will in
1.8.0), so you need to call recordPlot() before dev.off().
The current plot is
Hi,
Does anybody know a function to simulate a Markov chain given a
probability transition matrix and an initial state ?
Thanks.
Philippe
--
--
Philippe Hupé
Institut Curie - Equipe Bioinformatique
26, rue d'Ulm - 75005 PARIS France
+33 (0)1 42
RODBC works fine but as far as I can tell requires that the connection
be
opened through Windows menus. OK for a one-off, but not for batch
processing.
Please someone tell me what I missed - how can I open the connection
within
an R script?
(Windows 98)(not my fault)
TIA
(sorry for long
If you really want to run windows from R (in my experience it is much better
to reside entirely within R) then I think that you need to use Duncan Temple
Lang's RDCOM package ( http://www.omegahat.org/ ). It works well and
robustly for connections to other packages and I have tested it for Excel.
There's a function odbcConnectExcel, a wrapper to odbcDriverConnect.
Neither require any work with Windows menus.
On Wed, 25 Jun 2003, Simon Fear wrote:
RODBC works fine but as far as I can tell requires that the connection
be
opened through Windows menus. OK for a one-off, but not for batch
There's a function odbcConnectExcel, a wrapper to odbcDriverConnect.
Neither require any work with Windows menus.
Try the following sample script and save it as foo.R:
library(RODBC)
chan1 - odbcConnectExcel(your-file.xls)
aa - sqlFetch(chan1, Name of your sheet)
names(aa)
close(chan1)
as
Simon Fear wrote:
RODBC works fine but as far as I can tell requires that the connection
be
opened through Windows menus. OK for a one-off, but not for batch
processing.
Please someone tell me what I missed - how can I open the connection
within
an R script?
(Windows 98)(not my fault)
[snip]
It
And there is Thomas Baier's and my RCOM package
which would allow to run R from within Excel
or exchange data between Excel and R with R
as the main interface.
Morrison, Gordon wrote:
If you really want to run windows from R (in my experience it is much better
to reside entirely within R) then I
Dear all,
Does anyone know how to send graphical output to a printer using R for Windows
version 1.6.2. For example if I do
plot(x,y) # Sends output to the graphics window
which command will let me print this graph?
The reason I need to do this is to automatically print out a lot of graphs
Greetings Folks,
When R code (as entered or read from a courced file) is executed,
is it interpreted from the input form every time having once been
read in, or do subsequent invocations use an intermediate
(pre-interpreted) form?
Or, putting it another way, is the execution of R code faster
Many many thanks. I did look at this but I have absolutely no idea of
the
background so got completely lost. Can you recommend a gentle
introduction/overview to this area, based on the assumption that my
current
knowledge equals zero? Indeed, could you make an argument that I should
ever
*want* to
On Wed, 25 Jun 2003, Simon Fear wrote:
Many many thanks. I did look at this but I have absolutely no idea of
the
background so got completely lost. Can you recommend a gentle
introduction/overview to this area, based on the assumption that my
current
knowledge equals zero? Indeed, could you
I am not sure I fully understand the Qs.
There are two phases.
1) The source code is parsed.
2) The parsed code is evaluated.
If you run code from source() or a file or the command line, it is
parsed and evaluated. However, evaluating a function assignment makes an
function object containing
Hello
Does anybody know how to create an R help page wich can be opened from R
console (like help(glm)) ?
Particularly, I would like to know :
- what kind of file the help file is ?
- Where does it take place ?
Thanks
Vincent Spiesser
__
[EMAIL
On 25-Jun-03 Simon Fear wrote:
[...] I think I just want to get the data from Excel ('cos that's how
it nearly always comes), but I don't want to process it in Excel, when
I have R ...
In that case there is a very simple solution (asuming you have access
to Excel).
Open the Excel file in
See the `Writing R Extensions' manual.
On Wed, 25 Jun 2003, Vincent Spiesser wrote:
Does anybody know how to create an R help page wich can be opened from R
console (like help(glm)) ?
Particularly, I would like to know :
- what kind of file the help file is ?
- Where does it take place ?
On 25-Jun-03 Prof Brian Ripley wrote:
I am not sure I fully understand the Qs.
[...]
I hope that actually answers your questions.
Thanks, Brian! You have exactly understood, and fully answered,
my questions.
Best wishes,
Ted.
Prof Brian Ripley [EMAIL PROTECTED] writes:
I am not sure I fully understand the Qs.
There are two phases.
1) The source code is parsed.
2) The parsed code is evaluated.
If you run code from source() or a file or the command line, it is
parsed and evaluated. However, evaluating a
Simon,
Here is what I do when I encounter an excel spreadsheet. I save it as a
CSV file (in excel - save as - file type CSV) and then read the
corresponding file into R using read.csv.
Hope that helps,
Partha
Simon Fear [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
06/25/2003 06:16 AM
Use dev.print(win.print) after the plot is done. This is in the help page
(?windows).
Andy
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
Sent: Wednesday, June 25, 2003 5:46 AM
To: [EMAIL PROTECTED]
Subject: [R] Sending graphical output to a printer
Dear
I am a relatively new user of R and have a question about using the
read.table command for reading in .csv files that contain dates. My
ultimate goal is to be able to read several different files into data frames
and then do a merge along the Date column of each data frame. It seems I
should be
To plot a cumulative distribution of, say a behaviorial reaction time
vector, I wrote the following function:
cumhist = function(x)
{
Z = hist( x , plot=F )
plot(1:length(Z$counts),cumsum(Z$counts)/length(x)*100,type=b,axes=F,
ylab=%,xlab=)
On Wed, 25 Jun 2003, Chriss, Neil wrote:
I am a relatively new user of R and have a question about using the
read.table command for reading in .csv files that contain dates.
Unfortuantely them appear to contain perversions of dates, not the dates
recognised by the ISO standard. I read your
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA1
Hi,
is it possible to do an equivalence test on paired quantitative datas
in R? Is there a way to calculate sample size for such tests?
I've tried to find some documentation on that subject but I was
unsuccessfull.
I'll be happy with any
Hello,
Can someone confirm that read.spss doesn't work with
usual (old) mac paths (disk:dir:dir:file), but only with
*nix path (Volumes/disk/...)?
rm171 (carbon) - MacOSX 10.2.6
Thanks.
--
--
Jean-Pierre Muller
SSP /
Hello
On the subject of using predict formula with variables,
I used cbind(var1,var2,var3,var4, predict(glm.obj,type=resp)) to find
probability
of each combinations. However,I am still hesitant whether I have done
it correctly.
Is it correct ?
thanks in advance
Ahmet Temiz
Turkey
On Wed, 25 Jun 2003 11:51:44 +0100 (BST), you wrote in message
[EMAIL PROTECTED]:
The Excel .xls format is poorly documented, probably deliberately
obfuscated. A direct interface is on the TODO list: it should be quite
easy in Windows and possible in other OSes (there is code in Gnumeric, for
On Wed, 2003-06-25 at 09:20, Thomas Lumley wrote:
On Wed, 25 Jun 2003, Simon Fear wrote:
I guess all that I and apparently others really want is that foreign
might
include read.excel, like it has read.sas and read.spss. Which is
essentially
what Bernhard Pfaff's recent post offers -
On Wed, 25 Jun 2003, Jean-Pierre Muller wrote:
Can someone confirm that read.spss doesn't work with
usual (old) mac paths (disk:dir:dir:file), but only with
*nix path (Volumes/disk/...)?
rm171 (carbon) - MacOSX 10.2.6
The exact code used to open files is (variations on)
FILE *fp =
Thanks for the quick response. The two sides of the equality are
definately different. Here's what I'm seeing
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
pi
[1] 3.141593
1i
[1] 0+1i
pi*1i
[1] 0+3.141593i
exp(pi*1i)
[1] -1+1.224647e-16i
XSolutions Corp (www.xlsolutions-corp.com) is proud to announce
a 2-day Advanced R/Splus programming taught by R Development
Core Team Guru!
*San Francisco -- July 24-25, 2003
Early-bird discount ends June 30!
Reserve your seat Now (payment due after the
On Tue, 24 Jun 2003, Roger Bivand wrote:
...
library(pixmap), perhaps? Reads PNM (so PPM, PGM, PBM).
Thanks! This is precisely what I was looking for. I had gotten to the
point of:
con-file(image.ppm,open=rb)
readLines(con,n=3)
[1] P6 600 400 255
hi
my name is Tomer,im using R version 1.4
i've encontered a couple of problems with my my R programing.
1. i cant understand what is the whights in the nnet$wts command(which
weight fit to the nodes).
2.my OS is Windows XP , i want to operate R from the command line and i want
it to operate a
hi
I need 'rw1062.zip' since i can't get excel, R1070 or R1071 to work with the R (D)COM
Server
everything worked fine in the god rw1062 days
the lapack routines can't be loaded
'unable to load shared library c:\r/moduleslapack.dll, the specified library could not
be found'
don't know if it's
On Wed, 25 Jun 2003, Tomer Maymon wrote:
my name is Tomer,im using R version 1.4
As the current version is 1.7.1 (and there never was a 1.4), you need to
upgrade.
i've encontered a couple of problems with my my R programing.
1. i cant understand what is the whights in the nnet$wts
The problem is that you have not put the rw1071/bin directory in your
path, and so your DCOM-using application is unable to find the dependent
DLLs of R. This is a problem with the R (D)COM instructions.
On Wed, 25 Jun 2003, Søren Merser wrote:
I need 'rw1062.zip' since i can't get excel,
On Wed, Jun 25, 2003 at 10:02:07AM -0500, Marc Schwartz wrote:
Yet another would be Gnumeric, which like Calc is GPL'd and can read and
write native Excel file formats.
The Gretl econometrics package (http://gretl.sf.net) also has a small
library for reading Excel files (in the file
I need to know if there is a way in r to apply the hidiroglou lavalle
algorithm...thanks
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
On the subject of the LAPACK error -- I also had this problem with the R
(D)COM package. It appears that there is a problem accessing the newer
LAPACK routines rather than the original LINPACK routines which were
built into R. I sent a query to the r-com mailing list and found the
following
I have to remove the dollar sign from the end of the sheet names.
There's a function odbcConnectExcel, a wrapper to odbcDriverConnect.
Neither require any work with Windows menus.
Try the following sample script and save it as foo.R:
library(RODBC)
chan1 -
Hello,
I'm trying to use AIC to choose between 2 models with
positive, continuous response variables and different error
distributions (specifically a Gamma GLM with log link and a
normal linear model for log(y)). I understand that in some
cases it may not be possible (or necessary) to
On Wednesday 25 June 2003 20:23, Edward Dick wrote:
Hello,
I'm trying to use AIC to choose between 2 models with
positive, continuous response variables and different error
distributions (specifically a Gamma GLM with log link and a
normal linear model for log(y)). I understand that in some
Is there a command in R that make the same regression like l1fit in
S-plus?
--
[EMAIL PROTECTED]
--
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Your by-hand calculation is wrong -- you have to use the MLE of sigma^2.
sum(dnorm(y, y.hat, sigma * sqrt(16/18), log=TRUE))
Also, this is an inappropriate use of AIC: the models are not nested, and
Akaike only proposed it for nested models. Next, the gamma GLM is not a
maximum-likelihood fit
You can use the quantreg package.
However, neither l1fit nor that do `robust regression', so you need to
think more carefully about what you really want. There are almost always
better alternatives than L1 fits.
On Wed, 25 Jun 2003, Rafael Bertola wrote:
Is there a command in R that make
Is the Markov chain Monte Carlo (MCMC) Package
perhaps something for you!?
christian
- Original Message -
From: Philippe Hupé [EMAIL PROTECTED]
To: [EMAIL PROTECTED]
Sent: Wednesday, June 25, 2003 10:01 AM
Subject: [R] Markov chain simulation
Hi,
Does anybody know a function to
I am foggy on this myself, but I *think* it is inferred from the grouping
structure in the call to (n)lme or in the groupedData data structure. Have
a look at ?groupedData in R for more details.
ap
--
Andrew J Perrin -
Dear Prof. Ripley:
I gather you disagree with the observation in Burnham and Anderson
(2002, ch. 2) that the complexity penalty in the Akaike Information
Criterion is a bias correction, and with this correction, they can use
density = exp(-AIC/2) to compute approximate posterior
On Wed, 25 Jun 2003, Spencer Graves wrote:
Dear Prof. Ripley:
I gather you disagree with the observation in Burnham and Anderson
(2002, ch. 2) that the complexity penalty in the Akaike Information
Criterion is a bias correction, and with this correction, they can use
density =
Hi,
I encountered a problem when I am trying to write my
own function which contains another function. To
simplify a problem, I tried the following simplified
function, hope someone can idenfity the problem for
me.
I have a simple data frame called testdata as
following:
This file, which was attached to the message titled R-help Digest, Vol 4, Issue 25
by [EMAIL PROTECTED] and was quarantined on 6/25/2003 3:18 AM, has been released.
NOTE: If AutoProtect is enabled, then this restored attachment will be rescanned
during the restore. If the attachment is still
For loading Excel data and many others file formats,
one possibility is to use the free conversion utility: DataLoad.
See: http://www.vsn-intl.com/genstat/downloads/datald.htm
(there're probably also other links)
It should be easy to create R wrappers to use that utility.
Cheers
--
Fan
Marc
Dear listers,
I can't find the variance or se of the coefficients in a multilevel model
using lme.
I want to calculate a Chi square test statistics for the variability of the
coefficients across levels. I have a simple 2-level problem, where I want to
check weather a certain covariate varies
Hi,
I need to do some statistical analysis of data that is stored in IBM DB2
UDB 8.1 using R. I understand that I need to use R ODBC. But I would like
to know more about how to go about this. I apprecaite your help.
Thanks
Babu
__
[EMAIL PROTECTED]
lme does not produce standard errors for the variance components like HLM does. It
does produce SEs for the fixed effects, however, along with t-statistics and p-values,
just like HLM. Use the summary() command to see these.
When you do this, you will get the AIC, BIC, and loglik values. Just
Your function works fine for me (R 1.7.1, Windows 2000):
library(MASS)
testdata-data.frame(cbind(x=c(129,109,52,118,217,278,606,198,99,133),y=c(89,118,99,137,34,14,130,30,131,30)))
f.fun-function(var,fdata) {
+ fdata-data.frame(fdata)
+ fit-lm(y~1,data=fdata)
+
+
On Wed, 25 Jun 2003, array chip wrote:
Hi,
I encountered a problem when I am trying to write my
own function which contains another function. To
simplify a problem, I tried the following simplified
function, hope someone can idenfity the problem for
me.
snip
Actually, It is the question I encountered in S-Plus.
Sorry that I forgot to mention. As Simon just pointed
out, the function works fine in R (Thanks!). But in
any case, does anyone know how to solve the problem in
S-Plus?
Thanks
--- Thomas Lumley [EMAIL PROTECTED] wrote:
On Wed, 25 Jun 2003,
I would like to thank all of you who replied to my last question regarding the
generation of random numbers. I have read much about the theory and have been
fortunate to find some rng code. Now my task lies in testing the randomness of
these rng's. In the literature, there are many tests that
My Child,
This is getting truly annoying. I know I invented the concept of
brotherly love and all, but really...go fuck yourself.
Love,
Jesus
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED]
Sent: Wednesday, June 25, 2003 4:23 PM
To: [EMAIL PROTECTED]
Dear all,
I am looking for a R-function that performs nonlinear constraint
optimization (where the objective function and the
constraints are allowed to be nonlinear).
More specifically, I am trying to figure out whether there
is an equivalent function of NAG fortran library' E04UCF or
A L E R T E V I R U S
Notre antivirus a détecté le VIRUS W32/[EMAIL PROTECTED] dans votre
courrier destiné à :
- [EMAIL PROTECTED]
Nous refusons de le transmettre.
Nous vous conseillons de décontaminer votre poste de travail.
Pour
This is an autoreply to a message you have sent to [EMAIL PROTECTED].
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[EMAIL PROTECTED]. Please resend your message there.
Thanks,
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On 25 Jun 2003 at 10:01, Philippe Hupé wrote:
For small transistion matrices (which seems to be what you ask for),
something like this:
P - matrix( c(0.2, 0.5, 0.5, 0.1, 0.8, 0.1,
+ 0.2, 0.1, 0.7), 3,3, byrow=TRUE)
simMarkov - function( P, len=1000) {
+n - NROW(P)
+
Dear all,
So far i could do (in an informal way) to draw a Standardized Resisual plot
in the following way-
-
x - c(104.1, 106.6, 105.5, 107.5, 109.6, 113.3, 115.5, 117.7, 119.9,
122.1, 124.3, 126.5, 128.2)
y - c(53732, 52912, 57005, 61354, 67682, 71602, 71961, 75309, 82931,
-Original Message-
From: wildscop [mailto:[EMAIL PROTECTED]
Sent: Thursday, 26 June 2003 2:11 PM
To: [EMAIL PROTECTED]
Subject: [R] Residual plotting
[snip]
Or, in the formal way (using s-plus functions), in the
following way, but i
get stuck in the Resisual plot stage,
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