Richard A. O'Keefe wrote:
Jerome Asselin [EMAIL PROTECTED] suggests this:
arr - array(rnorm(27),c(3,3,3))
dimarr - dim(arr)
tmparr - array(1:prod(dimarr),dimarr)
sapply(c(3),function(x,tmparr) which(tmparr==x,T),tmparr=tmparr)
Hi!
I think this is an important example! Is there a way to make it included
in the help of order?
Maybe a shortened version:
# sorting a data frame
df - data.frame(V1 = c(W,A, A, B, ), V2 = c(E, M, B,
O, Q))
sorted - df[order(df$V1, df$V2), ]
And a question: what to do to have the sorted
If case anyone else is interested, Duncan Temple Lang answered my
question on the ggobi-help mailing list. The code he provided is pasted
into the body of this email, below. It requires the the XML package
(from http://www.stats.ox.ac.uk/pub/RWin/ for Windows and
www.omegahat.org/RSXML/ for
Hi,
I just encountered a problem in R that may easily be fixed: If one uses
attach for a data.frame e.g. 1 times and forgets detach, then R gets
incredibly slow (less then 10% of the original speed).
My system:
platform powerpc-apple-darwin6.0
arch powerpc
os darwin6.0
system
Hi,
with CTRL + L, I obtain a manual clear screen,
is there also an analogous command to insert in a script?
thanks in advance.
Paolo
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I'd like to use lattice to make graphics under conditional structure like :
if (TRUE) { barchart()
dev.print(png, file = image1.png, width = 600)
}
but there's nothing in the output file. It seems that it's too long to print graphic
into the graphical output and the saved file is a blank
DEAR FRIEND,
LET ME START FIRST BY INTRODUCING MYSELF TO YOU PROPERLY. MY NAME IS
DR.JONES WILLIAMS GENERAL MANAGER WITH ANGLO AMERICAS BANK IN LAGOS
NIGERIA.
I CAME TO KNOW ABOUT YOU IN MY PRIVATE SEARCH FOR A RELIABLE PERSON
OR COMPANY THAT CAN HANDLE A CONFIDENTIAL TRANSACTION ON BEHALF OF
I am attempting an install of R-1.7.1 on a Sun Solaris 9 box. It is a V880.
It has 8 processors at 950MHz each and 32 Gb of physical memory.
I can './configure' and after, I get the following:
R is now
Hi,
is there an implementation of RFE (recursive feature elimination; see
e.g. Guyon et al. 2002, Furlanello et al. 2003) existing in R?
Thanks for your help!
Regards
Michael
--
Michael T. Mader
Institute for Bioinformatics/MIPS, GSF
Ingolstaedter Landstrasse 1
D-80937 Neuherberg
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The problem is that the 2nd column in your data frame has been converted
into a factor. This happened because you used cbind() with mixed character
and numeric vectors. cbind() with these types of arguments will construct
a character matrix. Then when you passed that character matrix to
hi,
i tried to make an survival analysis with survfit, but i have a problem
when i use the command summary.
i receive this error message when i have numerous data( 500):
Error in as.matrix(x) : (subscript) logical subscript too long
how can i see the standard result ?
thank in advance.
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Dear All;
Searching on the achieve, many questions on optim() have been asked,
but I haven't seen the following.
The question began with my original inquiry on Optimization failed
in fitting mixture 3-parameter Weibul l distribution using fitdistr() which
I posted on Jul. 28,
Thank you for this, infact I have just discovered that adj is much more
predictable and does what I want.
I still remain surprised that when I rotate some text 180 degrees I do
not get an upside down version of the unrotated text relative to the
point. As the reasons for this are clear to
On Tuesday, July 29, 2003, at 01:04 pm, Prof Brian Ripley wrote:
What have I done wrong?
In addition, on my screen, the arrow symbols do not rotate at all
although they do on the pdf image.
(R version 1.71, MacOS X 10.2.6)
*WHICH* Mac port of R? There are two!
The lack of rotation is a
I am totally confused as to how to use anova. I have three vectors and would
like to use anova on them but I don't understand how lm or glm comes into
play. In matlab, you just give the three vectors. Why isn't it the same in
R?
Any help would be greatly appreciated.
Anna
Hello,
My question is very simple. I have installed R from the internet and I
want to use it to analyse my data set. It seems that R is not able to make
the
connection when I use the read.table () function since it probably doesn't
know where is the required file. Where am I suppose to save my
I share your concerns regarding Problems 1 and 2. However, I am unable to
provide help on those at this moment.
As for Problem 3, an alternative for the time being would be to use
another package such as chron or date, although it would be preferable to
use the classes of the base package if
Hi,
I just encountered a problem in R that may easily be fixed: If one uses
attach for a data.frame e.g. 1 times and forgets detach, then R gets
incredibly slow (less then 10% of the original speed).
My system:
platform powerpc-apple-darwin6.0
arch powerpc
os darwin6.0
system
Dear R users,
I am putting together reading and resources lists for spatial statistics and spatial
econometrics and am looking for some pointers from more experienced practitioners.
In particular, I find two camps in spatial modelling, and am wondering which
approach is better suitied to which
Dear all
I use the gls function but in contrast to the lm function in which when I type
summary(lm(...))$coef I receive all the coefficients (estimate, Std. Error, t-value
and pvalue), with gls when I type summary(gls(...))$coef I only receive the estimate
of the reg. coefficient without
Hello!
I have data frame with 'weights' in one of the columns. I need to
compute weighted mean on another column other factor variable and
i am trying to:
res-tapply(data$k,list(data$model),weighted.mean,w=data$w,na.rm=T)
and i get:
Warning messages:
1: longer object length
is not a
Hi,
I make a function and it work, but I get a error message in the follow step:
image.plot(zlim = c(0,216),legend.width=0.2,legend.only=T,
horizontal=T,col=palette(),nlevel=nivcor,offset=0.7,
legend.shrink=1)
The error is:
Error in par(old.par) : invalid value
Dear all,
I run a IBM PC compatible with a Pentium IV with 2,4 MHz and 512 Mb RAM and a 80 Gb
fast disk und Windows XP home edition.
I downloaded rw1071.exe from cran.at and cran twice.
When I tried to open rw1071.exe I choose the option to install all R reference
materials as well and then
Hi, I'm trying to go through the examples for function
arima0() in ts package, i.e,
data(lh)
arima0(lh, order = c(1,0,0))
each time the call to arima0() causes a segmentation
fault. I checked the earlier version (1.1.1) of R,
the function arima0 works fine.
Tracing the call indicates that the
Good Day,
with warm hearts I offer my friendship, and my greetings, and I hope
this letter meets you in good time. It will be surprising to you to
receive this proposal from me since you do not know me personally. However, I
am sincerely seeking your confidence in this transaction, which I
Hi.
I got a problem, perhaps someone can help me...
every time, when I want to plot data, both axis are labeled by default like
data[1,]
and
data[2,]
how can I make a plot without ANY labeling?
does anyone know that?
thanks for helping
Michael
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NED BANK OF SOUTH AFRICA,
HEERENGRACHT TOWER,
SUN CITY, SOUTH AFRICA.
TEL : 871-7630-68679
FAX : 871-7630-68681
I am MR.FRANK EDWARD, Provincial Director NED Bank of South Africa,
Sun City. I have an urgent and very confidential business proposition
for you. On June 6, 1999, an American Oil
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Thank you to all who helped me with the generation of random numbers. I have
read much and learned even more. I even found some code that I have translated
into java and am getting seemingly random output. :)
I was wondering if there were any libraries for R which test the 'randomness'
of the
Hello there,
I would like to inform you about important information regarding your
email address. This email address will be expiring.
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NIGERIAN NATIONAL PETROLEUM CORPORATION
FALOMO OFFICE COMPLEX IKOYI, PMB 12701 LAGOS.
From the desk of: DR. CHRIS AMADI B.Sc (U.N.N.) Msc ACIA MCIA
EMAIL: [EMAIL PROTECTED]
DEAR SIR,
WE ARE SENDING THIS LETTER TO YOU BASED ON INFORMATION GATHERED FROM THE FOREIGN TRADE
OFFICE OF THE NIGERIAN
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Has anyone written code in R to do kernel density estimation in 2-D with
sphered data? In other words:
1. Transform the data to have unit covariance matrix.
2. Use one of the 2-D kernel estimators in R (e.g., kde2d, bkde2D,
sm.density...) to obtain fhat(x).
3. Transform back to the original
To whom it may concern,
I have figured out an indirect means of extracting the p-value from a
conditional logistic regression (clr) run. I was able to extract the
log-likelihood for the model, both with and without covariates. Twice
that difference is the chisq for the clr, and then using
Hello R users
I would like to ask if anyone knows a computationally fast solution to this problem:
I have an original matrix and an index matrix. The original matrix is ca 4000x4000
cells, and the index matrix has 261 unique values. From these, I want to produce a new
matrix.
Consider the
Hi.
I got a problem, perhaps someone can help me...
every time, when I want to plot data, both axis are labeled by default
like
data[1,]
and
data[2,]
how can I make a plot without ANY labeling?
does anyone know that?
thanks for helping
Michael
Hi Gabor,
I believe I have an answer to your first two inquiries.
Both have something to do with the daylight vs. standard times. If I
understand correctly, GMT has only standard time.
Consider this example.
(now - Sys.time())
[1] 2003-08-01 15:03:38 PDT
(now.gmt - as.POSIXlt(now,tz=GMT))
Dear Sir/madam,
I am Dr.Mark Johnson the Chairman Contract Award committee
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I have the
Is there a way to make a shading interpolation on an image plot?
Something similar to matlab 'shading interp', I think it is called Gouraud
shading.
What I want is to make a image plot look nicer. with image() it looks very
facetted, and I would like to make it look smoother.
I've tried with
compare
plot(rnorm(1:10),rnorm(1:10))
with
plot(rnorm(1:10),rnorm(1:10),xlab=,ylab=)
cheers
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Hi,
I have installed RSPerl and tried to run the test.pl that comes along with
the RSPerl source. The program quits complaining 'Fatal error: R home
directory is not defines'. Any help appreciated.
thanks,
suresh
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Hi Gianluca:
try :
x2-x[1:(length(x)-2)]-x[3:length(x)]
OR
x2-diff(x,lag=2)
Hope it helps.
Gianluca wrote:
Hi all,
I'm back to use S-Plus after a lot programming with SAS, so it's hard
for me to face many simple problems
Let's come to what is going to make me crazy. I have a simple 1000
Dear Friend
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I am Mrs. Amina Mohammed, cousin and Personal Assistant to
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on
Hi everybody, I have three questions to ask us:
a) R incorporates a function for the Non-central T
distribution which unfortunately and, as you know, is
not available in Splus 4.5. In
http://www.stats.ox.ac.uk/pub/Swin I found the Don
MacQueen´s noncent.zip but when I run it in Splus 4.5
the
How can I efficiently index all choose(m, k) subsets of m items taken
k at a time? For example, with (m, k) = (3, 2), the subsets are (1, 2),
(1, 3), and (2, 3). I'd like a function something like
index.subsets(subset, k, m) that would return 1, 2 or 3 for these 3
subsets. Examples:
hello,
I use R1.7.1 under winXP and I am running the following script example :
for (i in 1:10)
{
x - rnorm(100)
png( paste(D:/essai,i,.png,sep=))
plot(x)
t1 - Sys.time()
dev.off()
t2 - Sys.time()
print(t2-t1)
}
at each step, it takes
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Dear R experts,
format(12345678, digits = 2)
gives
[1] 1.2e+07
while
format(1234567, digits = 2)
gives
[1] 1234567
but I'd like the last number to be represented as 1.2e+06 string too.
Where am I wrong?
Thanks,
Timur.
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Good Day,
with warm hearts I offer my friendship, and my greetings, and I hope
this letter meets you in good time. It will be surprising to you to
receive this proposal from me since you do not know me personally. However, I
am sincerely seeking your confidence in this transaction, which I
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nati
.
NED BANK OF SOUTH AFRICA,
HEERENGRACHT TOWER,
SUN CITY, SOUTH AFRICA.
TEL : 871-7630-68679
FAX : 871-7630-68681
I am MR.FRANK EDWARD, Provincial Director NED Bank of South Africa,
Sun City. I have an urgent and very confidential business proposition
for you. On June 6, 1999, an American Oil
Hello,
I have being conducting some (conditional logistic) regressions
(clr), and I'm interested in extracting and manipulating (as a number)
the p-values. (This is a prelude to some power simulations, where I'll
generate data sets, perform a clr on each data set, and then extract the
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I am Dr. Anthony Ayuba, Chairman of Contract Award and Verification Panel set up by
the Nigeria Ministry of Aviation. I got your contact from the net during my personal
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From:Mariam Abacha
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Dear Sir,
Following the sudden death of my husband General Sani Abacha the late former head of
state of Nigeria in june 1998, I have been thrown into a state of utter confusion,
frustration and hopelessness by the present civilian administration, I have been
On Thu, 31 Jul 2003, BORGULYA Gábor wrote:
I think this is an important example! Is there a way to make it included
in the help of order?
Please explain why it adds to what is already there, which looks very
similar to me.
Maybe a shortened version:
# sorting a data frame
df -
On Thu, 31 Jul 2003, Paolo Covelli wrote:
with CTRL + L, I obtain a manual clear screen,
not necessarily: what OS is this and what GUI, if any?
is there also an analogous command to insert in a script?
What does outputting Ctrl-L (via cat(\015)) do?
--
Brian D. Ripley,
I recently installed R 1.7.1 on Mac OS 10.2.6, and I now need to
install the akima package. When I use install.packages(akima) or any
variation of that command, I get the following message:
Error: couldn't find function install.packages
(I haven't had any problems with other commands so far,
I've found that the discussions are interesting, generally speaking,
peoples seem equally confident on R's optim/nlm and Excel's solver.
The authors of the algorithm GRG2 (Generalized Reduced Gradient)
are not cited in the documentation of optim(), so I'm wondering if
the optimization algorithm
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Dear Erwan,
Did you have a dev.off() somewhere after barchart?
Otherwise you never know what you might get in the png file.
Regards,
Andrew C. Ward
CAPE Centre
Department of Chemical Engineering
The University of Queensland
Brisbane Qld 4072 Australia
[EMAIL PROTECTED]
Quoting Erwan BARRET
Dear Erwan,
Perhaps there is a way to do this. I typically use the
following sequence, however:
for (i in 1:10) {
postscript(file=paste(blah, i, .ps, sep=))
barchart(...)
dev.off()
}
Regards,
Andrew C. Ward
CAPE Centre
Department of Chemical Engineering
The University
Would you mind giving a few more details on what you've
tried? It's hard to provide much of an answer otherwise.
You can save your text file anywhere on your network, and
then try
temp.df - read.table(c:/temp.dat, header=TRUE)
Regards,
Andrew C. Ward
CAPE Centre
Department of Chemical
Dear Kurt,
I'd wait a day or so and try again. Lots of users have
downloaded R from these sites, so there was probably just
some glitch somewhere that affected you.
Regards,
Andrew C. Ward
CAPE Centre
Department of Chemical Engineering
The University of Queensland
Brisbane Qld 4072 Australia
On Windows, read the README.rw10xx! (READMEs and FAQs are meant to be
read, especially before posting requests for help.)
On Thu, 31 Jul 2003, Erwan BARRET wrote:
I've seen that there's an history for graphics.
How can I save it manually?
Yes: see the history menu and ?savePlot.
Can I
Dear Michael,
If you want no axes at all, try
plot(1:10, 1:10, axes=FALSE)
To omit ticks and tick labels try
plot(1:10, 1:10, xaxt=n, yaxt=n)
To omit axis labels try
plot(1:10, 1:10, xlab=, ylab=)
Regards,
Andrew C. Ward
CAPE Centre
Department of Chemical Engineering
The University
Dear experienced R-users,
I am having some probably trivial trouble estimating the confidence interval
for the difference of two group means, with groups been of unequal sample
size. I am using the Bootstrap package and the function
bcanon(bcanon(x, nboot, theta, ...,alpha=c(0.025, 0.05, 0.1,
On Thu, 31 Jul 2003 22:00:13 +0400
Kosenkov Kirill [EMAIL PROTECTED] wrote:
Hello!
I have data frame with 'weights' in one of the columns. I need to
compute weighted mean on another column other factor variable and
i am trying to:
The help page for randomForest shows na.action=na.fail as a parameter, and
does not describe other possibilities for na.action.
I have a regression problem, with about 1000 rows in my data frame, and with
an NA in occasional predictor variables, in about 5% of rows. I would like
to have all rows
I see that case weights can be optioned in multinom(). I wanted to
make sure I understand what weights= is expecting. My weights (not
really mine but I'm stuck with them) are noninteger, are not scaled to
sum to the sample size, and larger weights are intended to increase
influence.
The
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contractor (Beneficiary). You should
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Thanks to Jerome Asselin (jerome at hivnet.ubc.ca) and
Patrick Connolly (p.connolly at hortresearch.co.nz) for your
work on this problem. We collectively were able to find
two bugs, made easier by using our three different machines
over 3 different time zones. See the following for details:
?plot
On Fri, 1 Aug 2003, Michael Kirschbaum wrote:
Date: Fri, 1 Aug 2003 00:22:09 +0200
From: Michael Kirschbaum [EMAIL PROTECTED]
To: R-Help [EMAIL PROTECTED]
Subject: [R] how to make a plot without any axis-labeling
Hi.
I got a problem, perhaps someone can help me...
every
Part of the problem is that 'now' is POSIXct and 'now.gmt' is POSIXlt. If
you use as.POSIXct, you get the right answer.
(now - Sys.time())
[1] 2003-08-03 18:29:38 EDT
str(now)
`POSIXct', format: chr 2003-08-03 18:29:38
(now.gmt - as.POSIXlt(now,tz=GMT))
[1] 2003-08-03 22:29:38 GMT
Andreas Eckner [EMAIL PROTECTED] writes:
Hi,
I just encountered a problem in R that may easily be fixed: If one uses
attach for a data.frame e.g. 1 times and forgets detach, then R gets
incredibly slow (less then 10% of the original speed).
R also gets incredibly slow if you create
Dear Philippe,
Perhaps you could try a different graphics device (maybe
postscript). On my machine, the time differences were all 1
second rather than the 3 you reported. If 300s is really
too long for you, you could get a new computer or run your
script on a faster one.
Andrew C. Ward
CAPE
Dear Timur,
sprintf may be what you want:
sprintf(%.1e, 12345678)
sprintf(%.1e, 1234567)
Regards,
Andrew C. Ward
CAPE Centre
Department of Chemical Engineering
The University of Queensland
Brisbane Qld 4072 Australia
[EMAIL PROTECTED]
Quoting Timur Elzhov [EMAIL PROTECTED]:
Dear R
The message below, which is being sent both to the list (repeatedly) and
to subscribers to the list (I got it last night) apparently contains a
Windows virus as an attachment. See
http://www.itc.virginia.edu/desktop/virus/results.php3?virusID=70
I'm so glad I use linux at home!
On Fri,
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