Thank you all for all your answers.
I see than there are many ways to solve my question !
Thank you very much.
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Kittler, Richard wrote:
Uwe,
Thanks. I did find something in the archives about using a custom
colClass of 'num' with read.csv and using setAs to define a character -
num function. From the read.table code this appears to force 'scan' to
read it as character and then convert it later using 'as'.
Marc Schwartz (MSchwartz at MedAnalytics.com) wrote
Here is another option. One issue is that given the way in which
plot.lm
() is coded, some of the axis labels are hard coded when passed to the
four underlying plot functions and as far as I can tell, there is no
way
to use a 'par' and just
Greg Blevins wrote:
Hello,
I am running R 2.1.0 on Windows 2000.
When I attempt to install or update packages, regardless of whether I use the
menu or command line, I get the following error.
utils:::chooseCRANmirror()
utils:::menuInstallPkgs()
Warning message:
unable to connect to
I save my data(frames) in csv format, which can be opened by any spreadsheet
application:
R write.table( myData, myFile.csv, col.names = NA, sep = , )
Arne
On Tuesday 26 April 2005 04:28, Mario Morales wrote:
Hello
I know how read a file in excel format into a R data frame using the
RODBC
Hello Juhana
try this (but there must be a better way!)
stratified.select - function(A,J){
out - sapply(J,function(i){sample(A[,,i],1)})
attributes(out) - attributes(J)
return(out)
}
A - array(letters[1:12],c(2,2,3))
J - matrix(c(1,2,3,3),2,2)
R stratified.select(A,J)
[,1] [,2]
[1,] b
Hi Arne
On 26 Apr 2005 at 9:29, Arne Henningsen wrote:
I save my data(frames) in csv format, which can be opened by any
spreadsheet application:
R write.table( myData, myFile.csv, col.names = NA, sep = , )
Or you can write it as
write.table(r.data.frame, excel.file.xls, sep=\t, na=,
Hi!
This is the first time I'm trying to write a C program to be linked with R by
my own and I've got one (main) problem
1) I've got a stack of big matrixes, so to manage them I' using save() in the
preparation process to save workspace (they are about 1000 matrixes and each
one occupies 4.2
Hi
So FYI attached is source file limity.txt which, with the code
limity.1 - dget(limity.txt)
limity.gr - groupedData(konverze~tepl|spol.f, limity.1,
order.groups=F)
plot(limity.gr) # panel order is OK
fit.nlsList1 - nlsList(SSfpl,limity.gr)
fit.nlme1 - nlme(fit.nlsList1, random=xmid+scal~1)
Any simple way to take a (2D) table and 'rotate' it so all the rows become
columns and the columns rows?
I'll wager there is a simple way ;) - but I can't find it :(
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DK-2820 Gentofte
Denmark
tel: +45 44 43 87 38
mob: +45 30 75 87 38
fax: +45 44 43 07 06
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-Original
Le 26.04.2005 11:18, Dan Bolser a écrit :
Any simple way to take a (2D) table and 'rotate' it so all the rows become
columns and the columns rows?
I'll wager there is a simple way ;) - but I can't find it :(
__
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Dear R users,
psy version 0.65 is on CRAN now.
psy provides several methods used in psychometry (kappa, icc, cronbach,
screeplot (with simulations), non linear mapping, etc.)
A bug has been fixed in function wkappa (weighted kappa): in particular
circumstances, the 2*2 table presented levels
Dear All,
This is a rather simple question.
How do I open more than 1 graphics window?
Dom
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Dom Peters wrote:
Dear All,
This is a rather simple question.
How do I open more than 1 graphics window?
See ?x11
Uwe Ligges
Dom
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Le 26.04.2005 11:36, Dom Peters a écrit :
Dear All,
This is a rather simple question.
How do I open more than 1 graphics window?
Dom
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Hello,
Thanks for the instructive responses. But two questions arise.
Firstable I can't manage to load the library mice.
I'm using R 2.0.1 on my Debian
I try just copying the package in my library /usr/lib/R/library .
but when i do library()
...
mice
Hello,
On my experience, mice works fine with R 1.9 but not necessarily for newer
versions...
Bruno
Bruno Falissard
INSERM U669, PSIGIAM
Paris Sud Innovation Group in Adolescent Mental Health
Maison de Solenn
97
On 04/26/05 09:58, Giordano Sanchez wrote:
Hello,
Thanks for the instructive responses. But two questions arise.
Firstable I can't manage to load the library mice.
I'm using R 2.0.1 on my Debian
The package called norm also has functions for missing data.
When I tried it, the values it gave
Jonathan Baron wrote:
On 04/26/05 09:58, Giordano Sanchez wrote:
Hello,
Thanks for the instructive responses. But two questions arise.
Firstable I can't manage to load the library mice.
I'm using R 2.0.1 on my Debian
The package called norm also has functions for missing data.
When I tried
On Fri, 22 Apr 2005, Uwe Ligges wrote:
Roger D. Peng wrote:
What happens if you don't set the 'CRAN' option via 'options()' first and
just run 'install.packages()'?
Should be the same as long as no CRAN mirror has been choosen and X11 is not
accessible (see my other message). The code needs to
On Sat, 23 Apr 2005, Marc Schwartz wrote:
On Sat, 2005-04-23 at 16:14 +0200, Uwe Ligges wrote:
Thanks for your work on this topic, Marc, but the bug has already been
fixed by Brian 4 days ago (see below).
Uwe
r33976 | ripley | 2005-04-19 05:38:51 -0400 (Tue, 19 Apr 2005) | 1 line
Changed
On 26-Apr-05 Jonathan Baron wrote:
On 04/26/05 09:58, Giordano Sanchez wrote:
Hello,
Thanks for the instructive responses. But two questions arise.
Firstable I can't manage to load the library mice.
I'm using R 2.0.1 on my Debian
The package called norm also has functions for
This seems to have gone unanswered.
The difference in building R as a shared library is in the R-admin manual.
Quick summary: you slowed R down by ca 15%.
Both my FC3 systems build gnomeGUI. In any case, the information about
gnome version is also in the R-admin manual, and FC3 has
On Sun, 24 Apr 2005, Liaw, Andy wrote:
On my FC3 for x86_64 (Athlon64 3000+) at home, R-patched from today compiled
just fine, and tcltk works. The version of tcl, tcl-devel, tk and tk-devel
are all 8.4.7-2.
Indeed. Since FC3 is the platform used by two (at least) of R-core and
both have 64-bit
I was able to compile R-2.0.0 successfully on another fc3
computer, theoretically identical to the first three. I'm sorry
for starting this thread.
It does seem that I had a problem that resulted from having only
tk and tcl, but not tk-devel and tcl-devel. Perhaps after I
installed these I
Hi List,
Say I have a data.frame DF with 6 columns, 3 factors and 3 variables,
with different number of repetitions for each combination of factors.
I would like to build, for two given factors, a matrix per variable,
containing in each cell the mean or sd for a given couple of factors.
I have
Thanks for the reply. I will look into the suggestions you have given.
Indeed, I have used an lme model with direct covariance representation via
geostatistical models, where I was able to fit separate terms for different
groups, but part of my point is to compare the outcome from both approaches.
On Tue, 2005-04-26 at 09:05 -0400, Jonathan Baron wrote:
I was able to compile R-2.0.0 successfully on another fc3
computer, theoretically identical to the first three. I'm sorry
for starting this thread.
It does seem that I had a problem that resulted from having only
tk and tcl, but not
The same problem I am having has been reported here
http://tolstoy.newcastle.edu.au/R/devel/04a/0344.html
Namely that using par(mfg=...) with a postscript (eps) for inclusion with
latex makes the figure appear upside down and back to front (flipped)!
Converting the dvi to ps makes matters
Hello
I use the function .libPaths()
.libPaths()
[1] /usr/local/lib/R/library
.libPaths(c(/usr/local/lib/myRlib,/usr/local/lib/library))
.libPaths()
[1] /usr/local/lib/R/library
but it simply does not pick up the new path. Can anybody help?
(The problem originates from the inability to
On Tue, 26 Apr 2005, Sebastian Leuzinger wrote:
Hello
I use the function .libPaths()
.libPaths()
[1] /usr/local/lib/R/library
.libPaths(c(/usr/local/lib/myRlib,/usr/local/lib/library))
.libPaths()
[1] /usr/local/lib/R/library
but it simply does not pick up the new path. Can anybody help?
(The
Did you check to make sure the new path exists?
-roger
Sebastian Leuzinger wrote:
Hello
I use the function .libPaths()
.libPaths()
[1] /usr/local/lib/R/library
.libPaths(c(/usr/local/lib/myRlib,/usr/local/lib/library))
.libPaths()
[1] /usr/local/lib/R/library
but it simply does not pick up the
Dear Giordano,
Library Hmisc, by Frank Harrell, contains several functions for imputation
which I have found extremely useful.
Best,
R.
On Tuesday 26 April 2005 11:58, Giordano Sanchez wrote:
Hello,
Thanks for the instructive responses. But two questions arise.
Firstable I can't manage
Hello,
As far I saw in archive mailing list, I am not the first person with this
problem. Anyway I was not able to pass this error once the information I got
from the archive it is not very conclusive for this case. I have used linear,
radial and sigmoid kernels for the same data in the same
Hi,
I'm having some trouble with a bit of combined C R code. I'm trying to
write a C function to handle the for loops in a function I'm working on
to calculate a similarity matrix. Jari Oksanen has kindly added the
necessary changes to the vegan package so that I can use the vegdist
function,
On 04/26/05 12:54, Ted Harding wrote:
Would you be kind enough to give sufficient detail to reproduce
such a case? I've used 'norm' (and 'cat' and 'mix') quite
extensively, without encountering non-sensible results (at any
rate in situations where the packages were not being abused,
which
On Tue, 26 Apr 2005 15:46:20 +0100 João Mendes Moreira wrote:
Hello,
As far I saw in archive mailing list, I am not the first person with
this problem. Anyway I was not able to pass this error once the
information I got from the archive it is not very conclusive for this
case. I have used
Hi Folks,
I'm looking for a neat procedure for the following:
Given t0 such that
pt(t0,df,ncp=0) = alpha (given)
find ncp0 such that for given beta
pt(t0,df,ncp=ncp0) = (1 - beta)
(In other words, what's the ncp such that you get power (1-beta)
to detect it, using a 1-sided test with
(Ted Harding) [EMAIL PROTECTED] writes:
Hi Folks,
I'm looking for a neat procedure for the following:
Given t0 such that
pt(t0,df,ncp=0) = alpha (given)
find ncp0 such that for given beta
pt(t0,df,ncp=ncp0) = (1 - beta)
(In other words, what's the ncp such that you get
I noticed that when one tries to extend a time series (ts) object by a
single period using window() actually two observations (NAs) are
added. See below for an example. Does anyone know the reason for this
behavior and how to avoid it?
Thanks.
FS
x-ts(c(1,2,3))
x1- window(x, start(x), end(x)
Dear all,
I am trying to fit a mixed-effects non linear regression, but I have some
trouble with it. My data are a balanced panel of 904 subjects with 8
observations (at regular periods) per subject.
The functional form of my model is Y=Aexp(-BX1)X2 +e. I want to allow
parameters A and B to
Dear All,
I'd like to perform the generalized Cochran-Mantel-Haenszel-Test (as
described in Agresti (1990), Categorical Data Analysis) for my nominal data.
My problem is that I have more than two groups. In fact I think I'd need
an 5-dimensional array for the response variable, the control
On Tue, 26 Apr 2005, Katrin Schweitzer wrote:
Dear All,
I'd like to perform the generalized Cochran-Mantel-Haenszel-Test (as
described in Agresti (1990), Categorical Data Analysis) for my nominal data.
My problem is that I have more than two groups. In fact I think I'd need an
5-dimensional
On Tue, 26 Apr 2005 11:52:00 -0400 Fernando Saldanha wrote:
I noticed that when one tries to extend a time series (ts) object by a
single period using window() actually two observations (NAs) are
added. See below for an example. Does anyone know the reason for this
behavior and how to avoid
Dear all,
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
I use crimson (http://www.crimsoneditor.com) which is
small and simple, but the R syntax seems not to be
Thomas Lumley [EMAIL PROTECTED] writes:
On Tue, 26 Apr 2005, Katrin Schweitzer wrote:
Dear All,
I'd like to perform the generalized Cochran-Mantel-Haenszel-Test (as
described in Agresti (1990), Categorical Data Analysis) for my
nominal data.
My problem is that I have more than
On 4/26/05, Fernando Saldanha [EMAIL PROTECTED] wrote:
I noticed that when one tries to extend a time series (ts) object by a
single period using window() actually two observations (NAs) are
added. See below for an example. Does anyone know the reason for this
behavior and how to avoid it?
Hi,
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of vincent
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
I use
vincent wrote:
Dear all,
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
I use crimson (http://www.crimsoneditor.com) which is
small and simple, but the R syntax seems
At 18:22 26/04/2005 +0200, vincent wrote:
Dear all,
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
I use crimson (http://www.crimsoneditor.com) which is
small and
The code below gives almost identical results for a split-block analysis in
lme and SAS proc mixed, in terms of variance components and F statistics. It
just extends the example in Pinheiro Bates (p.162) to a split block
design.
I am including below the SAS code and the data in case you want to
Should I post this to 'bugs'?
On Tue, 26 Apr 2005, Dan Bolser wrote:
The same problem I am having has been reported here
http://tolstoy.newcastle.edu.au/R/devel/04a/0344.html
Namely that using par(mfg=...) with a postscript (eps) for inclusion with
latex makes the figure appear upside down
Derar all,
This is a problem that I am unable to solve. I am interested in analyzing some
high-frequency data which show two periodicities (periods 5 and 260), It is
clear how to estimate models with one periodicity with arima() but I have not
been able to include both periodicities. Is there
I think it is a problem with matrices in R and C being stored in different
row/column order
void gowsim ( double *mat, int *OBJ, int *MATDESC) {
double x [*MATDESC][*OBJ];
int i, j, nrow, ncol;
nrow = *OBJ;
ncol = *MATDESC;
/* Rebuild Matrix */
for (j=0; j ncol; j++)
I'm assuming what you want to do is randomly sample from slices of A
selected on the 3-rd dimension, as specified by J. Here's a way that
uses indexing by a matrix. The cbind() builds a three column matrix of
indices, the first two of which are randomly selected. The use of
replace() is to
I have a very simple query with regard to summarizing the number of factors
present in a certain snippet of a data frame.
Given the following data frame:
foo - data.frame(yr = c(rep(1998,4), rep(1999,4), rep(2000,2)), div =
factor(c(rep(NA,4),A,B,C,D,A,C)),
org =
Thanks, Ignacio --
That was another thing I'd been wondering about (the DenDF in SAS vs.
lme). Your example will give me something to chew on as I continue to
try and reconcile proc mixed and lme.
Thanks for the guidance.
Jake
On Apr 26, 2005, at 10:36 AM, Ignacio Colonna wrote:
The code
Do you want to count the number of non-NA divisions and organizations in
the data for each year (where duplicates are counted as many times as
they appear)?
tapply(!is.na(foo$div), foo$yr, sum)
1998 1999 2000
042
tapply(!is.na(foo$org), foo$yr, sum)
1998 1999 2000
442
The three was a typo, which I regret very much. I don't know why I didn't
think of apply. I was obsessed with doing it as a table.
Thanks for your response,
-Andy
-Original Message-
From: Tony Plate [mailto:[EMAIL PROTECTED]
Sent: Tuesday, April 26, 2005 2:00 PM
To: Andy Bunn
Cc:
Actually it can be done with xtabs if that's the approach you prefer.
foo$yr - factor(foo$yr)
margin.table(xtabs(~ div + yr, foo), 2)
yr
1998 1999 2000
0 4 2
margin.table(xtabs(~ org + yr, foo), 2)
yr
1998 1999 2000
4 4 2
On 4/26/05, Andy Bunn [EMAIL PROTECTED] wrote:
The three was
From: Rau, Roland
Hi,
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of vincent
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I
Hi,
Another newbie question. Once I have generated a PCA model using the princomp
command how can i use it to display a new dataset ?
Thanks for your help
Fred
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch mailing list
It has a predict method, and ?predict points you to it.
predict() is the usual way to apply a model to new data: see `An
Introduction to R' or any good book on S/R.
On Tue, 26 Apr 2005, Frédéric Ooms wrote:
Another newbie question. Once I have generated a PCA model using the princomp
command
I have 2 questions. In essence i am trying to create product
categories based on product description and have it as an additional
column of my dataframe. some products dont fit any category and i need
a list of them. i am having some trouble in this simple (for most)
task.
Could you please provide
On 4/26/05, Uwe Ligges [EMAIL PROTECTED] wrote:
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
I use crimson (http://www.crimsoneditor.com) which is
small
From: Paul Smith
On 4/26/05, Uwe Ligges [EMAIL PROTECTED] wrote:
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
I use crimson
i got the first part:
agm.data$ProdCategory=as.factor(agm.data$ProdCategory)
the second i am still struggling with
On 4/26/05, avneet singh [EMAIL PROTECTED] wrote:
I have 2 questions. In essence i am trying to create product
categories based on product description and have it as an
Dear All:
I am working on writing some R functions to make statistical reports
automatically. Dr. Harrell's Hmisc has all the wonderful stuff. But sometimes I
need change some formats, so I want to read through it and make some
modifications to fit my project.
Ideally, I want proceed as
I would appreciate any answer to the following two problems I am having with
the Lattice package.
First, in most instances of using Lattice, the produced graphs have some
clipping, usually at the borders of the encompassing rectangles. An example
of this is here:
On Tuesday 26 April 2005 15:27, VU HA wrote:
I would appreciate any answer to the following two problems I am
having with the Lattice package.
First, in most instances of using Lattice, the produced graphs have
some clipping, usually at the borders of the encompassing rectangles.
An example
On 4/26/05, Liaw, Andy [EMAIL PROTECTED] wrote:
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
I use crimson (http://www.crimsoneditor.com) which is
Does anyone know if the survreg function in the survival package can fit
numerical covariates ?
When I fit a survival model of the form
survreg( Surv(time,censored) ~ x )
then x is always treated as a factor even if it is numeric (and even if
I try to force it to be numeric using as.numeric(x).
On 26-Apr-05 Peter Dalgaard wrote:
(Ted Harding) [EMAIL PROTECTED] writes:
Hi Folks,
I'm looking for a neat procedure for the following:
Given t0 such that
pt(t0,df,ncp=0) = alpha (given)
find ncp0 such that for given beta
pt(t0,df,ncp=ncp0) = (1 - beta)
(In other words,
On 4/26/05, Paul Smith [EMAIL PROTECTED] wrote:
On 4/26/05, Liaw, Andy [EMAIL PROTECTED] wrote:
(Sorry if the question has already been answered.)
Could someone please suggest a good text editor for
writing R sources ?
(I know emacs exists ... but I find it a bit heavy).
How about using logistic regression? When you have K dimensional tables and
several potential confounders it might be better to go for a multivariable
model. Take a look at function glm(stats) and lrm(Design).
Cheers
Francisco
From: Peter Dalgaard [EMAIL PROTECTED]
To: Thomas Lumley [EMAIL
Revilla,AJ (pgt) wrote:
Dear all,
I am trying to fit a mixed-effects non linear regression, but I have
some trouble with it. My data are a balanced panel of 904 subjects
with 8 observations (at regular periods) per subject. The functional
form of my model is Y=Aexp(-BX1)X2 +e. I want to allow
I am trying to do some verification across a large dataset, cuData, that
has 23 columns.
Column 23 (similarity) is the outcome 0 or 1 and the other columns are
the features.
I do this:
verificationglm.model - glm(formula = similarity ~ ., family=binomial,
data=cuData[1:1000,])
and produce
Hello everybody,
Could I consult you two questions?
Recently I write some code about lattice plot.
1) bwplot function
I know the lattice default background color is grey and the box color
is green, but I don't like the color. So I change the background color to white
use
I tried to assign values to specific elements of a time series and got
in trouble. The code below should be almost self-explanatory. I wanted
to assign 0 to the first element of x, but instead I assigned zero to
the second element of x, which is not what I wanted. Is there a
function that will
Lattice is not my forte but here goes.
?panel.bwplot specifically notes that pch, col, cex: graphical parameters
controlling the dot. If you look at the code for panel.bwplot you will see
where the colours come from in which case you can probably set up your own
colour scheme using
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