Lorenzo Isella a écrit :
Tipically, these sets of data are plotted in 2D with r and z as axis
and the velocity field represented by using colours explained by a
legenda.
Can R do anything like this?
?image
hih
__
R-help@stat.math.ethz.ch mailing
Hi
based on your output qw is not a factor. What does say
str(data)
If your file is coded 1,2,9 it was imported as numeric and changing 9
to NA inside R does not change its nature to factor. You has to
explicitly convert qw to factor e.g.
data$qwas.factor(data$qw)
HTH
Petr
On 15 Jul 2006
Hi
There are some mail archives about peaks
eg.
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/33097.html
HTH
Petr
On 15 Jul 2006 at 13:55, Ulrik Stervbo wrote:
Date sent: Sat, 15 Jul 2006 13:55:26 +0200
From: Ulrik Stervbo [EMAIL PROTECTED]
To:
justin rapp a écrit :
On the cover of Zivot and Wang's Modeling Financial Time Series with S
Plus, there is a correlation plot that seems to indicate the strength
of correlation with color-coded squares, so that more highly
correlated stocks appear darker red. If anybody out there is
Greetings everyone,
The problem has been solved. A faulty evaluation of the decision
Function was the culprit.
Signed,
Johan Van Kerckhoven
Greetings everyone,
I have the following problem (illustrating R-code at bottom of mail):
Given a training sample with binary outcomes (-1/+1), I
Erin Hodgess hodgess at gator.dt.uh.edu writes:
Has anyone put R on a web server any time, recently, please?
(Red Hat Linux)
The University of Montana put a version up in 2003, but
I was wondering if anyone had done so, please?
Also, where would I find information on such an
I think that is likely true but it would at least mean that they had
seen it repeatedly and there would really be no excuse for not following it
(unlike the current situation where one needs to take action to follow
the posting guide link and then read a lengthy page).
Logically, that makes
Maybe R-php?
See the URL: http://dssm.unipa.it/R-php/
Dieter Menne wrote:
Erin Hodgess hodgess at gator.dt.uh.edu writes:
Has anyone put R on a web server any time, recently, please?
(Red Hat Linux)
The University of Montana put a version up in 2003, but
I was wondering if anyone had done
On 7/16/06, Daniel Gatti [EMAIL PROTECTED] wrote:
O/S: Linux
R version : 2.2.1
The R server doesn't have http internet access. And the sys admins will
not install the R libraries that I requested. So I have downloaded the
packages that I want to intall and have moved them into my home
Hi people,
I am new in this list and could not find a FAQ for it in particular,
furthermore I could not find my question answered in the official R
FAQ or docs.
I have simply something like this:
f-approxfun(data[,1],data[,2])
and f is:
f
function (v)
.C(R_approx, as.double(x),
Hi
seems to me like you are looking for lm or nls.
If not you shall be more specific.
HTH
Petr
On 17 Jul 2006 at 13:05, Holger Flick wrote:
Date sent: Mon, 17 Jul 2006 13:05:37 +0200
From: Holger Flick [EMAIL PROTECTED]
To:
On Mon, 17 Jul 2006, Muhammad Subianto wrote:
On 7/16/06, Daniel Gatti [EMAIL PROTECTED] wrote:
O/S: Linux
R version : 2.2.1
^
That appears to be the problem. As the posting guide asked you to
(***before posting***), please update.
And I presume we really are talking
On Mon, 17 Jul 2006, Holger Flick wrote:
Hi people,
I am new in this list and could not find a FAQ for it in particular,
furthermore I could not find my question answered in the official R
FAQ or docs.
I have simply something like this:
f-approxfun(data[,1],data[,2])
and f is:
It's not clear to me what you want; the on-line help states that
approxfun() does linear or constant interpolation (the default is
linear). It is trivial to write down a ``mathematical
representation'' of the resulting function --- but why would you want
to? The function f() you created does
Hi Spencer,
I did go through the previous postings in the mailing list. But couldn't find
satisfactory answer to my question. I am dealing with univariate time series. I
suspect that my data may contain some trend and seasonal components. Hence,
rather than just fitting just AR(1) model,
Henrik Parn wrote:
...
As you can see, I have problems adding the larger y-values - they end up
in the wrong place in the graph. I suppose Jim's warning 'just be
careful that the ylim= and labels= arguments match up' is relevant here,
but I don't manage to fix it...
Can anyone help me
justin rapp wrote:
On the cover of Zivot and Wang's Modeling Financial Time Series with S
Plus, there is a correlation plot that seems to indicate the strength
of correlation with color-coded squares, so that more highly
correlated stocks appear darker red. If anybody out there is
We had something similar, and as far as I recall the problem turned out to
be that we had not set the config file to allow remote connections.
This would probably be better put on the Rosuda mailing list:
http://mailman.rz.uni-augsburg.de/mailman/listinfo/stats-rosuda-devel
Hope this helps,
Erin Berryman wrote:
Dear R community,
I am having trouble with a particular plot that I am trying to produce
using Hmisc's xYplot function. I've been using primarily lattice and
Hmisc packages for my plotting needs for the past few years, with great
success.
However, what I want to do
On Fri, 14 Jul 2006, Daniele Medri wrote:
Dear R.Users,
using ctree() (from party library) on a data.frame, I want to append a
column with the references for the groups/segments detected. While these
nodes are easy readable in output, I need a vector for my obs.
Daniele,
do you mean a
Bernardo == Bernardo Rangel tura [EMAIL PROTECTED] writes:
Well I use this scripts to import the database
require(RODBC)
channel - odbcConnectExcel(f:/teste.xls)
data - sqlFetch(channel, Sheet1)
Just convert qw to a factor:
require(RODBC)
channel -
I'm trying to write a simple function that does the following:
[command] xify(5.2)
[output] XXX.XX
[command] xify(3)
[output] XXX
Any simple solutions (without using python/perl/unix script/...)?
Thanks,
Saghir
-
Legal Notice:
I am still having a problem with my coercing my data frame (tkr) into a time
series using ts to use the stl function.
When I read the data into R and do dim tkr the result is 132 1, when I type
class I get (data.frame).
I have tried several methods so far to to coerce it into a a
See ?formatC
You might need to write a simple wrapper function to implement the interface
that you want.
-Christos
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Bashir Saghir (Aztek
Global)
Sent: Monday, July 17, 2006 10:07 AM
To: '[EMAIL
Wade == Wade Wall [EMAIL PROTECTED]
on Fri, 14 Jul 2006 10:10:11 -0400 writes:
Wade I am trying to run a cluster analysis using Sorenson
Wade (Bray-Curtis) distance measure with flexible beta
Wade linkage method. However, I can't seem to find
Wade flexible beta in any of
Dear User,
I got the following error running a regression quantile:
rq1-rq(dep ~ ., model=TRUE, data=exo, tau=0.5 );
summary(rq1)
Erro em rq.fit.fnb(x, y, tau = tau + h) :
Error info = 75 in stepy: singular design
Any hint about the problem?
Thanks a lot,
Douglas Bates bates at stat.wisc.edu writes:
.
I encourage users of lmer who wish to determine the precision of the
estimates of the variance components to create a Markov chain Monte
Carlo sample of the parameters and evaluate the HPDintervals.
sm1 - mcmcsamp(fm1, 5)
Thanks.
I should have been clearer. The output is the string XXX.XX and XXX.
So xify(4.1) should produce XXX.X as character string.
Any pointers? Or did I miss something with formatC?
-Original Message-
From: Christos Hatzis [mailto:[EMAIL PROTECTED]
Sent: Monday, July 17, 2006 16:21
Thanks! I tried something similar but I had sep= instead of collapse=
for the X part. I realise the error now.
Thanks again
Saghir
-Original Message-
From: Christos Hatzis [mailto:[EMAIL PROTECTED]
Sent: Monday, July 17, 2006 16:39
To: Bashir Saghir (Aztek Global); [EMAIL PROTECTED]
Ok. You needed the format string.
xify(4.1) would be equivalent to the following:
paste(paste(rep(X,4),collapse=),paste(rep(X,1),collapse=),sep=.)
It should be straightforward to write the wrapper function for this.
HTH.
-Christos
_
From: Bashir Saghir (Aztek Global)
Thanks to Gabor, Spencer, and Hadley,
for the constructive propositions.
hadley == hadley wickham [EMAIL PROTECTED]
on Mon, 17 Jul 2006 09:39:36 +0100 writes:
I think that is likely true but it would at least mean that they had
seen it repeatedly and there would really be no
xify - function(number) {
fn - format(number)
fn3 - unlist(strsplit(fn, \\.))
if (length(fn3) == 1) paste(rep(X, as.numeric(fn3)), collapse=)
else
paste(paste(rep(X, as.numeric(fn3)[1]-as.numeric(fn3)[2]), collapse=),
paste(rep(X, as.numeric(fn3)[2]), collapse=),
sep=.)
}
On Mon, 2006-07-17 at 16:07 +0200, Bashir Saghir (Aztek Global) wrote:
I'm trying to write a simple function that does the following:
[command] xify(5.2)
[output] XXX.XX
[command] xify(3)
[output] XXX
Any simple solutions (without using python/perl/unix script/...)?
Thanks,
THANKS! Exactly what I needed.
Saghir
-Original Message-
From: Richard M. Heiberger [mailto:[EMAIL PROTECTED]
Sent: Monday, July 17, 2006 16:42
To: Bashir Saghir (Aztek Global); '[EMAIL PROTECTED]'
Subject: Re: [R] String manipulation and formatting
xify - function(number) {
fn -
As I have already told you once, and as the posting guide suggests,
If the question relates to a contributed package , e.g., one
downloaded from CRAN, try contacting the package maintainer first.
You can also use find(functionname) and packageDescription
(packagename) to find this
[EMAIL PROTECTED] wrote:
Dear User,
I got the following error running a regression quantile:
rq1-rq(dep ~ ., model=TRUE, data=exo, tau=0.5 );
summary(rq1)
Erro em rq.fit.fnb(x, y, tau = tau + h) :
Error info = 75 in stepy: singular design
Any hint about the problem?
Well,
First we define repx(n) to produce n X's. This
simple function is used subsequently. f is a
function that takes 4 strings which represent the
entire string and the three backreferenced substrings
in the subsequent gsub pattern and does the paste.
x1 will represent the part before the dot and x3
In thinking about this some more it can be substantially simplified.
We don't need f at all -- we can just use repx and we don't need
any backreferences either since we can repeatedly apply the
numeric pattern. This reduces it to a two line body:
library(gsubfn)
xify - function(fmt) {
repx -
Hi Kevin,
Regarding your first question, try this:
library(combinat)
all.pairs - combn2(5:40)
marker1 - as.matrix(names(qtl)[all.pairs[, 1]])
marker1 - as.matrix(names(qtl)[all.pairs[, 2]])
myfun - function(idx) {
summary(aov(qtl$CPP ~ qtl[,idx[1]] * qtl[,idx[2]]))[[1]]$Pr(F)[3])
}
I understand that you have only 26 observations. Model
identification always requires more observations than estimating a model
you already think you know. If it were my problem, I think I'd first
plot the data over time and make a normal probability plot of the data.
Then I'd
Hi again,
There is a slight error there, it should have been marker2 at the fourth
line:
all.pairs - combn2(5:40)
marker1 - names(qtl)[all.pairs[, 1]]
marker2 - names(qtl)[all.pairs[, 2]]
myfun - function(idx) {
summary(aov(qtl$CPP ~ qtl[,idx[1]] * qtl[,idx[2]]))[[1]]$Pr(F)[3])
}
On 7/17/06, Adrian DUSA [EMAIL PROTECTED] wrote:
Hi again,
There is a slight error there, it should have been marker2 at the fourth
line:
all.pairs - combn2(5:40)
marker1 - names(qtl)[all.pairs[, 1]]
marker2 - names(qtl)[all.pairs[, 2]]
myfun - function(idx) {
summary(aov(qtl$CPP ~
- The inscription page is dynamically generated by mailman, i.e.,
typically python scripts.
If any of you are interested in patching Mailman's sources in
a reasonable way (i.e. easily reproducible for the next
version of mailman), I'd consider a change there; otherwise not.
The other
R and DDE (Dynamic Data Exchange)
Dear Rusers,
I run an application (not mine) which acts as a DDE server.
I would like to use R to get data from this application,
say once per minute, and do some processing on it.
I didn't find much info on the R DDE abilities, apart the tcltk2
package in which
I need to use the glmmPQL function for an assignment, but when I call for the
summary of the function, it gives the AIC a value of NA. How do I get R to
give me the AIC value?
--
View this message in context:
http://www.nabble.com/glmmPQL-help-tf1955675.html#a5363876
Sent from the R help forum
see in line
hadley wickham wrote:
I think that is likely true but it would at least mean that they had
seen it repeatedly and there would really be no excuse for not following it
(unlike the current situation where one needs to take action to follow
the posting guide link and then read a
Dear R-help,
I am trying to set up linear mixed effects models in R using the (recommended)
nlme package (R version 2.3.1 on a Linux platform). When trying to reproduce
an example from Jose Pinheiro Douglas Bates (2000, p 210) I get the
following error message (code to produce message pasted
On Mon, 17 Jul 2006, Zython wrote:
I need to use the glmmPQL function for an assignment, but when I call for the
summary of the function, it gives the AIC a value of NA. How do I get R to
give me the AIC value?
You did!
Hint: have you read the reference of which this is part of the support
I am trying to set up my home, office, and a server to auto update my R
packages once a week. I have a cron job on the server and a scheduled
task on the other two pc's that are scripts. The batch script is
rem #!/bin/bash
rem cron job for updating R weekly
rem #options(echo = FALSE)
I should have not send the post to the list, and I apologize. The problem was
on my part, and easily solvable. Thanks for your concern, I really appreciate
it, and thanks to the list for patience. This is really a great resource and
should not be abused :-)
mihai
Spencer Graves [EMAIL
-Original Message-
From: [EMAIL PROTECTED] [mailto:r-help-
[EMAIL PROTECTED] On Behalf Of Thilo Kellermann
Sent: Monday, July 17, 2006 9:57 AM
To: R-help@stat.math.ethz.ch
Subject: [R] Variance functions in package nlme
Dear R-help,
I am trying to set up linear mixed effects
On 7/16/06, Simon Blomberg [EMAIL PROTECTED] wrote:
Darren Weber wrote:
[snip]
Our planned comparisons are:
1. test the group mean difference for S1 vs S2 (in the absence of S3)
2. test the group mean difference for S2 vs S3 (in the absence of S1)
This is the current form of the
On 7/15/06, Douglas Bates [EMAIL PROTECTED] wrote:
Hi Spencer,
[]
rant
Some software, notably SAS PROC MIXED, does produce standard errors
for the estimates of variances and covariances of random effects. In
my opinion this is more harmful than helpful. The only use I can
imagine for
Hi all,
By its definition, the mean and variance of two-par. Weibull distribution are:
(www.wikipedia.org)
I was wondering, if given mean and sd. could we parameterize the distribution?
I tried this in R.
gamma.fun - function(mu,sd,start=100)
{
f.fn - function(alpha)
It looks to me like you are asking for the split= argument to
the summary.aov method. Look at ?summary.aov and the
# Cochran and Cox (1957, p.164) example.
I have more examples in my book
Statistical Analysis and Data Display
Richard M. Heiberger and Burt Holland
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA1
Indeed, security is a real issue.
The CGIwithR package is another, relatively simple way
to use R scripts as a CGI tool.
D
Dieter Menne wrote:
Erin Hodgess hodgess at gator.dt.uh.edu writes:
Has anyone put R on a web server any time,
Dear Spencer and Prof. Fox,
Thank you for your replies. I'll very appreciate, if you have any ideas
concerning the problem described below.
First, I'd like to describe the model in brief.
In general I consider a model with three equations.
First one is for annual GRP growth - in
Hi!
I am a student of economics and currently do most of my statistical work
using STATA. For various reasons (not least of which is an aversion for
proprietary software), I am thinking of shifting to R. At the current
juncture my concern is the following: would I be able to work on
relatively
You may or may not have problems. R keeps its data in memory so
you will have to have sufficient memory to hold the data plus all
derived data and code. Since R is free you can try it out. If your
problems are
too large you can always get more memory or use S-Plus which can
handle larger
On Mon, 17 Jul 2006, Deepankar Basu wrote:
Hi!
I am a student of economics and currently do most of my statistical work
using STATA. For various reasons (not least of which is an aversion for
proprietary software), I am thinking of shifting to R. At the current
juncture my concern is the
On 7/17/06, Göran Broström [EMAIL PROTECTED] wrote:
On 7/15/06, Douglas Bates [EMAIL PROTECTED] wrote:
[]
rant
Some software, notably SAS PROC MIXED, does produce standard errors
for the estimates of variances and covariances of random effects. In
my opinion this is more harmful
Dear Denis,
I'm not in a position to comment on the spatial and time-series aspects of
the data, though I'd be concerned about treating the observations as
independent. (I understand that you have some way of accounting for spatial
and temporal dependence.)
Except for the allowance that you've
Hi there,
I'm having myself a hard time writing an algorithm for finding patterns
within a given melody. In a vector I'd like to find ALL sequences that
occur at least twice, without having to check all possible patterns via
pattern matching.
I finally found a solution in a style that I'm used
Hi Rouyer,
You can redefine dpss.taper as follows
dpss.taper.2 - function (n, k, nw = 4, nmax = 2^(ceiling(log(n, 2
{
if (n nmax)
stop(length of taper is greater than nmax)
w - nw/n
if (w 0.5)
stop(half-bandwidth parameter (w) is greater than 1/2)
if
Thanks for your response!
Am Montag, den 17.07.2006, 17:36 -0400 schrieb jim holtman:
It would help if you could provide the calling script and the data
that you are using.
The code I sent is included in .Rprofile. One of my data vectors would
be v = c(1, 1, 1, 5, 6, 1, 1, 1, 1, 6, 1, 1, 6,
At 20:39 14.07.2006 -0500, Frank E Harrell Jr wrote:
Heinz Tuechler wrote:
At 11:02 13.07.2006 -0500, Frank E Harrell Jr wrote:
Heinz Tuechler wrote:
At 08:11 13.07.2006 -0500, Frank E Harrell Jr wrote:
Heinz Tuechler wrote:
At 13:14 12.07.2006 -0500, Marc Schwartz (via MN) wrote:
On Wed,
On 7/17/06, Richard M. Heiberger [EMAIL PROTECTED] wrote:
It looks to me like you are asking for the split= argument to
the summary.aov method. Look at ?summary.aov and the
# Cochran and Cox (1957, p.164) example.
I have more examples in my book
Statistical Analysis and Data
Hi All,
I'm learning the R codes for Cox PH modeling. Could I ask you what the
function of factor in modeling? Thank you!
When dealing with the categorical covariates (for example 3 groups), it
will come out different results if we add the command factor in front
of the categorical
Heinz Tuechler wrote:
At 20:39 14.07.2006 -0500, Frank E Harrell Jr wrote:
Heinz Tuechler wrote:
At 11:02 13.07.2006 -0500, Frank E Harrell Jr wrote:
Heinz Tuechler wrote:
At 08:11 13.07.2006 -0500, Frank E Harrell Jr wrote:
Heinz Tuechler wrote:
At 13:14 12.07.2006 -0500, Marc Schwartz
I had good luck translating constrained into unconstrained problems
and then optimizing the unconstrained problem. Have you tried something
like the following:
Define:
z = c(z1, z2, z3), where p1=1/(1+exp(-z1), etc. This translates the
constraints on the p's to
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