Richard Evans a écrit :
can it be changed such that the print() output is
echoed to the screen when it is processed?
?flush.console
hih
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting
Hmm. 'time' is in package stats, and you seem to have saved an object
that is pulling in the namespace 'tseries'.
Loading the workspace is done before loading the standard set of packages.
This appears to be a bug in tseries, for if its namespace needs 'time', it
should import it from 'stats',
On Wed, 9 Aug 2006, Am Stat wrote:
Hello useR,
Could you please tell me how to draw the decision boundaries in a
scatterplot of the original data for a LDA or Rpart object.
There are examples in MASS (the book).
For example:
library(rpart)
fit.rpart - rpart(as.factor(group.id)~.,
Hi all,
Recently I started using nlme intensively, and since it is all new for
me, I have some questions. I am running nlme with
control=list(verbose=TRUE) and during one lengthy fitting, I started
watching the output for some clues, how to speed up the process. I
noticed that in one case, the
Dear R-users,
I am looking for a function designed to handle parametric proportional hazard
models with a piecewise constant baseline hazard (i.e. dummies for annual
intervals) and time-dependent covariates since I'm especially interested about
the effect of those covariates on the baseline
Dear useR!
an updated version of package 'vars' has been shipped to CRAN lately.
Information on package 'vars':
==
Title: VAR Modelling
Version: 0.1.3
Date: 2006-07-27
Author:Bernhard Pfaff
Maintainer:Bernhard Pfaff bernhard at
I've never used the 'bayesm' package, but your question sounded
interesting and I've not seen a reply, so I decided to look at it.
Unfortunately, I couldn't make sense of your example in the time
available. Instead, I will offer a few more general questions /
suggests that I hope
I have an ANOVA model with 2 factors Environment and Site,
Diameter is the response variable. Site should be nested within
Environment. Site is also a random factor while Environment is fixed. I
can do this analysis using the aov function by using these commands:
Dear all,
Andy, thanks you for your help and suggestions.
This is exactly what I was looking for.
Kindly regards, Muhammad Subianto
On 8/8/06, Liaw, Andy [EMAIL PROTECTED] wrote:
There may be better ways, but this should work:
R p.yes - 0.7
R n.yes - rbinom(1, nof.sample, p.yes)
R n.no -
in lme() you need to specify the random-effects with a formula passed
to the 'random' argument, e.g., something like
fit - lme(Diam ~ Env + Site, random = ~ 1 | Env / Site, data =
environ)
summary(fit)
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical
I'm pretty sure you want to use
findInterval()
Why did you not find it?
In other words, what did you try to find it?
Regards,
Martin Maechler, ETH Zurich
halldor == halldor bjornsson [EMAIL PROTECTED]
on Tue, 8 Aug 2006 16:47:18 + writes:
halldor Hi , I have two sorted vectors
Hello All,
I'm looking to test a variable in a logit model (glm(...,
binomial(link=logit))) for exogeneity (endogeneity). At this point I am
planning to try implementing Jeffery Grogger's A Simple Test for Exogeneity in
Probit, Logit, and Poisson Regression Models, Economic Letters, 1990. To do
bogdan romocea wrote:
A simple function will do what you want, customize this as needed:
lprint - function(lst,prefix)
{
for (i in 1:length(lst)) {
cat(paste(prefix,$,names(lst)[i],sep=),\n)
print(lst[[i]])
cat(\n)
}
}
P - list(A=a,B=b)
lprint(P,Prefix)
I thought that there is a
Hi, I can't seem to get computationally stable estimates for the following
system:
Y=a+bX+cX^2+dX^3, where X~N(0,1). (Y is expressed as a linear combination
of the first three powers of a standard normal variable.) Assuming that
E(Y)=0 and Var(Y)=1, one can obtain the following equations after
Dear list,
When creating a package, there are always many little utility functions that
belong to the internal kitchen of the main, documented functions.
Now, when checking the sources with R CMD check, I get a warning for those
little functions that are not documented.
I would have two
Dear All,
I would like to be able to estimate confidence intervals for a linear
combination of coefficients for a GLS model. I am familiar with John
Foxton's helpful paper on Time Series Regression and Generalised Least
Squares (GLS) and have learnt a bit about the gls function.
I have
Dear all
I have two questions regarding trellis plots - which I hope you may be able to
help me with.
Is it possible to place the key in a trellis plot on the panel (instead of
beside the panel)? This will cause the same key to be reproduced on each panel.
Please see the plot below - here I
I can't answer your question about 'aov', but have you tried the
following with 'lme':
lme(response~A*B*C,random=~1|subject)
This assumes that A, B, and C are fixed effects, either continuous
variables or factors present at only a very few levels whose effects are
This is discussed in `Writing R Extensions', which both points you to the
'internal' keyword, and (in the current version) mentions using name
spaces to hide such functions.
This really was a question for R-devel: please do study the posting guide.
`R-devel is intended for questions and
1. Use the x, y and corner components to the key= list to specify
the legend position, and
2. pass the panel.number in the panel function and test that as shown
in the panel function below.
Alternately you can place the horizontal line on afterwards using
My thanks to, in order of the postings appearance at
my reader, Jim Holtman, Andrew Robinson Neuro
LeSuperHéros for thre different and very useful
solutions to my problem. Your help is greatly
appreciated.
--- Neuro LeSuperHéros [EMAIL PROTECTED] wrote:
I'd create an empty dataframe prior
On Wednesday 09 August 2006 14:37, Prof Brian Ripley wrote:
This is discussed in `Writing R Extensions', which both points you to the
'internal' keyword, and (in the current version) mentions using name
spaces to hide such functions.
This really was a question for R-devel: please do study the
Hallo,
Ich bin auf der Suche nach umgesetzten evolutionären Algorithmen in R. Leider
habe ich kein entsprechendes Package oder Funktionen dieser Verfahrensgruppe
gefunden. Weiß zufällig jemand, ob Funktionen oder Pakete zu dieser Problematik
in R existieren?
Vielen Dank,
Christian
Check out the machining learning task view at:
http://cran.r-project.org/src/contrib/Views/
On 8/9/06, Christian Miehle [EMAIL PROTECTED] wrote:
Hallo,
Ich bin auf der Suche nach umgesetzten evolutionären Algorithmen in R. Leider
habe ich kein entsprechendes Package oder Funktionen dieser
Hi Christian,
the language spoken on this mailing list is English not German.
As far as I know there is one package called gafit which is intended for...
library(gafit)
?gafit
...Genetic Algorithm for Curve Fitting
Is this something you are looking for?
For non-German speakers who are
Hi all,
I am trying to find estimates for 7 parameters of a model which should fit
real data. I have a function for the negative log likelihood (NLL) of the
data. With optim(method=L-BFGS-B,lower=0) I am now minimizing the NLL to
find the best fitting parameters.
My problem is that the
Apologies for cross-posting
There are two places available on a 3-day R course in Newburgh, UK
(28-30 August 2006).
Full details can be found at: www.brodgar.com
Kind regards,
Alain Zuur
Highland Statistics Ltd.
__
R-help@stat.math.ethz.ch
maybe it would be better to scale the parameters (using 'parscale')
instead of NLL.
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel:
Dear R-helpers,
If you know of an extended example of the use of R2HTML, in which the
various constructs are present in one place, could you please point
me to it or send it to me?
_
Professor Michael Kubovy
University of Virginia
Department of Psychology
USPS:
Michael Kubovy wrote:
Dear R-helpers,
If you know of an extended example of the use of R2HTML, in which the
various constructs are present in one place, could you please point
me to it or send it to me?
There was an article in the R News of December 2003
Hi all,
I have a simple question:
I have a data.frame like this:
id x y
1 50 1647685 4815259
2 50 1647546 4815196
3 50 1647454 4815294
4 50 1647405 4815347
5 50 1647292 4815552
6 50 1647737 4815410
7 74 1647555 4815201
8 74 1647464 4815023
9 74 1646970 4815129
10 74 1646895
assuming that the rows are sorted correctly
dat
id x y
1 50 1647685 4815259
2 50 1647546 4815196
3 50 1647454 4815294
4 50 1647405 4815347
5 50 1647292 4815552
6 50 1647737 4815410
7 74 1647555 4815201
8 74 1647464 4815023
9 74 1646970 4815129
10 74 1646895 4815264
11 74
Try this:
DF[unlist(tapply(rownames(DF), DF$id, function(x) c(x, x[1]))),]
On 8/9/06, Leonardo Lami [EMAIL PROTECTED] wrote:
Hi all,
I have a simple question:
I have a data.frame like this:
id x y
1 50 1647685 4815259
2 50 1647546 4815196
3 50 1647454 4815294
4 50
On Tue, 2006-08-08 at 14:10 -0400, Liaw, Andy wrote:
From: Marc Schwartz
On Fri, 2006-08-04 at 12:46 -0400, Daniel Gerlanc wrote:
Hello all,
Consider the following problem:
There is a matrix of probabilities:
set.seed(1)
probs - array(abs(rnorm(25, sd = 0.33)),
Dear list,
I'm writing Rd files and I'd like to have a list inside the description of
an argument:
(...)
\arguments{
(...)
\item{bootmethod}{vector of strings, defining the methods used for
resampling. Possible methods:
\itemize{
\item{boot} {Nonparametric bootstrap (precise
At least at one time, to use lmer after lme, you had to quit R
before loading 'lme4' because of substantive conflicts between 'nlme'
and 'lme4' / 'Matrix'. That may be the source of your problem. I can
think of two possible ways to get around this:
1. I might try
Hi,
I am having a problem with a very slow indexing and sub-sectioning of a 3d
array:
dim(arr)
[1] 245 175 150
For each point in the array, I am trying to calculate the mean of the values
in its surrounding:
mean( arr[ (i - radius):(i + radius),
(j -
Paulo,
Try the following:
x - rnorm(100)
par(xaxs = i)
par(yaxs = i)
hist(x, breaks = seq(-4, 4, 0.5), ylim = c(0, 40),
xlim = c(-4, 4))
box()
The problem is that graphics:::plot.histogram() is coded in such a way
that the use of 'xaxs' and 'yaxs' are ineffectual, as they are not
This is not the right list for your question.
Question on how to use R and R's libraries should be posted to
R-help@stat.math.ethz.ch
Patrick Zhang wrote:
Hello all,
Trying to implement GARCH(1,1) with ASP.NET http://asp.net/ and
VB.NEThttp://vb.net/.
It involves optimization of a
Hello!
The IWigdets::combobox has an option selectioncommand to specify a procedure
which is called when an item in the combobox is selected.
Does ComboBox from Bwidgets have an equal option or is there a simple method to
do thi? I haven't found one but i would like to use Bwidgets instead of
Dear Prof. Logan:
Are you familiar with 'lme' in the 'nlme' package? Superlative
documentation for the 'nlme' package is Pinheiro and Bates (2000) Mixed
effects models in S and S-PLUS (Springer, listed as 'available' in the
catalog of your university library). The standard R
Hello all,
Trying to implement GARCH(1,1) with ASP.NET http://asp.net/ and
VB.NEThttp://vb.net/.
It involves optimization of a three-variate function with some constraints.
Learned from Wilmott.com http://wilmott.com/ that R might be able to do it
but have no idea how. Could anyone help me out
Kennedy David wrote:
Dear All,
I would like to be able to estimate confidence intervals for a linear
combination of coefficients for a GLS model. I am familiar with John
Foxton's helpful paper on Time Series Regression and Generalised Least
Squares (GLS) and have learnt a bit about the
I need to generate a {0,1} matrix wifht nCr rows and n columns. The rows of the
matrix will consist of all possible combinations containing r ones.
My clumsy attempt for n = 6 and r = 3 is
X - expand.grid(c(1,0),c(1,0),c(1,0),c(1,0),c(1,0),c(1,0))
Y - X[rowSums(X)==3,]
I can genralize this in
Dear list,
I have two functions created in the same environment, fun1 and fun2.
fun2 is called by fun1, but fun2 should use an object which is created in fun1
fun1 - function(x) {
ifelse(somecondition, bb - o, bb - *)
## mymatrix is created, then
myresult - apply(mymatrix, 1, fun2)
}
Thanks for the lattice help Gabor and Deepayan.
These snippets work well. I've only been using R a few months and it
and the user community have exceeded my expectations.
Best Regards,
-Sam
-Original Message-
From: Deepayan Sarkar [mailto:[EMAIL PROTECTED]
Sent: Sunday, August 06,
try this:
fun1 - function(x) {
environment(fun2) - environment()
ifelse(somecondition, bb - o, bb - *)
## mymatrix is created, then
myresult - apply(mymatrix, 1, fun2)
}
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of
On Wednesday 09 August 2006 18:31, Dimitris Rizopoulos wrote:
try this:
fun1 - function(x) {
environment(fun2) - environment()
ifelse(somecondition, bb - o, bb - *)
## mymatrix is created, then
myresult - apply(mymatrix, 1, fun2)
}
Beautiful :)
Thanks very much Dimitris, I
library(gtools)
cb - function(n,r) t(apply(combinations(n, r), 1, function(x) ifelse(1:n %in%
x, 1, 0)))
cb(6,3)
---
Jacques VESLOT
CNRS UMR 8090
I.B.L (2ème étage)
1 rue du Professeur Calmette
B.P. 245
59019 Lille Cedex
Tel : 33
Hello, all,
I had problems with an extension to a classic optimization problem.
The target is to minimize a quadratic form a'Ma with respect to vector
b, where vector a=(b',-1)', i.e., a is the expand of b, and M is a
symmetric matrix (positive definite if needed). One more constrain on b
is
Thanks. And sorry for abusing the word crash. I understand the
difference. However, now that you mention it, there is a case where I
think R is crashing. I'm not sure if it's R or if it's the Mac OS
interface, but if I try to plot something complicated (or a series of
complicated things) while
Dear List,
I neeed a grouped list with two sort of categorical data. I have a data
.frame like this.
yearcat.b c
1 2006a1 125 212
2 2006a2 256 212
3 2005a1 14 12
4 2004a3 565 123
5 2004
Yingfu Xie wrote:
I had problems with an extension to a classic optimization problem.
The target is to minimize a quadratic form a'Ma with respect to vector
b, where vector a=(b',-1)', i.e., a is the expand of b, and M is a
symmetric matrix (positive definite if needed). One more constrain
Dmitris has already provided the solution but just throught I would'
mention that your third alternative can be written:
apply(mymatrix, 1, fun2, bb = bb)
(assuming fun2 has arguments idx and bb) which is not
nearly so ugly so you might reconsider whether its ok
for you to just pass bb.
On
Dear list,
R CMD check on my updated package now generated the following error:
LaTeX errors when creating DVI version.
This typically indicates Rd problems.
But the Rd files (and everything else) were checked as OK (I
removed the problem about which I asked the list some hours ago, but
On Wednesday 09 August 2006 19:14, Gabor Grothendieck wrote:
Dmitris has already provided the solution but just throught I would'
mention that your third alternative can be written:
apply(mymatrix, 1, fun2, bb = bb)
(assuming fun2 has arguments idx and bb) which is not
nearly so ugly so you
Dear all,
This may seem obvious for some of you, but it got me thinking.
Can one use correlations (or R^2) as data for an ANOVA?
The case in hand: I have several models fitting the same data (individual fits
per subject). The different models fitting the same guy will produce different
R^2, I
Christian == Christian Hennig [EMAIL PROTECTED]
on Wed, 9 Aug 2006 17:21:18 +0100 (BST) writes:
Christian Dear list, R CMD check on my updated package now
Christian generated the following error:
Christian LaTeX errors when creating DVI version. This
Christian typically
__
R-help@stat.math.ethz.ch 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.
Hi list,
How to do numerical differentiation in R. is it using
genD in numDeriv package
thanks in advance
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
Jacques == Jacques VESLOT [EMAIL PROTECTED]
on Wed, 09 Aug 2006 17:33:05 +0200 writes:
Jacques library(gtools)
Jacques cb - function(n,r) t(apply(combinations(n, r), 1, function(x)
ifelse(1:n %in% x, 1, 0)))
Jacques cb(6,3)
Several months ago, when this came up as well,
I had
Thank you Martin,
Christian Dear list, R CMD check on my updated package now
Christian generated the following error:
Christian LaTeX errors when creating DVI version. This
Christian typically indicates Rd problems.
(...)
Run
R CMD Rd2dvi
directly on the relevant Rd
nurza m wrote:
Hi list,
How to do numerical differentiation in R. is it using
genD in numDeriv package
This depends on why you want the derivatives. The functions in numDeriv
use Richardson extrapolation to get fairly accurate numerical
derivatives. If you want the derivatives for
On Aug 9, 2006, at 9:23 AM, Tobias Verbeke wrote:
Michael Kubovy wrote:
Dear R-helpers,
If you know of an extended example of the use of R2HTML, in which
the various constructs are present in one place, could you please
point me to it or send it to me?
There was an article in the R
On 8/2/06, Kevin Wright [EMAIL PROTECTED] wrote:
I'm trying to use the lmeSplines package together with lme4.
Below is (1) an example of lmeSplines together with nlme (2) an
attempt to use lmeSplines with lme4 (3) then a comparison of the
random effects from the two different methods.
(1)
hello all,
I have a dataset where the subjects are duplicated. How do I subset
such that I can get only I row/subject.
aa-c(1,1,2,2,3,3,4,4,5,5,6,6)
bb-c(56,56,33,33,53,53,20,20,63,63,9,9)
cc-data.frame(aa,bb)
I would like to subset df(cc) such that I can get
aa bb
1 56
2 33
3 53
4 20
5 63
6 9
if you want the first row for the unique 'aa' entries, try the following:
cc[!duplicated(cc$aa), ]
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
cc[!duplicated(cc$bb),]
aa bb
1 1 56
3 2 33
5 3 53
7 4 20
9 5 63
11 6 9
On 8/9/06, Lanre Okusanya [EMAIL PROTECTED] wrote:
hello all,
I have a dataset where the subjects are duplicated. How do I subset
such that I can get only I row/subject.
aa-c(1,1,2,2,3,3,4,4,5,5,6,6)
Thanks. I tried that, however for some reason, it still left some duplicates
On 8/9/06, Gary Collins [EMAIL PROTECTED] wrote:
try
unique(cc)
aa bb
1 1 56
3 2 33
5 3 53
7 4 20
9 5 63
11 6 9
HTH
Gary
On 09/08/06, Lanre Okusanya [EMAIL PROTECTED] wrote:
hello all,
Thanks! That worked well
On 8/9/06, Dimitrios Rizopoulos [EMAIL PROTECTED] wrote:
if you want the first row for the unique 'aa' entries, try the following:
cc[!duplicated(cc$aa), ]
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School
On Wed, 2006-08-09 at 18:07 +0200, Christian Oswald wrote:
Dear List,
I neeed a grouped list with two sort of categorical data. I have a data
.frame like this.
yearcat.b c
1 2006a1 125 212
2 2006a2 256 212
3 2005a1 14
Hello,
I'm looking to calculate a 95% confidence interval about my estimate for
a sample's weighted mean, where the calculated confidence interval would
equal the t-test confidence interval of the sample in the case when all
of the weights are equal.
My initial thought was to simply implement a
Dear Sir/Madam:
I simply want to draw x-y plot with Julian dates (x) and numbers (y).
Please see below for my program.
In the older version of R, the plot(jdat, miles) worked without any problem.
But, with the new version of R, plot(jdat, miles) does not work any more.
So, I added log= option
I'm fitting a mixed effects model:
fit.1 - lme(y~x,random=~1|id,data=df)
There are two different observations for each id for both x and y. When
I use plot(fit.1), there is a strong increasing linear trend in the
residuals versus the fitted values (with no outliers). This also happens
if I use
Michael Kubovy wrote:
On Aug 9, 2006, at 9:23 AM, Tobias Verbeke wrote:
Michael Kubovy wrote:
Dear R-helpers,
If you know of an extended example of the use of R2HTML, in which
the various constructs are present in one place, could you please
point me to it or send it to me?
There was
On 8/9/06, Rick Bilonick [EMAIL PROTECTED] wrote:
I'm fitting a mixed effects model:
fit.1 - lme(y~x,random=~1|id,data=df)
There are two different observations for each id for both x and y. When
I use plot(fit.1), there is a strong increasing linear trend in the
residuals versus the fitted
Dear all,
There have been one or two questions posted to the list regarding the optim
error non-finite finite-difference value [4]. The error apparently means
that the 4th element of the gradient is non-finite. My question is what
part(s) of my program should I fiddle with in an attempt to
On Wed, 2006-08-09 at 15:04 -0500, Douglas Bates wrote:
On 8/9/06, Rick Bilonick [EMAIL PROTECTED] wrote:
I'm fitting a mixed effects model:
fit.1 - lme(y~x,random=~1|id,data=df)
There are two different observations for each id for both x and y. When
I use plot(fit.1), there is a
First off, I hope that the function you list is just an example
since it only returns what the last iteration does -- obviously
the same answer can be arrived at much quicker.
The main principal in speeding up loops is to do as little
inside the loops as possible. 'fjj1' is essentially the same
On Wed, 2006-08-09 at 15:04 -0500, Douglas Bates wrote:
On 8/9/06, Rick Bilonick [EMAIL PROTECTED] wrote:
I'm fitting a mixed effects model:
fit.1 - lme(y~x,random=~1|id,data=df)
There are two different observations for each id for both x and y. When
I use plot(fit.1), there is a
I have created page [1] in R Wiki on this topic.
http://wiki.r-project.org/rwiki/doku.php?id=developers:runit
Seth, I have also managed to tweak doRUnit.R so that R CMD check gives an error
if the tests fail. I will leave windows port for someone else ;)
Gorjanc Gregor [EMAIL PROTECTED]
I think you want something like this:
require(tcltk) || stop(Package tcltk is not available.)
version.BWidget - tclvalue(tclRequire(BWidget))
modify_command - function() {
print(Hey, I'm modified...)
}
tt - tktoplevel()
values = c(foo, bar, jeebee)
combo - tkwidget(tt,
On 8/9/06, Rick Bilonick [EMAIL PROTECTED] wrote:
On Wed, 2006-08-09 at 15:04 -0500, Douglas Bates wrote:
On 8/9/06, Rick Bilonick [EMAIL PROTECTED] wrote:
I'm fitting a mixed effects model:
fit.1 - lme(y~x,random=~1|id,data=df)
There are two different observations for each id
Dr. Ripley,
Thanks very much for your help. I have used your partition tree and it works
well. I am not familiar with the 'tree' package but I found that the
threshold to make a cut returned by tree and rpart is almost the same
value.
Does that mean the decision boundaries for Rpart and
Mr. Schwartz,
Thank you very much for the proper solution.
Regards,
Paulo Barata
(Rio de Janeiro, Brasil)
Marc Schwartz (via MN) wrote:
Paulo,
Try the following:
x - rnorm(100)
par(xaxs = i)
par(yaxs = i)
hist(x,
Hello,
[EMAIL PROTECTED] wrote:
Gorjanc Gregor asks:
Hello!
I would like to use constrain to sum coeficients of a factor to 0
instead
of classical corner contraint i.e. I would like to fit a model like
lm(y ~ 1 + effectA + effectB)
and say get parameters
intercept
effectA_1
Hello,
Thanks for reply! But I think that solution is right without the constrain
b'b=1. With this constrain, the solution is not so simple. :(
Regards,
Yingfu
Från: Rolf Turner [mailto:[EMAIL PROTECTED]
Skickat: on 2006-08-09 18:08
Till: Yingfu Xie;
Dear R users
Is there any way to increase the decimal accuracy for the normal probability
distribution? When one needs an accurate p-value for instance this is provided
by
pnorm(10,lower.tail=F)
[1] 7.619853e-24
However, what happens when instead of a P[Xx], a more accurate P[X=x] is the
Could you please tell me how to draw the decision boundaries in a scatterplot
of the original data for a LDA or Rpart object.
For example:
library(rpart)
fit.rpart - rpart(as.factor(group.id)~., data=data.frame(Data) )
You might want to have a look a classifly
Hi WizaRds,
In MATLAB you can do
x=1:10
and then specify
x(2:end)
to get
2 3 4 5 6 7 8 9 10
or whatever (note that in MATLAB the parenthetic index notation is used, not
brackets as in R). The point is that 'end' allows you to refer to the final
index point of the array.
Obviously there
I would like to save graphics I produce in jpeg or gif
formats. The GDD package sounds like it should let me
to do this, but I cannot get it to install (error:
Can't find gd.h!). Anyone know what's up?
Thnx, C
__
R-help@stat.math.ethz.ch mailing list
Dear friends,
Suppose the correlation matrix of x1-x3 is as follows:
x1 x2 x3
x1 1
x2 0.51
x3 0.6 0.41
1.First, to generate the matrix of x1-x3 in R;
2.to get the random number: x1-rnorm(10), is it enough to generate only the
x1-values? Do i need to generate x2 and x3?
Dear R-helpers,
Using the Mac OS X GUI,
capabilities()
jpeg pngtcltk X11 http/ftp sockets libxml
fifo clediticonv NLS
TRUE TRUE TRUE TRUE TRUE TRUE TRUE
TRUE TRUE TRUE TRUE
Under JGR
capabilities()
YX == Yingfu Xie [EMAIL PROTECTED] writes:
YX Thanks for reply! But I think that solution is right without
YX the constrain b'b=1. With this constrain, the solution is not
YX so simple. :(
But simple enough. :)
Write down the Lagrange function for the problem. Say, 'lam' is the
The message you sent requires that you verify that you
are a real live human being and not a spam source.
To complete this verification, simply reply to this message and leave
the subject line intact.
The headers of the message sent from your address are show below:
From
Dear R-users
I have 5 dependent variables (y1 to y5) and one independent variable (x) and
3 conditioning variables (m, n, and 0). Each of the conditioning variables
has 2 levels. I created 2*4 panel plots.
xyplot(y1+y2+y3+y4+y5 ~ x | m*n*o,layout = c(4,2))
I would like to reorder the 8
That's not a valid specification. See the description of the index.cond
argument in ?xyplot and in particular this part:
If 'index.cond' is a list, it has to be as long as the number of
conditioning variables, and the 'i'-th component has to
be a valid
Dear R-helpers,
When I run
HTMLStart(outdir = outDir, echo = TRUE, HTMLframe = TRUE,
+ filename = 'jdHW1', Title = 'John Doe HW 2')
*** Output redirected to directory: /Users/mk/Documents/teach/
2006.3.PSYC712
*** Use HTMLStop() to end redirection.[1] TRUE
HTML as.title(This is my first
On 8/9/06, Taka Matzmoto [EMAIL PROTECTED] wrote:
Dear R-users
I have 5 dependent variables (y1 to y5) and one independent variable (x) and
3 conditioning variables (m, n, and 0). Each of the conditioning variables
has 2 levels. I created 2*4 panel plots.
xyplot(y1+y2+y3+y4+y5 ~ x |
Dear R People:
I want to use the grep command in UNIX/Linux to check
some words from the dictionary.
Let's say I use:
grep dog /usr/share/dict/words
and I get back
bulldog
dog
dogged
and so on.
How could I just get back dog with the grep command please?
Thanks,
Sincerely
Erin Hodgess
1 - 100 of 101 matches
Mail list logo
