On Sun, 12 Nov 2006, YONGWAN CHUN wrote:
I wonder by chance if there is a way to reduce computing time for matrix
addition or subtraction. With a lot of iterations, it would be helpful
to reduce a little amount time.
Yes, by making use of an optimized BLAS: see the R-admin manual. On my
not concerning your subject line, but function crossprod may be useful, too
Matthias
- original message
Subject: Re: [R] Computing time for matrix addition or subtraction
Sent: Mon, 13 Nov 2006
From: Prof Brian Ripley[EMAIL PROTECTED]
On Sun, 12 Nov 2006, YONGWAN CHUN wrote:
Hi:
I have encountered problems with imodwt and universal.thresh.modwt and cannot
find any reference in R Search. Hope someone can give me some ideas:
Starting with
modwt.la8 - modwt(xdata, la8, n.level=6) -- this seems to work fine
(1) ydata - imodwt(modwt.la8)
will
dear all
effect of a, b and c on d, total 48 comparisons, got
one anova result in model1=aov(d~A*B*C). can we get
all the result in one command? or can we interpret the
whole comparisons from this result? how it work in
Tukey HSD?
jose
Hello Spencer,
1. Have you tried to develop an example so small and simple that
it can be provided with a few lines of code in an email like this (as
suggested in the trailer to every email distributed by r-help)?
I did, but due to the simplicity of the example in my former posting
I am exploring the result of clustering a large multivariate data set
into a number of groups, represented, say, by a factor G.
I wrote a function to see how categorical variables vary between groups:
ddisp - function(dvar) {
+ csqt - chisq.test(G,dvar)
+ print(csqt$statistic)
+
I am wondering if stepAIC in the MASS library may be used for model
selection in an overdispersed Poisson situation. What I thought of doing
was to get an estimate of the overdispersion parameter phi from fitting
a model with all or most of the available predictors (we have a large
number of
The problem is solved:
With the help of the Vegan library maintainer the error was found
immediately. It was a misinterpretation/overlooking of the provided
documentation.
The problem lies here:
meta - metaMDS(distab.dist, distance=bray, k, trymax=50)
The provided primary data matrix -
Hello,
I have several Barplots I want to plot. I also want to include a legend.
Since my Barplots are very different I ve dicided to put the legend in
the top left corner.
Unfortunately, sometimes there is a part of a bar just below the legend.
This makes it difficult to see the legend itself
On Mon, 13 Nov 2006, Murray Jorgensen wrote:
I am wondering if stepAIC in the MASS library may be used for model
selection in an overdispersed Poisson situation. What I thought of doing
was to get an estimate of the overdispersion parameter phi from fitting
a model with all or most of the
Hi there,
Is it possible to change \baselinestretch in Soutput ? What should
\DefineVerbatimEnvironment{Soutput}{Verbatim}{fontsize=\footnotesize}
look like, if it is possible to effect the change here?
Google did not help here.
best
Christian
--
Dr. Christian W. Hoffmann,
Swiss Federal
The first two commands worked fine to me. I used
xdata = rnorm(128).
To let us help you more, specify your R version,
some data, OS etc, as usually asked.
Rogerio Porto.
-- Cabeçalho original ---
De: [EMAIL PROTECTED]
Para: r-help@stat.math.ethz.ch
Cópia:
Data: Sun, 12 Nov
I used the function heatmap.2 some times ago, and it worked as intended (for
me...). I tried to reuse my old R program and I encounter some trouble. I
suppose that something was changed in newer versions.
One of the examples given in the help page shows the same problem :
-- this
Sehr geehrter
Geschaefts-Vorschlag!
Sicher sind Sie verwundert, diese Nachricht von jemandem zu erhalten, den
sie nicht personlich kennen. Der Grund weshalb ich mich an Sie wende ist das
ich Ehret Olds bin, der erstgeborene Sohn von Martin Olds, einem der
bekanntesten schwarzen Farmer in
Hi Everyone.
I am downloading intraday Bloomberg data from R.
The code I give is:
library(zoo)
library(chron)
library(RBloomberg)
conn-blpConnect(show.days=trading,na.action=previous.days,periodici
ty=daily)
dat-blpGetData(conn, VG1 Index, c(LAST_PRICE),
Wolfgang,
It is common to handle relative risk problems using Poisson regression.
In your example you have 8 events out of 508 tries, and 0/500 in the second
data set.
tdata - data.frame(y=c(8,0), n=c(508,500), group=1:0)
fit - glm(y ~ group + offset(log(n)), data=tdata, family=poisson)
Hi there. I see in a post from 2002 that you got the following
problem with RMySQL:
con - dbConnect(m)
Process R segmentation fault at Wed Aug 28 08:21:11 2002
I have the same problem today:
drv=dbDriver(MySQL)
dbConnect(drv) # or with pretty much any other failing options
Program
Dear all,
I am doing a regression in ramdomForest, using the option sampsize reduce
the number of records used to produce the randomForest object.
The manual says For classification, if sampsize is a vector of the length
the number of strata, then sampling is stratified by strata, and the
Tamas K Papp [EMAIL PROTECTED] wrote:
I found some bottlenecks in my R code with Rprof. First I wanted to
rewrite them in C, but a colleague keeps suggesting that I learn
Fortran, so maybe this is the time to do it...
1) I hear bad things about Fortran. Sure, F77 looks archaic, but
Hi
I want to know if there is any possibility of executing the content of a
vector, for example:
example=c(Test,1,0,0,0,seq(14,42,by=2),0,0,1)
i want to know if there is anything like execute(example[6])
i really need this because this object example is created from a parameter
file with
Hi Brian,
thanks a lot for your pointers! I've taken a look at the book and the R
example website. That's super! Some of the examples there are very good.
Yet I am still looking for Fama 3 factor model and Ross' APT implementation.
The concept is not hard per se, however I am not sure how to
Who can help me in finding the right fitted-value-function?Based upon a
linear model (2-dimensional, 1 result-variable and 1 input-variable).
I found the perfect regression model (not always simply linear) by the
function lm(). Based on the given input and output tuples. For these exact
input
On Mon, 13 Nov 2006, Luiz Rodrigo Tozzi wrote:
Hi
I want to know if there is any possibility of executing the content of a
vector, for example:
example=c(Test,1,0,0,0,seq(14,42,by=2),0,0,1)
i want to know if there is anything like execute(example[6])
You can say:
On 11/13/06, Roger Bivand [EMAIL PROTECTED] wrote:
On Mon, 13 Nov 2006, Luiz Rodrigo Tozzi wrote:
Hi
I want to know if there is any possibility of executing the content of a
vector, for example:
example=c(Test,1,0,0,0,seq(14,42,by=2),0,0,1)
i want to know if there is anything
Mike,
Can you recommend any good books on Fortran 90/95? I had been an old user
of Fortran 77 but haven't followed the developments in the last 15 years or
so...
Thanks.
Christos Hatzis, Ph.D.
Nuvera Biosciences, Inc.
400 West Cummings Park
Suite 5350
Woburn, MA 01801
Tel: 781-938-3830
Metcalf and Reid - FORTRAN 90/95 Explained
Ravi.
---
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410)
Dear R-list Members,
Sorry if I have double posted this message. I am not sure if my previous
message got through.
Can someone explain me what exactly is the vertical bar of the cross in the
upper right corner of the spectrum plot produced by spec.plot? I know it is
the 95% confidence of
I am getting an error message in a call to nlme and cannot understand what
is happening. I explain the steps below in the hope that someone can
explain the error and how to correct it.
STEP 1: Data set: name: marouane.data. This is a data frame whose first few
lines are as follows:
I have the following set of indices, call it idx, that correspond to the
indices of a vector say temp.
[1] 31 36 41 61 66 71 91 96 101 121 126 131 151
156 161 181 186 191 211 216 221 241 246 251 271 276 281
301 306 311 331 336 341 361 366
[36] 371 391
The hybrid feature in fisher.test looks to me like an excellent way to
analyze my two-way tables. The only problem is that it does not seem
to be implemented. Am I right about this?
An example is pasted below. I note that I get the warning message only
when I shouldn't: for a 2x2 table hybrid
diff(tmp[idx])
cheers,
b
On Nov 13, 2006, at 3:06 PM, Leeds, Mark ((IED)) wrote:
I have the following set of indices, call it idx, that correspond
to the
indices of a vector say temp.
[1] 31 36 41 61 66 71 91 96 101 121 126 131 151
156 161 181 186 191 211
thanks beilton but that won't work. A diff will also include 61-41 etc
and I don't want to include those.
I'm working on using lapply or sapply with a seq along 31, 61, etc.
I'll let you know if it works.
-Original Message-
From: Benilton Carvalho [mailto:[EMAIL PROTECTED]
Sent:
Dear R-helpers,
I am trying to generalize my function for recording measurement times from
file times mtime--my intervals are minutes to hours over the course of
several days. I want to use hours as my units, and I have had trouble
dealing with time units in a general way. I have a simple
On Tuesday 14 November 2006 09:28, Leeds, Mark (IED) wrote:
thanks beilton but that won't work. A diff will also include 61-41 etc
and I don't want to include those.
I'm working on using lapply or sapply with a seq along 31, 61, etc.
I'll let you know if it works.
Try looking at:
dim(idx) -
Christos Hatzis [EMAIL PROTECTED] wrote:
Can you recommend any good books on Fortran 90/95? I had been an old user
of Fortran 77 but haven't followed the developments in the last 15 years or
so...
Ravi Varadhan has already recommended Metcalf and Reid -
Fortran 90/95 Explained. I own and
Hi:
I have been working in Item Response Theory, exactly, with Nominal Response
Model (NRM). Exist in R
a function for estimate parameter and ability from database for this Model?.
Thank you,
Xavier G. Ordóñez
[[alternative HTML version deleted]]
Hello
After (simple random cluster) resampling with replacement I ran MSM
function and I'm getting the following warning message ,which I'm not
sure why. I don't have any absorbing stage set up in my MSM model. I
have a 4 stage uni-directional MSM model. The only thing I see might be
a problem is
I'm getting a MacBook and I'd like to stick with OS X rather than
convert it to Linux just yet.
However, my main concern is having decent performance.
What's my best option:
*use the existing binary for R?
*compile R fresh under OS X?
* install Linux and run R under that?
Does anyone have
Thanks for these suggestions, Professor Ripley. It's interesting that
the function parameters in R are not truly dummy as they can effect
the result of a function.
Murray
Prof Brian Ripley wrote:
ddisp - function(dvar) {
yn - substitute(dvar)
csqt -
Does R have anything like strtod, atoi, atod, etc. in
C? I would like to covert 3 to 3 and 3.5 to 3.5 .
Thanks,
Peter Lauren.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
AFAIK there exist functions to fit IRT models only for ordinal data.
In particular, look at function grm() that fits the Graded Response
Model in the 'ltm' package (using Marginal Maximum Likelihood),
function PCM() in the 'eRm' package (using Condtional Maximum
Likelihood), and function
Running R using the precomplied binary works really well and you
should have no issues. Unless you really know what you are doing
compiling R to work on a mac from sctrach can be at the very least
tedious, at most, daunting, and there is really no point in doing so,
since the binary already takes
?as.numeric
x - 3
y - 3.5
x
[1] 3
as.numeric(x)
[1] 3
y
[1] 3.5
as.numeric(y)
[1] 3.5
Sarah
On 11/13/06, Peter Lauren [EMAIL PROTECTED] wrote:
Does R have anything like strtod, atoi, atod, etc. in
C? I would like to covert 3 to 3 and 3.5 to 3.5 .
Thanks,
Peter Lauren.
Hi all,
I'm looking for R packages that estimate multivariate time-series models
or vector-autoregression (VAR) time-series models.
Thanks
David
--
===
David Kaplan, Ph.D.
Professor
Department of Educational Psychology
I think I remember seeing something called sem ? It's listed as on the
packages on
www.r-project.org and the explanation is what you want. I just can't be
sure of the name.
There are probably more than just sem.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On
Jonathan Dushoff [EMAIL PROTECTED] writes:
The hybrid feature in fisher.test looks to me like an excellent way to
analyze my two-way tables. The only problem is that it does not seem
to be implemented. Am I right about this?
An example is pasted below. I note that I get the warning
I know that mvrnorm from MASS (generously provided by Profs. Venables
and Ripley) can be used to generate multivariable normal data that can
be used in a linear regression with certain desired characteristics
(e.g. a given mean for each variable as well as a given
variance-covariance pattern). Is
On Mon, 13 Nov 2006 15:42:06 -0600 David Kaplan wrote:
Hi all,
I'm looking for R packages that estimate multivariate time-series
models or vector-autoregression (VAR) time-series models.
The Econometrics task view at
http://CRAN.R-project.org/src/contrib/Views/Econometrics.html
has in the
Colleagues,
I am using R 2.4.0 on both a Mac (10.4.8) and Linux (RedHat 9). To
read data from an Excel spreadsheet, I do save as in Excel, then
select the Text (tab-delimited) format. The resulting file uses a
tab separator and I can usually read the file using read.delim.
Sometimes,
John Sorkin wrote:
I know that mvrnorm from MASS (generously provided by Profs. Venables
and Ripley) can be used to generate multivariable normal data that can
be used in a linear regression with certain desired characteristics
(e.g. a given mean for each variable as well as a given
Thank you very much for this useful response.
I did a search for fexact both inside R and on R-project.org before
posting: can somebody tell me where I could have found this information?
In particular, I am still not clear on whether the Cochran criteria are
being tested.
Thanks,
JD
Nobody answered, but this is what I did.
I used an iterative poor man's imputation and filled in the data with a
single value at each iteration. My covariance matrices and variance will
be a little underestimated, but it'll do for me at this stage of this
project.
I iteratively filled in the
Dennis Fisher [EMAIL PROTECTED] writes:
Colleagues,
I am using R 2.4.0 on both a Mac (10.4.8) and Linux (RedHat 9). To
read data from an Excel spreadsheet, I do save as in Excel, then
select the Text (tab-delimited) format. The resulting file uses a
tab separator and I can usually
hardly the most efficient way to go, but consider using a substring function
to extract the time bits from your data, then reading them as POSIX dates
and using difftime.
for example,
mytime - c(G2659310 2006-310-10-55-32.txt 10134 FALSE 666 2006-11-06
10:49:00 2006-11-13 10:56:41,
G2659310
Jonathan Dushoff [EMAIL PROTECTED] writes:
Thank you very much for this useful response.
I did a search for fexact both inside R and on R-project.org before
posting: can somebody tell me where I could have found this information?
In particular, I am still not clear on whether the
Dear R-users:
I am doing multiple regressions using the lm function and would like to
force the intercept to be equal to a specific value (such as 4.3). I was
able to find out how to force it through the origin but this does not work
for other values.
I am also interested in forcing the
# Newbie alert
# I am wanting to multiply the rows in a dataframe by a vector.
# However, the default behavior appears to be for the vector to be applied
# column wise. For example:
vct - 1:4
df - data.frame(c1 = 5:10, c2= 6:11, c3=7:12, c4=8:13)
multTheTwo - vct * df
multTheTwo
# This results
System: R 2.3.1 on Windows XP machine.
I am building a logistic regression model for a sample of 100 cases in
dataframe d, in which there are 3 binary covariates: x1, x2 and x3.
summary(d)
y x1 x2 x3
0:54 0:50 0:64 0:78
1:46 1:50 1:36 1:22
you can just subtract 4.3 from the independent variable and then do
through zero. That will
Give you a force through 4.3. I don't undersarand the second part of
your statement.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Heather Maughan
Sent:
Second part: you want to look at the residuals after specifying a
model? Just use the dependent variables in your subsample as the
dependent variables in your regression equation and subtract that
from your outcome variable in your subsample. Might not be the
answer to the question
Here are a couple of possibilities:
as.data.frame(t(t(df) * vct))
df * rep(vct, each = nrow(df))
On 11/13/06, RDM [EMAIL PROTECTED] wrote:
# Newbie alert
# I am wanting to multiply the rows in a dataframe by a vector.
# However, the default behavior appears to be for the vector to be
Michael Dewey [EMAIL PROTECTED] wrote
Subject: [R] Confidence interval for relative risk
The concrete problem is that I am refereeing
a paper where a confidence interval is
presented for the risk ratio and I do not find
it credible. I show below my attempts to
do this in R. The example is
Hi there,
I classified an image and checked out it on the field. Now I have a table
with three fields like:
Field_ID Field_Class Image_Class
1 1 1
2 3 5
3 4 1
4 1 1
5 2 1
...
And now I need gerating a confusion matrix to compute Kappa statistic. First
of
On 2006-11-14 00:41, Inman, Brant A. M.D. skrev:
System: R 2.3.1 on Windows XP machine.
Time to upgrade!
I am building a logistic regression model for a sample of 100 cases in
dataframe d, in which there are 3 binary covariates: x1, x2 and x3.
Please provide a reproducible example (as
Dear All,
I am in the process of teaching myself R and am getting the hang of it
slowly, and so apologies for what may be a novice question. (Many thanks to
those who have helped me so far).
I have been performing normal Correspondence Analysis for a number of
years using a variety of
Hello,
I was trying to build R from source on Windows XP. I installed software which
are mentioned from the follow web page
http://www.murdoch-sutherland.com/Rtools/ (Last accessed on Nov. 13th, 2006) .
Unfortunately, I got error messages whenever I run 'make all recommended'
without
Hi everyone,
I have 2 environments (2 different R sessions) as described below:
Session 1:
Name of the environment: CrlmmInfo
Objects in the environment:
index1: logical index - length 238304
index2: logical index - length 238304
priors: list of 4 - (matrix 6x6, 2 vectors of length
Hello,
I'm trying to install the rpvm package under Windows, but I am having
problems. I have pvm3.4 installed properly.
I've defined the system variables
PVM_ROOT = C:\PROGRA~1\pvm3.4\
PVM_ARCH = win32
When I try to install, I get this:
C:\R\PackagesRcmd INSTALL rpvm_1.0.1.tar.gz
Hello Nitin,
if you examine the help information for lrm carefully, at the bottom
you will find numerous examples that you can follow.
?lrm
By the way, asking a queestion like this it's best to clarify if you
mean the lrm from the Design package or some other one. I assume it's
from Design, as
Hi Rogerio:
I am using Waveslim 1.5 on R 2.3.0, running on Chinese WinXP (SP2).
The data, attached in the CSV file, is a stock data (0001 from Hong Kong)
downloaded from Yahoo!Finance. The time series data are the Adj. Close prices
(last column) from 4-Jan-00 to 30-Nov-2005.
On Mon, 13 Nov 2006, Benilton Carvalho wrote:
Hi everyone,
I have 2 environments (2 different R sessions) as described below:
Session 1:
Name of the environment: CrlmmInfo
Objects in the environment:
index1: logical index - length 238304
index2: logical index - length 238304
For OS X, http://dos2unix.darwinports.com/
--
Jeffrey R. Spies
http://www.nd.edu/~jspies/
On Nov 13, 2006, at 11:06 PM, [EMAIL PROTECTED]
[EMAIL PROTECTED] wrote:
Dennis,
You can get rid of the '^M' by reformating the
file from DOS to UNIX. Withing a UNIX system
send the command
Hi,
I want to compute the variance of two complex statistics. The first statistic
is the a ratio
R1=Q(a1)/Q(a2)
where Q denote de quantile at a1 and a2. The second is also a ratio but not a
classic one this ratio is
R2=sum(x_{i}|x_{i}Q(a1))/sum(x_{i} }|Q(a2))
Dear all,
I have a matrix of size N x M. I purchase a PCA analysis through prcomp
function. Then I keep the H eigenvectors which explain 90% of the total
variance and interpolate each vectors of the matrix H x M, to obtain a
new matrix of size H x K (K M). My question is : from this last
Plese heed the warning enclosed in ***. You haven't set up the
pvm libraries in the link.
If you don't know how to do the manual configuration, talk to the package
maintainer (as the posting guide asked you to do before posting).
On Mon, 13 Nov 2006, Adrian Dragulescu wrote:
I'm
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