[R] array(list(),c(2,5)) gives error in R 1.8.1

Hi In R 1.7 the following worked fine: array(list(),c(2,5)) [,1] [,2] [,3] [,4] [,5] [1,] NULL NULL NULL NULL NULL [2,] NULL NULL NULL NULL NULL now in R 1.8.1 I get the error: Error in rep.int(data, t1) : invalid number of copies in rep In addition: Warning message: NAs introduced by

Re: [R] Installing the Rcmdr and tclk package

Gerald == Gerald Jean [EMAIL PROTECTED] on Tue, 13 Jan 2004 12:32:43 -0500 writes: Gerald Hello R-users, Gerald Version 1.8.1 on a 64-bit Solaris 5.8 OS Gerald I am trying to instal the Rcmdr package for which the tclk package is Gerald required. Once both package

Re: [R] 'solve' algorithm

On Wed, 14 Jan 2004, W. Beldman wrote: I'm looking for the algorithm of the solve function (base package). As I understand the help text neither Linpack nor Lapack's ZESV is used (in the Well, your example is not complex. By default (LINPACK=FALSE), DGESV is used: just read the code.

[R] Kaver

O.k., Kaverforms the average of a series of (usually simulated) K-functions. How do I apply it on non-simulated K-functions? Deborah Renz __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the

[R] prcomp: error code 17 from Lapack routine dgesdd

I am trying to use prcomp and I am getting this error: p - prcomp(xtr, retx = TRUE, center = TRUE, scale = TRUE, tol = NULL) Error in La.svd(x, nu, nv, method) : error code 17 from Lapack routine dgesdd dim(xtr) [1] 301 2439 Does it mean that the matrix is to big ? R

[R] summary() within a function

I have the following function f - function { ... model - lm(rttx[,1] ~ rttx[,2] + 0); summary(model); ... } while summary(model) shows the summary if I execute the function line by line in the Command Line Interface, if I call f() summary is silent how to

[R] email problem

Hello Is anyone else having problems receiving email from the list? No email from R help today! Thanks Marwan --- Marwan Khawaja http://departments.aub.edu.lb/~mk36 __ [EMAIL

RE: [R] Manova for repeated measures

One useful way of looking at she S language, which R implements, is as a complete programming language with some very powerful operators already available. Why not think about putting those operators together to do the computations that you need to do in this case? It's not like starting from

[R] Trellis graph and two colors display

Hello, I would like to display two groups of dots in different colors or style and additionnaly a linear regression for all the dots in panel plots of a Trellis graph. Actually to get in each panel the equivalent of: plot(x[mois==3],y[mois==3],col=blue) points(x[mois==9],y[mois==9],col=red)

[R] How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?

I'm analizing the Argentina stock market (merv) I download the data from yahoo library(tseries) Argentina - get.hist.quote(instrument=^MERV,1996-10-08,2003-11-03, quote=Close) merv - na.remove(log(Argentina)) I made the Augmented Dickey-Fuller test to analyse if merv have unit root:

RE: [R] data structure problem

my situtation is that each data point is made up of p correlated 5-dimension vectors. Those 5 dimensions are orthogonal. Any suggestions will be appreciated! JP -Original Message- From: Liaw, Andy [mailto:[EMAIL PROTECTED] Sent: Monday, January 12, 2004 10:00 PM To: 'Jieping'; [EMAIL

[R] How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?

I'm analizing the Argentina stock market (merv) I download the data from yahoo library(tseries) Argentina - get.hist.quote(instrument=^MERV,1996-10-08,2003-11-03, quote=Close) merv - na.remove(log(Argentina)) I made the Augmented Dickey-Fuller test to analyse if merv have unit root:

[R] arrows on contour lines

Hello everybody I'm using contour() to draw streamlines of potential flow, eg jj - seq(from= -4, to=4,len=20) jj - outer(jj,jj,function(x,y){x})+1i*outer(jj,jj,function(x,y){y}) f - function(x){x^2} contour(Im(f(jj)), nlevels=44 , labels=) How best to put arrows on the contour lines to show

Re: [R] arrows on contour lines

Hi On 14 Jan 2004 at 12:01, Robin Hankin wrote: Hello everybody I'm using contour() to draw streamlines of potential flow, eg jj - seq(from= -4, to=4,len=20) jj - outer(jj,jj,function(x,y){x})+1i*outer(jj,jj,function(x,y){y}) f - function(x){x^2} contour(Im(f(jj)), nlevels=44

[R] Installing the Rcmdr and tclk package

Hello R-users, Version 1.8.1 on a 64-bit Solaris 5.8 OS I am trying to instal the Rcmdr package for which the tclk package is required. Once both package installed I issued the command: library(tcltk) and received the following error message Error in firstlib(which.lib.loc, package) :

[R] RE: Trellis graph and two colors display

From: Patrick Giraudoux [EMAIL PROTECTED] Hello, I would like to display two groups of dots in different colors or style and additionnaly a linear regression for all the dots in panel plots of a Trellis graph. Actually to get in each panel the equivalent of:

Re: [R] Installing the Rcmdr and tclk package

On Tue, 13 Jan 2004 [EMAIL PROTECTED] wrote: Hello R-users, Version 1.8.1 on a 64-bit Solaris 5.8 OS I am trying to instal the Rcmdr package for which the tclk package is required. Once both package installed I issued the command: library(tcltk) and received the following error

RE: [R] data structure problem

If the data somewhat resembles multivariate Gaussian, I suppose one possibility is to construct (by hand) something like LDA, but with the covariance matrix constrained to be block-diagonal. Just an idea. Cheers, Andy From: Jieping [mailto:[EMAIL PROTECTED] my situtation is that each data

Re: [R] R killed on Solaris

Hi Ott, could it be a per process limit or ulimits set? i don't have a solaris box here so i can't remember what the appropriate commands are... cheers, Sean Ott Toomet wrote: Hello, I am running a preliminary data-processing job on solaris. Basically, the program reads a large number of

Réf. : [R] email problem

Hello R-users, same here no PM (EST) mail. I posted a message and never saw it appear in my mail box and no other R-mail in the afternoon yesterday. Gérald Jean Analyste-conseil (statistiques), Actuariat télephone: (418) 835-4900 poste (7639) télecopieur : (418) 835-6657

[R] non-nested models testing

Hi, I'm trying to figure out some stastistics for non-nested models testing. Among them: [1] Vuong statistic (Vuong, 1989) [2] Distribution-free test by Clarke (2003). Did someone wrote a piece of [R] code to compute any of them? Many thanks, Bruno Bruno L.

[R] univariant time series

Hi, I am trying to use the stl function in the ts package. It requires that the data is a univariant time series at the moment my data is in a vector. I have coerced it to a time series using crimets - ts(crimeData) However, this does not work. Does anyone have any suggestions? Cheers,

Re: [R] Doubly interval-censored data

On Mon, 12 Jan 2004, Spencer Graves wrote: Have you looked at library(survival)? Unless I misunderstand what you want, it should be there It isn't. -thomas . Further documentation is provided in Venables and Ripley (2002) Modern Applied Statistics with W, Therneau and

[R] Fixed parameters in an AR (or arima) model

Hello I want to fit an AR model were two of the coefficients are fixed to zero (the second and third ar-coefficients). I used the arima function with the fixed argument but the ar3 coefficient is not set to zero: == arima(Y, order=c(4,0,0),

[R] cca in vegan

Hello all, I'm hoping this is a simple problem. I'm trying to do cca of my data. I have my plant data and environmental data as 2 separate files. I have 3 years of data, stacked vertically, within these files. I want to conduct the cca for each year and am trying to create separate year

[R] copula functions

Hi there does anyone know about a downloadable CRAN for copula functions for R? Thank you so much for your answers. Hanspeter __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide!

[R] nlminb(Splus) vs optim(R)

Dear, R experts. I have two program codes, one is made by Splus and the other is made by transferring from Splus code. Because nlminb function in Splus is equivalent to optim in R, I expected to get exactly same result. But, sometime there is too large differece (greater than 2%) between two

[R] seasonal fractional ARIMA models

Hello, does anyone know about: a) simulating seasonal ARIMA models? arima out of package ts can fit it, but it does not look like it can simulates data from seasonal models b) fitting and simulating fractional seasonal ARIMA models? Hints will be appreciated, Henning -- Henning Rust

Re: [R] Fixed parameters in an AR (or arima) model

Hi, arima expects an order 4 model by specifying order=c(4,0,0). It looks like you want to fit an order 6 model with parameters 2 and 3 fixed to 0. Try order=c(6,0,0) and fixed=c(NA,0,0,NA,NA,NA,NA), the last NA is for the intercept. Henning Jenný Brynjarsdóttir wrote: Hello I want to fit an

[R] Average Graph

Hi Everyone! I need to average some graphs of the same plot. How do I do that? It's a plot of different Kfn-Graphs, but Kaver() only works for simulated data. Who can help? Thx Deborah __ [EMAIL PROTECTED] mailing list

Re: [R] Manova for repeated measures

Rodrigo Abt a écrit : Hi everyone, I'm posting again, since I haven't got an answer (yet :( ). According to R help, manova does not support the inclusion of the Error() term in the formula call. I have repeated measures data for two dependent variables, so this means I can't account for subject

Re: [R] summary() within a function

Ulisses, could you be a little more specific ?. What OS, R version and data you are using ? I've tested this as an example and works fine (at least for me): f-function(){ x-1:10 y-rnorm(10) s-lm(y~x+0) summary(s) } f() Call: lm(formula = y ~ x + 0) Residuals:

Re: [R] seasonal fractional ARIMA models

On Wed, 14 Jan 2004, Henning Rust wrote: Hello, does anyone know about: a) simulating seasonal ARIMA models? arima out of package ts can fit it, but it does not look like it can simulates data from seasonal models Well, it doesn't simulate at all. arima.sim simulates non-seasonal models

Re: [R] How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?

Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = 2.2e-16 And I reject the null hypotesis (H0: merv.reg$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't

Re: [R] summary() within a function

Unless 'summary' is the last evaluated object within your function (and then it is the one implicitely returned by the function), you have to explicitely ask for printing it: f - function { ... model - lm(rttx[,1] ~ rttx[,2] + 0); # Print summary for the model

Re: [R] array(list(),c(2,5)) gives error in R 1.8.1

I confirmed this -- array(list(), c(2,2)) works in R 1.6.2 and R 1.7.1, but not in R 1.8.0. This appears to be due to a change in array(): rep(data, t1) was changed to rep.int(data, t1). When data=list(), t1==Inf, and rep(data, t1) returns list(), while rep.int(data, t1) gives an error.

Re: [R] prcomp: error code 17 from Lapack routine dgesdd

Admittedly this is a rather crytic message but it means that the algorithm in dgesdd for determining the singular values did not converge. From the Lapack documentation for dgesdd INFO(output) INTEGER = 0: successful exit. 0: if INFO = -i, the i-th

Re: [R] summary() within a function

On Wed, Jan 14, 2004 at 04:53:45PM +0100, Eric Lecoutre wrote: Unless 'summary' is the last evaluated object within your function (and then it is the one implicitely returned by the function), you have to explicitely ask for printing it: Thanks for the explanation f - function {

RE: [R] cca in vegan

Curious. I get the following error message: Error in cca.default(cnts94, env94): All row and column sums must be 0 in the community matrix Check the row and column sums if you haven't: colSums(cnts94) rowSums(cnts94) There is probably a veg plot (row) that has all zeros in it. Just a

[R] R equivalent of Splus peaks() function?

If there something available in R that has the functionality of the S-PLUS peaks() function? Thanks, Mirka __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide!

[R] How can I test if time series residuals' are uncorrelated ?

Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = 2.2e-16 And I reject the null hypotesis (H0: merv.reg$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't

[R] error message in plot(aov-object)

Hi all, A student at our institute asked me for help with the following problem: After fitting an aov model, she wanted diagnostic plots, and got the following error message: plot(p.aov) Hit Return to see next plot: Hit Return to see next plot: Error in plot.window(xlim, ylim, log, asp, ...)

[R] model-based clustering

Hello, I was wondering whether a Poisson mixture modeler/cluster analysis package is available for R. I scanned CRAN packages and couldn't find anything but I thought I'd ask. If not could anyone recommend a non-R open source package. I have found 'snob' but this program seems a bit hard to use

Re: [R] How can I test if time series residuals' are uncorrelated ?

Hi, I tried to unsubscribe because this emailadress won't be valid anymore from next week on. I send a mail to [EMAIL PROTECTED] with 'unsubscribe'in the body, and got the following reply: - Date: Tue, 13 Jan 2004 11:04:11 +0100 From: [EMAIL PROTECTED] To: [EMAIL PROTECTED] Subject:

Re: [R] R killed on Solaris

Hi, thanks for you reply. Actually I think it has more to do with solaris than with R. The simple workaround is to run the program interactively. | Date: Wed, 14 Jan 2004 13:24:02 +0100 | From: Uwe Ligges [EMAIL PROTECTED] | | 200M of the data size processed or 200M of RAM consumption by

[R] Help Needed on plot Function

Dear all, I want the title of the plot to print some parameters that change. Also, I want some spots on the plot to be labeled. Is that possible? Thanks in advance for your help. Minghua __ [EMAIL PROTECTED] mailing list

[R] Collapsing a factor in R

I'm trying to collapse the following table along the sub-group factor. In this case, collapsing means taking the average ages within a subgroup and creating a new table. I seem to be running into trouble trying to create this new data frame. I can use the ave() function to find averages within a

Re: [R] How can I test if time series residuals' are uncorrelated ?

Kurt Sys [EMAIL PROTECTED] writes: If I'm not a member of the list, why do I recieve the messages? There was a messup in Zurich causing the outgoing queue to be stalled. My guess is that you're receiving mails that were sent to you before your subscription. -- O__ Peter Dalgaard

RE: [R] Help Needed on plot Function

Look at ?substitute, ?expression, and ?paste. The archives are dense with worked examples. Here's one example of a parameter in the title: param - pi plot(1:100, log(1:100)) title(substitute(hat(theta) == param, list(param=param))) A search of the archives for label points plot turns up 100s of

Re: [R] Collapsing a factor in R

Will aggregate() do what you want? -roger Scott Norton wrote: I'm trying to collapse the following table along the sub-group factor. In this case, collapsing means taking the average ages within a subgroup and creating a new table. I seem to be running into trouble trying to create this new

[R] nonlinear regression and Excel solver

Hi all, Earlier today I posted this question on s-news, so apologies to some for the duplication. Please put aside your snobbery about Microsoft products for a moment. I am fitting population models to annual survey data for trout. For those of you familiar with ecological models, I am working

[R] discriminant analysis

Hello, I have run a discriminant analysis (with lda() from the MASS package) but I can't find a way to examine the p-values for the discriminant functions. I would like to calculate a Wilk's lambda and then the Bartlett's V statistic which is distributed as a chi squared and test its

Re: [R] RMySQL : Not loading

Geoff, I can offer a work-around. I have been encountering this same problem on one of two OS X systems, and one Solaris system. I've been corresponding with the RMySQL maintainer, David James (who I CC'd), and he knows everything that I do (and more, of course!). We don't have a proper

Re: [R] copula functions

Hi there does anyone know about a downloadable CRAN for copula functions for R? Not on CRAN, but on my homepage (www.luc.ac.be/~jlindsey/rcode.html). gausscop in my repeated library handles gaussian copulas. Jim Thank you so much for your answers. Hanspeter

Re: [R] model-based clustering

The list could probably be more useful if you gave more details about your data and the problem. I have written a bit of R code myself for fitting a finite mixture of univariate Poissons by EM and found it very simple to program in R. I suspect that your problem is multivariate, but that should

[R] Testing a timeseries for heteroscedastic (lmtest)

Hello, my intention is to test a given timeseries (vector) for heteroscedastic. Now I found the gqtest/bptest/hmctest in the lmtest package but a formula as argument is needed. What is meant by formula and how du I interpret the timeseries as formula. Thanks in advance Simon

Re: [R] summary() within a function

Ulisses, by the way I forgot something, If your function doesn´t end with summary you'll have to print it explicitly f-function(){ x-1:10 y-rnorm(10) s-lm(y~x+0) ... print(summary(s)) ... } --- Date: Wed, 14 Jan 2004 09:24:22 +0100 From: [EMAIL PROTECTED] Subject: [R] summary() within a

[R] Using pam, agnes or clara as prediction models?

Hello list, I am new to R, so if the question is rather silly, please ignore it. I was wondering wether it would be possible to use the models generated by pam, clara and the like as predictors? Scanning through the available documentation shed no light (for me) upon the subject. Regards,

[R] estimation of lambda and gamma with std errors for a weibull model

Dear R experts, How should lambda and gamma (with std.errors) be calculated for a weibull model with age as an independent predictor? I have assumed that this can be done with survreg with e. g. (summary(survreg(Surv(time, status) ~ age, dist = 'weibull')) ) and predict.survreg with e.g.

RE: [R] Using pam, agnes or clara as prediction models?

If pam produces the cluster medoids, you should be able to use the 1-nearest-neighbor classifier for prediction of future data, using the medoids as the `training' data. 1-NN is available in the `class' package, part of the `VR' bundle. HTH, Andy From: Renald Buter Hello list, I am new

Re: [R]Update on: Installing the Rcmdr and tclk package

Hello R-users, first thanks to all who responded my questions regarding the installation of the Rcmdr and tcltk packages. The problem is with the tclk package on which Rcmdr depends. Following Prof Ripley's advice I re-installed Tcl and Tk, compiling from sources and making sure the

Re: [R] model-based clustering

Hello Murray, thanks for the response. I would actually love to hear alternative suggestions about the problem I am trying to solve. I just thought a short question will be less of a burden on people's time and have a higher chance of being answered. basically the data sets I need to analyze

[R] Generalized least squares using gnls function

Hi: I have data from an assay in the form of two vectors, one is response and the other is a predictor. When I attempt to fit a 5 parameter logistic model with nls, I get converged parameter estimates. I also get the same answers with gnls without specifying the weights argument. However,

Re: [R] rcmd check question.

I was getting similar errors, which I finally tracked down to the following: I had accidentally left an extraneous test.R in my pkg/R directory; that file contained a system call to an external program that created a particular file, which I then tried to read into R. The R code that

Re: [R] estimation of lambda and gamma with std errors for a weibull model

On Wed, Jan 14, 2004 at 09:10:51PM +0100, Fredrik Lundgren wrote: Dear R experts, How should lambda and gamma (with std.errors) be calculated for a weibull model with age as an independent predictor? I have assumed that this can be done with survreg with e. g. (summary(survreg(Surv(time,

[R] NLS mensagem error...

Hi R-masters, I have a problem with nls() and my research data. Look this example: X2000-c(1.205268,2.850695,5.100860,8.571610,15.324513,25.468599,39.623418,61.798856,91.470006,175.152509) age-c(37,42,47,52,57,62,67,72,77,82) fit - nls(X2000~R*exp(A*age),start=list(R=.1,A=.1)) Error mensage:

Re: [R] nonlinear regression and Excel solver

Hi, I don't know S-Plus and its functions nlminb() and ms(). However, in R I would use optim(), optimize or nlm(). I used these functions quiet often and had only very few problems. I think that R is better, easier and more flexible than Excel (at least in the long run), but since I don't

Re: [R] estimation of lambda and gamma with std errors for a weibull model

On Wed, Jan 14, 2004 at 10:45:56PM +0100, Göran Broström wrote: On Wed, Jan 14, 2004 at 09:10:51PM +0100, Fredrik Lundgren wrote: Dear R experts, How should lambda and gamma (with std.errors) be calculated for a weibull model with age as an independent predictor? I have assumed that

Re: [R] Testing a timeseries for heteroscedastic (lmtest)

On Wed, 14 Jan 2004, Simon Ohrem wrote: Hello, my intention is to test a given timeseries (vector) for heteroscedastic. Now I found the gqtest/bptest/hmctest in the lmtest package but a formula as argument is needed. What is meant by formula and how du I interpret the timeseries as

[R] Binomial glms with very small numbers

VR describes binomial GLMs with mortality out of 20 budworms. Is it appropriate to use the same approach with mortality out of numbers as low as 3? I feel reticent to do so with data that is not very continuous. There are one continuous and one categorical independent variables. Would it be

[R] R internal data types

I am trying to figure out R data types and/or storage mode. For example: #From a clean workspace gc() used (Mb) gc trigger (Mb) Ncells 415227 11.1 597831 16 Vcells 103533 0.8 7864326 x - seq(0,10,1) is.integer(x) [1] FALSE is.double(x) [1] TRUE object.size(x)

Re: [R] Analyzing dendograms??

I think that for heatmap, one needs to preprocess the data before passing it to heatmap. In particular, if you know the row indices of the genes of interest, you may pass just those rows with or without the row dendrogram. If one has a dendrogram object, using cutree (see ?cutree) will give

Re: [R] Binomial glms with very small numbers

The advisability of using glm with mortality depends not on the size of sample groups but on the assumption of independence: Whether you have 3 individuals per group or 30 or 1, is it plausible to assume that all individuals represented in your data.frame have independent chances of

[R] Re: R-help Digest, Vol 11, Issue 14

Rodrigo Abt [EMAIL PROTECTED] wrote: According to R help, manova does not support the inclusion of the Error() term in the formula call. I have repeated measures data for two dependent variables, so this means I can't account for subject variance in time?. Any lights? John Fox's sem

Re: [R] Binomial glms with very small numbers

On Wed, 14-Jan-2004 at 05:15PM -0800, Spencer Graves wrote: | The advisability of using glm with mortality depends not on | the size of sample groups but on the assumption of independence: | Whether you have 3 individuals per group or 30 or 1, is it I think we can assume independence.

Re: [R] Binomial glms with very small numbers

Yes, but glm maximizes the binomial likelihood assuming log(p/(1-p)) is a linear model. Therefore, you don't have to transform the 0's and 1's. There are cases where a particular combination of potential explanatory variables will clearly separate mortalities from survivors. I don't

Re: [R] NLS error message...

Bernardo Rangel Tura [EMAIL PROTECTED] writes: I have a problem with nls() and my research data. Look this example: X2000-c(1.205268,2.850695,5.100860,8.571610,15.324513,25.468599,39.623418,61.798856,91.470006,175.152509) age-c(37,42,47,52,57,62,67,72,77,82) fit -

RE: [R] Binomial glms with very small numbers

VR has a binomial glm with binary data, in fact, (e.g. the birth weight data) and this is quite usual. Going to large numbers of trials for each probability is really only important if you plan to use the absolute residual deviance as a test of fit. With binary data the distribution of the