On Jun 29, 2004, at 1:22 AM, Ulises Mora Alvarez wrote:
Hi!
If you are trying to log in from another Mac to the G5 there are some
details to bear in mind, though. If you are indeed trying from a Mac,
I'd
suggest you to launch your local X server; then, from an xterm 'ssh
-X...'
to the G5. Of
Did you look at the notes on MacOS X in the R-admin manual (as the INSTALL
file asks)? That would have told you why lapack failed, and I think you
should redo your build following the advice there.
On Tue, 29 Jun 2004, James Howison wrote:
[...]
then did
./configure
Hi!
Its not an R specific question but had no idea where to ask elsewhere.
Does anyone know the orginal reference to the CAMBERA DISTANCE?
Eryk.
Ps.:
I knew that its an out of topic question (sorry).
Can anyone reccomend a mailing list where such questions are in topic?
Thanks Mark.
Yes I mean canberra.
Searching for canberra camberra by google I observed the following.
Searching for caMberra you will find a paper from 1997 where they write camberra
instead of canberra dissimilarity for the meassure defined sum(|x_i - y_i| / |x_i +
y_i|). Meanwhile there are
Alexis:
according to the strucchange package .pdf, all procedures in this
package are concerned with testing or assessing deviations from
stability in the classical linear regression model.
i'd like to test/assess deviations from stability in the Poisson
model.
is there a way to modify
Hi, I am doing PCA on several columns of data in a data.frame.
I am interested in particular rows of data which may have a particular
combination of 'types' of column values (without any pre-conception of
what they may be).
I do the following...
# My data table.
allDat -
On Tue, 29 Jun 2004, Wolski wrote:
Hi!
Its not an R specific question but had no idea where to ask elsewhere.
Does anyone know the orginal reference to the CAMBERA DISTANCE?
Eryk.
Ps.:
I knew that its an out of topic question (sorry).
Can anyone reccomend a mailing list where such questions
Does the following do what you want:
rseq - function(n=1, length.=2){
s1 - sample(x=length., size=n, replace=TRUE)
s2 - sample(x=length., size=n, replace=TRUE)
ranseq - array(0, dim=c(n, length.))
for(i in 1:n)
ranseq[i, s1[i]:s2[i]] - 1
ranseq
}
set.seed(1)
rseq(9, 5)
set.seed(1)
On 06/29/04 11:04, Dan Bolser wrote:
Hi, I am doing PCA on several columns of data in a data.frame.
I am interested in particular rows of data which may have a particular
combination of 'types' of column values (without any pre-conception of
what they may be).
I do the following...
# My data
On Tue, 29 Jun 2004, Dan Bolser wrote:
Hi, I am doing PCA on several columns of data in a data.frame.
I am interested in particular rows of data which may have a particular
combination of 'types' of column values (without any pre-conception of
what they may be).
I do the following...
You may find it easier to search for `canberra distance', if that is
really what you intend (and your subject line and text differ in spelling
anyway). See ?dist, and Google results for `cambera distance', which both
shows this a fairly common mispelling of the capital of Australia, and
suggests
My office G5 running R-devel has no problem with remote logins, either
mine, or my students, so I doubt there is something fatally flawed in
either the OS or R that is a problem. X11Forwarding is off by default
so this does need to be changed, I believe. I might add just for a
moment of
Thanks Jonathan and Brian for advise, all but for the last point I will
do more background reading. To come back to the last point...
Finally, I would like to make a contour plot of the above biplot, is this
possible? (or even a good way to present the data?
Brian said:
What do you propose
Dear R users,
I have more of a statistical/econometric question than straight R one.
I have a data set with the discrete hazard rate of small firms survival on
400 counties over a period of 9 years. This data was generated using census
information from the VAT registration number of each one of
Dear Olivier,
I believe your best bet may be to connect to the database through
some kind of R-COM connection (either Thomas Baier and
Erich Neuwirth's R-(D)COM in CRAN or Duncan Temple Lang's at
http://www.omegahat.org/RDCOMClient). For instance, the
ADO MD (ActiveX Data Objects
Hi all
i have an interesting project that i have been working on. i intended to
set this as a first year programming problem but then changed my mind
since i thought that it might be too difficult for them to program.
the problem is as follows:
You have been approached by a local
Hello list,
I have 3 matrices with same dimension :
veca=matrix(1:25,5,5)
vecb=matrix(letters[1:25],5,5)
vecc=matrix(LETTERS[1:25],5,5)
I would like to obtain a new matrix composed by alternating rows of these
different matrices (row 1 of mat 1, row 1 of mat 2, row 1 of mat 3, row 2
of mat
Hello,
When using PAM (partitioning around medoids), I would like to skip the
build-step and give the fonction my own medoids.
Do you know if it is possible, and how ?
Thank you very much.
Isabel
__
[EMAIL PROTECTED] mailing list
Hello
I would like to know how cor() handles ranks when some ranks are ex aequo.
Does it use Spearman Correlation Coefficient with correction of the formula ?
Thanks
--
Sebastien MORETTI
Linux User - #327894
CNRS - IGS
31 chemin Joseph Aiguier
13402 Marseille cedex 20, FRANCE
tel. +33 (0)4 91
Bonjour Isabel,
Isabel == Isabel Brito [EMAIL PROTECTED]
on Tue, 29 Jun 2004 17:06:12 +0200 writes:
Isabel Hello,
Isabel When using PAM (partitioning around medoids), I
Isabel would like to skip the build-step and give the
Isabel fonction my own medoids.
Isabel Do you
Apologies for the cross-posting, but I thought this snippet of info
might be vaguely interesting to both lists.
I did a ***brief*** search to see if this issue had previously been
discussed and found nothing. So I thought I'd tell the list about a
difference in behaviour between unique() in R
ORIORDAN == ORIORDAN EDMOND [EMAIL PROTECTED]
on Mon, 28 Jun 2004 10:23:24 -0400 writes:
ORIORDAN Hi Does anybody have a package/code for Real
ORIORDAN Adaboost that works in R?
Did you try the 'gbm' package from CRAN?
ORIORDAN very large binary data set Any help greatly
I recently learn about Quantile Regression in R.
I am trying to study two time series (attached) by Quantile Regression in R.
I wrote the following code and do not know how to interpret the lines.
What kind of information can I get from them? Correlation for quantiles,
conditional
Try:
veca=matrix(1:25,5,5)
vecb=matrix(letters[1:25],5,5)
vecc=matrix(LETTERS[1:25],5,5)
x.1 - lapply(1:5,function(x)rbind(veca[x,],vecb[x,],vecc[x,]))
do.call('rbind',x.1)
[,1] [,2] [,3] [,4] [,5]
[1,] 1 6 11 16 21
[2,] a f k p u
[3,] A F K P U
[4,] 2 7 12 17 22
You can almost always index in such problems: here is one way.
rbind(veca,vecb,vecc)[matrix(1:15, 3, byrow=T), ]
Take it apart of see how it works, if it is not immediately obvious.
On Tue, 29 Jun 2004, Stephane DRAY wrote:
Hello list,
I have 3 matrices with same dimension :
The short answer to your question is that quantile regression
estimates are estimating linear conditional quantile functions,
just like lm() is used to estimate conditional mean functions.
A longer answer would inevitably involve unpleasant suggestions
that you should follow the posting guide:
Torsten == Torsten Hothorn [EMAIL PROTECTED]
on Mon, 28 Jun 2004 10:59:26 +0200 (CEST) writes:
Torsten On Fri, 25 Jun 2004, Douglas Grove wrote:
I should have specified an additional constraint:
I'm going to need to use this repeatedly on large vectors
(length
Prof Brian Ripley [EMAIL PROTECTED] writes:
You can almost always index in such problems: here is one way.
rbind(veca,vecb,vecc)[matrix(1:15, 3, byrow=T), ]
Take it apart of see how it works, if it is not immediately obvious.
Or, a little longer, but perhaps more intuitive:
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
I agree. These are obvious extensions to the options provided
now by rank. I didn't suggest this as I am not a contributor and
don't feel comfortable asking others to do more work :)
Thanks,
Doug
On Tue, 29 Jun 2004, Martin Maechler wrote:
Torsten == Torsten Hothorn [EMAIL PROTECTED]
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Perhaps this question is less dumb... (in context below...)
On Tue, 29 Jun 2004, Prof Brian Ripley wrote:
On Tue, 29 Jun 2004, Dan Bolser wrote:
Hi, I am doing PCA on several columns of data in a data.frame.
I am interested in particular rows of data which may have a particular
Hello,
I would like to use my own dissimilarity matrix in a PAM clustering with
method pam (cluster package) instead of a dissimilarity matrix created
by daisy.
I read data from a file containing the dissimilarity values using
read.csv. This creates a matrix (alternatively: an array or vector)
Hi again!
I have the following its object:
class(x1)
[1] its
attr(,package)
[1] its
x1
FTSE DAX
2004-06-07 4491.6 4017.81
2004-06-08 4504.8 4018.95
2004-06-09 4489.5 3997.76
2004-06-10 4486.1 4021.64
2004-06-11 4484.0 4014.56
2004-06-14 4433.2 3948.65
2004-06-15 4458.6 3987.30
I have a 100Mb comma-separated file, and R takes several minutes to read it
(via read.table()). This is R 1.9.0 on a linux box with a couple gigabytes of
RAM. I am conjecturing that R is gc-ing, so maybe there is some command-line
arg I can give it to convince it that I have a lot of space, or?!
Hi!
If your x is your symmetric matrix containing the distances than cast it to an dist
object using as.dist.
?as.dist.
Sincerely
Eryk
*** REPLY SEPARATOR ***
On 29.06.2004 at 18:28 Hans Körber wrote:
Hello,
I would like to use my own dissimilarity matrix in a PAM
See `cor' in ?princomp, and its references. I meant `scale' as in ?scale.
On Tue, 29 Jun 2004, Dan Bolser wrote:
Perhaps this question is less dumb... (in context below...)
On Tue, 29 Jun 2004, Prof Brian Ripley wrote:
On Tue, 29 Jun 2004, Dan Bolser wrote:
Hi, I am doing PCA on
I will be out of the office starting 06/28/2004 and will not return until
06/30/2004.
Jens Praestgaard is out of the office until June 30 and will respond to
your message when he returns.
Thank you
__
[EMAIL PROTECTED] mailing list
What did you try with apply? It seems to work for me. I did
x2[!apply(is.na(x2), 1, any),]
and got the desired results.
Kevin
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Laura Holt
Sent: Tuesday, June 29, 2004 9:26 AM
To: [EMAIL PROTECTED]
Subject:
On Jun 29, 2004, at 3:43 AM, Prof Brian Ripley wrote:
Did you look at the notes on MacOS X in the R-admin manual (as the
INSTALL
file asks)? That would have told you why lapack failed, and I think
you
should redo your build following the advice there.
Clearly I didn't read closely enough.
The source of the incompatibility:
In S-PLUS 6.2:
methods(unique)
splussplus menu splus
unique.data.frame unique.default unique.name unique.rowcol.names
In R-1.9.1:
methods(unique)
[1] unique.array unique.data.frame unique.default
A colleague is receiving some data from another person. That person
reads the data in SAS and it takes 30s and uses 64k RAM. That person
then tries to read the data in R and it takes 10 minutes and uses a
gigabyte of RAM. Person then goes on to say:
It's not that I think SAS is such great
Hi,
is there any method for goodness of fit testing of an (as general as
possible) univariate distribution with parameters estimated, for normal,
exponential, gamma distributions, say (e.g. the corrected p-values for
the Kolmogorov-Smirnov or Chi-squared with corresponding ML estimation
Still another variation on the same theme:
matrix(t(cbind(veca,vecb,vecc)),nc=5,byrow=T)
Giovanni
Date: Tue, 29 Jun 2004 17:58:32 +0200
From: Peter Dalgaard [EMAIL PROTECTED]
Sender: [EMAIL PROTECTED]
Cc: [EMAIL PROTECTED], Stephane DRAY [EMAIL PROTECTED]
Precedence: list
User-Agent:
My reaction, as a mere individual user: Of course, one cannot have any idea
what's really going on, so a rational reply to the rant is impossible. But, as
this list repeatedly demonstrates (and as we all have probably experienced), it
is possible to do things foolishly in any software.
Worth
I'm not too concerned about your colleague's view about R. S/He
doesn' have to like it, and I don't think anyone actually believes
that R is designed to make *everyone* happy. For me, R does about 99%
of the things I need to do, but sadly, when I need to order a pizza, I
still have to pick
From: Barry Rowlingson
A colleague is receiving some data from another person. That person
reads the data in SAS and it takes 30s and uses 64k RAM. That person
then tries to read the data in R and it takes 10 minutes and uses a
gigabyte of RAM. Person then goes on to say:
It's not
In full generality this is a quite difficult problem as discussed in
Durbin's (1973) SIAM monograph. An elegant general approach
is provided by Khmaladze
@article{Khma:Arie:1981,
author = {Khmaladze, E. V.},
title = {Martingale approach in the theory of goodness-of-fit
tests},
year =
Apology for the cross-post... Andy
==
Job description: Computational statistician/medical image analyst
The Biometrics Research Department at Merck Research Laboratories, Merck
Co., Inc. in Rahway, NJ is seeking a highly motivated statistician/data
What about Monte Carlo? I recently produced (with help from
contributors to this list) qq plots for certain complicated mixtures of
distributions. To evaluate goodness of fit, I produced Monte Carlo
confidence intervals from 401 simulated qq plots and took the 11th and
391st of them for
Barry Rowlingson B.Rowlingson at lancaster.ac.uk writes:
: A colleague is receiving some data from another person. That person
: reads the data in SAS and it takes 30s and uses 64k RAM. That person
: then tries to read the data in R and it takes 10 minutes and uses a
: gigabyte of RAM. Person
Hi everybody,
I new to xforms and I'm trying to use fl_show_fselector. In fact I did it
without any problem. But now I'm getting segmentation fault in the line of
code:
filename =fl_show_fselector(Select file to open,.,*.off, );
the message is:
In SetFont [fonts.c 224] Bad FontStyle request
We would like to announce the release of our software, which is now
available through CRAN.
MNP: R Package for Fitting the Multinomial Probit Models
Abstract:
MNP is a publicly available R package that fits the Bayesian multinomial
probit models via Markov chain Monte Carlo. Along with the
There are hints in the R Data Import/Export Manual. Just checking: you
_have_ read it?
On Tue, 29 Jun 2004, Igor Rivin wrote:
I have a 100Mb comma-separated file, and R takes several minutes to read it
(via read.table()). This is R 1.9.0 on a linux box with a couple gigabytes of
RAM. I am
On Tue, 29 Jun 2004, Liaw, Andy wrote:
The source of the incompatibility:
In S-PLUS 6.2:
methods(unique)
splussplus menu splus
unique.data.frame unique.default unique.name unique.rowcol.names
In R-1.9.1:
methods(unique)
[1]
I did read the Import/Export document. It is true that replacing
the read.table by read.csv and setting the commentChar= speeds
things up some (a factor of two?) -- this is very far from acceptable performance,
being some two orders of magnitude worse than SAS (the IO of which is, in turn, much
Roger D. Peng wrote:
I'm not too concerned about your colleague's view about R. S/He doesn'
have to like it, and I don't think anyone actually believes that R is
designed to make *everyone* happy. For me, R does about 99% of the
things I need to do, but sadly, when I need to order a pizza, I
Dang! You're making me hungry!
cheers,
Rolf Turner
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
On Tue, 29 Jun 2004, Douglas Bates wrote:
Roger D. Peng wrote:
I'm not too concerned about your colleague's view about R. S/He doesn'
have to like it, and I don't think anyone actually believes that R is
designed to make *everyone* happy. For me, R does about 99% of the
things I
Dear All
I know there are functions (PCURVE, PRINCURVE) in R packages to estimate
the principal curve given a set of data.
Now, I am wondering if there are some functions for estimating the
Principal Surface?
Please give me a hint if you know some function or software (not limited
to R) to
Hi R People:
Is there a way to put an abline line for its objects on a plot, please?
I have an its object, ibm2, which runs from the January 2 through May 28.
ibm2
ibm
2004-01-02 91.55
2004-01-05 93.05
2004-01-06 93.06
2004-01-07 92.78
2004-01-08 93.04
2004-01-09 91.21
The problem is that you've instructed R to place lines at the values 91.55,
99.39, 97.04, 92.37 and 88.02, but these values do not correspond to the
user coordinates of the x-axis (which you've specified to be dates).
Luckily, the dates where you need lines are in the rownames of zi. You do
need
From: [EMAIL PROTECTED]
I did read the Import/Export document. It is true that replacing
the read.table by read.csv and setting the commentChar= speeds
things up some (a factor of two?) -- this is very far from
acceptable performance,
being some two orders of magnitude worse than SAS (the
Hello,
I am using ROracle 5.5 with R 1.8.1. I am connecting to an oracle database
, issuing a query and attempting to fetch data from the result set. I can see my
session in the oracle database as well as the sql which was executed (including number
of blocks hit, etc).
I have also verified
Thanks for your replies. I do not HTML-ize my mail, but free email accounts
do that and there is not a switch to turn it off. I apologize in advance.
I installed R from the redhat package provided by Martyn Plummer. It
installed fine and without problems. I can use R and have installed and
On Wed, 23-Jun-2004 at 07:29PM +0100, Dan Bolser wrote:
|
| Hi,
|
| I have data like this
|
| print(x)
|
| ID VAL1VAL2
| 12 6
| 24 9
| 345 12
| 499 44
|
| What I would like is data like this...
|
| ID VAL1VAL2
| 12 6
| 24
At 01:22 PM 6/29/2004, Igor Rivin wrote:
I did read the Import/Export document. It is true that replacing
the read.table by read.csv and setting the commentChar= speeds
things up some (a factor of two?) -- this is very far from acceptable
performance,
being some two orders of magnitude worse than
Hallo!
I have a problem with fitting data with nls. The first
example with y1 (data frame df1) shows an error, the
second works fine.
Is there a possibility to get a fit (e.g. JMP can fit
also data I can not manage to fit with R). Sometimes I
also got an error singularity with starting
R's IO is indeed 20 - 50 times slower than that of equivalent C code no
matter what you do, which has been a pain for some of us. It does
however help read the Import/Export tips as w/o them the ratio gets much
worse. As Gabor G. suggested in another mail, if you use the file
repeatedly you can
Barry Rowlingson [EMAIL PROTECTED] writes:
It's not that I think SAS is such great software,
it's not. But I really hate badly designed
software. R is designed by committee. Worse,
it's designed by a committee of statisticians.
They tend to confuse numerical analysis with
I was not particularly annoyed, just disappointed, since R seems like
a much better thing than SAS in general, and doing everything with a combination
of hand-rolled tools is too much work. However, I do need to work with very large data
sets, and if it takes 20 minutes to read them in, I have
At 01:22 PM 6/29/2004, Igor Rivin wrote:
I did read the Import/Export document. It is true that replacing the
read.table by read.csv and setting the commentChar= speeds things up
some (a factor of two?) -- this is very far from acceptable
performance,
being some two orders of magnitude
I have the following problem
cov(allDat, method='kendall')
Where allDat is 11,000 by 6 data.frame.
Will the above ever finish on my home computer?
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read
Igor Rivin wrote:
I was not particularly annoyed, just disappointed, since R seems like
a much better thing than SAS in general, and doing everything with a combination
of hand-rolled tools is too much work. However, I do need to work with very large data sets, and if it takes 20 minutes to read
I am working with data sets that have 2 matrices of 300 columns by 19,000
rows , and I manage to get the data loaded in a reasonable amount of time.
Once its in I save the workspace and load from there. Once I start doing
some work on the data, I am taking up about 600 Meg's of RAM out of the 1
On Tue, 29 Jun 2004 16:59:58 -0700, Vadim Ogranovich
[EMAIL PROTECTED] wrote:
R's IO is indeed 20 - 50 times slower than that of equivalent C code no
matter what you do, which has been a pain for some of us.
Things like this shouldn't be a pain for long. If C code works well,
why not use C?
We need more details about your problem to provide any useful
help. Are all the variables numeric? Are they all completely
different? Is it possible to use `colClasses'?
It is possible, but very inconvenient. There are mostly numeric columns,
but some integer categories, and some string
Also, having a couple of gigabytes of RAM is not necessarily useful if
you're on a 32-bit OS since the total process size is usually limited to
be less than ~3GB.
well 2^32 gives you more like 4 GB, how much of that can be given to a
process my highest workspace reached 1.2 Gig. I will
Igor Rivin wrote:
I was not particularly annoyed, just disappointed, since R seems like
a much better thing than SAS in general, and doing everything with a
combination of hand-rolled tools is too much work. However, I do need
to work with very large data sets, and if it takes 20 minutes to
On Tue, 29-Jun-2004 at 10:31PM -0400, [EMAIL PROTECTED] wrote:
| We need more details about your problem to provide any useful
| help. Are all the variables numeric? Are they all completely
| different? Is it possible to use `colClasses'?
|
| It is possible, but very inconvenient. There
On Tue, 29-Jun-2004 at 10:31PM -0400, [EMAIL PROTECTED]
wrote:
| We need more details about your problem to provide any useful |
help. Are all the variables numeric? Are they all completely |
different? Is it possible to use `colClasses'?
|
| It is possible, but very inconvenient.
I've tried installing the MacOS X binaries for R available at:
http://www.bioconductor.org/CRAN/
I'm running MacOS X version 10.2.8.
I get a message indicating the installation is successful, but when I
double-click on the R icon that shows up in my Applications folder, the
application seems to
gap(data,cluster)
Arguments: data - The data matrix
cluster - a vector descibing the cluster memberships
When I use gap(),
Our data matrix 300 * 40 , it worked
But data matrix 40 * 300, it don't work
And next is error message.
- Error in data %*% t(veigen) : non-conformable
Hi, I just wanted to plot a boxplot with a nice curve going through it,
I thought this would be a simple task but for some reason I can't get
the two graphs on the same page accurately. Enclosed is the code showing
the two plots seperately and together. I would have thought it should
work if
Try something like
plot(x,y)
box.dat - boxplot(x=split(counts, dial), plot=FALSE)
bxp(box.dat, add=TRUE, at=c(-1, 0, 1), show.names=FALSE)
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] Behalf Of Karla Meurk
Sent: Tuesday, June 29, 2004 21:46 PM
To: [EMAIL
85 matches
Mail list logo
