On Wed, 2004-09-15 at 03:27, HALL, MARK E wrote:
I've found
Bayesian Methods: A Social and Behavioral Sciences Approach
by Jeff Gill
useful as an introduction. The examples are written in R and S with generalized
scripts for doing
a variety of problems. (Though I never got
Jari Oksanen wrote:
On Wed, 2004-09-15 at 03:27, HALL, MARK E wrote:
I've found
Bayesian Methods: A Social and Behavioral Sciences Approach
by Jeff Gill
useful as an introduction. The examples are written in R and S with generalized scripts for doing
a variety of problems. (Though I never
Dear Gabor,
thank you for your answer related to the normalization of cancor
coefficients. If you want to interpret the coefficients in terms of
variables' contributions to canonical variables, loadings, redundancy
measure, etc. , you have to normalize the results so that the canonical
variables
Dear all
Currently, I'm implementing the generalized hyperbolic distribution into
Splus. Unfortunately the Bessel function is not implemented in Splus. In
R the Bessel function does exist but it is an internal function and I'm
not able to look at the code.
Is there any possibility to see the
Hi Beat,
take a look at this link, http://www.statsci.org/s/besseli0.html for
the modified Bessel function.
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,
On (she claimed) Thu, 1 Jan 1998, Irena Komprej wrote:
Dear Gabor,
This is R-help, not `Gabor', although you keep sending mail addressed to
`Gabor' to this list.
thank you for your answer related to the normalization of cancor
coefficients. If you want to interpret the coefficients in terms
On Wed, 15 Sep 2004 [EMAIL PROTECTED] wrote:
Currently, I'm implementing the generalized hyperbolic distribution into
Splus. Unfortunately the Bessel function is not implemented in Splus. In
R the Bessel function does exist but it is an internal function and I'm
not able to look at the code.
Dear R-users,
I've been reading a bunch of things on linear models but cannot quite find a
clear answer. How can one determine whether a linear model is significant or
not?
For background info, I am modelling the response of topographic slope to the
distance of a catchment's outlet. Some guys
Hi
you might find package(hyperbolicDist) interesting.
best wishes
rksh
Dear all
Currently, I'm implementing the generalized hyperbolic distribution into
Splus. Unfortunately the Bessel function is not implemented in Splus. In
R the Bessel function does exist but it is an internal function and
Hi
you might find package(hyperbolicDist) interesting.
best wishes
robin
Dear all
Currently, I'm implementing the generalized hyperbolic distribution into
Splus. Unfortunately the Bessel function is not implemented in Splus. In
R the Bessel function does exist but it is an internal function and
Hi,
it seems you have to install the rgl package and this demand
the gl4 java lib what is necessary, too.
http://www.jausoft.com/products/gl4java/gl4java_install.html
christian
Am Mittwoch, 15. September 2004 12:01 schrieb Thomas Schönhoff:
Hello,
I just tried to get Rcmdr package
Hello Christian,
Christian Schulz schrieb:
Hi,
it seems you have to install the rgl package and this demand
the gl4 java lib what is necessary, too.
http://www.jausoft.com/products/gl4java/gl4java_install.html
Seems like that this dependency is missing in the r-cran-rgl package!?
So I am
Hi there,
Sorry if this is a rather loing post. I have a simple list of single
feature data points from which I would like to generate a probability
that an unseen point comes from the same distribution. To do this I am
trying to estimate the probability density of the list of points and
use this
Dear List
I have a fixed width file with variables of varying width. The help is
pretty transparent for this feature, but I can't seem to figure out how
I can make effective use of the package with my data.
In my dataset, the first 80 columns are of width 1 followed by other
variables with width
Dear Brian,
I can suggest you to use density() function to get an
estimate of the pdf you're finding (I believe it's
unknown). Then you can plot the point you got by
density() using plot(). In this way you have a graphic
representation of you unknown pdf. According its shape
and helping by the
You can use rep() in specifying the widths argument to avoid typing
all those ones. For example:
read.fwf(file=c:\\mydata.dat, widths = c(rep(1,80), 5, 4, 6))
hope this helps,
Chuck
Doran, Harold wrote:
I have a fixed width file with variables of varying width. The help is
pretty transparent
Doran, Harold wrote:
Dear List
I have a fixed width file with variables of varying width. The help is
pretty transparent for this feature, but I can't seem to figure out how
I can make effective use of the package with my data.
In my dataset, the first 80 columns are of width 1 followed by other
Dear Beat,
You might also want to look at the book by Zang and Jin - Computation of Special
Functions, John Wiley. They have Fortran sources for all the special functions
covered in there.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of
Hi,
I very much appreciate any help on this fine tuning problem in a lattice
graph (I am new to LATTICE and could not find an example in the help files
that worked for me. My apologies if I missed it there).
I am running the following box plots to compare conditional distributions of
x at
Valeria Edefonti wrote:
I have the following problem.
I want to use pairs function and get a matrix of scatterplots with the
correlations in the upper panel and the ordinary scatterplots in the
lower panel.
Moreover, I want to have points colored in five differet ways in the
lower panel,
You can apt-get RGL in sid.
Thomas Schönhoff [EMAIL PROTECTED] writes:
Hello,
I just tried to get Rcmdr package working, resulting in:
--
library(Rcmdr)
Loading required package: tcltk
Loading required package:
Currently, I'm implementing the generalized hyperbolic distribution into
Splus. Unfortunately the Bessel function is not implemented in Splus. In
R the Bessel function does exist but it is an internal function and I'm
not able to look at the code.
Is there any possibility to see the code of the
Try fitting it with a Johnson function -- see SuppDists. If you can fit
it you will then be able to use the functions in SuppDists just as you
can for any other distribution supported by R.
Brian Mac Namee wrote:
Hi there,
Sorry if this is a rather loing post. I have a simple list of single
It might help to read that help file again:
d - paste(c(rep(0, 80), 1), collapse=)
d
[1]
000
01
f - file(try.dat, w)
writeLines(d, f)
writeLines(d, f)
writeLines(d, f)
close(f)
fw - c(rep(1, 80), 5)
x -
Hi!
The function density returns you a object of class density.
This object has an x and an y attribute which you can access by x y,
Hi!
Use approx and runif.
eg.:
dd-density(rnorm(100,3,5))
plot(dd)
Using the function ?approx you can compute the density value for any x.
#the x is a dummy
Hello,
A.J. Rossini schrieb:
You can apt-get RGL in sid.
An apt-cache search or (Synaptic search) RGL gives me r-cran-rgl
0.64.13-1. This package is already installed!
regards
Thomas
__
[EMAIL PROTECTED] mailing list
Hello, I have a problem that I think can be solved in R but I'm not sure
how to tie things together.
I have a digital image of a crystal growth in 2 dimensions. And my aim
is to calculate the fractal dimension of the crystal. I was planning to
use the box counting method.
So I need to read in
On 15-Sep-04 Brian Mac Namee wrote:
Sorry if this is a rather loing post. I have a simple list of single
feature data points from which I would like to generate a probability
that an unseen point comes from the same distribution. To do this I am
trying to estimate the probability density of
On Wednesday 15 September 2004 08:24, Jens Hainmueller wrote:
Hi,
I very much appreciate any help on this fine tuning problem in a
lattice graph (I am new to LATTICE and could not find an example in
the help files that worked for me. My apologies if I missed it
there).
Well, if the examples
dear R community: i have been looking but failed to find the
following: is there a function in R that updates a plain OLS lm()
model with one additional observation, so that I can write a function
that computes recursive residuals *quickly*?
PS: (I looked at package strucchange, but if I am
In my quantreg package there is a function called lm.fit.recursive()
that, as the .Rd file
says:
Description:
This function fits a linear model by recursive least squares. It
is a utility routine for the 'khmaladzize' function of the
quantile regression package.
Usage:
There are functions in the dse bundle that do this. (See
featherForecasts and horizonForecasts.) You might look through the
users' guide to get an idea if they are exactly what you want.
Paul Gilbert
Michael Roberts wrote:
Hello:
I would like to generate rolling, multiperiod forecasts from an
The first non-maintenance update of RODBC since January 2003 is now on
CRAN and will soon propagate to mirrors. From the ChangeLog:
* Select the decimal point from Sys.localeconv.
* Add an external reference and finalizer so open channels get
closed at the end of the
Hi,
testing the randomness of a cluster analysis is not a well defined
problem, because it depends crucially on your null model. In fpc, there is
nothing like this. Function prabtest in package prabclus performs such a
test, but this is for a particular data structure, namely presence-absence
From www.r-project.org - search - R site search - fractal
dimension, I got 17 hits, the third of which discussed package
RandomFields, which includes a function fractal. Are you familiar
with this?
hope this helps.
spencer graves
p.s. Have you read the posting guide!
Can anybody tell me where to find a copy of heatmap2? I've seen it in my
travels across the web but didn't bookmark it and can't find it again.
Thanks in advance.
Paul
`-:-. ,-;`-:-. ,-;`-:-. ,-;`-:-. ,-;`-:-. ,-;`-:-.
`=`,'=/ `=`,'=/ `=`,'=/ `=`,'=/ `=`,'=/
Paul,
It is called heatmap.2 and it is in the gregmisc package.
Sean
On Sep 15, 2004, at 1:03 PM, Paul Lepp wrote:
Can anybody tell me where to find a copy of heatmap2? I've seen it in
my
travels across the web but didn't bookmark it and can't find it again.
Thanks in advance.
Paul
`-:-.
Hi,
Does anyone know the name of the package that
includes a function for computing the lomb periodogram on irregular
spaced ts data? I saw the package once ~ 1 month ago but cannot
find it now ...
,
Rich
__
[EMAIL PROTECTED] mailing list
I am attempting to install the Hmisc, rreport and Design packages, but
am not able to do so. I am running R v1.9.1 on Mac OS 10.3.5.
I have tried installation using both the GUI version of R and also
running R from sudo in a terminal session. In the terminal I receive the
following error:
*
On 15 Sep 2004, at 20:29, Aric Gregson wrote:
I am attempting to install the Hmisc, rreport and Design packages, but
am not able to do so. I am running R v1.9.1 on Mac OS 10.3.5.
I get the same error for Hmisc (rreport is not on CRAN). It looks like
it is trying to use g77 to compile the source
Is there a way of running BUGS on OS X (from R)? I only see Windows
versions on their website.
If not, what are the alternatives for Bayesian analysis?
Thanks,
Tamas
__
[EMAIL PROTECTED] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
You can find C++ source code for Bessel function and similar
functions for example here:
http://root.cern.ch/root/htmldoc/src/TMath.cxx.html
Hope this helps
Best regards
Christian
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
C.h.r.i.s.t.i.a.n. .S.t.r.a.t.o.w.a
V.i.e.n.n.a. .A.u.s.t.r.i.a
I've built R functions to ``effect'' a particular distribution, and
would like to find out if that distribution is already ``known'' by
an existing name. (I.e. suppose it were called the ``Melvin''
distribution --- I've built dmelvin, pmelvin, qmelvin, and rmelvin as
it were, but I need a real
On Wed, Sep 15, 2004 at 02:21:18PM -0400, Liaw, Andy wrote:
That's more of a question for the BUGS developers. BUGS is not open source,
so whatever binary is provided, that's all you can use. If I'm not
mistaken, WinBUGS is the only version under development.
I found something called JAGS,
Have you checked Johnson and Kotz? That's the obvious place to start
looking for distributions beyond the usual.
Rolf Turner [EMAIL PROTECTED] writes:
I've built R functions to ``effect'' a particular distribution, and
would like to find out if that distribution is already ``known'' by
an
I know that there must be a cool way of doing this, but I can't think
of it. Let's say I have an dataframe with NA's.
x - data.frame(a = c(0,1,2,NA), b = c(0,NA,1,2), c = c(NA, 0, 1, 2))
x
a b c
1 0 0 NA
2 1 NA 0
3 2 1 1
4 NA 2 2
I know it is easy to replace all the NA's with
Does anyone know the name of the package that
includes a function for computing the lomb periodogram on irregular
spaced ts data? I saw the package once ~ 1 month ago but cannot
find it now ...
I have a LombScargleLibrary.R file that I will be talking about at CAMDA '04
in November:
Parallel programming with snowFT
Our package snowFT is now available at CRAN. It is an extention of the
package snow, which adds fault tolerance (in the sense of recomputing
computational units when hardware/network failures occur on compute
nodes) and a tighter notion of reproducibility for
Have you considered the following:
x - data.frame(a = c(0,1,2,NA), b = c(0,NA,1,2), c = c(NA, 0, 1, 2))
x$a[is.na(x$a)] - 0
x$c[is.na(x$c)] - 0
x
a b c
1 0 0 0
2 1 NA 0
3 2 1 1
4 0 2 2
hope this helps. spencer graves
David Kane wrote:
I know that there must be a cool way of doing
try:
x[is.na(x$a) | is.na(x$c),] - 0
At 02:44 PM 9/15/2004 -0400, David Kane wrote:
I know that there must be a cool way of doing this, but I can't think
of it. Let's say I have an dataframe with NA's.
x - data.frame(a = c(0,1,2,NA), b = c(0,NA,1,2), c = c(NA, 0, 1, 2))
x
a b c
1 0 0
But Spencer's solution would require looping to generalize to a large
numbers of columns.
In fact, you've given the answer already in your post:
xsub-x[,somecols]
xsub[is.na(xsub)]-0
x[,somecols]-xsub
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
The business of
Dear David,
How about the following?
cols - c(1,3)
x[,cols][is.na(x[,cols])] - 0
I hope that this helps,
John
On Wed, 15 Sep 2004 14:44:53 -0400
David Kane [EMAIL PROTECTED] wrote:
I know that there must be a cool way of doing this, but I can't think
of it. Let's say I have an dataframe
mydata - data.frame(a = c(0,1,2,NA), b = c(0,NA,1,2), c = c(NA, 0, 1, 2))
mydata
a b c
1 0 0 NA
2 1 NA 0
3 2 1 1
4 NA 2 2
mydata[,c(a, c)] -
apply(mydata[,c(a,c)], 2, function(x){replace(x, is.na(x), 0)})
mydata
a b c
1 0 0 0
2 1 NA 0
3 2 1 1
4 0 2 2
David Kane wrote:
I know
The col funtion can be helpful here. We want to satisfy two conditions:
1. the element is an NA
2. the element lies in one of the specified columns
The first two lines below calculate logical vectors for these two,
respectively, and the last line assigns 0 to those elements.
do.call() is good for this, I believe:
offred.rgb - c(1, 0, 0) * 0.60
offred.col - do.call(rgb, c(as.list(offred.rgb), names=offred))
offred.col
[1] #99
HTH,
Andy
From: Paul Roebuck
Is there a means to split a vector into its individual
elements without going the brute-force route
Have you considered do.call:
do.call(rgb, as.list((1:3)/10))
[1] #1A334C
same as:
rgb(.1, .2, .3)
[1] #1A334C
Hope this helps. spencer graves
Paul Roebuck wrote:
Is there a means to split a vector into its individual
elements without going the brute-force route for arguments
to a
I am using Rwave wavelets and I need better axis notation.
Does anyone have code similar to
matlab's
centfreq
or
scale2frq
functions that turn a scale for a wavelet transform into
a good looking scale to plot on my wavelet transfoms?
I am using the rwave package to investigate
seismic signals from
Paul Roebuck roebuck at odin.mdacc.tmc.edu writes:
: Is there a means to split a vector into its individual
: elements without going the brute-force route for arguments
: to a predefined function call?
:
: offred.rgb - c(1, 0, 0) * 0.60;
:
: ## Brute force style
: offred.col -
Dear Paul,
How about do.call(rgb, as.list(offred.rgb)) ?
I hope that this helps,
John
On Wed, 15 Sep 2004 15:20:24 -0500 (CDT)
Paul Roebuck [EMAIL PROTECTED] wrote:
Is there a means to split a vector into its individual
elements without going the brute-force route for arguments
to a
Paul Roebuck [EMAIL PROTECTED] writes:
Is there a means to split a vector into its individual
elements without going the brute-force route for arguments
to a predefined function call?
offred.rgb - c(1, 0, 0) * 0.60;
## Brute force style
offred.col - rgb(offred.rgb[1],
Hi,
I have a matrix of say 1024x1024 and I want to look at it in chunks.
That is I'd like to divide into a series of submatrices of order 2x2.
| 1 2 3 4 5 6 7 8 ... |
| 1 2 3 4 5 6 7 8 ... |
| 1 2 3 4 5 6 7 8 ... |
| 1 2 3 4 5 6 7 8 ... |
...
So the first submatrix would be
| 1 2 |
| 1 2 |
On Wed, 15 Sep 2004, Peter Dalgaard wrote:
Paul Roebuck [EMAIL PROTECTED] writes:
Is there a means to split a vector into its individual
elements without going the brute-force route for arguments
to a predefined function call?
offred.rgb - c(1, 0, 0) * 0.60;
## Brute force
I think you should be able to do something with reassigning the dim
attribute, and then using apply(), something along the lines of the
following (which doesn't do your computation on the data in the subarrays,
but merely illustrates how to create and access them):
x - matrix(1:64,ncol=8)
x
From: Paul Roebuck
On Wed, 15 Sep 2004, Peter Dalgaard wrote:
Paul Roebuck [EMAIL PROTECTED] writes:
Is there a means to split a vector into its individual
elements without going the brute-force route for arguments
to a predefined function call?
offred.rgb - c(1, 0, 0)
Paul Roebuck [EMAIL PROTECTED] writes:
Everyone offered 'do.call' as the solution. While that
works, is it to say that there is no means of expanding
the expression as an argument to the original function?
Not really. You need an explicit expansion of the argument to a list
somehow, and
From: Liaw, Andy
From: Paul Roebuck
On Wed, 15 Sep 2004, Peter Dalgaard wrote:
Paul Roebuck [EMAIL PROTECTED] writes:
Is there a means to split a vector into its individual
elements without going the brute-force route for arguments
to a predefined function call?
I believe this is the skew-Laplace distribution, although the skew-Laplace
does allow for the location of the mode of the distribution to vary.
Have a look at the function dskewlap in HyperbolicDist. The help on that
function gives a reference to a paper by Feiller et al which describes the
Slightly more transparent but arguably uglier:
offred.rgb - c(1, 0, 0) * 0.60
ofr - paste(offred.rgb, collapse=,)
ofr. - paste(rgb(, ofr, ',names=offred)')
ofr.
[1] rgb( 0.6,0,0 ,names=\offred\)
eval(parse(text=ofr.))
offred
#99
As long as I can remember eval(parse(text=, this
I am sorry to insist, but we have three other people that were able to
reproduce the behavior I mentioned. I have also installed R 1.9.1
from the CRAN binaries on a different Windows machine and again I see
the differents signs as mentioned before. What would be causing the
difference?
Hello:
I am new to R and statistics and I have two questions.
First I need help to interpret the cross-validation result from the R
linear discriminant analysis function lda. I did the following:
lda (group ~ Var1 + Var2, CV=T)
where CV=T tells the lda to do cross-validation. The output of lda
You could investigate this yourself by looking at the code of princomp (try
getAnywhere(princomp.default)). I'd suggest making a file that in-lines
the body of princomp.default into the commands you had below. See if you
still get the difference. (I'd be surprised if you didn't). Then try
dear all.
Would someone be kind and willing to explain the code
below for a person who has never used R? ( that is if
one has enough time and inclination)
It implements gillepsie's stochastic algorithm for
Lotka Volterra model.
What would help me tremendously is to see the
breakdown of the
Hi,
sean kim wrote:
thanks for any insights or other comments.
I would suggest that you run the code line by line, to see what it does
yourself. It is the best way to learn!
library(stepfun)
This just loads the package stepfun.
lv - function(N=1000,cvec=c(1,0.005,0.6),x=c(50,100))
{
Gabor Grothendieck ggrothendieck at myway.com writes:
:
: Paul Roebuck roebuck at odin.mdacc.tmc.edu writes:
:
: :
: : On Wed, 15 Sep 2004, Peter Dalgaard wrote:
: :
: : Paul Roebuck roebuck at odin.mdacc.tmc.edu writes:
: :
: : Is there a means to split a vector into its individual
: :
On Wed, 15 Sep 2004, Yu Shao wrote:
I am new to R and statistics and I have two questions.
Perhaps then you need to start by explaining why you are using LDA.
Please take a good look at the posting guide.
First I need help to interpret the cross-validation result from the R
linear
Hi,
Suppose I've got a data frame:
inter.df
V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V12
1 3.3 NA NA NA NA NA NA NA NA NA NA NA
2 0.0 0.1 NA NA NA NA NA NA NA NA NA NA
3 1.0 0.9 0.2 NA NA NA NA NA NA NA NA NA
4 1.6 0.0 2.9 0.7 NA NA NA NA
On Thu, 16 Sep 2004, Kevin Wang wrote:
Hi,
Suppose I've got a data frame:
inter.df
V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V12
1 3.3 NA NA NA NA NA NA NA NA NA NA NA
2 0.0 0.1 NA NA NA NA NA NA NA NA NA NA
3 1.0 0.9 0.2 NA NA NA NA NA
Prof Brian Ripley ripley at stats.ox.ac.uk writes:
:
: On Thu, 16 Sep 2004, Kevin Wang wrote:
:
: Hi,
:
: Suppose I've got a data frame:
: inter.df
: V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V12
: 1 3.3 NA NA NA NA NA NA NA NA NA NA NA
: 2 0.0 0.1 NA NA
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