[EMAIL PROTECTED] wrote:
Hi, I can' t load a variable tcltk declared with tclVar, why is this?, the
exmple above explain me ,Thanks Ruben
a-tclVar(init=)
f-function(){
+ a-pipo
+ }
f()
a
[1] pipo
tclvalue(a)
He? You have initialized a correctly at the beginning, but overwritten
by a character
Hello,
I'm new with R. I need some help; I have a matrix of data to wich i want to
apply the function dudi.acm to perform multiple correspondence analysis.
However to use it all variables must be factors, so how can i turn each column
of the matrix into a factor? I've tried as.factor. It
I am trying to cluster stock prices through time using hclust. To help with the
interpretation of the output I would like to change the colour of the lines and the
labels based on which sector a stock is in.
Is it possible to customize a plot of the output of hclust in this way?
Any help much
I'm running 1.9.1 on Mac OS X 10.1.
My simple question is whether there is a crosstabs-like command (I know
about xtabs which is much like table) that computes not only cell
counts but also row, column, and cell percents. Something like
crosstabs(~x+y) in S-PLUS.
Thank you.
Try the CrossTable() function in the gregmisc package.
help.search(crosstabulation)
would have found it for you.
Jason Connor wrote:
I'm running 1.9.1 on Mac OS X 10.1.
My simple question is whether there is a crosstabs-like command (I know
about xtabs which is much like table) that computes
Hi,
Linking C++ dynamic libraries has become the bane of my R life. I have a
piece of C++ code that I would like to make into a .dll (to call into R).
However, this piece of C++ code needs to be linked with a .dll or .lib -
which I have been created in Visual C++. Is it possible to link this
hello
what is the logic behind spatial autocorrelation ?
I will appreciate if you sent me any link, doc or
short explanation
kind regards
Ahmet Temiz
TURKEY
__
Inflex - installed on mailserver for domain @deprem.gov.tr
Queries to: [EMAIL PROTECTED]
On Thu, 1 Jul 2004, Samuel Kemp wrote:
Linking C++ dynamic libraries has become the bane of my R life. I have a
piece of C++ code that I would like to make into a .dll (to call into R).
However, this piece of C++ code needs to be linked with a .dll or .lib -
which I have been created in
On Thu, Jul 01, 2004 at 02:06:34PM +0300 - temiz wrote:
what is the logic behind spatial autocorrelation ?
I will appreciate if you sent me any link, doc or
short explanation
Hm, your favorite search interface to the web (eg google) might have
said:
- ? --- spatial autocorrelation --
[PPT]
Hi all,
I wonder if this kind of questions are ok in this
list...
Quick question:
What does it mean than the rank of the QR
decomposition of a NxN matrix is N-1 ?
m: NxN matrix
qr(m)$rank equal to (N-1)
Long version:
I'm doing a manova on a matrix of 10 variables
and 16
There is N-1 linearly independent columns in the NxN matrix.
Jussi
Jussi Mäkinen
Analyst, State Treasury, Finance, Finland
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Alex Nu
Sent: 1. heinäkuuta 2004 16:46
To: [EMAIL PROTECTED]
Subject: [R] QR
Hi there,
May I ask the following question.
Our Solaris installation of Xemacs and R:
SunOS fluke 5.9 Generic_117171-02 sun4u sparc SUNW,Sun-Fire-480R
one cannot start R inside xemacs:
M-x R
symbol's function definition is void.
Also, loading a *.tex file into Xemacs will result in
loading tex
TomJ == Joy, Tom [EMAIL PROTECTED]
on Thu, 1 Jul 2004 11:20:33 +0100 writes:
TomJ I am trying to cluster stock prices through time using
TomJ hclust. To help with the interpretation of the output
TomJ I would like to change the colour of the lines and the
TomJ labels based
In summary.manova the qr decomposition of a NxN
matrix
is calculated and for some cases is giving me
a rank N.
However, following suggestions of professor Ripley to
calculate the rank of a Matrix
On 7 Jun 2002, Brian Ripley wrote:
For a more reliable answer, look at the SVD
It depends on what you set as tol, of course. The point is that if you
get that warning
1) the calculations in the R code would be unreliable
2) the residuals are really of low rank, and it would be statistical
nonsense to use their SSq in ANOVA calculation.
Yes, we could make it work in
Hi,
I have a list in which element is a vector (all of the same length and
all numeric). I want to find the mean of the first elements of the
vectors, the mean of the second elements of the vectors and so on.
Currently I convert the list to a data.frame and apply rowMeans(). But
is there a way
?mapply, but I think what you are doing is as good as anything.
On Thu, 1 Jul 2004, Rajarshi Guha wrote:
I have a list in which element is a vector (all of the same length and
all numeric). I want to find the mean of the first elements of the
vectors, the mean of the second elements of the
Dear all
Entering
Hi!
Some weeks ago I discovered R. Now, I have a somewhat complicated task
and am not sure whether R is the right tool to solve it.
I got data of several series or measurements where I have to find the
two inflection points. I did a linear regression (with ^2 and ^3
arguments), the problem
Here are three solutions but I think the original idea of just
converting to a data frame and using rowMeans (last solution) is simplest:
L - list(1:5, 6:10) # test list
do.call(mapply, c(sum,L)) / length(L)
sapply(seq(along=L),function(i)mean(sapply(L,[[,i)))
rowMeans(as.data.frame(L))
take a look at predict.smooth.Pspline in the package pspline...
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678
It does indeed mean a linear dependency between the response
variables. For a discussion of an example with 2 linear dependencies,
see:
Box, G. E. P., Hunter, W. G., MacGregor, J. F. and Erjavec, J. (1973)
Some problems associated with the analysis of multiresponse data
Technometrics,
Hi!!
I want some help to install the RMySQL package. I've tried to configure some
things but i'm still getting erros. Anybody could help me??
Thank's
Talita Perciano Costa Leite
Graduanda em Ciência da Computação
Universidade Federal de Alagoas - UFAL
Departamento de Tecnologia da Informação -
does locpoly in package KernSmooth help?
Martin aus Chemnitz wrote:
Hi!
Some weeks ago I discovered R. Now, I have a somewhat complicated task
and am not sure whether R is the right tool to solve it.
I got data of several series or measurements where I have to find the
two inflection
On Thu, 1 Jul 2004, Andreas Pauling wrote:
Dear all
Entering
On Thu, 1 Jul 2004, Andreas Pauling wrote:
Entering
I should have included in my last message a reference to the discussion of
this issue on the R developers' list:
http://maths.newcastle.edu.au/~rking/R/devel/03a/0982.html
Here, Simon Urbanek says:
In Mac OS X native version: The R shell wrapper (bin/R) overrides default
library search path
Hi!
I was installing RMySQL quite recently on Linux and had some troubles which I was able
to solve. So maybee I can help you.
But first I have to know what error messages you are getting on which operating system
you are installing, which version of the package.
Sincerely Eryk
***
Hi everyone! I know segmentation faults are awfully hard to diagnose, but
I'm experiencing a fairly regular pattern of seg. faults when plotting using
map in the maps package. Starting R fresh, I run:
require(maps)
for (i in 1:50) {
cat(i, \n)
map(state)
}
I always get the same result:
1
2
Interestingly, on R 1.9.0 and MacOS 10.3.4, I was just able to install rgl
without problems this morning. Is this perhaps an issue with movement from
10.2 to 10.3, as I know the X11 stuff changed quite a bit. (I have to admit
that I haven't been following this thread closely, but just wanted to
You are on a 64-bit architecture and the C interface is declared as
void mapthin(x, y, n, delta, symmetric)
double *x, *y, *delta;
long *n, *symmetric;
R's integer type is int, not long, but they are the same on a 32-bit
platform.
I am pretty sure that changing long to int will fix
Dr. Ripley, you are the master. That fix worked like a charm! All the way to
50, with no problems. Thanks again,
Kevin
-Original Message-
From: Prof Brian Ripley [mailto:[EMAIL PROTECTED]
Sent: Thursday, July 01, 2004 10:07 AM
To: Kevin Bartz
Cc: [EMAIL PROTECTED]
Subject: Re: [R] Seg.
Dear r-helpers,
I know that there has already been enough questions on IO performance
these last days, but I came accross the following situation today. I was
comparing the performance of R with that of SAS's Risk Dimensions at
generating random scenarios. My dataset --all numeric entries--
Hi!
I can't tell you much about the problem that you are describing below.
However, I can tell you the following:
- I downloaded the R sources for 1.9.1
- I compiled R following the instructions of the RMacOS-FAQ
- Then, after launching R from a terminal with 'sudo R', I downloaded and
Greetings,
I am printing lattice plots from the R-interface to a printer, and although the y-axes
of the left-most panels are visable on the screen, they are not present on the paper
when there are multiple panels (ie, 1).
For example:
trellis.device(bg='white')
histogram(~dbh,
DeaRs,
I have a doubt about:
BIC (Bayesian Information Criterion)
SBIC (Schwartz Bayesian Informarion Criterion)
SIC (Schwartz Information Criterion)
In many references these are know as the same (eg. stepAIC() function) but I
just found a SAS8.2 output that show either
Alle 19:58, giovedì 1 luglio 2004, Daniele Medri ha scritto:
DeaRs,
I have a doubt about:
BIC (Bayesian Information Criterion)
SBIC (Schwartz Bayesian Informarion Criterion)
SIC (Schwartz Information Criterion)
In many references these are know as the same (eg. stepAIC()
Hi,
Does anyone know what the expectation of the product of two chi-squares
distributions is? Is the product of two chi-squared distributions
anything useful (as in a nice distribution)?
thanks, eugene.
__
[EMAIL PROTECTED] mailing list
Hi,
Does anyone know what the expectation of the product of two chi-squares
distributions is? Is the product of two chi-squared distributions
anything useful (as in a nice distribution)?
thanks, eugene.
__
[EMAIL PROTECTED] mailing list
There is not enough information here: you need to know the joint
distribution of the two. If they are independent, the expectation of
the product is just the product of expectations - as any elementary
textbook will tell you.
Giovanni
Date: Thu, 01 Jul 2004 14:51:31 -0400
From: Eugene Salinas
Hello all.
I was wondering if the logLike.nls() and logLike.nlme() functions are still
being used. Neither function seems to be available in the most recent
release of R (1.9.1). The following is contained in the help file for
logLik(): classes which already have methods for this function
Quoting Pam Goodman [EMAIL PROTECTED]:
Greetings,
I am printing lattice plots from the R-interface to a printer, and although
the y-axes of the left-most panels are visable on the screen, they are not
present on the paper when there are multiple panels (ie, 1).
For example:
The function is logLik, not logLike! Try
library(nlme)
methods(logLik)
[1] logLik.Arima*logLik.corStruct*logLik.glm*
[4] logLik.gls* logLik.glsStruct*logLik.gnls*
[7] logLik.gnlsStruct* logLik.lm* logLik.lme*
[10]
Assuming independence, the expectation of a product is the product
of the expectations. From this you could easily get moments of all
orders and thence the moment generating function or characteristic
function. By direct computation (or consulting Johnson and Kotz,
Distributions in
Ken == Ken Kelley [EMAIL PROTECTED]
on Thu, 1 Jul 2004 14:23:16 -0500 writes:
Ken Hello all.
Ken I was wondering if the logLike.nls() and logLike.nlme() functions are still
Ken being used.
no, but the correctly spelled ones, logLik.nls and logLik.nlme
are
Ken Neither
From: Kevin Bartz [EMAIL PROTECTED]
Date: Thu, 1 Jul 2004 10:18:36 -0700
Dr. Ripley, you are the master. That fix worked like a charm! All the way to
50, with no problems. Thanks again,
And all while I was asleep! I'll submit a corrected maps package in a
couple of weeks, when I return
Hello. By way of background, I am running out of memory when attempting to normalize
the data from 160 affymetrix microarrays using justRMA (from the affy package). This
is despite making 6 gigabytes of swap space available on our sgi irix machine (which
has 2 gigabytes of ram). I have seen
Did you compile R as 64-bit executable on the Irix? If not, R will be
subjected to the 4GB limit of 32-bit systems.
Search the archive for `Opteron' and you'll see that the limit is not 4GB,
for 64-bit executables.
Andy
From: Kort, Eric
Hello. By way of background, I am running out of
From: Liaw, Andy [mailto:[EMAIL PROTECTED]
Did you compile R as 64-bit executable on the Irix? If not, R will be
subjected to the 4GB limit of 32-bit systems.
No...
Search the archive for `Opteron' and you'll see that the limit is not 4GB,
for 64-bit executables.
Andy
Excellent. I will
Deepayan,
Thanks for the suggestions for changing the size of the screen devices/win.print. They
did not work for me.
Mea culpa, I neglected in my orinal email to say that it's just the vertical line of
the y-axis that does not print, not the entire y-axis and associated labels. Tick
marks,
Hello R People:
When using the arima function with the seasonal option, are the seasonal
options only good for monthly and quarterly data, please?
Also, I believe that weekly and daily data are not appropriate for seasonal
parm estimation via arima.
Is that correct, please?
Thanks,
Sincerely,
Hi, Eric.
It seems a little bit puzzling to me. Which Affymetrix chip do you use?
The reason I'm asking this is that yesterday I was able to normalize
150 HU-133A CEL files (containing 22283 probes) using R 1.9.1 in Mac OS
X 10.3.3 with 1.5 GB memory. If your chip has more probes than this,
Dear R People:
In library(its), there is a command priceIts.
There is a problem with this command. It is returning an error message:
ibm1 - priceIts(instrument=ibm,start=1998-01-01,quote=Open)
Error in download.file(url, destfile, method = method, quiet = quiet) :
cannot open URL
On Thu, 2004-07-01 at 19:02, Erin Hodgess wrote:
Dear R People:
In library(its), there is a command priceIts.
There is a problem with this command. It is returning an error message:
ibm1 - priceIts(instrument=ibm,start=1998-01-01,quote=Open)
Error in download.file(url, destfile,
On Thu, 2004-07-01 at 19:26, Marc Schwartz wrote:
On Thu, 2004-07-01 at 19:02, Erin Hodgess wrote:
Dear R People:
In library(its), there is a command priceIts.
There is a problem with this command. It is returning an error message:
ibm1 -
Hi!
When you do this, you are including all the
interaction terms.
The * indicates an interaction, as opposed to +.
In this particular case I need to do exactly this;
this is a study of antibiotic resistance - two of the
variables respectively are type of bacteria and
antibacterial agent. The
Hi,
I have ROracle 0.5-5 installed on RH 7.2 machine trying to access Oracle
8.1.7 and DBI 0.1-8
I can get to Oracle using sqlplus retrieve the data from the table test.
However when I try doing the same using ROracle I get the following
library(ROracle)
ora = Oracle()
con
Richard,
Thank you for the analysis. I don't think there is an inconsistency
between the factor of 4 you've found in your example and 20 - 50 I found
in my data. I guess the major cause of the difference lies with the
structure of your data set. Specifically, your test data set differs
from mine
On Thursday 01 July 2004 17:24, Pam Goodman wrote:
Deepayan,
Thanks for the suggestions for changing the size of the screen
devices/win.print. They did not work for me.
Mea culpa, I neglected in my orinal email to say that it's just the
vertical line of the y-axis that does not print, not
On 07/01/04 17:53, Peter Gaffney wrote:
Hi!
When you do this, you are including all the
interaction terms.
The * indicates an interaction, as opposed to +.
In this particular case I need to do exactly this;
this is a study of antibiotic resistance - two of the
variables respectively are type
arima() fits a seasonal ARIMA model. I have no idea what `seasons' you
have in mind, but they can be used for weekly effects in daily data, for
example, and might also be appropriate for a yearly effect in weekly data
(provided you have the same number of weeks each year and are not subject
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