Re: [R] Cholesky Decomposition

2005-01-21 Thread Christoph Buser
Dear Kolluru

For a real symmetric positive-definite square matrix you can use
chol (see ?chol) in the base package.

help.search(cholesky) gives some more alternatives:

chol.new(assist)A Modified Cholesky Decomposition
chol.reduce(kernlab)Incomplete Cholesky decomposition
gchol(kinship)  Generalized Cholesky decompostion
solve.bdsmatrix(kinship)
Solve a matrix equation using the generalized
Cholesky decompostion
solve.gchol(kinship)Solve a matrix equation using the generalized
Cholesky decompostion
Cholesky-class(Matrix)
Cholesky decompositions
sscChol-class(Matrix)   Cholesky decompositions of sscMatrix objects
chol(base)  The Choleski Decomposition
chol2inv(base)  Inverse from Choleski Decomposition

Hope there is something for you.

Christoph

-- 
Christoph Buser [EMAIL PROTECTED]
Seminar fuer Statistik, LEO C11
ETH (Federal Inst. Technology)  8092 Zurich  SWITZERLAND
phone: x-41-1-632-5414  fax: 632-1228
http://stat.ethz.ch/~buser/


kolluru ramesh writes:
  Can we do Cholesky Decompositon in R for any matrix
  
   
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[R] memory and swap space in ncdf

2005-01-21 Thread Manuel Gutierrez
I've a linux system with 2Gb of memory which  is not
enough for reading a 446Mb netcdf file using ncdf:
library(ncdf)
ncold - open.ncdf(gridone.grd)
Error: cannot allocate vector of size 1822753 Kb

When I look at the free memory in my system I can see
that none of the Swap space is being used by R.
I am a newbie in linux and R, I've read the Memory
help pages but still have some questions:
can I use the swap space in R to solve my problem of
lack of memory?
if not, are there any ways to read the data apart from
buying more RAM?
Thanks,
M

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[R] Selecting a subplot of pairs

2005-01-21 Thread Yves Brostaux
Hello,
I'm trying to plot a set of 3 dependant variables (y) against 4 
predictors (x) in a matrix-like plot, sharing x- an y-axis for all the 
plot on the same column/line :

y1/x1   y1/x2   y1/x3   y1/x4
y2/x1   y2/x2   y2/x3   y2/x4
y3/x1   y3/x2   y3/x3   y3/x4
In fact, this plot is a rectangular selection of the result of pairs(), 
limited to the relations between x's and y's and excluding those within 
x's and y's. I managed to recreate such a plot using a script with 
layout(), axis() and so on, but I was wondering if there already exists 
a clean function for such a task, in case I would encounter this problem 
again ?

--
Ir. Yves BROSTAUX
Unité de Statistique et Informatique
Faculté universitaire des Sciences agronomiques de Gembloux (FUSAGx)
8, avenue de la Faculté
B-5030 Gembloux
Belgique
Tél: +32 81 62 24 69
Email: [EMAIL PROTECTED]
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[R] Parallel computations using snow: how to combine boot objects?

2005-01-21 Thread BEER Michael
Hello,

I'm trying to do some bootstrapping in a parallel environment (Linux
cluster) in order to estimate confidence intervals for a certain
parameter. Following the example in the documentation of the snow
package (http://www.stat.uiowa.edu/~luke/R/cluster/cluster.html), I
launch my computations by something like

 cl.nuke.boot -
+ clusterCall(cl,boot,nuke.data, nuke.fun, R=500, m=1,
+ fit.pred=new.fit, x.pred=new.data)

which gives me a list of n boot objects (where n is the number of nodes
in my cluster). So far, so good.

However, if I now want to go further, I need to combine all these boot
objects to a single one which I can pass to boot.ci for example. Is
there a recommended way to do this?

Thanks,
Michael

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[R] gsub pattern?

2005-01-21 Thread Christian Schulz
Hi,
search in web for regular expressions i get the information that
the line  below replace all  AUTO string's like AUTOBAHN
,AUTORENNEN  with 1 but nothing happend.
Using the [] in the pattern it works like i'm expected, but i didn't
want single character replacment. Where is my mistake?
bcode - gsub(/^AUTO.*/,1,MyStringVector,ignore.case=T,extended=T)
many thanks  regards,
christian
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[R] Slow R Graphics: Device 2 within Xemacs/Ess

2005-01-21 Thread Fredrik Lundgren
Dear R-list,
I use Xemacs 21.4.13 with Ess, R 2.0.1, and Win XP.
When i plot something it shows up OK in the graphics window but when I 
want to change between windows in the foreground (between Xemacs and R 
Graphics: Device) the graphics window is awfully slow to redraw
when forced to the foreground. When I use Rgui this is not any problem 
at all so it appears to be something wrong between Xemacs and R. (Ess 
and R work very well in Xemacs from other aspects) Any hints how to 
tweak the programs to each other?

Best wishes
Fredrik Lundgren
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Re: [R] gsub pattern?

2005-01-21 Thread Barry Rowlingson
Christian Schulz wrote:
 Where is my mistake?
bcode - gsub(/^AUTO.*/,1,MyStringVector,ignore.case=T,extended=T)
 You dont need the slashes! You've been looking at documentation for 
Perl regular expression replacements, I guess.

 help(gsub) may have showed you the way. Here's how to do it:
  MyStringVector=c(AUTOBAHN,NAUTON,FOO,AUTOGRAPH)
# wrong way:
  gsub(/^AUTO.*/,1,MyStringVector,ignore.case=T,extended=T)
 [1] AUTOBAHN  NAUTONFOO   AUTOGRAPH
# dont slash all over the regexp:
  gsub(^AUTO.*,1,MyStringVector,ignore.case=T,extended=T)
 [1] 1  NAUTON FOO1
 Is that what you're after?
Baz
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Re: [R] gsub pattern?

2005-01-21 Thread Peter Dalgaard
Christian Schulz [EMAIL PROTECTED] writes:

 Hi,
 
 search in web for regular expressions i get the information that
 the line  below replace all  AUTO string's like AUTOBAHN
 ,AUTORENNEN  with 1 but nothing happend.
 Using the [] in the pattern it works like i'm expected, but i didn't
 want single character replacment. Where is my mistake?
 
 bcode - gsub(/^AUTO.*/,1,MyStringVector,ignore.case=T,extended=T)

What are the /-es for?

-- 
   O__   Peter Dalgaard Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics 2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark  Ph: (+45) 35327918
~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907

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[R] axis placement with stacked barplots and the asp=1 parameter

2005-01-21 Thread Kavithan Siva
Hi,

I'm currently using barplot to generate vertically stacked bar charts.
I'd like to be able to use the asp=1 parameter with barplot(), but
doing this causes the y axis to be placed on the far left as shown in
the attachment demo.pdf.

I could get around this by using the negative values for the line
parameter of the axis() function. I'd rather not do this and imagine I'm
doing something wrong. Any help would be much appreciated.

Thanks
Kav
 
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Re: [R] gsub pattern?

2005-01-21 Thread Christian Schulz
many thanks
..the different styles from linux to r-project a little confusing for me :-(
christian
Peter Dalgaard wrote:
Christian Schulz [EMAIL PROTECTED] writes:
 

Hi,
search in web for regular expressions i get the information that
the line  below replace all  AUTO string's like AUTOBAHN
,AUTORENNEN  with 1 but nothing happend.
Using the [] in the pattern it works like i'm expected, but i didn't
want single character replacment. Where is my mistake?
bcode - gsub(/^AUTO.*/,1,MyStringVector,ignore.case=T,extended=T)
   

What are the /-es for?
 

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[R] cross validation

2005-01-21 Thread kolluru ramesh
How to select training data set and test data set from the original data for 
performing cross-validation


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[R] an R script editor for Mac

2005-01-21 Thread Jacques VESLOT
Dear all,

Could someone please make me know if there is a nice script editor available
under Mac, similar to Crimson, that offers R syntax highlighting (and pairs
of parentheses underlining) ?

Thanks in advance,

Jacques VESLOT
Cirad

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[R] Average disjunction

2005-01-21 Thread Landini Massimiliano
Dear All
after performing a test like TukeyHSD is there a simple/complicated way to
perform average disjunction with letter? example

10  aA
6   bA
1.5 cB
2   cB
1   cB

Thanks



-
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Tel. mob. (+39) 347 140 11 94
Tel./Fax. (+39) 051 762 196
e-mail: numero (dot) primo (at) tele2 (dot) it
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Legge di Hanggi: Più stupida è la tua ricerca, più verrà letta e approvata.
Corollario alla Legge di Hanggi: Più importante è la tua ricerca, meno verrà
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Re: [R] dim vs length for vectors

2005-01-21 Thread Arne Henningsen
On Friday 21 January 2005 06:35, Gabor Grothendieck wrote:
 In R, vectors are not arrays:

 R v - 1:4
 R dim(v)
 NULL
 R is.array(v)
 [1] FALSE

 R a - array(1:4)
 R dim(a)
 [1] 4
 R is.array(a)
 [1] TRUE

Is this a feature which is useful in some applications?
IMHO the difference between vectors and 1-dimensional arrays is really 
annoying and I had already several bugs in my code, because I mixed these up.
Is it possible in future versions of R that R does not differentiate between 
vectors and 1-dimensional arrays (e.g. by treating all vectors as 
1-dimensional arrays)?

Arne

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Re: [R] cross validation

2005-01-21 Thread Dimitris Rizopoulos
you could something like this (based on VR's S Programming, pp. 175):
dat - data.frame(matrix(rnorm(100*6), 100, 6))
#
n - nrow(dat)
V - 10 # number of folds
samps - sample(rep(1:V, length=n), n, replace=FALSE)
#
# Using the first fold:
train - dat[samps!=1,] # fit the model
test - dat[samps==1,] # predict
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, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
- Original Message - 
From: kolluru ramesh [EMAIL PROTECTED]
To: Rpackage help r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 11:19 AM
Subject: [R] cross validation


How to select training data set and test data set from the original 
data for performing cross-validation

-
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Re: [R] an R script editor for Mac

2005-01-21 Thread Philippe Grosjean
You could look at http://www.r-project.org/GUI/projects/Editors.html for 
a list of text editors offering, at least, syntax highlighting of R 
code. For Mac (OS X), it seems you have the choice between SubEthaEdit, 
BlueFish and Jedit,... plus the code editor included in JGR (see: 
http://stats.math.uni-augsburg.de/JGR/).

Best,
Philippe Grosjean
..°}))
 ) ) ) ) )
( ( ( ( (Prof. Philippe Grosjean
 ) ) ) ) )
( ( ( ( (Numerical Ecology of Aquatic Systems
 ) ) ) ) )   Mons-Hainaut University, Pentagone (3D08)
( ( ( ( (Academie Universitaire Wallonie-Bruxelles
 ) ) ) ) )   8, av du Champ de Mars, 7000 Mons, Belgium
( ( ( ( (
 ) ) ) ) )   phone: + 32.65.37.34.97, fax: + 32.65.37.30.54
( ( ( ( (email: [EMAIL PROTECTED]
 ) ) ) ) )
( ( ( ( (web:   http://www.umh.ac.be/~econum
 ) ) ) ) )  http://www.sciviews.org
( ( ( ( (
..
Jacques VESLOT wrote:
Dear all,
Could someone please make me know if there is a nice script editor available
under Mac, similar to Crimson, that offers R syntax highlighting (and pairs
of parentheses underlining) ?
Thanks in advance,
Jacques VESLOT
Cirad
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[R] chi-Squared distribution

2005-01-21 Thread Prasanna Balaprakash
Dear Rs:


outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2))  

I compare this F distribution results with the table, the answers were perfect. 
But I need to see for chi-sqaured distribution. When I employed the similar 
formula

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) , I am getting 
unexpected results. I need to see the following values:

 p=0.750  .
1 1.323

2 2.773   

3 4.108   


Thanking you
Prasanna






Prasanna Balaprakash,
Université Libre de Bruxelles, 
50, Av. F. Roosevelt, CP 194/6, 
B-1050 Brussels, 
Belgium.

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RE: [R] cross validation

2005-01-21 Thread Liaw, Andy
One way is to create an indicator vector that indicate which `fold' a case
should belong to.  Something like:

fold - 10
idx - sample(fold, n, replace=TRUE)
for (I in 1:fold) {
   train.dat - dat[idx != i,]
   test.dat - dat[idx == i,]
   ...
}

Also see the errorest() function in the ipred package.  It is more careful
in making sure the folds are as close in size as possible, and can do
stratified splits.

Andy


 From: kolluru ramesh
 
 How to select training data set and test data set from the 
 original data for performing cross-validation
 
   
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[R] mixed effects model:how to include initial conditions

2005-01-21 Thread Christoph Scherber
Dear R users,
I am analyzing a dataset on growth of plants in response to several 
factors. I am using a mixed-effects model of the following structure:

model-lme(growth~block*treatment*factor1*factor2,
random=~1|plot/treatment/initialsize)
I have measured the initial size of the plants (in 2003) and thought it 
might be sensible to include this (random) variation into the random 
effects term of the model.

Is that correct? Or should initialsize rather be included as a 
covariate into the fixed effects term, as in:

alternative-lme(growth~block*initialsize*treatment*factor1*factor2,
random=~1|plot/treatment)
I would very much appreciate any suggestions on how to analyze these 
data correctly.

Best regards
Chris.
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[R] R: chi-Squared distribution

2005-01-21 Thread Vito Ricci
Hi,
Attention chi-squared distribution, unlike F
distribution, has only df1 as parameter, not df1 and
df2. So correct into:

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1,
df2))

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1))
 

Regards,
Vito


you wrote:

Dear Rs:


outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2))
 

I compare this F distribution results with the table,
the answers were perfect. But I need to see for
chi-sqaured distribution. When I employed the similar
formula

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1,
df2)) , I am getting unexpected results. I need to see
the following values:

 p=0.750  .
1 1.323

2 2.773   

3 4.108   


Thanking you
Prasanna

=
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Became solutions' constructors

The business of the statistician is to catalyze 
the scientific learning process.  
George E. P. Box

Top 10 reasons to become a Statistician

 1. Deviation is considered normal
 2. We feel complete and sufficient
 3. We are 'mean' lovers
 4. Statisticians do it discretely and continuously
 5. We are right 95% of the time
 6. We can legally comment on someone's posterior distribution
 7. We may not be normal, but we are transformable
 8. We never have to say we are certain
 9. We are honestly significantly different
10. No one wants our jobs


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Re: [R] functions not found after installing DBI/RDBI packages

2005-01-21 Thread Sean Davis
Colin,
Rdbi provides generic methods for working with databases.  It requires 
a driver for a specific database, as well.  Therefore, you will need to 
download and install RdbiPgSQL, also.

Sean
On Jan 21, 2005, at 4:58 AM, Combe, Colin wrote:
Hi,
I would like to be able to use R with a connection to a PostgreSQL 
database. I am using R 2.0.1 on windows XP. I have tried installing 
both the DBI and rDBI packages (which is better?) but in either case I 
run into the same problem - when i try to use either the dbDriver or 
dbConnect functions i'm told the function couldn't be found. Seems 
like the packages aren't installing properly. I installed DBI from a 
zip file and rDBI from bioconductor.

Any clues as to where i'm going wrong?
thanks,
colin
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Re: [R] cross validation

2005-01-21 Thread Uwe Ligges
Dimitris Rizopoulos wrote:
you could something like this (based on VR's S Programming, pp. 175):
dat - data.frame(matrix(rnorm(100*6), 100, 6))
#
n - nrow(dat)
V - 10 # number of folds
samps - sample(rep(1:V, length=n), n, replace=FALSE)
#
# Using the first fold:
train - dat[samps!=1,] # fit the model
test - dat[samps==1,] # predict

Or see ?errorest in the ipred package.
Uwe Ligges

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, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
- Original Message - From: kolluru ramesh [EMAIL PROTECTED]
To: Rpackage help r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 11:19 AM
Subject: [R] cross validation

How to select training data set and test data set from the original 
data for performing cross-validation

-
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Re: [R] axis placement with stacked barplots and the asp=1 parameter

2005-01-21 Thread Uwe Ligges
Kavithan Siva wrote:
Hi,
I'm currently using barplot to generate vertically stacked bar charts.
I'd like to be able to use the asp=1 parameter with barplot(), but
doing this causes the y axis to be placed on the far left as shown in
the attachment demo.pdf.
See the posting guide, some file types (including pdf) will be omitted 
from your messages to R-help. You might want to specify a short but 
easily reproducible examples in 2-5 lines of code.

Why do you want to use asp with a barplot???
Uwe Ligges

I could get around this by using the negative values for the line
parameter of the axis() function. I'd rather not do this and imagine I'm
doing something wrong. Any help would be much appreciated.
Thanks
Kav
 
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Re: [R] Selecting a subplot of pairs

2005-01-21 Thread Uwe Ligges
Yves Brostaux wrote:
Hello,
I'm trying to plot a set of 3 dependant variables (y) against 4 
predictors (x) in a matrix-like plot, sharing x- an y-axis for all the 
plot on the same column/line :

y1/x1   y1/x2   y1/x3   y1/x4
y2/x1   y2/x2   y2/x3   y2/x4
y3/x1   y3/x2   y3/x3   y3/x4
In fact, this plot is a rectangular selection of the result of pairs(), 
limited to the relations between x's and y's and excluding those within 
x's and y's. I managed to recreate such a plot using a script with 
layout(), axis() and so on, but I was wondering if there already exists 
a clean function for such a task, in case I would encounter this problem 
again ?

The functionality in packages grid and lattice is your friend (if you 
dislike it, you can twiddle with par()'s argument mfrow).

Uwe Ligges
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Re: [R] dim vs length for vectors

2005-01-21 Thread Uwe Ligges
Arne Henningsen wrote:
On Friday 21 January 2005 06:35, Gabor Grothendieck wrote:
In R, vectors are not arrays:
R v - 1:4
R dim(v)
NULL
R is.array(v)
[1] FALSE
R a - array(1:4)
R dim(a)
[1] 4
R is.array(a)
[1] TRUE

Is this a feature which is useful in some applications?
IMHO the difference between vectors and 1-dimensional arrays is really 
annoying and I had already several bugs in my code, because I mixed these up.
Is it possible in future versions of R that R does not differentiate between 
vectors and 1-dimensional arrays (e.g. by treating all vectors as 
1-dimensional arrays)?
No, that would break huge amounts of code!
See ?[ and learn how to use its argument drop.
Uwe Ligges

Arne
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[R] transfer function estimation

2005-01-21 Thread Kemp S E \(Comp\)
Dear all,

I am trying to write an R function that can estimate Transfer functions *with 
additive noise* i.e.

Y_t = \delta^-1(B)\omega(B)X_{t-b} + N_t

where B is the backward shift operator, b is the delay and N_t is a noisy 
component that can be modelled as an ARMA process. The parameters to both the 
impulse response function and the ARMA noisy component need to be estimated 
simultaneously.

I have got as far as being able to compute the residual noise, a_t. However, I 
am slightly confused about what to do next. Reading Box-Jenkins, 1976 (pp. 391) 
they state the following

However, it seems simplest to work with a standard nonlinear least squares 
computer program in which the derivatives are determined numerically and an 
option is available of 'constrained iteration' to prevent instability. It is 
then only necessary to program the computation of a_t itself...

I know that there is a 'nls' function in R but I really do not have a clue 
about how to use it in this situation. Perhaps Box-Jenkins are confusing me 
with their last sentance with regard to the a_t's - is this really possible?

If anyone could help me on this I would be most grateful. I know this is not 
exactly an R question, but to the best of my knowledge there is no transfer 
function estimation method in R at the moment and so this might be a nice 
additional feature?

Kind regards,

Sam. 


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RE: [R] glm and percentage data with many zero values

2005-01-21 Thread Gregor GORJANC
A hint.
You might try with ZIP i.e. zero inflated poisson model. I did not used it, 
but I have such data to work on. So if there is anyone hwo can point how to 
do this in R - please. There is also a classs of ZINB or something like 
that for zero inflated negative binomial models.

Actually I just went on web and found a book from Simonoff Analyzing 
Categorical Data and there are some examples in it for ZIP et al. Look 
examples for sections 4.5 and 5.4

http://www.stern.nyu.edu/~jsimonof/AnalCatData/Splus/analcatdata.s
http://www.stern.nyu.edu/~jsimonof/AnalCatData/Splus/functions.s
--
Lep pozdrav / With regards,
Gregor GORJANC
---
University of Ljubljana
Biotechnical Faculty   URI: http://www.bfro.uni-lj.si
Zootechnical Departmentmail: gregor.gorjanc at bfro.uni-lj.si
Groblje 3  tel: +386 (0)1 72 17 861
SI-1230 Domzalefax: +386 (0)1 72 17 888
Slovenia
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Re: [R] chi-Squared distribution

2005-01-21 Thread Dimitris Rizopoulos
if you check ?qchisq, you'll see that the second argument of the 
function denotes the non-centrality parameter! Try

qchisq(0.75, 1:3)
to get your answer.
Best,
Dimitris

Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
- Original Message - 
From: Prasanna Balaprakash [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 12:27 PM
Subject: [R] chi-Squared distribution


Dear Rs:
outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2))
I compare this F distribution results with the table, the answers 
were perfect. But I need to see for chi-sqaured distribution. When I 
employed the similar formula

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) , I am 
getting unexpected results. I need to see the following values:

p=0.750  .
1 1.323
2 2.773
3 4.108
Thanking you
Prasanna


Prasanna Balaprakash,
Université Libre de Bruxelles,
50, Av. F. Roosevelt, CP 194/6,
B-1050 Brussels,
Belgium.
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Re: [R] chi-Squared distribution

2005-01-21 Thread Dimitris Rizopoulos
- Original Message - 
From: Dimitris Rizopoulos [EMAIL PROTECTED]
To: Prasanna Balaprakash [EMAIL PROTECTED]
Cc: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 1:05 PM
Subject: Re: [R] chi-Squared distribution


if you check ?qchisq, you'll see that the second
My mistake, the third argument
argument of the function denotes the non-centrality parameter! Try
qchisq(0.75, 1:3)
to get your answer.
Best,
Dimitris

Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
- Original Message - 
From: Prasanna Balaprakash [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 12:27 PM
Subject: [R] chi-Squared distribution


Dear Rs:
outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2))
I compare this F distribution results with the table, the answers 
were perfect. But I need to see for chi-sqaured distribution. When 
I employed the similar formula

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) , I am 
getting unexpected results. I need to see the following values:

p=0.750  .
1 1.323
2 2.773
3 4.108
Thanking you
Prasanna


Prasanna Balaprakash,
Université Libre de Bruxelles,
50, Av. F. Roosevelt, CP 194/6,
B-1050 Brussels,
Belgium.
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Fwd: RE: [R] cross validation

2005-01-21 Thread kolluru ramesh


Note: forwarded message attached.


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From: Liaw, Andy [EMAIL PROTECTED]

Rpackage help r-help@stat.math.ethz.ch
Subject: RE: [R] cross validation
Date: Fri, 21 Jan 2005 06:29:03 -0500
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One way is to create an indicator vector that indicate which `fold' a case
should belong to.  Something like:

fold - 10
idx - sample(fold, n, replace=TRUE)
for (I in 1:fold) {
   train.dat - dat[idx != i,]
   test.dat - dat[idx == i,]
   ...
}

Also see the errorest() function in the ipred package.  It is more careful
in making sure the folds are as close in size as possible, and can do
stratified splits.

Andy


 From: kolluru ramesh
 
 How to select training data set and test data set from the 
 original data for performing cross-validation
 
   
 -
 
 
   [[alternative HTML version deleted]]
 
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Re: [R] mixed effects model:how to include initial conditions

2005-01-21 Thread Douglas Bates
Christoph Scherber wrote:
Dear R users,
I am analyzing a dataset on growth of plants in response to several 
factors. I am using a mixed-effects model of the following structure:

model-lme(growth~block*treatment*factor1*factor2,
random=~1|plot/treatment/initialsize)
I have measured the initial size of the plants (in 2003) and thought it 
might be sensible to include this (random) variation into the random 
effects term of the model.

Is that correct? Or should initialsize rather be included as a 
covariate into the fixed effects term, as in:

alternative-lme(growth~block*initialsize*treatment*factor1*factor2,
random=~1|plot/treatment)
I would very much appreciate any suggestions on how to analyze these 
data correctly.

Best regards
Chris.
I think you should include it as a covariate but not in the way you have 
written it.  I would include it as a separate term, not in an interaction

alternative-lme(growth~initialsize+block*treatment*factor1*factor2,
 random=~1|plot/treatment)
I recommend that you look carefully at the number of coefficients that 
you need to estimate in the model as you have specified it and perhaps 
change to an initial model that had more additive effects and fewer 
interactions.

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[R] Avoiding a Loop?

2005-01-21 Thread Rau, Roland
Dear R-Helpers,

I have a matrix where the first column is known. The second column is
the result of multiplying this first column with a constant const. The
third column is the result of multiplying the second column with
const.
So far, I did it like this (as a simplified example):

nr.of.columns - 4

myconstant - 27.5

mymatrix - matrix(numeric(0), nrow=5, ncol=nr.of.columns)

mymatrix[,1] - 1:5

for (i in 2:nr.of.columns) {
mymatrix[,i] - myconstant * mymatrix[,i-1]
}


Can anyone give me some advice whether it is possible to avoid this loop
(and if yes: how)?

Any suggestions are welcome!

Thanks,
Roland




+
This mail has been sent through the MPI for Demographic Rese...{{dropped}}

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RE: [R] memory and swap space in ncdf

2005-01-21 Thread antonio rodriguez
Hi Manuel,

Look at your memory.limit() and run R with '--mem-max=' option

Try also to use the simpler netCDF library


Antonio

 -Mensaje original-
 De: [EMAIL PROTECTED]
 [mailto:[EMAIL PROTECTED] nombre de Manuel Gutierrez
 Enviado el: viernes, 21 de enero de 2005 10:03
 Para: r-help@stat.math.ethz.ch
 Asunto: [R] memory and swap space in ncdf
 
 
 I've a linux system with 2Gb of memory which  is not
 enough for reading a 446Mb netcdf file using ncdf:
 library(ncdf)
 ncold - open.ncdf(gridone.grd)
 Error: cannot allocate vector of size 1822753 Kb
 
 When I look at the free memory in my system I can see
 that none of the Swap space is being used by R.
 I am a newbie in linux and R, I've read the Memory
 help pages but still have some questions:
 can I use the swap space in R to solve my problem of
 lack of memory?
 if not, are there any ways to read the data apart from
 buying more RAM?
 Thanks,
 M
 
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Re: [R] Creating a custom connection to read from multiple files

2005-01-21 Thread Tomas Kalibera
Hello Andy,
thanks for your examples, I rewrote everything to matrices  
lapply/sapply, rbind  calls instead of for-cycles  appends, it really 
helped. Reading files one by one and concatenating is now even faster 
than concatenating on disk, that 8MB table is read in 3.5 seconds.

Tomas
rbind is vectorized so you are using it (way) suboptimally.
   

Here's an example:
 

## Create a 500 x 100 data matrix.
x - matrix(rnorm(5e4), 500, 100)
## Generate 50 filenames.
fname - paste(f, formatC(1:50, width=2, flag=0), .txt, sep=)
## Write the data to files 50 times.
for (f in fname) write(t(x), file=f, ncol=ncol(x))
## Read the files into a list of data frames.
system.time(datList - lapply(fname, read.table, header=FALSE),
   

gcFirst=TRUE)
[1] 11.91  0.05 12.33NANA
 

## Specify colClasses to speed up.
system.time(datList - lapply(fname, read.table,
   

colClasses=rep(numeric, 100)),
+  gcFirst=TRUE)
[1] 10.69  0.07 10.79NANA
 

## Stack them together.
system.time(dat - do.call(rbind, datList), gcFirst=TRUE)
   

[1] 5.34 0.09 5.45   NA   NA
 

## Use matrices instead of data frames.
system.time(datList - lapply(fname, 
   

+  function(f) matrix(scan(f), ncol=100, byrow=TRUE)), gcFirst=TRUE)
Read 5 items
...
Read 5 items
[1]  9.49  0.08 15.06NANA
 

system.time(dat - do.call(rbind, datList), gcFirst=TRUE)
   

[1] 0.09 0.03 0.12   NA   NA
 

## Clean up the files.
unlink(fname)
   

A couple of points:
- Usually specifying colClasses will make read.table() quite a bit 
 faster, even though it's only marginally faster here.  Look back
 in the list archive to see examples.

- If your data files are all numerics (as in this example), 
 storing them in matrices will be much more efficient.  Note
 the difference in rbind()ing the 50 data frames and 50 
 matrices (5.34 seconds vs. 0.09!).  rbind.data.frame()
 needs to ensure that the resulting data frame has unique
 rownames (a requirement for a legit data frame), and
 that's probably taking a big chunk of the time.

Andy
 

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[R] chi-Squared distribution in Friedman test

2005-01-21 Thread Prasanna Balaprakash
Dear R helpers:


Thanks for the previous reply. I am using Friedman racing test. According the 
the book Pratical Nonprametric Statistic by WJ Conover, after computing the 
statistics, he suggested to use chi-squared or F distribution to accept or 
reject null hypothesis. After looking into the source code, I found that R uses 
chi-sqaured distribution as below:

PVAL - pchisq(STATISTIC, PARAMETER, lower = FALSE)

but still I cant figure out why they are using this pschisq insted of dchisq. 
Sorry I am wrong!!


Thanking you
truly
Prasanna










- Original Message - 
From: Dimitris Rizopoulos [EMAIL PROTECTED]
To: Prasanna Balaprakash [EMAIL PROTECTED]
Cc: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 1:05 PM
Subject: Re: [R] chi-Squared distribution


 if you check ?qchisq, you'll see that the second

My mistake, the third argument

 argument of the function denotes the non-centrality parameter! Try

 qchisq(0.75, 1:3)

 to get your answer.

 Best,
 Dimitris

 
 Dimitris Rizopoulos
 Ph.D. Student
 Biostatistical Centre
 School of Public Health
 Catholic University of Leuven

 Address: Kapucijnenvoer 35, Leuven, Belgium
 Tel: +32/16/336899
 Fax: +32/16/337015
 Web: http://www.med.kuleuven.ac.be/biostat
 http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm


 - Original Message - 
 From: Prasanna Balaprakash [EMAIL PROTECTED]
 To: r-help@stat.math.ethz.ch
 Sent: Friday, January 21, 2005 12:27 PM
 Subject: [R] chi-Squared distribution


 Dear Rs:


 outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2))

 I compare this F distribution results with the table, the answers 
 were perfect. But I need to see for chi-sqaured distribution. When 
 I employed the similar formula

 outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) , I am 
 getting unexpected results. I need to see the following values:

 p=0.750  .
 1 1.323

 2 2.773

 3 4.108


 Thanking you
 Prasanna






 Prasanna Balaprakash,
 Université Libre de Bruxelles,
 50, Av. F. Roosevelt, CP 194/6,
 B-1050 Brussels,
 Belgium.

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
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 http://www.R-project.org/posting-guide.html

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RE: [R] glm and percentage data with many zero values

2005-01-21 Thread BXC (Bendix Carstensen)
The ZIP model can be fitted with Jim Lindsey's function fmr 
from his gnlm library, see:

http://popgen0146uns50.unimaas.nl/~jlindsey/rcode.html

Bendix Carstensen
--
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Senior Statistician
Steno Diabetes Center
Niels Steensens Vej 2
DK-2820 Gentofte
Denmark
tel: +45 44 43 87 38
mob: +45 30 75 87 38
fax: +45 44 43 07 06
[EMAIL PROTECTED]
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 -Original Message-
 From: [EMAIL PROTECTED] 
 [mailto:[EMAIL PROTECTED] On Behalf Of Gregor GORJANC
 Sent: Friday, January 21, 2005 1:05 PM
 To: [EMAIL PROTECTED]; r-help@stat.math.ethz.ch
 Subject: RE: [R] glm and percentage data with many zero values
 
 
 A hint.
 
 You might try with ZIP i.e. zero inflated poisson model. I 
 did not used it, 
 but I have such data to work on. So if there is anyone hwo 
 can point how to 
 do this in R - please. There is also a classs of ZINB or 
 something like 
 that for zero inflated negative binomial models.
 
 Actually I just went on web and found a book from Simonoff Analyzing 
 Categorical Data and there are some examples in it for ZIP 
 et al. Look 
 examples for sections 4.5 and 5.4
 
http://www.stern.nyu.edu/~jsimonof/AnalCatData/Splus/analcatdata.s
http://www.stern.nyu.edu/~jsimonof/AnalCatData/Splus/functions.s

-- 
Lep pozdrav / With regards,
 Gregor GORJANC

---
University of Ljubljana
Biotechnical Faculty   URI: http://www.bfro.uni-lj.si
Zootechnical Departmentmail: gregor.gorjanc at bfro.uni-lj.si
Groblje 3  tel: +386 (0)1 72 17 861
SI-1230 Domzalefax: +386 (0)1 72 17 888
Slovenia

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[R] R: chi-Squared distribution in Friedman test

2005-01-21 Thread Vito Ricci
Hi,

pchisq - distribution function
dchisq - density function

pval is the area under the curve, to calculte it you
use distribution function which is the integral of
density function. See:

http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm
http://mathworld.wolfram.com/DistributionFunction.html


f(x) density function
F(x) distribution function =Pr(Xx)= integral(f(x))

Hoping I helped you!
Regards
Vito

you wrote:

Dear R helpers:

Thanks for the previous reply. I am using Friedman
racing test. According the the book Pratical
Nonprametric Statistic by WJ Conover, after computing
the statistics, he suggested to use chi-squared or F
distribution to accept or reject null hypothesis.
After looking into the source code, I found that R
uses chi-sqaured distribution as below:

PVAL - pchisq(STATISTIC, PARAMETER, lower = FALSE)

but still I cant figure out why they are using this
pschisq insted of dchisq. Sorry I am wrong!!


Thanking you
truly
Prasanna











=
Diventare costruttori di soluzioni
Became solutions' constructors

The business of the statistician is to catalyze 
the scientific learning process.  
George E. P. Box

Top 10 reasons to become a Statistician

 1. Deviation is considered normal
 2. We feel complete and sufficient
 3. We are 'mean' lovers
 4. Statisticians do it discretely and continuously
 5. We are right 95% of the time
 6. We can legally comment on someone's posterior distribution
 7. We may not be normal, but we are transformable
 8. We never have to say we are certain
 9. We are honestly significantly different
10. No one wants our jobs


Visitate il portale http://www.modugno.it/
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RE: [R] an R script editor for Mac

2005-01-21 Thread Liaw, Andy
JGR has an fairly intelligent editor, and it works on Mac.

Andy

 From: Sean Davis
 
 Consider using ESS and xemacs or emacs.  You get syntax highlighting, 
 auto-indent, command auto-complete, transcripts for your session, 
 integrated help, and the tools of one of the most powerful 
 text editors 
 on the planet.  The learning curve is a bit steep, but if you use R 
 much, it is worth it.
 
 Sean
 
 On Jan 21, 2005, at 5:35 AM, Jacques VESLOT wrote:
 
  Dear all,
 
  Could someone please make me know if there is a nice script editor 
  available
  under Mac, similar to Crimson, that offers R syntax 
 highlighting (and 
  pairs
  of parentheses underlining) ?
 
  Thanks in advance,
 
  Jacques VESLOT
  Cirad
 
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RE: [R] Avoiding a Loop?

2005-01-21 Thread Liaw, Andy
If `v' the the vector in the first column and `k' is the constant, then the
matrix has k^(j-1) * v in the jth column, right?

 k - 27.5^seq(0, length=4)
 k
[1] 1.0027.50   756.25 20796.88
 outer(1:5, k, *)
 [,1]  [,2][,3]  [,4]
[1,]1  27.5  756.25  20796.88
[2,]2  55.0 1512.50  41593.75
[3,]3  82.5 2268.75  62390.63
[4,]4 110.0 3025.00  83187.50
[5,]5 137.5 3781.25 103984.38

Andy

 From: Rau, Roland
 
 Dear R-Helpers,
 
 I have a matrix where the first column is known. The second column is
 the result of multiplying this first column with a constant 
 const. The
 third column is the result of multiplying the second column with
 const.
 So far, I did it like this (as a simplified example):
 
 nr.of.columns - 4
 
 myconstant - 27.5
 
 mymatrix - matrix(numeric(0), nrow=5, ncol=nr.of.columns)
 
 mymatrix[,1] - 1:5
 
 for (i in 2:nr.of.columns) {
   mymatrix[,i] - myconstant * mymatrix[,i-1]
 }
 
 
 Can anyone give me some advice whether it is possible to 
 avoid this loop
 (and if yes: how)?
 
 Any suggestions are welcome!
 
 Thanks,
 Roland
 
 
 
 
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RE: [R] axis placement with stacked barplots and the asp=1 parameter

2005-01-21 Thread Marc Schwartz
On Fri, 2005-01-21 at 12:09 +, Kavithan Siva wrote:
 Hi
 
 Here's some example code which illustrates the issue:
 
 dataSeries-array(0, c(5, 2))
 
 dataSeries[1, 1] - 5
 dataSeries[2, 1] - 5
 dataSeries[3, 1] - 0
 dataSeries[4, 1] - 2
 dataSeries[5, 1] - 0
 
 dataSeries[1, 2] - 7
 dataSeries[2, 2] - 0
 dataSeries[3, 2] - 0
 dataSeries[4, 2] - 0
 dataSeries[5, 2] - 1
 
 barplot(dataSeries, asp=1)
 
 Removing the asp=1 parameter produces a correct looking plot. I need to
 use the asp=1 parameter because I was re-writing the barplot function to
 create stacked charts with rounded corners (instead of rectangles). For
 the arc at the corners of the bars to look correct I need asp=1. I've
 attached a .ps file to show you what I was trying to achieve.
 
 Thanks
 Kav

There are a couple of options to consider here. First, note that using
the 'asp' argument forces the x and y axes to be scaled such that one
unit of measurement in each direction is the same. As you are seeing,
this impacts the look of curves and of course would be relevant to
certain plots where the horizontal and vertical measures need to be
square.

One option is to leave the plot as is, but move the y axis closer to
the bars. Using your same data above:

# Draw the plot, but no axes
barplot(dataSeries, asp=1, axes= FALSE)

# Now using the 'line' argument, move the axis closer
# to the bars. Negative values move the axis to the right.
axis(2, line = -14)


Another option, which results in something closer to the barplot when
not using the 'asp' argument, is to adjust the 'width' argument to
increase the horizontal size of the bars:

# Draw the barplot and increase the width of the bars
# Do not draw the axes
barplot(dataSeries, asp=1, width = 8, axes = FALSE)

# Now draw the y axis
axis(2, at = seq(0, 12, 2))

Note however, that in this example, the vertical dimension is
shortened, since the 'asp' argument is still trying to properly set
the aspect ratio and the larger bar width increases the range of the x
axis.


Finally(?), another option to consider is to set par(pty = s) as an
alternative to using 'asp = 1'. This results in a square plot region,
rather than a maximal (typically rectangular) one. See ?par for more
info here. In this case:

par(pty = s)
barplot(dataSeries)

This might result in better looking arcs for your corners.

Without having your modified barplot() function, it is hard to know
which might work best here, but hopefully this might provide some
possibilities.

HTH,

Marc Schwartz

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RE: [R] Straight-line fitting with errors in both coordinates

2005-01-21 Thread davidr
You want to look in the archives or elsewhere online for errors in
variables or total least squares. There are many resources. Note that
the method in NR assumes both variables have equal-sized observational
errors. If that is not the case for your data, then the method is
inappropriate.

HTH,
David Reiner

-Original Message-
From: Pan, Chongle [mailto:[EMAIL PROTECTED] 
Sent: Thursday, January 20, 2005 2:47 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Straight-line fitting with errors in both coordinates

Hi All,
I want to fit a straight line into a group of two-dimensional data
points with 
errors in both x and y coordinates. I found there is an algorithm
provided in 
NUMERICAL RECIPES IN C
http://www.library.cornell.edu/nr/bookcpdf/c15-3.pdf

I'm wondering if there is a similar function for this implemented in R.
And 
how can I change the objective function, from example, from sum of
squared 
error to sum of absolute error?

Regards,
Chongle

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Re: [R] Parallel computations using snow: how to combine boot objects?

2005-01-21 Thread Seth Falcon
Take a look at the utility function in snow called something like 
clusterSplit.

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RE: [R] mixed effects model:how to include initial conditions

2005-01-21 Thread christian_mora
Christoph,

If you take a look at journal articles related to this topic published 
elsewhere,
you will find that the most common analysis is:

model-lme(growth~initialsize+block+treatment+)

maybe it would be important to check if your model really needs the interactions
you pointed out. I would suggest to try simpler models firstwhich generally
work OK in analysis of growth of plants, trees, etc

CM

-- Mensaje Original --
Date: Fri, 21 Jan 2005 12:30:07 +0100
From: Christoph Scherber [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Subject: [R] mixed effects model:how to include  initial conditions 


Dear R users,

I am analyzing a dataset on growth of plants in response to several 
factors. I am using a mixed-effects model of the following structure:

model-lme(growth~block*treatment*factor1*factor2,
random=~1|plot/treatment/initialsize)

I have measured the initial size of the plants (in 2003) and thought it

might be sensible to include this (random) variation into the random 
effects term of the model.

Is that correct? Or should initialsize rather be included as a 
covariate into the fixed effects term, as in:

alternative-lme(growth~block*initialsize*treatment*factor1*factor2,
random=~1|plot/treatment)

I would very much appreciate any suggestions on how to analyze these 
data correctly.

Best regards
Chris.

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Re: [R] axis placement with stacked barplots and the asp=1 parameter

2005-01-21 Thread Uwe Ligges
Kavithan Siva wrote:
Hi
Here's some example code which illustrates the issue:
dataSeries-array(0, c(5, 2))
dataSeries[1, 1] - 5
dataSeries[2, 1] - 5
dataSeries[3, 1] - 0
dataSeries[4, 1] - 2
dataSeries[5, 1] - 0
dataSeries[1, 2] - 7
dataSeries[2, 2] - 0
dataSeries[3, 2] - 0
dataSeries[4, 2] - 0
dataSeries[5, 2] - 1
barplot(dataSeries, asp=1)
Removing the asp=1 parameter produces a correct looking plot. I need to
use the asp=1 parameter because I was re-writing the barplot function to
create stacked charts with rounded corners (instead of rectangles). For
the arc at the corners of the bars to look correct I need asp=1. I've
attached a .ps file to show you what I was trying to achieve.
Marc Schwartz already made some good points.
I'd like to suggest to build your new function up on grid using 
viewports in order to finally get a clean implementation.

Uwe Ligges

Thanks
Kav
Kavithan Siva
Prytania Investment Advisors LLP
105 Ladbroke Grove, London, W11 1PG
Tel: +44 20 7616 8475   Fax: +44 20 7616 8472
Prytania Investment Advisors LLP is regulated by the FSA
-Original Message-
From: Uwe Ligges [mailto:[EMAIL PROTECTED] 
Sent: Friday, January 21, 2005 11:52 AM
To: Kavithan Siva
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] axis placement with stacked barplots and the asp=1
parameter

Kavithan Siva wrote:

Hi,
I'm currently using barplot to generate vertically stacked bar charts.
I'd like to be able to use the asp=1 parameter with barplot(), but
doing this causes the y axis to be placed on the far left as shown in
the attachment demo.pdf.

See the posting guide, some file types (including pdf) will be omitted 
from your messages to R-help. You might want to specify a short but 
easily reproducible examples in 2-5 lines of code.

Why do you want to use asp with a barplot???
Uwe Ligges

I could get around this by using the negative values for the line
parameter of the axis() function. I'd rather not do this and imagine
I'm
doing something wrong. Any help would be much appreciated.
Thanks
Kav
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Re: [R] Avoiding a Loop?

2005-01-21 Thread james . holtman




Does this do what you want?

nr.of.columns - 4

myconstant - 27.5

mymatrix - matrix(myconstant, nrow=5, ncol=nr.of.columns)

mymatrix[,1] - 1:5

t(apply(mymatrix, 1, function(x) cumprod(x)))


__
James HoltmanWhat is the problem you are trying to solve?
Executive Technical Consultant  --  Office of Technology, Convergys
[EMAIL PROTECTED]
+1 (513) 723-2929



   
  Rau, Roland 
   
  [EMAIL PROTECTED]  To:   
r-help@stat.math.ethz.ch
  Sent by: cc:  
   
  [EMAIL PROTECTED]Subject:  [R] Avoiding a Loop?   
   
  ath.ethz.ch   
   

   

   
  01/21/2005 07:31  
   

   

   




Dear R-Helpers,

I have a matrix where the first column is known. The second column is
the result of multiplying this first column with a constant const. The
third column is the result of multiplying the second column with
const.
So far, I did it like this (as a simplified example):

nr.of.columns - 4

myconstant - 27.5

mymatrix - matrix(numeric(0), nrow=5, ncol=nr.of.columns)

mymatrix[,1] - 1:5

for (i in 2:nr.of.columns) {
 mymatrix[,i] - myconstant * mymatrix[,i-1]
}


Can anyone give me some advice whether it is possible to avoid this loop
(and if yes: how)?

Any suggestions are welcome!

Thanks,
Roland




+
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Re: [R] dim vs length for vectors

2005-01-21 Thread Olivia Lau
IMHO the difference between vectors and 1-dimensional arrays 
is really annoying and I had already several bugs in my code, 
because I mixed these up.
Is it possible in future versions of R that R does not 
differentiate between vectors and 1-dimensional arrays (e.g. 
by treating all vectors as 1-dimensional arrays)?
No, that would break huge amounts of code!
See ?[ and learn how to use its argument drop.
What I was proposing doesn't require a lot of programming.  Just 
whenever you call dim(), it does length() if the object is a 
vector and returns it in the format:

R a - 1:12
R dim(a)
 [1]  12
This means that you can provide a unified introduction to data 
structures that take only one type of atomic value (and 
generally call these structures arrays).  What I call a one 
dimensional array only has one dim attribute and hence would 
use a[4] for extraction (for example), which is consistent with 
the usage for [ (to my understanding).  That way, when you 
introduce [ and arrays at the same time, you can tell 
beginners:
 1) Run dim()
 2) If there's one dim, use [  ]; if there are 2 dims, use [ 
,  ]; if there are 3 dims, you use [ , , ].
This is conceptually easy for a beginner and avoids a bit of 
frustration.

If I need to initiate an empty vector for example I use
R  a - array()
It just looks like the difference between a 1-d array (which 
doesn't exist as far as I can tell) and a vector is semantic, 
and I think that R would be more logical if they were treated as 
the same thing.  This doesn't mean changing the way the 
is.array(), is.vector(), -, etc functions work, but just 
changing dim().

Yours,
Olivia Lau
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Re: [R] Selecting a subplot of pairs

2005-01-21 Thread Deepayan Sarkar
On Friday 21 January 2005 03:13, Yves Brostaux wrote:
 Hello,

 I'm trying to plot a set of 3 dependant variables (y) against 4
 predictors (x) in a matrix-like plot, sharing x- an y-axis for all
 the plot on the same column/line :

 y1/x1   y1/x2   y1/x3   y1/x4
 y2/x1   y2/x2   y2/x3   y2/x4
 y3/x1   y3/x2   y3/x3   y3/x4

 In fact, this plot is a rectangular selection of the result of
 pairs(), limited to the relations between x's and y's and excluding
 those within x's and y's. I managed to recreate such a plot using a
 script with layout(), axis() and so on, but I was wondering if there
 already exists a clean function for such a task, in case I would
 encounter this problem again ?

You could use xyplot from lattice as:

xyplot(y1 + y2 + y3 ~ x1 + x2 + x3 + x4, data=, outer=TRUE)

You can add relation=free to get column and row-specific axis limits, 
but they will be shown for every panel.

Hope that helps,

Deepayan

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RE: [R] Avoiding a Loop?

2005-01-21 Thread Rau, Roland
Dear R-List,

thank you very much for the fast answers.
Andy Liaw and James Holtman both gave me some example code which does
exactly what I want.

I will now try to check which one is better suited for my actual matrix
(in terms of speed).

Thanks,
Roland


-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] 
Sent: Friday, January 21, 2005 3:57 PM
To: Rau, Roland
Cc: r-help@stat.math.ethz.ch; [EMAIL PROTECTED]
Subject: Re: [R] Avoiding a Loop?





Does this do what you want?

nr.of.columns - 4

myconstant - 27.5

mymatrix - matrix(myconstant, nrow=5, ncol=nr.of.columns)

mymatrix[,1] - 1:5

t(apply(mymatrix, 1, function(x) cumprod(x)))


__
James HoltmanWhat is the problem you are trying to solve?
Executive Technical Consultant  --  Office of Technology, Convergys
[EMAIL PROTECTED]
+1 (513) 723-2929


 

  Rau, Roland

  [EMAIL PROTECTED]  To:
r-help@stat.math.ethz.ch

  Sent by: cc:

  [EMAIL PROTECTED]Subject:  [R]
Avoiding a Loop?

  ath.ethz.ch

 

 

  01/21/2005 07:31

 

 





Dear R-Helpers,

I have a matrix where the first column is known. The second column is
the result of multiplying this first column with a constant const. The
third column is the result of multiplying the second column with
const.
So far, I did it like this (as a simplified example):

nr.of.columns - 4

myconstant - 27.5

mymatrix - matrix(numeric(0), nrow=5, ncol=nr.of.columns)

mymatrix[,1] - 1:5

for (i in 2:nr.of.columns) {
 mymatrix[,i] - myconstant * mymatrix[,i-1]
}


Can anyone give me some advice whether it is possible to avoid this loop
(and if yes: how)?

Any suggestions are welcome!

Thanks,
Roland




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[R] output data in a fixed format

2005-01-21 Thread Shin, David
Dear List,

 

I would like to write my output data to a file with the fixed format like
what you can do in SAS.

For example: 

 

put 

 

@1( variable1 )   (10.5)

@11  ( variable 2)   ($5.)

:

:

etc.

 

Is there a way in R that would allow me to do the same thing?

Thank you for your answer in advance.

 

David

 

 


 
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Re: [R] dim vs length for vectors

2005-01-21 Thread Uwe Ligges
Olivia Lau wrote:
IMHO the difference between vectors and 1-dimensional arrays is 
really annoying and I had already several bugs in my code, because I 
mixed these up.
Is it possible in future versions of R that R does not differentiate 
between vectors and 1-dimensional arrays (e.g. by treating all 
vectors as 1-dimensional arrays)?

No, that would break huge amounts of code!
See ?[ and learn how to use its argument drop.

What I was proposing doesn't require a lot of programming.  Just 
whenever you call dim(), it does length() if the object is a vector and 
returns it in the format:

R a - 1:12
R dim(a)
 [1]  12
Dim reports the dimesnion attribute, so why do you want to make it 
inconsistant


This means that you can provide a unified introduction to data 
structures that take only one type of atomic value (and generally call 
these structures arrays).  What I call a one dimensional array only 
has one dim attribute and hence would use a[4] for extraction (for 
example), which is consistent with the usage for [ (to my 
understanding).  That way, when you introduce [ and arrays at the same 
time, you can tell beginners:
 1) Run dim()
 2) If there's one dim, use [  ]; if there are 2 dims, use [ ,  ]; if 
there are 3 dims, you use [ , , ].
This is conceptually easy for a beginner and avoids a bit of frustration.

Well, you forgot that even a matrix is represented as a vector, but with 
dimension attributes!
And indexing a matrix vector-like has some benefits in some cases.


If I need to initiate an empty vector for example I use
R  a - array()
It just looks like the difference between a 1-d array (which doesn't 
exist as far as I can tell) and a vector is semantic, and I think that R 

Note the difference:
  x - 1:5
  dim(x) # NULL
  str(x) # int [1:5] 1 2 3 4 5
  x - array(1:5, dim=5)
  dim(x) # [1] 5
  str(x) # int [, 1:5] 1 2 3 4 5

would be more logical if they were treated as the same thing.  This 
doesn't mean changing the way the is.array(), is.vector(), -, etc 
functions work, but just changing dim().
But then, you won't see the difference beween an 1D array (vector with 
dim attribute and a vector without dim attribute any more!

You might want to read the R Language Definition manual.
Uwe Ligges
Yours,
Olivia Lau
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Re: [R] chi-Squared distribution in Friedman test

2005-01-21 Thread Uwe Ligges
Prasanna Balaprakash wrote:
Dear R helpers:
Thanks for the previous reply. I am using Friedman racing test. According the the 
book Pratical Nonprametric Statistic by WJ Conover, after computing the 
statistics, he suggested to use chi-squared or F distribution to accept or reject null 
hypothesis. After looking into the source code, I found that R uses chi-sqaured 
distribution as below:
PVAL - pchisq(STATISTIC, PARAMETER, lower = FALSE)
but still I cant figure out why they are using this pschisq insted of dchisq. Sorry I am wrong!!
You want to get the distribution function rather than the density.
Uwe Ligges

Thanking you
truly
Prasanna





- Original Message - 
From: Dimitris Rizopoulos [EMAIL PROTECTED]
To: Prasanna Balaprakash [EMAIL PROTECTED]
Cc: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 1:05 PM
Subject: Re: [R] chi-Squared distribution


if you check ?qchisq, you'll see that the second
My mistake, the third argument

argument of the function denotes the non-centrality parameter! Try
qchisq(0.75, 1:3)
to get your answer.
Best,
Dimitris

Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
   http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
- Original Message - 
From: Prasanna Balaprakash [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 12:27 PM
Subject: [R] chi-Squared distribution


Dear Rs:
outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2))
I compare this F distribution results with the table, the answers 
were perfect. But I need to see for chi-sqaured distribution. When 
I employed the similar formula

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) , I am 
getting unexpected results. I need to see the following values:

   p=0.750  .
1 1.323
2 2.773
3 4.108
Thanking you
Prasanna


Prasanna Balaprakash,
Université Libre de Bruxelles,
50, Av. F. Roosevelt, CP 194/6,
B-1050 Brussels,
Belgium.
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Re: [R] Avoiding a Loop?

2005-01-21 Thread Zoltan Barta
Rau, Roland [EMAIL PROTECTED] writes:

 Dear R-Helpers,

 I have a matrix where the first column is known. The second column is
 the result of multiplying this first column with a constant const. The
 third column is the result of multiplying the second column with
 const.
 So far, I did it like this (as a simplified example):

 nr.of.columns - 4

 myconstant - 27.5

 mymatrix - matrix(numeric(0), nrow=5, ncol=nr.of.columns)

 mymatrix[,1] - 1:5

 for (i in 2:nr.of.columns) {
   mymatrix[,i] - myconstant * mymatrix[,i-1]
 }


 Can anyone give me some advice whether it is possible to avoid this loop
 (and if yes: how)?


How about:

 myconstant - 27.5
 a - 1:5
 myconstant - myconstant^((1:nr.of.columns)-1)
 myconstant
[1] 1.0027.50   756.25 20796.88
 mymatrix - outer(a,myconstant)
 mymatrix
 [,1]  [,2][,3]  [,4]
[1,]1  27.5  756.25  20796.88
[2,]2  55.0 1512.50  41593.75
[3,]3  82.5 2268.75  62390.62
[4,]4 110.0 3025.00  83187.50
[5,]5 137.5 3781.25 103984.38
 

HTH

Zoltan

 Any suggestions are welcome!

 Thanks,
 Roland




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-- 


Z. Barta 
Dept. of Evol. Zool., Univ. of Debrecen, Debrecen, H-4010, Hungary
Phone: 36 52 316 666 ext. 2334, Fax: 36 52 533 677
E-mail: [EMAIL PROTECTED], http://puma.unideb.hu/~zbarta/

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Re: [R] Avoiding a Loop?

2005-01-21 Thread Uwe Ligges
Rau, Roland wrote:
Dear R-Helpers,
I have a matrix where the first column is known. The second column is
the result of multiplying this first column with a constant const. The
third column is the result of multiplying the second column with
const.
So far, I did it like this (as a simplified example):
nr.of.columns - 4
myconstant - 27.5
mymatrix - matrix(numeric(0), nrow=5, ncol=nr.of.columns)
mymatrix[,1] - 1:5
for (i in 2:nr.of.columns) {
mymatrix[,i] - myconstant * mymatrix[,i-1]
}
  nr.of.columns - 4
  myconstant - 27.5
  mycolumn - 1:5
  outer(mycolumn, myconstant^(0:(nr.of.columns-1)))
Uwe Ligges

Can anyone give me some advice whether it is possible to avoid this loop
(and if yes: how)?
Any suggestions are welcome!
Thanks,
Roland

+
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Re: [R] chi-Squared distribution in Friedman test

2005-01-21 Thread Spencer Graves
Easy:  First letter
 d = density,
 p = probability = cumulative distribution function (cdf),
 q = quantile = inverse cdf,
 r = pseudo-random number generation. 

 This is in, for example, An Introduction to R.  Are you familiar 
with help.start()?  From an R command prompt (at least with recent 
versions under Windows), this opens a web browser with a page offering 
manuals, reference, and Miscellaneous Material.  An Intro to R 
is in the upper left.  Probability Distributions is section 8. 

 hope this helps.  spencer graves
Prasanna Balaprakash wrote:
Dear R helpers:
Thanks for the previous reply. I am using Friedman racing test. According the the 
book Pratical Nonprametric Statistic by WJ Conover, after computing the 
statistics, he suggested to use chi-squared or F distribution to accept or reject null 
hypothesis. After looking into the source code, I found that R uses chi-sqaured 
distribution as below:
PVAL - pchisq(STATISTIC, PARAMETER, lower = FALSE)
but still I cant figure out why they are using this pschisq insted of dchisq. 
Sorry I am wrong!!
Thanking you
truly
Prasanna




 

- Original Message - 
From: Dimitris Rizopoulos [EMAIL PROTECTED]
To: Prasanna Balaprakash [EMAIL PROTECTED]
Cc: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 1:05 PM
Subject: Re: [R] chi-Squared distribution

   

if you check ?qchisq, you'll see that the second
 

My mistake, the third argument
   

argument of the function denotes the non-centrality parameter! Try
qchisq(0.75, 1:3)
to get your answer.
Best,
Dimitris

Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
   http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
- Original Message - 
From: Prasanna Balaprakash [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Friday, January 21, 2005 12:27 PM
Subject: [R] chi-Squared distribution

 

Dear Rs:
outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2))
I compare this F distribution results with the table, the answers 
were perfect. But I need to see for chi-sqaured distribution. When 
I employed the similar formula

outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) , I am 
getting unexpected results. I need to see the following values:

   p=0.750  .
1 1.323
2 2.773
3 4.108
Thanking you
Prasanna


Prasanna Balaprakash,
Université Libre de Bruxelles,
50, Av. F. Roosevelt, CP 194/6,
B-1050 Brussels,
Belgium.
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[R] gamm with correlation structure question

2005-01-21 Thread Kel Lam
Dear group,

I am trying to use gamm() in mgcv.  Here's the
scenario.  The data frame has approx. 110K
observations with information on paediatric
readmission binary outcome (Y/N) and total volume of
their most responsible physician as the covariate. 
Since any physician can have multiple patients, the
data contains clustering structure which I am trying
to account for.  My original formula is

a - gamm(readmission~s(volume,fx=F),
correlation=corCompSymm(0.1,form=~1|physician),
family=binomial)

During the first iteration, I received the warning 
Incompatible formulas for groups in random and
correlation.  Frankly I don't understand what it
means.  So I looked up the archive and saw one posted
by Prof. Thomas Lumley on lme as follows:

http://tolstoy.newcastle.edu.au/R/help/00a/0913.html

So I changed my formula as this:

a - gamm(readmission~s(volume,fx=F),
random=list(physician=~1),family=binomial)

However I still get an error message saying Lapack
routine dgesv : system is exactly singular.  

Can anyone suggest a better way to deal with my
problem.  Please let me know if you need further
details.  Thank you so much.

Regards,
Kel

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[R] Windows plots fontsize

2005-01-21 Thread Halldor Björnsson
I recently wrote a package that runs on both Linux and Windows.
The functions fetch data to an SQL database and make diverse plots, 
usually with many labels and annotations.

I recently noticed that on SOME windows computers the fonts
in the plots were too large, which caused labels to overlap.
On other windows computers this does not happen.
However on both computers the command par(ps) gives 12
Now, windows is not my forte, but it seems likely that this has to do 
with some user/system settings. If so, my users would probably object to 
me tweaking their windows setup since it might have an effect on other 
programs.

One simple solution is to use par(ps=10), but I cannot find out how to
set this globally.
a) Does anyone know how I can set par(ps=10) by default on all figure?
b) Is there a windows specific way to set default fontsizes in figures?
Thanks,
Halldór
--
--
Halldor Bjornsson   ([EMAIL PROTECTED])
Vedurstofa Islands (Icelandic Met. Office)
Bustadavegur 9, IS-150, Reykjavik, Iceland
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[R] R Reference Card (especially useful for Newbies)

2005-01-21 Thread Berton Gunter
[This hopefully helpful note is posted about once a month]

Newbies (and others!) may find the R Reference Card made available by Tom
Short and Rpad at http://www.rpad.org/Rpad/Rpad-refcard.pdf  useful. It
categorizes and organizes a bunch of R's (S's) basic, most used functions so
that they can be easily found. For example, paste() is under the Strings
heading and expand.grid() is under Data Creation. For newbies struggling
to find the right R function as well as veterans who can't quite remember
the function name, it's very handy.


-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA

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[R] how to use do.call(rbind, get(list(mlist)))

2005-01-21 Thread roger bos
I have around 200 data frames I want to rbind in a vectorized way. 
The object names are:

m302
m303
...
m500

So I tried:

mlist - paste(m,302:500,sep=)
dat - do.call(rbind, get(list(mlist)))

and I get Error in get(x, envir, mode, inherits) : invalid first argument

I know rbind is valid because 

dat - rbind(m302, m303, m304, m305)

works, I am just too lazy to type it out to m500.

I also tried it without the get() portion, but then dat ends up being
a column with just the names of the objects, not the objects
themselves.

Thanks in advance for showing me the errors in my attempts.

Roger

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[R] text miner:

2005-01-21 Thread Aldi Kraja
Hi,
Does a text miner exist in R-language similar to Splus miner or SAS text 
miner?
I would appreciate any information.
TIA,
Aldi

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Re: [R] dim vs length for vectors

2005-01-21 Thread Gabor Grothendieck


Perhaps you could just write dim(array(x)) when you want
that effect.  That has the advantage of not requiring any
change to R and preserving the meaning of dim(x) as retrieving
the dim attribute.


Date:   Fri, 21 Jan 2005 10:00:01 -0500 
From:   Olivia Lau [EMAIL PROTECTED]
To:   Uwe Ligges [EMAIL PROTECTED],Arne Henningsen [EMAIL PROTECTED] 
Cc:   r-help@stat.math.ethz.ch 
Subject:   Re: [R] dim vs length for vectors 


What I was proposing doesn't require a lot of programming. Just 
whenever you call dim(), it does length() if the object is a 
vector and returns it in the format:

R a - 1:12
R dim(a)
[1] 12

This means that you can provide a unified introduction to data 
structures that take only one type of atomic value (and 
generally call these structures arrays). What I call a one 
dimensional array only has one dim attribute and hence would 
use a[4] for extraction (for example), which is consistent with 
the usage for [ (to my understanding). That way, when you 
introduce [ and arrays at the same time, you can tell 
beginners:
1) Run dim()
2) If there's one dim, use [ ]; if there are 2 dims, use [ 
, ]; if there are 3 dims, you use [ , , ].
This is conceptually easy for a beginner and avoids a bit of 
frustration.

If I need to initiate an empty vector for example I use

R a - array()

It just looks like the difference between a 1-d array (which 
doesn't exist as far as I can tell) and a vector is semantic, 
and I think that R would be more logical if they were treated as 
the same thing. This doesn't mean changing the way the 
is.array(), is.vector(), -, etc functions work, but just 
changing dim().

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RE: [R] dim vs length for vectors

2005-01-21 Thread Huntsinger, Reid
I think you can assign a dim attribute to a vector to make a 1-d array.

 v - 1:10
 dim(v)
NULL
dim(v) - 10
dim(v)
[1] 10

Also,

 u - array(1:10,dim=10)
 u
 [1]  1  2  3  4  5  6  7  8  9 10
 dim(u)
[1] 10

Perhaps the philosophy is that vectors are the basic, underlying type, and
arrays (including 1-d arrays) carry additional structure information. So
arrays are vectors, if you forget the dim attribute, but vectors are not
any particular type of array.

Reid Huntsinger

-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Olivia Lau
Sent: Friday, January 21, 2005 10:00 AM
To: Uwe Ligges; Arne Henningsen
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] dim vs length for vectors


 IMHO the difference between vectors and 1-dimensional arrays 
 is really annoying and I had already several bugs in my code, 
 because I mixed these up.
 Is it possible in future versions of R that R does not 
 differentiate between vectors and 1-dimensional arrays (e.g. 
 by treating all vectors as 1-dimensional arrays)?

 No, that would break huge amounts of code!

 See ?[ and learn how to use its argument drop.

What I was proposing doesn't require a lot of programming.  Just 
whenever you call dim(), it does length() if the object is a 
vector and returns it in the format:

R a - 1:12
R dim(a)
  [1]  12

This means that you can provide a unified introduction to data 
structures that take only one type of atomic value (and 
generally call these structures arrays).  What I call a one 
dimensional array only has one dim attribute and hence would 
use a[4] for extraction (for example), which is consistent with 
the usage for [ (to my understanding).  That way, when you 
introduce [ and arrays at the same time, you can tell 
beginners:
  1) Run dim()
  2) If there's one dim, use [  ]; if there are 2 dims, use [ 
,  ]; if there are 3 dims, you use [ , , ].
This is conceptually easy for a beginner and avoids a bit of 
frustration.

If I need to initiate an empty vector for example I use

R  a - array()

It just looks like the difference between a 1-d array (which 
doesn't exist as far as I can tell) and a vector is semantic, 
and I think that R would be more logical if they were treated as 
the same thing.  This doesn't mean changing the way the 
is.array(), is.vector(), -, etc functions work, but just 
changing dim().

Yours,

Olivia Lau

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Re: [R] transfer function estimation

2005-01-21 Thread Peter Dalgaard
Kemp S E (Comp) [EMAIL PROTECTED] writes:

 I have got as far as being able to compute the residual noise, a_t.
 However, I am slightly confused about what to do next. Reading
 Box-Jenkins, 1976 (pp. 391) they state the following
 
 However, it seems simplest to work with a standard nonlinear
 least squares computer program in which the derivatives are
 determined numerically and an option is available of 'constrained
 iteration' to prevent instability. It is then only necessary to
 program the computation of a_t itself...
 
 I know that there is a 'nls' function in R but I really do not have
 a clue about how to use it in this situation. Perhaps Box-Jenkins
 are confusing me with their last sentance with regard to the a_t's -
 is this really possible?

I'm not sure I'd trust any computer recommendation from 1976, no
matter how famous the authors are. However, the hint would lead me to
consider the optim() function.

-- 
   O__   Peter Dalgaard Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics 2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark  Ph: (+45) 35327918
~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907

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RE: [R] Avoiding a Loop?

2005-01-21 Thread Berton Gunter
Roland:

Andy Liaw and others have already given perfectly good answers to this (but
note: Using apply() type functions does **not** avoid loops; apply's **are**
loops). However, mostly as an illustration to reinforce Uwe Ligges's
comments (in the dim vs length thread) about the usefulness of sometimes
treating arrays as vectors, I offer the following:

nc-ncol(yourmatrix)
matrix(yourmatrix[,1]*rep(k^seq(0,length=nc),e=nrow(yourmatrix)),ncol=nc)

Alteratively, one could use matrix multiplication:

yourmatrix[,1]%*%matrix(k^seq(0,length=nc),nrow=1)

Both of these will be very fast (although unlikely to make a noticeable
difference without a lot of rows or columns) and I think use less memory
than outer() (again, unlikely to make a noticeable difference).


-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 

 -Original Message-
 From: [EMAIL PROTECTED] 
 [mailto:[EMAIL PROTECTED] On Behalf Of Rau, Roland
 Sent: Friday, January 21, 2005 4:32 AM
 To: r-help@stat.math.ethz.ch
 Subject: [R] Avoiding a Loop?
 
 Dear R-Helpers,
 
 I have a matrix where the first column is known. The second column is
 the result of multiplying this first column with a constant 
 const. The
 third column is the result of multiplying the second column with
 const.
 So far, I did it like this (as a simplified example):
 
 nr.of.columns - 4
 
 myconstant - 27.5
 
 mymatrix - matrix(numeric(0), nrow=5, ncol=nr.of.columns)
 
 mymatrix[,1] - 1:5
 
 for (i in 2:nr.of.columns) {
   mymatrix[,i] - myconstant * mymatrix[,i-1]
 }
 
 
 Can anyone give me some advice whether it is possible to 
 avoid this loop
 (and if yes: how)?
 
 Any suggestions are welcome!
 
 Thanks,
 Roland
 
 
 
 
 +
 This mail has been sent through the MPI for Demographic 
 Rese...{{dropped}}
 
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Re: [R] Windows plots fontsize

2005-01-21 Thread Uwe Ligges
Halldor Björnsson wrote:
I recently wrote a package that runs on both Linux and Windows.
The functions fetch data to an SQL database and make diverse plots, 
usually with many labels and annotations.

I recently noticed that on SOME windows computers the fonts
in the plots were too large, which caused labels to overlap.
On other windows computers this does not happen.
However on both computers the command par(ps) gives 12
Now, windows is not my forte, but it seems likely that this has to do 
with some user/system settings. If so, my users would probably object to 
me tweaking their windows setup since it might have an effect on other 
programs.

One simple solution is to use par(ps=10), but I cannot find out how to
set this globally.
All this depends on the device. Which device are we talking about?

a) Does anyone know how I can set par(ps=10) by default on all figure?
For the postscript device see ?ps.options.

b) Is there a windows specific way to set default fontsizes in figures?
No. But you might want to read the second paragraph in ?windows if we 
are talking about this device.

Uwe Ligges

Thanks,
Halldór
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RE: [R] how to use do.call(rbind, get(list(mlist)))

2005-01-21 Thread Liaw, Andy
Here's one way (should work for data frames, too):

 mlist - paste(m, 1:5, sep=)
 for (i in 1:5) assign(mlist[i], matrix(runif(4), 2, 2))
 do.call(rbind, mget(mlist, .GlobalEnv))
[,1]   [,2]
 [1,] 0.33846095 0.09494054
 [2,] 0.65229451 0.26009002
 [3,] 0.53969914 0.66481544
 [4,] 0.59316498 0.36125843
 [5,] 0.24005411 0.01010594
 [6,] 0.06878842 0.93929806
 [7,] 0.02618064 0.06243190
 [8,] 0.08144251 0.04331587
 [9,] 0.95216684 0.61066435
[10,] 0.03712678 0.95809995

get() takes a character vector as the first argument, and you passed it a
list with one component (a character vector).  Even if you pass mlist to
get(), it will only get the first one.

Andy


 From: roger bos
 
 I have around 200 data frames I want to rbind in a vectorized way. 
 The object names are:
 
 m302
 m303
 ...
 m500
 
 So I tried:
 
 mlist - paste(m,302:500,sep=)
 dat - do.call(rbind, get(list(mlist)))
 
 and I get Error in get(x, envir, mode, inherits) : invalid 
 first argument
 
 I know rbind is valid because 
 
 dat - rbind(m302, m303, m304, m305)
 
 works, I am just too lazy to type it out to m500.
 
 I also tried it without the get() portion, but then dat ends up being
 a column with just the names of the objects, not the objects
 themselves.
 
 Thanks in advance for showing me the errors in my attempts.
 
 Roger
 
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RE: [R] how to use do.call(rbind, get(list(mlist)))

2005-01-21 Thread Berton Gunter
Roger:

Please re-read ?get, where it says that the x argument must be a single
character string name, not a list.You must first create the list using get
and then call do.call on that list:

do.call(rbind,lapply(mlist,get))

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
The business of the statistician is to catalyze the scientific learning
process.  - George E. P. Box
 
 

 -Original Message-
 From: [EMAIL PROTECTED] 
 [mailto:[EMAIL PROTECTED] On Behalf Of roger bos
 Sent: Friday, January 21, 2005 9:07 AM
 To: r-help@stat.math.ethz.ch
 Subject: [R] how to use do.call(rbind, get(list(mlist)))
 
 I have around 200 data frames I want to rbind in a vectorized way. 
 The object names are:
 
 m302
 m303
 ...
 m500
 
 So I tried:
 
 mlist - paste(m,302:500,sep=)
 dat - do.call(rbind, get(list(mlist)))
 
 and I get Error in get(x, envir, mode, inherits) : invalid 
 first argument
 
 I know rbind is valid because 
 
 dat - rbind(m302, m303, m304, m305)
 
 works, I am just too lazy to type it out to m500.
 
 I also tried it without the get() portion, but then dat ends up being
 a column with just the names of the objects, not the objects
 themselves.
 
 Thanks in advance for showing me the errors in my attempts.
 
 Roger
 
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Re: [R] dim vs length for vectors

2005-01-21 Thread Gabor Grothendieck


Sorry, I meant as.array, not array.


Date:   Fri, 21 Jan 2005 12:21:39 -0500 (EST) 
From:   Gabor Grothendieck [EMAIL PROTECTED]
To:   [EMAIL PROTECTED], [EMAIL PROTECTED], [EMAIL PROTECTED] 
Cc:   r-help@stat.math.ethz.ch 
Subject:   Re: [R] dim vs length for vectors 

 


Perhaps you could just write dim(array(x)) when you want
that effect. That has the advantage of not requiring any
change to R and preserving the meaning of dim(x) as retrieving
the dim attribute.


Date: Fri, 21 Jan 2005 10:00:01 -0500 
From: Olivia Lau [EMAIL PROTECTED]
To: Uwe Ligges [EMAIL PROTECTED],Arne Henningsen [EMAIL PROTECTED] 
Cc: r-help@stat.math.ethz.ch 
Subject: Re: [R] dim vs length for vectors 


What I was proposing doesn't require a lot of programming. Just 
whenever you call dim(), it does length() if the object is a 
vector and returns it in the format:

R a - 1:12
R dim(a)
[1] 12

This means that you can provide a unified introduction to data 
structures that take only one type of atomic value (and 
generally call these structures arrays). What I call a one 
dimensional array only has one dim attribute and hence would 
use a[4] for extraction (for example), which is consistent with 
the usage for [ (to my understanding). That way, when you 
introduce [ and arrays at the same time, you can tell 
beginners:
1) Run dim()
2) If there's one dim, use [ ]; if there are 2 dims, use [ 
, ]; if there are 3 dims, you use [ , , ].
This is conceptually easy for a beginner and avoids a bit of 
frustration.

If I need to initiate an empty vector for example I use

R a - array()

It just looks like the difference between a 1-d array (which 
doesn't exist as far as I can tell) and a vector is semantic, 
and I think that R would be more logical if they were treated as 
the same thing. This doesn't mean changing the way the 
is.array(), is.vector(), -, etc functions work, but just 
changing dim().

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Re: [R] how to use do.call(rbind, get(list(mlist)))

2005-01-21 Thread Uwe Ligges
roger bos wrote:
I have around 200 data frames I want to rbind in a vectorized way. 
The object names are:

m302
m303
...
m500
So I tried:
mlist - paste(m,302:500,sep=)
dat - do.call(rbind, get(list(mlist)))

  do.call(rbind, lapply(mlist, get))
Uwe Ligges

and I get Error in get(x, envir, mode, inherits) : invalid first argument
I know rbind is valid because 

dat - rbind(m302, m303, m304, m305)
works, I am just too lazy to type it out to m500.
I also tried it without the get() portion, but then dat ends up being
a column with just the names of the objects, not the objects
themselves.
Thanks in advance for showing me the errors in my attempts.
Roger
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Re: [R] output data in a fixed format

2005-01-21 Thread Uwe Ligges
Shin, David wrote:
Dear List,
 

I would like to write my output data to a file with the fixed format like
what you can do in SAS.

See ?write.matrix in package MASS.
Uwe Ligges


For example: 

 

put 

 

@1( variable1 )   (10.5)
@11  ( variable 2)   ($5.)
:
:
etc.
 

Is there a way in R that would allow me to do the same thing?
Thank you for your answer in advance.
 

David
 

 

 
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If you were not an intended recipient, 
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RE: [R] how to use do.call(rbind, get(list(mlist)))

2005-01-21 Thread McGehee, Robert
get() doesn't take a list. You need to wrap it in an lapply so that it
grabs the dataframes individually and then wraps it into a list for
do.call().

The easy way, however, that doesn't involve do.call or get is to simply
construct the proper text rbind query and then run it with eval.

eval(parse(text = paste(rbind(, paste(m, 302:500, sep = , collapse
= , ), 

To use the do.call() / get() construct, I think this is what you were
thinking of:

mlist - paste(m,302:500,sep=)
do.call(rbind, lapply(mlist, get))

Best,
Robert

-Original Message-
From: roger bos [mailto:[EMAIL PROTECTED] 
Sent: Friday, January 21, 2005 12:07 PM
To: r-help@stat.math.ethz.ch
Subject: [R] how to use do.call(rbind, get(list(mlist)))


I have around 200 data frames I want to rbind in a vectorized way. 
The object names are:

m302
m303
...
m500

So I tried:

mlist - paste(m,302:500,sep=)
dat - do.call(rbind, get(list(mlist)))

and I get Error in get(x, envir, mode, inherits) : invalid first
argument

I know rbind is valid because 

dat - rbind(m302, m303, m304, m305)

works, I am just too lazy to type it out to m500.

I also tried it without the get() portion, but then dat ends up being
a column with just the names of the objects, not the objects
themselves.

Thanks in advance for showing me the errors in my attempts.

Roger

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RE: [R] how to use do.call(rbind, get(list(mlist)))

2005-01-21 Thread Wiener, Matthew
Roger --

First, if you have the data frames in a list already, you can just use
those; no need to bother with the names.  If the data frames are all
separate, but you have the names, you can first create a list of the data
frames themselves:

do.call(rbind, lapply(mlist, get))  # assumes they're in the workspace

An example:
 temp1 - matrix(runif(10), 5, 2)
 temp2 - matrix(-runif(10), 5, 2)   (for easy identifiability)
 temp3 - do.call(rbind, lapply(c(temp1, temp2), get))
 temp3 - do.call(rbind, list(temp1, temp2)) (same as above)

Hope this helps,

Matt Wiener

-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of roger bos
Sent: Friday, January 21, 2005 12:07 PM
To: r-help@stat.math.ethz.ch
Subject: [R] how to use do.call(rbind, get(list(mlist)))


I have around 200 data frames I want to rbind in a vectorized way. 
The object names are:

m302
m303
...
m500

So I tried:

mlist - paste(m,302:500,sep=)
dat - do.call(rbind, get(list(mlist)))

and I get Error in get(x, envir, mode, inherits) : invalid first argument

I know rbind is valid because 

dat - rbind(m302, m303, m304, m305)

works, I am just too lazy to type it out to m500.

I also tried it without the get() portion, but then dat ends up being
a column with just the names of the objects, not the objects
themselves.

Thanks in advance for showing me the errors in my attempts.

Roger

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[R] some questions about font

2005-01-21 Thread Bobai Li
Hi,
I have been using R to create some mathematical and statistical graphs 
for a book manuscript, but I got some problems:

1)  Some web positngs said that default typeface for math expressions is 
italic, but in my system (R 2.01 on WinXP), the default is regular font.
How can I change the default to ilatic?

2)  When use ComputerModern font,  (i.e., 
family=c(CM_regular_10.afm,CM_boldx_10.afm,cmti10.afm,cmbxti10.afm,CM_symbol_10.afm) 
), some accented symbols are not available. For example, 
expression(hat(beta)) will produce warning message like font metrics 
unknown for character 94.

Thanks.
Bobai Li
--
Assistant Professor
Department of Sociology
Northwestern University
1810 Chicao Ave.,
Evanston, IL 60201
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Re: [R] dim vs length for vectors

2005-01-21 Thread Thomas Lumley
On Fri, 21 Jan 2005, Olivia Lau wrote:
What I was proposing doesn't require a lot of programming.  Just whenever you 
call dim(), it does length() if the object is a vector and returns it in the 
format:

R a - 1:12
R dim(a)
[1]  12
One problem is that there is code using is.null(dim(x)) to distinguish 
vectors from matrices.  This code would break.

-thomas
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Re: [R] Windows plots fontsize

2005-01-21 Thread Prof Brian Ripley
On Fri, 21 Jan 2005, [ISO-8859-1] Halldor Björnsson wrote:
I recently wrote a package that runs on both Linux and Windows.
The functions fetch data to an SQL database and make diverse plots, usually 
with many labels and annotations.

I recently noticed that on SOME windows computers the fonts
in the plots were too large, which caused labels to overlap.
What graphics device are you talking about for your plots?
On other windows computers this does not happen.
However on both computers the command par(ps) gives 12
As one would expect.  But are the windows the same size?
Now, windows is not my forte, but it seems likely that this has to do with 
some user/system settings. If so, my users would probably object to me 
tweaking their windows setup since it might have an effect on other programs.
Windows will be asked for the same fonts, but the window size may differ: 
see the help page.  And users can apply magnification factors.

One simple solution is to use par(ps=10), but I cannot find out how to
set this globally.
a) Does anyone know how I can set par(ps=10) by default on all figure?
I think you want to start the device with pointsize=10.
?windows lists the options you have, if it is the device.
b) Is there a windows specific way to set default fontsizes in figures?
It is device-specific, usually parameter `pointsize'.
--
Brian D. Ripley,  [EMAIL PROTECTED]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel:  +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UKFax:  +44 1865 272595__
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Re: [R] how to use do.call(rbind, get(list(mlist)))

2005-01-21 Thread Thomas Lumley
On Fri, 21 Jan 2005, roger bos wrote:
I have around 200 data frames I want to rbind in a vectorized way.
The object names are:
m302
m303
...
m500
So I tried:
mlist - paste(m,302:500,sep=)
dat - do.call(rbind, get(list(mlist)))
and I get Error in get(x, envir, mode, inherits) : invalid first argument
Yep. get() takes a single variable name as its argument.
If you tried   get(list(m302,m303)) you would get the same error.
I know rbind is valid because
dat - rbind(m302, m303, m304, m305)
works, I am just too lazy to type it out to m500.
I also tried it without the get() portion, but then dat ends up being
a column with just the names of the objects, not the objects
themselves.
Indeed.  This translates to rbind(m302,m303
You could use mget() instead of get().
-thomas
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[R] niceness

2005-01-21 Thread Charles Geyer
Can anyone tell me if the following C code (which proved very useful when
using the snow package -- use it to nice slaves) compiles and dyn.loads
under Windoze or Mac?  It is (apparently) POSIX, so I suppose it is fine
in OS X, but does Windoze's advertized POSIX compliance mean anything here?

If it doesn't work on some platform, how do I deal with that?  I want
to submit as contributed package to CRAN.  The whole package can be found at

http://www.stat.umn.edu/geyer/nice_0.1.tar.gz

- begin C code file -

#include sys/resource.h
#include errno.h
#include string.h
#include R.h

void
get_my_priority(int *result)
{
errno = 0;
result[0] = getpriority(PRIO_PROCESS, 0);
if (errno != 0)
warning(strerror(errno));
}

void
set_my_priority(int *priority)
{
if (setpriority(PRIO_PROCESS, 0, priority[0]) != 0)
warning(strerror(errno));
}

-- end C code file --

-- 
Charles Geyer
Professor, School of Statistics
University of Minnesota
[EMAIL PROTECTED]

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[R] Hardware Suggestions

2005-01-21 Thread Jon Dressel
We are currently running R under Windows 2000 on a server box running with 2 
1.2 GHZ Intel Pentium III Processors.  We would like to run this on a new 
computer running Linux and receive a significant speed increase over our 
current implementation.   Could anyone provide some suggestions for a fast 64 
BIT Intel based processor computer with a  recommendation  for memory and 
speed/type/number of processors.  Also which version of R would install 
out-of-the-box easily on this computer and what version of Linux should be 
used?  Thanks in advance for any help.
 
Jon Dressel, MCSE MCSA MCP A+?xml:namespace prefix = o ns = 
urn:schemas-microsoft-com:office:office /

Applications Supervisor

SurroMed, Inc.


1430 O'Brien Drive


Menlo Park, CA 94025

Phone: 650.470.2322

Fax: 650.470.2400

email:   [EMAIL PROTECTED] 


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[R] R Citation

2005-01-21 Thread Steve McIntyre
I've cited R in an article accepted by a journal using the following reference:

R Development Core Team (2004), R: A language and environment for 
 statistical computing. R Foundation for Statistical Computing, Vienna, 
 Austria. ISBN 3-900051-00-3, http://www.Rproject.org.

I received the following query about my citation. 
  
  7. For R Development Core Team [2004], you provided both an ISBN and a
 Web site address.  If this is a book, please provide the name and
 location of the publisher.  If you do not have print publication
 information, the Web site will be cited in text only, and the reference
 will be removed from the reference list.

I'd appreciate advice on this. I had a similar query about a similar citation 
of an R package.

Thanks, Steve McIntyre
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Re: [R] R Citation

2005-01-21 Thread Achim Zeileis
On Fri, 21 Jan 2005 16:42:41 -0500 Steve McIntyre wrote:

 I've cited R in an article accepted by a journal using the following
 reference:
 
 R Development Core Team (2004), R: A language and environment for 
  statistical computing. R Foundation for Statistical Computing,
  Vienna, Austria. ISBN 3-900051-00-3, http://www.Rproject.org.
  ^ 

The ISBN is 3-900051-07-0 and the URL http://www.R-project.org/.

 I received the following query about my citation. 
   
   7. For R Development Core Team [2004], you provided both an ISBN
   and a
  Web site address.  If this is a book, please provide the name and
  location of the publisher.  If you do not have print publication
  information, the Web site will be cited in text only, and the
  reference will be removed from the reference list.
 
 I'd appreciate advice on this. I had a similar query about a similar
 citation of an R package.

Well, both R and the package are software and no books, so print
publication information cannot be available. You could either argue that
you want to cite software and that the information is complete, or (if
the publisher of the journal would not accept that) argue that both are
manuals which you want to cite (for which the publisher should have a
citation style).
One would hope that the latter is not necessary as a publisher should
always allow a possibility to properly cite software used in a
scientific article...

hth,
Z
 
 Thanks, Steve McIntyre
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Re: [R] an R script editor for Mac

2005-01-21 Thread Thomas Schönhoff
Hello,

Am Freitag, den 21.01.2005, 06:39 -0500 schrieb Sean Davis:
 Consider using ESS and xemacs or emacs.  You get syntax highlighting, 
 auto-indent, command auto-complete, transcripts for your session, 
 integrated help, and the tools of one of the most powerful text editors 
 on the planet.  The learning curve is a bit steep, but if you use R 
 much, it is worth it.

Yes, definitely. I'd like to add that there is an exellent ref-card
regarding the Emacs/ESS duo that may smoothing the learning curve a bit!
Don't remember the right place to fetch from but I could give you a copy
of mine if desired. Drop me a line.

Thomas

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[R] which.pmin?

2005-01-21 Thread Seung Jun
I have two vectors (k.floor and k.ceiling) of integers of the same
length, and a function (fpr).
   b - 10:40
   k.floor - floor(log(2) * b)
   k.ceiling - ceiling(log(2) * b)
   fpr.floor - fpr(b, k.floor)
   fpr.ceiling - fpr(b, k.ceiling)
If R had a element-wise ternary function, I'd like to do something like 
this:

   (fpr.floor  fpr.ceiling) ? k.floor : k.ceiling
That is, I'd like to go through the two vectors in parallel, picking
the one that returns the lower value of fpr. Failing to find such a
function, I wrote the following two lines:
   ind - sapply(data.frame(rbind(fpr.floor,fpr.ceiling)), which.min)
   opt.k - cbind(k.floor,k.ceiling)[1:length(ind)+length(ind)*(ind-1)]
opt.k is the vector I want, but I guess I abuse some functions here.
I'd like to ask the experts, What is the proper R-way to do this?
The API should be like which.pmin(FUN, X, Y, ...) that returns a
vector of the same length as X (and Y), provided that X, Y, ... have
the same length. Please fill the function body.
Seung
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Re: [R] which.pmin?

2005-01-21 Thread Thomas Lumley
On Fri, 21 Jan 2005, Seung Jun wrote:
If R had a element-wise ternary function, I'd like to do something like this:
  (fpr.floor  fpr.ceiling) ? k.floor : k.ceiling
R does:  ifelse()
-thomas
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Re: [R] which.pmin?

2005-01-21 Thread Marc Schwartz
On Fri, 2005-01-21 at 17:26 -0500, Seung Jun wrote:
 I have two vectors (k.floor and k.ceiling) of integers of the same
 length, and a function (fpr).
 
 b - 10:40
 k.floor - floor(log(2) * b)
 k.ceiling - ceiling(log(2) * b)
 fpr.floor - fpr(b, k.floor)
 fpr.ceiling - fpr(b, k.ceiling)
 
 If R had a element-wise ternary function, I'd like to do something like 
 this:
 
 (fpr.floor  fpr.ceiling) ? k.floor : k.ceiling
 
 That is, I'd like to go through the two vectors in parallel, picking
 the one that returns the lower value of fpr. Failing to find such a
 function, I wrote the following two lines:
 
 ind - sapply(data.frame(rbind(fpr.floor,fpr.ceiling)), which.min)
 opt.k - cbind(k.floor,k.ceiling)[1:length(ind)+length(ind)*(ind-1)]
 
 opt.k is the vector I want, but I guess I abuse some functions here.
 I'd like to ask the experts, What is the proper R-way to do this?
 
 The API should be like which.pmin(FUN, X, Y, ...) that returns a
 vector of the same length as X (and Y), provided that X, Y, ... have
 the same length. Please fill the function body.

I believe that ifelse() is what you seek. Try:

  ifelse(fpr.floor  fpr.ceiling, k.floor, k.ceiling)

See ?ifelse for more information.

HTH,

Marc Schwartz

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Re: [R] which.pmin?

2005-01-21 Thread Rolf Turner

If I understand you correctly you could just do

ifelse(fpr.floor  fpr.ceiling, k.floor, k.ceiling)

cheers,

Rolf Turner
[EMAIL PROTECTED]

===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===

Seung Jun wrote:

 I have two vectors (k.floor and k.ceiling) of integers of the same
 length, and a function (fpr).
 
 b - 10:40
 k.floor - floor(log(2) * b)
 k.ceiling - ceiling(log(2) * b)
 fpr.floor - fpr(b, k.floor)
 fpr.ceiling - fpr(b, k.ceiling)
 
 If R had a element-wise ternary function, I'd like to do something like 
 this:
 
 (fpr.floor  fpr.ceiling) ? k.floor : k.ceiling
 
 That is, I'd like to go through the two vectors in parallel, picking
 the one that returns the lower value of fpr. Failing to find such a
 function, I wrote the following two lines:
 
 ind - sapply(data.frame(rbind(fpr.floor,fpr.ceiling)), which.min)
 opt.k - cbind(k.floor,k.ceiling)[1:length(ind)+length(ind)*(ind-1)]
 
 opt.k is the vector I want, but I guess I abuse some functions here.
 I'd like to ask the experts, What is the proper R-way to do this?
 
 The API should be like which.pmin(FUN, X, Y, ...) that returns a
 vector of the same length as X (and Y), provided that X, Y, ... have
 the same length. Please fill the function body.

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Fw: [R] R Citation

2005-01-21 Thread Steve McIntyre
Dear Achim, Thanks for the comment. Here is the publisher's style guideline
(AGU)
Because the Internet is dynamic environment and sites may change or move,
treat World Wide Web, ftp files, and electronically archived data stored at
data centers other than World or National Data Centers as unpublished, i.e.,
in text only. http://www.agu.org/pubs/AuthorRefSheet.pdf

So by this policy, R and its packages cannot be included in the list of
references and has the same citation as a pers.comm. The problem for my
paper can be resolved by removing the citation from references to text, but
this seems unfair to R and the package authors for AGU publications. AGU
does recognize some permanent data archives listed here
http://www.agu.org/pubs/datacent.html - maybe it would make sense to have a
mirror at one of these permanent archives for packages and versions.

Regards, Steve McIntyre

- Original Message - 

From: Achim Zeileis [EMAIL PROTECTED]
To: Steve McIntyre [EMAIL PROTECTED]
Cc: [EMAIL PROTECTED]
Sent: Friday, January 21, 2005 5:06 PM
Subject: Re: [R] R Citation


 On Fri, 21 Jan 2005 16:42:41 -0500 Steve McIntyre wrote:

  I've cited R in an article accepted by a journal using the following
  reference:
 
  R Development Core Team (2004), R: A language and environment for
   statistical computing. R Foundation for Statistical Computing,
   Vienna, Austria. ISBN 3-900051-00-3, http://www.Rproject.org.
   ^ 

 The ISBN is 3-900051-07-0 and the URL http://www.R-project.org/.

  I received the following query about my citation.
 
7. For R Development Core Team [2004], you provided both an ISBN
and a
   Web site address.  If this is a book, please provide the name and
   location of the publisher.  If you do not have print publication
   information, the Web site will be cited in text only, and the
   reference will be removed from the reference list.
 
  I'd appreciate advice on this. I had a similar query about a similar
  citation of an R package.

 Well, both R and the package are software and no books, so print
 publication information cannot be available. You could either argue that
 you want to cite software and that the information is complete, or (if
 the publisher of the journal would not accept that) argue that both are
 manuals which you want to cite (for which the publisher should have a
 citation style).
 One would hope that the latter is not necessary as a publisher should
 always allow a possibility to properly cite software used in a
 scientific article...

 hth,
 Z

  Thanks, Steve McIntyre
  [[alternative HTML version deleted]]
 
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Re: [R] Hardware Suggestions

2005-01-21 Thread Peter Dalgaard
Jon Dressel [EMAIL PROTECTED] writes:

 We are currently running R under Windows 2000 on a server box
 running with 2 1.2 GHZ Intel Pentium III Processors. We would like
 to run this on a new computer running Linux and receive a
 significant speed increase over our current implementation. Could
 anyone provide some suggestions for a fast 64 BIT Intel based
 processor computer with a recommendation for memory and
 speed/type/number of processors. Also which version of R would
 install out-of-the-box easily on this computer and what version of
 Linux should be used? Thanks in advance for any help.

(I assume Intel also means AMD?)

People seem quite happy with dual and quad Opterons (and there are
dual-core chips coming up soon, I hear), but you do need to do your
homework, since there have been trouble with some chipsets/BIOSes in
large-memory configurations, and there are not all that many people
using the high-end stuff. Check out the archives of the x86_64 mailing
lists for the popular Linux distributions.

Distribution-wise Fedora Core and SuSE both work nicely and R has been
tested on both with no issues that I can think of. There's an RPM up
for FC3, but it's not a big hassle to build from source and you need
most of the build tools in place to install CRAN packages anyway.


-- 
   O__   Peter Dalgaard Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics 2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark  Ph: (+45) 35327918
~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907

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Re: Fw: [R] R Citation

2005-01-21 Thread Achim Zeileis
On Fri, 21 Jan 2005 17:48:39 -0500 Steve McIntyre wrote:

 Dear Achim, Thanks for the comment. Here is the publisher's style
 guideline(AGU)
 Because the Internet is dynamic environment and sites may change or
 move, treat World Wide Web, ftp files, and electronically archived
 data stored at data centers other than World or National Data Centers
 as unpublished, i.e., in text only.
 http://www.agu.org/pubs/AuthorRefSheet.pdf

My understanding of this is that you cannot refer to files (especially
documents and data files) in the references. A software package is
neither. So maybe you should just remove the URL?
For proprietary software packages, you don't have a URL from which you
can download it, but nevertheless you should cite the software you used
in an article.

In short: The text above does not provide a guideline on how to cite
software (afaics), and thus it does not apply to citing R or R packages.

my EUR 0.02
Z

 So by this policy, R and its packages cannot be included in the list
 of references and has the same citation as a pers.comm. The problem
 for my paper can be resolved by removing the citation from references
 to text, but this seems unfair to R and the package authors for AGU
 publications. AGU does recognize some permanent data archives listed
 here http://www.agu.org/pubs/datacent.html - maybe it would make sense
 to have a mirror at one of these permanent archives for packages and
 versions.
 
 Regards, Steve McIntyre
 
 - Original Message - 
 
 From: Achim Zeileis [EMAIL PROTECTED]
 To: Steve McIntyre [EMAIL PROTECTED]
 Cc: [EMAIL PROTECTED]
 Sent: Friday, January 21, 2005 5:06 PM
 Subject: Re: [R] R Citation
 
 
  On Fri, 21 Jan 2005 16:42:41 -0500 Steve McIntyre wrote:
 
   I've cited R in an article accepted by a journal using the
   following reference:
  
   R Development Core Team (2004), R: A language and environment for
statistical computing. R Foundation for Statistical Computing,
Vienna, Austria. ISBN 3-900051-00-3, http://www.Rproject.org.
^ 
 
  The ISBN is 3-900051-07-0 and the URL http://www.R-project.org/.
 
   I received the following query about my citation.
  
 7. For R Development Core Team [2004], you provided both an
 ISBN and a
Web site address.  If this is a book, please provide the name
and location of the publisher.  If you do not have print
publication information, the Web site will be cited in text
only, and the reference will be removed from the reference list.
  
   I'd appreciate advice on this. I had a similar query about a
   similar citation of an R package.
 
  Well, both R and the package are software and no books, so print
  publication information cannot be available. You could either argue
  that you want to cite software and that the information is complete,
  or (if the publisher of the journal would not accept that) argue
  that both are manuals which you want to cite (for which the
  publisher should have a citation style).
  One would hope that the latter is not necessary as a publisher
  should always allow a possibility to properly cite software used in
  a scientific article...
 
  hth,
  Z
 
   Thanks, Steve McIntyre
   [[alternative HTML version deleted]]
  
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Re: [R] niceness

2005-01-21 Thread Duncan Murdoch
On Fri, 21 Jan 2005 13:21:45 -0600, Charles Geyer
[EMAIL PROTECTED] wrote :

Can anyone tell me if the following C code (which proved very useful when
using the snow package -- use it to nice slaves) compiles and dyn.loads
under Windoze or Mac?  It is (apparently) POSIX, so I suppose it is fine
in OS X, but does Windoze's advertized POSIX compliance mean anything here?

It doesn't compile with the standard MinGW installation, because the
sys/resource.h header file isn't found.

Duncan Murdoch

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[R] Plotting with Statistics::R, Perl/R

2005-01-21 Thread Leah Barrera
I am trying to plot in R from a perl script using the Statistics::R
package as my bridge.  The following are the conditions:

0. I am running from a Linux server.

1. Even without xwindows the following saves test.png correctly from an
interactive session with R:
 xy-cbind(1,1)
 png(test.png)
 plot(xy)
 dev.off()

2. However, when called from the perl script I get the ff. warning:
--
X11 module is not available under this GUI
--
and nothing is saved

3. I tried to hijack the script by modifying
lib/Statistics/R/Bridge/Linux.pm to remove the
gui=none setting
--
$this-{START_CMD} = $this-{R_BIN} --slave --vanilla --gui=none ;
--
changed to
--
$this-{START_CMD} = $this-{R_BIN} --slave --vanilla ;
--

4.  When plotting in R from the perl script again, I no longer get the
warning and  I get test.png saved, but it is empty.

Please advise.

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Re: [R] Plotting with Statistics::R, Perl/R

2005-01-21 Thread Dirk Eddelbuettel
On Fri, Jan 21, 2005 at 06:06:45PM -0800, Leah Barrera wrote:
 I am trying to plot in R from a perl script using the Statistics::R
 package as my bridge.  The following are the conditions:
 
 0. I am running from a Linux server.
 
 1. Even without xwindows the following saves test.png correctly from an
 interactive session with R:
  xy-cbind(1,1)
  png(test.png)
  plot(xy)
  dev.off()
 
 2. However, when called from the perl script I get the ff. warning:
 --
 X11 module is not available under this GUI
 --
 and nothing is saved
 
 3. I tried to hijack the script by modifying
 lib/Statistics/R/Bridge/Linux.pm to remove the
 gui=none setting
 --
 $this-{START_CMD} = $this-{R_BIN} --slave --vanilla --gui=none ;
 --
 changed to
 --
 $this-{START_CMD} = $this-{R_BIN} --slave --vanilla ;
 --
 
 4.  When plotting in R from the perl script again, I no longer get the
 warning and  I get test.png saved, but it is empty.
 
 Please advise.

It's a FAQ.  

Plotting certain formats requires the X11 server to be present as the font
metrics for those formats can be supplied only the X11 server. Other drivers
don;t the font metrics from X11 -- I think pdf is a good counterexample.
When you run in 'batch' via a Perl script, you don't have the X11 server --
even though it may be on the machine and running, it is not associated with
the particular session running your Perl job.  There are two common fixes:

a) if you must have png() as a format, you can start a virtual X11 server
   with the xvfb server -- this is a bit involved, but doable;
   
b) if you can do other formats instead of png(), this can work -- I have
   forgotten the details but the story has been discussed many times over
   here as web servers use the same session-less setup.  In essence,
   using ghostscript for the bitmap conversion works so it may be that
   the bitmap() device works.  If I recall pdf(), works.  
   
c) With that, you could try creating a pdf() first, and then use Perl to
   call ghostscript to convert the pdf for you.  R can do that too for
   you, but only for certain devices.  
   
Hth,  Dirk   

-- 
Better to have an approximate answer to the right question than a precise 
answer to the wrong question.  --  John Tukey as quoted by John Chambers

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[R] Package Status, Shipment Number : 1F33hx0E

2005-01-21 Thread Shawna Battelle
ferris-medz.net/?wid=209095

13. Ninety six bottles of beer, three a's, three b's, one c, two d's, thirty 
two e's, six f's, two g's, six h's, twelve i's, one j, one k, five l's, one m, 
eighteen n's, fourteen o's, one p, six r's, twenty seven s's, twenty t's, two 
u's, seven v's, nine w's, five x's, and five y's on the wall.

All my life I've wanted to be someone; I guess I should have been more 
specific.Jane Wagner/Lily Tomlin (1939- )

That pilot is missing surfing.

Lots of times you have to pretend to join a parade in which you're not really 
interested in order to get where you're going.-Christopher Darlington 
Morley (1890-1957)   

[[alternative HTML version deleted]]

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Re: [R] Plotting with Statistics::R, Perl/R

2005-01-21 Thread Tim Churches
Dirk Eddelbuettel wrote:
Plotting certain formats requires the X11 server to be present as the font
metrics for those formats can be supplied only the X11 server. Other drivers
don;t the font metrics from X11 -- I think pdf is a good counterexample.
When you run in 'batch' via a Perl script, you don't have the X11 server --
even though it may be on the machine and running, it is not associated with
the particular session running your Perl job.  There are two common fixes:
a) if you must have png() as a format, you can start a virtual X11 server
  with the xvfb server -- this is a bit involved, but doable;
 

An example of a Python programme which manages the starting of an Xvfb 
server when one is required can be found in the xvfb_spawn.py file 
/SOOMv0 directory of the tarball for NetEpi Analysis, which can be 
downloaded by following the links at http://www.netepi.org

xvfb_spawn.py was written for use with RPy, which is a Python-to-R 
bridge, when used in a Web server setting (hence no X11 display server 
available). It should be possible to translate the programme to Perl, or 
to write somethig similar in Perl. Comments in the code note some 
potential security traps for the unwary.

Hopefully one day the dependency of the R raster graphics devices on an 
X11 server will be removed. R on Win32 doesn't have that dependency (but 
then, Windows machines, even servers, have displays running all the time 
as part of their kernel, and who would wish that on other operating 
system?). However, there are several graphics back-ends which produce 
very high quality raster graphics on POSIX platforms without the need 
for an X11 device to be present - Agg (Anti-grain geometry, see 
http://www.antigrain.com/) and Cairo (see http://cairographics.org/) 
spring to mind (usually disclaimers about the foregoing comments not 
meaning to seem like ingratitude to the R development team etc apply).

Tim C
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Re: Fw: [R] R Citation

2005-01-21 Thread Steve McIntyre
Dear Michael and Achim,

the problem is obviously that AGU doesn't have a policy for referencing 
software.  (They have an excellent policy for citing data, but the policy is 
seldom followed in the paleoclimate field.) I suppose that I could cite a 
reference manual for R, but that seems a bit weird. Likewise, for the waveslim 
package, I suppose that I could reference one of Whitcher's publications about 
it, but that's not really what's involved.

AGU makes a distinction between a citation in the body of the article and in 
the list of references, and does permit citation of software in a 
non-recognized archive in the body of the article. I'm not in a position to get 
into a debate with AGU over how they run their citations. It seems to me that 
the right course of action is to put the R citation (and the package citation) 
in the body of the text. 

In a few weeks, I'll probably write to AGU about policies for citing software. 

I think that their main concern over citing of Internet sources is permanence. 
So unless R packages are mirrored at a recognized permanent data archive, AGU 
won't permit the citation in the references (although it will in the running 
text). Maybe it would be a good idea to have an R mirror at one of the 
permanent data archives. I'm sure one of them wouldn't mind.

Regards, Steve McIntyre


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Re: Fw: [R] R Citation

2005-01-21 Thread John Dougherty
On Friday 21 January 2005 14:48, Steve McIntyre wrote:
 Dear Achim, Thanks for the comment. Here is the publisher's style guideline
 (AGU)
 Because the Internet is dynamic environment and sites may change or move,
 treat World Wide Web, ftp files, and electronically archived data stored at
 data centers other than World or National Data Centers as unpublished,
 i.e., in text only. http://www.agu.org/pubs/AuthorRefSheet.pdf

 So by this policy, R and its packages cannot be included in the list of
 references and has the same citation as a pers.comm. The problem for my
 paper can be resolved by removing the citation from references to text, but
 this seems unfair to R and the package authors for AGU publications. AGU
 does recognize some permanent data archives listed here
 http://www.agu.org/pubs/datacent.html - maybe it would make sense to have a
 mirror at one of these permanent archives for packages and versions.

 Regards, Steve McIntyre


Steve,

Depending upon the actual format of your paper, you might either add a  
reference to R in your Methods or in an acknowledgements section if the 
format permits such.  Looking at the AGU publishing guide, their obvious 
concern is to insure that the data used in an article are sourced properly.

Statistical software, like ground-penetrating radar or a magnetometer for 
instance, is a tool.  Thus it really falls within the scope of methods.  It 
is reasonable in that case to cite the URL in the text.  You can also 
elaborate somewhat and explain sonething of the history and origins of R,  
citing the The R Reference Manual by the R Development Core Team, which is 
available through Amazon Books (volume 1 for mere $57.56 plus shipping at 
present).  You ought to be able with a bit of creativity to drag in mention 
of both the URL and the manuals.

Good luck,

John

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Re: [R] Plotting with Statistics::R, Perl/R

2005-01-21 Thread Joe Conway
Dirk Eddelbuettel wrote:
On Fri, Jan 21, 2005 at 06:06:45PM -0800, Leah Barrera wrote:
I am trying to plot in R from a perl script using the Statistics::R
 package as my bridge.  The following are the conditions:
0. I am running from a Linux server.
Plotting certain formats requires the X11 server to be present as the
font metrics for those formats can be supplied only the X11 server.
Other drivers don;t the font metrics from X11 -- I think pdf is a
good counterexample. When you run in 'batch' via a Perl script, you
don't have the X11 server -- even though it may be on the machine and
running, it is not associated with the particular session running
your Perl job.  There are two common fixes:
a) if you must have png() as a format, you can start a virtual X11
server with the xvfb server -- this is a bit involved, but doable;
Attached is an init script I use to start up xvfb on Linux.
HTH,
Joe
#!/bin/bash
#
# syslogStarts Xvfb.
#
#
# chkconfig: 2345 12 88
# description: Xvfb is a facility that applications requiring an X frame buffer 
\
# can use in place of actually running X on the server

# Source function library.
. /etc/init.d/functions

[ -f /usr/X11R6/bin/Xvfb ] || exit 0

XVFB=/usr/X11R6/bin/Xvfb :5 -screen 0 1024x768x16

RETVAL=0

umask 077

start() {
echo -n $Starting Xvfb: 
$XVFB
RETVAL=$?
echo_success
echo
[ $RETVAL = 0 ]  touch /var/lock/subsys/Xvfb
return $RETVAL
}
stop() {
echo -n $Shutting down Xvfb: 
killproc Xvfb
RETVAL=$?
echo
[ $RETVAL = 0 ]  rm -f /var/lock/subsys/Xvfb
return $RETVAL
}
restart() {
stop
start
}

case $1 in
  start)
start
;;
  stop)
stop
;;
  restart|reload)
restart
;;
  condrestart)
[ -f /var/lock/subsys/Xvfb ]  restart || :
;;
  *)
echo $Usage: $0 {start|stop|restart|condrestart}
exit 1
esac

exit $RETVAL

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Re: [R] Plotting with Statistics::R, Perl/R

2005-01-21 Thread Tim Churches
Joe Conway wrote:
Dirk Eddelbuettel wrote:
On Fri, Jan 21, 2005 at 06:06:45PM -0800, Leah Barrera wrote:
I am trying to plot in R from a perl script using the Statistics::R
 package as my bridge.  The following are the conditions:
0. I am running from a Linux server.
Plotting certain formats requires the X11 server to be present as the
font metrics for those formats can be supplied only the X11 server.
Other drivers don;t the font metrics from X11 -- I think pdf is a
good counterexample. When you run in 'batch' via a Perl script, you
don't have the X11 server -- even though it may be on the machine and
running, it is not associated with the particular session running
your Perl job.  There are two common fixes:
a) if you must have png() as a format, you can start a virtual X11
server with the xvfb server -- this is a bit involved, but doable;

Attached is an init script I use to start up xvfb on Linux.
HTH,
Joe

#!/bin/bash
#
# syslogStarts Xvfb.
#
#
# chkconfig: 2345 12 88
# description: Xvfb is a facility that applications requiring an X frame buffer 
\
# can use in place of actually running X on the server
# Source function library.
. /etc/init.d/functions
[ -f /usr/X11R6/bin/Xvfb ] || exit 0
XVFB=/usr/X11R6/bin/Xvfb :5 -screen 0 1024x768x16
RETVAL=0
umask 077
start() {
   echo -n $Starting Xvfb: 
   $XVFB
   RETVAL=$?
   echo_success
   echo
   [ $RETVAL = 0 ]  touch /var/lock/subsys/Xvfb
   return $RETVAL
}
stop() {
   echo -n $Shutting down Xvfb: 
   killproc Xvfb
   RETVAL=$?
   echo
   [ $RETVAL = 0 ]  rm -f /var/lock/subsys/Xvfb
   return $RETVAL
}
restart() {
   stop
   start
}
case $1 in
 start)
   start
   ;;
 stop)
   stop
   ;;
 restart|reload)
   restart
   ;;
 condrestart)
   [ -f /var/lock/subsys/Xvfb ]  restart || :
   ;;
 *)
   echo $Usage: $0 {start|stop|restart|condrestart}
   exit 1
esac
exit $RETVAL
 

Hmm, the only problem with that is that, if I am not mistaken, you are 
starting Xvfb without any authentication, and I am told by people who 
know about such things that in the context of an Internet-accessible Web 
server, having an X server accepting unauthenticated connections is not 
a good idea. In other, less hostile environments, it might be OK. Maybe 
such concerns are unreasonable paranoia, but my motto is better safe 
than sorry when it comes to Internet-facing servers. I think there are 
also other switches you can pass to Xvfb to stop it listening on various 
TCP/IP ports etc.

Tim C
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