Thanks for your answer, Adai!
Being a newbie, I finally tried a lot of things and
wasted a stack of paper in
order to get a black white printer printable chart
of good quality.
My experiences are the following:
* do never (!) use the alpha correction color settings
for transparency if the
Thanks for your answer, Adai!
Being a newbie, I finally tried a lot of things and
wasted a stack of paper in
order to get a black white printer printable chart
of good quality.
My experiences are the following:
* do never (!) use the alpha correction color settings
for transparency if the
Hi,
I use R [EMAIL PROTECTED] I ran into the following problem when using
barchart() and would like to ask if there is a solution for it other
than using fix().
My data is:
class(b)
[1] data.frame
unclass(b)
$uint
[1] 84 42 71 82 80 123 13 1 15 77 61 56 62 27 100 87 110 191 71
Hello. I want to fit a smoother spline (or an equivalent local
regression method) to a series of data in which the initial value of the
1st derivative (slope) is constrained to a specific value. Is it
possible to do this? If so, how?
- you should be able to modify the example in the help
Hello,
I apologize for this question that may has been asked a lot of times
but I could not go through it.
I create a multivariate time series containing NA values. (This
dataset of time series can come directly from an imported file).
I want to compute a linear regression and obtain a time
Dear Sirs,
I am trying to perform a garch analysis to some data time series.Therefore,
I've downloaded the package tseries, as the garch analysis is not available
in the main R program.When I try to load the tseries package from the
R-Console screen, the following message appears:
local({pkg
On Tue, Mar 01, 2005 at 11:21:44PM -0800, Seth Falcon wrote:
On Feb 25, 2005, at 12:34 PM, [EMAIL PROTECTED] wrote:
Is is possible from within a function to cause its caller to return()?
This snippet may be of interest:
f = function(x) {
+ print(f)
+ g(return())
+ print(end of f)
R-packages leaps and subselect implement various methods of selecting best or
good subsets of predictor variables for linear regression models, but they do
not seem to be applicable to logistic regression models.
Does anyone know of software for finding good subsets of predictor variables for
Wittner, Ben wrote:
R-packages leaps and subselect implement various methods of selecting best or
good subsets of predictor variables for linear regression models, but they do
not seem to be applicable to logistic regression models.
Does anyone know of software for finding good subsets of
In good ol' Statview (now dearly departed) to complete a Scheffe
test you selected the independent variables and dependent variable
and it produced a table with the pairwise comparisons of the levels
of the factor. I'm looking for a system that is as basic, but can be
done using R and has
Hi, there is a package called quadprog in the CRAN page,
under Windonws version in the page
Index of /bin/windows/contrib/2.0
Fabrizio Consentino
On Wed, 2 Mar 2005 12:02:23 +0100
MARTIN CALMARZA AGUSTIN
[EMAIL PROTECTED] wrote:
Dear Sirs,
I am trying to perform a garch analysis to some data
Just out of curiosity, what is the difference between the terms for
package and library ? Why are we loading a package with the library()
command ?
If this is a case of RTFM, I would be happy to do so if pointed in the
right direction. I have searched the FAQ and mail archives and only came
up
hello,
i have a problem with the orientation of eps files produced with the
postscript() command. i have generated some eps files with R using:
postscript(file = filename, horizontal = FALSE, paper = special, onefile = F
ALSE, height = height, width = width, pointsize = pointsize)
now, when i
If you believe the fortunes package (or is it library) then your
answer is contained therein:
#59
Zhu Wang: I am trying to create a library which uses some Fortran
source files [...]
Douglas Bates: Someone named Martin Maechler will shortly be sending
you email regarding the distinction between
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Wittner, Ben
Sent: 02 March 2005 11:33
To: [EMAIL PROTECTED]
Subject: [R] subset selection for logistic regression
R-packages leaps and subselect implement various methods of
selecting best or
On Wed, 2005-03-02 at 13:42 +, Adaikalavan Ramasamy wrote:
Just out of curiosity, what is the difference between the terms for
package and library ? Why are we loading a package with the library()
command ?
If this is a case of RTFM, I would be happy to do so if pointed in the
right
You have to decided whether you want one single plot or 23 plots (one
for each chromosome). Since I suspect that, say, copy_num at the end of
Chromosome 1 and the copy_num at the start of Chromosome 2 are not
related (like time series data) and would suggest 23 plots instead.
# simulate data #
look at this message
http://tolstoy.newcastle.edu.au/R/devel/05/02/2148.html
and the thread it comes from for more info.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
On Wed, 2005-03-02 at 15:44 +0200, Andrew Collier wrote:
hello,
i have a problem with the orientation of eps files produced with the
postscript() command. i have generated some eps files with R using:
postscript(file = filename, horizontal = FALSE, paper = special,
onefile = F
ALSE,
Adaikalavan Ramasamy wrote:
Just out of curiosity, what is the difference between the terms for
package and library ? Why are we loading a package with the library()
command ?
If this is a case of RTFM, I would be happy to do so if pointed in the
right direction. I have searched the FAQ and mail
This is ghostscript feature, I believe. See here:
https://www.stat.math.ethz.ch/pipermail/r-devel/2003-October/027759.html
I usually do
setenv GS_OPTIONS -dAutoRotatePages=/None
in tcsh.
-roger
Andrew Collier wrote:
hello,
i have a problem with the orientation of eps files produced with the
Thank you to Marc Schwartz, Dimitris Rizopoulos and Uwe Ligges.
The discussions in R-devel thread was helpful. I think it is the usage
library(package) that confuses new users to confuse the term packages
with libraries.
Thank you.
Regards, Adai
On Wed, 2005-03-02 at 08:20 -0600, Marc
On Mar 2, 2005, at 4:13 AM, Jan T. Kim wrote:
I may be dumb today, but doesn't that beg the question of how does g
cause f not to return?
No, I think my post doesn't really help you. In the context of a
recursive function, the code I posted provides a way to jump out of the
recursion which is a
b$month - substring(bb$all$month, 3)
b$year - substring(bb$all$month, 1, 2)
Ah well, I have to make it a factor. Thank you.
Regards,
Thomas.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting
dr mike wrote:
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Wittner, Ben
Sent: 02 March 2005 11:33
To: [EMAIL PROTECTED]
Subject: [R] subset selection for logistic regression
R-packages leaps and subselect implement various methods of
selecting
I am trying to get the same text printed on each page of a multi-page
series of bar charts. The text need to appear in the upper left-hand
corner of the page, outside of the plot area. A watermark might be the
closest analogy to what I am after
This is what I have so far:
PData -
To clarify Frank's remark ...
A prominent theme in statistical research over at least the last 25 years
(with roots that go back 50 or more, probably) has been the superiority of
shrinkage methods over variable selection. I also find it distressing that
these ideas have apparently not penetrated
I feel like a complete dolt, as I know this question has been asked by
others on a fairly regular basis, but I'm going in circles trying to get
the following to work:
id.prob-function (tt)
{
library(mvtnorm)
#
Makeham-function(tt)
{
a2=0.030386513
a3=0.006688287
MARTIN CALMARZA AGUSTIN wrote:
Dear Sirs,
I am trying to perform a garch analysis to some data time series.Therefore, I've downloaded the
package tseries, as the garch analysis is not available in the main R program.When I
try to load the tseries package from the R-Console screen, the following
Wollenberg, Kurt R wrote:
Hello all:
I have written a few R scripts and am trying to turn them into a package for
submission to CRAN. All of these scripts are R code only, no C or C++ or
anything else. I'm working with R 2.0.1 running on a Windows XP machine. So
far running rcmd install --build
I can't help you answer your specific question, but after you
figure it out, would you please rerun the analysis, say, 1,000 times
after randomly permuting your response variable each time (or bootstrap
sampling therefrom). I would be interested in your comparison of your
actual results
On Wednesday 02 March 2005 09:29, Bock, Michael wrote:
I am trying to get the same text printed on each page of a multi-page
series of bar charts. The text need to appear in the upper left-hand
corner of the page, outside of the plot area. A watermark might be
the closest analogy to what I am
Yes, and it happens because by default R's plots have rotated text on the
y axis, and it is this that tends to trigger auto-rotation.
The answer is in
https://www.stat.math.ethz.ch/pipermail/r-devel/2003-October/027766.html
various other items in the thread being off the point.
On Wed, 2 Mar
Lyle W. Konigsberg wrote:
I feel like a complete dolt, as I know this question has been asked by
others on a fairly regular basis, but I'm going in circles trying to get
the following to work:
id.prob-function (tt)
{
library(mvtnorm)
#
Makeham-function(tt)
{
Perhaps I should not write it because I will discredit myself with this
but...
Suppose I have a setup with 100 variables and some 1000 cases and I want to
boil down the number of variables to a maximum of 10 for practical reasons
even if I lose 10% prediction quality by this (for example because
Is there a way to apply a function, say cor(), to each combination of some
number of variables, and this, without using loops?
For example, I have day, hour, var1 and var2. How could I compute
cor(var1,var2) for each day*hour combination and obtain a matrix with day,
hour and the cor value for
XLSolutions Corporation (www.xlsolutions-corp.com) is proud to
announce 2-day R/S-plus Fundamentals and Programming
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New York, NY April 14th -15th,
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Dear all,
Here is an issue I often stumble on.
1- colunm types in data.frames.
---
d - data.frame(x=as.character(c(a, b, c)), y=as.numeric(c(1, 2, 3)))
d
x y
1 a 1
2 b 2
3 c 3
is.numeric(d[1,2])
[1] TRUE
is.numeric(d[1,1])
[1] FALSE
apply(d, c(1,2),
I also had problems with the rotation of eps files in LaTeX presentations.
Now, I produce eps files in R with postscript( ), 'distill' it with ps2eps,
make a pdf with epstopdf, include it in my LaTeX file with \pgfimage{ },
use LaTeX class beamer (http://latex-beamer.sourceforge.net) and compile
On Wed, 2005-03-02 at 17:02 +, Prof Brian Ripley wrote:
Yes, and it happens because by default R's plots have rotated text on the
y axis, and it is this that tends to trigger auto-rotation.
The answer is in
https://www.stat.math.ethz.ch/pipermail/r-devel/2003-October/027766.html
R version: 2.0.0
OS: Fedora Core 1
When I'm using Fedora Core 1, Rplots.ps (and subsequent Rplots.pdf
created after using ps2pdf Rplots.ps) which are created from the command
line execution of R are too large to fit on a US Letter sized page when
printed. The same code will produce a US letter
Vincent Detours wrote:
Dear all,
Here is an issue I often stumble on.
1- colunm types in data.frames.
---
d - data.frame(x=as.character(c(a, b, c)), y=as.numeric(c(1, 2, 3)))
d
x y
1 a 1
2 b 2
3 c 3
is.numeric(d[1,2])
[1] TRUE
is.numeric(d[1,1])
[1] FALSE
apply(d,
I'm a computer science graduate student studying machine learning and
rule-based induction. I'd like to explore if it is possible to predict
future disease rates based on medical data.
However, medical claims data like this is usually only collected by
insurance companies who aren't going to
Clint Harshaw wrote:
R version: 2.0.0
OS: Fedora Core 1
[...]
How do I set (in Fedora Core 1) the paper size for R to US letter, so
I can run my commands R baseballsalary.R output --vanilla -q from the
terminal?
About 15 minutes after I sent this question in to the list, I found some
help
This *is* in the R-admin manual that the INSTALL file asks you to read,
and also in configure --help. There is even an loud hint for `North
American readers'. If you have not read that, you need to.
At this stage, go to R_HOME/etc/Renviron and change the default for
R_PAPERSIZE to one of the
I would like to limit the significant figures of the calibrated
parameters determined by genoud() in the Rgenoud package. Below is some
example output, where column 1 is model run number, columns 2-7 are the
parameter values, and columns 8-12 are model fit statistics. I would
like genoud to
you could use something like
by(data, list(data1$day, data1$hour), function(x) cor(x[,var1], x[,
var2]))
This will return a list and then you can unlist and turn to matrix
HTH
Is there a way to apply a function, say cor(), to each combination of some
number of variables, and this, without
Hi,
Could anyone provide the formula of the statistics which the wilcox.test
used for the two-sample rank-sum test? I got some statistics of 0 values,
but it is impossible to have 0 rank-sum. Does the function use the
Mann-Whitney U test statistics? Thanks.
Ting-Yuan Liu
R is open source, so you can read the code yourself!
stats:::wilcox.test.default
-- 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:
NOTE: I have read the FAQ, Verzani's book, Rtips, and googled.
For various reasons I don't want to use a density plot when comparing
two distributions, I would prefer to have interleaved histograms over
the same ranges.
In addition to this, I would also like to normalize the two histograms
so
Back on January 16, a message on R-help from Ravi Varadhan described a
problem with gnls using weights=varPower(). The problem was that the
fit failed with error
Error in eval(expr, envir, enclos) : Object . not found
I can reliably get this error in version 2.0.1-patched 2004-12-09 on
Windows
Dear R gurus,
Below is a part of the R output. Please consider the two lines:
data
model.matrix(m1)
Is there a way of suppressing the observation numbers 1, 2, ...27 in the
output (I don't want these number to appear in the output)?
Regards,
NKN
# Orthogonal blocking
Does anyone know an easy way to calculate the rolling 20 period average
or sum of a vector?
For instance:
x - rnorm(1000)
y - apply.subset(x,20,fun=sum)
The first element of y would contain the sum of elements 1 to 20, the
second element of y
would contain the sum of elements 2:21, and so on.
Dear R People:
I have a data frame with the variables calories, sodium and type,
where type is either zero or one.
I would like to produce a scatterplot with sodium on the horizontal,
calories on the vertical and have the dots be clear when type is one and
black when type is zero.
It can be
On Wed, 2 Mar 2005 [EMAIL PROTECTED] wrote:
Back on January 16, a message on R-help from Ravi Varadhan described a
problem with gnls using weights=varPower(). The problem was that the
fit failed with error
[...]
I'm sending this to r-help rather to the authors of nlme because I am
not sure where
Nam-Ky Nguyen wrote:
Below is a part of the R output. Please consider the two lines:
data
model.matrix(m1)
Is there a way of suppressing the observation numbers 1, 2, ...27 in the
output (I don't want these number to appear in the output)?
The (``relatively low level''?) function
On Thu, 3 Mar 2005, Nam-Ky Nguyen wrote:
Dear R gurus,
Below is a part of the R output. Please consider the two lines:
data
model.matrix(m1)
Is there a way of suppressing the observation numbers 1, 2, ...27 in the
output (I don't want these number to appear in the output)?
Actually, these are the
Try this:
?convolve
x-rnorm(1000)
y-rep(1,20)
z-convolve(x,y,type=filter)
plot(x,type=l)
str(z)
num [1:981] 6.31 7.28 8.16 7.39 4.65 ...
lines(c(rep(0,10),z,rep(0,10)),col=yellow,lwd=3)
lines(c(rep(0,10),z,rep(0,10))/length(y),col=red,lwd=3) #running mean
You wrote:
Does anyone know an
On Wed, 2 Mar 2005 17:22:43 -0500, Whit Armstrong
[EMAIL PROTECTED] wrote :
Does anyone know an easy way to calculate the rolling 20 period average
or sum of a vector?
For instance:
x - rnorm(1000)
y - apply.subset(x,20,fun=sum)
The first element of y would contain the sum of elements 1 to 20,
On Wed, 2005-03-02 at 17:22 -0500, Whit Armstrong wrote:
Does anyone know an easy way to calculate the rolling 20 period average
or sum of a vector?
For instance:
x - rnorm(1000)
y - apply.subset(x,20,fun=sum)
The first element of y would contain the sum of elements 1 to 20, the
Whit Armstrong whit at twinfieldscapital.com writes:
:
: Does anyone know an easy way to calculate the rolling 20 period average
: or sum of a vector?
:
: For instance:
: x - rnorm(1000)
:
: y - apply.subset(x,20,fun=sum)
:
: The first element of y would contain the sum of elements 1 to 20,
Thanks, everyone, for all the suggestions.
The rollFun turs out to be just what I needed.
Cheers,
Whit
-Original Message-
From: Kjetil Brinchmann Halvorsen [mailto:[EMAIL PROTECTED]
Sent: Wednesday, March 02, 2005 5:45 PM
To: Whit Armstrong
Cc: r-help@stat.math.ethz.ch
Subject: Re:
Christian Hennig wrote:
Perhaps I should not write it because I will discredit myself with this
but...
Suppose I have a setup with 100 variables and some 1000 cases and I want to
boil down the number of variables to a maximum of 10 for practical reasons
even if I lose 10% prediction quality by
On Wednesday 02 March 2005 16:24, Erin Hodgess wrote:
Dear R People:
I have a data frame with the variables calories, sodium and type,
where type is either zero or one.
I would like to produce a scatterplot with sodium on the horizontal,
calories on the vertical and have the dots be clear
hi
i have data which i think is coming from a power law
distribution P(X a) = c/a^k and i would like to find
the exponent and constant. i would like it to use my
experimental data to find c and k.
also, if i would like to create a new distribution, is
it easy to add to R, if so, how is that
Hi,
I was recently plowing through the docs of the quantreg package by Roger
Koenker and came across the total variation penalty approach to
1-dimensional spline fitting. I googled around a bit and have found some
papers originated in the image processing community, but (apart from
Roger's
You've cited one form of the Pareto distribution
(http://mathworld.wolfram.com/ParetoDistribution.html). A slightly
different form is available in Jim Lindsey's package rmutil. This is
not available CRAN, but can be assessed by www.r-project.org - search
- R site search - Jim Lindsey's
On Mar 2, 2005, at 6:25 PM, Vadim Ogranovich wrote:
I was recently plowing through the docs of the quantreg package by
Roger
Koenker and came across the total variation penalty approach to
1-dimensional spline fitting. I googled around a bit and have found
some
papers originated in the image
Hi Scott,
I would like genoud to internally limit parameters to 4 decimal
places as shown in this output.
Thanks for the question. I don't know what your application is but
you may want to use the integer datatype (data.type.int=TRUE) and then
rescale the parameters in your function to
Thank you VERY much for Brian's HINT and Rolf's ANSWER. NKN.
On Thu, 3 Mar 2005, Nam-Ky Nguyen wrote:
Dear R gurus,
Below is a part of the R output. Please consider the two lines:
data
model.matrix(m1)
Is there a way of suppressing the observation numbers 1, 2, ...27 in the
output (I
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