The main answer is to follow the examples in the book for which this is
support software. (That answer is in the R posting guide, too.)
plot.lda is in the MASS namespace, and can be seen via getAnywhere() (so
you can find them `anywhere'). panel.lda is defined in plot.lda.
You should almost
I am assuming that you want to do this empirically :
x0 - 0.899
x - c( rnorm(6000), rnorm(4000, mean=3) )
plot( d - density(x) )
y0 - approx( d$x, d$y, xout=x0 )$y # height at x0
segments( x0, 0, x0, y0, col=2 )
If you want a shaded effect, you can try the following :
xx - seq( x0,
Dear list,
I'm trying to mimic the analysis of Wedderburn (1974) as cited by
McCullagh and Nelder (1989) on p.328-332. This is the leaf-blotch on
barley example, and the data is available in the `faraway' package.
Wedderburn suggested using the variance function mu^2(1-mu)^2. This
variance
Dear R users
I encounter a problem when i perform a generalized linear mixed model (binary
data) with the lmer function (package lme4)
with R 2.1.0 on windows XP and the latest version of package lme4 (0.96-1)
and matrix (0.96-2)
both options PQL and Laplace for the method argument in lmer
Hi there,
I'm rying to 'turn' an Schunk in an .Rnw file(Xemacs-21.4.13, ESS-5.2.8,
R-2.1, miktex-2.4.1705).
Has anyone got the isorot package to work with Sweave?
JC
example test.Rnw:
\documentclass[a4paper]{article}
\usepackage{Sweave}
\usepackage{isorot}
\rotdriver{dvips}
\clockwise
hi,
i am using the RODBC package to read excel files using
odbcConnectExcel and susequently sqlFetch to read the contents of the
file.
the file that i use is just a matrix of numbers thats all. no headers
and column names. what happens is that the sqlFetch is not reading my
first row of numbers.
i am aware of this but i don't know why.
On Thu, 16 Jun 2005 10:31:25 +0200
Emmanuel Tillard [EMAIL PROTECTED] wrote:
Dear R users
I encounter a problem when i perform a generalized linear mixed model (binary
data) with the lmer function (package lme4)
with R 2.1.0 on windows XP and the
hi,
the specifications for my application call that the input file be in
excel only in the format i previously mentioned.
now if the approach you mention has to be used then the part of
converting has to be done automatically. this i found to be too
complex.
an alternative to that was to use MS
Hi Vivek,
I'm sure there must be an elegant way to interface R w ODBC connections, but
I find it simplest to create a macro in Access that exports the data (based
on a query or table) to a csv file, then use the R function read.csv() in
which you can specify header=FALSE if you wish. I've used
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph of
daily plots. These plots (in table[,2] below) span about 350 days and
looks very noisy. I'd like for this smoother to plot the average of each
group of 7 consecutive days (weekly) and show a line which
On Jun 16, 2005, at 8:04 AM, Bernard L. Dillard wrote:
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph
of
daily plots. These plots (in table[,2] below) span about 350 days and
looks very noisy. I'd like for this smoother to plot the average of
If I understood correctly, the following might be simpler (dat is the data
frame holding the data):
sum(ave(dat$x, dat$id, FUN=scale, scale=FALSE) *
+ ave(dat$y, dat$id, FUN=scale, scale=FALSE))
[1] 6.229377
Andy
From: Huntsinger, Reid
You could do something like
ids -
Hi Brian,
The factor Prior.f has 5 levels (1,2,3,4,5) which coxph deals with by
creating 4 dummy variables coded with 1 or zero. That's what I see when I
look at fit$x.
fit$x[1:5,]
Week LagAOO factor(Prior.f)2 factor(Prior.f)3 factor(Prior.f)4
31 22 000
are you looking the function decompose?
see ?decompose
On Thu, 16 Jun 2005 08:04:18 -0400 (EDT)
Bernard L. Dillard [EMAIL PROTECTED] wrote:
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph of
daily plots. These plots (in table[,2] below) span about
Dear WizaRds,
I am struggling to compute correctly a cluster sampling design. I want
to do one stage clustering with different parametric changes:
Let M be the total number of clusters in the population, and m the
number sampled. Let N be the total of elements in the population and n
From: Anderson de Rezende Rocha
Hello R-USERS,
I think some people didn't understand my question. What I want is to
use the training set to minimize the FALSE POSITIVE RATE.
I think it is possible. I sacrifice ACCURACY to have less FALSE
POSITIVES. I don't want a classifier result
You could use a VB macro in Excel to automate the data export in CSV
format, and it's not complex at all, for example:
Private Sub CommandButton1_Click()
Dim strB18 As String
strB18 = Me.Cells(18, 2)
'MsgBox Export Folder = strB18
On Error GoTo ErrHandler
Sheets(Inputs).SaveAs FileName:= _
On Thu, 16 Jun 2005 08:04:18 -0400 (EDT) Bernard L. Dillard wrote:
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph
of daily plots. These plots (in table[,2] below) span about 350 days
and looks very noisy. I'd like for this smoother to plot the
Thank you Dietrich.
The minipage suggestion works a treat.
Why does pdflatex and latex work differently though?
If I latex the modified code, the 'sideways' part is still horizontal, yet
when I use pdflatex it appears sideways?
JC Considine
-Original Message-
From: Dietrich
Hi all,
Does anyone know of a fairly easy way to stretch a heatmap
vertically? I've got 42 arrays and would like to be able to see as
many significant genes as possible (right now I can only get 50 genes
with it still being readable). In some comparisons there are several
hundred
Down to 17 if we carry on your idea using the matching property
on the left hand side, too. :-)
p$h=pmax(p$h,p$s)
Gabor Grothendieck writes:
Agree that this definitely should be pursued. :) In fact,
we can shave off several keystrokes by
- replacing p[[1]] with p[1] on the left hand
On Thu, 16 Jun 2005, Hanke, Alex wrote:
Hi Brian,
The factor Prior.f has 5 levels (1,2,3,4,5) which coxph deals with by
creating 4 dummy variables coded with 1 or zero. That's what I see when I
look at fit$x.
fit$x[1:5,]
Week LagAOO factor(Prior.f)2 factor(Prior.f)3 factor(Prior.f)4
31
It's a dumb mistake in the code. I missed a factor of 2 when
converting from deviance to log-likelihood in one place. I'll upload a
new version of the Matrix package. (It happens that all of the code
for lmer is in the Matrix package now so there is no need to update
the lme4 package.)
On
I have been working on using R to draw information-rich graphs based
on suggestions from The Visual Display of Quantitative Information
by Edward Tufte. Thanks to the members of the list who have helped me
with this.
I have now produced the first version of this code, which I used to
generate
On Jun 16, 2005, at 9:47 AM, Jacob Michaelson wrote:
Hi all,
Does anyone know of a fairly easy way to stretch a heatmap
vertically? I've got 42 arrays and would like to be able to see as
many significant genes as possible (right now I can only get 50 genes
with it still being readable).
On Thu, 16 Jun 2005, Mark Hempelmann wrote:
Dear WizaRds,
I am struggling to compute correctly a cluster sampling design. I want
to do one stage clustering with different parametric changes:
Let M be the total number of clusters in the population, and m the
number sampled. Let N be
Hello group,
For my research I should calculate the cross-correlation between two
time series.
I don't know if the function ccf can calculate this with series that
have NA values.
e.g. temperature:
15.5
NA
12.3
10.0
NA
14.2
15,3
Can you help me?
Thank you very much!
Laura
Dear Henric
I do not have a ready stock of other examples, but I do have my own
version of a family function for this, reproduced below. It differs
from yours (apart from being a regular family function rather than
using a modified quasi) in the definition of deviance residuals.
These
You might try passing 'na.contiguous' to the 'na.action' argument.
-roger
Laura De Vendictis wrote:
Hello group,
For my research I should calculate the cross-correlation between two
time series.
I don't know if the function ccf can calculate this with series that
have NA values.
e.g.
Thanks to Thomas, Brain and Ales,
Whose advice led me to the solution. I actually had a second problem
preventing Thomas' solution :
survfit(fit,list(Week=c(15,15),LagAOO=c(0,0),Prior.f=factor(c(1,2),levels=1:
5)))
from working. In the model statement I create a factor from Prior.f via
On Thu, 16 Jun 2005, Steven J. Murdoch wrote:
I have been working on using R to draw information-rich graphs based
on suggestions from The Visual Display of Quantitative Information
by Edward Tufte. Thanks to the members of the list who have helped me
with this.
I have now produced the
Is there any financial toolkit available for use in R ?? I am looking at a
variety of functions but don't want to recreate each one of them.
Thanks
Gaurav
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch mailing list
On Thu, 16 Jun 2005 13:59:20 -0400 Gaurav Gupta wrote:
Is there any financial toolkit available for use in R ?? I am looking
at a variety of functions but don't want to recreate each one of them.
Look at the Finance task view at
http://CRAN.R-project.org/src/contrib/Views/
That should
If you would post your R code and explain how a simple Excel matrix is set
up, we might be able to help more.
khobson at odot.org
Kenneth Ray Hobson, P.E.
Oklahoma DOT - QA IAS Manager
200 N.E. 21st Street
Oklahoma City, OK 73105-3204
(405) 522-4985, (405) 522-0552 fax
I need to compute generalized eigenvalues. The eigen function in base
doesn't do it and I can't find a package that does.
As I understand it, Lapack __can__ computer them
(http://www.netlib.org/lapack/lawn41/node111.html) and R can use
Lapack. If there is no function already, can I access Lapack
Hey,
Then I started 'teaching'. You know, I'm a good teacher. (Well, maybe just an
average teacher, but you get the jist). I know what good teachers do. Or I
thought I did. I sat with the children at the computer. When they pressed the
IntelliKeys' keyboard or the Touch Window' and the
Gaurav Gupta wrote:
Is there any financial toolkit available for use in R ?? I am looking at a
variety of functions but don't want to recreate each one of them.
I am not sure what kind of financial functions you need, but there is a
very good toolkit for financial time series analysis in
Hi!
I'm looking for a solution to analyse data, which consists of
dichotomous responses (yes/no) for 2 multinomial ordinal variables. I
was trying glm() and got hierarhical models treating all variables as
nominal, but I can't figure out how to tell glm() to use a model for
ordinal data like
Is this an interface bug? Using RGUI for windows I run into a Not
Responding process (I smartly coded an infinite loop, yaiks!), I hit esc
and the interpreter was stopped and I recovered the console functionality
but the caption on the R icon in my windows taskbar (the individual icon
shown
If you mean singular values, look at svd(). Otherwise you may need to
explain; a generalized eigenvector does have an honest eigenvalue attached
to it, so I'm guessing you mean something else.
Reid Huntsinger
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf
DeaR list
I would like to predict the values of each column of a matrix A by
regressing it on all other columns of the same matrix A. I do this with
a for loop:
A - B - matrix(round(runif(10*3,1,10),0),10)
A
for (i in 1:length(A[1,]))B[,i] - as.matrix(predict(lm(
I don't think that's a bug. Almost every Windows application can do that:
when it's busy with computation, you'll see the not responding message.
Andy
From: Francisco J. Zagmutt
Is this an interface bug? Using RGUI for windows I run into a Not
Responding process (I smartly coded an
Hi
I can get all my features by doing this:
logistic.model = glm(similarity ~ ., family=binomial, data =
cData[3001:3800,])
I can get the product of all my features by this:
logistic.model = glm(similarity ~ . ^ 2, family=binomial, data =
cData[3001:3800,])
I don't seem to be able to
hi
i am reading becker and chambers (1984 edition) and i
was wondering if the datasets are available online
somewhere (or already installed in R?) if so, please
let me know where i can access them so i can do the
examples in the book.
thanks
-gong
__
Hello:
This question is partly about R and partly out of my ignorance about time
series.
I want to regress one time series on another, taking into account the
autocorrelation (in an AR1 model) within each series. I am interested in how
the standard error changes when the acf is taken into
Run this:
p - c('a', 'c', '', ''); a - c(10, 20, 30, 40); d1 -
data.frame(Promoter=p, ip=a) # Note duplicate empty names in p.
p - c('b', 'c', 'd', ''); a - c(15, 20, 30, 40); d2 -
data.frame(Promoter=p, ip=a)
all - merge(x=d1, y=d2, by=Promoter, all=T)
all - merge(x=all, y=d2, by=Promoter,
Hi
Andrew Robinson wrote:
Hi all,
I'm trying to find a way to get xyplot to produce a second set of axes
outside the right hand side of the graph. This is my progress so far:
EE - equal.count(ethanol$E, number=9, overlap=1/4)
xyplot(NOx ~ C | EE, data = ethanol,
prepanel =
On 6/16/05, Adaikalavan Ramasamy [EMAIL PROTECTED] wrote:
I am assuming that you want to do this empirically :
x0 - 0.899
x - c( rnorm(6000), rnorm(4000, mean=3) )
plot( d - density(x) )
y0 - approx( d$x, d$y, xout=x0 )$y # height at x0
segments( x0, 0, x0, y0, col=2 )
The
Antoher non-OBDC solution is to get the information from Excel
using Microsoft COM objects. Look into
1. the RDCOM package on CRAN, or
2. the rcom package, rcom_1.0-1.zip, at:
http://sunsite.univie.ac.at/rcom/download/
The rcom package has a mailing list at:
The $ replacement function does not work with pattern
matching -- only the $ operator on the right hand side does, e.g.
irish - head(iris)
irish$S - 1
irish$Species - 2
irish
Sepal.Length Sepal.Width Petal.Length Petal.Width Species S
1 5.1 3.5 1.4 0.2
What version of R are you using? I don't get the same
result on my system:
R.version.string # Windows XP
[1] R version 2.1.0, 2005-06-10
p - c('a', 'c', '', ''); a - c(10, 20, 30, 40); d1 -
+ data.frame(Promoter=p, ip=a) # Note duplicate empty names in p.
p - c('b', 'c', 'd', ''); a - c(15,
I am trying to reproduce your example but we don't have object vf in
vfont=vf. Do we need some package?
Rtext(x0,y0, \\da,vfont=vf, pos=3, col=green)
Error in text.default(x0, y0, \\da, vfont = vf, pos = 3, col = green) :
Object vf not found
Rversion
_
platform
Sorry, I copied the first part from the previous post and the second part
from my editor session and must have not copied the entire script.
Here it is again:
# next 5 lines from previous post:
x0 - 0.899
x - c( rnorm(6000), rnorm(4000, mean=3) )
plot( d - density(x) )
y0 - approx( d$x, d$y,
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