type ?par and then have a look at:
cex.lab, cex.main
cheers
christoph
[EMAIL PROTECTED] wrote:
Dear ladies and gentlemen!
When I use the plot funtion how can I change the size of the title for the x
and
y axes (xlab, ylab)and the size of the axes label ?
Thank you very much.
With best
On Wed, 11 Jan 2006, giovanni parrinello wrote:
Dear All,
simetimes when I load an Rdata I get this message
###
Code:
load('bladder1.RData')
Carico il pacchetto richiesto: rpart ( Bad traslastion: Load required
package-...)
Carico il pacchetto richiesto: MASS
Carico il pacchetto
Subsetting from a dataframe with only one variable
returns a vector, not a dataframe.
This seems somewhat inconsistent.
Wouldn't it be better if subsetting would respect
the structure completely?
v1-1:4
v2-4:1
df1-data.frame(v1)
df2-data.frame(v1,v2)
sel1-c(TRUE,TRUE,TRUE,TRUE)
df1[sel1,]
[1]
Subsetting from a dataframe with only one variable
returns a vector, not a dataframe.
This seems somewhat inconsistent.
Wouldn't it be better if subsetting would respect
the structure completely?
v1-1:4
v2-4:1
df1-data.frame(v1)
df2-data.frame(v1,v2)
sel1-c(TRUE,TRUE,TRUE,TRUE)
Dear Wilhelm
There is an article, including a part about fitting linear mixed
models. There the problem with the degrees of freedom is
described.
You can have a look to the second link, too, discussing the
problem as well.
http://cran.r-project.org/doc/Rnews/Rnews_2005-1.pdf
On Wed, 11 Jan 2006, Erich Neuwirth wrote:
Subsetting from a dataframe with only one variable
returns a vector, not a dataframe.
This seems somewhat inconsistent.
Not at all. It is entirely consistent with matrix-like indexing (the form
you used).
Wouldn't it be better if subsetting would
I'm using emacs-21.4 on debian unstable, together with the latest ESS
implementation. I try to change indentation to 4 by following the
advise in R-exts: It results in the following lines in my .emacs
file:
(custom-set-variables
;; custom-set-variables was added by Custom -- don't edit or
Dear list,
I posted the message below a cople of days ago, and have not been able
to find any solution to this. I do really want some help.
/Fredrik
On 1/10/06, Fredrik Karlsson [EMAIL PROTECTED] wrote:
Dear list,
I would like to perform an analysis on the following model:
aov(ampratio ~
You could try to zip your data file and see whether there is a change in
file size that you feel is significant in which case the series is not
random (-:
To be sure, there is no such thing as a positive test for randomness, only
tests for specific deviations of randomness of which the runs.test
Dear R-helpers,
I need some help to produce a set of contour plots that I am
trying to make in order to compare surfaces between the levels of a
factor. For example:
library(lattice)
g - expand.grid(x = 60:100, y = 1:25, ti = c(a,b,c))
g$z -with(g,
(-1e-4*x-1e-3*y-1e-5*x*y)*(ti==a) +
Hello,
i want to use coxph() for software reliability analysis, i use the
following implementation
###
failure-read.table(failure.dat, header=T)
attach(failure)
f-FailureNumber
t-TimeBetweenFailure
# filling
You could try to zip your data file and see whether there is a change in
file size that you feel is significant in which case the series is not
random (-:
... after converting the -1s and 1s to bits, of course.
__
R-help@stat.math.ethz.ch mailing
Hi people,
I want to obtain the adjusted r-square given a set of coefficients (without
the intercept), and I don't know if there is a function that does it.
Exist
Dear Alexandra,
Without knowing what routine you were using that returned an R-Square value
too you, it is a little
Hello Kare:
I think some global graphics settings can get you what you need, assuming
you are using base graphics functions such as plot(). See ?par for
comprehensive details. For the specific characteristics you mention, I have
found the arguments in par for:
1) font size of axis and tick
Hello,
I want to solve a nonlinear 3SLS problem with nlsystemfit(). The
equations
are of the form
y_it = f_i(x,t,theta)
The functions f_i(.) have to be formulated as R-functions. When invoking
nlsystemfit() I get the error
Error in deriv.formula(eqns[[i]], names(parmnames))
Hello!
I am writing you because I could not plot the confidence envelopes for
functions Jest, Jcross, Jdot, Jmulti, and L, using the Spatstat package.
I have already understood how to do that for Kest or Jest, that is:
JEnv - plot(envelope(PPPData, Jest))
Where PPPData is my ppp object.
Thank you very much! write.SPSS works fine.
I just wonder, why this very useful function is not part of any package. I have
not even found it in the web. For experts it may not be a big deal to write
their own export functions, but for newcomers like me it is almost impossible -
and at the
Hi,
I fitted a linear model:
fit - lm(y ~ a * b + c - 1 , na.action='na.omit')
Now I want to extract only the a * b effects with confidence intervals.
Of course, I can just add the coefficients by hand, but I think there
should an easier way.
I tried with predict.lm using the 'terms' argument,
Michael Reinecke wrote:
Thank you very much! write.SPSS works fine.
I just wonder, why this very useful function is not part of any package. I
have not even found it in the web. For experts it may not be a big deal to
write their own export functions, but for newcomers like me it is almost
df1
v1
1 1
2 2
3 3
4 4
df1[,]
[1] 1 2 3 4
df1[,1]
[1] 1 2 3 4
df1[,,drop=F]
v1
1 1
2 2
3 3
4 4
df1[,1,drop=F]
v1
1 1
2 2
3 3
4 4
df1[1]
v1
1 1
2 2
3 3
4 4
df1[[1]]
[1] 1 2 3 4
For transfers from Excel to R using the [put/get] R dataframe commands,
I think it is
2006/1/12, Chuck Cleland [EMAIL PROTECTED]:
Michael Reinecke wrote:
Thank you very much! write.SPSS works fine.
I just wonder, why this very useful function is not part of any package. I
have not even found it in the web. For experts it may not be a big deal to
write their own export
On 12 Jan 2006, [EMAIL PROTECTED] wrote:
I'm using emacs-21.4 on debian unstable, together with the latest
ESS implementation. I try to change indentation to 4 by following
the advise in R-exts: It results in the following lines in my
.emacs file:
(custom-set-variables
;;
I' m trying to compute weighted mean on different
groups but it only returns NA. If I use the following
data.frame truc:
x y w
1 1 1
1 2 2
1 3 1
1 4 2
0 2 1
0 3 2
0 4 1
0 5 1
where x is a factor, and then use the command :
tapply(truc$y,list(truc$x),wtd.mean, weights=truc$w)
you need also to split the 'w' column, for each level of 'x'; you
could use:
lapply(split(truc, truc$x), function(z) weighted.mean(z$y, z$w))
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Dear Kilian,
On Thursday 12 January 2006 14:20, Kilian Plank wrote:
Hello,
I want to solve a nonlinear 3SLS problem with nlsystemfit(). The
equations
are of the form
y_it = f_i(x,t,theta)
The functions f_i(.) have to be formulated as R-functions. When invoking
Dimitris Rizopoulos wrote:
you need also to split the 'w' column, for each level of 'x'; you
could use:
lapply(split(truc, truc$x), function(z) weighted.mean(z$y, z$w))
I hope it helps.
Best,
Dimitris
Or:
library(Hmisc)
?wtd.mean
The help file has a built-in example of this.
Frank
does anybody know why there are the two warnings in the example above?
Regards Knut
day_4
[1] 540 1 1 1 1 1 1 300 720 480
day_1
[1] 438 3431 4751 562 500 435 1045 890
is.vector (day_1)
[1] TRUE
is.vector (day_4)
[1] TRUE
wilcox.test(day_4
I fitted a linear model:
fit - lm(y ~ a * b + c - 1 , na.action='na.omit')
wouldn't a simple
coef(fit)[2]
work?
Jukka Ruohonen.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting
Knut Krueger [EMAIL PROTECTED] writes:
does anybody know why there are the two warnings in the example above?
Regards Knut
day_4
[1] 540 1 1 1 1 1 1 300 720 480
day_1
[1] 438 3431 4751 562 500 435 1045 890
is.vector (day_1)
[1] TRUE
is.vector
On Thu, 2006-01-12 at 15:44 +0100, Florent Bresson wrote:
I' m trying to compute weighted mean on different
groups but it only returns NA. If I use the following
data.frame truc:
x y w
1 1 1
1 2 2
1 3 1
1 4 2
0 2 1
0 3 2
0 4 1
0 5 1
where x is a factor, and then
I have a vector x with #'s ( 1 or -1 in them ) in it and I want to
mark a new vector with the sign of the value of the a streak
of H where H = some number ( at the next spot in the vector )
So, say H was equal to 3 and
I had a vector of
[1] [2] [3] [4] [5] [6] [7] [8] [9] [10]
1
see ?rle
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign, IL 61820
On Jan 12, 2006, at 9:56 AM, Mark Leeds wrote:
A larg program which worked with lme4/R about a year ago failed when I
re-run it today. I reproduced the problem with the program below.
-- When lme4 is not loaded, the program runs ok and fast enough
-- When lme4 is loaded (but never used), the do.call fails
with infinite recursion after 60
On 1/12/06, Jesus Frias [EMAIL PROTECTED] wrote:
Dear R-helpers,
I need some help to produce a set of contour plots that I am
trying to make in order to compare surfaces between the levels of a
factor. For example:
library(lattice)
g - expand.grid(x = 60:100, y = 1:25, ti = c(a,b,c))
The multcomp package may do what you want (there is mention of nested
variables in the help).
--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
[EMAIL PROTECTED]
(801) 408-8111
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On
Dieter Menne [EMAIL PROTECTED] writes:
A larg program which worked with lme4/R about a year ago failed when I
re-run it today. I reproduced the problem with the program below.
-- When lme4 is not loaded, the program runs ok and fast enough
-- When lme4 is loaded (but never used), the
Hi,
I fitted a mixed linear model y = a + b + a*b + c + error, with c being
the random factor:
lmefit - lme(y ~ a * b - 1 , random = ~ 1 | c, na.action='na.omit')
Is there a way to omit some level combinations of the cross-term a:b?
E.g. those that are not significant?
When I add the
Hello Martin and others,
I am happy with this decision. I'll look a little bit at this next week.
Best,
Philippe Grosjean
We've had a small review time within R-core on this topic,
amd would like to state the following:
Hi!
I have a problem of curve fitting.
I use the following data :
- vector of predictor data :
0
0.4
0.8
1.2
1.6
- vector of response data :
0.81954
0.64592
0.51247
0.42831
0.35371
I perform parametric fits using custom equations
when I use this equation : y = yo + K
Peter Dalgaard p.dalgaard at biostat.ku.dk writes:
A larg program which worked with lme4/R about a year ago failed when I
re-run it today. I reproduced the problem with the program below.
-- When lme4 is loaded (but never used), the do.call fails
with infinite recursion after 60
Dear R-users,
I am new to the list and I would like to submit (probably) a stupid
question:
I found in a paper a reference to a t-test for the evaluationg the difference
between the standard deviations of 2 samples.
This test is performed in the paper but the methodology is not explained
I am currently using R 2.1.1 under Windows and I do not seem to be able
to load the current versions of lme4/Matrix. I have run
'update.packages.' I understand this is still experimental software but
I would like access to a working version.
Thanks.
Chuck
R Output:
library(lme4)
Loading
On 12-Jan-06 mirko sanpietrucci wrote:
Dear R-users,
I am new to the list and I would like to submit (probably)
a stupid question:
I found in a paper a reference to a t-test for the evaluationg the
difference between the standard deviations of 2 samples.
This test is performed in the
Mark,
It's a bit unclear whether you're looking for a run of exactly 3, or at
least 3. If it's exactly 3, what Prof. Koenker suggested (using rle())
should help you a lot. If you want runs of at least 3, it should work
similarly as well.
set.seed(1)
(x - sample(c(-1, 1), 100, replace=TRUE))
Group,
I am new to R. In my work as a program evaluator, I am regularly asked
to estimate effect sizes of prevention/intervention and educational
programs on various student outcomes (e.g. academic achievement). In
many cases, I have access to data over three or more time periods (e.g.
growth
You haven't told us how you are fitting the model; are you using
nls(), and if so with what initial values? The models don't make
sense at x=0, due to the inclusion of the log(x) term. Ignoring that,
you have 5 observations and 5 parameters in your second model. What is
the reason you are
Sorry, Ted:
Google on Brown-Forsythe and Levene's test and you will, indeed, find
that rather robust and powerful t-tests can be used for testing homogeneity
of spreads. In fact, on a variety of accounts, these tests are preferable to
F-tests, which are notoriously non-robust (sensitive to
Hello,
I want to use Hmise.mixt for finding the optimal bandwidth. To be honest, I
have only poor knowledge of the mathematical background. Using the
help-file, I wrote:
hopt-Hmise.mixt(c(0.0,1.5),c(1,1/9),c(0.75,0.25),100,0.4)
but got the message:
Error in ((i - 1) * d + 1):(i * d) : NA/NaN
I want to ascertain the basis of the table ranking,
i.e. the meaning of extreme, in Fisher's Exact Test
as implemented in 'fisher.test', when applied to RxC
tables which are larger than 2x2.
One can summarise a strategy for the test as
1) For each table compatible with the margins
of the
Yes, there are now multiple functions. One is the lmer() function in the
matrix package. Another is in the nlme package and is the lme()
function. Lmer is the newer version and the syntax has changed just
slightly. To see samples of the lmer function type the following at
your R command prompt
When I try converting a matrix to a data frame, it works for me:
x - matrix(1:6,ncol=2,dimnames=list(LETTERS[1:3],letters[24:25]))
data.frame(x)
x y
A 1 4
B 2 5
C 3 6
str(data.frame(x))
`data.frame': 3 obs. of 2 variables:
$ x: int 1 2 3
$ y: int 4 5 6
You can also use
Dear R-Help List,
I'm trying to implement Firth's (1993) bias correction for log-linear models.
Firth (1993) states that such a correction can be implemented by supplementing
the data with a function of h_i, the diagonals from the hat matrix, but doesn't
provide further details. I can see that
Did you try upgrading to R 2.2.1? I just installed R 2.2.1 with the
latest version of lme4 and Matrix, and they loaded fine for me.
library(lme4)
Loading required package: Matrix
Loading required package: lattice
sessionInfo()
R version 2.2.1, 2005-12-20, i386-pc-mingw32
attached
I'm sorry to bother this list so much
But I haven't programmed in
A while and I'm struggling.
I have a vector in R of 1's and -1's
And I want to use a streak of size Y
To predict that the same value will
Be next.
So, suppose Y = 3. Then, if there is a streak of three
ones in a row, then I
On 12-Jan-06 Berton Gunter wrote:
Sorry, Ted:
Google on Brown-Forsythe and Levene's test and you will,
indeed, find that rather robust and powerful t-tests can be
used for testing homogeneity of spreads. In fact, on a variety
of accounts, these tests are preferable to F-tests, which are
Hi all,
When using heatmap() with a pdf driver, and specifying parameters for mai in
heatmap, I get a printout of the mai parameters at the top of the pdf...see
attachment.
This is on win2k pro with R2.2.1
Thanks,
Ken
__
R-help@stat.math.ethz.ch
Hi all,
I wonder how could I convert a matrix A to a dataframe such that
whenever I'm running a linear model such lme, I can use A$x1? I tried
data.frame(A), it didn't work. Should I initialize A not as a matrix?
Thanks.
Yen Lin
[[alternative HTML version deleted]]
XLSolutions Corporation ([1]www.xlsolutions-corp.com) is proud to
announce 2-day R/S-plus Fundamentals and Programming
Techniques in San Francisco: [2]www.xlsolutions-corp.com/Rfund.htm
San Francisco, February 16-17
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Boston,
(Ted Harding) [EMAIL PROTECTED] writes:
I want to ascertain the basis of the table ranking,
i.e. the meaning of extreme, in Fisher's Exact Test
as implemented in 'fisher.test', when applied to RxC
tables which are larger than 2x2.
One can summarise a strategy for the test as
1) For each
Ken Termiso wrote:
Hi all,
When using heatmap() with a pdf driver, and specifying parameters for
mai in heatmap, I get a printout of the mai parameters at the top of the
pdf...see attachment.
This is on win2k pro with R2.2.1
Thanks,
Ken
Not a bug since ?heatmap has a main
I blew away my existing R directory structure, reinstalled R 2.2.1 from
scratch, downloaded lme4 and associated packages from scratch, tried to
load lme4 and got the same error message. Again, I am using the Windows
version of R on XP.
Chuck
R : Copyright 2005, The R Foundation for Statistical
White, Charles E WRAIR-Wash DC [EMAIL PROTECTED] writes:
I blew away my existing R directory structure, reinstalled R 2.2.1 from
scratch, downloaded lme4 and associated packages from scratch, tried to
load lme4 and got the same error message. Again, I am using the Windows
version of R on XP.
On 12 Jan 2006, at 20:54, [EMAIL PROTECTED] wrote:
Dear R-Help List,
I'm trying to implement Firth's (1993) bias correction for log-linear
models.
Firth (1993) states that such a correction can be implemented by
supplementing
the data with a function of h_i, the diagonals from the hat
ndurand at fr.abx.fr writes:
Hi!
I have a problem of curve fitting.
I perform parametric fits using custom equations
when I use this equation : y = yo + K *(1/(1+exp(-(a+b*ln(x) the
fitting result is OK
but when I use this more general equation :y = yo + K
Dear list,
Sometimes I have huge data.frames and the small spreadsheetlike
edit.data.frame is quite handy to get an overview of the data. However,
when I close the editor all data are rolled over the console window,
which takes time and clutters the window. Is there a way to avoid this?
I have data in which each row consists of a long string of number,
letters, symbols, and blank spaces. I would like to simply scan in
strings of length 426, but R takes the spaces that occur in the data as
separators. Is there any way around this?
Thanks,
Jeff Steedle
--
Jeffrey T. Steedle
It worked fine for me using
http://cran.fhcrc.org/ Fred Hutchinson Cancer Research Center, Seattle,
WA
spencer graves
Peter Dalgaard wrote:
White, Charles E WRAIR-Wash DC [EMAIL PROTECTED] writes:
I blew away my existing R directory structure, reinstalled R 2.2.1 from
On 12-Jan-06 Jeffrey T. Steedle wrote:
I have data in which each row consists of a long string of number,
letters, symbols, and blank spaces. I would like to simply scan in
strings of length 426, but R takes the spaces that occur in the data as
separators. Is there any way around this?
I made a typographical error, since I am running R 2.2.1. I wouldn't
dream of asking Professor Bates to make things backwards compatible to
an old version. Since the packages are loading fine for you, I will
assume there was a download error with the packages I have, uninstall
them, and try
1) It was the Statlib mirror from which I was downloading. If I don't get any
more interesting messages before I return to work in the morning, I'll try
installing off of a different mirror.
2) On general principles, I just updated the lme4 related packages on the SuSE
10 machine that I run at
Hi, all,
This is interesting, since the problem I posted on a week ago was resolved
by downloading (the current versions of) R and ctv from the Austria site;
the UCLA site, from which I had downloaded before, had an old version of R
labeled as the current version, and it was not compatible with
In case you haven't already solved this problem (I have seen no
replies to this post), I will offer a suggestion. First, I've never
used the deal package. I installed it and tried the example provided
with the documentation for jointprior. It seemed to return something
sensible --
[EMAIL PROTECTED] wrote:
Hello Martin and others,
I am happy with this decision. I'll look a little bit at this next week.
Best,
Philippe Grosjean
We've had a small review time within R-core on this topic,
amd would like to state the following:
I don't know, but I had a similar problem a few weeks ago with the
one or both of the California sites (I don't remember which now). The
problems disappeared after I switched to http://cran.fhcrc.org/; (Fred
Hutchinson Cancer Research Center, Seattle, WA).
spencer graves
[EMAIL PROTECTED] wrote:
Take the following example:
a - rnorm(100)
b - trunc(3*runif(100))
g - factor(trunc(4*runif(100)),labels=c('A','B','C','D'))
y - rnorm(100) + a + (b+1) * (unclass(g)+2)
...
Here's a cleaned-up function to compute estimable within-group effects
for
On Thu, 12 Jan 2006 [EMAIL PROTECTED] wrote:
I want to ascertain the basis of the table ranking,
i.e. the meaning of extreme, in Fisher's Exact Test
as implemented in 'fisher.test', when applied to RxC
tables which are larger than 2x2.
One can summarise a strategy for the test as
1) For
On Thu, 12 Jan 2006, Fredrik Lundgren wrote:
Sometimes I have huge data.frames and the small spreadsheetlike
edit.data.frame is quite handy to get an overview of the data. However,
when I close the editor all data are rolled over the console window,
which takes time and clutters the window.
I think fix(data.frame.name) is the best way .
2006/1/13, Prof Brian Ripley [EMAIL PROTECTED]:
On Thu, 12 Jan 2006, Fredrik Lundgren wrote:
Sometimes I have huge data.frames and the small spreadsheetlike
edit.data.frame is quite handy to get an overview of the data. However,
when I close
Hello!
I am currently in the process of creating (my first) package, which (when
ready) I intend to publish to CRAN. In the process of creating this package
I have taken some code form existing packages. I have actually copied parts
of functions in to new functions. This code is usually something
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