[R] problems perfroming the vuong test

2006-10-15 Thread mirko sanpietrucci
Dear All,
I am using the function vuong of the package pscl to compare 2 non nested 
glm models with a numeric response.
I did the following

m1-glm(y ~x ,data=xxx)
m2-glm(y ~z , data=xxx)

When calling the vuong function I get the following message:

 vuong(m1,m2)
Error in predprob.glm(m1) : your object of class glm is unsupported by 
predprob.glmyour object of class lm is unsupported by predprob.glm


My guess is that this function does not support numeric response! How 
can I solve the problem?

Any help will be really appreciated.

mirko

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] gamma distribution don't allow negative value in GLMs?

2006-10-15 Thread zhijie zhang
Dear friends,
 when i use glm() to fit my data,  i use
glm(formula = snail ~ vegtype + mhveg + humidity + elevation + soiltem, *family
= Gamma(link = inverse),* data =a,))
It shows:  error in eval(expr, envir, enclos) : *gamma distribution don't
allow negative value*.

But i use
result-glm(formula = snail ~ vegtype + mhveg + humidity + elevation +
soiltem, family = poisson, data =a) #this works
 In fact , there isn't any negative value in my dataset, who can tell me the
reason?
Thanks very much!
 I copy my data here so you can check it:
  vegtype mhveg humidity soiltem elevation snail
1 diluo  35.0 0.27985121.1   low   162
2 diluo  25.0 0.31609223.1   low   113
3 yuhao  35.0 0.29723821.7   low   105
4   huanghuacai   1.5 0.31068723.1   low 5
5   huanghuacai   2.0 0.26786828.3   low 1
6 yuhao  25.0 0.29013521.9   low10
7   huanghuacai   1.0 0.28520727.7   low 6
8   huanghuacai   2.0 0.25297328.3   low 1
9   huanghuacai   1.5 0.2728.1   low 1
10  huanghuacai   2.5 0.3029.1   low 1
11  huanghuacai   2.0 0.29615429.1   low 0
12  huanghuacai   2.0 0.30287427.5   low 3
13  huanghuacai   1.5 0.30149928.9   low 0
14  huanghuacai   3.0 0.29151330.3   low 1
15  huanghuacai   1.0 0.27343831.1   low 3
16  huanghuacai   1.5 0.29011627.9   low19
17  huanghuacai   2.5 0.19893231.9   low 0
18  huanghuacai   2.0 0.3930.5  high 4
19  huanghuacai   2.5 0.28259530.7  high 0
20  huanghuacai   1.0 0.26609724.7  high14
21yuhao  30.0 0.24051626.9  high51
22yuhao  35.0 0.22754126.7  high84
23yuhao  20.0 0.25283328.3   low30
24diluo  40.0 0.30303027.9   low91
25hucao  80.0 0.30386724.5   low   114
26diluo  25.0 0.33494826.7   low   115
27hucao  60.0 0.30689726.5   low23
28hucao  75.0 0.31446525.7   low43
29yuhao  30.0 0.25178326.1   low77
30diluo  10.0 0.2826.1   low62
31yuhao  25.0 0.29171626.1   low78
32hucao  90.0 0.28880024.5   low35
33diluo  25.0 0.33783026.3  high75
34yuhao  13.0 0.29659927.7  high23
35hucao  70.0 0.27949826.3  high   116
36diluo   3.0 0.28148128.1  high25
37hucao  70.0 0.29600023.7  high83
38diluo  10.0 0.27266227.7   low56
39hucao  70.0 0.28979625.3  high   112
40diluo   5.0 0.33971627.9  high84
41yuhao  35.0 0.23142724.9  high88
42hucao  80.0 0.27381024.1  high   134
43yuhao  40.0 0.27278925.1  high53
44yuhao  45.0 0.22603625.1  high88
45yuhao  55.0 0.28549523.9  high76
46hucao  80.0 0.25218523.9  high   106
47diluo  15.0 0.28993324.5  high   194
48hucao  95.0 0.26175623.1  high35
49hucao  55.0 0.23981924.7  high21
50hucao  75.0 0.25430723.9  high41
51  huanghuacai   1.0 0.28643223.7   low18
52  huanghuacai   2.0 0.30134223.1   low 2
53  huanghuacai   2.0 0.36956523.3   low 5
54  huanghuacai   1.5 0.24583324.3   low 4
55  huanghuacai   1.0 0.31567924.1   low 4
56  huanghuacai   2.5 0.29612423.7   low 4
57  huanghuacai   2.0 0.31266725.7   low 3
58  huanghuacai   3.0 0.30087025.7   low 0
59  huanghuacai   2.0 0.30374326.5   low 2
60  huanghuacai   1.0 0.26979925.3   low 7
61hucao  75.0 0.28125022.5   low14
62yuhao  35.0 0.35035023.3   low63
63hucao  65.0 0.30454522.7   low17
64diluo   7.0 0.31005624.9   low45
65hucao  80.0 0.28800022.9   low27
66hucao  80.0 0.28421122.7   low46
67diluo  25.0 0.28137923.5   low   161
68hucao  80.0 0.29053323.3   low   117
69yuhao  27.0 0.31656824.1   low   106
70yuhao  28.0 0.28515625.1   low82
71yuhao  30.0 0.2724.5   low55
72hucao  85.0 0.29034523.9   low54
73yuhao  35.0 0.31578924.1   low81
74diluo  15.0 0.28659828.3   low   102
75yuhao  45.0 0.31421124.1   low85
76yuhao  25.0 0.26879425.1   low63
77hucao  80.0 0.27569123.9   low59
78hucao 100.0 0.31661424.1   low46
79yuhao  40.0 0.33668325.5   low70
80diluo  20.0 0.27087426.1  high   167
81 

Re: [R] combinatorics

2006-10-15 Thread Jens Scheidtmann
Robin Hankin [EMAIL PROTECTED] writes:

 Hi

 How do I generate all ways of ordering  sets of indistinguishable items?

 suppose I have two A's, two B's and a C.

 Then I want

 AABBC
 AABCB
 AACBC
 ABABC
 . . .snip...
 BBAAC
 . . .snip...
 CBBAA

 [there are 5!/(2!*2!) = 30 arrangements.  Note AABBC != BBAAC]

 How do I do this?

See Knuth, The Art of Computer Programming Vol 4, Fascicle 3 and 4.

Jens

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] gamma distribution don't allow negative value in GLMs?

2006-10-15 Thread chao gai
I think the 0 values for snail are hurting you.

Kees

On Sunday 15 October 2006 13:10, zhijie zhang wrote:
 Dear friends,
  when i use glm() to fit my data,  i use
 glm(formula = snail ~ vegtype + mhveg + humidity + elevation + soiltem,
 *family = Gamma(link = inverse),* data =a,))
 It shows:  error in eval(expr, envir, enclos) : *gamma distribution don't
 allow negative value*.

 But i use
 result-glm(formula = snail ~ vegtype + mhveg + humidity + elevation +
 soiltem, family = poisson, data =a) #this works
  In fact , there isn't any negative value in my dataset, who can tell me
 the reason?
 Thanks very much!
  I copy my data here so you can check it:
   vegtype mhveg humidity soiltem elevation snail
 1 diluo  35.0 0.27985121.1   low   162
 2 diluo  25.0 0.31609223.1   low   113
 3 yuhao  35.0 0.29723821.7   low   105
 4   huanghuacai   1.5 0.31068723.1   low 5
 5   huanghuacai   2.0 0.26786828.3   low 1
 6 yuhao  25.0 0.29013521.9   low10
 7   huanghuacai   1.0 0.28520727.7   low 6
 8   huanghuacai   2.0 0.25297328.3   low 1
 9   huanghuacai   1.5 0.2728.1   low 1
 10  huanghuacai   2.5 0.3029.1   low 1
 11  huanghuacai   2.0 0.29615429.1   low 0
 12  huanghuacai   2.0 0.30287427.5   low 3
 13  huanghuacai   1.5 0.30149928.9   low 0
 14  huanghuacai   3.0 0.29151330.3   low 1
 15  huanghuacai   1.0 0.27343831.1   low 3
 16  huanghuacai   1.5 0.29011627.9   low19
 17  huanghuacai   2.5 0.19893231.9   low 0
 18  huanghuacai   2.0 0.3930.5  high 4
 19  huanghuacai   2.5 0.28259530.7  high 0
 20  huanghuacai   1.0 0.26609724.7  high14
 21yuhao  30.0 0.24051626.9  high51
 22yuhao  35.0 0.22754126.7  high84
 23yuhao  20.0 0.25283328.3   low30
 24diluo  40.0 0.30303027.9   low91
 25hucao  80.0 0.30386724.5   low   114
 26diluo  25.0 0.33494826.7   low   115
 27hucao  60.0 0.30689726.5   low23
 28hucao  75.0 0.31446525.7   low43
 29yuhao  30.0 0.25178326.1   low77
 30diluo  10.0 0.2826.1   low62
 31yuhao  25.0 0.29171626.1   low78
 32hucao  90.0 0.28880024.5   low35
 33diluo  25.0 0.33783026.3  high75
 34yuhao  13.0 0.29659927.7  high23
 35hucao  70.0 0.27949826.3  high   116
 36diluo   3.0 0.28148128.1  high25
 37hucao  70.0 0.29600023.7  high83
 38diluo  10.0 0.27266227.7   low56
 39hucao  70.0 0.28979625.3  high   112
 40diluo   5.0 0.33971627.9  high84
 41yuhao  35.0 0.23142724.9  high88
 42hucao  80.0 0.27381024.1  high   134
 43yuhao  40.0 0.27278925.1  high53
 44yuhao  45.0 0.22603625.1  high88
 45yuhao  55.0 0.28549523.9  high76
 46hucao  80.0 0.25218523.9  high   106
 47diluo  15.0 0.28993324.5  high   194
 48hucao  95.0 0.26175623.1  high35
 49hucao  55.0 0.23981924.7  high21
 50hucao  75.0 0.25430723.9  high41
 51  huanghuacai   1.0 0.28643223.7   low18
 52  huanghuacai   2.0 0.30134223.1   low 2
 53  huanghuacai   2.0 0.36956523.3   low 5
 54  huanghuacai   1.5 0.24583324.3   low 4
 55  huanghuacai   1.0 0.31567924.1   low 4
 56  huanghuacai   2.5 0.29612423.7   low 4
 57  huanghuacai   2.0 0.31266725.7   low 3
 58  huanghuacai   3.0 0.30087025.7   low 0
 59  huanghuacai   2.0 0.30374326.5   low 2
 60  huanghuacai   1.0 0.26979925.3   low 7
 61hucao  75.0 0.28125022.5   low14
 62yuhao  35.0 0.35035023.3   low63
 63hucao  65.0 0.30454522.7   low17
 64diluo   7.0 0.31005624.9   low45
 65hucao  80.0 0.28800022.9   low27
 66hucao  80.0 0.28421122.7   low46
 67diluo  25.0 0.28137923.5   low   161
 68hucao  80.0 0.29053323.3   low   117
 69yuhao  27.0 0.31656824.1   low   106
 70yuhao  28.0 0.28515625.1   low82
 71yuhao  30.0 0.2724.5   low55
 72hucao  85.0 0.29034523.9   low54
 73yuhao  35.0 0.31578924.1   low81
 74diluo  15.0 0.28659828.3   low   102
 75yuhao  45.0 0.31421124.1   low85
 76yuhao  25.0 0.26879425.1   low63
 77hucao  80.0 

[R] executing strings

2006-10-15 Thread Lloyd Lubet
I'd like to excute character strings such as z-plot( objects()[1]; eval(z) 
and viola I'd have a plot of my first dataframe in the first frame. 
Unfortunately this approach no longer works.

Help?

Lloyd L

[EMAIL PROTECTED]
[[alternative HTML version deleted]]

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Random efftects distribution for nlme

2006-10-15 Thread Douglas Bates
On 10/14/06, Cam [EMAIL PROTECTED] wrote:

 For nonlinear mixed effects models, can you specify the use of mass points to
 approximate the random effects distribution? How?

If you mean in nonlinear mixed effects models fit by the nlme function
the answer is no.  The nlme function in the nlme package only allows
for a Gaussian distribution of the random effects.

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] executing strings

2006-10-15 Thread Gabor Grothendieck
Try this:

eval(parse(text = pi + 3))


On 10/14/06, Lloyd Lubet [EMAIL PROTECTED] wrote:
 I'd like to excute character strings such as z-plot( objects()[1]; eval(z) 
 and viola I'd have a plot of my first dataframe in the first frame. 
 Unfortunately this approach no longer works.

 Help?

 Lloyd L

 [EMAIL PROTECTED]
[[alternative HTML version deleted]]

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.


__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] glm cannot find valid starting values

2006-10-15 Thread Ronaldo ReisJunior
Em Sábado 14 Outubro 2006 11:15, Gabor Grothendieck escreveu:
 Try using OLS starting values:

 glm(Y~X,family=gaussian(link=log), start = coef(lm(Y~X)))


Ok, using a starting value the model work.

But, sometimes ago it work without any starting values. Why now I need a 
starting values?

Thanks
Ronaldo
-- 
Nunca faça previsões, especialmente sobre o futuro.
-- Samuel Goldwyn
--
 Prof. Ronaldo Reis Júnior
|  .''`. UNIMONTES/Depto. Biologia Geral/Lab. Ecologia Evolutiva
| : :'  : Campus Universitário Prof. Darcy Ribeiro, Vila Mauricéia
| `. `'` CP: 126, CEP: 39401-089, Montes Claros - MG - Brasil
|   `- Fone: (38) 3229-8190 | [EMAIL PROTECTED]
| ICQ#: 5692561 | LinuxUser#: 205366

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Hide line ends behind unfilled circles?

2006-10-15 Thread Michael Kubovy
Dear r-helpers,

xx - c(0.000, 0.210, 0.714, 0.514, 1.000, 0.190, 0.590, 0.152)
yy - c(0.000, 0.265, 0.256, 0.521, 0.538, 0.761, 0.821, 1.000)
aa - c(19, 19, 19, 21, 19, 21, 21, 21)
x0 - xx[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
y0 - yy[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
x1 - xx[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
y1 - yy[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]

plot(yy ~ xx, pch = aa, cex = 3)
segments(x0, y0, x1, y1)

Can anyone suggest a way of insuring that the lines are hidden behind  
the unfilled circles?
_
Professor Michael Kubovy
University of Virginia
Department of Psychology
USPS: P.O.Box 400400Charlottesville, VA 22904-4400
Parcels:Room 102Gilmer Hall
 McCormick RoadCharlottesville, VA 22903
Office:B011+1-434-982-4729
Lab:B019+1-434-982-4751
Fax:+1-434-982-4766
WWW:http://www.people.virginia.edu/~mk9y/

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] split-plot analysis with lme()

2006-10-15 Thread Spencer Graves
  The problem in your example is that 'lme' doesn't know how to 
handle the Variety*nitro interaction when all 12 combinations are not 
present.  The error message singularity in backsolve means that with 
data for only 11 combinations, which is what you have in your example, 
you can only estimate 11 linearly independent fixed-effect coefficients, 
not the 12 required by this model:  1 for intercept + (3-1) for Variety 
+ (4-1) for nitro + (3-1)*(4-1) for Variety*nitro = 12. 

  Since 'nitro' is a fixed effect only, you can get what you want by 
keeping it as a numeric factor and manually specifying the (at most 5, 
not 6) interaction contrasts  you want, something like the following: 

fit2. - lme(yield ~ Variety+nitro+I(nitro^2)+I(nitro^3)
 +Variety:(nitro+I(nitro^2)), data=Oats,
 random=~1|Block/Variety,
subset=!(Variety == Golden Rain  nitro == 0))

  NOTE:  This gives us 4 degrees of freedom for the interaction.  
With all the data, we can estimate 6.  Therefore, there should be some 
way to get 5, but so far I haven't figured out an easy way to do that.  
Perhaps someone else will enlighten us both. 

  Even without a method for estimating an interaction term with 5 
degrees of freedom, I hope I've at least answered your basic question. 

  Best Wishes,
  Spencer Graves  

i.m.s.white wrote:
 Dear R-help,

 Why can't lme cope with an incomplete whole plot when analysing a split-plot
 experiment? For example:

 R : Copyright 2006, The R Foundation for Statistical Computing
 Version 2.3.1 (2006-06-01)

   
 library(nlme)
 attach(Oats)
 nitro - ordered(nitro)
 fit - lme(yield ~ Variety*nitro, random=~1|Block/Variety)
 anova(fit)
 
   numDF denDF   F-value p-value
 (Intercept)   145 245.14333  .0001
 Variety   210   1.48534  0.2724
 nitro 345  37.68560  .0001
 Variety:nitro 645   0.30282  0.9322

 # Excellent! However ---

   
 fit2 - lme(yield ~ Variety*nitro, random=~1|Block/Variety, subset=
 
 + !(Variety == Golden Rain  nitro == 0))
 Error in MEEM(object, conLin, control$niterEM) : 
   Singularity in backsolve at level 0, block 1


__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Hide line ends behind unfilled circles?

2006-10-15 Thread Uwe Ligges


Michael Kubovy wrote:
 Dear r-helpers,
 
 xx - c(0.000, 0.210, 0.714, 0.514, 1.000, 0.190, 0.590, 0.152)
 yy - c(0.000, 0.265, 0.256, 0.521, 0.538, 0.761, 0.821, 1.000)
 aa - c(19, 19, 19, 21, 19, 21, 21, 21)
 x0 - xx[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 y0 - yy[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 x1 - xx[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
 y1 - yy[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
 
 plot(yy ~ xx, pch = aa, cex = 3)
 segments(x0, y0, x1, y1)
 
 Can anyone suggest a way of insuring that the lines are hidden behind  
 the unfilled circles?

For example, draw the cirles filled (with white background):

  plot(yy ~ xx, pch = aa, cex = 3, type = n)
  segments(x0, y0, x1, y1)
  points(yy ~ xx, pch = aa, cex=3, bg = white)


Uwe Ligges

  _
 Professor Michael Kubovy
 University of Virginia
 Department of Psychology
 USPS: P.O.Box 400400Charlottesville, VA 22904-4400
 Parcels:Room 102Gilmer Hall
  McCormick RoadCharlottesville, VA 22903
 Office:B011+1-434-982-4729
 Lab:B019+1-434-982-4751
 Fax:+1-434-982-4766
 WWW:http://www.people.virginia.edu/~mk9y/
 
 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] commands overwritten

2006-10-15 Thread Uwe Ligges


Yuval Sapir wrote:
 Hi,
 I am often re-use commands in R by using the arrows to retype them and modify 
 for the new needs. This way, I don't need to write commands again, and I can 
 modify the command by inserting/deleting/re-writing the command. Today, 
 suddenly, re-writing change the commands as the insert function does in 
 Word. for example - if I am standing in the middle of
 model-glm(seeds~RIL+height); summary(model)
 trying to re-write it to
 model-glm(seeds~(RIL+height)^2); summary(model)
 I get instead
 model-glm(seeds~(IL+height)^2)ummary(model)
 
 How can I get rid of this awkwardiness? (YES, I tried already to hit insert 
 key)

Which OS is this? If Windows: Ctrl + O

Uwe Ligges

 Thanks,
 Yuval
 
 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Hide line ends behind unfilled circles?

2006-10-15 Thread Peter Dalgaard
Michael Kubovy [EMAIL PROTECTED] writes:

 Dear r-helpers,
 
 xx - c(0.000, 0.210, 0.714, 0.514, 1.000, 0.190, 0.590, 0.152)
 yy - c(0.000, 0.265, 0.256, 0.521, 0.538, 0.761, 0.821, 1.000)
 aa - c(19, 19, 19, 21, 19, 21, 21, 21)
 x0 - xx[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 y0 - yy[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 x1 - xx[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
 y1 - yy[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
 
 plot(yy ~ xx, pch = aa, cex = 3)
 segments(x0, y0, x1, y1)
 
 Can anyone suggest a way of insuring that the lines are hidden behind  
 the unfilled circles?

 plot(yy ~ xx, type = n)
 segments(x0, y0, x1, y1)
 points(yy ~ xx, pch = aa, cex = 3, bg=white)


-- 
   O__   Peter Dalgaard Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark  Ph:  (+45) 35327918
~~ - ([EMAIL PROTECTED])  FAX: (+45) 35327907

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Hide line ends behind unfilled circles?

2006-10-15 Thread Marc Schwartz
On Sun, 2006-10-15 at 11:21 -0400, Michael Kubovy wrote:
 Dear r-helpers,
 
 xx - c(0.000, 0.210, 0.714, 0.514, 1.000, 0.190, 0.590, 0.152)
 yy - c(0.000, 0.265, 0.256, 0.521, 0.538, 0.761, 0.821, 1.000)
 aa - c(19, 19, 19, 21, 19, 21, 21, 21)
 x0 - xx[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 y0 - yy[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 x1 - xx[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
 y1 - yy[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
 
 plot(yy ~ xx, pch = aa, cex = 3)
 segments(x0, y0, x1, y1)
 
 Can anyone suggest a way of insuring that the lines are hidden behind  
 the unfilled circles?

Try this:

 # Set up the plot region
 plot(yy ~ xx, type = n)
 
 # Draw the segments first
 segments(x0, y0, x1, y1)

 # Set the circle (pch) background colors
 col - c(rep(black, 3), white, black, rep(white, 3))

 # Now draw the circles over the line intersections
 points(xx, yy, pch = 21, bg = col, cex = 3)


The unfilled circles in this case are actually solid white or black.
So instead of altering the point character (pch), we alter the colors.

HTH,

Marc Schwartz

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] extracting nested variances from lme4 model

2006-10-15 Thread Douglas Bates
On 10/14/06, Spencer Graves [EMAIL PROTECTED] wrote:
   You want to estimate a different 'cs' variance for each level of
 'trth', as indicated by the following summary from your 'fake data set':

   tapply(dtf$x, dtf$trth, sd)
FALSE TRUE
 1.532251 8.378206

   Since var(x[trth])  var(x[!trth]), I  thought that the following
 should produce this:

   mod1.-lmer( x ~  (1|rtr)+ (trth|cs) , data=dtf)

   Unfortunately, this generates an error for me:

 Error in lmer(x ~ (1 | rtr) + (trth | cs), data = dtf) :
 the leading minor of order 1 is not positive definite

   I do not understand this error, and I don't have other ideas about
 how to get around it using 'lmer'.

Hmm.  It's an interesting problem.  I can tell you where the error
message originates but I can't yet tell you why.

The error message originates when Cholesky decompositions of the
variance-covariance matrices for the random effects are generated at
the initial estimates.  It looks as if one of the model matrices is
not being formed correctly for some reason.  I will need to do more
debugging.


 It seems to me that 'lme' in
 library(nlme) should also be able to handle this problem, but 'lme' is
 designed for nested factors, and your 'rtr' and 'cs' are crossed.  If it
 were my problem, I think I'd study ch. 4 and possibly ch. 5 of Pinheiro
 and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer) on
 'pdMat' and 'corrStruct' classes, because I believe those may support
 models with crossed random effects like in your example AND might also
 support estimating different variance components for different levels of
 a fixed effect like 'trth' in your example.

   If we are lucky, someone else might educate us both.

   I'm sorry I couldn't answer your question, but I hope these
 comments might help in some way.

   Spencer Graves

 Frank Samuelson wrote:
  I have a model:
  mod1-lmer( x ~  (1|rtr)+ trth/(1|cs) , data=dtf)  #
 
  Here, cs and rtr are crossed random effects.
  cs 1-5 are of type TRUE, cs 6-10 are of type FALSE,
  so cs is nested in trth, which is fixed.
  So for cs I should get a fit for 1-5 and 6-10.
 
  This appears to be the case from the random effects:
mean( ranef(mod1)$cs[[1]][1:5] )
  [1] -2.498002e-16
var( ranef(mod1)$cs[[1]][1:5] )
  [1] 23.53083
mean( ranef(mod1)$cs[[1]][6:10] )
  [1] 2.706169e-16
var( ranef(mod1)$cs[[1]][6:10] )
  [1] 1.001065
 
  However VarCorr(mod1) gives me only
  a single variance estimate for the cases.
  How do I get the other variance estimate?
 
  Thanks for any help.
 
  -Frank
 
 
 
  My fake data set:
  ---
  data:
  $frame
x rtr  trth cs
  1   -4.4964808   1  TRUE  1
  2   -0.6297254   1  TRUE  2
  31.8062857   1  TRUE  3
  42.7273275   1  TRUE  4
  5   -0.6297254   1  TRUE  5
  6   -1.3331767   1 FALSE  6
  7   -0.3055796   1 FALSE  7
  81.3331767   1 FALSE  8
  90.1574314   1 FALSE  9
  10  -0.1574314   1 FALSE 10
  11  -3.0958803   2  TRUE  1
  12  12.4601615   2  TRUE  2
  13  -5.2363532   2  TRUE  3
  14   1.5419810   2  TRUE  4
  15   7.7071005   2  TRUE  5
  16  -0.3854953   2 FALSE  6
  17   0.7673098   2 FALSE  7
  18   2.9485984   2 FALSE  8
  19   0.3854953   2 FALSE  9
  20  -0.3716558   2 FALSE 10
  21  -6.4139940   3  TRUE  1
  22  -3.8162344   3  TRUE  2
  23 -11.0518554   3  TRUE  3
  24   2.7462631   3  TRUE  4
  25  16.2543990   3  TRUE  5
  26  -1.7353668   3 FALSE  6
  27   1.3521369   3 FALSE  7
  28   1.3521369   3 FALSE  8
  29   0.2054067   3 FALSE  9
  30  -1.7446691   3 FALSE 10
  31  -6.7468356   4  TRUE  1
  32 -11.3228243   4  TRUE  2
  33 -18.0088554   4  TRUE  3
  34   4.6264891   4  TRUE  4
  35   9.2973991   4  TRUE  5
  36  -4.1122576   4 FALSE  6
  37  -0.5091994   4 FALSE  7
  38   1.2787085   4 FALSE  8
  39  -1.6867089   4 FALSE  9
  40  -0.5091994   4 FALSE 10
 
  __
  R-help@stat.math.ethz.ch mailing list
  https://stat.ethz.ch/mailman/listinfo/r-help
  PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
  and provide commented, minimal, self-contained, reproducible code.
 


__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] BarPlot

2006-10-15 Thread Marc Schwartz
On Sat, 2006-10-14 at 23:52 -0400, Mohsen Jafarikia wrote:
 Hello everyone,
 
 I have the following program to draw a barplot.
 
 
 
 MP-read.table(file='AR.out')
 
 names(MP)-c('BN','BL','LR','Q')
 
 Graph- barplot(MP$LR, main='LR Value', col='orange', border='black', space=
 0.05, width=(MP$BL), xlab='Length', ylab='LR each')
 
 axis(1, at=Graph, sprintf('%0.2f',MP$BL))
 
 mtext(1, at=Graph, text=sprintf('%0.2f',MP$Q), line=2)
 
 mtext(1, at=par('usr')[1], text='BL', line=1)
 
 mtext(1, at=par('usr')[1], text='Var', line=2)
 
 abline(h=3.841,col='blue')
 
 abline(h=6.635,col='red')
 
 
 
 I have two more questions about the graph that I have:
 
 1) I want to write the 'Q' only when it is not equal to zero.
 
 2) I would like to change the bars when 'Q' is not zero. For example, from
 orange to green.
 
 
 
 I would appreciate your input to this question.
 Thanks,
 
 Mohsen

It would be helpful to have the data that you are working with so that
we can provide each other a working example.

However, here are some hints:

1.

  mtext(1, at = Graph, 
text = ifelse(MP$Q != 0, sprintf('%0.2f',MP$Q), ), 
line=2)


2.

  cols - ifelse(MP$Q != 0, orange, green)
  barplot(..., col = cols, ...)


See ?ifelse

HTH,

Marc Schwartz

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] MASS need R = 2.4.0!!!

2006-10-15 Thread Ronaldo ReisJunior
Hi,

I have R 2.3.1 installed by debian páckage.

I install  only the base and recommended R packages from Debian source, all 
others packages I install from the R source at CRAN.

But, I try to use library MASS, but I received this message:

 library(MASS)
Error: This is R 2.3.1, package 'MASS' needs = 2.4.0

What is the problem?

Inte
Ronaldo 
-- 
It ain't over until it's over.
-- Casey Stengel
--
 Prof. Ronaldo Reis Júnior
|  .''`. UNIMONTES/Depto. Biologia Geral/Lab. Ecologia Evolutiva
| : :'  : Campus Universitário Prof. Darcy Ribeiro, Vila Mauricéia
| `. `'` CP: 126, CEP: 39401-089, Montes Claros - MG - Brasil
|   `- Fone: (38) 3229-8190 | [EMAIL PROTECTED]
| ICQ#: 5692561 | LinuxUser#: 205366

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] MASS need R = 2.4.0!!!

2006-10-15 Thread Deepayan Sarkar
See this thread on the R-Debian list:

https://stat.ethz.ch/pipermail/r-sig-debian/2006-October/000126.html

-Deepayan

On 10/15/06, Ronaldo ReisJunior [EMAIL PROTECTED] wrote:
 Hi,

 I have R 2.3.1 installed by debian páckage.

 I install  only the base and recommended R packages from Debian source, all
 others packages I install from the R source at CRAN.

 But, I try to use library MASS, but I received this message:

  library(MASS)
 Error: This is R 2.3.1, package 'MASS' needs = 2.4.0

 What is the problem?

 Inte
 Ronaldo
 --
 It ain't over until it's over.
 -- Casey Stengel
 --
  Prof. Ronaldo Reis Júnior
 |  .''`. UNIMONTES/Depto. Biologia Geral/Lab. Ecologia Evolutiva
 | : :'  : Campus Universitário Prof. Darcy Ribeiro, Vila Mauricéia
 | `. `'` CP: 126, CEP: 39401-089, Montes Claros - MG - Brasil
 |   `- Fone: (38) 3229-8190 | [EMAIL PROTECTED]
 | ICQ#: 5692561 | LinuxUser#: 205366

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Hide line ends behind unfilled circles?

2006-10-15 Thread Gabor Grothendieck
Here is a completely different solution using gplot in sna.  We create
an edge matrix, edges, and plot it.

library(sna)
edges - replace(matrix(0, 8, 8), cbind(match(x0, xx), match(x1, xx)), 1)
gplot(edges, coord = cbind(xx, yy), usearrows = FALSE,
  vertex.col = c(black, white)[factor(aa)])


On 10/15/06, Michael Kubovy [EMAIL PROTECTED] wrote:
 Dear r-helpers,

 xx - c(0.000, 0.210, 0.714, 0.514, 1.000, 0.190, 0.590, 0.152)
 yy - c(0.000, 0.265, 0.256, 0.521, 0.538, 0.761, 0.821, 1.000)
 aa - c(19, 19, 19, 21, 19, 21, 21, 21)
 x0 - xx[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 y0 - yy[c(1, 1, 2, 2, 2, 3, 3, 4, 4, 4, 5, 6, 6, 7)]
 x1 - xx[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]
 y1 - yy[c(2, 3, 3, 4, 6, 4, 5, 5, 6, 7, 7, 7, 8, 8)]

 plot(yy ~ xx, pch = aa, cex = 3)
 segments(x0, y0, x1, y1)

 Can anyone suggest a way of insuring that the lines are hidden behind
 the unfilled circles?
 _
 Professor Michael Kubovy
 University of Virginia
 Department of Psychology
 USPS: P.O.Box 400400Charlottesville, VA 22904-4400
 Parcels:Room 102Gilmer Hall
 McCormick RoadCharlottesville, VA 22903
 Office:B011+1-434-982-4729
 Lab:B019+1-434-982-4751
 Fax:+1-434-982-4766
 WWW:http://www.people.virginia.edu/~mk9y/

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.


__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] How to stop execution

2006-10-15 Thread Fernando Saldanha
I frequently run R code using source() or just paste large chunks of
code into the console window. When there is an error in the code the
execution does not stop. Rather, there is a blue error message and the
remainder of the code continues to execute.

Questions:

1) Is there a way to change the color of the error messages from blue
to another color? There are other messages (not error messages) that
are also blue and to have another color would make it easier to spot
errors as the screen scrolls through the code.

2) Is there a way to make execution of the sourced or pasted code to
stop immediatelyt if there is an error? I did some research and found
a way to make the whole session end, but that is too radical. I also
tried to change the option error from NULL to stop and that also does
not do the trick: the remaining pasted or sourced code is still
executed.

Any help will be appreciated. I am running R version 2.3.0 on Windows XP Pro.

FS

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] MASS need R = 2.4.0!!!

2006-10-15 Thread Dirk Eddelbuettel

On 15 October 2006 at 14:45, Ronaldo ReisJunior wrote:
| I have R 2.3.1 installed by debian páckage.
| 
| I install  only the base and recommended R packages from Debian source, all 
| others packages I install from the R source at CRAN.

We some 50 or more r-cran-* packages that you could apt-get install too...
 
| But, I try to use library MASS, but I received this message:
| 
|  library(MASS)
| Error: This is R 2.3.1, package 'MASS' needs = 2.4.0
| 
| What is the problem?

A mistake I made in specifying too weak a constraint when I said 'Depends:
r-base-core ( 2.3.1)' as 2.3.1-1 satisfies this.  So several CRAN et al
packages compiled using the different R 2.4.0 release candidates in Debian
unstable slipped into testing before R 2.4.0 itself did.

As discussed on r-sig-debian from where I quote from a post from two days ago:

-
You can either

1) go to Debian unstable and install r-base-core, r-base-dev, r-mathlib, ...
   from the 2.4.0 release manually (or semi-automatically using the pinning
   feature of apt-get), or

2) go to snapshot.debian.net and get the previous version of the failing
   package (here r-cran-vr), or

3) use install.packages() or update.packages() within R to overwrite
   to package

4) wait for R 2.4.0 to hit testing.

I recommend the first choice, esp with apt-get pinning which makes it quite
easy.  Choice 2 is probably the least scary if 'pinning' is a bit
much. Choice 3 may be the easiest. Choice 4 obviously stinks.

Again, sorry about this.  I'll try hard not to do that again.
-

The R 2.4.0 packages may actually enter testing today, so 4) may not be so
onerous.  They may get blocked by apparent conflict with rpy which may
require a manual push by the release team. I have contacted them.

Again, sorry -- this shouldn't have happened.  

Dirk


-- 
Hell, there are no rules here - we're trying to accomplish something. 
  -- Thomas A. Edison

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] How to stop execution

2006-10-15 Thread Duncan Murdoch
On 10/15/2006 1:19 PM, Fernando Saldanha wrote:
 I frequently run R code using source() or just paste large chunks of
 code into the console window. When there is an error in the code the
 execution does not stop. Rather, there is a blue error message and the
 remainder of the code continues to execute.
 
 Questions:
 
 1) Is there a way to change the color of the error messages from blue
 to another color? There are other messages (not error messages) that
 are also blue and to have another color would make it easier to spot
 errors as the screen scrolls through the code.

No, there isn't.

 2) Is there a way to make execution of the sourced or pasted code to
 stop immediatelyt if there is an error? I did some research and found
 a way to make the whole session end, but that is too radical. I also
 tried to change the option error from NULL to stop and that also does
 not do the trick: the remaining pasted or sourced code is still
 executed.

source() should stop when you get an error.  Rather than pasting a lot 
of text into the clipboard, if you want it to stop, you could use

source('clipboard')

or

source('clipboard', echo=T)

  Any help will be appreciated. I am running R version 2.3.0 on Windows 
XP Pro.

My advice would be to upgrade to 2.4.0 (or at least 2.3.1).

Duncan Murdoch

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] mitools, multiple imputation

2006-10-15 Thread Thomas Lumley
On Sat, 14 Oct 2006, John Sorkin wrote:

 R 2.2.0
 windows XP

 I am beginning to explore the mitools package contributed by Thomas
 Lumley (thank you Thomas) and  I have a few questions:

 (1) In the examples given in the mitools documentation, the only family
 argument used is family=binomial. Does the package support
 family=gaussian and other link functions? I ran the with function with
 family=gaussian and I obtained results, but I am not sure if gaussian is
 supported by the package, so I don't know if I should trust the values I
 obtained.

Yes, it works with family=gaussian. It isn't even restricted to glm()s 
-- it works with anything that has coef() and vcov() methods

 (2) In the documentation, the smi dataset is used i.e. data(smi). Could
 someone tell me how I can print the data associated with smi?


I'm not sure you really want to do that: it is 5 x 12 x 1170

More useful might be str(smi) or with(smi, fun=head)

However, if you do want to, either
  unclass(smi)
or
  with(smi,fun=print)
will work.

-thomas

Thomas Lumley   Assoc. Professor, Biostatistics
[EMAIL PROTECTED]   University of Washington, Seattle

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Compact presentation of multiple figures

2006-10-15 Thread Michael Kubovy
Dear r-helpers,

I have six panels: op(par(mfrow = c(2, 3),  xaxt = 'n', yaxt = 'n',  
pty = 's').
Each of them has a variable main = 'i',  and xlab = '', ylab = ''

I would like to achieve two things:
(1) a common x-axis label under panel 5, and one label to the left of  
panels 1 and 4
(2) minimal space between the panels.

I have looked for examples, and even the thorough Les paramètres  
graphiques didn't help me: I haven't been able to reduce the space  
between the rows of panels nearly enough. My best attempt:
par(pty = 's', xaxt = 'n', yaxt = 'n', mfrow = c(2, 3), mgp = c(1, 0,  
0), mar = c(1.1, 2.1, 1.1, 0.1))

_
Professor Michael Kubovy
University of Virginia
Department of Psychology
USPS: P.O.Box 400400Charlottesville, VA 22904-4400
Parcels:Room 102Gilmer Hall
 McCormick RoadCharlottesville, VA 22903
Office:B011+1-434-982-4729
Lab:B019+1-434-982-4751
Fax:+1-434-982-4766
WWW:http://www.people.virginia.edu/~mk9y/

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] how can i compute the average of three blocks for each column ?

2006-10-15 Thread Yen Ngo
Dear all, 
   
   
  I want to compute the average of the three blocks for each x-variable which 
is equal slide in the code below. How can I do that ?
   
   
  block  x1x2x3x4x5
  12322   232423
  12125   262139
  123242223   23
  220 21   232428
  2   32 2334 24   26
  2   19 34341334
  3   12 32  ´ 233419
  3   23  24   252627
  3   12 78   232424
   
   
  # read table of data for this slide=(x1)
  a-read.table(file = slide[i],header=T,sep='\t',na.strings=NA)
  #length(a$ID)
  #Eleminate Neg. and Pos. controls from the dataset. The logical negation of 
the %in% function, 
  #tells subset to only select those row where the ID column does not contain 
either empty or none
  new - subset(a,!ID %in% c(empty,none, ))
  #length(new$ID)
  #new[1:20,c(1,4,5,9)]
   
   
  #five first columns give position identifiers, include a column with block
  layout=new[,1:5]
  layout[1:30,]
   
  #9th columns which give the median foreground =values of x-variables
  fg1=as.matrix(new[,9])
  length(fg1)
  mean(fg1)  # calculate the mean of x1
   
   
   
   I try to do something like :##
   
  block1=fg1[layout$Block==1,]
  block2=fg1[layout$Block==1,]
  block2=fg1[layout$Block==1,]
  average=(block1+block2+block3)/3
   
  but it did not work.
   
  ## How can i calculate the means of remaining x_variables?
  #   Read data for the remaining slides =x2,x3,x4,x5  ###
   
  for (i in 2:num.slides){
  na1 - strsplit(na[[i]][k],.txt)
  na2 - strsplit(na1[[1]][1],-)
  bat=na2[[1]][1]
  sli=na2[[1]][2]
  nslide - cbind(nslide,as.numeric(sli))
  # nslide is a vector giving the number of the slide in the batch
  # read table of data for this slide
  a-read.table(file=slide[i],header=T,sep='\t',na.strings=NA)
  new- subset(a,!ID %in% c(empty,none, ))
  # append FG data to the matrices containing the slides already read
  fg1=cbind(fg1,as.matrix(new[,9]))
  }
   
  colnames(fg1)=nslide
  fg-data.frame(peptide=c(new$Name),fg1)
  fg - edit(fg)
   
   
   
  # Another question : I have three graphs which are displayed one after 
one with a large space between them. Can I move these graph closer each other 
by making them bigger and how ? Below is the code that i have written for 
plotting the graphs.
   
  par(mfrow=c(3,1))
for (j in 1:3)
{
boxplot(split(pos$y[pos$Block==j],pos$Slide[pos$Block==j]), col=lightgray, 
cex=.65, outline=TRUE, main=paste(Positive Controls Block,j))
}

   
  Thank you for your help,
  Regards,
   
  Yen

[[alternative HTML version deleted]]

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] BarPlot

2006-10-15 Thread Mohsen Jafarikia
Hello again,

Thanks for answering my questions.
If my program is now:

 pdf('Test.pdf')
BL-c(1.97,8.04,2.54,10.53,4.85,1.73)
LR-c(0.85,0.86,8.33,04.18,6.26,2.40)
 Q-c(0.00,0.00,1.92,01.92,4.48,0.00)

 cols - ifelse(Q!=0, orange, green)
Graph- barplot(LR, main='LR Value',col=cols, border='black', space=0.05,
width=(BL), xlab='Length', ylab='LR block')

axis(1, at=Graph, sprintf('%0.2f',BL))
mtext(1, at=Graph, text=ifelse(Q!=0, sprintf('%0.2f',Q), ), line=2)
mtext(1, at=par('usr')[1], text='BL', line=1)
mtext(1, at=par('usr')[1], text='Var', line=2)
abline(h=3.8, col='blue')I want to add alpha=5% at the end
of this line

 And now I want to write alpha=5% at the end of the line that I have on my
graph.

Thanks,
Mohsen



On 10/15/06, Marc Schwartz [EMAIL PROTECTED] wrote:

 On Sat, 2006-10-14 at 23:52 -0400, Mohsen Jafarikia wrote:
  Hello everyone,
 
  I have the following program to draw a barplot.
 
 
 
  MP-read.table(file='AR.out')
 
  names(MP)-c('BN','BL','LR','Q')
 
  Graph- barplot(MP$LR, main='LR Value', col='orange', border='black',
 space=
  0.05, width=(MP$BL), xlab='Length', ylab='LR each')
 
  axis(1, at=Graph, sprintf('%0.2f',MP$BL))
 
  mtext(1, at=Graph, text=sprintf('%0.2f',MP$Q), line=2)
 
  mtext(1, at=par('usr')[1], text='BL', line=1)
 
  mtext(1, at=par('usr')[1], text='Var', line=2)
 
  abline(h= 3.841,col='blue')
 
  abline(h=6.635,col='red')
 
 
 
  I have two more questions about the graph that I have:
 
  1) I want to write the 'Q' only when it is not equal to zero.
 
  2) I would like to change the bars when 'Q' is not zero. For example,
 from
  orange to green.
 
 
 
  I would appreciate your input to this question.
  Thanks,
 
  Mohsen

 It would be helpful to have the data that you are working with so that
 we can provide each other a working example.

 However, here are some hints:

 1.

   mtext(1, at = Graph,
 text = ifelse(MP$Q != 0, sprintf('%0.2f',MP$Q), ),
 line=2)


 2.

   cols - ifelse(MP$Q != 0, orange, green)
   barplot(..., col = cols, ...)


 See ?ifelse

 HTH,

 Marc Schwartz




[[alternative HTML version deleted]]

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Compact presentation of multiple figures

2006-10-15 Thread Richard M. Heiberger
This will get you started


x - rnorm(20)
y - rnorm(20)
par(pty = 's', xaxt = 'n', yaxt = 'n', mfrow = c(2, 3),
   mgp= c(1, 0, 0), mar = c(1.1, 2.1, 1.1, 0.1))

plot(y ~ x, main=1, xlab=, ylab=y1)
plot(y ~ x, main=2, xlab=, ylab=)
plot(y ~ x, main=3, xlab=, ylab=)
plot(y ~ x, main=4, xlab=, ylab=y4)
plot(y ~ x, main=5, xlab=, ylab=, xaxt=s)
plot(y ~ x, main=6, xlab=, ylab=)

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] BarPlot

2006-10-15 Thread David Barron
Try adding

 text(31,3.8,expression(paste(alpha==5,%)),pos=3)


On 15/10/06, Mohsen Jafarikia [EMAIL PROTECTED] wrote:
 Hello again,

 Thanks for answering my questions.
 If my program is now:

  pdf('Test.pdf')
 BL-c(1.97,8.04,2.54,10.53,4.85,1.73)
 LR-c(0.85,0.86,8.33,04.18,6.26,2.40)
  Q-c(0.00,0.00,1.92,01.92,4.48,0.00)

  cols - ifelse(Q!=0, orange, green)
 Graph- barplot(LR, main='LR Value',col=cols, border='black', space=0.05,
 width=(BL), xlab='Length', ylab='LR block')

 axis(1, at=Graph, sprintf('%0.2f',BL))
 mtext(1, at=Graph, text=ifelse(Q!=0, sprintf('%0.2f',Q), ), line=2)
 mtext(1, at=par('usr')[1], text='BL', line=1)
 mtext(1, at=par('usr')[1], text='Var', line=2)
 abline(h=3.8, col='blue')I want to add alpha=5% at the end
 of this line

  And now I want to write alpha=5% at the end of the line that I have on my
 graph.

 Thanks,
 Mohsen



 On 10/15/06, Marc Schwartz [EMAIL PROTECTED] wrote:
 
  On Sat, 2006-10-14 at 23:52 -0400, Mohsen Jafarikia wrote:
   Hello everyone,
  
   I have the following program to draw a barplot.
  
  
  
   MP-read.table(file='AR.out')
  
   names(MP)-c('BN','BL','LR','Q')
  
   Graph- barplot(MP$LR, main='LR Value', col='orange', border='black',
  space=
   0.05, width=(MP$BL), xlab='Length', ylab='LR each')
  
   axis(1, at=Graph, sprintf('%0.2f',MP$BL))
  
   mtext(1, at=Graph, text=sprintf('%0.2f',MP$Q), line=2)
  
   mtext(1, at=par('usr')[1], text='BL', line=1)
  
   mtext(1, at=par('usr')[1], text='Var', line=2)
  
   abline(h= 3.841,col='blue')
  
   abline(h=6.635,col='red')
  
  
  
   I have two more questions about the graph that I have:
  
   1) I want to write the 'Q' only when it is not equal to zero.
  
   2) I would like to change the bars when 'Q' is not zero. For example,
  from
   orange to green.
  
  
  
   I would appreciate your input to this question.
   Thanks,
  
   Mohsen
 
  It would be helpful to have the data that you are working with so that
  we can provide each other a working example.
 
  However, here are some hints:
 
  1.
 
mtext(1, at = Graph,
  text = ifelse(MP$Q != 0, sprintf('%0.2f',MP$Q), ),
  line=2)
 
 
  2.
 
cols - ifelse(MP$Q != 0, orange, green)
barplot(..., col = cols, ...)
 
 
  See ?ifelse
 
  HTH,
 
  Marc Schwartz
 
 
 

 [[alternative HTML version deleted]]

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.



-- 
=
David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Execution halting of lmer on UNIX when no problem on windows

2006-10-15 Thread Toby Gardner
Dear R-users, 

I have a frustrating problem that I am hoping has a simple fix.  I am running a 
series of lmer models from the lme4 package of the general form: 

model-lmer(y~x1 + x2 . + xn + 
(1|site),data=dataframe,family=poisson,method=Laplace,control=list(usePQL=FALSE,msVerbose=TRUE))

where the same model is executed multiple times on a bootstrapped dataframe.  
For each bootstrapped model run the resulting model object is used to return 
the AIC (and models are then compared using a bootstrapped weight - frequency 
of runs a given model had the lowest AIC).  

This works just fine when running interactively on my windows machine (so there 
is nothing the matter with the code, hence I have not bored you with the 
details here) however when I submit the job as a batch to a UNIX system it 
usually (but not always) fails and the execution is halted after an error 
message is produced: 

Error in objective (.par,...): Leading minor of order 1 in downdated X'X is not 
positive definite
In addition: There were 12 warnings (use warnings() to see them)
Error in logLik(model) : no applicable method for logLik
Execution halted

On windows when the execution of a single model run fails to estimate the 
logLik (an unstable model...) R just continues past the error and still runs to 
the end of the script (i.e. runs through all the bootstraps), and I can then 
inspect the output and any errors at the end. 

My question, then is when using UNIX on batch mode, how can I get the job to 
NOT halt it's execution on the production of an unstable model (not positive 
definite) and continue running? If the models are not bootstrapped then the 
script is executed without any problem in UNIX (so the script is successfuly 
submitted as a batch job), so it seems that some of the bootstrap runs are 
producing unstable models in rare instances, but just one is sufficient to halt 
the execution of the script. 

I am running R.2.3.1 on both Windows and UNIX, 

Many thanks in advance, 

Toby Gardner 

School of Environmental Sciences
University of East Anglia
Norwich, NR4 7TJ
United Kingdom
Email: [EMAIL PROTECTED]
Website: www.uea.ac.uk/~e387495

[[alternative HTML version deleted]]

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Need help with barplots

2006-10-15 Thread Henric Nilsson
On 2006-10-13 10:55, David Barron wrote:

 First, produce two barplots for comparison:
 
 par(mfrow=c(2,1) )
 barplot(VADeaths,beside=TRUE)
 barplot(VADeaths)
 
 The same information is in both plots; in the top, it is displayed as
 5 separate bars for each group, and in the stacked plot it is shown as
 5 separate regions in each of the four bars.  The hight of each of
 these regions is the same as the hight of the corresponding bar in the
 side-by-side plot.  The stacked plot enables you to see overall
 differences more easily (easier to see that the death rate is highest
 for Urban Males), but it is harder to compare the sizes of the
 categories.

Take a look at ?spineplot.


HTH,
Henric



 
 On 13/10/06, laba diena [EMAIL PROTECTED] wrote:
 I`ve read all the manuals and still couln`t find what is the difference
 between the stacked and side-by-side barplots ? Could you explain me ?

 [[alternative HTML version deleted]]

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.

 


__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Compact presentation of multiple figures

2006-10-15 Thread Michael Kubovy
Thanks Richard,

That is roughly what I did. However, (1) the distance between the  
rows is still quite large compared to the distance between the  
columns; (2) (less important) I still have two ylab, one for each row.

On Oct 15, 2006, at 5:12 PM, Richard M. Heiberger wrote:

 This will get you started


 x - rnorm(20)
 y - rnorm(20)
 par(pty = 's', xaxt = 'n', yaxt = 'n', mfrow = c(2, 3),
mgp= c(1, 0, 0), mar = c(1.1, 2.1, 1.1, 0.1))

 plot(y ~ x, main=1, xlab=, ylab=y1)
 plot(y ~ x, main=2, xlab=, ylab=)
 plot(y ~ x, main=3, xlab=, ylab=)
 plot(y ~ x, main=4, xlab=, ylab=y4)
 plot(y ~ x, main=5, xlab=, ylab=, xaxt=s)
 plot(y ~ x, main=6, xlab=, ylab=)

_
Professor Michael Kubovy
University of Virginia
Department of Psychology
USPS: P.O.Box 400400Charlottesville, VA 22904-4400
Parcels:Room 102Gilmer Hall
 McCormick RoadCharlottesville, VA 22903
Office:B011+1-434-982-4729
Lab:B019+1-434-982-4751
Fax:+1-434-982-4766
WWW:http://www.people.virginia.edu/~mk9y/

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Mute script

2006-10-15 Thread Alexandre Aguiar
Hi,

I tried to run the following script with R 2.4.0. The data stuff is commented 
out because data are already in memory.

#db - read.csv(normais.csv, sep=;, quote=, header=T)
sink(normais-chi.txt, append=T, type = output, split=T)
#sink(normais-chi.txt, append=T)
table(db$agua, db$mBerg)
chisq.test(db$agua, db$mBerg, correct=F)
print(table(db$agua, db$mBerg))
print(chisq.test(db$agua, db$mBerg, correct=F))
# here there are several other table/chisq.test pairs
sink()
#rm(db)

By introducing syntax errors in the script error messages will appear but 
normal output won't neither at screen nor at the sink file.
On the other hand, by inserting print commands I get both screen and file 
outputs.
Is it necessary to use the print command in every line? In interactive mode 
the simple command will produce the proper output. Or do I have a 
configuration problem?

Haven't found the answer elsewhere in teh Net.

Thanks in advance.


-- 


Alexandre Aguiar
Independent consultant for medical research
SPS Consultoria
Voice: +55-11-9320-2046
Fax: +55-11-5549-8760

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] overlapping intervals

2006-10-15 Thread Giovanni Coppola
Hello everybody,

I have two series of intervals, and I'd like to output the shared  
regions.
For example:
series1-cbind(Start=c(10,21,40,300),End=c(20,26,70,350))
series2-cbind(Start=c(25,60,210,500),End=c(40,100,400,1000))

  series1
  Start End
[1,]10  20
[2,]21  26
[3,]40  70
[4,]   300 350
  series2
  Start  End
[1,]25   40
[2,]60  100
[3,]   210  400
[4,]   500 1000

I'd like to have something like this as result:
  shared
  Start End
[1,]25  26
[2,]60  70
[3,]   300 350

I found this post, but the solution finds the regions shared across  
all the intervals.
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/59594.html
Can anybody help me with this?
Thanks
Giovanni

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Compact presentation of multiple figures

2006-10-15 Thread Richard M. Heiberger
I would do something like this in lattice.  It defaults to something prettier
and gives more control if you don't want the defaults.

tmp - data.frame(x=rnorm(120), y=rnorm(120), a=factor(rep(1:6, 20)))
xyplot(y ~ x | a, data=tmp)
xyplot(y ~ x | a, data=tmp, aspect=1, layout=c(3,2),
   scales=list(x=list(alternating=c(0,1,0)), y=list(alternating=FALSE)))


Back to regular graphics.  I misunderstood your request for a single y label.
This comes closer.  I used oma to squeeeze the two rows closer together.
I used two axis(1) statements.  The first puts the ticks on the border of
the box.  The second one puts the labels far enough away that they aren't
cluttered.  Similar adjustment is called for on the main title of each panel.

x - rnorm(20)
y - rnorm(20)
old.par - par(pty = 's', xaxt = 'n', yaxt = 'n', mfrow = c(2, 3),
 mar = c(1.1, 2.1, 1.1, 0.1), oma=c(12,2,0,2))
plot(y ~ x, main=1, xlab=, ylab=)
plot(y ~ x, main=2, xlab=, ylab=)
plot(y ~ x, main=3, xlab=, ylab=)
plot(y ~ x, main=4, xlab=, ylab=)
mtext(Y label, side=2,  at=2, line=2)
plot(y ~ x, main=5, xlab=, ylab=)
axis(1, xaxt=s, labels=FALSE)
axis(1, xaxt=s, tick=FALSE, line=1)
plot(y ~ x, main=6, xlab=, ylab=)
par(old.par)

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] extracting nested variances from lme4 model

2006-10-15 Thread Douglas Bates
On 10/15/06, Douglas Bates [EMAIL PROTECTED] wrote:
 On 10/14/06, Spencer Graves [EMAIL PROTECTED] wrote:
You want to estimate a different 'cs' variance for each level of
  'trth', as indicated by the following summary from your 'fake data set':
 
tapply(dtf$x, dtf$trth, sd)
 FALSE TRUE
  1.532251 8.378206
 
Since var(x[trth])  var(x[!trth]), I  thought that the following
  should produce this:
 
mod1.-lmer( x ~  (1|rtr)+ (trth|cs) , data=dtf)
 
Unfortunately, this generates an error for me:
 
  Error in lmer(x ~ (1 | rtr) + (trth | cs), data = dtf) :
  the leading minor of order 1 is not positive definite
 
I do not understand this error, and I don't have other ideas about
  how to get around it using 'lmer'.

 Hmm.  It's an interesting problem.  I can tell you where the error
 message originates but I can't yet tell you why.

 The error message originates when Cholesky decompositions of the
 variance-covariance matrices for the random effects are generated at
 the initial estimates.  It looks as if one of the model matrices is
 not being formed correctly for some reason.  I will need to do more
 debugging.

OK, I have worked out why the error occurs and will upload
lme4_0.9975-4, which fixes this problem and also has some speedups
when fitting generalized linear mixed models.  Just for the record, I
had assumed that the cholmod_aat function in the CHOLMOD sparse matrix
library (the function cholmod_aat calculates AA' from a sparse matrix
A) returned a matrix in which the columns are sorted in increasing
order of the rows.  That is not always correct but the situation is
easily remedied.  (The typical way to sort the columns in sparse
matrices is to take the transpose of the transpose, which had me
confused when I first saw it in some of Tim Davis's code.  It turns
out that a side effect of this operation is to sort the columns in
increasing order of the rows.)

With this patched lme4 package the model Spencer proposed can be fit
but the variance-covariance matrix of the two-dimensional random
effects for the cs factor is singular because of the design (the level
of trth is constant within each level of cs).  I'm not sure how to
specify the desired model in lmer.

 (fm2 - lmer(x ~(1|rtr) + (trth|cs), dtf))
Linear mixed-effects model fit by REML
Formula: x ~ (1 | rtr) + (trth | cs)
   Data: dtf
   AIC   BIC logLik MLdeviance REMLdeviance
 252.5 260.9 -121.2  244.8242.5
Random effects:
 Groups   NameVariance Std.Dev. Corr
 cs   (Intercept)  1.9127  1.3830
  trthTRUE24.1627  4.9156   1.000
 rtr  (Intercept)  1.9128  1.3830
 Residual 18.5278  4.3044
number of obs: 40, groups: cs, 10; rtr, 4

Fixed effects:
Estimate Std. Error t value
(Intercept)  -0.2128 1.2723 -0.1673
Warning message:
nlminb returned message false convergence (8)
 in: `LMEoptimize-`(`*tmp*`, value = list(maxIter = 200, tolerance =
1.49011611938477e-08,




  It seems to me that 'lme' in
  library(nlme) should also be able to handle this problem, but 'lme' is
  designed for nested factors, and your 'rtr' and 'cs' are crossed.  If it
  were my problem, I think I'd study ch. 4 and possibly ch. 5 of Pinheiro
  and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer) on
  'pdMat' and 'corrStruct' classes, because I believe those may support
  models with crossed random effects like in your example AND might also
  support estimating different variance components for different levels of
  a fixed effect like 'trth' in your example.
 
If we are lucky, someone else might educate us both.
 
I'm sorry I couldn't answer your question, but I hope these
  comments might help in some way.
 
Spencer Graves
 
  Frank Samuelson wrote:
   I have a model:
   mod1-lmer( x ~  (1|rtr)+ trth/(1|cs) , data=dtf)  #
  
   Here, cs and rtr are crossed random effects.
   cs 1-5 are of type TRUE, cs 6-10 are of type FALSE,
   so cs is nested in trth, which is fixed.
   So for cs I should get a fit for 1-5 and 6-10.
  
   This appears to be the case from the random effects:
 mean( ranef(mod1)$cs[[1]][1:5] )
   [1] -2.498002e-16
 var( ranef(mod1)$cs[[1]][1:5] )
   [1] 23.53083
 mean( ranef(mod1)$cs[[1]][6:10] )
   [1] 2.706169e-16
 var( ranef(mod1)$cs[[1]][6:10] )
   [1] 1.001065
  
   However VarCorr(mod1) gives me only
   a single variance estimate for the cases.
   How do I get the other variance estimate?
  
   Thanks for any help.
  
   -Frank
  
  
  
   My fake data set:
   ---
   data:
   $frame
 x rtr  trth cs
   1   -4.4964808   1  TRUE  1
   2   -0.6297254   1  TRUE  2
   31.8062857   1  TRUE  3
   42.7273275   1  TRUE  4
   5   -0.6297254   1  TRUE  5
   6   -1.3331767   1 FALSE  6
   7   -0.3055796   1 FALSE  7
   81.3331767   1 FALSE  8
   90.1574314   1 FALSE  9
   10  -0.1574314   1 FALSE 10
   11  -3.0958803   2  

Re: [R] overlapping intervals

2006-10-15 Thread jim holtman
Not the most efficient and requires integer values (maybe less than
1M). My results show an additional overlap at 40 - start  end were
the same -- does this count?  If not, just delete rows that are the
same in both columns.


 series1-cbind(Start=c(10,21,40,300),End=c(20,26,70,350))
 series2-cbind(Start=c(25,60,210,500),End=c(40,100,400,1000))
 x1 - x2 - logical(max(series1, series2))  # vector FALSE
 x1[unlist(mapply(seq, series1[,1], series1[,2]))] - TRUE
 x2[unlist(mapply(seq, series2[,1], series2[,2]))] - TRUE
 r - rle(x1  x2)  # determine overlaps
 offset - cumsum(r$lengths)
 (z - cbind(offset[r$values] - r$lengths[r$values] + 1, offset[r$values]))
 [,1] [,2]
[1,]   25   26
[2,]   40   40
[3,]   60   70
[4,]  300  350
 # if you don't like dups for overlaps (@40)
 z[z[,1] != z[,2],]
 [,1] [,2]
[1,]   25   26
[2,]   60   70
[3,]  300  350

On 10/15/06, Giovanni Coppola [EMAIL PROTECTED] wrote:
 Hello everybody,

 I have two series of intervals, and I'd like to output the shared
 regions.
 For example:
 series1-cbind(Start=c(10,21,40,300),End=c(20,26,70,350))
 series2-cbind(Start=c(25,60,210,500),End=c(40,100,400,1000))

   series1
  Start End
 [1,]10  20
 [2,]21  26
 [3,]40  70
 [4,]   300 350
   series2
  Start  End
 [1,]25   40
 [2,]60  100
 [3,]   210  400
 [4,]   500 1000

 I'd like to have something like this as result:
   shared
  Start End
 [1,]25  26
 [2,]60  70
 [3,]   300 350

 I found this post, but the solution finds the regions shared across
 all the intervals.
 http://finzi.psych.upenn.edu/R/Rhelp02a/archive/59594.html
 Can anybody help me with this?
 Thanks
 Giovanni

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.



-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem you are trying to solve?

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] MASS4 page 360 cumulative hazard plot

2006-10-15 Thread Ross Darnell
I cannot reproduce Fig. 13.2 in MASS4.

 plot(gehan.surv,fun='cloglog')
Warning message:
2 x values = 0 omitted from logarithmic plot in: xy.coords(x, y, 
xlabel, ylabel, log)

and the x-axis is badly scaled.

I was wondering if someone can help


Regards
Ross Darnell

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Contour plot of bivariate log-likelihood function

2006-10-15 Thread Dale Steele
Thanks to prior help from the list, I've made progress in adapting a 
univariate log-likelihood function to a bivariate one for Box-Cox 
transformations.  However, I'm having trouble plotting values of the 
log-likelihood function (z) for given range of lambda(1) and lambda(2).

The current result of my function (below) is z.  How can I adapt it to 
output the values lambda(1), lambda(2) (for each row of all_lambda) and 
z and then plot using contour()?

I'm also stuck on how to allow the variable xL to == log(x) when 
lambda(1)==0 and/or lambda(2)==0.

Thanks.

--Dale


x-read.table(http://www.stat.lsu.edu/faculty/moser/exst7037/jwdata/T4-1.txt,col.names=x1;)
x-read.table(http://www.stat.lsu.edu/faculty/moser/exst7037/jwdata/T4-5.txt,col.names=x2;)
X - as.matrix(cbind(x1,x2))

  bvboxcox - function(X, min, max, step)
   {
 seq - seq(min,max,step)
 all_lambda - expand.grid(seq,seq)
 all_lambda - as.matrix(all_lambda)
 c - nrow(all_lambda)
 res - numeric(c)

 for (i in seq(1:c)){
   lambda - all_lambda[i,]
   xL - (X^lambda - 1)/lambda
   n - nrow(X)
   t1 - (-n/2)*log(det(cov(xL)))
   gsum - apply(X,2,function(x) sum(log(x)))
   t2 - sum((lambda - 1) * gsum)
   res[i] - t1+t2
 }
   res
   }

## For example ...

bvboxcox(X, 0.10, 0.17, 0.01)

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Input buffer overflow

2006-10-15 Thread Gabor Grothendieck
In gsubfn I replace matches with strings that represent calls to a function
and then perform paste(eval(parse(text= ...)), collapse = ) on the result.
One user of gsubfn is using it with very long strings (over 20,000 characters)
and the parse is giving an input buffer overflow.  Here is an
artificial example:

s - paste(rep(X, 25000), collapse = )
out - parse(text = shQuote(s))
   Error in parse(text = shQuote(s)) : input buffer overflow

Is there a way to increase the limit?

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] [R-pkgs] New package Ryacas

2006-10-15 Thread Gabor Grothendieck
Ryacas is an R interface to the free yacas computer algebra
system.  Ryacas allows one to send R expressions,
unprocessed yacas strings and certain other R objects to a
separate yacas process from R and get back the result.  It
also has facilities for manipulating yacas strings and R
expressions destined for yacas processing.

It can be used for exact arithmetic, symbolic math, ASCII
pretty printing and translating R to TeX.


Online info.  For overview, pointers to additional
information, installation instructions and a sample session
see:

http://code.google.com/p/ryacas/

The vignettes can be viewed online here:

http://ryacas.googlecode.com/svn/trunk/inst/doc/Ryacas.pdf
http://ryacas.googlecode.com/svn/trunk/inst/doc/Ryacas-Sym.pdf


More. Once Ryacas is installed, pointers to additional
information can be found with these R commands:

library(Ryacas)
package?Ryacas


---

Rob Goedman, goedman at mac dot com
Gabor Grothendieck, ggrothendieck at gmail dot com
Søren Højsgaard, Soren.Hojsgaard at agrsci dot dk
Ayal Pinkus, apinkus at xs4all dot nl

___
R-packages mailing list
R-packages@stat.math.ethz.ch
https://stat.ethz.ch/mailman/listinfo/r-packages

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Error Correcting Codes, Simplex

2006-10-15 Thread Richard Graham
On 10/8/06, Egert, Bjoern [EMAIL PROTECTED] wrote:
 Hello,

   Is there a way in R to construct an (error correcting) binary code
   e.g. for an source alphabet containing integers from 1 to say 255
   with the property that each pair of distinct codewords of length m
   is at Hamming distance exactly m/2 ?

   I was suggested to use so called simplex codes, which should be
   fairly standard, but I haven't found a direct way via R packages
   to do so, that's why I ask whether there might be in indirect way
   to solve this problem.

   Example:
   v1  =c(1,2,3,4)
   v2  =c(1,2,5,6)
   similarity(v1,v2)=0.5, (because 2 out of 4 elements are equal).
   Obviously, a binary representation of would yield a different
   similarity of:
   binary(v1) =001 010 011 100
   binary(v1) =001 010 101 110
   similarity(binary(v1),binary(v2))= 9/12

   Remark: The focus here is not on error correction, but rather the
   binary encoding retaining similarity of the elements of vectors.

 Many thanks,
 Bjoern

Bjoern,

NB:  I'm an R newbie and I only know a bit about error correcting codes.

I haven't seen any responses to your questions and I don't know if you still
have a need, but it is certainly possible to construct forward error correction
codes with all the great math capability in R.

It seems you want to generate code words that still have the original bits
present.  These are systematic codes and there are lots of them available
to use.  Many codes are specified by the code word length (n), number
of original data
bits in each code word (k), and the minimum Hamming distance of the
code words (d)
as a [n,k,d] code. Simplex Codes have these parameters: [2^k - 1, k,
2^(k - 1)].  These
codes could be generated as a simple matrix multiply in R, but are you
sure that's what
you want?  The code words will be quite long.

Regards,
Richard Graham

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.