[R] cross-validation for count data
Hi everybody, I'm trying to use cross-validation (cv.glm) for count data. Does someone know which is the appropriate cost function for Poisson distribution? Thank you in advance. Valerio. Conservation Biology Unit Department of Environmental and Territory Sciences University of Milano-Bicocca Piazza della Scienza,1 20126 Milano, Italy. -- Scopri se hai Vinto un Tv Color LCD! Clicca qui http://click.libero.it/webnation15nov06 __ 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 compute p-value?
Dear Michael It calls the function pt() to calculate the p-value based on your t statistics and the degree of freedoms. If you are interested how it is calculated in details, you can have a look into the source code: /R-2.4.0/src/nmath/pt.c There you can find the C-code. Hope this helps Christoph Buser -- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- Michael writes: Hi all, I just want to understand how R computes p-value in a simple linear regression model? The reason is that in Matlab in the function which evaluate standard errors for multivariate normal regression, it just provide estimates and standard errors, without giving out p-value, It computes t-statistics as follows: abs(beta_hat/std_beta_hat) how to go further to get p-value? Thanks [[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] cross-validation for count data
On Wed, 15 Nov 2006, [EMAIL PROTECTED] wrote: I'm trying to use cross-validation (cv.glm) for count data. Does someone know which is the appropriate cost function for Poisson distribution? It depends on the scientific problem, not the distribution. You could use the deviance but it may well not be appropriate for your context, so please seek statistical advice. BTW, this is off-topic (see the posting guide) which is why your previous https://stat.ethz.ch/pipermail/r-help/2006-November/116948.html went unanswered. Please don't clog the list with repeats like this. And cv.glm is part of package boot (I presume) which you did not mention and if so is support software for a book that may help you Thank you in advance. Valerio. Conservation Biology Unit Department of Environmental and Territory Sciences University of Milano-Bicocca Piazza della Scienza,1 20126 Milano, Italy. __ 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. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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] RODBC and NULL values
Mark,
I think you should realize that SQL is evolved from a different culture, large
databases. It does not have these fancy data types that we find so usefull in
R, so somewhere there is guessing what class a variable is.
I tried to examine what NULL values would do on my computer Linux, Suse 9.2,
MySQL 4.0.21, ODBC ver 03.51. R 2.4 latest packages. As this was a trial I
added the lot, Inf, -Inf, NA, NaN.
At first my rows with Inf and -Inf were dropped without even a warning. With
RMySQL it went a bit better, Inf and -Inf were kept.
In the end, using also the MySQLCC console manager I figured out that one
could indeed insert the correct values.
Then I realized: How would RODBC know what my database can handle, there may
be a zillion different types of ODBC drivers with databases under them.
Why would the database be so versatile anyway. Inf, -Inf, NA and NaN are not
exaclty what one would use for say an inventory, personel adminstration or
the such. These are probably not part of the SQL standard anyway.
So, in short, even though R sometimes seems magically to guess what you want,
it does not work for reading SQL. The only true magic in R are squares, its
existence and all those beatifull packages.
Kees
# my code
library(RODBC)
chan - odbcConnect('myodbc1',uid='kees')
x - c(0,Inf,-Inf,NaN,NA)
y - c(1,2,3,4,5)
df1 - data.frame(x=x,y=y)
sqlSave(chan, df1, testNA1, rownames=T,verbose=TRUE,fast=TRUE)
str(sqlFetch(chan,'testNA1'))
'data.frame': 3 obs. of 2 variables:
$ x: num 0 NA NA
$ y: num 1 4 5
sqlQuery(chan,'CREATE TABLE testNA2 (rownames varchar(255), x double, y
double)')
sqlQuery(chan,INSERT INTO testNA2 ( rownames, x, y ) VALUES ( '1', 0, 1 ))
sqlQuery(chan,INSERT INTO testNA2 ( rownames, x, y ) VALUES ( '2', 'inf',
2))
sqlQuery(chan,INSERT INTO testNA2 ( rownames, x, y ) VALUES ( '3', '-inf',
3 ))
sqlQuery(chan,INSERT INTO testNA2 ( rownames, x, y ) VALUES ( '4', 'nan',
4 ))
sqlQuery(chan,INSERT INTO testNA2 ( rownames, x, y ) VALUES ( '5', NULL ,
5 ))
str(sqlFetch(chan,'testNA2'))
'data.frame': 5 obs. of 2 variables:
$ x: num 0 Inf -Inf NaN NA
$ y: num 1 2 3 4 5
# end of code
On Tuesday 14 November 2006 21:01, Mark Wardle wrote:
Mark Wardle wrote:
Dear all,
I'm afraid I'm still having trouble with RODBC and NULL values on Mac OS
... snip
limited to RODBC, and is not an ODBC driver problem? Any ideas? I'll be
switching to RdbiPgSQL from now, but I thought it appropriate to flag
this up as an unsolved problem.
Hmmm.. there are several issues with RdbiPgSQL (including not doing as
good a job at recognising factors for example - this requires manually
checking data frames returned, and fixing data types with liberal use of
as.factor() etc..), so if anyone has information on the best way to
access PostgreSQL from R, then all advice appreciated!
Apart from the NULL value problem, RODBC seems the best and most mature
and does a great job of inferring data types. The RPGSQL website
suggests it is abandoned in favour of Rdbi, Rdbi's website suggests it
is abandoned in favour of DBI. This doesn't complete support postgresql
as far as I can see, but they recommend the RdbiPgSQL package on
bioconductor as above.
Thanks,
Mark
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Re: [R] gam() question
Hi everyone, I am fitting a bivariate smoothing model by using gam. But I got an error message like this: Error in eigen(hess1, symmetric = TRUE) : 0 x 0 matrix - this is a known problem in mgcv 1.3-20 (an optimizer fails to cope with convergence in one step). It's fixed in 1.3-21, which I'll try and get uploaded to CRAN today. Simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603 www.maths.bath.ac.uk/~sw283 __ 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] RODBC and NULL values
chao gai wrote: Why would the database be so versatile anyway. Inf, -Inf, NA and NaN are not exaclty what one would use for say an inventory, personel adminstration or the such. These are probably not part of the SQL standard anyway. Thanks for your reply. I have to agree with most of your suggestions, and can easily workaround this NULL value issue. However, NULLs are part of the SQL standard and one can check for them within ANSI SQL. Perhaps my mistake was using NULLs as a meaningful entry. In my case, that an event has not (yet) been reached. As I say, it is easily worked around, but there may be something amiss with the way the ODBC driver is reporting NULL values --- some clients can cope, but RODBC cannot. It may be a primary problem with the ODBC driver itself, but I do not have the understanding or skill to get to the bottom of the problem. I will add one further diagnostic point. If I modify the table schema so the column is of type text rather than numeric or int4, then RODBC works --- NULLs are properly transferred as NAs, and the data is correctly identified as numeric (which I have to say is very clever!). I don't know whether this fact is of any help. Best wishes, Mark -- Dr. Mark Wardle Clinical research fellow and Specialist Registrar in Neurology, C2-B2 link, Cardiff University, Heath Park, CARDIFF, CF14 4XN. UK __ 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] OPTIM--non finite finite different [13]
Dear All:
I used optim() to minimise the loglikelihood function for fitting data to
negative binomial distribution. But there initial value of log-likelihood and
iteration 10 value are reasonable. for example:
initial value 1451657.994524
iter 10 value 47297.534905
iter 20 value -623478636.8236478
Then the iter 20 vlaue suddelnly changes to a negative value and in the end the
error mesage is
non finite finite different [13]
Has any one have this experience of what the wrong is?
Thanks!
Xin
My function is:
function (parameters,y,x1,x3)
{
alpha-parameters[1:10];
beta-parameters[11];
g-parameters[12];
theta-parameters[13];
j=x3
p=alpha[j]*(x1^beta)*exp(-g*x1)
ifelse(x10,
L-lgamma(y+p)+p*log(theta)+y*(log(1-theta))-lfactorial(y)-lgamma(p)
,Inf)
L
}
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[R] How to made it more faster ?
Hi, dear all
As Professor LUMLEY suggest, I use the withReplicates function to comute SE of
a complex statistics here below the source I wrote :
wi-weights(EC2deg)
Qratio-function(w=wi,don=EC2,x,a1=.2,a2=.8){
xx-unlist(model.frame(x,don))
Qtle - function(p){
oo - order(unlist(xx))
cum.w - cumsum(w[oo])/sum(w)
val - approxfun(cum.w, xx[oo])
val(p)
}
res-weighted.mean(xx[xx=Qtle(a2)],w[xxQtle(a2)])/weighted.mean(xx[xx=Qtle(a1)],w[xxQtle(a1)])
res
}
svyqratio-function(x,design,a1=.2,a2=.8){
rval-withReplicates(design,Qratio,x=x)
rval
}
When I use it, very slow e.g
duration-system.time(tab1-svyqratio(~DEPUC,BootEC2))
duration
[1] 237.73 7.24 256.81 NA NA
I know to make make it more fast I can reduce the number of replicates. I have
100 but this solution is statiscally insteresting. I want to use something like
svyby(~DEPUC,~S00Q1,BootEC2,svyqratio) . I can I modify this code source to
made it more fast ?
Processor Intel PIV, 2.66 GHz, 512MB RAM
sessionInfo()
R version 2.4.0 (2006-10-03)
i386-pc-mingw32
attached base packages:
[1] methods stats graphics grDevices utils datasets
[7] tcltk base
other attached packages:
ineq xtable foreign survey svIO R2HTML svMisc svSocket
0.2-7 1.3-2 0.8-17 3.6-4 0.9-5 1.58 0.9-5 0.9-5
svIDE
0.9-5
Justin BEM
Elève Ingénieur Statisticien Economiste
BP 294 Yaoundé Cameroun.
Tél (00237)9597295.
___
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Profitez des connaissances, des opinions et des expériences des internautes sur
Yahoo! Questions/Réponses
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and provide commented, minimal, self-contained, reproducible code.
[R] dynamic aggregation of many variables
Hi, i have many variables for in example 4weeks and want to do aggregations, like mean standard , deviation etc.. With mean it works but how i can calculate the standard deviation for the 4weeks and for every ID. many thanks regards, christian week1 - grep((_PRO_001),names(dmx3),perl=T) week1table - subset(dmx3,select=c(ID,week1)) week2 - grep((_PRO_002),names(dmx3),perl=T) week2table - subset(dmx3,select=c(ID,week2)) week3 - grep((_PRO_003),names(dmx3),perl=T) week3table - subset(dmx3,select=c(ID,week3)) week4 - grep((_PRO_004),names(dmx3),perl=T) week4table - subset(dmx3,select=c(ID,week4)) mws - (week1table[,2:117]+week2table[,2:117]+week3table[,2:117]+week4table[,2:117])/4 __ 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] newie question fitting ARIMA
Hello, I actually have an understanding problem about estimating ARIMA-Models. I use the package forecast and here I simply do best.arima. I can get fitted values by the comand fitted() To estimate the forecasterrors x=c(1:20) y=best.arima(x) fitted(y) forecasterrors(fitted(y), x) My question is, whether this is the right approach or not. Should there be a lag of 1 in y since the forecast is always for the period t+1? I also try to do this procedure for other models (HoltWinters etc) and I want to choose the model with the lowest Mean absolute Error. attached please also find a plot of another arima model and its fitted values. I hope there is an easy answer to my question. Thank you very much in advance and best regards, Markus Schweitzer - http://www.pokertips.tk __ 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] trellis.par.set and grid : how to set by default that I want a grid on my graphes ?
Hello all,
I want to draw a grid behind my graphes, using lattice package.
I manage to do it with instructions like this one :
xyplot(Sepal.Length + Sepal.Width ~ Petal.Length ,
data = iris, allow.multiple = TRUE, scales = same,type=l,
panel = function(...) { panel.grid(h=-1, v= -1) ;
panel.superpose(...)
}
)
I was wondering if there were a way to do it using for example
trellis.par.set() to set this by default, like what I do for colors e.g. :
trellis.par.set(list(superpose.line = list(col = c( red, yellow,
green, blue, purple, orange, black, maroon, pink, cyan,
grey, magenta
instead of using in each call this log panel = function (...) { }
instruction
I tried emprirically
trellis.par.set(list(grid.pars= list(h = -1, v=-1)))
with no success (I am not even sure that this grid.pars is about drawing
grids ... but it is the nearest instruction i found in trellis parameters
As i am not very confident with this trellis.par.set(), I might have missed
something ... I also tried to define a function
grid-function(...) { panel.grid(h=-1, v= -1) ; panel.superpose(...) }
xyplot(Sepal.Length + Sepal.Width ~ Petal.Length ,
data = iris, allow.multiple = TRUE, scales = same,type=l,
panel = grid() #also tried grid(...)
)
but the only result is an arror message
with grid() : Erreur dans unit(y0, default.units) : 'x' et 'units' doivent
avoir une longueur positive (x and units should have a positive length)
with grid(...) : '...' utilisé dans un contexte incorrect ('...' used in
a wrong context)
Could anyone tell me a way of doing it ?
--
Pascal Boisson
[EMAIL PROTECTED]
http://pak.enroweb.com
http://www.flickr.com/photos/hoothootprod/
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and provide commented, minimal, self-contained, reproducible code.
[R] gsub
R-help, I want to remove the following strings cpue and nogd string - c(upsanogd ,toskanogd , hysunogd , konganogd ,gullaksnogd , longunogd , blalongunogd , brosmunogd) I could use first : first - gsub(cpue , , string) and then : second - gsub(nogd , , first) Can it be done at once? Thanks in advance version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 4.0 year 2006 month 10 day03 svn rev39566 language R version.string R version 2.4.0 (2006-10-03) __ 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] Newbie: how to get unique x unique x aggregate chart?
I'm very new to R, so please forgive me if I just missed the answer in existing documentation... I have a data set with at least three columns, X, Y, and Z. I want to produce a chart where one axis shows all the unique values of X, and the other axis shows all the unique values of Y. Each cell within the chart should contain the result of applying an aggregate function (such as mean(), for example) to Z value of those rows that are associated with that cell (via their X and Y values). Can someone recommend a good way to do this? Thanks very much, Christian [[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] trellis.par.set and grid : how to set by default that I want a grid on my graphes ?
1. Another way to address this is to include g in the type vector:
xyplot(Sepal.Length + Sepal.Width ~ Petal.Length ,
data = iris, allow.multiple = TRUE, scales = same, type = c(l, g))
2. Also look in the example section of:
library(zoo)
?xyplot.zoo
which gives an example of plotting a grid behind an existing plot. You
could define a function to do that and then just call it after your xyplot call.
3. You could define your own panel function:
mypanel - function(...) { panel.grid(); panel.superpose(...) }
so that you only have to write panel = mypanel in the arg list.
4. You could define your own xyplot2 which calls xyplot and uses one
of the above methods to ensure that it does it with a grid.
On 11/15/06, Pascal Boisson [EMAIL PROTECTED] wrote:
Hello all,
I want to draw a grid behind my graphes, using lattice package.
I manage to do it with instructions like this one :
xyplot(Sepal.Length + Sepal.Width ~ Petal.Length ,
data = iris, allow.multiple = TRUE, scales = same,type=l,
panel = function(...) { panel.grid(h=-1, v= -1) ;
panel.superpose(...)
}
)
I was wondering if there were a way to do it using for example
trellis.par.set() to set this by default, like what I do for colors e.g. :
trellis.par.set(list(superpose.line = list(col = c( red, yellow,
green, blue, purple, orange, black, maroon, pink, cyan,
grey, magenta
instead of using in each call this log panel = function (...) { }
instruction
I tried emprirically
trellis.par.set(list(grid.pars= list(h = -1, v=-1)))
with no success (I am not even sure that this grid.pars is about drawing
grids ... but it is the nearest instruction i found in trellis parameters
As i am not very confident with this trellis.par.set(), I might have missed
something ... I also tried to define a function
grid-function(...) { panel.grid(h=-1, v= -1) ; panel.superpose(...) }
xyplot(Sepal.Length + Sepal.Width ~ Petal.Length ,
data = iris, allow.multiple = TRUE, scales = same,type=l,
panel = grid() #also tried grid(...)
)
but the only result is an arror message
with grid() : Erreur dans unit(y0, default.units) : 'x' et 'units' doivent
avoir une longueur positive (x and units should have a positive length)
with grid(...) : '...' utilisé dans un contexte incorrect ('...' used in
a wrong context)
Could anyone tell me a way of doing it ?
--
Pascal Boisson
[EMAIL PROTECTED]
http://pak.enroweb.com
http://www.flickr.com/photos/hoothootprod/
[[alternative HTML version deleted]]
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] gsub
On 11/15/2006 8:29 AM, Luis Ridao Cruz wrote: R-help, I want to remove the following strings cpue and nogd string - c(upsanogd ,toskanogd , hysunogd , konganogd ,gullaksnogd , longunogd , blalongunogd , brosmunogd) I could use first : first - gsub(cpue , , string) and then : second - gsub(nogd , , first) Can it be done at once? gsub(cpue|nogd, , string) See ?regex for a description of the kinds of patterns R can use, in particular Two regular expressions may be joined by the infix operator |; the resulting regular expression matches any string matching either subexpression. For example, abba|cde matches either the string abba or the string cde. Note that alternation does not work inside character classes, where | has its literal meaning. 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] how to create this design matrix?
Dear Michael, This looks like a multivariate simple regression -- that is, 12 response variables, one predictor. If the data are in the matrix X, then lm(X[,1:12] ~ X[,13]) should do the trick. I hope this helps, John John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Sent: Wednesday, November 15, 2006 12:23 AM To: R-help@stat.math.ethz.ch Subject: [R] how to create this design matrix? Hi all, I have a multiple-linear regression problem. There are 13 columns of data, the whole data matrix is: n x 13, where n is the number of samples. Now I want to regress EACH of the first 12 columns onto the 13th column, with 2-parameter linear model y_i = b0 + b1 * x_i, where i goes from 1 to n, and b0 is the intercept. How do I create a design matrix to do the 12-column regression collectively all at once using multiple linear regressions? Thanks a lot [[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.
[R] Merging two columns with a single value
__ 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 for Biased Urn Models
A new package named BiasedUrn is available. This package implements various noncentral hypergeometric distributions, univariate and multivariate. Includes the distribution you get when taking colored balls from an urn without replacement, with bias. These distributions have many applications in models of biased sampling and models of evolution by natural selection. The multivariate hypergeometric distribution can be generated as a special case. The underlying theoretical publication is not out yet. Please see the package vignette and www.agner.org/random/theory/ if you need the theory details. ___ 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.
[R] INSTALL R-2.4.0 on Compaq Tru64 UNIX V5.1B
Dear all:
I got some error messages when I installed R-2.4.0 on Compaq Tru64 Unix
V5.1B, I set the R_HOME=/shs/R and then try 'make' command after
configuration and it showed Make: Cannot open /share/make/vars.mk.
Stop.,after that,I used the 'gmake' to implement.
The following is my installation steps:
1. ./configure --enable-R-shlib --prefix=/shs/R MAKE=gmake (no error
messages)
2. gmake
it still failed with 'gmake' command,the following are the error messages:
gcc -I. -I../../src/include -I../../src/include -I/usr/local/include
-DHAVE_CONFIG_H -mieee-with-inexact -g -O2 -std=gnu99 -c dynload.c -o
dynload.o
In file included from dynload.c:33:
../../src/include/Defn.h:554: parse error before R_CStackLimit
../../src/include/Defn.h:554: warning: type defaults to `int' in
declaration of `R_CStackLimit'
../../src/include/Defn.h:554: warning: data definition has no type or
storage class
../../src/include/Defn.h:555: parse error before R_CStackStart
../../src/include/Defn.h:555: warning: type defaults to `int' in
declaration of `R_CStackStart'
../../src/include/Defn.h:555: warning: data definition has no type or
storage class
gmake[3]: *** [dynload.o] Error 1
gmake[3]: Leaving directory `/shs/R-2.4.0/src/unix'
gmake[2]: *** [R] Error 2
gmake[2]: Leaving directory `/shs/R-2.4.0/src/unix'
gmake[1]: *** [R] Error 1
gmake[1]: Leaving directory `/shs/R-2.4.0/src'
gmake: *** [R] Error 1
Has anyone ever solved this problem?
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盛淑蕙Shu Hui Sheng
生技與醫藥研究所
分生組 生醫資訊部
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Re: [R] random forest regression
One way is to graft the stratified sampling code from the classification
part onto the regression part. I will get to it eventually, but just
not now.
Andy
From: Naiara Pinto
Dear all,
I am doing a regression in ramdomForest, using the option
sampsize reduce the number of records used to produce the
randomForest object.
The manual says For classification, if sampsize is a vector
of the length the number of strata, then sampling is
stratified by strata, and the elements of sampsize indicate
the numbers to be drawn from the strata. I need my sampling
to be done with factors, but I am doing a regression. Does
anyone know a way to do that?
Thanks,
Naiara.
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Re: [R] POSIXlt converted to POSIXct in as.data.frame()
Thank you, Spencer.
It *does* depend on the exact environment such as timezone,
locale, ???
In my (Linux) setup, I can reproduce Rogers' 1-off problem
using exactly your (Spencer's) R script.
Carefully considering the warning in ?POSIXlt,
and using Sys.getenv(TZ) to see that I had no timezone set,
I've used
Sys.putenv(TZ = MET)
to correctly set my timezone, but that still did not help,
so I tried
Sys.putenv(TZ = UTC+1)
and that *did* solve the problem.
Interestingly, even
Sys.putenv(TZ = )
does solve the problem for me.
Here is small function, derived from your codes,
which is useful for testing these settings:
tstD - function(x.Plt = strptime(paste(9:13, Nov 2006), format=%d %b %Y))
{
## Purpose: Check POSIXlt - Dataframe (i.e. - POSIXct) - Date conversion
## --
## Arguments: x.Plt: a correct POSIXlt object
## --
## Author: Martin Maechler, Date: 15 Nov 2006, 10:16
stopifnot(inherits(x.Plt, POSIXlt))
d0 - as.Date(x.Plt)
if(isTRUE(getOption(verbose))) {
cat(as.Date(*): ); str(d0) }
dd - data.frame(x.Plt)
## - column converted to P..ct -- definitely needed and desired
dDate - as.Date(dd[,x.Plt])
stopifnot(dDate - d0 == 0)
## else
OK
}
SpG == Spencer Graves [EMAIL PROTECTED]
on Sun, 12 Nov 2006 08:26:09 -0800 writes:
SpG I'm not qualified to say much about POSIX, but I haven't seen a
SpG reply to this in almost 3 days, so I'll offer a comment in the hopes
SpG that it might be useful or that someone else might correct any
SpG misstatement I might make:
SpG First, I didn't find a discrepancy.
sessionInfo()
SpG R version 2.4.0 (2006-10-03)
SpG i386-pc-mingw32
SpG locale:
SpG LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
SpG States.1252;LC_MONETARY=English_United
SpG States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
SpG attached base packages:
SpG [1] methods stats graphics grDevices utils
datasets
SpG [7] base
SpG I used the following modification extension of your example:
SpG my_POSIXlt - strptime(c(11-09-2006, 11-10-2006, 11-11-2006,
SpG11-12-2006, 11-13-2006), %m-%d-%Y)
SpG str(my_POSIXlt)
SpG class(my_POSIXlt)
SpG my_Date - as.Date(my_POSIXlt)
SpG str(my_Date)
SpG myCharacters - format(my_Date)
SpG class(myCharacters)
SpG my_DF - data.frame(my_POSIXlt)
SpG str(my_DF)
SpG DF_Date - as.Date(my_DF$my_POSIXlt)
SpG str(DF_Date)
SpG DF_Date
SpG all.equal(DF_Date, my_Date)
SpG # TRUE
SpG The data.frame function converts POSIXlt, which is a list, to
SpG POSIXct, which is a numeric vector with attributes:
attributes(my_DF$my_POSIXlt)
SpG $class
SpG [1] POSIXt POSIXct
SpG $tzone
SpG [1]
is.numeric(my_DF$my_POSIXlt)
SpG [1] TRUE
SpG If you are getting a day shift, I would guess that you might have
SpG a different version of some of the software or a difference in your
SpG locale. I just did 'update.packages()' yesterday, so if I'm out of
date
SpG on something, I hope someone will help me understand and fix the
problem.
SpG Beyond this, have you reviewed the ?POSIXt help file plus Gabor
SpG Grothendieck and Thomas Petzoldt. R help desk: Date and time classes
in
SpG R. R News, 4(1):29-32, June 2004 (available from www.r-project.org -
SpG Newsletter)?
SpG Hope this helps.
SpG Spencer Graves
SpG Roger Bivand wrote:
In trying to use as.Date(), I've come across the conversion of POSIXlt
to
POSIXct when a POSIXlt variable is included in a data frame:
my_POSIX - strptime(c(11-09-2006, 11-10-2006, 11-11-2006,
11-12-2006, 11-13-2006), %m-%d-%Y)
str(my_POSIX)
my_Date - as.Date(my_POSIX)
str(my_Date)
data - format(my_Date)
str(data)
my_DF - data.frame(my_POSIX)
str(my_DF)
DF_Date - as.Date(my_DF$my_POSIX)
str(DF_Date)
DF_Date
The consequence (for my LC_TIME and machine time zone) is that when
as.Date() is applied to the data frame column, it dispatches on
as.Date.POSIXct() not as.Date.POSIXlt(), causing a day shift (actually
60
minutes, but because as.Date.POSIXct() says floor(), it ends up being a
whole day). Should data.frame() be changing POSIXlt to POSIXct?
Yes, that was at least a main idea of POSIXct: it can be dealt
with like a numeric vector and hence fits ideally into a data frame.
As as.data.frame.POSIXlt() is written, it says:
as.data.frame.POSIXlt
function (x, row.names = NULL, optional = FALSE, ...)
{
value - as.data.frame.POSIXct(as.POSIXct(x), row.names,
optional, ...)
if (!optional)
names(value) -
Re: [R] Newbie: how to get unique x unique x aggregate chart?
Christian Convey wrote: I'm very new to R, so please forgive me if I just missed the answer in existing documentation... I have a data set with at least three columns, X, Y, and Z. I want to produce a chart where one axis shows all the unique values of X, and the other axis shows all the unique values of Y. Each cell within the chart should contain the result of applying an aggregate function (such as mean(), for example) to Z value of those rows that are associated with that cell (via their X and Y values). Can someone recommend a good way to do this? I'm not sure exactly what kind of chart you want, but this may give you some ideas. library(reshape) # Provides melt() and cast() df - data.frame(X = rep(c(A,B,C,D), each = 40), Y = rep(1:4, 40), Z = runif(160)) df - melt(df, measure.var=Z) newdf - cast(df, X + Y ~ ., fun.aggregate = mean) library(lattice) # Provides barchart and bwplot() barchart(value ~ X | Y, data = newdf, layout=c(4,1,1)) barchart(value ~ X, groups=Y, data = newdf, auto.key=TRUE) Also, you might consider this which shows much more than the location of Z: bwplot(Z ~ X | Y, data = df, layout=c(4,1,1)) Finally, here is another possibly useful way to aggregrate df (an alternative to melt() and cast() which gives a different structure): with(df, tapply(Z, list(X,Y), mean)) Thanks very much, Christian [[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. -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 __ 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] Newbie: how to get unique x unique x aggregate chart?
I'm not sure I understand the question, but you might look into the following functions: unique heatmap image Again, if I understand the question, you would create a length(unique (x)) by length(unique(y)) sized matrix, and fill it with appropriate values of z. Then pass that to heatmap or image. Hope that helps--feel free to tell me if I've answered the wrong question, Jeff. On Nov 15, 2006, at 8:30 AM, Christian Convey wrote: I'm very new to R, so please forgive me if I just missed the answer in existing documentation... I have a data set with at least three columns, X, Y, and Z. I want to produce a chart where one axis shows all the unique values of X, and the other axis shows all the unique values of Y. Each cell within the chart should contain the result of applying an aggregate function (such as mean(), for example) to Z value of those rows that are associated with that cell (via their X and Y values). Can someone recommend a good way to do this? Thanks very much, Christian [[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.
[R] Dotmatrix Plots
Hi all, Does anyone know what happened to the dna library or the dotmatrix function? For the life of me, I can't find it anywhere with the exception of this reference: http://rss.acs.unt.edu/Rdoc/library/dna/html/dotmatrix.html Thanks! Jeff. http://www.nd.edu/~jspies/ [[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] Plot title with numeric variables
On Tue, 14 Nov 2006, RMan54 wrote: This works for the original posted question: n-5 title - bquote(bold(paste(Figure , .(n), : Plot , C[max], versus CrCl))) plot(1, main=title) However, my problem is that I want to define the text before the value of n is known. The idea is that the title is defined ahead, passed to a function that makes many plots, and n is incremented for each plot. pretitle - quote(bold(Figure~.(N)~Plot~C[max]~versus CrCl)) ## later on inside a function N-1 title-do.call(bquote,list(pretitle)) -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] segfault in AIX
I'm trying to build R 2.4.0 on an IBM P5-570 that's running AIX 5.3. I'm using xlc 7.0, xlc++ 7.0 and xlf 9.1 in 32 bit mode (OBJECT_MODE is 32 in the build environment). The source is the patched version of 2.4.0, downloaded yesterday. Configure options were --prefix, --srcdir, --x-includes, --x-libraries, and --without-readline. Compiler flags were -O2. The make step fails with a segfault when it's building package grDevices. Here's the last part of the make output: - building package 'grDevices' mkdir ../../../library/grDevices mkdir ../../../library/grDevices/R mkdir ../../../library/grDevices/po mkdir ../../../library/grDevices/afm mkdir ../../../library/grDevices/enc mkdir ../../../library/grDevices/man making chull.d from /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/chull.c making devNull.d from /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devNull.c making devPicTeX.d from /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devPicTeX.c making devPS.d from /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devPS.c making devQuartz.d from /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devQuartz.c making init.d from /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/init.c Target Makedeps is up to date. xlc -qlanglvl=extc99 -I../../../../include -I../../../../include -I../../../include -I/scratch/royh/src/bio/R/2.4.0p/src/src/include -DHAVE_CONFIG_H -I/usr/local/include -O2 -c /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/chull.c -o chull.o xlc -qlanglvl=extc99 -I../../../../include -I../../../../include -I../../../include -I/scratch/royh/src/bio/R/2.4.0p/src/src/include -DHAVE_CONFIG_H -I/usr/local/include -O2 -c /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devNull.c -o devNull.o xlc -qlanglvl=extc99 -I../../../../include -I../../../../include -I../../../include -I/scratch/royh/src/bio/R/2.4.0p/src/src/include -DHAVE_CONFIG_H -I/usr/local/include -O2 -c /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devPicTeX.c -o devPicTeX.o xlc -qlanglvl=extc99 -I../../../../include -I../../../../include -I../../../include -I/scratch/royh/src/bio/R/2.4.0p/src/src/include -DHAVE_CONFIG_H -I/usr/local/include -O2 -c /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devPS.c -o devPS.o xlc -qlanglvl=extc99 -I../../../../include -I../../../../include -I../../../include -I/scratch/royh/src/bio/R/2.4.0p/src/src/include -DHAVE_CONFIG_H -I/usr/local/include -O2 -c /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/devQuartz.c -o devQuartz.o xlc -qlanglvl=extc99 -I../../../../include -I../../../../include -I../../../include -I/scratch/royh/src/bio/R/2.4.0p/src/src/include -DHAVE_CONFIG_H -I/usr/local/include -O2 -c /scratch/royh/src/bio/R/2.4.0p/src/src/library/grDevices/src/init.c -o init.o xlc -qlanglvl=extc99 -Wl,-G -Wl,-bexpall -Wl,-bnoentry -L/usr/local/lib -o grDevices.so chull.o devNull.o devPicTeX.o devPS.o devQuartz.o init.o -lm mkdir ../../../../library/grDevices/libs *** caught segfault *** address 61633346, cause 'memory not mapped' Traceback: 1: .Call(R_lazyLoadDBfetch, key, file, compressed, hook, PACKAGE = base) 2: lazyLoadDBfetch(key, datafile, compressed, envhook) 3: .Call(La_dgesv, a, b, tol, PACKAGE = base) 4: solve.default(rgb) 5: solve(rgb) 6: drop(whitexyz %*% solve(rgb)) 7: make.rgb(red = c(0.625, 0.34), green = c(0.28, 0.595), blue = c(0.155, 0.07), gamma = 1. 8, white = D65, name = Apple RGB) 8: eval(expr, envir, enclos) 9: eval(i, envir) 10: sys.source(codeFile, env, keep.source = keep.source) 11: try(sys.source(codeFile, env, keep.source = keep.source)) 12: loadNamespace(package, lib.loc, keep.source, TRUE, TRUE) 13: code2LazyLoadDB(package, lib.loc = lib.loc, keep.source = keep.source, compress = compre ss) 14: tools:::makeLazyLoading(grDevices) aborting ... make: 1254-059 The signal code from the last command is 11. Stop. make: 1254-004 The error code from the last command is 1. - Is this a known problem and is there a known workaround? Any feedback would be appreciated. Thanks, Roy Heimbach -- Roy Heimbach [EMAIL PROTECTED] / 505-277-8348 User Services / Center for High Performance Computing University of New Mexico __ 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] Import csv file
Hello! I have some data stored into 2 separate csv file. 1 file (called A.csv) (12 results named Group1, Group2, Group3, etc...) odds ratios, 2 file (called B.csv) 12 corresponded errors. How to import that data into R and make forest plot like I saw inside help file Rmeta and meta with included different font colors and names trough X and Y axis. I know for meta libb ... out - metagen(name1,name2) plot(out,xlab=abcd) But I need for my data to look like this? library(rmeta) op - par(lend=square, no.readonly=TRUE) data(catheter) a - meta.MH(n.trt, n.ctrl, col.trt, col.ctrl, data=catheter, names=Name, subset=c(13,6,5,3,7,12,4,11,1,8,10,2)) # angry fruit salad metaplot(a$logOR, a$selogOR, nn=a$selogOR^-2, a$names, summn=a$logMH, sumse=a$selogMH, sumnn=a$selogMH^-2, logeffect=TRUE, colors=meta.colors(box=magenta, lines=blue, zero=red, summary=orange, text=forestgreen)) par(op) # reset parameters Of course if someone have better idea to import data - not trough csv file no problem any format is OK - data frame or something else and to make forest plot ... no problem ... I need them on the forest plot. Greetings... Peter Boolton MCA adcc.. __ 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] gzfile with multiple entries in the archive
If you know how to use the unix/linux tools already, then you may want to look at cygwin (http://www.cygwin.com/), it allows those of us trapped in a windows world to still lead productive lives with the unix/linux tools. -- 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 Behalf Of John James Sent: Tuesday, November 14, 2006 5:07 AM To: r-help@stat.math.ethz.ch Subject: [R] gzfile with multiple entries in the archive If I open a tgz archive with gzfile and then parse it using readLines I miss the initial line of each member of the archive - and also the name of the file although the archive otherwise complete (but useless!). Is there any way within R to extract both the list of files in a tgz archive and to extract any one of these files? Clearly I can use zcat and tar on Linux, but I need this to work within the R environment on Windows! Thanks John James [[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.
[R] 回覆： Re:??: Re: Need help in wavesl im package: imodwt and universal.thresh.modwt
Hi Rogerio: Here is what I tried. I have used only data points 1 to 1447 but the same problems appear if I used all the data in the file I sent . library(waveslim) infile -C:\\airon.csv ckhdat - read.csv(infile,header=TRUE, quote=) ... 1464 23-Dec-05,80.8,81,80.7,80.95,1538304,80.95 146528-Dec-05,80.85,81,80.3,80.7,3728116,80.7 1466 29-Dec-05,80.8,80.95,80.3,80.4,3145493,80.4 146730-Dec-05,80.4,80.2,78.85,79.65,7508611,79.65 xdata - ckhdata$adjcls[1:1447] ckhdwt.la8 - modwt(xdata, la8, n.levels = 6) names(ckhdwt.la8) - c(w1, w2, w3, w4, w5,w6, v6) ydata - imodwt(ckhdwt.la8) ydata numeric(0) thre_wc_univ - universal.thresh.modwt(ckhdwt.la8, max.level = 4, hard = FALSE) ¿ù»~¦babs(wc.fine) : ¨ç¼Æ¤£¯à¦³«D¼ÆÈ¤Þ¼Æ Note that the error message for universal.thresh.modwt is in Chinese. It roughly means Error at abs(wc.find) : variable cannot have non-numeric value I need to find an WinXP (English) machine to see if the same issue appers. Thks rdporto1 [EMAIL PROTECTED] »¡¡G Airon, I used R2.4.0 on a Windows XP (SP2) (not Chinese :-)) and it still works: data = read.csv(u:/airon.csv) xdata = data$Adj..Close modwt.la8 = modwt(xdata, la8, n.level=6) summary(modwt.la8) Length Class Mode d1 1467 -none- numeric d2 1467 -none- numeric d3 1467 -none- numeric d4 1467 -none- numeric d5 1467 -none- numeric d6 1467 -none- numeric s6 1467 -none- numeric ydata = imodwt(modwt.la8) summary(ydata) Min. 1st Qu. Median Mean 3rd Qu. Max. 37.35 57.56 67.93 67.31 78.32 104.90 max(ydata-xdata) [1] 2.957279e-11 Can you provide a simple program and the resulting messages showing that it doesn't work? Rogerio. -- Cabeçalho original --- De: Airon Yiu [EMAIL PROTECTED] Para: rdporto1 [EMAIL PROTECTED] Cópia: r-help r-help@stat.math.ethz.ch Data: Tue, 14 Nov 2006 13:56:51 +0800 (CST) Assunto: ??: Re:[R] Need help in waveslim package: imodwt and universal.thresh.modwt Hi Rogerio: I am using Waveslim 1.5 on R 2.3.0, running on Chinese WinXP (SP2). The data, attached in the CSV file, is a stock data (0001 from Hong Kong) downloaded from Yahoo!Finance. The time series data are the Adj. Close prices (last column) from 4-Jan-00 to 30-Nov-2005. The waveslim mra rountines are working fine on these data. Thks ___ YM - Â÷½u°T®§ ´Nºâ§A¨S¦³¤Wºô¡A§AªºªB¤Í¤´¥i¥H¯d¤U°T®§µ¹§A¡A·í§A¤Wºô®É´N¯à¥ß§Y¬Ý¨ì¡A¥ô¦ó»¡¸Ü³£ÉN¨«¥¢¡C [[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] gsub
Is this what you want? : gsub(cpue\|nogd, , string) John --- Web sites: www.ifr.ac.uk www.foodandhealthnetwork.com -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Luis Ridao Cruz Sent: 15 November 2006 13:29 To: r-help@stat.math.ethz.ch Subject: [R] gsub R-help, I want to remove the following strings cpue and nogd string - c(upsanogd ,toskanogd , hysunogd , konganogd ,gullaksnogd , longunogd , blalongunogd , brosmunogd) I could use first : first - gsub(cpue , , string) and then : second - gsub(nogd , , first) Can it be done at once? Thanks in advance version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 4.0 year 2006 month 10 day03 svn rev39566 language R version.string R version 2.4.0 (2006-10-03) __ 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] Dotmatrix Plots
Jeffrey Robert Spies [EMAIL PROTECTED] writes: Hi all, Does anyone know what happened to the dna library or the dotmatrix function? For the life of me, I can't find it anywhere with the exception of this reference: http://rss.acs.unt.edu/Rdoc/library/dna/html/dotmatrix.html Thanks! Jeff. http://www.nd.edu/~jspies/ For some reason, Jim prefers to play hide and seek with his packages (which for some reason he insists on calling libraries...). The current whereabouts seem to be http://popgen.unimaas.nl/~jlindsey/rcode.html -- 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] lpSolve and mixed signs
Erin == Erin Hodgess [EMAIL PROTECTED] on Tue, 14 Nov 2006 17:30:11 -0600 writes: Erin Hi R People: Erin If you have a linear programming problem in which Erin some of the constraints have the =, some Erin have = and some have =, all in the same problem, Erin should the solver work? Yes, I think it should. But ... Erin I'm having trouble with that. Any help much appreciated! you haven't done as the posting guide asks Erin Sincerely, Erin Erin Hodgess .. Erin __ Erin R-help@stat.math.ethz.ch mailing list Erin https://stat.ethz.ch/mailman/listinfo/r-help Erin PLEASE do read the posting guide http://www.R-project.org/posting-guide.html Erin and provide commented, minimal, self-contained, reproducible code. ^^ .. please .. Regards, Martin __ 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] Correlations not in sync with r2 from regression
I have two variables, minutereturnsa which can be thought of as my independent variable and minutereturnsb which can be thought of as my dependent variable. When I run correlations on the two variables, depending on which of the three methods I use, I get values of between -.15 through -.19. Then, when I do a regression, I get an rsquared of .004 which is more in line with my intuition. In other words, I think the cor function is doing something very different from what a regression calculates. In fact, when I use my full data set ( not included here ), I get correlations at the level of -0.97 which is extremely unreasonable given the two variables. So, I think cor is calculating something else in terms of what I am used to ? Or, maybe the scale of my variables is too small and this could be causing something to go wrong ? Has anyone else had this experience where their value from a corr is extremely high and yet the x y plot of the data and the regression itself do not reflect this. All the code is below the two data sets in case anyone wants to run it in order to see better what I mean. It's probably just an non understanding on my part of what the cor function is actually doing ? Thanks a lot. minutereturnsa-c(-2.36264407318387e-05, -0.000114546483004574, 0.000480296012887571, -3.4370702667097e-05, -1.75028713567116e-05, -4.48227082969765e-05, 2.90329205787643e-05, 0.000305825164510942, -5.03948020931233e-05, -0.000132337254829196, 0.000257366609910825, -0.000143416497692783, 7.75575880389567e-05, -0.000390396184700492, 5.8463592766067e-05, -0.000166182789493874, 2.60897827946138e-05, -9.68285203182262e-05, 0.000306300707090479, -0.000212593666131689, -2.05973305682505e-05, -0.000892262006425781, -7.65296399478643e-05, 9.29686476904834e-05, 0.000400462742000229, -5.68981524482481e-05, 8.75374496889236e-06, -0.000325482754985451, -0.00026561900794686, 6.6048490682924e-05, 5.22638320941127e-05, -9.67113649918971e-05, 2.9231547120645e-05, -5.85151902221526e-06, -6.50840736984293e-05, 3.34530686902923e-05, 9.92970200188736e-05, 4.57716366808469e-05, 3.98160204646558e-05, -6.00275310205234e-05, -0.000182345705006526, -8.2237112582817e-05, 8.49939625151563e-05, -3.54341054409346e-05, -0.000100100119395208, -0.000480874457688962, -5.96482127885878e-05, -1.57319826001867e-05, -0.000144679725631036, -0.000135114371429879, -4.7961402529495e-06, -0.000169457716609145, 3.99966377280236e-05, -5.124402520984e-05, 0.000328975614625193, -0.00025080739315797, -0.000573125487459691, -7.7472898995623e-05, 3.44346931751005e-05, -3.06202186477478e-05, 0.000370039560674940, 7.8350343693856e-05, -3.16439540668512e-05, -0.000160178561449342, -0.000396591758462961, -0.000210859243796158, 0.000388855276420408, -0.000179700371241154, 4.16133481957459e-05, 1.41192273312996e-05, 7.08468899466297e-05, -1.52706151546056e-06, 3.67659444577839e-05, -0.000234283509586319, 0.000137243567309930, -5.20968533468391e-05, -0.000134271000559849, 0.00015686727434705, -1.20143299762177e-05, 0.000101875337767510, 3.65842929905824e-06, 4.69929868991414e-05, 5.7532628616741e-05, -4.97275753463811e-06, -0.000170415848516292, 3.72182099566132e-05, -3.63157298233219e-05, 6.5485377211516e-05, 1.70517614943577e-05, -0.0004420425496, 0.000117663889794173, -0.000156675474467072, -9.45186652945296e-06, 0.000228093804488516, -0.00018346543434, 8.7116036074697e-05, -0.000105286831582063, 3.77385685590426e-05, 0.000229830364734340, 7.83212236301623e-05) minutereturnsb-c(8.4645336092315e-05, 0.000342545113518611, 0.000619138432391253, 2.39224895137724e-05, -0.000105430737374235, -4.64094877949961e-05, 0.000232692295488945, 0.000170343242044346, -0.000278101637244177, -2.39061360733928e-05, -0.000308615318143524, 0.00088876749136002, 8.32424077339411e-05, -0.00055346752090557, 8.45076374274e-05, -0.00054551438959205, 0.000259390072846699, 0.000144324272249641, 0.000180899432469239, 0.000288664295990948, 9.95638801164489e-05, 0.00097571036608901, -4.60863646098986e-05, -0.00047897519405371, 5.14178471453519e-05, 2.4281687986516e-05, 0.00036058584985188, 0.000134937727959361, 0.000103280488242596, 2.88151877292364e-05, -0.000310955520890666, 0.000106216873712484, 5.52294891624783e-05, 5.71829552473702e-05, 0, -4.24836809553852e-06, -0.000112243149114732, -0.000225054512974054, -0.000127369605538163, -4.718171803475e-06, 0.000575331719490535, 0.000414750691947852, -2.48462938587934e-05, -0.000508280783423132, 0.000246095358950704, -0.000407474448815393, 0.000288693409606466, -7.07108562671976e-05, -0.000794312866452707, -0.000106260214363552, 0.00028805175686486, 7.4386971687268e-05, -0.000298442739602223, 0.000194096767056173, -0.000298344525328176, 0.000220745065718120, 0.000709521706545146, -0.000217011729104044, -1.82252827203300e-05, -0.000385731348574225, 0.000332978442621368, -8.95786863042147e-05, 0.000104547275809885, -0.000295648677070659, -9.6397420641381e-06, 0.000224064465289331,
[R] stl and the relative scale data-seasonal
I am trying to plot the time series decomposition using plot(stl..). Eventhough I understand why the scale of the 4 plots is better to be unequal, I would like to plot all 4 in the same scale (otherwise interpretation at a simple look may be misleading). Is there a way I could do so (easier than extracting all the components and plot 4 separate figures using 4 plot-comands)? Thanks a lot in advance. Berta. __ 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] MLE for Student's t-distribution
Hi is there an easy way/ R-function to calculate the numerical maximum likelihood estimators for a Student's t-distribution? I searched the mailing list archive the last 30mins but didn't find an answer. Regards Ben __ 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] Code for Screenshots graphics (following on from ease-of-use issues on www.r-project.org)
Apologies if this is the wrong list, but could somebody put the information on how to create the graphs on http://www.r-project.org/screenshots/screenshots.html (or a link to these instructions) next to the graphs? __ 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] Correlations not in sync with r2 from regression
oops, I forgot to square !! Thanks Chuck. I would have spent the rest of the day and then some trying to figure that one out -Original Message- From: Chuck Cleland [mailto:[EMAIL PROTECTED] Sent: Wednesday, November 15, 2006 11:46 AM To: Leeds, Mark (IED) Subject: Re: [R] Correlations not in sync with r2 from regression Mark: cor() and R^2 are in sync for me on the data you provided: summary(lm(minutereturnsa ~ minutereturnsb))$r.squared [1] 0.03640094 summary(lm(minutereturnsa ~ minutereturnsb))$r.squared^.5 [1] 0.1907903 cor(minutereturnsa, minutereturnsb) [1] -0.1907903 cor(minutereturnsa, minutereturnsb)^2 [1] 0.03640094 I suspect you are doing different things with missing values in cor() versus lm(). hope this helps, Chuck Leeds, Mark (IED) wrote: I have two variables, minutereturnsa which can be thought of as my independent variable and minutereturnsb which can be thought of as my dependent variable. When I run correlations on the two variables, depending on which of the three methods I use, I get values of between -.15 through -.19. Then, when I do a regression, I get an rsquared of .004 which is more in line with my intuition. In other words, I think the cor function is doing something very different from what a regression calculates. In fact, when I use my full data set ( not included here ), I get correlations at the level of -0.97 which is extremely unreasonable given the two variables. So, I think cor is calculating something else in terms of what I am used to ? Or, maybe the scale of my variables is too small and this could be causing something to go wrong ? Has anyone else had this experience where their value from a corr is extremely high and yet the x y plot of the data and the regression itself do not reflect this. All the code is below the two data sets in case anyone wants to run it in order to see better what I mean. It's probably just an non understanding on my part of what the cor function is actually doing ? Thanks a lot. minutereturnsa-c(-2.36264407318387e-05, -0.000114546483004574, 0.000480296012887571, -3.4370702667097e-05, -1.75028713567116e-05, -4.48227082969765e-05, 2.90329205787643e-05, 0.000305825164510942, -5.03948020931233e-05, -0.000132337254829196, 0.000257366609910825, -0.000143416497692783, 7.75575880389567e-05, -0.000390396184700492, 5.8463592766067e-05, -0.000166182789493874, 2.60897827946138e-05, -9.68285203182262e-05, 0.000306300707090479, -0.000212593666131689, -2.05973305682505e-05, -0.000892262006425781, -7.65296399478643e-05, 9.29686476904834e-05, 0.000400462742000229, -5.68981524482481e-05, 8.75374496889236e-06, -0.000325482754985451, -0.00026561900794686, 6.6048490682924e-05, 5.22638320941127e-05, -9.67113649918971e-05, 2.9231547120645e-05, -5.85151902221526e-06, -6.50840736984293e-05, 3.34530686902923e-05, 9.92970200188736e-05, 4.57716366808469e-05, 3.98160204646558e-05, -6.00275310205234e-05, -0.000182345705006526, -8.2237112582817e-05, 8.49939625151563e-05, -3.54341054409346e-05, -0.000100100119395208, -0.000480874457688962, -5.96482127885878e-05, -1.57319826001867e-05, -0.000144679725631036, -0.000135114371429879, -4.7961402529495e-06, -0.000169457716609145, 3.99966377280236e-05, -5.124402520984e-05, 0.000328975614625193, -0.00025080739315797, -0.000573125487459691, -7.7472898995623e-05, 3.44346931751005e-05, -3.06202186477478e-05, 0.000370039560674940, 7.8350343693856e-05, -3.16439540668512e-05, -0.000160178561449342, -0.000396591758462961, -0.000210859243796158, 0.000388855276420408, -0.000179700371241154, 4.16133481957459e-05, 1.41192273312996e-05, 7.08468899466297e-05, -1.52706151546056e-06, 3.67659444577839e-05, -0.000234283509586319, 0.000137243567309930, -5.20968533468391e-05, -0.000134271000559849, 0.00015686727434705, -1.20143299762177e-05, 0.000101875337767510, 3.65842929905824e-06, 4.69929868991414e-05, 5.7532628616741e-05, -4.97275753463811e-06, -0.000170415848516292, 3.72182099566132e-05, -3.63157298233219e-05, 6.5485377211516e-05, 1.70517614943577e-05, -0.0004420425496, 0.000117663889794173, -0.000156675474467072, -9.45186652945296e-06, 0.000228093804488516, -0.00018346543434, 8.7116036074697e-05, -0.000105286831582063, 3.77385685590426e-05, 0.000229830364734340, 7.83212236301623e-05) minutereturnsb-c(8.4645336092315e-05, 0.000342545113518611, 0.000619138432391253, 2.39224895137724e-05, -0.000105430737374235, -4.64094877949961e-05, 0.000232692295488945, 0.000170343242044346, -0.000278101637244177, -2.39061360733928e-05, -0.000308615318143524, 0.00088876749136002, 8.32424077339411e-05, -0.00055346752090557, 8.45076374274e-05, -0.00054551438959205, 0.000259390072846699, 0.000144324272249641, 0.000180899432469239, 0.000288664295990948, 9.95638801164489e-05, 0.00097571036608901, -4.60863646098986e-05, -0.00047897519405371, 5.14178471453519e-05,
Re: [R] MLE for Student's t-distribution
On Wed, 15 Nov 2006, Benjamin Dickgiesser wrote: Hi is there an easy way/ R-function to calculate the numerical maximum likelihood estimators for a Student's t-distribution? I searched the mailing list archive the last 30mins but didn't find an answer. See fitdistr() in MASS. MLE of what, BTW? If you want the MLE of 'df', fitdistr will give it to you but beware that its statistical properties are surprising. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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 get empty sequence for certain bounds
Hi, I have encountered this problem quite a few times and thought I would ask. Let's say that I have two endpoints, a and b, which are integers. If a = b, I would like to get a:b, but if a b, then numeric(0), for example: myseq(3,5) = 3:5 myseq(3,3) = 3 myseq(3,2) = numeric(0) The operator : just gives decreasing sequences in the latter case, and I could not coax seq into doing this either (of course the documentation is correct, it never claims that I could). Should I just write my own function, or is there a standard R way to do this? Thanks, Tamas __ 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] MLE for Student's t-distribution
I need to estimate all parameters (except maybe df). Thank you for pointing me into a direction, I will have a look. The aim is to use a fat-tail distribution to calculate the Value At Risk instead of using the Normal distribution. Ben On 11/15/06, Prof Brian Ripley [EMAIL PROTECTED] wrote: On Wed, 15 Nov 2006, Benjamin Dickgiesser wrote: Hi is there an easy way/ R-function to calculate the numerical maximum likelihood estimators for a Student's t-distribution? I searched the mailing list archive the last 30mins but didn't find an answer. See fitdistr() in MASS. MLE of what, BTW? If you want the MLE of 'df', fitdistr will give it to you but beware that its statistical properties are surprising. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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] Poisson example from Snedechor Cochran
Dear R users, I am trying to reproduce table 7.4.12 (page 131) from Snedechor Cochran (eigth edition); the example is counts of weed seeds with a fitted Poisson distribution, tested for goodness-of-fit using a Chi-square: observed=c(3,17,26,16,18,9,3,5,0,1,0,0) expected=dpois(0:11,lambda=3.020408)*98 chisq.test(observed,p=expected,rescale.p=T) Now the problem I have is that chisq.test gives me the chi-squared value of roughly 8.30 (which is the value given by Snedechor Cochran), but I am wondering why the warning message occurs at the end of the test. Further, it is not clear to me how these calculations could be done using the full dataset of N=98 observations: observed.full=rep(0:11,c(3,17,26,16,18,9,3,5,0,1,0,0)) What would the correct specification for a chisq.test against a poisson distribution look like in this case? Thanks for your help! Best wishes Christoph ## Chi-squared test for given probabilities data: observed X-squared = 8.2628, df = 8, p-value = 0.4082 Warning message: Chi-squared approximation may be incorrect in: chisq.test(observed, p = expected, rescale.p = T) __ 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] Poisson example from Snedechor Cochran
Dear R users, I am trying to reproduce table 7.4.12 (page 131) from Snedechor Cochran (eigth edition); the example is counts of weed seeds with a fitted Poisson distribution, tested for goodness-of-fit using a Chi-square: observed=c(3,17,26,16,18,9,3,5,0,1,0,0) expected=dpois(0:11,lambda=3.020408)*98 chisq.test(observed,p=expected,rescale.p=T) Now the problem I have is that chisq.test gives me the chi-squared value of roughly 8.30 (which is the value given by Snedechor Cochran), but I am wondering why the warning message occurs at the end of the test. Further, it is not clear to me how these calculations could be done using the full dataset of N=98 observations: observed.full=rep(0:11,c(3,17,26,16,18,9,3,5,0,1,0,0)) What would the correct specification for a chisq.test against a poisson distribution look like in this case? Thanks for your help! Best wishes Christoph ## Chi-squared test for given probabilities data: observed X-squared = 8.2628, df = 8, p-value = 0.4082 Warning message: Chi-squared approximation may be incorrect in: chisq.test(observed, p = expected, rescale.p = T) __ 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 get empty sequence for certain bounds
On Wed, 2006-11-15 at 11:35 -0500, Tamas K Papp wrote:
Hi,
I have encountered this problem quite a few times and thought I would
ask.
Let's say that I have two endpoints, a and b, which are integers. If
a = b, I would like to get a:b, but if a b, then numeric(0), for
example:
myseq(3,5) = 3:5
myseq(3,3) = 3
myseq(3,2) = numeric(0)
The operator : just gives decreasing sequences in the latter case, and
I could not coax seq into doing this either (of course the
documentation is correct, it never claims that I could). Should I
just write my own function, or is there a standard R way to do this?
Thanks,
Tamas
seq(a, b, length = ifelse(a = b, b - a + 1, 0))
Thus:
a - 3
b - 5
seq(a, b, length = ifelse(a = b, b - a + 1, 0))
[1] 3 4 5
a - 5
b - 3
seq(a, b, length = ifelse(a = b, b - a + 1, 0))
integer(0)
However, is that better than:
a - 3
b - 5
if (a = b) a:b else numeric(0)
[1] 3 4 5
a - 5
b - 3
if (a = b) a:b else numeric(0)
numeric(0)
?
Of course, you could define your own operator:
%:% - function(a, b) {if (a = b) a:b else numeric(0)}
a - 3
b - 5
a %:% b
[1] 3 4 5
a - 5
b - 3
a %:% b
numeric(0)
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] Code for Screenshots graphics (following on from ease-of-use issues on www.r-project.org)
Knut M. Wittkowski wrote: Apologies if this is the wrong list, but could somebody put the information on how to create the graphs on http://www.r-project.org/screenshots/screenshots.html (or a link to these instructions) next to the graphs? A nice reference for graphics with R can be found here: http://addictedtor.free.fr/graphiques/ I think you'll find most graphs from the screenshot page in the gallery (including R code). HTH Patrick __ 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] ppform of B-spline basis
Hi, I would like to get the piecewise polynomial form of a B-spline basis (for repeated calculations of the same spline). polySpline gives the polynomial representation of a particular spline. I wonder if anybody has code to do that for the basis itself... Thanks, Tamas __ 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 get empty sequence for certain bounds
On Wed, 15 Nov 2006, Tamas K Papp wrote: Hi, I have encountered this problem quite a few times and thought I would ask. Let's say that I have two endpoints, a and b, which are integers. If a = b, I would like to get a:b, but if a b, then numeric(0), for example: myseq(3,5) = 3:5 myseq(3,3) = 3 myseq(3,2) = numeric(0) The operator : just gives decreasing sequences in the latter case, and I could not coax seq into doing this either (of course the documentation is correct, it never claims that I could). Should I just write my own function, or is there a standard R way to do this? This has been discussed fairly recently, so see the list archives. myseq - function(m, n) m - 1 + seq_len(max(n-m+1, 0)) looks about right. Note that this is a little strange, as you want to include the left endpoint sometimes and not others. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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 get empty sequence for certain bounds
... seq(a, b, length = ifelse(a = b, b - a + 1, 0)) seq(a,b,length = max(0,b-a+1)) seems a bit simpler and more transparent. -- Bert Bert Gunter Genentech Nonclinical Statistics South San Francisco, CA 94404 __ 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] Sparse matrix calculation
Hello, I work on large matrices and found something interesting. For multiplication of matrices, the order has a huge influence on computing time when one of them is a sparse matrix. In the below example, M is a full matrix and A is a sparse matrix in a regular matrix class. A %*% M takes much more time than M %*% A; moreover, t(t(M) %*% t(A)) is much faster than A %*% M with same result. I would like to know how it is possible. Even though I do not have an exact reason, this fact may be helpful to others. Thanks, Yongwan n - 1000 M - diag(n) - matrix(1/n,n,n) A - matrix(rnorm(n*n)2,n,n) system.time(M %*% A) [1] 0.10 0.03 0.12 NA NA system.time(A %*% M) [1] 3.47 0.03 3.50 NA NA system.time(t(t(M) %*% t(A))) [1] 0.23 0.00 0.23 NA NA __ 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] Poisson example from Snedechor Cochran
Christoph Scherber [EMAIL PROTECTED] writes: Dear R users, I am trying to reproduce table 7.4.12 (page 131) from Snedechor Cochran (eigth edition); the example is counts of weed seeds with a fitted Poisson distribution, tested for goodness-of-fit using a Chi-square: observed=c(3,17,26,16,18,9,3,5,0,1,0,0) expected=dpois(0:11,lambda=3.020408)*98 chisq.test(observed,p=expected,rescale.p=T) Now the problem I have is that chisq.test gives me the chi-squared value of roughly 8.30 (which is the value given by Snedechor Cochran), but I am wondering why the warning message occurs at the end of the test. Because you have expected values less than 5. BTW, the result given does not correspond to your code! You cannot have 8 DF from testing a vector of length 12. The closest I can get is chisq.test(observed[1:9],p=c(expected[1:8]/98,1-sum(expected[1:8]/98))) Chi-squared test for given probabilities data: observed[1:9] X-squared = 9.5561, df = 8, p-value = 0.2976 Warning message: Chi-squared approximation may be incorrect in: chisq.test(observed[1:9], p = c(expected[1:8]/98, 1 - sum(expected[1:8]/98))) You can avoid the warning by using simulate.p=TRUE, but beware that the result is still wrong because lambda is not really known, but estimated from your data. Further, it is not clear to me how these calculations could be done using the full dataset of N=98 observations: observed.full=rep(0:11,c(3,17,26,16,18,9,3,5,0,1,0,0)) What would the correct specification for a chisq.test against a poisson distribution look like in this case? Tabulate it and you're back at square 1 Alternatively, you can test for overdispersion (only), by looking at var(observed.full)/mean(observed.full) which should follow an approximate chi-square/f distribution (with f=N-1=97). ## Chi-squared test for given probabilities data: observed X-squared = 8.2628, df = 8, p-value = 0.4082 Warning message: Chi-squared approximation may be incorrect in: chisq.test(observed, p = expected, rescale.p = T) __ 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. -- 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.
[R] filling an array, vectorized
Hi, I am sure this has come up before, but my searches of the archive didn't give any results (maybe I didn't use the right keywords, but if I use too many, the search times out). I have a vector of dimensions n, length is not fixed, eg n - c(4,5,7) or n - c(19,4,5,7) and a function f that takes a vector of indices, same length of n, and gives a scalar. I would like to fill the array a - array(dim=n) so that (... is just notation, not R's ...) a[i,j,k,...] - f(list(i,j,k,...)) I would use loops, but since n can have different lengths, I don't know how many loops I would need beforehand. Is there a way to do this? Thanks, Tamas __ 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] Sparse matrix calculation
On Wed, Nov 15, 2006 at 01:22:19PM -0500, YONGWAN CHUN wrote: I work on large matrices and found something interesting. For multiplication of matrices, the order has a huge influence on computing time when one of them is a sparse matrix. In the below example, M is a full matrix and A is a sparse matrix in a regular matrix class. A %*% M takes much more time than M %*% A; moreover, t(t(M) %*% t(A)) is much faster than A %*% M with same result. I would like to know how it is possible. Even though I do not have an exact reason, this fact may be helpful to others. n - 1000 M - diag(n) - matrix(1/n,n,n) A - matrix(rnorm(n*n)2,n,n) system.time(M %*% A) [1] 0.10 0.03 0.12 NA NA system.time(A %*% M) [1] 3.47 0.03 3.50 NA NA system.time(t(t(M) %*% t(A))) [1] 0.23 0.00 0.23 NA NA Hi Yongwan, Sorry but I could not reproduce this: n - 1000 M - diag(n) - matrix(1/n,n,n) A - matrix(rnorm(n*n)2,n,n) system.time(M %*% A) [1] 3.466 0.060 3.744 0.000 0.000 system.time(A %*% M) [1] 3.327 0.088 4.046 0.000 0.000 system.time(t(t(M) %*% t(A))) [1] 3.681 0.089 3.814 0.000 0.000 What OS, R version, linalg package are you using? Tamas __ 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] splineDesign and not-a-knot conditions
I finally found the answer: the easiest way to enforce this is just
removing the 2 knots, like this:
## thanks for all those who replied to the increasing sequences questions
incseq - function(a,b) {
if (a = b)
seq.int(from=a,to=b)
else
integer(0)
}
## remove augment knots
extendknots - function(x) {
stopifnot(length(x) = 4 all(diff(x) 0))
l - length(x)# last element
c(rep(x[1],4),x[incseq(3,l-2)],rep(x[l],4))
}
library(splines)
x - 0:10 # knots
splineDesign(extendknots(x),x) # design matrix to fit not-a-knot cubic splines
Tamas
On Tue, Nov 14, 2006 at 10:41:39PM -0500, Tamas K Papp wrote:
Hi,
I would like to fit an (interpolating) spline to data where the
derivatives at the endpoints of the interval are nonzero, thus the
natural spline endpoint-specification does not make sense. Books (de
Boor, etc) suggest that in this case I use not-a-knot splines.
I know what not-a-knot splines are (so if I were solving for the
coefficients directly I knew how to do this), but I don't know how to
sensibly enforce this restriction on the B-spline basis. I would
appreciate any advice, references or example code.
Thanks,
Tamas
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] Sparse matrix calculation
On 11/15/06, YONGWAN CHUN [EMAIL PROTECTED] wrote: I work on large matrices and found something interesting. For multiplication of matrices, the order has a huge influence on computing time when one of them is a sparse matrix. In the below example, M is a full matrix and A is a sparse matrix in a regular matrix class. A %*% M takes much more time than M %*% A; moreover, t(t(M) %*% t(A)) is much faster than A %*% M with same result. I would like to know how it is possible. Even though I do not have an exact reason, this fact may be helpful to others. n - 1000 M - diag(n) - matrix(1/n,n,n) A - matrix(rnorm(n*n)2,n,n) system.time(M %*% A) [1] 0.10 0.03 0.12 NA NA system.time(A %*% M) [1] 3.47 0.03 3.50 NA NA system.time(t(t(M) %*% t(A))) [1] 0.23 0.00 0.23 NA NA It is difficult to give a general answer to a question like this because the behavior could change with different compilers or levels of optimization or, more importantly, with the use of an accelerated BLAS (Basic Linear Algebra Subroutines) library. From Tamas' response that he was unable to reproduce this behavior it appears that you may be using an accelerated BLAS that creates a matrix product by using the elements of a column of the right operand to define a linear combination of the columns of the left operand. If an element of the right operand is zero then an entire 'AXPY' (y - a * x + y) operation can be skipped so it is an advantage to have the sparse matrix on the right. operand. __ 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 create this design matrix?
There are 12 response variables, columns 1 to 12 are response variables, i.e., these are y's, they all regress to the 13th column, which is the predictor, i.e. the X. Let's take column 1, call this Y1, and there are n rows(n samples) of it, I need Y1= b0_1 + b1_1* X + epsilon, where X is the 13th column Similarly, for column 1 to column 12, we do the above, Y12= b0_12 + b1_12 * X + epsilon, where Y12 is the 12th column, they all have different b0's and b1's. Totally there are 24 b0's and b1's. I want a group regression, not separated regression... Thanks On 11/15/06, John Fox [EMAIL PROTECTED] wrote: Dear Michael, This looks like a multivariate simple regression -- that is, 12 response variables, one predictor. If the data are in the matrix X, then lm(X[,1:12] ~ X[,13]) should do the trick. I hope this helps, John John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Sent: Wednesday, November 15, 2006 12:23 AM To: R-help@stat.math.ethz.ch Subject: [R] how to create this design matrix? Hi all, I have a multiple-linear regression problem. There are 13 columns of data, the whole data matrix is: n x 13, where n is the number of samples. Now I want to regress EACH of the first 12 columns onto the 13th column, with 2-parameter linear model y_i = b0 + b1 * x_i, where i goes from 1 to n, and b0 is the intercept. How do I create a design matrix to do the 12-column regression collectively all at once using multiple linear regressions? Thanks a lot [[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. [[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] Newbie: how to get unique x unique x aggregate chart?
Thanks, let me try to clarify my question with an example. Suppose I have the following data: Gender, Major, Course-Grade F, Psy, 3.5 F, Psy, 3.1 M, Hst, 3.7 F, Hst, 3.6 M, Hst, 2.6 M, Eng, 3.9 I want to compute a table like the following: X-axis: Gender Y-axis: Major Cell(x,y) = mean course-grade So for example, with the data above: F M Psy | 3.3NA Hst | 3.63.15 Eng | NA3.9 If I were doing this in SQL I'd do it with a cross-tab query. But the world of R still has much unfamiliar terrain :) Thanks, Christian On 11/15/06, Jeffrey Robert Spies [EMAIL PROTECTED] wrote: I'm not sure I understand the question, but you might look into the following functions: unique heatmap image Again, if I understand the question, you would create a length(unique (x)) by length(unique(y)) sized matrix, and fill it with appropriate values of z. Then pass that to heatmap or image. Hope that helps--feel free to tell me if I've answered the wrong question, Jeff. On Nov 15, 2006, at 8:30 AM, Christian Convey wrote: I'm very new to R, so please forgive me if I just missed the answer in existing documentation... I have a data set with at least three columns, X, Y, and Z. I want to produce a chart where one axis shows all the unique values of X, and the other axis shows all the unique values of Y. Each cell within the chart should contain the result of applying an aggregate function (such as mean(), for example) to Z value of those rows that are associated with that cell (via their X and Y values). Can someone recommend a good way to do this? Thanks very much, Christian [[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. [[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] Newbie: how to get unique x unique x aggregate chart?
On Wed, 2006-11-15 at 15:03 -0500, Christian Convey wrote: Thanks, let me try to clarify my question with an example. Suppose I have the following data: Gender, Major, Course-Grade F, Psy, 3.5 F, Psy, 3.1 M, Hst, 3.7 F, Hst, 3.6 M, Hst, 2.6 M, Eng, 3.9 I want to compute a table like the following: X-axis: Gender Y-axis: Major Cell(x,y) = mean course-grade So for example, with the data above: F M Psy | 3.3NA Hst | 3.63.15 Eng | NA3.9 If I were doing this in SQL I'd do it with a cross-tab query. But the world of R still has much unfamiliar terrain :) Thanks, Christian Presuming that DF is a data frame containing your data: with(DF, tapply(Course.Grade, list(Major, Gender), mean, na.rm = TRUE)) FM Eng NA 3.90 Hst 3.6 3.15 Psy 3.3 NA See ?tapply and ?with 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] Newbie: how to get unique x unique x aggregate chart?
Marc's solution looks a bit easier but here are a few more anyways: # 1 reshape(DF, dir = wide, timevar = Gender, idvar = Major) # 2 library(reshape) DFm - melt(DF, id = 1:2) cast(DFm, Major ~ Gender, fun = mean) On 11/15/06, Christian Convey [EMAIL PROTECTED] wrote: Thanks, let me try to clarify my question with an example. Suppose I have the following data: Gender, Major, Course-Grade F, Psy, 3.5 F, Psy, 3.1 M, Hst, 3.7 F, Hst, 3.6 M, Hst, 2.6 M, Eng, 3.9 I want to compute a table like the following: X-axis: Gender Y-axis: Major Cell(x,y) = mean course-grade So for example, with the data above: F M Psy | 3.3NA Hst | 3.63.15 Eng | NA3.9 If I were doing this in SQL I'd do it with a cross-tab query. But the world of R still has much unfamiliar terrain :) Thanks, Christian On 11/15/06, Jeffrey Robert Spies [EMAIL PROTECTED] wrote: I'm not sure I understand the question, but you might look into the following functions: unique heatmap image Again, if I understand the question, you would create a length(unique (x)) by length(unique(y)) sized matrix, and fill it with appropriate values of z. Then pass that to heatmap or image. Hope that helps--feel free to tell me if I've answered the wrong question, Jeff. On Nov 15, 2006, at 8:30 AM, Christian Convey wrote: I'm very new to R, so please forgive me if I just missed the answer in existing documentation... I have a data set with at least three columns, X, Y, and Z. I want to produce a chart where one axis shows all the unique values of X, and the other axis shows all the unique values of Y. Each cell within the chart should contain the result of applying an aggregate function (such as mean(), for example) to Z value of those rows that are associated with that cell (via their X and Y values). Can someone recommend a good way to do this? Thanks very much, Christian [[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. [[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] ??: Re:??: Re: Need help in wa veslim package: imodwt and universal.thresh. modwt
Airon, I don't think you have to find an English computer 'cause the following must work in your Chinese one :-) Let me explain. First of all, change your lines to xdata - ckhdat$Adj..Close[1:1447] #names(ckhdwt.la8) - c(w1, w2, w3, w4, w5,w6, v6) note the # sign, i.e., DO NOT change the names before the function imodwt. This is because the function imodwt looks for the names created by the modwt function. If you need to change names, do it AFTER the reconstruction. I hope that it helps you. Rogerio -- Cabeçalho original --- De: Airon Yiu [EMAIL PROTECTED] Para: rdporto1 [EMAIL PROTECTED] Cópia: r-help r-help@stat.math.ethz.ch Data: Wed, 15 Nov 2006 23:49:57 +0800 (CST) Assunto: ??: Re:??: Re:[R] Need help in waveslim package: imodwt and universal.thresh.modwt Hi Rogerio: Here is what I tried. I have used only data points 1 to 1447 but the same problems appear if I used all the data in the file I sent . library(waveslim) infile -C:\\airon.csv ckhdat - read.csv(infile,header=TRUE, quote=) ... 1464 23-Dec-05,80.8,81,80.7,80.95,1538304,80.95 146528-Dec-05,80.85,81,80.3,80.7,3728116,80.7 1466 29-Dec-05,80.8,80.95,80.3,80.4,3145493,80.4 146730-Dec-05,80.4,80.2,78.85,79.65,7508611,79.65 xdata - ckhdata$adjcls[1:1447] ckhdwt.la8 - modwt(xdata, la8, n.levels = 6) names(ckhdwt.la8) - c(w1, w2, w3, w4, w5,w6, v6) ydata - imodwt(ckhdwt.la8) ydata numeric(0) thre_wc_univ - universal.thresh.modwt(ckhdwt.la8, max.level = 4, hard = FALSE) ???abs(wc.fine) : ?? Note that the error message for universal.thresh.modwt is in Chinese. It roughly means Error at abs(wc.find) : variable cannot have non-numeric value I need to find an WinXP (English) machine to see if the same issue appers. Thks __ 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] Newbie: how to get unique x unique x aggregate chart?
That did it! Thanks Marc. - Christian On 11/15/06, Marc Schwartz [EMAIL PROTECTED] wrote: On Wed, 2006-11-15 at 15:03 -0500, Christian Convey wrote: Thanks, let me try to clarify my question with an example. Suppose I have the following data: Gender, Major, Course-Grade F, Psy, 3.5 F, Psy, 3.1 M, Hst, 3.7 F, Hst, 3.6 M, Hst, 2.6 M, Eng, 3.9 I want to compute a table like the following: X-axis: Gender Y-axis: Major Cell(x,y) = mean course-grade So for example, with the data above: F M Psy | 3.3NA Hst | 3.63.15 Eng | NA3.9 If I were doing this in SQL I'd do it with a cross-tab query. But the world of R still has much unfamiliar terrain :) Thanks, Christian Presuming that DF is a data frame containing your data: with(DF, tapply(Course.Grade, list(Major, Gender), mean, na.rm = TRUE)) FM Eng NA 3.90 Hst 3.6 3.15 Psy 3.3 NA See ?tapply and ?with 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.
[R] Regression
I need to run a regression analysis with a large number of samples. Each sample (identified in the first file column) has its own x and y values. I will use the same model in all samples. How can I run the model for each sample? In SAS code I would use the BY SAMPLE statement. Alvaro [[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] can I get standard error from predict.gam()?
Hi Kevin, sadly, you have (again) not provided enough information to enable us to make a constructive response - for example, what package are you using? I assume that it's not mgcv, as mgcv does have a predict.gam with an se.fit argument: predict.gam package:mgcv R Documentation Prediction from fitted GAM model Description: ... Usage: ## S3 method for class 'gam': predict(object,newdata,type=link,se.fit=FALSE,terms=NULL, block.size=1000,newdata.guaranteed=FALSE,na.action=na.pass,...) But -- maybe I'm wrong. Furthermore, we can't tell from your note in what way se=T or se.fit=T is no use. What is the error message? Please try to read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Cheers, Andrew On Wed, Nov 15, 2006 at 04:35:21PM -0500, seeTigers wrote: Hi everybody, I am using predict.gam() now. I but it seems there is no such option to get standard errors of the predicted values. I tried to set se=T or se.fit=T but no use. If you know anything about that please let me know. Thanks very much. Kevin. [[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. -- Andrew Robinson Department of Mathematics and StatisticsTel: +61-3-8344-9763 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ __ 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] OPTIM--non finite finite different [13]
Xin jasonshi510 at hotmail.com writes:
Dear All:
I used optim() to minimise the loglikelihood function for fitting data to
negative binomial
distribution. But there initial value of log-likelihood and iteration 10 value
are reasonable. for example:
initial value 1451657.994524
iter 10 value 47297.534905
iter 20 value -623478636.8236478
Then the iter 20 vlaue suddelnly changes to a negative value and in the end
the error mesage is
non finite finite different [13]
Has any one have this experience of what the wrong is?
Thanks!
Xin
My function is:
function (parameters,y,x1,x3)
{
alpha-parameters[1:10];
beta-parameters[11];
g-parameters[12];
theta-parameters[13];
j=x3
p=alpha[j]*(x1^beta)*exp(-g*x1)
ifelse(x10,
L-lgamma(y+p)+p*log(theta)+y*(log(1-theta))-lfactorial(y)-lgamma(p)
,Inf)
L
}
It would help if you could provide self-contained/reproducible
code, which this is not (we don't have the data, x1). There are
several slightly odd things about this code, but I'm guessing
that the problem is that you don't restrict alpha, beta, theta
to be positive. You could also be getting overflow errors.
Other points about the code:
- you probably want the _sum_ of the log-likelihoods
(unless you just have one data point -- i.e.
length(x1) and length(y) are both 1 ! )
- you can use dnbinom(...,log=TRUE) instead of spelling
out the probability distribution.
- you probably want
L - ifelse(x10,...,Inf)
instead of what you have written here.
- A way of doing further debugging is to use cat() statements
to print out parameter values and negative log-likelihoods for
each function call.
good luck
Ben Bolker
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[R] nmle for time of structural change?
Hi, All:
Does 'nlme' require the nonlinear function to be differentiable?
I'm fitting structural change models to many related time series, and
I'd like to improve the estimates of the change point times through some
type of pooling. Unfortunately, I've so far been unable to get 'nlme'
to work for me. The following toy example is the closest I've come to
what I want using 'nlme':
library(nlme)
tstDF5 - data.frame(t.=rep(1:5, 3), subj=rep(1:3, e=5),
y=c(rep(0:1, c(1,4)), rep(0:1, c(2,3)),
rep(0:1, c(3,2)) ) )
breakpoint0seg2t - function(t., lT){
t1 - 5*plogis(-lT)
((t.=t1)+(t1t.))
}
tstFit - nlme(y~breakpoint0seg2t(t., lT1),
data=tstDF5, fixed=lT1~1,
random=list(subj=pdDiag(l1~1)), start=0 )
Error in chol((value + t(value))/2) : the leading minor of order 1 is
not positive definite
The function 'breakpoint0seg2t' is constant except at the data
points, where it is discontinuous. Is this error message generated by
the fact that the first derivative of 'breakpoint0seg2t' is 0 almost
everywhere? If yes, what are the options for getting around this?
The real problem behind this toy example involves fitting either
step functions or linear or quadratics in time with any number of
breakpoints. I'm currently estimating the required parameters using the
'strucchange' package. That work, but I'm having trouble with this
enhancement.
Thanks,
Spencer Graves
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[R] Job Opportunity - AMD Sunnyvale
To all: We have an opening for a recent graduate to work as a Statistical Programmer at Advanced Micro Devices (AMD) in Sunnyvale CA beginning January 2007. AMD is a global supplier of microprocessors and silicon-based solutions to the communications and computer industries. This position will support the development of statistical applications for engineering groups within AMD's technology development and volume manufacturing operations. You will be responsible for: * Working with Statisticians to determine requirements for statistical applications. * Designing, developing, testing, and documenting applications written mainly in R. * Working with web developers to integrate these applications within larger applications. Preferred Education and Experience * Recent Bachelor's degree in Statistics with a Master's preferred. * High level of fluency and experience in statistical program development using R or S-Plus. * Moderate fluency in SAS. * An understanding of the basics of software engineering. * Experience with Linux or Solaris * Experience with Oracle or MySQL is a plus. * Excellent verbal and written communication skills. * Ability to work with a multi-disciplinary team. To apply, please email a resume or C.V. to Hafeez Khan ([EMAIL PROTECTED]). Please do **not** reply directly or cc this list. Richard Kittler Advanced Micro Devices, Inc. Sunnyvale, CA [[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] how to create this design matrix?
How about I make a design matrix as follows: 1 d1,1 0 0 0 0 0 0 0 00 1 d1,2 0 0 0 0 0 00 0 0 1 d1,3 0 0 0 ... ... 000 0 0 0 ... ... 1 d1,12 The above matrix will work for the 1st row of Y data; d1, 1 means the 1st column of the 1st row of data; d1, 12 means the 12th column of the 1st row of data. But now since I have N samples(rows) of Y data; how do I conceptually do a 3D design matrix? On 11/15/06, John Fox [EMAIL PROTECTED] wrote: Dear Michael, -Original Message- From: Michael [mailto:[EMAIL PROTECTED] Sent: Wednesday, November 15, 2006 2:40 PM To: John Fox Cc: R-help@stat.math.ethz.ch Subject: Re: [R] how to create this design matrix? There are 12 response variables, columns 1 to 12 are response variables, i.e., these are y's, they all regress to the 13th column, which is the predictor, i.e. the X. Right. Let's take column 1, call this Y1, and there are n rows(n samples) of it, I need Y1= b0_1 + b1_1* X + epsilon, where X is the 13th column Similarly, for column 1 to column 12, we do the above, Y12= b0_12 + b1_12 * X + epsilon, where Y12 is the 12th column, they all have different b0's and b1's. Right. Totally there are 24 b0's and b1's. Yes. I want a group regression, not separated regression... I'm not sure what you mean by a group regression rather than separated regressions. The multivarite linear regression that I suggested will give you 12 slopes and 12 intercepts. They are exactly what you'd get from 12 individual least-squares regression of each Y on X, but the multivariate regression can also give you, e.g., the covariances among all of the coefficients (if you want them). John Thanks On 11/15/06, John Fox [EMAIL PROTECTED] wrote: Dear Michael, This looks like a multivariate simple regression -- that is, 12 response variables, one predictor. If the data are in the matrix X, then lm(X[,1:12] ~ X[,13]) should do the trick. I hope this helps, John John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto: [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] ] On Behalf Of Michael Sent: Wednesday, November 15, 2006 12:23 AM To: R-help@stat.math.ethz.ch Subject: [R] how to create this design matrix? Hi all, I have a multiple-linear regression problem. There are 13 columns of data, the whole data matrix is: n x 13, where n is the number of samples. Now I want to regress EACH of the first 12 columns onto the 13th column, with 2-parameter linear model y_i = b0 + b1 * x_i, where i goes from 1 to n, and b0 is the intercept. How do I create a design matrix to do the 12-column regression collectively all at once using multiple linear regressions? Thanks a lot [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[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] (no subject)
Dear List, Does anyone have experience using mmlcr Package? I am working on a longitudinal dataset. The model fitting is fine. However, I had a problem with the command plot.mmlcr. It seems to me it can not plot a very nice trajectory plot for longitudinal dataset. I wonder whether somebody can share the experience, i.e. how to make a nice trajectory plot for longitudinal data. Thanks. Karen [[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] 回覆： Re:??: Re:??: Re: Need help in waveslim package: imodwt and universal.thresh.m odwt
Hi Rogerio: Thks a lot. It works. By the way, I have 2 related sides issues that need some help: (1) What I want to do is this - do modwt on original time series - do thresholding on wavelet coefficients - obtain the inversed smoothed and detailed components of the original time series using the thesholded coefficients. How can this be done ? mra accept the original time series as input. imodwt rountine will give me the inversed transformed in the form of original time series, instead of separating them into detailed and smoothed component. (2) Is there a way to make R giving me error messages in English instead of Chinese so that I can communicate with others easily Thks rdporto1 [EMAIL PROTECTED] »¡¡G Airon, I don't think you have to find an English computer 'cause the following must work in your Chinese one :-) Let me explain. First of all, change your lines to xdata - ckhdat$Adj..Close[1:1447] #names(ckhdwt.la8) - c(w1, w2, w3, w4, w5,w6, v6) note the # sign, i.e., DO NOT change the names before the function imodwt. This is because the function imodwt looks for the names created by the modwt function. If you need to change names, do it AFTER the reconstruction. I hope that it helps you. Rogerio -- Cabeçalho original --- De: Airon Yiu [EMAIL PROTECTED] Para: rdporto1 [EMAIL PROTECTED] Cópia: r-help r-help@stat.math.ethz.ch Data: Wed, 15 Nov 2006 23:49:57 +0800 (CST) Assunto: ??: Re:??: Re:[R] Need help in waveslim package: imodwt and universal.thresh.modwt Hi Rogerio: Here is what I tried. I have used only data points 1 to 1447 but the same problems appear if I used all the data in the file I sent . library(waveslim) infile -C:\\airon.csv ckhdat - read.csv(infile,header=TRUE, quote=) ... 1464 23-Dec-05,80.8,81,80.7,80.95,1538304,80.95 1465 28-Dec-05,80.85,81,80.3,80.7,3728116,80.7 1466 29-Dec-05,80.8,80.95,80.3,80.4,3145493,80.4 1467 30-Dec-05,80.4,80.2,78.85,79.65,7508611,79.65 xdata - ckhdata$adjcls[1:1447] ckhdwt.la8 - modwt(xdata, la8, n.levels = 6) names(ckhdwt.la8) - c(w1, w2, w3, w4, w5,w6, v6) ydata - imodwt(ckhdwt.la8) ydata numeric(0) thre_wc_univ - universal.thresh.modwt(ckhdwt.la8, max.level = 4, hard = FALSE) ???abs(wc.fine) : ?? Note that the error message for universal.thresh.modwt is in Chinese. It roughly means Error at abs(wc.find) : variable cannot have non-numeric value I need to find an WinXP (English) machine to see if the same issue appers. Thks ___ YM - Â÷½u°T®§ ´Nºâ§A¨S¦³¤Wºô¡A§AªºªB¤Í¤´¥i¥H¯d¤U°T®§µ¹§A¡A·í§A¤Wºô®É´N¯à¥ß§Y¬Ý¨ì¡A¥ô¦ó»¡¸Ü³£ÉN¨«¥¢¡C [[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] Matrix-vector multiplication without loops
On 11/14/06, Ravi Varadhan [EMAIL PROTECTED] wrote:
I am trying to do the following computation:
p - rep(0, n)
coef - runif(K+1)
U - matrix(runif(n*(2*K+1)), n, 2*K+1)
for (i in 0:K){
for (j in 0:K){
p - p + coef[i+1]* coef[j+1] * U[,i+j+1]
} }
I would appreciate any suggestions on how to perform this computation
efficiently without the for loops?
This kicks butt on my machine:
p - as.vector(U %*% convolve(coef,rev(coef),type=open))
HTH!
Richard Graham
JHU '84 EECS
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[R] Interaction and factor ':'
___
Hello,
Not sure if this counts as a bug or not, but I just noticed in R 2.4.0
that : and interaction are not quite equivalent. For example:
x - factor(letters[1:4])
y - factor(letters[11:14])
x:y
[1] a:k b:l c:m d:n
Levels: a:k a:l a:m a:n b:k b:l b:m b:n c:k c:l c:m c:n d:k d:l d:m d:n
interaction(x, y, sep=:)
[1] a:k b:l c:m d:n
Levels: a:k b:k c:k d:k a:l b:l c:l d:l a:m b:m c:m d:m a:n b:n c:n d:n
The ordering of the levels is different between the two, although
?interaction says
f:g is the same as interaction(f,g, sep=:) when f and g are
factors.
I came across this when fitting multinom models, and the column order of
the predicted probabilities shifted around depending on whether I used
interaction or : on the LHS of the formula.
--
Hong Ooi
Senior Research Analyst, IAG Limited
388 George St, Sydney NSW 2000
+61 (2) 9292 1566
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[R] Simple Questions
Hi, I'm just starting out on R. I have an example data frame listed below. I have regressed Y on X1. lm(Y~X1). Would like to obtain the Brown-Forsythe test on residuals. I am unsure of how to conduct the following steps. (1) Inputting the residuals from regression into the data frame. (2) Splitting the groups above (X11) and below mean of X1 (X12) in the data frame. (3) Calculating the sum squared deviations of each group residual about the group median residual. Is there a quick/dirty way to do this? Y X1 X2 1 64 4 2 2 73 4 4 3 61 4 2 4 76 4 4 5 72 6 2 6 80 6 4 7 71 6 2 8 83 6 4 9 83 8 2 10 89 8 4 11 86 8 2 12 93 8 4 13 88 10 2 14 95 10 4 15 94 10 2 16 100 10 4 Best, Louis [[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] Building R from source
Dear Prof. Ripley, Finally, I succeeded in building R from source. I just changed WINHELP part in 'MkRules' file from WINHELP = CHM to WINHELP = NO. Then R was built successfully. Thank you so much. Yongwan Chun - Original Message - From: Prof Brian Ripley [EMAIL PROTECTED] Date: Tuesday, November 14, 2006 3:01 am Subject: Re: [R] Building R from source We have seen one other report of this (from someone cross- compiling) but cannot reproduce it, and pcre_dfa.exec.o should not be being linked in. Please do check against the R-admin manual (the definitive source) that you have the same versions of tools as recommended. It looks like this is a bug in some version of ld.exe (from binutils). A possible workaround is to edit src/extra/pcre/Makefile.win and remove pcre_dfa_exec.c from CSOURCES. Then delete libpcre.a, and try making again. But if you have a buggy ld.exe, I would want to use a non- buggy one. On Mon, 13 Nov 2006, YONGWAN CHUN wrote: Hello, I was trying to build R from source on Windows XP. I installed software which are mentioned from the follow web page http://www.murdoch-sutherland.com/Rtools/ (Last accessed on Nov. 13th, 2006) . Unfortunately, I got error messages whenever I run 'make all recommended' without modifying 'MkRules' file. I have removed software and reinstalled them several times but I still failed to get it done. The below message is what I got. If anybody gives information, I would appreciate it very much. Thanks, Yongwan === D:\Rsource\R-2.4.0\src\gnuwin32make all recommended make[1]: `Rpwd.exe' is up to date. make[4]: Nothing to be done for `svnonly'. installing C headers make[2]: `all' is up to date. make[2]: `libRblas.dll.a' is up to date. make[5]: Nothing to be done for `svnonly'. installing C headers make --no-print-directory -C ../extra/intl -f Makefile.win make --no-print-directory -C ../appl OPTFLAGS='-O3 -Wall - pedantic -std=gnu99' FOPTFLAGS='-O3 -Wall' -f Makefile.win make --no-print-directory -C ../nmath OPTFLAGS='-O3 -Wall - pedantic -std=gnu99' -f Makefile.win make --no-print-directory -C ../main OPTFLAGS='-O3 -Wall - pedantic -std=gnu99 -DLEA_MALLOC' FFLAGS='-O3 -Wall' -f Makef ile.win make --no-print-directory -C ./graphapp OPTFLAGS='-O3 -Wall - pedantic -std=gnu99' make --no-print-directory -C ./getline OPTFLAGS='-O3 -Wall - pedantic -std=gnu99' make[4]: `gl.a' is up to date. make -f Makefile.win chartables.h make[5]: `chartables.h' is up to date. make -f Makefile.win makeMakedeps make -f Makefile.win libpcre.a make[5]: `libpcre.a' is up to date. make[4]: Nothing to be done for `all'. make[4]: Nothing to be done for `all'. gcc -shared -s -mwindows -o R.dll R.def console.o dataentry.o dynload.o edit.o editor.o embeddedR.o extra.o opt.o pager .o preferences.o psignal.o rhome.o rui.o run.o shext.o sys- win32.o system.o e_pow.o malloc.o ../main/libmain.a ../appl/l ibappl.a ../nmath/libnmath.a graphapp/ga.a getline/gl.a ../extra/xdr/libxdr.a ../extra/zlib/libz.a ../extra/pcre/libpcre .a ../extra/bzip2/libbz2.a ../extra/intl/libintl.a ../extra/trio/libtrio.a dllversion.o -L. -lg2c -lRblas -lcomctl32 -lv ersion ../extra/pcre/libpcre.a(pcre_dfa_exec.o):pcre_dfa_exec.c:(.text+0x15f9): undefined reference to `_pcre_ucp_findprop' ../extra/pcre/libpcre.a(pcre_dfa_exec.o):pcre_dfa_exec.c:(.text+0x1639): undefined reference to `_pcre_ucp_findprop' ../extra/pcre/libpcre.a(pcre_dfa_exec.o):pcre_dfa_exec.c:(.text+0x1736): undefined reference to `_pcre_ucp_findprop' ../extra/pcre/libpcre.a(pcre_dfa_exec.o):pcre_dfa_exec.c:(.text+0x1770): undefined reference to `_pcre_ucp_findprop' ../extra/pcre/libpcre.a(pcre_dfa_exec.o):pcre_dfa_exec.c:(.text+0x184d): undefined reference to `_pcre_ucp_findprop' ../extra/pcre/libpcre.a(pcre_dfa_exec.o):pcre_dfa_exec.c:(.text+0x1e0f): more undefined references to `_pcre_ucp_findpro p' follow collect2: ld returned 1 exit status make[3]: *** [R.dll] Error 1 make[2]: *** [../../bin/R.dll] Error 2 make[1]: *** [rbuild] Error 2 make: *** [all] Error 2 __ 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. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide
Re: [R] how to create this design matrix?
On Wed, 15 Nov 2006, Michael wrote: How about I make a design matrix as follows: 1 d1,1 0 0 0 0 0 0 0 00 1 d1,2 0 0 0 0 0 00 0 0 1 d1,3 0 0 0 ... ... 000 0 0 0 ... ... 1 d1,12 The above matrix will work for the 1st row of Y data; d1, 1 means the 1st column of the 1st row of data; d1, 12 means the 12th column of the 1st row of data. And 'd1,1' might not equal 'd1,2' , etc ??? If so, this is decidedly different than what you described below where you say that there is a common regressor for all 12 regressands (viz. they all regress to the 13th column, which is the predictor, i.e. the X.) Here, you seem to have a different value of the regressor variable for each regressand. John's suggestion was 'spot on' for the setup in your original posting. But now since I have N samples(rows) of Y data; how do I conceptually do a 3D design matrix? As you have it above, if 'D' is an N by 12 matrix, t(matrix(apply(D,1,diag),nr=12)) will produce the even numbered columns and diag(12)[rep(1:12,N),] will take care of the odd numbered columns. cbind() and the tips in this recent thread http://article.gmane.org/gmane.comp.lang.r.general/73730 provide the needed tools to assemble the results in the form you specify above. But I seriously doubt that this is what you need, so please don't use this in a regression without assurance from a statistician who understands your setup that the implied model is reasonable. On 11/15/06, John Fox [EMAIL PROTECTED] wrote: Dear Michael, -Original Message- From: Michael [mailto:[EMAIL PROTECTED] Sent: Wednesday, November 15, 2006 2:40 PM To: John Fox Cc: R-help@stat.math.ethz.ch Subject: Re: [R] how to create this design matrix? There are 12 response variables, columns 1 to 12 are response variables, i.e., these are y's, they all regress to the 13th column, which is the predictor, i.e. the X. Right. Let's take column 1, call this Y1, and there are n rows(n samples) of it, I need Y1= b0_1 + b1_1* X + epsilon, where X is the 13th column Similarly, for column 1 to column 12, we do the above, Y12= b0_12 + b1_12 * X + epsilon, where Y12 is the 12th column, they all have different b0's and b1's. Right. Totally there are 24 b0's and b1's. Yes. I want a group regression, not separated regression... I'm not sure what you mean by a group regression rather than separated regressions. The multivarite linear regression that I suggested will give you 12 slopes and 12 intercepts. They are exactly what you'd get from 12 individual least-squares regression of each Y on X, but the multivariate regression can also give you, e.g., the covariances among all of the coefficients (if you want them). John Thanks On 11/15/06, John Fox [EMAIL PROTECTED] wrote: Dear Michael, This looks like a multivariate simple regression -- that is, 12 response variables, one predictor. If the data are in the matrix X, then lm(X[,1:12] ~ X[,13]) should do the trick. I hope this helps, John John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto: [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] ] On Behalf Of Michael Sent: Wednesday, November 15, 2006 12:23 AM To: R-help@stat.math.ethz.ch Subject: [R] how to create this design matrix? Hi all, I have a multiple-linear regression problem. There are 13 columns of data, the whole data matrix is: n x 13, where n is the number of samples. Now I want to regress EACH of the first 12 columns onto the 13th column, with 2-parameter linear model y_i = b0 + b1 * x_i, where i goes from 1 to n, and b0 is the intercept. How do I create a design matrix to do the 12-column regression collectively all at once using multiple linear regressions? Thanks a lot [[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 http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[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
[R] trouble loading example package
Greetings: I've installed Rtools, MikTeX, perl, minGW, and HTML Help Workshop, and have succeeded in making, checking (using R CMD check mypkg) then building the simple example package.skeleton(list=c(f,g,d,e), name=mypkg) R CMD build mypkg produces a tarball. I don't know how to get a zip file. But when I try to Install package(s) from local zip files, I get this error message: Error in gzfile(file, r) : unable to open connection In addition: Warning messages: 1: error -1 in extracting from zip file 2: cannot open compressed file 'mypkg/DESCRIPTION' But when I click on that file in the tarball it opens and shows me what I expected. I had hoped that I had weathered the hard part - building the package - but I still need some help: 1) How do I get a zipped file, rather than a tarball, 2) How do I install what I've built? Thanks in advance. Charles Annis, P.E. [EMAIL PROTECTED] phone: 561-352-9699 eFax: 614-455-3265 http://www.StatisticalEngineering.com __ 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] trouble loading example package
How do you build your packages? have you tried R CMD build --binary mypkg b On Nov 16, 2006, at 12:32 AM, Charles Annis, P.E. wrote: Greetings: I've installed Rtools, MikTeX, perl, minGW, and HTML Help Workshop, and have succeeded in making, checking (using R CMD check mypkg) then building the simple example package.skeleton(list=c(f,g,d,e), name=mypkg) R CMD build mypkg produces a tarball. I don't know how to get a zip file. But when I try to Install package(s) from local zip files, I get this error message: Error in gzfile(file, r) : unable to open connection In addition: Warning messages: 1: error -1 in extracting from zip file 2: cannot open compressed file 'mypkg/DESCRIPTION' But when I click on that file in the tarball it opens and shows me what I expected. I had hoped that I had weathered the hard part - building the package - but I still need some help: 1) How do I get a zipped file, rather than a tarball, 2) How do I install what I've built? Thanks in advance. Charles Annis, P.E. [EMAIL PROTECTED] phone: 561-352-9699 eFax: 614-455-3265 http://www.StatisticalEngineering.com __ 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] Re : Regression
Another way is reg-lapply(split(data,data$byvar),lm,formula=y~x) Justin BEM Elève Ingénieur Statisticien Economiste BP 294 Yaoundé. Tél (00237)9597295. - Message d'origine De : Chuck Cleland [EMAIL PROTECTED] À : Alvaro [EMAIL PROTECTED] Cc : r-help@stat.math.ethz.ch Envoyé le : Mercredi, 15 Novembre 2006, 23h58mn 09s Objet : Re: [R] Regression Alvaro wrote: I need to run a regression analysis with a large number of samples. Each sample (identified in the first file column) has its own x and y values. I will use the same model in all samples. How can I run the model for each sample? In SAS code I would use the BY SAMPLE statement. Here are a couple of ways: by(warpbreaks, warpbreaks$tension, function(x) lm(breaks ~ wool, data = x)) library(nlme) summary(lmList(breaks ~ wool | tension, warpbreaks)) ?by ?lmList Alvaro [[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. -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 __ 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. ___ Découvrez une nouvelle façon d'obtenir des réponses à toutes vos questions ! Profitez des connaissances, des opinions et des expériences des internaut [[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] Dotmatrix Plots
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Peter Dalgaard Sent: Wednesday, November 15, 2006 5:58 PM To: Jeffrey Robert Spies Cc: r-help Subject: Re: [R] Dotmatrix Plots Jeffrey Robert Spies [EMAIL PROTECTED] writes: Hi all, Does anyone know what happened to the dna library or the dotmatrix function? For the life of me, I can't find it anywhere with the exception of this reference: http://rss.acs.unt.edu/Rdoc/library/dna/html/dotmatrix.html Thanks! Jeff. http://www.nd.edu/~jspies/ For some reason, Jim prefers to play hide and seek with his packages (which for some reason he insists on calling libraries...). The current whereabouts seem to be http://popgen.unimaas.nl/~jlindsey/rcode.html Well, I think he is enjoying his retirement. His packages seem to work fine (updated) using R 2.4.0. Marwan -- Marwan Khawaja http://staff.aub.edu.lb/~mk36 -- -- 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. __ 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] Re : Simple Questions
If you want a quick way to do this that mean you have a way to do that who is not to fast. First propose it. Justin BEM Elève Ingénieur Statisticien Economiste BP 294 Yaoundé. Tél (00237)9597295. - Message d'origine De : Louis Tay [EMAIL PROTECTED] À : r-help@stat.math.ethz.ch Envoyé le : Jeudi, 16 Novembre 2006, 6h19mn 44s Objet : [R] Simple Questions Hi, I'm just starting out on R. I have an example data frame listed below. I have regressed Y on X1. lm(Y~X1). Would like to obtain the Brown-Forsythe test on residuals. I am unsure of how to conduct the following steps. (1) Inputting the residuals from regression into the data frame. (2) Splitting the groups above (X11) and below mean of X1 (X12) in the data frame. (3) Calculating the sum squared deviations of each group residual about the group median residual. Is there a quick/dirty way to do this? Y X1 X2 1 64 4 2 2 73 4 4 3 61 4 2 4 76 4 4 5 72 6 2 6 80 6 4 7 71 6 2 8 83 6 4 9 83 8 2 10 89 8 4 11 86 8 2 12 93 8 4 13 88 10 2 14 95 10 4 15 94 10 2 16 100 10 4 Best, Louis [[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. ___ Découvrez une nouvelle façon d'obtenir des réponses à toutes vos questions ! Profitez des connaissances, des opinions et des expériences des internaut [[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] 回覆： Re:??: Re:??: Re: Need help in waveslim package: imodwt and universal.thresh.m odwt
On Thu, 16 Nov 2006, Airon Yiu wrote: Hi Rogerio: Thks a lot. It works. By the way, I have 2 related sides issues that need some help: (1) What I want to do is this - do modwt on original time series - do thresholding on wavelet coefficients - obtain the inversed smoothed and detailed components of the original time series using the thesholded coefficients. How can this be done ? mra accept the original time series as input. imodwt rountine will give me the inversed transformed in the form of original time series, instead of separating them into detailed and smoothed component. (2) Is there a way to make R giving me error messages in English instead of Chinese so that I can communicate with others easily Yes, and it is described in the rw-FAQ and in the R-admin manual. You need to set LANGUAGE=en, where exactly depending on your unstated OS. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ 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.
