Thanks for your help. And sorry for not having noticed that kubuntu dapper
packages were very outdated.
This might help other kubuntu dapper users:
- add this line to /etc/apt/sources.list
deb http://cran.R-project.org/bin/linux/ubuntu dapper/
- uninstall all previously installed r packages
Thanks Jim and Uwe!!
Both methods work for me.
Methods:
1. plot as.character(x)
2. mtext(format(date,%Y-%m-%d),...)
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
For the first question x'(y-bx)0 or Cov(Ui,Xi)0 you have heterogeinity
problem !
OLS estimator in this case in biased.
The bias is equal to (Exx')^{-1}Exu
You obtain obtain correct estimator by use instrumental variable or 2SLS ...
Justin BEM
Elève Ingénieur Statisticien
Dear all,
I've got a problem in fitting multilevel model in lme. I don't know to
much about that but suspect that something is wrong with my model.
I'm trying to fit:
m1-lme(X~Y,~1|group,data=data,na.action=na.exclude,method=ML)
m2-lme(X~Y+Z,~1|group,data=data,na.action=na.exclude,method=ML)
Hi
a little bit quicker solution is based on subsetting and a fact that
logical vector can be treated as numeric with FALSE=0 and TRUE = 1
Plant-sample(c(NA,1), 10, replace=T);
Value1-rnorm(Plant);
Value2-rnorm(Plant);
mat-data.frame(Plant=Plant,Value1=Value1,Value2=Value2)
I seem to remember a term lurking variable.
Bert Gunter [EMAIL PROTECTED] wrote:
... But of course this is always the question underlying all empirical -- or
maybe even scientific -- analysis: is there some other perhaps more
fundamental variable out there that I'm missing that would
Hi
I did not see any answer yet so I try. You can use aggregate, by or
sapply.
Something like
aggregate(soc6a[, your columns], list(hh=hh), sum, na.rm=T)
by(soc6a[, your columns], hh, sum, na.rm=T)
sapply(split(soc6a[, your columns], hh), sum, na.rm=T)
But you have to check speed gain by
How to test the spatial dependence of a column of data? for example
[...]
All I have is 25 numbers.
If you don't have coordinates of your data, as I understand here,
there's nothing you can do, of course ...
If you have coordinates, you should compute the variogram -and/or the
spatial
Hi
Using GAM (mgcv) I want plots of x against y. Using predict.gam when
there is only one effect x works fine. However, when i want to make
plots of several x agains y. Can this be done? I have tried using
model.gam$model$x2 in pred.2.resp whitout making it work.
Thanks
Torleif
Below is how
Yes, he will :)
Thanks, Uwe!
David
Uwe Ligges schrieb:
Nicolas Mazziotta wrote:
R version is R 2.2.1 (kubuntu dapper package)
So update your outdated version of R at first!
At least to R-2.4.0, even better to R-2.4.0 patched which will soon
become R-2.4.1.
Anyway, David, the vcd
Hi,
I am using 2 times series and I want to carry out a regression of Seri1
by Serie2 using structured (autocorrelated) errors.
(Equivalent to the autoreg function in SAS)
I found the function gls (package nlme) and I made:
gls_mens-gls(mening_s_des~dataATB, correlation = corAR1())
My problem
Dear Victor,
this is a really difficult problem to intepret, let alone diagnose.
Please provide commented, minimal, self-contained, reproducible code
that will allow us to see what the problem is.
Cheers
Andrew
On Wed, Dec 06, 2006 at 09:33:31AM +0100, victor wrote:
Dear all,
I've got a
Anyone?
John McHenry [EMAIL PROTECTED] wrote:Hi WizaRds,
I tried reading the S-PLUS file
ftp://ftp.research.att.com/dist/bayes-meta/hblm.dmp
into R using
data.restore(hblm.dmp)
but I got an error:
Error in attributes(value) - thelist[-match(c(.Data, .Dim,
As Andrew noted, you need to provide more information. But, what I see
is that your model assumes X is continuous but you say it is bounded,
-25 X 0
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of victor
Sent: Wednesday, December 06, 2006 3:34 AM
I never used it, but I beleave that it is a job for mantel.rtest() available
on ade4 package.
In fact Farrar are right, you will neet the XY coordinates. Give a look at
Legendre Legendre text book.
HTH,
Miltinho
Brazil
David Farrar [EMAIL PROTECTED] escreveu:
In
'Unfortunately' you give no credentials for your ex cathedra
pronouncement. E.g.
http://en.wikipedia.org/wiki/Significant_digits
says
The situation regarding trailing zero digits that fall to the left of the
decimal place in a number with no digits provided that fall to the right
of the
On Wed, 6 Dec 2006, John McHenry wrote:
Anyone?
Yes, I can read it, but what use is that to you? Given that it is someone
else's copyright work, I am not at liberty to redistribute a different
version:
hblm and associated programs Copyright 1995 by William DuMouchel.
Permission is
Let me try help with a poor traslation:
Mario Wrote
Hi everyone, I would like to know how can I publish a tutorial at CRAN. In
fact I wrote a tutorial in espanish about SWEAVE and would like share it with
our community. Who I need contact to do so?
Mario Alfonso Morales Rivera [EMAIL
Brian Ripley wrote:
'Unfortunately' you give no credentials for your ex cathedra
pronouncement. E.g.
http://en.wikipedia.org/wiki/Significant_digits
says
The situation regarding trailing zero digits that fall to the left of
the decimal place in a number with no digits provided that
Dear R Users,
Are there any documents on the usage of apply, tapply,
sapply so that I avoid explicit loops. I found that these
three functions were quite hard to be understood. Thank you
in advance.
--
Jin
__
Jin Shusong wrote:
Dear R Users,
Are there any documents on the usage of apply, tapply,
sapply so that I avoid explicit loops. I found that these
three functions were quite hard to be understood. Thank you
in advance.
If you have read the help pages for each and possibly even
Google for
contributed documentation CRAN
and in the first hit look through the several dozen tutorials there until you
find one that describes the apply functions in a way meaningful to you.
There is also some tutorial information on the relevant portion of this page:
R(D)COM available from CRAN (section Other) gives you R as a COM server.
If Delphi can act as a COM client (which I think is true), you can
access R directly from within your program without the need to write files.
Anna Belova wrote:
Hello All,
We would like to call quantile() function
- Original Message
From: Deepayan Sarkar [EMAIL PROTECTED]
To: Turgut Durduran [EMAIL PROTECTED]
Cc: r-help@stat.math.ethz.ch
Sent: Saturday, November 18, 2006 4:28:03 PM
Subject: Re: Re: [R] Trellis Plot Labels
On 11/17/06, Deepayan Sarkar [EMAIL PROTECTED] wrote:
On 11/17/06, Turgut
I think the function 'arima' can handle this, except for
the automatic evaluation of the ARMA orders.
Giovanni
Date: Wed, 06 Dec 2006 12:06:46 +0100
From: Lulla OPATOWSKI [EMAIL PROTECTED]
Sender: [EMAIL PROTECTED]
Precedence: list
--===0156932283==
Content-Disposition:
You are not comparing estimates of the population proportion.
Giovanni
Date: Tue, 05 Dec 2006 17:08:27 -0500
From: Doran, Harold [EMAIL PROTECTED]
Sender: [EMAIL PROTECTED]
Precedence: list
Thread-topic: Comparing posterior and likelihood estimates for proportions
(off
topic)
match-making is such fun.
Farrar
Milton Cezar Ribeiro [EMAIL PROTECTED] wrote:
I never used it, but I beleave that it is a job for mantel.rtest()
available on ade4 package.
In fact Farrar are right, you will neet the XY coordinates. Give a look at
Legendre Legendre text
Thanks for the great example, Tom.
Tom Backer Johnsen [EMAIL PROTECTED] wrote in message
news:[EMAIL PROTECTED]
Anna Belova wrote:
We would like to call quantile() function from the R-package STATS in a
Delphi program. If this is possible, could anyone provide us with an
example?
It is
It is boundend, you're right. In fact it is -25=X=0
These are cross-national survey data (I was investigated 7 countries in
each country there was 900-1700 cases).
In fact, there was two level 2 variables, so:
m1-lme(X~Y,~1|group,data=data,na.action=na.exclude,method=ML)
Folks:
Is
So this is at best a matter of opinion,
and credentials do matter for opinions.
-- Brian Ripley
an R fortunes candidate?
-- Bert Gunter
On Tue, 5 Dec 2006, Oliver Czoske wrote:
On Mon, 4 Dec 2006, Uwe Ligges wrote:
Sebastian Spaeth wrote:
Hi all,
I have a list with a
Respected Sir
I am a very new user of R. I want to ask a question about the nortest
package. In this package how we can write the code of ad.test, cvm.test,
ks.test for other distributions like GEV, GPA etc.
I request you to please guide to me.
Kind Regards
AMNA
--
AMINA SHAHZADI
Department of
On 12/6/06, Turgut Durduran [EMAIL PROTECTED] wrote:
- Original Message
From: Deepayan Sarkar [EMAIL PROTECTED]
To: Turgut Durduran [EMAIL PROTECTED]
Cc: r-help@stat.math.ethz.ch
Sent: Saturday, November 18, 2006 4:28:03 PM
Subject: Re: Re: [R] Trellis Plot Labels
On 11/17/06,
But do note -- again! -- that the apply family of functions do their magic
**internally through looping**, so that they are generally not much faster
-- and sometimes a bit slower -- then explicit loops. Their chief advantage
(IMO, of course) is in code clarity and correctness, which is why I
victor wrote:
It is boundend, you're right. In fact it is -25=X=0
These are cross-national survey data (I was investigated 7 countries in
each country there was 900-1700 cases).
In fact, there was two level 2 variables, so:
m1-lme(X~Y,~1|group,data=data,na.action=na.exclude,method=ML)
Dear useRs,
Please find the new package mFilter version 0.1-2 on CRAN.
The package implements several time series filters useful for smoothing
and extracting trend and cyclical components of a time series. The
routines are commonly used in economics and finance, however they should
also be
The classifly package uses rggobi to visualise classification
boundaries in high-dimensions. Given p-dimensional training data
containing d groups (the design space), a classification algorithm
(classifier) predicts which group new data belongs to. Generally the
input to these algorithms is high
I have a time stamp in UTC (GMT) time:
format(ISOdatetime(1970,1,1,0,0,0)+1165398135729/1000,%Y-%m-%d
%H:%M:%OS3)
2006-12-06 09:42:18.823 (note millisecond accuracy, but not relevant
to question here)
Now, this time stamp actually happened at local (Swedish) time one
hour later (10:42).
You might want to contact the nortest maintainer, Juergen Gross (CCing),
who is not listening to the traffic on this list.
Uwe Ligges
amna khan wrote:
Respected Sir
I am a very new user of R. I want to ask a question about the nortest
package. In this package how we can write the code of
Thanks David and Milton for replies. No, I don't have the coordiates.
In other words, my data are not point data. But I think there is a way
to test of spatial dependence for areal data or lattice data. In this
case, the variable of interest is typically the average value of an
area instead of a
Dear Victor:
Firstly, why do you think something is wrong? Ignoring the fact that
your DV is not continuous for a moment and your distributional
assumptions assume it is, could it not be the case that conditional on
your covariates the changes in the intercept are correct?
I might be missing
Hello Victor,
I'm afraid that this still isn't what we're looking for, in terms of
reproducible code, but we can guess. What is the range of the
Z1 and Z2 variables? What is the range of the model predictions?
If the Z1 and Z2 variables are large and positive then they will be
compensating.
On Wed, 6 Dec 2006, Xu Yuan wrote:
Thanks David and Milton for replies. No, I don't have the coordiates.
In other words, my data are not point data. But I think there is a way
to test of spatial dependence for areal data or lattice data. In this
case, the variable of interest is typically the
Mike:
I offered no opinion -- and really didn't have any -- about the worthiness
of any of the comments that were made. I just liked Brian's little quotable
aside.
But since you bait me a bit ...
In general, I believe that showing th 2-3 most important -- **not
significant** -- digits **and no
Why the standadard errors of the coefficientes of the arma
models fited by using the arima procedure in the stats
package doesnt coincide with that of S+, minitab or SAS?
--
Este mensaje ha sido analizado por MailScanner
en busca de virus y otros contenidos peligrosos,
y se considera que
Assuming script 'common.q' contains code that needed
different processing depending on interpreter
(either S-PLUS or R), what should the condition be?
if (condition) {
# Do S-PLUS code
} else {
# Do R code
}
Looking for something akin to the C preprocessor directive
USING_R, but for S.
Hi there,
I´m trying to use simecol package but I got the error showed below. I´m
runnig R version 2.4.0 (2006-10-03).
Kind regards,
miltinho
Brazil
---
require(simecol)
Loading required package: simecol
Error in loadNamespace(package, c(which.lib.loc, lib.loc),
On 12/6/2006 5:02 PM, Paul Roebuck wrote:
Assuming script 'common.q' contains code that needed
different processing depending on interpreter
(either S-PLUS or R), what should the condition be?
if (condition) {
# Do S-PLUS code
} else {
# Do R code
}
Looking for something akin
The output of sessionInfo() will be helpful here.
But I can't reproduce that on R 2.4.0 Patched r40106 + simecol (0.3-11).
Maybe you should upgrade the package?
b
On Dec 6, 2006, at 5:06 PM, Milton Cezar Ribeiro wrote:
Hi there,
I´m trying to use simecol package but I got the error
On Wed, 6 Dec 2006, Paul Roebuck wrote:
Assuming script 'common.q' contains code that needed
different processing depending on interpreter
(either S-PLUS or R), what should the condition be?
I believe
exists(is.R) is.R()
is a reliable condition.
-thomas
Earl F. Glynn wrote:
Thanks for the great example, Tom.
Tom Backer Johnsen [EMAIL PROTECTED] wrote in message
news:[EMAIL PROTECTED]
Anna Belova wrote:
We would like to call quantile() function from the R-package STATS in a
Delphi program. If this is possible, could anyone provide us
Hi all,
I am running R version 2.4.0 on Windows XP. I am new and have the following
question:
I have a dataset of columns named x1, x2, x3...xn. I would like to write a
linear regression using lm that looks like this:
lm(y~x1+x2+x3+...+xn)
If I try to use the following code, I only get the
How about this:
form - formula(paste(y ~, paste(x, 1:n, sep=, collapse= + )))
model - lm(form)
HTH,
Simon.
Brooke LaFlamme wrote:
Hi all,
I am running R version 2.4.0 on Windows XP. I am new and have the following
question:
I have a dataset of columns named x1, x2, x3...xn. I would
Thanks for the hint, Jay!
But somehow it seems like the included $probit object
is not of class glm and I
couldn't find an AIC property on it. I tried it your
way. Any other suggestions
regarding how I can evaluate the fit of the first-step
selection model included
in heckit()?
Best,
Werner
Hello!
I have the following problem.
My code:
--snip--
ergebnisse - rep(0, each=2)
stichproben - rep(0, each=2)
for (i in seq(1:2)) {
n - dim(daten)[1]
ix - sample(n,200) # producing samples
samp_i - daten[ix,]
stichproben[i] - samp_i # doesn’t works
# Calculation of the
I'm using barplot with the following call:
barplot(stat_data[[5]][,],axes=TRUE,axisnames=TRUE,axis.lty=1,xlab=xlab,ylab=ylab,beside=TRUE,las=1,font.lab=2,font.axis=1,legend.text=TRUE)
On some data, the vertical axis does not cover the
whole plot area and the last tick mark is smaller than
the
Using the builtin anscombe data set try this where we note that
the first 4 columns are x1, ..., x4 and the fifth column is y1.
for(i in 1:4) print(coef(lm(y1 ~., anscombe[c(1:i, 5)])))
On 12/6/06, Brooke LaFlamme [EMAIL PROTECTED] wrote:
Hi all,
I am running R version 2.4.0 on Windows
Hello,
Could anyone please tell me how to estimate Heteroscedasticity
Consistent standard errors for a Spatial error model? All the functions
I have looked at only works for lm objects.
Thank you very much!
- Oshadhi
__
R-help@stat.math.ethz.ch
I am new to R. Maybe this is very simple question.
I have a dataframe, there is column that is factor.
This factor has three level that 1,2,3.
Now I want to change these level(1,2,3) to level(red,blue,dark).
Does anybody how to do this job?
Thank you very much
Aimin
By looking at R thread, it seems that the approach is:
(1) cut the data into bins (you can use hist() to do this);
(2) calculate the expected numbers in each bin using the differences
of the CDF (pnorm, pexp, etc.);
(3) calculate sum((exp-obs)^2/exp);
(4) find the tail probability of the
Dear Ruser,
Today, i download R2.4.0-win32.exe, but can't set it up successfully. The
error informaiton is :
*0x38e4memory quoted by ox6c7f22b3 can't be readonly.*
My operating system in WindowXP. Where goes wrong?
Thanks.
--
With Kind Regards,
oooO:
(..):
:\.(:::Oooo::
-- Forwarded message --
From: amna khan [EMAIL PROTECTED]
Date: Dec 6, 2006 10:28 PM
Subject: R-Help
To: [EMAIL PROTECTED]
Respected Sir
I am a very new user of R. I want to ask a question about the nortest
package. In this package how we can write the code of ad.test, cvm.test,
Thanks to all of you!
Yes, you're right - I didn't take into consideration the ranges of
predicors which are quite large. I think the matter over and realize
that my assumption that something have to be wrong doesn't have in fact
any reason except strange look of the value.
Centering helped (as
On Wed, 6 Dec 2006, Derek Eder wrote:
I have a time stamp in UTC (GMT) time:
format(ISOdatetime(1970,1,1,0,0,0)+1165398135729/1000,%Y-%m-%d
%H:%M:%OS3)
2006-12-06 09:42:18.823 (note millisecond accuracy, but not relevant
to question here)
But it is the wrong answer, and not what my
On Wed, 6 Dec 2006, Paulino Perez Rodriguez wrote:
Why the standadard errors of the coefficientes of the arma
models fited by using the arima procedure in the stats
package doesnt coincide with that of S+, minitab or SAS?
Possibly because R is using superior methodology (full ML fitting).
Hi
On 7 Dec 2006 at 1:20, Alexander Geisler wrote:
Date sent: Thu, 07 Dec 2006 01:20:49 +0100
From: Alexander Geisler [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Subject:[R] Simulation in R
Hello!
I have the following
On Thu, 7 Dec 2006, Samarasinghe, Oshadhi Erandika wrote:
Hello,
Could anyone please tell me how to estimate Heteroscedasticity
Consistent standard errors for a Spatial error model? All the functions
I have looked at only works for lm objects.
I assume that you looked also at the sandwich
I have got a dataframe containing measurement of aircraft noise like
this:
Id - c(1,4,5,2,3,6,4,1,2,5,6,3)
Noise - c(88,94,97,98,92,56,103,102,87,95,92,97)
Height - c(190, 150, 120, 115, 188, 104, 101, 189, 146, 111, 124,
126)
df - data.frame(Id, Noise, Height)
Now I would like to
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