Dear all,
I found something strange when calculating sin of pi value
sin(pi)
[1] 1.224606e-16
pi
[1] 3.141593
sin(3.141593)
[1] -3.464102e-07
Any help and comment should be appreciated.
Regards
Nguyen
Nguyen Dinh Nguyen
Garvan Institute of Medical Research
I want to try to get a result of element wise addition between a
vector and a list. It can be done with for statement. In order to
reducing computing time, I have tried to avoid for state. If anybody
give me an idea, I would apprecite it much.
for example, with a b as below lines,
a-
Hello 'R' Users,
I have a monthly mean CO2 necdf data file defined on 1x1 lat by lon
coordinate. I want to sub-sample this variable CO2 on the coordinates
of another ASCII data file. The coordinates of another ASCII data file are
as:
-24.01 152.06 -18.58 150.19 -13.46 148.35 -8.29 147.03
Hello Shubha,
alternative method that gets closing prices of the SP500 Index, last line
calculates the logreturns, easy to use data.
sp500 - get.hist.quote(^GSPC,start=(today - Sys.Date())-735,quote=Cl)
rsp500 - diff(log(sp500))
Shubha Vishwanath Karanth wrote:
Hi R users,
I have a
sin(3.141592653589793)
[1] 1.224606e-16
Regards,
Olivier Delaigue
Nguyen Dinh Nguyen wrote:
Dear all,
I found something strange when calculating sin of pi value
sin(pi)
[1] 1.224606e-16
pi
[1] 3.141593
sin(3.141593)
[1] -3.464102e-07
Any help and comment should be
Nguyen Dinh Nguyen wrote:
Dear all,
I found something strange when calculating sin of pi value
sin(pi)
[1] 1.224606e-16
pi
[1] 3.141593
sin(3.141593)
[1] -3.464102e-07
Any help and comment should be appreciated.
Regards
Nguyen
Well, sin(pi) is theoretically zero, so you are
Umm. pi has been rounded to 6 decimal places in the second example. So
it isn't surprising that the results differ. sin(pi) is not zero, as it
also has been rounded, and you can't represent irrational numbers
exactly in a numerical form anyway. R agrees with Octave:
octave:1 sin(pi)
ans =
On Mon, 3 Sep 2007, Nguyen Dinh Nguyen wrote:
Dear all,
I found something strange when calculating sin of pi value
What exactly? Comments below on two guesses as to what.
sin(pi)
[1] 1.224606e-16
That is non-zero due to using finite-precision arithmetic. The number
stored as pi is not
On Sun, 2 Sep 2007, Sébastien wrote:
Dear R Users,
I am quite surprised to see that mtext gives different results when it
is used with 'pairs' and with plot'. In the two following codes, it
seems that the 'at' argument in mtext doesn't consider the same unit system.
It is stated to be in
Dear all, i need help about comparing 2 alpha cronbach. How to derive W
statistic. Are alpha cronbach and Hoyt's method using ANOVA identical? Thank
you for your help.
Regards
-
Luggage? GPS? Comic books?
[[alternative HTML version deleted]]
Dear all,
I have uploaded to CRAN the version 1.7 of the package 'adehabitat'.
Significant changes are listed below:
* The Brownian bridge kernel estimation algorithm has been greatly
improved. It now takes more than 80% less time than the previous
version. A new function liker has also been
Hi everybody,
I'm using Windows XP Prof, R 2.5.1 and a Pentium 4 Processor.
Now, I want to solve a quadratic optimization program (Portfolio Selection)
with the quadprog package
I want to minimize (\omega'%*%\Sigma%*%\omega)
Subject to
(1) \iota' %*% \omega = 1 (full investment)
Hello Ted
thanks for the comments below.
You point out below some less-than-perfect aspects of
some of my documentation (bizarrely, this is not the first time that
this
has happened. The real problem is that *other people* insist on
reading the docs, when as everyone knows, the real purpose
Hi
now I understand better what you want
topN.2 - function(data,n=5) data[order(data[,3], decreasing=T),][1:n]
# I presume data is data frame with 3 columns and the third is percent
lapply(split(data,data$state), topN.2)
Regards
Petr
[EMAIL PROTECTED]
Cory Nissen [EMAIL PROTECTED] napsal
Johanna Hasmats wrote:
Ok, attaching all files. You need to run it in the following order:
parse.RData
Korrelation.RData I have reduced this script to only include the error
part.
Input files are in the following order:
oligo.prest.out for parse.RData to work. Produces the next
G'day Thomas,
On Mon, 3 Sep 2007 10:08:08 +0200
[EMAIL PROTECTED] wrote:
What's wrong with my code?
Require(quadprog)
library(quadprog) ? :)
Dmat-diag(1,7,7)
# muss als quadratische Matrix eingegeben werden
Dmat
dvec-matrix(0,7,1) # muss als Spaltenvektor eingegeben werden
dvec
mu-0
Hi
mapply(+, a, b)
Regards
Petr
[EMAIL PROTECTED] napsal dne 03.09.2007 08:36:10:
I want to try to get a result of element wise addition between a
vector and a list. It can be done with for statement. In order to
reducing computing time, I have tried to avoid for state. If anybody
give me
Hi,
I was taken off guard by the following behavior in a lattice plot.
I frequently want to add a predicted curve defined at more
points than in the formula expression of xyplot. There have
been numerous examples of how to do this on r-help, but I
still often struggle to make this work. I just
Dear Yogesh,
This question seems more appropriate for the r-sig-geo mailing list
(https://stat.ethz.ch/mailman/listinfo/r-sig-geo).
The sampling of the netcdf files can be done by using the overlay
function from the sp-package (available on CRAN). You would have to read
both the netcdf file
Dear all,
I have produced a dendrogram using hclust and I would like to plot it
with a table of data associated with each sample aligned with the
leaves of the tree. Is there a reasonable way to do this in R, or am
I better lining it up in a image program.
Many thanks
--
Dear useRs,
I'm struggling with the new version of ggplot2. In the previous version
I did something like this. But now this yield an error (object fill
not found).
library(ggplot2)
dummy - data.frame(x = rep(1:10, 4), group = gl(4, 10))
dummy$y - dummy$x * rnorm(4)[dummy$group] + 5 *
Muenchen, Robert A (Bob) wrote:
Hi All,
I'm fiddling with an program to read a text file containing periods that
SAS uses for missing values. I know that if I had the original SAS data
set instead of a text file, R would handle this conversion for me.
Data frames do not allow missing
Excuse me for forgetting sessionInfo (below)
Ken Knoblauch knoblauch at lyon.inserm.fr writes:
I was taken off guard by the following behavior in a lattice plot.
I frequently want to add a predicted curve defined at more
points than in the formula expression of xyplot. There have
been
Dear list members,
I am facing difficulties in making a graphics that could show visually
results of a model.
I have tested the effects of 4 quantitative variables (Z1, Z2, Z3, Z4)
on a variable Y using a weighted mixed effects GLM with weights W (using
the glmmPQL function). I applied a
Hoyt's ANOVA and Cronbach's alpha are the same statistic. I think there is an
example in Nunnally and Bernstein. I have no idea what a W statistic is. Can
you explain that?
-Original Message-
From: [EMAIL PROTECTED] on behalf of thamrin hm
Sent: Mon 9/3/2007 3:37 AM
To:
Apologies for cross-posting but I think my previous mail was in HTML
(which is inadvisable for the help mailing list).
Dear list members,
I am facing difficulties in making a graphics that could show visually
results of a model.
I have tested
On 9/3/07, ONKELINX, Thierry [EMAIL PROTECTED] wrote:
Dear useRs,
I'm struggling with the new version of ggplot2. In the previous version
I did something like this. But now this yield an error (object fill
not found).
library(ggplot2)
dummy - data.frame(x = rep(1:10, 4), group = gl(4, 10))
Thanks Hadley,
I've been struggling with this all afternoon. But now it's working
again. Since I'm using it in a script, the few extra lines don't bother
me that much.
Thierry
ir. Thierry Onkelinx
Instituut voor
Hi Ken,
Alternatively, you could use ggplot2:
install.packages(ggplot2)
library(ggplot2)
qplot(LL, RR, data=ds1, facets = . ~ FF) + geom_line(data=ds2) + scale_x_log10()
It is very hard to get transformed scales working correctly, and it's
something I had to spend a lot of time on in between
Yes - all this stuff is currently rather undocumented. Hopefully that
will change in the near future!
Hadley
On 9/3/07, ONKELINX, Thierry [EMAIL PROTECTED] wrote:
Thanks Hadley,
I've been struggling with this all afternoon. But now it's working
again. Since I'm using it in a script, the few
useR's,
Is there a way to create a temporary array (or matrix) in R to hold values,
then drop or delete that temporary array from memory once I do not need it
anymore?
I am working with multidimensional arrays/matrices and I frequently perform
multiple operations on the same matrix and rename
Ok, the problem is clear now. I did not get that 'user-coordinates' was
refering to par(usr), when I read the help of mtext. If I may ask you
some additional questions:
- you mentioned a missing unit() call ; at which point should it be done
in my code examples ?
- could you give me some
You can do it in a local, in a function or explicitly remove it. Also
if you never assign it to a variable then it will be garbage collected as well
# 1
local({
print(gc())
x - matrix(NA, 1000, 1000)
print(gc())
})
gc()
# 2
f - function() {
print(gc())
x
On Mon, 3 Sep 2007, Sébastien wrote:
Ok, the problem is clear now. I did not get that 'user-coordinates' was
refering to par(usr), when I read the help of mtext. If I may ask you some
additional questions:
- you mentioned a missing unit() call ; at which point should it be done in
my code
Dear R-user:
Do you know any R package that could be use for fitting a Pattern-Mixture model
please? I would appreciate if you could suggest me a R package.
Thank you very much,
Sincerely,
Sattar
I read again R pour les débutants (for another problem) and I found the
answer to my question.
Sorry .
Have a nice week,
Ptiti Bleu.
Felix Andrews wrote:
x[[1]][4]
On 8/31/07, Ptit_Bleu [EMAIL PROTECTED] wrote:
Hi,
I read the posts for 2 hours and ?list and tried many comninations but
In my code, I would like to replace entries in t with
entries from a random normal distribution.
n-10
nl-round(1.5+rexp(1,rate=2)
rate=2))
nl
[1] 2
r-1:n
s-sort(sample(r,nl))
t-match(r,s)
r
[1] 1 2 3 4 5 6 7 8 9 10
s
[1] 3 8
t
[1] NA NA 1 NA NA NA NA 2 NA NA
try this:
x - c(NA, NA, 1, NA, NA, NA, NA, 2, NA, NA)
na.ind - is.na(x)
x[na.ind] - rnorm(sum(na.ind))
x
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven,
I was looking for an R-package that would reduce matrices to
row-echelon form, but Google was not my friend; any leads?
If not, I wonder if the problem could be expressed in terms of
constraint satisfaction...
__
R-help@stat.math.ethz.ch mailing list
The Power of Open-source R. The Confidence of Enterprise-Grade
Support and Services.
Hello Rusers!
I am pleased to announce the immediate availability of the RStat
Statistical
Software System from Random Technologies, LLC.
RStat couples the tremendous
Dear R-user:
Do you know any R package that could be use for fitting a Pattern-Mixture
models (PMM) please? I would appreciate if you could suggest me a R package for
fitting PMM.
Thank you very much,
Sincerely,
Sattar
Hello R Users,
How to compute cross correlation between two time series. Data is in ASCII
format. I am using R on windows.
Many thanks,
Regards,
Yogesh
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch mailing list
Hi
I am currently (for pedagogical purposes) writing a simple numerical
analysis library in R. I have come unstuck when writing a simple
Newton-Raphson implementation, that looks like this:
f - function(x) { 2*cos(x)^2 + 3*sin(x) + 0.5 }
root - newton(f, tol=0.0001, N=20, a=1)
My issue is
Rory Winston wrote:
I am currently (for pedagogical purposes) writing a simple numerical
analysis library in R. I have come unstuck when writing a simple
Newton-Raphson implementation, that looks like this:
f - function(x) { 2*cos(x)^2 + 3*sin(x) + 0.5 }
root - newton(f, tol=0.0001,
The Ryacas package can do that (but the function must be one line
and it can't have brace brackets). The first yacas call below registers f with
yacas, then we set up a function to act as a template to hold the
derivative and then we set its body calling yacas again to take the
derivative.
Actually in thinking about this its pretty easy to do it without Ryacas too:
Df - f
body(Df) - deriv(body(f), x)
Df
On 9/3/07, Gabor Grothendieck [EMAIL PROTECTED] wrote:
The Ryacas package can do that (but the function must be one line
and it can't have brace brackets). The first yacas call
Gabor Grothendieck wrote:
Actually in thinking about this its pretty easy to do it without Ryacas
too:
Df - f
body(Df) - deriv(body(f), x)
Df
This is weird.
f - function(x) { x^2 + 2*x+1 }
Df - f
body(Df) - deriv(body(f), x) # error
Also:
f - function(x) x^2 + 2 * x + 1
Df - f
body(Df)
The problem is that brace brackets are not in the derivatives table.
Make sure you don't have any.
On 9/3/07, Alberto Vieira Ferreira Monteiro [EMAIL PROTECTED] wrote:
Gabor Grothendieck wrote:
Actually in thinking about this its pretty easy to do it without Ryacas
too:
Df - f
On 03-Sep-07 21:45:40, Alberto Monteiro wrote:
Rory Winston wrote:
I am currently (for pedagogical purposes) writing a simple numerical
analysis library in R. I have come unstuck when writing a simple
Newton-Raphson implementation, that looks like this:
f - function(x) { 2*cos(x)^2 +
Hi,
Getting your e is not a problem:
a- list(c(1,3),c(1,2),c(2,3))
b-c(10,20,30)
aa-matrix(unlist(a),nrow=2)
ee-aa+rbind(b,b)
e-apply(ee,2,sum)
e
[1] 24 43 65
But this will not work if different list members have
different number of elements.
--- Yongwan Chun [EMAIL PROTECTED] wrote:
On 9/3/07, Ken Knoblauch [EMAIL PROTECTED] wrote:
Hi,
I was taken off guard by the following behavior in a lattice plot.
I frequently want to add a predicted curve defined at more
points than in the formula expression of xyplot. There have
been numerous examples of how to do this on r-help,
One improvement. This returns a function directly without having
to create a template and filling in its body:
deriv(body(f), x, func = TRUE)
On 9/3/07, Gabor Grothendieck [EMAIL PROTECTED] wrote:
The problem is that brace brackets are not in the derivatives table.
Make sure you don't have
The simlest answer is that X and Y are two vectors of
length n then (un-normalized) cross correlation
between X and Y is sum(i=1 to n)
{X(i)-Xbar)*(Y(i)-Ybar)} where Xbar and Ybar are the
means of X and Y respectively.
You may need something different, so could you be more
specific? What do you
And if f has brace brackets surrounding the body then do this:
f - function(x) { x*x }
deriv(body(f)[[2]], x, func = TRUE)
If you are writing a general function you can do this:
e - if (identical(body(f)[[1]], as.name({))) body(f)[[2]] else body(f)
deriv(e, x, func = TRUE)
On 9/3/07, Gabor
Hi Thomas,
On my computer the solution is (0,0,1,0,0,0,0) (within
machine accuracy) and it satisfies the constraints.
--- [EMAIL PROTECTED] wrote:
Hi everybody,
I'm using Windows XP Prof, R 2.5.1 and a Pentium 4
Processor.
Now, I want to solve a quadratic optimization
program (Portfolio
Thanks for the information on gridBase, I could solve my problem using
the 'baseViewports' function and by replacing mtext by grid.text (with
coordinates adjustments).
Sebastien
Prof Brian Ripley a écrit :
On Mon, 3 Sep 2007, Sébastien wrote:
Ok, the problem is clear now. I did not get that
Dear Peter,
Some time ago, I posted a function RREF to r-help that computes the reduced
row-echelon form of a matrix. Just last week, Scott Hyde posted a revised
version of this function to r-help (see
https://stat.ethz.ch/pipermail/r-help/2007-September/139923.html). My
original function didn't
We are working in a new release that would solve the problem
mentioned; in the current source tarball available it could be manage
as Uwe said, adding the line in the DESCRIPTION file:
ZipData: no
By the way, besides the RTools needed to compile any package in
Windows, you will need to install
Hello r-help,
As far as I've seen, there is no function in R dedicated to sampling
from a discrete distribution with a specified mass function. The
standard library doesn't come with anything called rdiscrete or rpmf,
and I can't find any such thing on the cheat sheet or in the
Probability
Hi guys
Thanks for all the fantastic suggestions! I didnt realise you could extract
the body of a function in that manner. It looks like R always has many ways
to solve a particular problem.
Cheers
Rory
On 9/4/07, Gabor Grothendieck [EMAIL PROTECTED] wrote:
And if f has brace brackets
On Mon, 3 Sep 2007, Issac Trotts wrote:
Hello r-help,
As far as I've seen, there is no function in R dedicated to sampling
from a discrete distribution with a specified mass function. The
standard library doesn't come with anything called rdiscrete or rpmf,
and I can't find any such thing
Thanks to you and Burwin for helping. My simulation seems faster now
(btw, is there some easy way to time things in R?) but not as fast as
I was hoping. Here's the top level function. Any ideas on how to
make it faster?
# Sample from a Chinese Restaurant Process
#
# size: number of samples to
Thanks for your reply Bruno.
No - as I said, I know how to do that - the movie15 and the
multimedia package are basically the same, and it is relatively
straightforward to get an audio file into a pdf with them. However,
real interactivity is not easily achieved in latex IMO (as it's not
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