Hi, everyone,
My question is: It's not every time that you can get a converged
result from the nls function. Is there any solution for me to get a
reasonable result? For example:
x - c(-0.06,-0.04,-0.025,-0.015,-0.005,0.005,0.015,0.025,0.04,0.06)
y -
Below is one possibility:
If you knew MA you would get a regular linear
least-squares for parameters A,B and constant which
can be easily solved. So now you can define a function
f(MA) which returns that value. Now you must minimize
that f - a function of one argument. It can have
several local
09/05/2007 02:51 [R] question about non-linear least
AMsquares in R
Hello
I have a question about how I can include an array dataset inside a
package. In our package, one R function is designed to take an array
of 2 rows * 2 columns * k levels as input data enter by the user,
where k is positive integers. I am trying to include a 3-D array of
2-by-2-by-8
@stat.math.ethz.ch
Subject: [R] Question about making array dataset inside a package
Hello
I have a question about how I can include an array dataset inside a
package. In our package, one R function is designed to take an array
of 2 rows * 2 columns * k levels as input data enter by the user,
where
Dear R Users,
I am hoping you can help me.
I have received code from a colleague who uses Matlab. I need to
translate it into R.
I am wondering if there is a randomization t-test (from non-parametric
statistics) function already defined in R.
(In Matlab the function is randtest.m.)
On Wed, 5 Sep 2007, [EMAIL PROTECTED] wrote:
Dear R Users,
I am hoping you can help me.
I have received code from a colleague who uses Matlab. I need to
translate it into R.
I am wondering if there is a randomization t-test (from non-parametric
statistics) function already defined in R.
Hi all,
I'm a relatively new user to the R interface, and am trying to do some basic
operations. So far I've used the curve() command to plot graphs. This has a
couple of limitations, namely trying to do piecewise graphs. Basically, I'm
looking for how to do if and while loops for making a
The answer to your first question is
curve(ifelse((x-1)(x1),x^2+1,x+2),from=-10,to=10)
Sorry I cannot understand the next part of your query.
Ross Darnell
On Sun, 2007-09-02 at 00:31 -0700, JHawk3 wrote:
Hi all,
I'm a relatively new user to the R interface, and am trying to do some basic
Dear All,
Would you please tell me how to display the sample No. on the map ?
---Below commands don't display the sample No.(from 1 to 150).---
library(som)
library(klaR)
iris.som3 - som(iris[,1:4], xdim = 14,ydim = 6)
library(klaR); opar- par(xpd = NA)
shardsplot(iris.som3, data.or =
Ebi, keisyu, or whatever your name is,
I know that this questions has already been answered by the shardplot
author in a private thread, where this has been posted under a different
name. Why do you obscure your real name on the list???
The answer by Nils Raabe was that shardsplot is intended
Just a short question:
Why does this work:
x = c(1.6,1.8,2.4,2.7,2.9,3.3,3.4,3.4,4,5.2)
F26-boxplot(x,
add=FALSE,
horizontal=TRUE,
main=Figur 2.6 Boxplot,
axes=FALSE)
...but this doesn't...
x = c(1.6,1.8,2.4,2.7,2.9,3.3,3.4,3.4,4,5.2)
F26 - boxplot(x)
plot(F26,
squall44 wrote:
Just a short question:
Why does this work:
x = c(1.6,1.8,2.4,2.7,2.9,3.3,3.4,3.4,4,5.2)
F26-boxplot(x,
add=FALSE,
horizontal=TRUE,
main=Figur 2.6 Boxplot,
axes=FALSE)
boxplot returns some information on the boxplot, but the result
you again.
- adschai
- Original Message -
From: Adaikalavan Ramasamy
Date: Monday, August 20, 2007 8:19 am
Subject: Re: [R] Question on R server and TinnR
To: [EMAIL PROTECTED]
I don't understand your question on how to make R act as a server.
If you want to execute different pre
On Sat, 18 Aug 2007, Francisco Redelico wrote:
Dear R users,
As far as I know, EM algorithm can be only applied to estimate parameter
from a regular exponential family.
No. The EM algorithm will converge to a stationary point (and except in
artificial cases, to a local maximum) for any
Hi -
Classic question that I tried to look up online and couldn't find a clear
answer. It seems that I can have R to act as a server. But I never know how
this works. Would anyone please provide an example or introduction material
where I can learn about this? I'm trying to build an
R Help wrote:
hello list,
Can someone help me figure out why the following code doesn't work?
I'm trying to but both Greek letters and subscripts into a tcltk menu.
The code creates all the mu's, and the 1 and 2 subscripts, but it
won't create the 0. Is there a certain set of characters
On Sat, 2007-08-18 at 14:40 +0200, Peter Dalgaard wrote:
R Help wrote:
hello list,
Can someone help me figure out why the following code doesn't work?
I'm trying to but both Greek letters and subscripts into a tcltk menu.
The code creates all the mu's, and the 1 and 2 subscripts, but
Dear R users,
As far as I know, EM algorithm can be only applied to estimate parameter from a
regular exponential family.
A multivariate normal distribution with an AR(1) matrix as covariance matrix
does not belong to a regular exponential family, it is belong to a curved
exponential
On Thu, 16 Aug 2007, Rachel Jia wrote:
Hi, there:
It's my first time to post question in this forum, so thanks for your
tolerance if my question is too naive. I am using a nonparametric smoothing
procedure in sm package to generate smoothed survival curves for continuous
covariate. I want
Hi, there:
It's my first time to post question in this forum, so thanks for your
tolerance if my question is too naive. I am using a nonparametric smoothing
procedure in sm package to generate smoothed survival curves for continuous
covariate. I want to truncate the suvival curve and only
Hello R-help,
I am a recent convert to R from SAS and I am having some difficulty with
output of a for loop into a matrix. I have searched the help manuals and
the archives, but I can't get my code to work. It is probably a syntax
error that I am not spotting. I am trying to make a distance
On Thursday 16 August 2007 15:35, Ryan Briscoe Runquist wrote:
Hello R-help,
I am a recent convert to R from SAS and I am having some difficulty with
output of a for loop into a matrix. I have searched the help manuals and
the archives, but I can't get my code to work. It is probably a
hello list,
Can someone help me figure out why the following code doesn't work?
I'm trying to but both Greek letters and subscripts into a tcltk menu.
The code creates all the mu's, and the 1 and 2 subscripts, but it
won't create the 0. Is there a certain set of characters that R won't
R Help wrote:
hello list,
Can someone help me figure out why the following code doesn't work?
I'm trying to but both Greek letters and subscripts into a tcltk menu.
The code creates all the mu's, and the 1 and 2 subscripts, but it
won't create the 0. Is there a certain set of characters
Dear all, please help with what must be a straightforward question which I
can't answer.
I add a column of my dataframe as factor of an existing column e.g.
df[,5] - factor(df[,2])
and can test that it is by is.factor()
but if I did not know in advance what types the
typeof() for 'types'.
However, factor is not a type but a class, so class() is probably what
you want.
On Mon, 13 Aug 2007, Jabez Wilson wrote:
Dear all, please help with what must be a straightforward question which
I can't answer.
But 'An Introduction to R' could.
I add a column of my
See ?class
--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40 S 49° 16' 22 O
On 13/08/07, Jabez Wilson [EMAIL PROTECTED] wrote:
Dear all, please help with what must be a straightforward question which I
can't answer.
I add a column of my dataframe as factor of an existing column
Hello!
Can anyone help me. I am using the posterior.mode from the result of glmmML.
It apears to be different from the BLUe estimate of the RANDOM statement in
PROC NLMIXED
in SAS. Why is that?
Thank you
Ronen
[[alternative HTML version deleted]]
I think I asked you yesterday on the [EMAIL PROTECTED] account to read the
posting guide *before* posting to R-help and I asked you not to
SHOUT!!!
Uwe Ligges
lecastil wrote:
Good day. I am employed at a public entity that handles million
information and records of several
Good day. I am employed at a public entity that handles million
information and records of several variables and distributed in several
topics. For the statistical analyses we use a statistical package, which
allows us to call directly of the database (ORACLE) the information and
to realize
Hi,
After a few modifications in the makefiles, I successfully compiled
the Qt device (written by Deepayan Sirkar) for OS X 10.4.9 on a
Powerbook.
However when loading into R
If i remove this line from zzz.R in qtutils/R
grDevices::deviceIsInteractive(QT)
grDevices::deviceIsInteractive is only in the unreleased R-devel version
of R: which version are you using?
Please do study the R posting guide: we do ask for basic information for a
good reason, and do ask for questions on packages (especially unreleased
packages) to be sent to the
On 8/5/07, Saptarshi Guha [EMAIL PROTECTED] wrote:
Hi,
After a few modifications in the makefiles, I successfully compiled
the Qt device (written by Deepayan Sirkar) for OS X 10.4.9 on a
Powerbook.
Cool, can you send me the modifications? I haven't managed to compile
qtutils on OS X yet
Dear fellow R-ussers,
I have a question about the Akaike Information Criterion in the R
output.
Normally you would want it to be as small as possible, yet when i check up
the information in my study books, the AIC is usually displayed as a
negative number. In the exercises it is given as -
Tom:
That's a good question. AIC, as i'm sure you know, is usually
calculated as 2k-2ln(L), where k is the number of free parameters in
the model, and L is the log-likelihood of the model. The goal of
AIC--and the reason one normally tries to select a model with minimal
AIC--is to
Tom Willems Tom.Willems at var.fgov.be writes:
I have a question about the Akaike Information Criterion in the R
output.
Normally you would want it to be as small as possible, yet when i check up
the information in my study books, the AIC is usually displayed as a
negative number. In
On 03-Aug-07 16:42:33, Kyle. wrote:
Tom:
That's a good question. AIC, as i'm sure you know, is usually
calculated as 2k-2ln(L), where k is the number of free parameters in
the model, and L is the log-likelihood of the model. The goal of
AIC--and the reason one normally tries to
Ah. Very good point. I stand corrected.
---Kyle.
[EMAIL PROTECTED] 08/03/07 10:32 AM
On 03-Aug-07 16:42:33, Kyle. wrote:
Tom:
That's a good question. AIC, as i'm sure you know, is usually
calculated as 2k-2ln(L), where k is the number of free parameters in
the model, and L is
G'day Li,
On Wed, 25 Jul 2007 00:50:43 -0400
Li Li [EMAIL PROTECTED] wrote:
I tried several settings by using the family=gaussian
in gl1ce, but none of them works. [...]
gl1ce(Petal.Width~Sepal.Length+Sepal.Width+Petal.Length,
data=iris,family=gaussian())
Error in eval(expr, envir,
Hi,
I tried several settings by using the family=gaussian
in gl1ce, but none of them works.
For the case glm can work.
Here is the error message I got:
glm(Petal.Width~Sepal.Length+Sepal.Width+Petal.Length
,data=iris,family=gaussian())
gl1ce(Petal.Width~Sepal.Length+Sepal.Width+Petal.Length
Hi.
I know matrices that use distances between places works fine when using
cmdscale. However, what about matrices such as:
A B C D E
A 01 23 12 9
B 10 10 12 3
C 23 10 0 23 4
D 12 12 23 0 21
E 9 34 21 0
i.e. matrices which do not
Hi
I am first looking at genalg as a starting point for GA implementation in R. I
have a couple of questions regarding this package and GA implementation in
general. If you could provide some hints on these questions, I would really
appreciate. Thank you in advance.
1. I found two methods for
Hello everybody,
I recently wrote a program that to generate AR1 time series, here the code:
#By Jomopo. Junio-2007, Leioa, Vizcaya
#This program to create the AR1 syntetic series (one by one)
#Where the mean is zero, but the variance of the serie AR1 and
#the coef. of AR1 are be changed. If
.
Statistical Data Center
Intermountain Healthcare
[EMAIL PROTECTED]
(801) 408-8111
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Leeds,
Mark (IED)
Sent: Friday, July 13, 2007 2:45 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Question about acception
Hello,
I'm a bit new to R and am trying to plot a network using the network package.
Based on the documentation, if I do the following steps, things work fine:
test = c(0,1,1,1,0,0,0,1,0)
m = matrix(test, 3)
g = network(m)
plot(g)
However, if I try to read in the above
Le 07-07-16 à 09:50, Josué Polanco a écrit :
Hello everybody,
I recently wrote a program that to generate AR1 time series, here
the code:
#By Jomopo. Junio-2007, Leioa, Vizcaya
#This program to create the AR1 syntetic series (one by one)
#Where the mean is zero, but the variance of the
This is not related to R but I was hoping that someone could help me. I
am reading the Understanding the Metropolis Hastings Algorithm
paper from the American Statistician by Chip and Greenberg, 1995, Vol
49, No 4. Right at the beginning they explain the algorithm for basic
acceptance rejection
On Fri, 13 Jul 2007, Leeds, Mark (IED) wrote:
This is not related to R but I was hoping that someone could help me. I
am reading the Understanding the Metropolis Hastings Algorithm
paper from the American Statistician by Chip and Greenberg, 1995, Vol
49, No 4. Right at the beginning they
Dear R-Users,
I have a question concerning mixed models in R.
The strata of my model are the counties of Germany. The differencies
between these counties should be modelled as realizations of a normally
distributed random variable X.
Moreover, the model contains a 0/1 variable A that enters as
thank you. This is definitely doable. - adschai- Original Message
-From: David Meyer Date: Friday, July 6, 2007 6:34 amSubject: Re: [R]
Question for svm function in e1071To: [EMAIL PROTECTED]:
r-help@stat.math.ethz.ch Adschai: The function is written in C++, so
debugging the source
Adschai:
The function is written in C++, so debugging the source code of the R
svm() function will not really help. What you can do to make the C-code
more verbose is the following:
- get the sources of e1071
- in the src/ directory, look up the svm.cpp file
- In line 37, there is:
#if 0
05, 2007 12:36 AM
To: r-help@stat.math.ethz.ch
Subject: [R] Question for svm function in e1071
Hi,
Sorry that I have many questions today. I am using svm function on about
180,000 points of training set. It takes very long time to run. However,
I would like it to spit out something to make sure
Adschai:
here is an example for class.weights (isn't it on the help page?):
data(iris)
i2 - iris
levels(i2$Species)[3] - versicolor
summary(i2$Species)
wts - 100 / table(i2$Species)
wts
m - svm(Species ~ ., data = i2, class.weights = wts)
Cheers,
David
Dear R list,
In the course of learning to work with Rmpi, we are confused about a few
points. The following simple program is based on some examples we retrieved
from the web. Each slave is writing the same output line multiple times (a
multiple equal to the number of slaves). In other words,
Hi gurus,
I have a doubt about multiclass classification SVM. The population in my data
includes a couple of class labels that have relatively small proportion of the
entire population compared to other classes. I would like SVM to pay more
attention to these classes. However, the question I
Hi,
Sorry that I have many questions today. I am using svm function on about
180,000 points of training set. It takes very long time to run. However, I
would like it to spit out something to make sure that the run is not dead in
between. Would you please suggest anyway to do so?
And is
All,
I am working with Emergency Department (ED) Length of Stay Data. The ED
visit can end in one of a variety of ways (Admit, discharge, transfer,
etc...) Initially, I have modeled the time to event by fitting a survival
model to the time the outcome of interest and treat all other outcomes
Hello All,
The basic premise of what I want to do is the following:
I have 20 entities for which I have ~500 measurements each. So, I
have a matrix of 20 rows by ~500 columns.
The 20 entities fall into two classes: good and bad.
I eventually would like to derive a model that would then be
Hi James,
Have a look at Cadima et al.'s subselect package [Cadima worked with/was a
student of Prof Jolliffe, one of _the_ experts on PCA; Jolliffe devotes part
of a Chapter to this question in his text (Principal Component Analysis,
pub. Springer)]. Then you should look at psychometric stuff:
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Mark Difford
Sent: Monday, July 02, 2007 1:55 PM
To: r-help@stat.math.ethz.ch
Subject: Re: [R] Question about PCA
On Mon, 02-Jul-2007 at 03:16PM -0400, Ravi Varadhan wrote:
| Mark,
|
| What you are referring to deals with the selection of covariates, since PC
| doesn't do dimensionality reduction in the sense of covariate selection.
| But what Mark is asking for is to identify how much each data point
|
PROTECTED]
Sent: Monday, July 02, 2007 4:23 PM
To: Ravi Varadhan
Cc: 'Mark Difford'; r-help@stat.math.ethz.ch
Subject: Re: [R] Question about PCA with prcomp
On Mon, 02-Jul-2007 at 03:16PM -0400, Ravi Varadhan wrote:
| Mark,
|
| What you are referring to deals with the selection of covariates, since
:55 PM
To: r-help@stat.math.ethz.ch
Subject: Re: [R] Question about PCA with prcomp
Hi James,
Have a look at Cadima et al.'s subselect package [Cadima worked with/was a
student of Prof Jolliffe, one of _the_ experts on PCA; Jolliffe devotes
part
of a Chapter to this question in his text
to think about
it.
Bill Venables.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Ravi Varadhan
Sent: Monday, 2 July 2007 1:29 PM
To: 'Patrick Connolly'
Cc: r-help@stat.math.ethz.ch; 'Mark Difford'
Subject: Re: [R] Question about PCA with prcomp
'
Subject: Re: [R] Question about PCA with prcomp
The PCs that are associated with the smaller eigenvalues.
---
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division
I realize that the following has been talked about on this list many
times before in some related way but I
am going to ask for help anyway because I still don't know what to do.
Suppose I have no intercept models such as the following :
Y = B*X_1 + error
Y = B*X_2 + error
Y = B*X_3 + error
Y =
Hi
I have two tree and i want compute error of each tree and then cmparison
with t.test.
I cant coding this problem.Could i help me?
Regards
-
[[alternative HTML version deleted]]
__
Hi dear R-Help members:
When I was building my R package, using
$R CMD build --binary pkg
it came out the following error:
** libs
Error: package 'methods' was built for x86_64-unknown-linux-gnu
Execution halted
The information about $R_HOME/library/methods/libs/methods.so is:
$file
Hello,
We have a problem with function lmer. This is our code:
Get_values-function(ff_count, fixed_factors, rf_count, random_factors,
y_values)
{
SA-matrix(as.array(c(fixed_factors, random_factors)), ncol=3)
data-as.data.frame(SA)
y-as.array(y_values)
dd-data.frame(SA)
for(i
On 6/18/07, Julia Proudnikova [EMAIL PROTECTED] wrote:
Hello,
We have a problem with function lmer. This is our code:
Get_values-function(ff_count, fixed_factors, rf_count, random_factors,
y_values)
{
SA-matrix(as.array(c(fixed_factors, random_factors)), ncol=3)
9:59 amSubject: Re: [R] [Not R question]: Better fit for order probit
modelTo: R-help@stat.math.ethz.ch At 03:17 AM 6/16/2007, adschai wrote:
Thank you so much Robert. I haven't thought about the idea of clumping
categories together. One of the reason is because these categories are
bridge
At 01:29 PM 6/17/2007, adschai wrote:
Thank you so much Robert. Please find the information below.
The scale 1-10 are subjective physical condition ratings scored by
inspection engineers at the site. 1-5 are in very bad conditions
(bridge close down to seriously deteriorated). The rest from
as to how you
would make the order probit fits better in this case? Thank you so much in
advance.- adschai- Original Message -From: Robert A LaBudde Date:
Friday, June 15, 2007 9:52 pmSubject: Re: [R] [Not R question]: Better fit for
order probit modelTo: R-help@stat.math.ethz.ch At 09:31
Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Pedro Mardones
Sent: Thursday, June 14, 2007 1:14 PM
To: R-help@stat.math.ethz.ch
Subject: [R] question about formula for lm
Dear all;
Is there any way to make this to work?:
.x-rnorm(50,10,3)
.y-.x+rnorm(50,0,1
At 03:17 AM 6/16/2007, adschai wrote:
Thank you so much Robert. I haven't thought about the idea of
clumping categories together. One of the reason is because these
categories are bridge condition rating scores. They indeed represent
different meaning and serviceability conditions. They vary
in a character
variable is
substitute(foo ~ Xvar, list(foo = as.name(Ytext))
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Pedro Mardones
Sent: Thursday, June 14, 2007 1:14 PM
To: R-help@stat.math.ethz.ch
Subject: [R] question about formula for lm
A couple of easy ways are to create the calling sequence as a call or
character string and then evaluate it:
eval(bquote(lm(.(as.name(Ytext)) ~ Xvar, X)))
eval(parse(text = paste(lm(, Ytext, ~ Xvar, X
Note that these solutions both have the advantage over some of the prior
solutions that
Hi,
I have a model which tries to fit a set of data with 10-level ordered
responses. Somehow, in my data, the majority of the observations are from level
6-10 and leave only about 1-5% of total observations contributed to level 1-10.
As a result, my model tends to perform badly on points that
At 09:31 PM 6/15/2007, adschai wrote:
I have a model which tries to fit a set of data with 10-level
ordered responses. Somehow, in my data, the majority of the
observations are from level 6-10 and leave only about 1-5% of total
observations contributed to level 1-10. As a result, my model tends
Dear all;
Is there any way to make this to work?:
.x-rnorm(50,10,3)
.y-.x+rnorm(50,0,1)
X-data.frame(.x,.y)
colnames(X)-c(Xvar,Yvar)
Ytext-Yvar
lm(Ytext~Xvar,data=X) # doesn't run
lm(Yvar~Xvar,data=X) # does run
The main idea is to use Ytext as input in a function, so you just type
Yvar and
Why not using:
lm(X[[Ytext]]~Xvar,data=X)
ThPe
Pedro Mardones wrote:
Dear all;
Is there any way to make this to work?:
.x-rnorm(50,10,3)
.y-.x+rnorm(50,0,1)
X-data.frame(.x,.y)
colnames(X)-c(Xvar,Yvar)
Ytext-Yvar
lm(Ytext~Xvar,data=X) # doesn't run
lm(Yvar~Xvar,data=X) #
First check the value of Ytext.
Try
Ytext - X$Yvar
--- Pedro Mardones [EMAIL PROTECTED] wrote:
Dear all;
Is there any way to make this to work?:
.x-rnorm(50,10,3)
.y-.x+rnorm(50,0,1)
X-data.frame(.x,.y)
colnames(X)-c(Xvar,Yvar)
Ytext-Yvar
lm(Ytext~Xvar,data=X) # doesn't run
: Thursday, June 14, 2007 1:14 PM
To: R-help@stat.math.ethz.ch
Subject: [R] question about formula for lm
Dear all;
Is there any way to make this to work?:
.x-rnorm(50,10,3)
.y-.x+rnorm(50,0,1)
X-data.frame(.x,.y)
colnames(X)-c(Xvar,Yvar)
Ytext-Yvar
lm(Ytext~Xvar,data=X) # doesn't
Hi,
I would really appreciate if I could get some help here. I'm using nlm to
minimize my negative log likelihood function. What I did is as follows:
My log likelihood function (it returns negative log likelihood) with 'gradient'
attribute defined inside as follows:
# ==Method
Hi all
I am analyzing micro array data and I have R workspace images as my source of
the data(.Rdata format).That was in the biobase package format,so I used some
commands from the bio base package manual and could write the data into excel
files.
The data I am working on is the cancer data.
I have a study best described as a retrospective case-cohort design:
the cases were all the events in a given time span surveyed, and the
controls (event-free during the follow-up period) were selected in
2:1 ratio (2 controls per case). The sampling frequency for the
controls was about
thanks, that works great!!
just have another thing...i the same area
What if the class is list instead of array, how can you name the first
unrecognized column?
Rina
John Kane [EMAIL PROTECTED] 06/05/07 3:17
--- Rina Miehs [EMAIL PROTECTED] wrote:
hello
what do i write for R to
--- Rina Miehs [EMAIL PROTECTED] wrote:
thanks, that works great!!
just have another thing...i the same area
What if the class is list instead of array, how can
you name the first unrecognized column?
I am not sure that I understand the question. You
don't really have an unrecognised
The left column is boar id number, and the right is the random effect
estimate. I need the numbers in the left column when i merge far1
together with other data.frames based on the id numbers. When i use
ranef the output is the class list and R only sees the intercepts, but i
need a data.frame
[EMAIL PROTECTED] napsal dne 06.06.2007 10:56:18:
thanks, that works great!!
just have another thing...i the same area
What if the class is list instead of array, how can you name the first
unrecognized column?
Hi
look in some intro manual and learn about R data structures. Matrix,
I think that you have the same situation as before
though I have never used ranef(). The boar ids are
acting as the row names and are not really part of the
data.frame. It just looks like that when R prints the
data.frame.
Try
boars - rownames(far1)
far1 - cbind( boars, far1)
The results
Thanks that helped in the right way:D
Thanks alot!
Rina
John Kane [EMAIL PROTECTED] 06/06/07 1:46
I think that you have the same situation as before
though I have never used ranef(). The boar ids are
acting as the row names and are not really part of the
data.frame. It just looks like that
Hi,
I attempted to run the randomForest() function on a dataset without
predefined classes. According to the manual, running randomForest
without a response variable/class labels should result in the
function assuming you are running in unsupervised mode. In this case,
I understand that
Hi,
I have a question reading using RMySQL trying to load one R vector into a
table column. To be more specifically, the table is there populated. Now I
add a new column and want to populate this.
Can some colleagues on this list teach me how to do this? I know how to
write one R object/table
I have a question reading using RMySQL trying to load one R vector into a
table column. To be more specifically, the table is there populated. Now I
add a new column and want to populate this.
Okay, this is more of an SQL question now, but you could just use dbWriteTable
and then do an
Thanks Chris. I am trying almost the same solution while I have failed the
dbWriteTable.
The problem of using update is that it is way TOO slow when the row size is
~20.
That is why I hope I can still get dbWriteTable way to add one column.
dbWriteTable is very efficient and fast. The
Dear R-users,
In the following example, I would like to see my ylabel as: beta[3] * x[3] +
epsilon (where beta and epsilon are replaced by their mathematical symbols).
Please advise.
Thanks.
Nitin
i - 3
ee - expression(beta[i] * x[i] + epsilon)
xyplot(1:10~ 11:20,
ylab =
On Wed, 6 Jun 2007, Nitin Jain wrote:
Dear R-users,
In the following example, I would like to see my ylabel as: beta[3] *
x[3] + epsilon (where beta and epsilon are replaced by their
mathematical symbols).
Please advise.
?plotmath
?bquote
example(plotmath)
Try this:
library(lattice)
x - 1:10
i - 3
xlab - as.expression(substitute(beta[i] * x[i] + epsilon, list(i = i)))
xyplot(x ~ x, xlab = xlab)
On 6/6/07, Nitin Jain [EMAIL PROTECTED] wrote:
Dear R-users,
In the following example, I would like to see my ylabel as: beta[3] * x[3] +
epsilon
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