### Re: [R] Fitting models in a loop

Murray, Here is a general paradigm I tend to use for such problems. It extends to fairly general model sequences, including different responses, c First a couple of tiny, tricky but useful functions: subst - function(Command, ...) do.call(substitute, list(Command, list(...))) abut -

### Re: [R] Fitting models in a loop

Markus Gesmann writes: Murray, How about creating an empty list and filling it during your loop: mod - list() for (i in 1:6) { mod[[i]] - lm(y ~ poly(x,i)) print(summary(mod[[i]])) } All your models are than stored in one object and you can use lapply to

### Re: [R] Fitting models in a loop

This (below) also runs into trouble if you try to predict with new data since you have no rule for re-constructing the formula. Also, you can't plot the term as a single contributor to the linear predictor with termplot(). I'm sure given enough ingenuity you can get round these two, but why

### Re: [R] Constrain coefs. in linear model to sum to 0

Gorjanc Gregor asks: Hello! I would like to use constrain to sum coeficients of a factor to 0 instead of classical corner contraint i.e. I would like to fit a model like lm(y ~ 1 + effectA + effectB) and say get parameters intercept effectA_1 effectA_2 effectB_1 effectB_2

### Re: [R] Help with workaround for: Function '`[`' is not in thederivatives table

Earl F. Glynn asks: -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Earl F. Glynn Sent: Tuesday, 15 August 2006 8:44 AM To: r-help@stat.math.ethz.ch Subject: [R] Help with workaround for: Function '`[`' is not in thederivatives table # This works

### Re: [R] glm inside one self-defined function

Mike Wolfgang asks: From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Mike Wolfgang Sent: Wednesday, 23 August 2006 1:31 PM To: R-help list Subject: [R] glm inside one self-defined function Hi list, I've searched in R-help and found some related discussions but still could

### Re: [R] Check values in colums matrix

As a minor footnote to both of these, I would add that both assume that all the columns of the dataset are numeric. It doesn't cost much to generalize it to cover any matrix structure, of any mode: constantColmuns - function(Xmat) which(apply(Xmat, 2, function(z) length(unique(z)) == 1))

### Re: [R] singular matrix

Nongluck Klibbua reports: -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Nongluck Klibbua Sent: Tuesday, 29 August 2006 11:12 AM To: R-help@stat.math.ethz.ch Subject: [R] singular matrix Dear R-users, I try to use solve to get the solution

### Re: [R] Type II and III sum of square in Anova (R, car package)

I cannot resist a very brief entry into this old and seemingly immortal issue, but I will be very brief, I promise! Amasco Miralisus suggests: As I understood form R FAQ, there is disagreement among Statisticians which SS to use

### RE: [R] AIC, glm, lognormal distribution

Benjamin, A couple of points: fit - glm(y ~ x, gaussian(link = log)) does NOT fit a model with a lognormal response distribution. It fits a non-linear regression model with an ordinary gaussian response distribution. This model has constant variance, whereas the lognormal model (which you

### RE: [R] A rude question

When Haydn was asked about his 100+ symphonies he is reputed to have replied sunt mala bona mixta which is kind of dog latin for There are good ones and bad ones all mixed together. It's certainly the same with R packages so to continue the latin motif: caveat emptor The R engine, on the other

### RE: [R] error with polr()

This is always tricky. Here is a work-around. Try asking for the Hessian with the original fit: fm - polr(factor(y) ~ lx, data = ord.dat, Hess=T) summary(fm) Call: polr(formula = factor(y) ~ lx, data = ord.dat, Hess = T) Coefficients: Value Std. Error t value lx 2.420614 0.8146359

### RE: [R] Robust multivariate regression with rlm

lm works for multivariate responses rlm does not - check what the help file says about the response. That's about it, really. Bill Venables. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Markku Mielityinen Sent: Thursday, 24 March 2005 5:20 PM To:

### RE: [R] Generating list of vector coordinates

rev(expand.grid(k = 1:5, j = 1:4, i = 1:3)) i j k 1 1 1 1 2 1 1 2 3 1 1 3 4 1 1 4 5 1 1 5 6 1 2 1 7 1 2 2 8 1 2 3 ... 55 3 3 5 56 3 4 1 57 3 4 2 58 3 4 3 59 3 4 4 60 3 4 5 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Ronnen Levinson

### RE: [R] NA's?

Your message doesn't help us very much. You haven't said what kind of calculation it is you want to do, and that certainly matters. For example, for some kinds of computations the solution you started below would work fine: M - matrix(1:16, 4, 4) is.na(diag(M)) - TRUE M [,1] [,2] [,3]

### RE: [R] NA's?

is.na(diag(M)) - TRUE cmeans - colMeans(M, na.rm = TRUE) csd - apply(M, 2, sd, na.rm = TRUE) cvar - csd ^2 (or cvar - apply(M, 2, var, na.rm = TRUE) ) Using 'kmeans' on a matrix but 'ignoring the diagonal entries' just doesn't make sense as it stands, so I can't help you there. V.

### RE: [R] how to draw a 45 degree line on qqnorm() plot?

You didn't try very hard. Try this, look at it and think about it: jj - scale(sample(1:100, 10)) qqnorm(jj) abline(0, 1) Rather than abline, however, most people, however, would use qqline(jj) in which case you don't need the scaling. V. -Original Message- From: [EMAIL

### RE: [R] how to draw a 45 degree line on qqnorm() plot?

Remember this is just a diagnostic procedure and all you are really looking for is whether the normal scores plot is pretty straight. The reason for anchoring the guiding line at the quartiles is really the same reason that boxplots use quartiles for the central chunk. You don't want the guiding

### RE: [R] two methods for regression, two different results

This is possible if x and z are orthogonal, but in general it doesn't work as you have noted. (If it did work it would almost amount to a way of inverting geenral square matrices by working one row at a time, no going back...) It is possible to fit a bivariate regression using simple linear

### RE: [R] axis colors in pairs plot

Hi Anne, Here's one suggestion, use a simple panel function: cols - c(red, green3, blue) with(iris, pairs(iris[, -5], main = Andersons Iris Data - 3 species, panel = function(x, y, ...) points(x, y, pch = (2:4)[Species], col = cols[Species], ...) )) Bill Venables

### RE: [R] Re: beta distribution in terms of it's mean and standarddeviation

For three of the beta distribution functions in R the parameters defining the distribution are alpha, beta and 'ncp'. Pretty trivially, there is no bijection between these three and the mean and variance, but for the special case of ncp = 0, I think there is. Rather than just write it down, it's

### RE: [R] plotting Principal components vs individual variables.

At the cost of breaking the thread I'm going to change your subject and replace 'Principle' by 'Principal'. I just can't stand it any longer... OK, here is how I would solve your other problems. First put wh - c(USA, New Zealand, Dominican Republic, Western Samoa, Cook Islands)

### RE: [R] glm family=binomial logistic sigmoid curve problem

Couple of points: * If you provide relative frequencies for the binomial response, you need also to give weights so that the actual counts can be reconstructed. This is what the warning message is telling you: if you reconstruct the counts using the default (unity) weights, the counts are not

### Re: [R] D(dnorm...)?

Hi Spencer, I think if you have a problem that needs a lot of symbolic manipulation you are probably better off driving it directly from something like Maple or Mathematica (I prefer maple, actually) than trying to drive it from R. It just gets too clumsy. On the other hand it is very handy

### Re: [R] D(dnorm...)?

While symbolic computation is handy, I actually think a more pressing addition to R is some kind of automatic differentiation facility, particularly 'reverse mode' AD, which can be spectacular. There are free tools available for it as well, though I don't know how well developed they are. See:

### Re: [R] How do you convert this from S Plus to R - any help appreciated . thanks

This particular call to exportData is probably equivalent in effect to the R call: write.table(MU.Cost, file = paste(C:/RAUDSL/S, as.character(MU.Cost\$Run.Id[1]), .,as.character(MU.Cost\$MU.Id[1]),

### Re: [R] Creating 3D Gaussian Plot

Getting a picture like this is pretty easy. e.g. x - y - seq(-5, 5, len = 200) X - expand.grid(x = x, y = y) X - transform(X, z = dnorm(x, -2.5)*dnorm(y) - dnorm(x, 2.5)*dnorm(y)) z - matrix(X\$z, nrow = 200) persp(x, y, z, col = lightgoldenrod, border = NA, theta = 30, phi = 15, ticktype =

### RE: [R] factors in multinom function (nnet)

Alexandre, I have a couple of remarks to make, not all of which you might find immediately helpful, I regret to say. * The choice between using predictors linearly or in factor versions is a modelling choice that is in no way specific to multinom. It is a general aspect of modelling that has to

### RE: [R] Getting subsets of a data frame

You should look at ?[ and look very carefully at the drop argument. For your example sw[, 1] is the first component of the data frame, but sw[, 1, drop = FALSE] is a data frame consisting of just the first component, as mathematically fastidious people would expect. This is a

### RE: [R] String in data frame

str - as.character(d\$name) should do the trick. (damn... my shift key just broke as well...) bill venables. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Cuichang Zhao Sent: Saturday, 16 April 2005 2:00 PM To: r-help@stat.math.ethz.ch Subject: [R]

### RE: [R] chronological ordering of factor in lm() and plot()

First put day.names - c(sun, mon, tue, wed, thu, fri, sat) then days - factor(as.character(days), levels = day.names) will ensure the ordering you want. Bill Venables. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Eric C. Jennings Sent: Saturday,

### RE: [R] nls segmented model with unknown joint points

This is how I'd write the formula for use with nls/nlme: y ~ b41*(x - 1) + b42*(x^2 - 1) + ifelse((a41 - x) = 0, b43*(a41 - x)^2, 0) + ifelse((a42 - x) = 0, b44*(a42 - x)^2, 0) This is a direct translation from your funny foreign-looking code below that probably makes it clear what's going

### RE: [R] array indexing and which

You need to think about it just a bit harder. [Hint: what happens if you leave out the first 'which' and just make ids - (d[, 1] 0) does it work then...?] -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Werner Wernersen Sent: Monday, 18 April 2005

### RE: [R] generalized linear mixed models - how to compare?

Andrew Criswell asks: Hello All: Should I conclude from this discussion that there is no practical means by which nested generalized mixed models can be compared from output produced through glmmPQL or GLMM? [WNV] The picture is, in my view, not as bleak as

### RE: [R] Using R to illustrate the Central Limit Theorem

Here's a bit of a refinement on Ted's first suggestion. N - 1 graphics.off() par(mfrow = c(1,2), pty = s) for(k in 1:20) { m - (rowMeans(matrix(runif(M*k), N, k)) - 0.5)*sqrt(12*k) hist(m, breaks = FD, xlim = c(-4,4), main = k, prob = TRUE, ylim = c(0,0.5), col =

### RE: [R] question about about the drop1

Ronggui asks: : -Original Message- : From: [EMAIL PROTECTED] : [mailto:[EMAIL PROTECTED] On Behalf Of ronggui : Sent: Saturday, 23 April 2005 5:41 PM : To: r help : Subject: [R] question about about the drop1 : : : the data is : : table.8.3-data.frame(expand.grid( :

### RE: [R] Anova - interpretation of the interaction term

: -Original Message- : From: [EMAIL PROTECTED] : [mailto:[EMAIL PROTECTED] On Behalf Of : michael watson (IAH-C) : Sent: Friday, 22 April 2005 7:47 PM : To: r-help@stat.math.ethz.ch : Subject: [R] Anova - interpretation of the interaction term : : : Hi : : So carrying on my use of

### RE: [R] A question on the library lme4

Luis Fernando Chaves asks: : -Original Message- : From: [EMAIL PROTECTED] : [mailto:[EMAIL PROTECTED] On Behalf Of Luis : Fernando Chaves : Sent: Sunday, 24 April 2005 11:29 AM : To: [EMAIL PROTECTED] : Subject: [R] A question on the library lme4 : : : Hi, : : I ran the following

### RE: [R] The eigen function

To me this is not at all surprising. If you read the help info for eigen it says clearly that calculating the eigenvectors is the slow part. So it is entirely likely that completely different algorithms will be used if you are asking for only the eigenvalues, or if you are asking for both

### RE: [R] How to extract function arguments literally

instead of as.character(substitute(arg)) use deparse(substitute(arg)) : -Original Message- : From: [EMAIL PROTECTED] : [mailto:[EMAIL PROTECTED] On Behalf Of Shigeru Mase : Sent: Saturday, 30 April 2005 1:24 PM : To: r-help@stat.math.ethz.ch : Subject: [R] How to extract function

### RE: [R] Roots of quadratic system.

Are you looking for a unique solution or families of solutions? Can't you turn a root-finding problem for a system of equations with a unique solution into an optimisation problem, anyway? E.g. You want to solve f1(x) = g1 f2(x) = g2 ... Why not optimise L(x) = (f1(x) - g1)^2 + (f2(x) -

### RE: [R] Recursive partitioning with multicollinear variables

No, for regression trees collinearity is a non-issue, because it is not a linear procedure. Having variables that are linearly dependent (even exactly so) merely widens the scope of choice that the algorithm has to make cuts. I'm not sure what you mean by Multicollinear variables should appear

### RE: [R] profile error on an nls object

Adrian Dragulescu asks: Hello all, This is the error message that I get. hyp.res - nls(log(y)~log(pdf.hyperb(theta,X)), data=dataModel, + start=list(theta=thetaE0), + trace=TRUE) 45.54325 : 0.100 1.3862944 -4.5577142 0.0005503 3.728302 :

### RE: [R] binding vectors or matrix using their names

Goodness Patrick, this must surely qualify for the obfuscated R competition finals. I love it! There are two solutions I can think of with do.call and here they are: x - 1 x2 - runif(10) x12 - c(x, x2) do.call(cbind, lapply(x12, as.name)) x x2 [1,] 1 0.99327265 [2,] 1

### RE: [R] Can't seem to finish a randomForest.... Just goes and goes!

Alternatively, if you can arrive at a sensible ordering of the levels you can declare them ordered factors and make the computation feasible once again. Bill Venables. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Torsten Hothorn Sent: Monday, 5 April

### Re: [R] reduce levels

sub\$mm - factor(sub\$mm) is the simplest way to change a single factor in this way. To do a whole data frame you just need a loop: drop_unused_levels - function(data) as.data.frame(lapply(data, function(x) if(is.factor(x)) factor(x) else x )) Here's your example again, but witn a

### Re: [R] problems with glm

used):+61 4 1963 4642 Home Phone: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Roland R Regoes Sent: Sunday, 15 January 2006 11

### Re: [R] Making a markov transition matrix

AUSTRALIA Office Phone (email preferred): +61 7 3826 7251 Fax (if absolutely necessary):+61 7 3826 7304 Mobile (rarely used):+61 4 1963 4642 Home Phone: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original

### Re: [R] Making a markov transition matrix

That solution for the case 'with gaps' merely omits transitions where the transition information is not for a single time step. (Mine can be modified for this as well - see below.) But if you know that a firm went from state i in year y to state j in year y+3, say, without knowing the

### Re: [R] D(dnorm...)?

Yes Bert, this time you are missing something (unusually) ... As Brian Ripley pointed out 'dnorm' is in the derivative table, *but* only as a function of one variable. So if you want to find the derivative of dnorm(x, mean, sigma) you have to write it as 1/sigma * dnorm((x - mu)/sigma). Here

### Re: [R] Command Line Prompt Symbol

://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Jacob van Wyk Sent: Friday, 10 November 2006 3:33 PM To: r-help@stat.math.ethz.ch Subject: [R] Command Line Prompt Symbol Hi I run R in Windows. Is there a simple way of changing

### Re: [R] Force square crosstabulation

Use factors with specified levels. lev - letters[1:4] table(factor(letters[1:4], levels = lev), factor(letters[c(1:3,3)], levels = lev)) a b c d a 1 0 0 0 b 0 1 0 0 c 0 0 1 0 d 0 0 1 0 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On

### Re: [R] strings as factors

Here is a possibility: test - expand.grid(id = 1:2, sex = c('male', 'female')) sapply(test, class) id sex integer factor test - transform(test, sex = as.character(sex)) sapply(test, class) id sex integer character But I am surprised at the reason you

### Re: [R] How to sum one column in a data frame keyed on other columns

Here is an elementary way of doing it: dat url time somethingirrelevant visits 1 www.foo.com 1:00 xxx100 2 www.foo.com 1:00 yyy 50 3 www.foo.com 2:00 xyz 25 4 www.bar.com 1:00 xxx200 5 www.bar.com 1:00

### Re: [R] Higher Dimensional Matrices

Lars from space [sic] asks: -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of downunder Sent: Monday, 25 December 2006 12:31 PM To: r-help@stat.math.ethz.ch Subject: [R] Higher Dimensional Matrices Hi all. I want to calculate partial

### Re: [R] strange logical results

Hi Erin, You would be safe on a machine that represented floating point numbers in base 10, and I haven't seen one of those for such a long time... All modern machines use base 2 for floating point numbers. The moral of the story is not to believe what you see printed. The number you see

### Re: [R] if ... problem with compound instructions

Mobile (rarely used):    +61 4 1963 4642 Home Phone:  +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/   -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Richard Rowe Sent: Monday, 1 January

### Re: [R] Vectorize rearrangement within each column

necessary):+61 7 3826 7304 Mobile (rarely used):+61 4 1963 4642 Home Phone: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Osorio

### Re: [R] comparing two matrices

But this is using paste() the wrong way round. A better way would be join - function(x) do.call(paste, c(as.data.frame(x), sep = \r)) which(join(mat1) %in% join(mat2)) [1] 8 13 16 19 24 This is essentially the technique used by duplicated.data.frame Bill Venables -Original Message-

### Re: [R] Need to fit a regression line using orthogonal residuals

Jonathon Kopecky asks: -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Jonathon Kopecky Sent: Tuesday, 30 January 2007 5:52 AM To: r-help@stat.math.ethz.ch Subject: [R] Need to fit a regression line using orthogonal residuals I'm trying to fit a simple

### Re: [R] resolving expand.grid NA errors

:+61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Bob Green Sent: Monday, 26 March 2007 6:30 AM To: r-help@stat.math.ethz.ch Subject: [R] resolving

### Re: [R] Problem dropping rows based on values in a column

: (I don't have one!) Home Phone:+61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of John Sorkin Sent: Monday, 26 March 2007 12:19 PM To: r-help

### Re: [R] Hotelling T-Squared vs Two-Factor Anova

I take it all subjects are measured at the same time points, or Hotelling's T^2 becomes rather messy. The essential difference lies in the way the variance matrix is modelled. The usual repeated measures model would model the variance matrix as equal variances and equal covariances, i.e. with

### Re: [R] Simple question about function with glm

There is a statistical problem and a code problem. The statistical problem is that if your 'x' has a mean that depends non-trivially on predictors, then you would not expect its distribution ignoring predictors to be normal. You would expect the residuals after modelling to be normal. Basically

### Re: [R] number of days

AUSTRALIA Office Phone (email preferred): +61 7 3826 7251 Fax (if absolutely necessary):+61 7 3826 7304 Mobile:(I don't have one!) Home Phone: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message

### Re: [R] converting a row of a data.frame to a vector

3826 7304 Mobile: (I don't have one!) Home Phone:+61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Andrew Yee Sent

### Re: [R] name of object in quotes

: (I don't have one!) Home Phone:+61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Gonzalo Rivero Sent: Wednesday, 23 May 2007 8:14

### Re: [R] Speeding up resampling of rows from a large matrix

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### Re: [R] linear model by month

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### Re: [R] looking for the na.omit equivalent for a matrix of characters

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### Re: [R] Factor function: odd behavior when labels argument containsduplicates?

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### Re: [R] AIC consistency with S-PLUS

don't have one!) Home Phone: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Alice Shelly Sent: Friday, 1 June 2007 10:07 AM To: r-help@stat.math.ethz.ch

### Re: [R] scan a directory and then make a string vector consisting offile names

: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Taka Matzmoto Sent: Friday, 1 June 2007 12:19 PM To: r-help@stat.math.ethz.ch Subject: [R] scan a directory

### Re: [R] Retain names in conversion of matrix to vector

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### Re: [R] correlation comparison one more time

): +61 7 3826 7304 Mobile: (I don't have one!) Home Phone: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of rafael

### Re: [R] Subscripting specified variables in a function

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### [R] termplot with uniform y-limits

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### Re: [R] Question about PCA with prcomp

...but with 500 variables and only 20 'entities' (observations) you will have 481 PCs with dead zero eigenvalues. How small is 'smaller' and how many is a few? Everyone who has responded to this seems to accept the idea that PCA is the way to go here, but that is not clear to me at all. There

### Re: [R] How to calculate the index the number of speciescombinations?

Here is a step by step explanation. The way you present the data is as species (rows) by sites (columns) data frame dim(species_x_sites) [1] 17 20 There are in fact only 19 sites as one of the columns of the data frame is the species name: names(species_x_sites) [1] Species Cuba

### Re: [R] a little problem on selecting a subset from dataset A accordingto dataset B?

AB - with(B, subset(A, coords.x1 %in% X1)) AB coords.x1 coords.x2 0 542250.9 3392404 7 541512.5 3394722 8 541479.3 3394878 9 538903.4 3395943 18 543274.0 3389919 19 543840.8 3392012 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On

### Re: [R] Within matrix

mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of [EMAIL PROTECTED] Sent: Tuesday, 10 July 2007 9:25 AM To: r-help@stat.math.ethz.ch Subject: [R] Within matrix Hi all, I am working on cluster, I

### Re: [R] type III ANOVA for a nested linear model

The message from this cute little data set is very clear. Consider fm - aov(resp ~ A*B + A/C, mydata) drop1(fm, test = F) Single term deletions Model: resp ~ A * B + A/C Df Sum of Sq RSS AIC F value Pr(F) none 65.540 47.261 A:B 216.132

### Re: [R] automatically generating and accessing data frames of varyingdimensions

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### Re: [R] t-distribution

for the upper tail: 1-pt(1.11, 9) [1] 0.1478873 -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Nair, Murlidharan T Sent: Thursday, 2 August 2007 4:43 AM To: r-help@stat.math.ethz.ch Subject: [R] t-distribution If I have a calculated t can I get the

### Re: [R] t-distribution

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### Re: [R] length of a string

: +61 7 3286 7700 mailto:[EMAIL PROTECTED] http://www.cmis.csiro.au/bill.venables/ -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of João Fadista Sent: Wednesday, 5 September 2007 11:51 PM To: r-help@stat.math.ethz.ch Subject: [R] length of a string