Hi :)
Try this with other distributions too... And then search for 'central limit
theorem'.
Cheers,
Tsjerk
On Fri, Oct 25, 2013 at 4:48 PM, Kramer, Christian
christian.kra...@uibk.ac.at wrote:
Hi there,
I have found a strange behavior in R that puzzles me - maybe it is a bug
or a basic
Hello,
I am looking for a way to do fast matrix operations (multiplication, Inversion)
for
large matrices (n=8000) in R. I know R is not that fast in linear algebra than
other software.
So I wanted to write some code in C++ and incorporate this code in R. I have
used the
package RcppArmadillo,
2013/10/22 Gabor Grothendieck ggrothendi...@gmail.com:
Also note that the zoo package has two classes:
1. zoo for irregularly spaced series
2. zooreg for series with an underlying regularity but for which some
of the points are missing (which seems to be the situation under
discussion)
The
Hi,
I am using a zero inflated Poisson to model a dependent variable. How do I find
out whether the zero-inflated Poisson is a good approximation of the variable?
So far I have:
m1 - zeroinfl(Join_Count_6m ~ 1, data = Megdata)
summary(m1)
Call:
zeroinfl(formula = Join_Count_6m ~ 1, data =
Dear all,
I know that reproducibility is a big concern for the R community, so
it may be interesting to some of the readers on this list that The
Economist recently ran a series of articles denouncing the alarming
number of shoddy and non-reproducible published papers:
Absolutely nothing to do with the CLT. If X_1, ..., X_n are i.i.d.
N(mu, sigma^2) then
Xbar is N(mu,sigma^2/n). Exactly. No asymptotics, no approximations,
no CLT.
cheers,
Rolf Turner
On 10/26/13 20:17, Tsjerk Wassenaar wrote:
Hi :)
Try this with other distributions too...
Of course. But the point is that this would happen with summing samples
from any distribution.
Cheers,
Tsjerk
On Sat, Oct 26, 2013 at 10:14 AM, Rolf Turner r.tur...@auckland.ac.nzwrote:
Absolutely nothing to do with the CLT. If X_1, ..., X_n are i.i.d. N(mu,
sigma^2) then
Xbar is
Reproducibility is indeed important. From the point of view of those in
the statistics
community and in particular in the R community, the key issue is that
the data on which
a publication is based should be readily accessible so that others can
replicate and
possibly extend the analysis,
On 10/26/13 21:20, Tsjerk Wassenaar wrote:
Of course. But the point is that this would happen with summing
samples from any distribution.
***What*** would happen? You are confused about the t-distribution.
(And the CLT and probably
a lot of other things.) Back to the text-books.
Couple of problems:
1) The Posting Guide clearly states that this is not a homework help forum. We
don't know what rules your study is constrained by, but if you are doing
homework then we do know you have resources at your educational institution to
rely on.
2) If this is not homework, why
Dear List,
I am trying to reproduce a figure that I made for an analysis that I did
a few months ago. Between when I first made the figure and now, I've
upgraded to R 3.0.2 and upgraded my operating system (ubuntu 13.04). My
codebase, which once works, is throwing an error when I try to use
I think you don't have accurate information about the speed of R in performing
linear algebra computations. It relies on standard numerical libraries for that
work, so it is as fast as those libraries are (you are unlikely to beat even an
unoptimized version of those libraries with your ad hoc
In addition to being confused about many things, I got out of bed far too
early for a Saturday ;) I see I misunderstood the question, and it
certainly doesn't hurt to go back to text books now and again...
x-cbind(rnorm(1000),rnorm(1000),rnorm(1000))
m-rowMeans(x)
s-apply(x,1,sd)
Hi Jonathan,If you look at the str()
str(res)
'data.frame': 2 obs. of 4 variables:
$ gene : chr gene1 gene2
$ case_1:List of 2
..$ : chr nsyn amp
..$ : chr
$ case_2:List of 2
..$ : chr del
..$ : chr
$ case_3:List of 2
..$ : chr
..$ : chr UTR
In this case,
On 10/26/2013 07:06 PM, Liviu Andronic wrote:
Dear all,
I know that reproducibility is a big concern for the R community, so
it may be interesting to some of the readers on this list that The
Economist recently ran a series of articles denouncing the alarming
number of shoddy and
Hi,
another option if you're using Linux AND an Intel processor would be
linking R against Intel MKL (Math Kernel Library). Under Linux you can
get a (free) non-commercial licence for it.
Here I'm using an Intel(R) Core(TM) i5-3210M CPU @ 2.50GHz laptop
processor with R 3.0.2 build with
fit-nls(d$time~a1*exp(b1*d$age) +
a2*exp(b2*d$age)+c
,start(a1=10,b1=0,a2=250,b2=1,c=0)
This line should read: start=list(a1=10,b1=0,a2=250,b2=1,c=0)
After you fix that you will run into another problem
Error in nls(d$time ~ a1 * exp(b1 * d$age) + a2 * exp(b2 * d$age) + c, :
Dear all,
I'm trying to fit a model on ecological data in which I have measured a few
biotic and abiotic factors over the course of a few days in several
individuals. Specifically, I'm interested in modelling y ~ x1, with x2, x3,
and 'factor' as independent variables. Because data suggests both
Dear all,
I would like to ask your help concering two R lists.
If I did everything should have the same structure (that means the same number
of sublists, and their sublists also the same number of sublists). What would
change between the two lists is the contents of each element in the lists.
Warning: This may not be helpful.
If I understand you correctly, you have two arbitrary lists of the
same structure whose contents you wish to compare. You have not
specified exactly what sort of comparison you wish to make, e.g. just
are they the same? or What is the nature of any differences?
Hello,
I’m seeing some strange behavior from the dbeta() function in R.
For example:
dbeta(0.0001, .4, .6 )
[1] 76.04555
How is it possible to get a PDF that is greater than 1??
Am I doing something wrong here, or is this a quirk of R.
Thanks,
--
Noah Silverman, M.S., C.Phil
UCLA
I suggest you review your stat101 text:
A cdf is between 0 and 1, not a pdf, which is a **density** function.
dnorm(0, sd=.01)
[1] 39.89423
-- Bert
On Sat, Oct 26, 2013 at 11:31 AM, Noah Silverman noahsilver...@ucla.edu wrote:
Hello,
I’m seeing some strange behavior from the dbeta()
Hi,
You may try:
dat2 -
data.frame(col1=data,col2=as.character(factor(data,labels=c(positive,negative))),stringsAsFactors=FALSE)
A.K.
Hello all,
I have a data something like this;
data- c(a, b,b,b,a,a,b,a,b)
and I need to represent all a's as positive and b's negative in
data.frame
Hi,
No problem.
Try:
data.frame(col1=data,col2=as.character(factor(gsub(\\d+,,data),labels=c(positive,negative))),stringsAsFactors=FALSE)
A.K.
Hello Arun,
Thank you so much, it works great.
But I some sets, the data contains some additional characters
also, like a1, a2, a3b1,b2
Andreas Recktenwald a.recktenwald at mx.uni-saarland.de writes:
another option if you're using Linux AND an Intel processor would be
linking R against Intel MKL (Math Kernel Library). Under Linux you can
You do not have to link R against MKL. One simply builds and links R
against _any_
Hi Jim and thanks for your answer... I might be too tired with my new born or
just exhausted.
I am attaching for everyone a small data snipset that you can load
load(DataToPlotAsImage.Rdata)
require(plotrix)
browser()
test-data
# this transforms the values of test into red-yellow
I have a two part question one about statistical theory and the other
about implementations in R. Thank you for all help in advance.
(1) Am I correct in understanding that Heteroscedasticity is a problem for
Generalized Additive Models as it is for standard linear models? I am
asking
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