[ESS] brace_linter

Hi All: I use R and Emacs-ESS and I recently upgraded to R 4.4 and Ubuntu 23.04. Since the 2 upgrades ( yesterday ), when I emacs an R file, at the bottom of the ESS session it says ( if I toggle at certain places in the file ) "[brace_linter] Opening curly braces should never go on their own

Re: [R] on lexical scoping....

ly packages import functions from other > packages by simple assignment, so they end up in the namespace > environment of the importer but still have the namespace environment of > the exporter associated with them. And the last diagram (the revised > one with all solid lines) is just misleadin

Re: [R] on lexical scoping....

obviously, everyone has different opinions on what's useful but I always found this document quite helpful. I think, in the past, someone said that there are some incorrect statements in but I'm not sure what they are.

[ESS] emacs-ess and the dreaded dotemacs file

Hi All: Would anyone mind doing me a big favor and fixing any ( even one is great ) problems in my current dotemacs file. I was able to get some of it to run but when it hits the auto-complete section, I start having all kinds of problems. For most of it, ( from the auto-complete section and on

Re: [R] Testing optimization solvers with equality constraints

hecking the gradient for all > the given constraints > > Thanks --HW > > > > On Fri, 21 May 2021 at 17:58, Mark Leeds wrote: > > > > Hi Hans: I think that you are missing minus signs in the 2nd and 3rd > elements of your gradient. > > Also, I don't know

Re: [R] Testing optimization solvers with equality constraints

Hi Hans: I think that you are missing minus signs in the 2nd and 3rd elements of your gradient. Also, I don't know how all of the optimixation functions work as far as their arguments but it's best to supply the gradient when possible. I hope it helps. On Fri, May 21, 2021 at 11:01 AM Hans

Re: [R] Error using nls function

David: Note that your problem is linear so it looks like you can use the lm function to estimate a, b and c. ( or as a check against what john did ) Unless I'm missing something which could be the case ! Also, see Bloomfield's text for a closed form solution. I think it's called "Intro To

Re: [R] library(hms)

Hi: install.packages("hms") should work if you have R installed along with an internet connection. When you do above, if you get a message about other packages needing to be installed, then use install.packages("hms", dependencies = TRUE). On Wed, Mar 17, 2021 at 1:08 PM Gregory Coats via

Re: [R] R for-loop to add layer to lattice plot

Hi: I think you're writing over the plots so only the last one exists. Maybe try P = P + whatever but I'm not sure if that's allowed with plots. On Tue, Oct 27, 2020 at 8:34 AM Luigi Marongiu wrote: > Hello, > I am using e1071 to run support vector machine. I would like to plot > the data

Re: [R] Calling a procedure

Hi Steven: Rui's detailed explanation was great. The way I think of it is, if you don't want to send the variables in with the same order as the formal arguments, then you better name them as you send them in. On Sun, Sep 20, 2020 at 7:23 AM Steven Yen wrote: > Thanks. So, to be safe,

Re: [R] How to obtain individual log-likelihood value from glm?

Hii: It's been a long time but John Fox's "Companion to Appied Regression" book has the expressions for the likelihood of the binomial glm. ( and probably the others also ). Just running logLik is not so useful because it could be leaving out multiplicative factors. If you can get your hands on

Re: [R] confusion about write.csv

Hi Erin: The default for write.csv is col.names = TRUE . So, in the second one, if you put, col.names = FALSE, that should work. It's confused right now because you want to append but also write the column names again. Mark On Thu, Jun 4, 2020 at 9:34 PM Erin Hodgess wrote: > Hello! > >

Re: [R] [External Email] Re: [External] Re: access for free more than 500 essential Springer Nature textbooks

tly, that it is for libraries to > obtain access to the e-books for free? It does not seem to me that an > invididual can download one--am I missing that part? > > Thanks > > --Chris Ryan > > Mark Leeds wrote: > > Abby: here's an easier link for seeing what you might like. > > >

Re: [R] [External] Re: access for free more than 500 essential Springer Nature textbooks

Abby: here's an easier link for seeing what you might like. https://link.springer.com/search?facet-content-type=%22Book%22=mat-covid19_textbooks&%23038;facet-language=%22En%22&%23038;sortOrder=newestFirst&%23038;showAll=true On Fri, May 22, 2020 at 9:18 PM Richard O'Keefe wrote: > the real

Re: [R] 'closure' (was "stats:: spline's method could not be monoH.FC")

example of "messing around with environments." > > On Thu, 7 May 2020 at 15:36, Mark Leeds wrote: > > > > Hi Abby: I agree with you because below is a perfect example of where > not understanding environments causes a somewhat > > mysterious problem. Chuck Berry e

Re: [R] 'closure' (was "stats:: spline's method could not be monoH.FC")

Richard: I may have implied that one should "mess with environments" by saying that I agree with Abby. If so, my apologies because that's not what I meant. I only meant understanding. On Thu, May 7, 2020 at 12:47 AM Mark Leeds wrote: > Hi Richard: I didn't say it was and didn't

Re: [R] 'closure' (was "stats:: spline's method could not be monoH.FC")

Hi Abby: I agree with you because below is a perfect example of where not understanding environments causes a somewhat mysterious problem. Chuck Berry explains it in a follow up email. https://r.789695.n4.nabble.com/issues-with-environment-handling-in-model-frame-td4762855.html On Wed, May 6,

[R] Fwd: stats:: spline's method could not be monoH.FC

method could not be monoH.FC To: Mark Leeds Cc: Martin Maechler , Samuel Granjeaud IR/Inserm , r-help Hi Mark, The article is good. However, there's still some grey areas. The documentation for base::typeof equates a closure with a function. However, the article defines a closure as a function

Re: [R] stats:: spline's method could not be monoH.FC

ions Bundled with Data"...??? > > One last thing, the last time I read S4 documentation, I couldn't tell > if it was possible to have S4-based function objects, and if so, could > the body of the S4-based function object (while being called) access > it's own slots...??? &g

Re: [R] Problem with MASS::fitdistr().

it's been a long time but I vaguely remember Rvmminb computing gradients ( and possibly hessians ) subject to constraints. John can say more about this but, if one is going to go through the anguish of creating a fitdstr2, then you may want to have it call Rvmminb instead of whatever is

Re: [R] Relatively Simple Maximization Using Optim Doesnt Optimize

Hi Abby: Either way, thanks for your efforts with the derivative plot. Note that John Nash is a SERIOUS EXPERT in optimization so I would just go by what he said earlier. Also, I don't want to speak for Duncan but I have a feeling that he meant "inadequacy" in the CG method rather than a bug in

Re: [R] Statistical Analysis of an Exchange Rate

or possibly even more appropriate is quant.stackexchange.com. On Thu, Mar 5, 2020 at 4:38 AM Eric Berger wrote: > Alternatively you might try posting to > r-sig-fina...@r-project.org > > > > On Wed, Mar 4, 2020 at 9:38 PM Bert Gunter wrote: > > > Your question is way off topic here -- this

Re: [R] Extracting a particular column from list

I nominate the last sentence of Rolf's comment as a fortune. On Thu, Jan 16, 2020 at 3:48 PM Rolf Turner wrote: > > On 17/01/20 1:55 am, Rui Barradas wrote: > > > Hello, > > > > What column and what list? > > Please post a reproducible example, see the link at the bottom of this > > mail and

Re: [R] stats::lm has inconsistent output when adding constant to dependent variable

, Sep 28, 2019 at 3:36 AM Berwin A Turlach wrote: > G'day Mark, > > On Fri, 27 Sep 2019 14:43:28 -0400 > Mark Leeds wrote: > > > correction to my previous answer. I looked around and I don't think > > it's called the donsker effect. > > I think you meant the Hauc

Re: [R] stats::lm has inconsistent output when adding constant to dependent variable

correction to my previous answer. I looked around and I don't think it's called the donsker effect. It seems to jbe referred to as just a case of "perfect separability.". if you google for" perfect separation in glms", you'll get a lot of information. On Fri, Sep 27,

Re: [R] stats::lm has inconsistent output when adding constant to dependent variable

Hi: In your example, you made the response zero in every case which is going to cause problems. In glm's, I think they call it the donsker effect. I'm not sure what it's called in OLS. probably a lack of identifiability. Note that you probably shouldn't be using zeros and 1's as the response in a

Re: [R] F-test where the coefficients in the H_0 is nonzero

Hi: the F-test is a joint hypothesis ( I never used that function from the car package but it sounds like it is ) and the t-statistics that come out of a regression are "conditional" in the sense that they test the significance of one coefficient given the other so you wouldn't expect the two

Re: [R] Hacked

Hi All: I lately get a lot more spam-porn type emails lately also but I don't know if they are due to me being on the R-list. On Tue, Apr 17, 2018 at 5:09 PM, Rui Barradas wrote: > Hello, > > Nor do I, no gmail, also got spam. > > Rui Barradas > > On 4/17/2018 8:34 PM,

Re: [R] Learning advanced R

See Hadley's advanced R along Thomas Mailund's books. I haven't gone through them carefully but they both seem (from what I've looked at ) to be the best ones for that. Mentions of others are appreciated. On Tue, Mar 13, 2018 at 5:26 PM, Nik Tuzov wrote: > > Hello:

Re: [R] by() subset by factor gives unexpected results

= j$B) On Sat, Aug 5, 2017 at 5:59 AM, Myles English <mylesengl...@gmail.com> wrote: > > The answer was (thanks to Mark Leeds) to do with the use of a factor > instead of a vector. > > on [2017-08-05] at 08:57 Myles English writes: > > > I am having trouble under

Re: [R] package to fit mixtures of student-t distributions

Hi: The R package below may be of use to you. https://journal.r-project.org/archive/2009-1/RJournal_2009-1_Ardia+et+al.pdf On Thu, Jun 29, 2017 at 12:15 PM, Ranjan Maitra wrote: > Would package "teigen" help? > > Ranjan > > On Thu, 29 Jun 2017 14:41:34 +0200 vare vare via

Re: [R] Closed list?

my bad david. thanks for info. On Fri, Sep 30, 2016 at 12:37 AM, David Winsemius <dwinsem...@comcast.net> wrote: > > > On Sep 29, 2016, at 8:57 PM, Mark Leeds <marklee...@gmail.com> wrote: > > > > someone who moderates the list, myself included, may have mistaken

Re: [R] Closed list?

someone who moderates the list, myself included, may have mistakened it for spam and rejected it. In that case, it never got to the list. On Thu, Sep 29, 2016 at 4:53 PM, Duncan Murdoch wrote: > On 29/09/2016 2:38 PM, Joysn71 wrote: > >> Hello, >> >> a few weeks ago

Re: [R] Have help list filters changed recently

Hi Bert: I saw that and let it through. I am not the one to ask but as far as I know, the filtering has not changed. On Thu, Sep 8, 2016 at 8:35 PM, Bert Gunter wrote: > To all: > > r-help has been holding up a lot of my recent messages: Have there > been any changes to

Re: [R] C/C++/Fortran Rolling Window Regressions

Model Averaging, G-ARCH models for > heteroscedasticity, etc. > > Anyway... roll::roll_lm, cheers! > > Thanks, > Jeremiah > > > > On Thu, Jul 21, 2016 at 2:08 PM, Mark Leeds <marklee...@gmail.com> wrote: > >> Hi Jermiah: another possibly faster way would be to

Re: [R] C/C++/Fortran Rolling Window Regressions

Hi Jermiah: another possibly faster way would be to use a kalman filtering framework. I forget the details but duncan and horne have a paper which shows how a regression can be re-computed each time a new data point is added .I forget if they handle taking one off of the back also which is what

Re: [R] Estimating MA parameters through arima or through package "dlm"

Hi: I don't have time to look at the details of what you're doing but the "equivalence" between state space and arima ( as paul gilbert pointed out a few weeks ago ) is not a true equivalence. if you are in an area of the parameter space that the state space formulation can't reach, then you

Re: [R] Cautioning optim() users about "Nelder-Mead" default - (originally) Optim instability

and just to add to john's comments, since he's too modest, in my experience, the algorithm in the rvmmin package ( written by john ) shows great improvement compared to the L-BFGS-B algorithm so I don't use L-BFGS-B anymore. L-BFGS-B often has a dangerous convergence issue in that it can

Re: [R] Regressing the residuals on the country dummies

Hi: You'd have to provide a dput of "model2" and "Country" for anyone to give a definitive answer but my guess is that you have an orthogonal X matrix which is causing you to fit the model perfectly which causes the model residuals to be zero. Also, you didn't explain what you're doing but

Re: [R] [FORGED] Re: Compare two normal to one normal

them yourself and all the constants like 1/radical 2pi don't need to be included of course since they'll just be scaling factors. On Wed, Sep 23, 2015 at 2:22 AM, Rolf Turner <r.tur...@auckland.ac.nz> wrote: > On 23/09/15 16:38, Mark Leeds wrote: > >> John: After I se

Re: [R] Compare two normal to one normal

That's true but if he uses some AIC or BIC criterion that penalizes the number of parameters, then he might see something else ? This ( comparing mixtures to not mixtures ) is not something I deal with so I'm just throwing it out there. On Tue, Sep 22, 2015 at 4:30 PM, Bert Gunter

Re: [R] Compare two normal to one normal

-- > but please send all replies, insults, praise, and learned discourse to > me privately, as I have already occupied more space on the list than > I should. > > Cheers, > Bert > > > Bert Gunter > > "Data is not information. Information is not knowledge. And knowled

Re: [R] Compare two normal to one normal

for the correct response. Oh, thing that does still hold in my response is the AIC approach unless Rolf tells us that it's not valid also. I don't see why it wouldn't be though because you're not doing a hypothesis test when you go the AIC route. On Wed, Sep 23, 2015 at 12:33 AM, Mark Leeds <mark

Re: [R] R 3.1.2 : arima.sim(model=list(ma=0.5), n=250, innov=rnorm(250, mean=0, sd=0.1)) versus arima.sim(model=list(ma=0.5), n=250, mean=0, sd=0.1) = only the first element is not identical !

Hi Fabian: I think one would say that that is not a bug. I looked at the details of arima.sim ( using debug(arima.sim) ) and there are two different series that are created inside the function. one is called innov and the other is start.innov. start.innov is used to create a burn in period for

[R] norm's book

Hi All: In case anyone is interested, Norm's new book, parallel computing for data science is out on amazon. It already got raving reviews from Dave Giles who runs a popular econometrics blog. Mark [[alternative HTML version deleted]] __

[R] regular expression question

Hi All: I have a regular expression problem. If a character string ends with rhofixed or norhofixed, I want that part of the string to be removed. If it doesn't end with either of those two endings, then the result should be the same as the original. Below doesn't work for the second case. I know

[R] hadley's book

Just a heads up to list: I don't know about other book sites but, on U.S Amazon, Hadley's Advanced R book is no longer in pre-order mode. You can purchase the book now without pre-ordering it. Mark [[alternative HTML

[R] hadley's book

I have a feeling hadley's book will be quite popular so just a heads up that it can now be pre-ordered on amazon. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] package environment versus namespace environment

Hi Everyone: Suraj will respond to Duncan's comments below promptly. Suraj doesn't have the original thread so I am just helping out by commenting here so that he can respond and the thread can be kept continuous. Mark On Sun, Mar 9, 2014 at 9:09 AM, Duncan Murdoch

Re: [R] package environment versus namespace environment

of packages that are loaded but not in the search path... Suraj: I'm pretty sure I discuss all of this in Imports v Depends section. I have a diagram that shows package PLYR as loaded but not in the search path and I discuss it. On Wed, Mar 19, 2014 at 1:12 PM, Mark Leeds marklee...@gmail.com

[R] ordered factor question

Hi: I asked Bert privately and he recommended posting what I asked/said to him to the list. My comment/question was that I looked at the code and didn't actually see an ordered factor being created. So my guess is that there is a confusion with the use of the term ordered. I'm not clear on

Re: [R] nlminb() - how do I constrain the parameter vector properly?

, at 9:54 PM, Mark Leeds marklee...@gmail.com wrote: Bill: I didn't look at the code but I think the OP means that during the nlminb algorithm, the variance covariance parameters hit values such that the covariance matrix estimate becomes negative definite. Yes, that is what I meant. Again

Re: [R] nlminb() - how do I constrain the parameter vector properly?

thanks bill. that's a neat trick that I haven't seen before. now I see what you're saying much more clearly. steven: bill's method should be faster than mine because it won't have rejection iterations like my idea will. On Mon, Oct 21, 2013 at 10:52 AM, William Dunlap wdun...@tibco.com wrote:

Re: [R] R-help Digest, Vol 128, Issue 22

hi john. I knew it wasn't that simple and was thinking of asking you to comment. so thanks for commenting. any good references are appreciated also. In the various texts I have, this issue is seldom talked about. On Mon, Oct 21, 2013 at 8:43 AM, Prof J C Nash (U30A) nas...@uottawa.cawrote:

Re: [R] nlminb() - how do I constrain the parameter vector properly?

Steven: I'm not sure if it makes a difference but you might want to start off with the square root of sigmaStart because that will really start you off with sigmaStart. Essentially, what Bill is doing is a reparameterization using the correlation and the 2 standard deviations so compute those

Re: [R] nlminb() - how do I constrain the parameter vector properly?

Bill: I didn't look at the code but I think the OP means that during the nlminb algorithm, the variance covariance parameters hit values such that the covariance matrix estimate becomes negative definite. Again, I didn't look at the details but one way to deal with this is to have the likelihood

Re: [R] Fwd: ADF test

hi: my guess is that no one is answering because it's too hard to follow your code because it contains so many indices and variables and is without comments. I don't know where you got that info about the distribution of the coefficient when doing the ADF test but if you could write the code

Re: [R] Identify Leverage Points

see the hatvalues function in the car package. also, I highly recommend john's CAR book. there's a new edition that came out a year or so ago. On Fri, Jul 19, 2013 at 6:14 PM, Noah Silverman noahsilver...@ucla.eduwrote: Hello, I'm working on some fairly standard regression models (linear,

Re: [R] Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y)

Hi George: Assuming it's still relevant, the link below will explain why. http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm On Thu, Jul 18, 2013 at 2:14 PM, George Milunovich george.milunov...@mq.edu.au wrote: Dear all, When I run an arima(1,1,1) on an I(1) variable, y, I get different

Re: [R] canonical AR1 w/ measurement error - pointers?

Hi: see andrew harvey's books for the detailed discussion. His earlier one ( I forget the title names ) is more comprehensive. But I bet they both talk about it. what you have is an almost random walk with noise model but the coefficient on the ar(term) is not 1. you can estimate that using the

Re: [R] generate simple function with pre-defined constants

hi bill: I understand what you're doing but, atleast for this case, I checked and you don't need the force this one. it works without it. so, I think the force requirement applies only when you're building them up with the lapply. but definitely I'm opened to clarification. thanks. On Thu,

Re: [R] generate simple function with pre-defined constants

will fail sometimes when you know an easy way to make it work in all situations. ** ** Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com ** ** *From:* Mark Leeds [mailto:marklee...@gmail.com] *Sent:* Thursday, June 06, 2013 8:57 AM *To:* William Dunlap *Cc:* Liviu

Re: [R] 10% off Intro R training from RStudio: NYC May 13-14, SF May 20-21

Hi Bert: given what Hadley and Rstudio have provided to the R-community, what's the big deal of letting people know about a class. It's the ideal place to send the notice. and yes, as Barry and John said, every other commercial entity does send to the R-list. Mark On Tue, Apr 16, 2013 at

Re: [R] Iterative regression through a series

Hi: rollapply is a fine solution but if you frame your problem as a state space model where the observation equation is the linear regression you're interested in, the state space framework provided by the DLM package will give you the output you want at each step t. the gory details are explained

Re: [R] Parameter Estimation in R with Sums and Lagged Variables

Hi: Google for koyck distributed lag. Based on what you wrote, I think that's what you're looking for or something close to it. There is tons of literature on that model and if you read enough about it, you'll see that through a transformation, reduces to something that much simpler to estimate.

Re: [R] Learning the R way – A Wish

Hi Andrew: Not that I've gone through it all yet but the draft of hadley's book at https://github.com/hadley/devtools/wiki/Introduction has a lot if not all of the commands you refer to and all of their gory details along with many examples. No matter what you're budget, given that the book will

Re: [R] Arimax with intervention dummy and multiple covariates

Hi: bierens has a paper on modelling beer sales in the netherland ( I'm pretty sure it's on the net. if not, I have a copy somewhere I think ) using an ARIMAX. why don't you take his paper and his data and see if you get the same estimates using R. That's one way if you'll know if you're doing

Re: [R] Arimax with intervention dummy and multiple covariates

paulberna...@gmail.comwrote: Thank you very much my friend. El 21/02/2013 11:21, Mark Leeds marklee...@gmail.com escribió: let me look. I have hardcopy so hopefully I have computer copy. get back in a few minutes. On Thu, Feb 21, 2013 at 11:06 AM, Paul Bernal paulberna...@gmail.comwrote: Could

Re: [R] Hyperparameters in ARIMA models with dlm package

Hi: Like I said earlier, you really should read west and harrison first, especially if you're a beginner in bayesian methods. giovanni's book and package are both very nice ( thanks giovanni ) but the book is more of a summary of west and harrison and sort of assumes some familarity with the

Re: [R] sweave question

PM, Mark Leeds marklee...@gmail.com wrote: Hi Everyone: I was having trouble getting the plot size correct when putting a plot in an sweave document. So, I searched on the internet and I found a clever solution where the person uses the cat function to write latex code so he can include

Re: [R] hyper-parameters

Hi: I'm not at all familiar with the r-inla package so I can't help you there. But any arima model can be re-cast into its state space equivalent form. ( I think Jeremy Penzer wrote a paper for showing how this is done in general ) So, one way would be to convert the arima (1,0,1) model for

Re: [R] sweave question

. thanks again. On Wed, Feb 13, 2013 at 6:50 PM, Nordlund, Dan (DSHS/RDA) nord...@dshs.wa.gov wrote: -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- project.org] On Behalf Of Mark Leeds Sent: Wednesday, February 13, 2013 2:59 PM To: r-help@r

Re: [R] Using eigen() for extracting only few major eigenpairs

hi: the irlba package does what you're looking for. On Thu, Jan 31, 2013 at 3:32 AM, Pierrick Bruneau pbrun...@gmail.comwrote: Hi everyone, I am using eigen() to extract the 2 major eigenpairs from a large real square symmetric matrix. The procedure is already rather efficient, but becomes

Re: [R] Unexpected behavior with abbreviation of an argument to paste

Hi Dennis: One of function argument matching rules in R that arguments after the dotdotdot have to be matched exactly ( see code for paste below ) so that's why your attempt doesn't work. But I would have been surprised also so I'm not trying to imply that one should know which functions have

Re: [R] fdHess function

Hi Doug: I was just looking at this coincidentally. When X is a vector, the Fisher Information I_{theta} = the negative expectation of the second derivatives of the log likelihood. So it's a matrix. In other words, I_theta = E(partial^2 /partial theta^2(log(X,theta).) where X is a vector. But,

Re: [R] fdHess function

I neglected to mention that, once you get either I_theta or some empirical estimate of it, you then invert it to get an estimate of the asymptotic covariance matrix of the MLE. On Tue, Jan 22, 2013 at 3:48 PM, Mark Leeds marklee...@gmail.com wrote: Hi Doug: I was just looking

Re: [R] Why using hist when setting the parameter probability=TRUE does not create probability plot?

. After ?barplot, I also have no idea to implement it. 2013/1/22 Mark Leeds marklee...@gmail.com I'm not sure that I understand but can't you just take the data and divide it by the sum of the data and plot that ? On Mon, Jan 21, 2013 at 6:36 PM, hp wan huaping@gmail.com wrote: Thanks

Re: [R] Why using hist when setting the parameter probability=TRUE does not create probability plot?

, hp wan huaping@gmail.com wrote: Ok, that is no problem. 2013/1/22 Mark Leeds marklee...@gmail.com let me look at but it's probably best to send to the whole list because there are many people on it way more knowledgable than myself. I'm ccing the list and hope you don't mind. my fault

Re: [R] Why using hist when setting the parameter probability=TRUE does not create probability plot?

, include names.arg = binstrings. I think that should work. On Mon, Jan 21, 2013 at 8:16 PM, hp wan huaping@gmail.com wrote: But the x-axis of barplot is still not what I want. The xlab is breaks, not -1.55,-1.50,,0.55. 2013/1/22 Mark Leeds marklee...@gmail.com Hi Hp: I'm not sure

Re: [R] Why using hist when setting the parameter probability=TRUE does not create probability plot?

(287,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,212,2624,2918,0,0,0,75,36317,4963,0,0,2462,0,0,0,0,0,142) percentage=counts/sum(counts) temp - barplot(percentage,xlab=,space=1.0, axes=FALSE) print(temp) axis(1,labels=binstrings,at=seq(1.5,83.5,2),cex.axis=0.8) axis(2,labels=seq(0,1,0.1),at=seq(0,1,0.1),cex.axis=0.8) On Mon, Jan 21, 2013 at 8:26 PM, Mark Leeds marklee...@gmail.com wrote

Re: [R] The three-dot question

Hi: If you want testFun to know about b, then you would have to do b-list(...)$b inside TestFun itself. But the dot dot dot argument is not really for that purpose. The use of dotdotdot is for the case where a function INSIDE testFun has a formal argument named say b. Then you can pass the ...

[R] unrelated to R but possibly interesting

Below has nothing to do with R but people into statistics ( or even those not into statistics. it's very basic ) might find it interesting. I can't say anything about the book itself. http://press.princeton.edu/chapters/s8863.pdf [[alternative HTML version deleted]]

Re: [R] How to generate a random field with truncated marginal distributions?

Hi: Not sure if totally relevant because I didn't read it but it might help or atleast be of interest. http://journal.r-project.org/archive/2010-1/RJournal_2010-1_Wilhelm+Manjunath.pdf On Mon, Nov 12, 2012 at 12:15 PM, Ben Bolker bbol...@gmail.com wrote: Zhenglei Gao zhenglei.gao at bayer.com

Re: [R] Mixed Data Sampling Regression Models

Hi: Assuming that you're talking about MIDAS, that question is more relevant to R-Sig-Finance. I don't know if there's anything in R but google for eric ghysels website because he is the originator of that approach. He may have some code ( my guess is matlab rather than R ) at his site ? On

Re: [R] change lm log(x) to glm poisson

Hi Josh and Elaine: John Fox's CAR book ( the companion to his applied regression text ) is really great for implementing GLMs in R. It also has a brief but quality discussion of the theory behind them. His text goes into more detail. Dobson's Introduction to generalized linear models is also

[R] system.time question

Hi : I looked at the help for system.time but I still have the following question. Can someone explain the output following output of system.time : user system elapsed 12399.681 5632.352 56935.647 Here's my take based on the fact that I was doing ps -aux | grep R off and on and

[R] converting dgCMatrix to regular matrix

Hi: I've looked around and I must be missing it because it's probably somewhere. Does someone know how to convert an object of class dgCmatrix to a regular matrix. I can send someone the data if they need it but it's too big to include here. I read the data in using temp-readMat(movielens.mat)

Re: [R] Bonferroni correction for multiple correlation tests

Hi: Bonferroni can be used for any hypothesis test or confidence interval where a statistic is calculated. The idea behind it is that, if a statistic is being calculated many times ( as in the case of say anova where multiple differences between groups can be calculated ), then the critical value

Re: [R] e1071 - tuning is not giving the best within the range

Hi: I can't go into all the details ( Lutz Hamel has a very nice intro book for SVM's and I wouldn't do the details justice anyway ) but the objective function in an SVM is maximizing the margin ( think of the margin as the amount of seperation between the 2 classes in a 2 class problem ). The

Re: [R] Olympics: 200m Men Final

Hi Rui: I hate to sound like a pessimist/cynic and also I should state that I didn't look at any of the analysis by you or the other person. But, my question, ( for anyone who wants to chime in ) is: given that all these olympic 100-200 meter runners post times that are generally within 0.1-0.3

Re: [R] do.call or something instead of for

Hi: Use arima.sim because when you have recursive relationships like that, there's no way to not loop. If arima.sim doesn't allow for the trend piece (0.1*t ), then you can do that part seperately using cumsum(0.1*(1:t)) and then add it back in to what arima.sim gives you. I don't remember if

Re: [R] do.call or something instead of for

Hi Kathryn: I'm sorry because I didn't read your question carefully enough. arima.sim won't help because you don't have a normal error term. I think you have to loop unless someone else knows of a way that I'm not aware of. good luck. On Mon, Jun 25, 2012 at 8:39 AM, Kathie

Re: [R] do.call or something instead of for

thanks peter. I was thinking more about t but you're right in that there's an i there also. my bad ( twice ). On Mon, Jun 25, 2012 at 9:37 AM, Petr Savicky savi...@cs.cas.cz wrote: On Mon, Jun 25, 2012 at 05:39:45AM -0700, Kathie wrote: Dear R users, I'd like to compute X like below.

Re: [R] Sugeestion about tuning of SVM

Hi: I don't know anything about gentoypes but it sounds like you overfitted the training set so you should try using regularization. In standard svm-classification algorithms, that can be done by decreasing the parameter C which decreases the objective functional penalty for mis-classifying. (

Re: [R] Higher log-likelihood in null vs. fitted model

Hi Duncan: I don't know if the following can help but I checked the code and logLik defines the log likelihood as (p - glmobject$aic/2) where p is the glmobject$rank. So, the reason for the likelihood being less is that, in the null, it ends up being ( 1 - glmobject$aic/2) and in the other one

[R] one more piece of info on AIC

just one other thing about the AIC issue: there is a line in glm.fit which is the following: aic = aic(y, n, mu, weights, dev) + 2 * rank but I couldn't find the function aic so I couldn't investigate further. It looks suspicious though because it seems to me like it should be aic =

Re: [R] Problem with Autocorrelation and GLS Regression

Hi: I don't have time to look at it carefully but, at a glance, you're not getting a significant ror_spi_resn coeffficent so worrying about residuals being auto-correlated is jumping the gun because you're not really filtering anything in the first place. when you say, market model, I don't know

Re: [R] Problem with Autocorrelation and GLS Regression

Hi: Thanks for the correction and reference. Eric uses monthly returns in the example in his book and I would think that using daily data would result in very unstable betas but I've been wrong before. Hopefully others can comment. Mark On Fri, May 25, 2012 at 12:44 PM, and_mue

[R] tidbit about R-core member

Hi: I just wanted to let the R-community know that Thomas Lumley was elected Fellow of the American Stastistical Association. Congratulations Thomas. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list

Re: [R] Panel MNP

Hi: I sent you an email earlier privately. why you keep sending the same email over and over is not clear to me. ? the package by rossi et al, called bayesm, has a function in it that supposedly does what you want. I don't know the details of the function because I was using their package for

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