i don't need to pass by
everything, but still) which is quickly too heavy for R but still doable in C.
Thanks a lot and have a great day ahead!Eugen
From: David L Carlson <dcarl...@tamu.edu>
To: eugen pircalabelu <eugen_pircalab...@yahoo.com>
Sent: Friday, October 23,
Hello R users,
I have the following annoying matrix multiplication and I do not know how to
avoid the nested loops, so maybe someone can help me with some ideas. I have
searched the forum for past posts but nothing came up.Here it is:
aa=matrix(1:9,3,3) bb=matrix(seq(10,90,by=10),3,3)
Hello R-users,
I have the following question, for which my search did not really return any
usable result.
If I have a matrix a1, and a vector a2 like below
a1-matrix(c(1:4),2,2)
a2-c(8,9)
is there any function like the expand.grid (or some clever calling of the
function) such that it
Checked the authors' paper on page 8 it explains how the \lambda sequence is
chosen. I guess this is what you were looking for.
http://www.stanford.edu/~hastie/Papers/glmnet.pdf
Eugen Pircalabelu
(0032)471 842 140
(0040)727 839 293
From: Noah Silverman
Hello R-users,
I was able using RExcel and the VBA script offered by Eric Neuwirth (modifying
it a little bit) to import dataframes on separate Excel sheets, each with its
own particular title. As such the problem is solved.
Thank you all for your suggestions.
Have a nice day ahead!
Eugen
!
Eugen Pircalabelu
(0032)471 842 140
(0040)727 839 293
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that have observation
# tapply(dummy.data[,3], dummy.data[,1:2], sum)
Eugen Pircalabelu
(0032)471 842 140
(0040)727 839 293
- Original Message
From: Uwe Ligges lig...@statistik.tu-dortmund.de
To: Mohan L l.mohan...@gmail.com
Cc: r-help@r-project.org
Sent: Thu, June 10, 2010 10:47:20 AM
Hi,
Is this what you want?
?TukeyHSD
summary(fm1 - aov(breaks ~ wool + tension, data = warpbreaks))
tk.fm1-TukeyHSD(fm1, tension, ordered = TRUE)
tk.fm1
(tk.fm1[[1]][,4])
Eugen Pircalabelu
(0032)471 842 140
(0040)727 839 293
- Original Message
From: Amit Patel amitrh
= TRUE)
Eugen Pircalabelu
(0032)471 842 140
(0040)727 839 293
- Original Message
From: Sunitap22 sunita...@gmail.com
To: r-help@r-project.org
Sent: Mon, March 22, 2010 12:21:14 PM
Subject: [R] Mosaic Plots
Hello Everyone
I want to plot Moasic Plots, I have tried them using iplots
!
Eugen Pircalabelu
(0032)471 842 140
(0040)727 839 293
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and provide commented, minimal, self-contained
the changes in predicted probabilities.
Can anyone give me a hint on how to obtain them?
Thank you very much and have a great day ahead!
Eugen Pircalabelu
(0032)471 842 140
(0040)727 839 293
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Hello R-users,
I have downloaded and installed a binary version for Windows OS of ImageMagick
(ImageMagick6.5.6-10-q16-windows-dll.exe), I have installed the rgl package and
i've tried running the following example from ?movie3d()
library(rgl)
open3d()
plot3d( cube3d(col=green) )
M -
installation, I should have loaded rgl package
again in R.
So now it works!
Thank you once again!
- Original Message
From: Duncan Murdoch murd...@stats.uwo.ca
To: eugen pircalabelu eugen_pircalab...@yahoo.com
Cc: R-help r-h...@stat.math.ethz.ch
Sent: Thu, October 15, 2009 6:31:58
Thank you! This is what i needed!
I did not realize i could replicate my factor and then tabulate, but it makes
sense!
Thank you once again!
- Original Message
From: William Dunlap wdun...@tibco.com
To: eugen pircalabelu eugen_pircalab...@yahoo.com; r-help@r-project.org
Sent
when dd==A (or B, or C) how many times do the values 1, 2
,3,.. appear in df[,1:3]?
Thank you very much!
Eugen Pircalabelu
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much !
- Original Message
From: David Winsemius dwinsem...@comcast.net
To: David Winsemius dwinsem...@comcast.net
Cc: eugen pircalabelu eugen_pircalab...@yahoo.com; R-help
r-h...@stat.math.ethz.ch
Sent: Mon, October 12, 2009 9:36:39 PM
Subject: Re: [R] crosstabulation and unlist
Hi R-users,
I have the following problem: I am trying to learn something about bayes
methodology and started paying around bayesm package, but could not replicate
the Conjunctive model's estimates as they appear in Rossi et al Bayesian
Statistics and Marketing, 2005, JWS, pages 264-265, Table
A not so elegant way of obtaining your result (compared to merge()) would be:
t1$ val3-rep(t2$val3, table(t1$loc))
t1$ val4-rep(t2$val4, table(t1$loc))
Eugen.
--- On Tue, 2/17/09, Monica Pisica pisican...@hotmail.com wrote:
From: Monica Pisica pisican...@hotmail.com
Subject: Re: [R]
Hi List,
I am trying to learn something about the exchange facilities between R and
Windows Application with the RDCOMClient package from
(http://www.omegahat.org/RDCOMClient/) and I have faced 2 problems:
1. I could not follow the link for the binary version of SWinTypeLibs package
on the
Hi List,
I have a problem with using Latex and Sweave for creating a document.
So I downloaded the Sweave manual from
http://www.statistik.lmu.de/~leisch/Sweave/Sweave-manual.pdf
and i have tried to replicate the example on pages 4-5, but i encounter the
following problem: IT DOES NOT WORK. I
Hi R-users,
I have the following problem with CrossTable function within “gmodels” package:
the output of the function (format “spss” and asresid=T) can not be stored
within another object.
For example:
library(gmodels)
data(infert, package = datasets)
CrossTable(infert$education,
Hi List,
Can anyone tell me how could i put the BACK button in the following code,
just under the AAA menu? I want this button to go back to the previous page,
and since it has nothing to do with the 1 and 2 buttons, i want it somehow
separated from these two buttons, but i don't know how. I
the general error messages from different packages, somewhere?
Thank you very much and have a great day ahead!
Eugen Pircalabelu
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access these coefficients for this apparently regression line?
Thank you very much and have a great day ahead!
Eugen Pircalabelu
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Good afternoon,
I’m in need of an advice regarding a proper use of glm.nb, zeroinfl or hurdle
with my dataframe.
I can not provide a self-contained example, since I need an advice on this
current dataset and its “contradictory” results.
So i have a dataset which contains 1309 cases
estimation still remains, and I want to use a
correct algorithm for my data set) .
Thank you very much and have a great day ahead!
Eugen Pircalabelu
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Hi R users
I want to use the lme package for a multilevel analysis on the following
example:
math-c(2, 3,2, 5, 6 ,7 , 7)
sex-c(1, 2, 1, 2, 2, 2, 1)
school_A-c(1,1,1,2,2,2,2)
school_B-c(10,10,10,20,20,20,20)
mydata-data.frame(math, sex, school_A, school_B)
mydata
School_A and school_B are
Hi R users!
I am trying to learn some multilevel analysis, but unfortunately i am now very
confused. The reason:
http://www.ats.ucla.edu/stat/hlm/seminars/hlm_mlm/mlm_hlm_seminar.htm
http://www.ats.ucla.edu/stat/sas/seminars/sas_mlm/mlm_sas_seminar.htm
and
MlmSoftRev. pdf from mlmRev package.
Hi List,
I was wondering if there is a package in R that uses the DIRICHLET model for
panel data like in Goodhart, Ehrenberg, Chatfield 1984. The model uses a
combination of distributions and is specifically designed for marketing panel
data, using input data such as penetration, brand
Hi List,
I have the following time series and i want to be able to plot it while having
the x-axis running from 1998 to 2006 but in a bi-annual format
So here is my example:
x-sample (10:100, 17)
x-ts(x, start=c(1998,1), frequency=2)
plot(x)
When I plot the ts it goes from 1998 to 2006 by
Thank you very much for your replies , but what i don't understand from jim's
reply is this command
dates - seq(tsp(x)[1]+5/12, tsp(x)[2], .5)
Removing the +5/12 gives me the perfect solution, while keeping it makes the
axis run from the second value plotted and the first value from my ts
Hi,
My data was only a toy example that matched the real situation, with real data,
but i could not have posted the entire data.set and so i gave a self contained
example of what i thought was my problem. Of course you can see with the naked
eye that the data is unbalanced, (this was done
Hi R users!
I have the following problem: how appropriate is my aov model under the
violation of anova assumptions?
Example:
a-c(1,1,1,1,1,1,1,1,1,1,2,2,2,3,3,3,3,3,3,3)
b-c(101,1010,200,300,400, 202, 121, 234, 55,555,66,76,88,34,239, 30, 40,
50,50,60)
z-data.frame(a, b)
fligner.test(z$b,
Good evening R-users!
I have the following problem: i want to get a weighted crosstable along with
the adjusted standardized residuals test
Example:
a-c(1,1,1,1,1,2,2,2,3,3)
b-c(10,10,23,24,33,45,46,70,21,66)
c-c(3,3,2,3,4,1,1,1,3,3)
d-c(a, b,b,c,a,a,a, b, c,c)
z-data.frame(a, b,c,d)
Yes, Mark! Thank you!
I was repeatedly using the function with two vectors and i have forgotten that
it could be used also with a matrix.
Thank you once again!
Marc Schwartz [EMAIL PROTECTED] wrote: eugen pircalabelu wrote:
Good evening R-users!
I have the following problem: i want
Hi R users!
I have a bit of a problem with using an hierarchical clustering algorithm:
a-c(1:15)
b-rep(seq(1:3), 5)
c-rnorm(15, 0,1)
d-c(sample(1:100, 15, replace=T))
e-c(sample(1:100, 15, replace=T))
f-c(sample(1:100, 15, replace=T))
data-data.frame(a,b,c,d,e,f)
q-data.frame(data$d,
Hi R users!
Is there a function that extracts the simultaneous confidence intervals for
multinomial proportions as described by Sison and Glaz 1995? or anyone else for
that matter?
I have seen that SAS has macro for this ( http://www.jstatsoft.org/v05/i06)
and i was wondering if R had
Hi R-users!
I have the following example:
a-data.frame(cat=c(5,10,15), dog=c(5,10, 15), mouse=c(10,10,20))
b-data.frame(cat=c(15,10,5), dog=c(15, 10, 5), mouse=c(20,10,10))
rownames(b)-c(scared, happy, sad)
rownames(a)-c(scared, happy, sad)
Let's say that a and b are 2 contingency tables and
Hi R users!
I've come across using kpss tests for time series analysis and i have a
question that troubles me since i don't have much experience with time series
and the mathematical part underlining it.
x-c(253, 252, 275, 275, 272, 254, 272, 252, 249, 300, 244,
258, 255, 285, 301, 278, 279,
Good morning!
I have 4 questions which trouble me:
1. I want to test the hypothesis that the 2 proportions (the mean of a
binomial) which come from 2 different samples are equal. I want to use the
following function
z= (p1-p2)/ sqrt((p1(1-p1)/n1)+(p2(1-p2)/n2)) which is one of the standard
Good evening!
I have a question regarding forecast package and time series analysis.
My syntax:
x-c(253, 252, 275, 275, 272, 254, 272, 252, 249, 300, 244, 258, 255, 285, 301,
278, 279, 304, 275, 276, 313, 292, 302, 322, 281, 298, 305, 295, 286, 327, 286,
270, 289, 293, 287, 267, 267, 288,
Good afternoon!
I'm trying to model a time series on the following data, which represent a
monthly consumption of juices:
x-scan()
1: 2859 3613 3930 5193 4523 3226 4280 3436 3235 3379 3517 6022
13: 4465 4604 5441 6575 6092 6607 6390 6150 6488 5912 6228 10196
25: 7612
Hi R-users!
Can anyone tell me what this error message refers to exactly
a-c('m','f','m')
b-c(1:3)
st-c(1:3)
data.frame(a,b,st)
a b st
1 m 1 1
2 f 2 2
3 m 3 3
data.frame(a,b,st)-l
p-svydesign(ids=~1, data=l)
pop-c('(intercept)'=100, st1=10,st2=20)
calibrate(p,~st, pop)
Error in
Good afternoon!
I'm trying to model a ts but unfortunately i'.m very new to this kind of
modeling so i 'll be very grateful if you have an advice.
This was my syntax:
Good afternoon!
I'm trying to learn time series but i have a bit of of a problem using R
packages for this.
1.
LakeHuron
sample(500:600, 98)
sample(500:600, 98)-t
fit-arima(LakeHuron, order=c(2,1,1), xreg=t)
fit
predict(fit, n.ahead=1, newxreg=t)
Now, my problem is this: is it ok to use
Good afternoon!
I have the following data:
a-data.frame (id_hh=c(1:5), strata=c(1,1,2,2,1),
Nhstrata=c(100,100,200,200,100), Nrmemb=c(2,4,2,5,4))
a$ocmemb1-c(wk,jl,st,jl,st)
a$ocmemb2-c(wk,jl,st,wk,wk)
where id_hh is a code of identification for the household (my analysis refers
to
Good afternoon!
As mentioned in the subject, my question regards more the methodological part
that accompanies survey design and the statistical part that is involved.
So, I have the following data:
a-data.frame (id_hh=c(1:5), strata=c(1,1,2,2,1),
Nhstrata=c(100,100,200,200,100),
Sorry, I meant non-R question.
Sorry for the inconvenience!
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Hi R-users,
Can anyone tell me where can i find info about they way how post stratification
weights are calculated when i have an already stratified survey design,
especially in Survey Package (but any theoretical material would do me just
fine) ?
Thank you and have a nice day!
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