Re: [R] Optimization under an absolute value constraint

this should be possible in the lasso2 package. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Sep 7

Re: [R] Monotonic interpolation

You might look at the monotone fitting available in the rqss() function of the quantreg package. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244

Re: [R] piecewise linear approximation

If you want to minimize absolute error for this, then you can try the rqss fitting in the quantreg package and tune lambda to get one break in the fitted function. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217

Re: [R] quntile(table)?

You could use: require(quantreg) rq(index ~ 1, weights=count, tau=0:5/5) url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] perception of graphical data

You might want to look at the cartogram literature. See e.g. http://www-personal.umich.edu/~mejn/election/ I don't know of an R implementation of this sort of thing, but perhaps others can correct me. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROT

Re: [R] (Most efficient) way to make random sequences of random sequences

One way: N <- 10 s <- c(apply(matrix(rep(1:3,N),3,N),2,sample)) url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-24

Re: [R] image plot with multiple x values

If you are willing to go to the bother of representing your data as a sparse matrix, the package SparseM has a version of image() that will do what you would like to do, I believe. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of

Re: [R] smoothing function for proportions

fitting a mean curve to data that has constant variance, so you might also consider reweighting to approximate this, as well. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of

Re: [R] Predict using SparseM.slm

coef(slmobj) url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Aug 1, 2007, at 4:42 PM, T. Balachander

Re: [R] crimtab related question

Jean's question, Mark's interpretation seems very plausible. Thanks to Jean and to Martin Maechler for adding this dataset to R. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558

Re: [R] quantreg behavior changes for N>1000

od unless the sample size exceeds 1001, or cov = FALSE in which case se = "nid" is used. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Il

Re: [R] plotting a summary.rq object in using pkg quantreg

question: you can always modify functions such as summary.rq or plot.summary.rqs -- see for example ?fix. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558U

Re: [R] Tools For Preparing Data For Analysis

introduce new errors that can't be tracked down at later stages of the analysis. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:21

Re: [R] Metropolis-Hastings Markov Chain Monte Carlo in Spatstat

bably knows exactly what to do with ratfor provided you have the ratfor preprocessor available from the above link, and the rest of the tools to build from source. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333

Re: [R] How to use density function to find h_{k}

You might try: http://www.stanford.edu/~kasparr/software/silverman.r But take a look at the referenced paper by Silverman first. You could also try the CRAN package ftnonpar by Kovac and Davies. url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker email [EMAIL PROTECTED

Re: [R] Smoothing a path in 2D

You might have a look at the fda package of Ramsay on CRAN. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL

Re: [R] Where to find "nprq"?

It has been folded into my quantreg package. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On May 28

Re: [R] nlme fixed effects specification

we have already estimated the fixed effects with the sweep operation. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, I

Re: [R] nlme fixed effects specification

Ivo, I don't know whether you ever got a proper answer to this question. Here is a kludgy one -- someone else can probably provide a more elegant version of my diffid function. What you want to do is sweep out the mean deviations from both y and x based on the factor fe and then estimate the sim

Re: [R] Freeman-Tukey arcsine transformation

this, and if so, why the former version was preferred." The latter version seems more convenient since it obviously obviates the need for special tables that appear in many places. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED]

Re: [R] tournaments to dendrograms

ake a shot at it. My first attempt is rather primitive but I have to say that Paul's grid package is superb. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558

Re: [R] Linear programming with sparse matrix input format?

If you can reformulate your LP as an L1 problem, which is known to be possible without loss of generality, but perhaps not without loss of sleep, then you could use the sparse quantile regression functions in the quantreg package. url:www.econ.uiuc.edu/~rogerRoger Koenker

Re: [R] Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

It's not often one gets needs to correct Gabor, but no, least median of squares is not the same as least absolute error regression. Take a look at the package robust if you want the lms. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROT

[R] tournaments to dendrograms

Does anyone have (good) experience converting tables of tournament results into dendrogram-like graphics? Tables, for example, like this: read.table(url("http://www.econ.uiuc.edu/~roger/research/ncaa/NCAA.d";)) Any pointers appreciated. RK url:www.econ.uiuc.edu/~roger

Re: [R] loop issues (r.squared)

both Matrix and SparseM have formats of this type. url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678

Re: [R] heteroscedasticity problem

If you haven't already you might want to take a look at: http://www.econ.uiuc.edu/~roger/research/rq/QReco.pdf which is written by and for ecologists. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox:

Re: [R] memory-efficient column aggregation of a sparse matrix

Doug is right, I think, that this would be easier with full indexing using the matrix.coo classe, if you want to use SparseM. But then the tapply seems to be the way to go. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics

Re: [R] SparseM and Stepwise Problem

to define the X matrix directly. This is usually not that difficult, but it depends on the model url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University

Re: [R] Inverse fuction of ecdf

quantile() does some somewhat exotic interpolation --- if you are wanting to match moments you need to be more explicit about how you are computing moments for the two approaches... On Jan 28, 2007, at 5:06 PM, Geoffrey Zhu wrote: > Hi Benilton, > > I tried this. It sort of works, but the resul

Re: [R] 2 problems with latex.table (quantreg package) - reproducible

ic to quantreg, you might want to use them. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Jan 10

[R] package dependency tree

Is there a painless way to find the names of all packages on CRAN that "Depend" on a specified package? url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Il

Re: [R] matrix size

On Jan 1, 2007, at 4:43 PM, Armelini, Guillermo wrote: > Hello everyone > Could anybody tell me how to set the following matrix? > > n2<-matrix(nrow=10185,ncol=10185,seq(0,0,length=103734225)) You can use: library(SparseM) as.matrix.coo(0,10185,10185) but then you need to find something intere

Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

more flexible in the y-direction, and maintaining > a fixed, linear > in parameters specification for the covariate effects at each > quantile. > > > url:www.econ.uiuc.edu/~rogerRoger Koenker > email[EMAIL PROTECTED]Department of Economics >

Re: [R] RuleFit & quantreg: partial dependence plots; showing an effect

maintaining a fixed, linear in parameters specification for the covariate effects at each quantile. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244

Re: [R] nonlinear quantile regression

This isn't a nonlinear QR problem. You can write: f <- rq(y ~ log(x), data=Dat, tau=0.25) which corresponds to the model Q_y (.25|x) = a log(x) + b note the sign convention on b. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL P

Re: [R] scanning a pdf scan

:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Oct 27, 2006, at 11:52 AM, Gabor Grothendieck wrote: >

[R] scanning a pdf scan

something that is more automatic. Does anyone have experience that they could share toward this objective? url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 21

Re: [R] Quantile regression questions

microarrays that have incorporated these effects. I'd be happy to hear more about the data and possible models, but this should be routed privately since the topic is rather too specialized for R-help. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROT

Re: [R] Quantile Regression

> data(engel) > attach(engel) > rq(y~x) Call: rq(formula = y ~ x) Coefficients: (Intercept) x 81.4822474 0.5601806 Degrees of freedom: 235 total; 233 residual > rq(y~x)->f > f$tau [1] 0.5 url:www.econ.uiuc.edu/~roger Roger Koenker email

Re: [R] Problem loading SpareM package

url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Oct 12, 2006, at 7:12 AM, Roger Bivand wrote: >

[R] solaris 64 build?

x27;t seem so from a look at arithmetic.c, but this is well beyond me. I hope that someone sees something suspicious, or could point me toward a better diagnostic. Thanks, Roger url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Econo

Re: [R] How can I generate this numbers

Try: > rsimplex <- function(n){ u <- diff(sort(runif(n))) c(u,1-sum(u)) } On Oct 2, 2006, at 5:43 PM, Rolf Turner wrote: > Ricardo Rios wrote: > >> Hi Rolf Turner, I have a statistical model, it model need this >> numbers for calculate the probability. This numbers must be random. >> >> For ex

Re: [R] counting a sequence of charactors or numbers

?rle url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, IL 61820 On Sep 30, 2006

Re: [R] Greedy triangulation

Or, perhaps, tripack? url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Sep 14, 2006, at 10:32 AM, Greg

Re: [R] Ranking and selection statistical procedure

Look at ?rank ?order and ?quantile assuming that you are using these terms as in cs. url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax

Re: [R] Can R compute the expected value of a random variable?

General questions elicit general answers; more specific questions elicit more specific answers.For example, > exp(2+9/2) [1] 665.1416 url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4

Re: [R] Calculating trace of products

I would suspect that something simple like sum(diag(crossprod(A,B))) would be quite competitive... url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax

Re: [R] Finding the position of a variable in a data.frame

ch()? url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Aug 2, 2006, at 4:01 PM, John Kane wrote: > Simple problem bu

Re: [R] Pseudo R for Quant Reg

own I don't much like R1, or R2 for that matter, so it isn't likely to be automatically provided in quantreg any time soon. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558U

Re: [R] Warning Messages using rq -quantile regressions

On Jul 23, 2006, at 5:27 AM, roger koenker wrote: > When computing the median from a sample with an even number of > distinct > values there is inherently some ambiguity about its value: any > value between > the middle order statistics is "a" median. Similarly, i

Re: [R] Quantreg error

h the formula has a singular X matrix. The quantile regression fitting functions don't understand about singular designs; some day they may but it isn't a high priority for me. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Depar

Re: [R] package:Matrix handling of data with identical indices

ate validity checking. [My 2cents based on experience with SparseM.] url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Il

Re: [R] KhmaladzeTest

Questions about packages should be directed to the package maintainers. A more concise example of the difficulty, with accessible data would also be helpful. url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox

Re: [R] sparse matrix, rnorm, malloc

or example, dim = 20,000 and q = .02 takes 432 seconds with again 93% of the total time spent in rnorm and rtnorm... url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558

Re: [R] sparse matrix, rnorm, malloc

You need to look at the packages specifically designed for sparse matrices: SparseM and Matrix. url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of

Re: [R] Re-binning histogram data

the usually depressing ritual of returning exam results. Full disclosure of the distribution in a very concise encoding. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of

Re: [R] R crashes on quantreg

basically amount to setting singular.ok = FALSE in lm() and forcings users to do the rank reduction themselves. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax:

Re: [R] R crashes on quantreg

ovided, of course, that it is really a question about quantreg. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL

[R] (no subject)

an upgrade: from the flintstones -- to the michelin man... On May 16, 2006, at 4:40 PM, Thomas Lumley wrote: > On Tue, 16 May 2006, roger koenker wrote: > >> In ancient times, 1999 or so, Alvaro Novo and I experimented with an >> interface to mysql that brought chunks

Re: [R] Re : Large database help

ame time I discovered sparse linear algebra and realized that virtually all large problems that I was interested in were better handled in from that perspective. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 21

Re: [R] Polygon-like interactive selection of plotted points

?in.convex.hull in the package tripack. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Apr 26

Re: [R] Heteroskedasticity in Tobit models

Powell's quantile regression method is available in the quantreg package rq(..., method="fcen", ...) url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois

Re: [R] Handling large dataset & dataframe

Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Apr 24, 2006, at 12:41 PM, Sachin J wrote: > Hi, > > I have a dataset consisting o

Re: [R] Guidance on step() with large dataset (750K) solicited...

than you really bargained for though, I don't know the code Roger url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Cha

Re: [R] problem for wtd.quantile()

ept) 1 1 2 3 5 Degrees of freedom: 5 total; 4 residual The first observation x=1 has weight .33 so it should be the .25 quantile, unless there is some interpolation going on url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTEC

Re: [R] running median and smoothing splines for robust surface f itting

Roger url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Mar 16, 2006, at 6:13 AM, Liaw, Andy wrote: > loes

Re: [R] transforming data frame for use with persp

a strategy for this that I use is just persp(interp(x,y,z)) where interp is from the Akima package, and x,y,z are all of the same length. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558

Re: [R] rob var/cov + LAD regression

solute Deviation) regression > function? > package: quantreg url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] appeal --- add sd to summary for univariates

On Feb 6, 2006, at 2:34 PM, ivo welch wrote: > > Aside, a logical ordering might also be: >mean sd min q1 med q3 max > rather than have mean buried in between order statistics. Just where it belongs, IMHO url:www.econ.uiuc.edu/~roger Roger K

Re: [R] Tobit estimation?

uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Jan 19, 2006, at 6:04 AM, Achim Zeileis wrote: > On Thu, 19 Jan 2006 1

Re: [R] I think simple R question

see ?rle url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Jan 12, 2006, at 9:56 AM, Mark Leeds wrote

[R] update?

t; not found This may (or may not) be related to the discussion at: http://bugs.r-project.org/cgi-bin/R/Models?id=1861;user=guest but in any case I hope that someone can suggest how such difficulties can be circumvented. url: www.econ.uiuc.edu/~rogerRoger Koenker email[EMA

Re: [R] GLM Logit and coefficient testing (linear combination)

see ?anova.glm On Dec 18, 2005, at 10:32 AM, David STADELMANN wrote: > Hi, > > I am running glm logit regressions with R and I would like to test a > linear combination of coefficients (H0: beta1=beta2 against H1: > beta1<>beta2). Is there a package for such a test or how can I perform > it other

Re: [R] quantile regression problem

(quantreg) formula <- log(y) ~ x plot(x,y) z <- 1:30/10 for(tau in 10:19/20){ f <- rq(formula,tau = tau) lines(z,exp(cbind(1,z) %*% f$coef)) } url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Depa

Re: [R] Matrix of dummy variables from a factor

of the common sparse matrix formats. This could be a good project for one of you who like using ";" ? Roger url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illino

Re: [R] Closed form for regression splines

you can do: X <- model.matrix(formula, data = your.data) url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champa

Re: [R] open source and R

, it is utterly transparent. Of course, > what you can recognize and understand > inside depends on you,. Just say "no" to linguistic chauvinism > -- even R-ism. > > > url:www.econ.uiuc.edu/~rogerRoger Koenker > email [EMAIL PRO

Re: [R] Robust Non-linear Regression

you might consider nlrq() in the quantreg package, which does median regression for nonlinear response functions url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558

Re: [R] elements in a matrix to a vector

er in the coercion to sparse representation to decide what is really "zero" -- by default this is eps = .Machine $double.eps. url:www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558Univers

[R] rgl.snapshot "failed"

www.econ.uiuc.edu/~roger Roger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 __ R-help@stat.math.

Re: [R] Robustness of Segmented Regression Contributed by Muggeo

are available in the vignette for the quantreg package. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On

Re: [R] make install on solaris 10

t is still missing but presumably just needs -L/usr/openwin/lib/sparcv9. Some further investigation is needed for png, jpeg and tctlk support, but this can wait for a little while. Thanks very much for your help. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]

[R] make install on solaris 10

Any suggestions would be greatly appreciated. With solaris 9 we had a 64 bit build but never encounter such problems, and I don't see anything in the archives or the install manual that is relevant -- but of course, I'm not very clear about what I'm looking for either. Ro

Re: [R] Piecewise Linear Regression

.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, IL 61820 On May 30, 2005, at 6:38 PM, Abhyuday Mandal wrote: Hi,

Re: [R] plotting image/contour on irregular grid

On May 6, 2005, at 2:45 PM, Roger Bivand wrote: On Fri, 6 May 2005, m p wrote: Hello, I'd like to make a z(x,y) plot for irregularly spaced x,y. What are routines are available in R for this purpose? One possibility is to interpolate a regular grid using interp() in the akima package, then use ima

Re: [R] standard errors for orthogonal linear regression

Wayne Fuller's Measurement Error Models is a good reference. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244

Re: [R] normality test

For my money, Frank's comment should go into fortunes. It seems a rather Sisyphean battle to keep the lessons of robustness on the statistical table but nevertheless well worthwhile. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROT

Re: [R] Construction of a large sparse matrix

The dense blocks are too big as Reid has already written -- for smaller instances of this sort of thing I would suggest that the the kronecker product %x% operator in SparseM, would be more convenient. url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED

Re: [R] off-topic question: Latex and R in industries

my favorite answer to this question is "because there is no one to sue." url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:21

Re: [R] French Curve

eal to those accustomed to french curves. url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678

Re: [R] total variation penalty

On Mar 2, 2005, at 6:25 PM, Vadim Ogranovich wrote: I was recently plowing through the docs of the quantreg package by Roger Koenker and came across the total variation penalty approach to 1-dimensional spline fitting. I googled around a bit and have found some papers originated in the image

Re: [R] logit link + alternatives

Just for the record -- NEWS for 2.1.0 includes: o binomial() has a new "cauchit" link (suggested by Roger Koenker). the MASS polr for ordered response is also now adapted for the Cauchit case. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL

Re: [R] A modified log transformation with real finite values for negatives and zeros?

e 3-parameter log-normal where one gets an unbounded likelihood by letting the threshold parameter approach the first order statistic from below, but for which the likeihood equations seem to provide a perfectly sensible root. url:www.econ.uiuc.edu/~roger Roger Koenker em

Re: [R] read.matrix.csr bug (e1071)?

Don't you want read.matrix.csr not read.matrix? url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244

[R] CIS inquiries

ng up a full fledged browser. Lynx is ok for this purpose, but it might be nice to have something more specifically designed for CIS. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333

Re: [R] Peak finding algorithm

is (mostly?) about the R -> R case. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaig

Re: [R] Protocol for answering basic questions

Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, IL 61820 On Dec 1, 2004, at 10:56 AM, James Foadi wrote: On Wednesday 01

Re: [R] impute missing values in correlated variables: transcan?

At the risk of stirring up a hornet's nest , I'd suggest that means are dangerous in such applications. A nice paper on combining ratings is: Gilbert Bassett and Joseph Persky, Rating Skating, JASA, 1994, 1075-1079. url:www.econ.uiuc.edu/~roger Roger Koe

Re: [R] Avoiding for-loops

lower triangle can be obtained by A[row(A)>col(A)] url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6

Re: [R] The hidden costs of GPL software?

ation of searching for a forgotten function would be grateful. url:www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244

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