[R] ts function
hello I read Practical Time Series (Gareth Janacek; 2001) and they presented e.g the smoothing functions msmooth(x,k) or the bivariate function crosscorr(x,y,k), but both didn't work on my machine. I only load the ts library, is another library necessary or did this function change since 2001? Is there a more recent and detailed manual for ts? thanks, cheers Martin -- Martin Wegmann Department of Animal Ecology and Tropical Biology Zoology III, Biocenter Am Hubland 97074 Würzburg Germany 0931/888-4378 [EMAIL PROTECTED] [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] cdf function: inverse to quantile?
Is there a function in R for calculating empirical cumulative distribution functions, i.e. the inverse of the quantile function? Perhaps in some library? I'd hate to have to re-invent the wheel. David Edwards, Biostatistics, Novo Nordisk A/S, Bagsværd, Denmark. [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Tlf: +45 44 42 62 35. Fax: +45 44 42 14 80 [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] normalized frequency histogram
Have you considered truehist in library(mass)? Spencer Graves p.s. This is discussed in Venables and Ripley (2002) Modern Applied Statistics with S, 4th ed., which I recommend highly for anyone who uses S-Plus or R. I only wish I had gotten the first edition when it appeared. Jim McLoughlin wrote: Hi folks I'm trying to plot a normalized frequency histogram of some data. After checking the docs, it seems there is no built in feature for this. from the definition for normalized frequency, I need to divide the relative frequency by the size of the intervals being used. So I could divide the series by this interval length, and then plot the relative frequency. The problem is determining the interval length that will be used in advance. I'm supposed to manually pick the # of intervals between 20 and 40 (not use sturges). However, when I try different values for the nbreaks parameters, incrementing from 20 - 40, the histogram only changes at a couple of points on that interval. Anyone have any suggestions as to how I should create this plot? Or an explanation as to why my nbreaks parameter does not seem to force the number of intervals, but rather suggests a ballpark to be in? thanks Jim M __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] lme parameterization question
Have you looked at Pinheiro and Bates (2000) Mixed Effects Models in S and s-Plus? lme is great, but I couldn't make it work until I spent some time with that book. Hope this helps. Spencer Graves John Fieberg wrote: Hi, I am trying to parameterize the following mixed model (following Piepho and Ogutu 2002), to test for a trend over time, using multiple sites: y[ij]=mu+b[j]+a[i]+w[j]*(beta +t[i])+c[ij] where: y[ij]= a response variable at site i and year j mu = fixed intercept Beta=fixed slope w[j]=constant representing the jth year (covariate) b[j]=random effect of jth year, iid N(0,sigma2[b]) a[i]=random effect of the ith site, iid N(0, sigma2[a]) t[i]=random effect of ith site, iid N(0, sigma2[t]) c[ij]=random error associated with ith site and jth year I would like to assume that an unstructured relationship applies to a[i] and t[i] (i.e., I would like to assume that the random effects a[i] and t[i] are drawn from a multivariate normal distribution with non-zero covariance parameter). These random effects are assumed to be independent from the b[j]'s and from the c[ij]'s. I have tried several approaches, but cannot seem to duplicate the results presented in Piepho and Ogutu using R's lme function (but I can reproduce the results using SAS proc mixed). In SAS, the model is fit using: proc mixed method=REML nobound; class year site; model y=w site/ddfm=satterth s; random int/sub=year; random int w/sub=site type=un; run; Any help would be greatly appreciated! Reference: Piepho, H-P. and J.O.Ogutu. 2002. A simple mixed model for trend analysis in wildlife populations. Journal of Agricultural, Biological, and Environmental Statistics, 7(3):350-360. Thanks, John __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] ace with mon=0
--- I was wondering whether someone can help me understand the following behavior of the ace-function: When ace is called with mon-parameter set to zero, R gives the message response spec can only be lin or ordered (default) and returns immediately. However, according to the help file mon=0 requires the response transformations to be limited to monotonic transformations. For instance, the following call of the ace-function will not be evaluated if one gives mon=0 TWOPI - 8*atan(1) x - runif(200,0,TWOPI) y - exp(sin(x)+rnorm(200)/2) a - ace(x,y, mon=0) Why does mon=0 not work and how should one interpret the message the response spec can only be lin or ordered ? Any help will be greatly appreciated, Christof Christof Schuster University of Notre Dame Department of Psychology 103 Haggar Hall Notre Dame, IN 46556 I use ace and avas quite a bit and have found a few tiny bugs such as that one. I reported these bugs to the R bug list about a year ago and await corrections. As you said, ace does handle nonmonotonic transformations of Y; you just have to turn off that error message. Frank Harrell __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] SVM module: scaling data applied to new test set without using SVMagain
Hello! We are new in using R. We use the SVM module from the library 'e1071' for training. Problem formulation: a classification has been performed using SVM module (linear kernel). Later, a new data set (test set) comparable to the training data shall be scaled in the same way as the training set (using the same scaling parameter set, but without using the SVM again to save time). We found the scaling matrices, but we do not know, how to apply them. How must the scaling parameter matrices (scaled:center and scaled:scale) be applied to the test data set to receive the same scaling as it would have been done by the SVM module? Thanx very much in advance! [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
John Miyamoto [EMAIL PROTECTED] writes: Dear Help, Suppose I have a character vector. x - c(Bob, loves, Sally) I want to combine it into a single string: Bob loves Sally . paste(x) yields: paste(x) [1] Bob loves Sally Like this: paste(x,collapse= ) [1] Bob loves Sally -- O__ Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
RE: [R] Combining the components of a character vector
paste(x,collapse= )
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] Behalf Of John Miyamoto
Sent: Thursday, 3 April 2003 9:54 AM
To: R discussion group
Subject: [R] Combining the components of a character vector
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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Re: [R] Combining the components of a character vector
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
R x - c(Bob, loves, Sally)
R paste(x, collapse= )
[1] Bob loves Sally
best,
Torsten
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
__
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Re: [R] Combining the components of a character vector
On Thursday 03 Apr 2003 1:54 am, John Miyamoto wrote: Dear Help, Suppose I have a character vector. x - c(Bob, loves, Sally) I want to combine it into a single string: Bob loves Sally . y - paste(c, collapse= ) best wishes Ido __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
x - c(Bob, loves, Sally)
paste(x,collapse= )
[1] Bob loves Sally
best,
vito
- Original Message -
From: John Miyamoto [EMAIL PROTECTED]
To: R discussion group [EMAIL PROTECTED]
Sent: Thursday, April 03, 2003 1:54 AM
Subject: [R] Combining the components of a character vector
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
__
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Re: [R] Combining the components of a character vector
John,
Try paste with collapse argument:
x - c(Bob, loves, Sally)
paste(x,collapse= )
[1] Bob loves Sally
HTH
steve
John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
__
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Re:[R] Combining the components of a character vector
John Miyamoto wrote: Suppose I have a character vector. x - c(Bob, loves, Sally) I want to combine it into a single string: Bob loves Sally . paste(x) yields: paste(x) [1] Bob loves Sally Try: paste(x,collapse= ) and help(paste) --Peter --- Peter Wolf, Statistik/Informatik, Fak.f.Wiwi, Uni Bielefeld [EMAIL PROTECTED], http://www.wiwi.uni-bielefeld.de/~wolf/wolf.html --- [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
RE: [R] Combining the components of a character vector
The collapse argument does what you want:
x - c(Bob, loves, Sally)
paste(c, collapse = )
Hope this helps,
Matt Wiener
-Original Message-
From: John Miyamoto [mailto:[EMAIL PROTECTED]
Sent: Wednesday, April 02, 2003 6:54 PM
To: R discussion group
Subject: [R] Combining the components of a character vector
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
__
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Re: [R] Combining the components of a character vector
paste(x,collapse= )
On Wed, 2 Apr 2003, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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318 Carr Hall[EMAIL PROTECTED]
Zoology Department, University of Floridahttp://www.zoo.ufl.edu/bolker
Box 118525 (ph) 352-392-5697
Gainesville, FL 32611-8525 (fax) 352-392-3704
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RE: [R] Two questions
... and one answer ...
On 02-Apr-03 Peter Dunn wrote:
Hi all
Two questions:
1. I note that help for the postscript device claims The
postscript produced by R is EPS (Encapsulated PostScript)
compatible It does not say it is EPS *compliant*.
Indeed, the EPS produced by R includes a \showpage command
which I believe (not that I'm an expert!) non-standard EPS.
My question: Is there any reason why it is EPS compatible,
but not compliant? (I ask because the \showpage caused me
a minor trouble once.)
Nothing whatever wrong with this, and it is perfectly standard
and compliant and indeed is covered in the PostScript Language
Reference Manual.
Using 'showpage' allows the file to be displayed directly on
any PS device, while the file can be embedded in another document
PROVIDED the embedding PS code redefines 'showpage' to be null
(i.e. /showpage {} def) for the duration of the wrapper.
Some document-generating software, however, can be sloppy about
this, in which case you will indeed have trouble. But that is
the fault of the software, not of the fact that 'showpage' is
present in the file.
Ted.
E-Mail: (Ted Harding) [EMAIL PROTECTED]
Fax-to-email: +44 (0)870 167 1972
Date: 03-Apr-03 Time: 14:03:33
-- XFMail --
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Re: [R] Trying to make a nested lme analysis
Where is the rats data available?
It looks as if you have an lme model with both a fixed effect for
Treatment and a random effect for Treatment. I would guess that you
want to have a fixed effect for treatment and random effects for
Rat %in% Treatment
and
Liver %in% Rat %in% Treatment
If so you would first create a factor for Rat %in% Treatment, say rTrT
by
rats$rTrt = getGroups(~ 1 | Treatment/Rat, data = rats, level = 2)
then fit the lme model as
lme(Glycogen ~ Treatment, data = rats, random = ~ 1|rTrT/Liver)
Ronaldo Reis Jr. [EMAIL PROTECTED] writes:
Hi,
I'm trying to understand the lme output and procedure.
I'm using the Crawley's book.
I'm try to analyse the rats example take from Sokal and Rohlf (1995).
I make a nested analysis using aov following the book.
summary(rats)
Glycogen Treatment Rat Liver
Min. :125.0 Min. :1 Min. :1.0 Min. :1
1st Qu.:135.8 1st Qu.:1 1st Qu.:1.0 1st Qu.:1
Median :141.0 Median :2 Median :1.5 Median :2
Mean :142.2 Mean :2 Mean :1.5 Mean :2
3rd Qu.:150.0 3rd Qu.:3 3rd Qu.:2.0 3rd Qu.:3
Max. :162.0 Max. :3 Max. :2.0 Max. :3
attach(rats)
Treatment - factor(Treatment)
Rat - factor(Rat)
Liver - factor(Liver)
model - aov(Glycogen~Treatment/Rat/Liver+Error(Treatment/Rat/Liver))
summary(model)
Error: Treatment
Df Sum Sq Mean Sq
Treatment 2 1557.56 778.78
Error: Treatment:Rat
Df Sum Sq Mean Sq
Treatment:Rat 3 797.67 265.89
Error: Treatment:Rat:Liver
Df Sum Sq Mean Sq
Treatment:Rat:Liver 12 594.049.5
Error: Within
Df Sum Sq Mean Sq F value Pr(F)
Residuals 18 381.00 21.17
OK,
Then I try to make this analysis using lme.
model - lme(Glycogen~Treatment, random=~1|Treatment/Rat/Liver)
summary(model)
Linear mixed-effects model fit by REML
Data: NULL
AIC BIClogLik
233.6213 244.0968 -109.8106
Random effects:
Formula: ~1 | Treatment
(Intercept)
StdDev:3.541272
Formula: ~1 | Rat %in% Treatment
(Intercept)
StdDev: 6.00658
Formula: ~1 | Liver %in% Rat %in% Treatment
(Intercept) Residual
StdDev:3.764883 4.600247
Fixed effects: Glycogen ~ Treatment
Error in if (any(wchLv - (as.double(levels(xtTab[, wchPval])) == 0))) { :
missing value where logical needed
In addition: Warning message:
NaNs produced in: pt(q, df, lower.tail, log.p)
The random effects are correct, the variance component is OK:
In nested aov | In nested lme
Residual
21.1666 | 21.16227
Liver in Rats
14.16667 | 14.17434
Rats in Treatment
36.0648 | 36.079
But I not understand why the Fixed effects error?
What is the problem in my formula to make this analysis using lme?
Thanks for all
Inte
Ronaldo
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[R] Na handing with time series objects
Hello All,
Does anyone out there know a way to decompose time series objects with
missing values.
A simple na.omit will not work since it does not preserve the time
differences between succesive observations.
Thanks in advance,
Wayne
Dr Wayne R. Jones
Statistician / Research Analyst
KSS Group plc
St James's Buildings
79 Oxford Street
Manchester M1 6SS
Tel: +44(0)161 609 4084
Mob: +44(0)7810 523 713
KSS Ltd
A division of Knowledge Support Systems Group plc
Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England
Company Registration Number 2800886 (Limited) 3449594 (plc)
Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
mailto:[EMAIL PROTECTED]http://www.kssg.com
The information in this Internet email is confidential and may b... {{dropped}}
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RE: [R] S intrp function
See if the `akima' package on CRAN does what you want. I just checked in Splus 6.1 on Linux and there's no `intrp'. Do you mean `interp'? Andy -Original Message- From: Don Isgitt [mailto:[EMAIL PROTECTED] Sent: Wednesday, April 02, 2003 2:02 PM To: [EMAIL PROTECTED] Subject: [R] S intrp function Hi. I am trying some S-Plus scripts that I used a few years ago on R. Many things have worked flawlesly and I am very impressed with the work the developers have done. (As I remember, the license fee on S-Plus at that time was ~$4500 per seat (AIX) ouch!!) So, thank you. My question relates to the intrp function, which takes irregularly spaced xyz data and produces a regular xyz grid suitable for contouring or imaging. I have not found the equivalent function in R; have I missed it or is there some other preferred method to accomplish this. Thank you very much. Don p.s. I am not subscribed to this list, so an email reply would be appreciated. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
Use the collapse argument to paste.
paste(c('Bob', 'loves', 'Sally'), collapse = ' ')
[1] Bob loves Sally
John Miyamoto [EMAIL PROTECTED] writes:
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
__
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Re: [R] Combining the components of a character vector
Dear John,
Try paste(x, collapse= )
John
At 03:54 PM 4/2/2003 -0800, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
-
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: [EMAIL PROTECTED]
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
-
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Re: [R] Index of item in matrix
[EMAIL PROTECTED] writes: Try these: which.col - function (mat, x) (which(mat==x)-1) %/% nrow(mat) + 1 which.row - function (mat, x) (which(mat==x)-1) %% nrow(mat) + 1 Knowing the R community, there may be already functions to do this. There is. Take another look at ?which. -- O__ Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] How to organize/develop an R function
Hi Maybe this is not an issue about R. It's probably a programming issue and I am not a developer at all. Anyway my main developing activities are in R and that's where I have difficulties. When I develop a function or group of functions I lose eternities with the objects attributes and classes. I do a lot of object manipulation (lists to arrays, factors to numeric vectors, etc, etc) so that I can group data and apply the proper calculations/models to the proper data combination. Some times I get lost or need debugging and hell comes on earth. The objects names are unconsistent, the objects classes are not correct so methods work differently, etc. My question is about programming good pratices in R. Does anyone know about documents ? Do you use some project management software that help on the function structure ? Do you have any ideas ? How do you (the R gurus) develop your packages ? Thanks EJ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Matrix eigenvectors in R and MatLab
Dear R-listers Is there anyone who knows why I get different eigenvectors when I run MatLab and R? I run both programs in Windows Me. Can I make R to produce the same vectors as MatLab? #R Matrix PA9900-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43 ,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24 ,58/53 ,26/244 ,0/1 ,5/43) #R-syntax PA9900-matrix(PA9900,nrow=5,byrow=T) eigen(PA9900) #R-output $values [1] 1.2352970 0.3901522 -0.2562860 0.2259411 0.1742592 $vectors [,1][,2][,3] [,4] [,5] [1,] -0.67795430 -1.70686496 -0.52613955 -8.675109 -0.8413826 [2,] -0.32621100 0.54611272 -0.21526356 -2.726193 -0.2876643 [3,] -2.83313878 -2.88801964 0.87388189 45.427935 4.5069361 [4,] -0.09857565 -0.33015962 0.09136359 -5.426254 -0.8201206 [5,] -0.68977432 0.01977374 0.61772506 3.751978 0.4348802 %Matlab Matrix PA9900 =[11/24 10/53 0/1 0/1 29/43 ;1/24 27/53 0/1 0/1 13/43 ;14/24 178/53 146/244 17/23 15/43 ;2/24 4/53 0/1 2/23 2/43 ;4/24 58/53 26/244 0/1 5/43] %MatLab-syntax [wmat,dmat]=eig(mat) %MatLab-output wmat = -0.22500.4330 -0.4998 -0.1795 -0.1854 -0.10830.17710.1599 -0.0614 -0.0583 -0.9403 -0.7191 -0.84570.96170.9708 -0.0327 -0.0752 -0.0967 -0.1750 -0.1160 -0.2289 -0.50830.00580.09280.0802 dmat = 1.2353 0 0 0 0 0 -0.2563 0 0 0 0 00.3902 0 0 0 0 00.1743 0 0 0 0 00.2259 Yours sincerely, Mikael Niva Mikael Niva Avd. för Växtekologi, Dept. of Plant Ecology EvolutionsBiologiskt Centrum, Uppsala Universitet Villavägen 14 752 36 UPPSALA E-post [EMAIL PROTECTED] Tel. +46 (0)18 471 28 65 Fax +46 (0)18 55 34 19 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
At 15:54 -0800 2.4.2003, John Miyamoto wrote: Dear Help, Suppose I have a character vector. x - c(Bob, loves, Sally) I want to combine it into a single string: Bob loves Sally . [...] Is there a more natural (no loop) way to do this in R? John Miyamoto paste(x, sep = , collapse = ) ? -- Jean-Pierre Muller SSP / UNIL / BFSH2 / CH-1015 Lausanne __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] How to organize/develop an R function
Hi Maybe this is not an issue about R. It's probably a programming issue and I am not a developer at all. Anyway my main developing activities are in R and that's where I have difficulties. When I develop a function or group of functions I lose eternities with the objects attributes and classes. I do a lot of object manipulation (lists to arrays, factors to numeric vectors, etc, etc) so that I can group data and apply the proper calculations/models to the proper data combination. Some times I get lost or need debugging and hell comes on earth. The objects names are unconsistent, the objects classes are not correct so methods work differently, etc. My question is about programming good pratices in R. Does anyone know about documents ? Do you use some project management software that help on the function structure ? Do you have any ideas ? How do you (the R gurus) develop your packages ? Thanks EJ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Fink-ed R-base 1.6.2's lm() OK on G3 iBook
Hi: As a follow up on fink-ed R running on a G3 iBook: As some folks suggest, I move from r-base-atlas to r-base using fink. As far as I can tell R is working OK now. Machine: iBook G3 700 MHz OS: 10.2.4 fink: Package manager version: 0.12.1; Distribution version: 0.5.1.cvs Version: R 1.6.2 (2003-01-10). Regards. On Wed, 2 Apr 2003, Peter Muhlberger wrote: First, let me thank all the folks who replied, many of which didn't make it into the digest. The following summarizes their experiences w/ lm on a G3 Mac. Apparently some people have lm in R working w/ apparently the same configuration that doesn't work for others: Machine Operating SystemR Configuration Result G3 iBook10.2Jan's OS X Binary lm works Pbook 500mhz G3 10.2Jan's OS X Binary lm fails PB 400mhz G3 Pismo 10.2.4 Jan's OS X Binary lm fails Beige G3OS XJan's OS X Binary lm fails Beige G3OS XFink'ed lm works G3 iBookOS X Fink'ed r-base-atlas 1.6.1-3 lm fails G3 Laptop OS X? Carbon rm162.sitlm works G3 OS X? Carbon rm162.sitlm works These are responses from the following folks: D.G. , David, Peter (me), Steve, Steve, Ulises, Albyn, Martin From the above, the carbon version always seems to work, the finked version worked for one person and not the other, and Jan's binary worked for 1 person but not three others. Peter __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- Ulises M. Alvarez LAB. DE ONDAS DE CHOQUE FISICA APLICADA Y TECNOLOGIA AVANZADA UNAM [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
paste( c(Bob, loves, Sally), collapse= )
Spencer Graves
John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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Re: [R] Combining the components of a character vector
From ?paste:
If a value is specified for `collapse', the values in the result
are then concatenated into a single string, with the elements
being separated by the value of `collapse'.
paste(c(Bob, loves, Sally), collapse= )
[1] Bob loves Sally
At Wednesday 03:54 PM 4/2/2003 -0800, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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RE: [R] Multivariate Time series
Dr. Paul Gilbert's DSE (Dynamic System Estimation) library (which includes VAR) is available in R package library, CRAN, if that's what you're asking. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Behalf Of Erin Hodgess Sent: Wednesday, April 02, 2003 03:46 PM To: [EMAIL PROTECTED] Subject: [R] Multivariate Time series Dear R People: Is there a library for Multivariate time series, please? For some reason, I'm thinking that Dr. Paul Gilbert may have one? R Version 1.6.2 (i've updated!) for Windows Thanks so much! Sincerely, Erin Hodgess University of Houston - Downtown mailto: [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Index of item in matrix
Hello All, Thanks, John. Peter Dalgaard BSA wrote: [EMAIL PROTECTED] writes: Try these: which.col - function (mat, x) (which(mat==x)-1) %/% nrow(mat) + 1 which.row - function (mat, x) (which(mat==x)-1) %% nrow(mat) + 1 Knowing the R community, there may be already functions to do this. There is. Take another look at ?which. -- -- Dr. John Janmaat Department of Economics, Acadia University, Wolfville, NS, B4P 2R6 E-mail: [EMAIL PROTECTED]Web: http://ace.acadiau.ca/~jjanmaat Tel: 902-585-1461 Fax: 902-585-1070 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
Please, have a closer look at the help file for paste(), and use the
collapse arguments.
Jerome
On April 2, 2003 03:54 pm, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in
the way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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Re: [R] Index of item in matrix
Sundar's solution is better than mine unless the code must also work in S-Plus. Spencer Graves Sundar Dorai-Raj wrote: Or more simply: set.seed(1) A - array(rnorm(12), dim=c(3,4)) which(round(A) == 1, arr.ind = TRUE) row col [1,] 2 2 [2,] 1 4 Though, the original post may need more clarification. Sundar Spencer Graves wrote: Satisfying what conditions? Does the following example help you get what you want? set.seed(1) A - array(rnorm(12), dim=c(3,4)) sel - (round(A)==1) sel [,1] [,2] [,3] [,4] [1,] FALSE FALSE FALSE TRUE [2,] FALSE TRUE FALSE FALSE [3,] FALSE FALSE FALSE FALSE cbind(row(A)[sel],col(A)[sel]) [,1] [,2] [1,]22 [2,]14 Spencer Graves John Janmaat wrote: Hello All, Is there a fast way to find the index(row and column) of a point in a matrix? Thanks, John. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
Try the collapse argument in paste(), i.e.
paste(x,collapse= )
John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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--
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Fishery Biologist Tel: 808 983-5399/737-7544
NOAA FISHERIES - Honolulu Laboratory Fax: 808 983-2902
2570 Dole St., Honolulu, HI 96822-2396
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God could have told Moses about galaxies and mitochondria and
all. But behold... It was good enough for government work.
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[R] Thanks re Combining the components of a character vector
Many people pointed out that the 'collapse' argument yields the solution to my query: x - c(Bob, loves, Sally) paste(x, collapse= ) [1] Bob loves Sally I had looked at the documentation for 'paste' within R and also in several books before sending my question to R-Help, so I was aware of the 'collapse' argument, but I was making the mistake of abbreviating 'collapse': paste(x, col= ) [1] Bob loves Sally The real source of my confusion was that I wasn't aware that arguments following '...' must be fully specified. Now I know that this is important. Thanks for the help. John John Miyamoto, Dept. of Psychology, Box 351525 University of Washington, Seattle, WA 98195-1525 Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED] Homepage http://faculty.washington.edu/jmiyamot/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] InternetSeer- Account Set Up
Dear Subscriber Your account has been set up. Please keep this email for your records. Login: [EMAIL PROTECTED] Password: 658xae49 If you have not completed the activation process, please do so now by logging into your account: http://www.internetseer.com/ep/my_internetseer.jsp?7g7j5YM4xX6v76OwTKwPKPD7671ExzT=e3 We look forward to providing you with our valuable monitoring service. Best Regards, Michael Dever CEO/Co-Founder InternetSeer.com [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] How to estimate 2-D principal curve using PCURVE?
Hey, R-listers I am a new user of R and just found the package of PCURVE which can estimate principal curve for arbitrary dimensional data set. Now I have some 2-Dimensional data set X, which is stored as an Nx2 matrix in data.txt file and looks as following: -1.5551 2.4183 1.0051 1.0102 0.90644 0.82163 1.3248 1.7551 -1.3626 1.8568 -1.3554 1.8371 0.039396 0.0015521 -0.99622 0.99245 0.2314 0.053544 1.4127 1.9956 1.3814 1.9083 0.83861 0.70326 -1.045 1.092 -1.8073 3.2665 0.54591 0.29801 -0.69022 0.47641 -0.7084 0.50183 0.12357 0.015271 0.80539 0.64865 0.25549 0.065274 0.68935 0.47521 1.7864 3.1911 0.6431 0.41358 0.14709 0.021635 -0.5128 0.26296 0.49692 0.24693 1.3053 1.7039 -0.63626 0.40483 1.7643 3.1126 0.3945 0.15563 1.2391 1.5354 0.73498 0.5402 1.023 1.0465 0.16561 0.027426 -0.015812 0.00025002 1.6118 2.5978 -0.60822 0.36993 -0.45553 0.2075 1.7689 3.129 -1.5722 2.4718 0.24103 0.058093 1.1138 1.2406 -0.7679 0.58967 -0.19286 0.037195 0.025852 0.00066834 -1.2959 1.6793 1.3295 1.7675 -0.80465 0.64746 1.1729 1.3758 0.4756 0.2262 So how could I use the PCURVE to get the estimated principal curve? I tried, but alwasy got some error message. x - as.matrix(read.table(data.txt)); s - pcurve(x, plot.init = FALSE, use.loc = TRUE); Empty row or column (or negative sum) in table Error in xy.coords(x, y) : x and y lengths differ So would you please give me a point on how to use it in R correctly? Thanks for your time and help. Fred [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
Suppose I have a character vector. x - c(Bob, loves, Sally) I want to combine it into a single string: Bob loves Sally . paste(x) yields: paste(x) [1] Bob loves Sally Is there a more natural (no loop) way to do this in R? RTFM: paste(x, collapse= ) [1] Bob loves Sally Ray __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Hypatia
It seems that hypatia.math.ethz.ch is hoarding messages to the r-help list for up to 13 hours ... ? Ted. E-Mail: (Ted Harding) [EMAIL PROTECTED] Fax-to-email: +44 (0)870 167 1972 Date: 03-Apr-03 Time: 21:22:12 -- XFMail -- __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] S intrp function
Thank you, Roger, and to all who responded. akima is what I needed. Don Roger Peng wrote: There is function `interp' in library(akima). Maybe this is what you're looking for? -roger ___ UCLA Department of Statistics [EMAIL PROTECTED] http://www.stat.ucla.edu/~rpeng On Wed, 2 Apr 2003, Don Isgitt wrote: Hi. I am trying some S-Plus scripts that I used a few years ago on R. Many things have worked flawlesly and I am very impressed with the work the developers have done. (As I remember, the license fee on S-Plus at that time was ~$4500 per seat (AIX) ouch!!) So, thank you. My question relates to the intrp function, which takes irregularly spaced xyz data and produces a regular xyz grid suitable for contouring or imaging. I have not found the equivalent function in R; have I missed it or is there some other preferred method to accomplish this. Thank you very much. Don p.s. I am not subscribed to this list, so an email reply would be appreciated. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Printing zero as dot
I'm pretty sure I've seen some examples of a function printing zero entries in a matrix as dots, but I'm not able to find it now... Any suggestions...? Thanks in advance. (Of course, I might have dreamt of such a function...) Best, Giovanni -- __ [ ] [ Giovanni Petris [EMAIL PROTECTED] ] [ Department of Mathematical Sciences ] [ University of Arkansas - Fayetteville, AR 72701 ] [ Ph: (479) 575-6324, 575-8630 (fax) ] [ http://definetti.uark.edu/~gpetris/ ] [__] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Can boot return matrix?
You're certainly very close. I observe that you have interchanged
positions for the function which calculates the statistic (f2) and
the number of replicates (R) in the third line of your example below.
Swap positions, or assign arguments by name instead of by position,
and I would expect this example to work. Probably, you've spotted
this already. Details are in help(boot).
And, a matrix is also a vector, so perhaps f1() can return a matrix
without causing any problems. If not, use
f2 - function(nxm.matrix, i) as.vector(f1(nxm.matrix[i, ]))
The confidence intervals will require a separate call to boot.ci()
for each entry in the matrix, changing the value of boot.ci(index= )
each time.
- tom blackwell - u michigan medical school - ann arbor -
On Wed, 2 Apr 2003, Katalin Csillery wrote:
Dear All,
I have a function which takes a n x m matrix as an argument and returns
an n x n matrix. I want to take bootstrap samples form the input matrix
in the way as each row represent a multivariate observation, so each
bootstrap sample would be an n x m matrix, and on each sample I want to
calculate the n x n matrix.
f1 - function(nxm.matrix){...; return(nxn.matrix)}
f2 - function(nxm.matrix, i) f1(nxm.matrix[i,])
boot.out - boot(nxm.matrix, R, f2)
Error: incorrect number of subscripts on matrix
Since the final goal would be to put a confidence interval on the
statistics in each cell of the matrix I would like to use the boot.ci.
Even if I do the resampling with the sample function and I just use the
boot.ci by artificially putting togethet an boot.out type of list I run
into problems. Any idea how to set it up?
Katalin Csillery
Division of Biological Sciences
University of Montana, Missoula MT 59801
Phone: 406 243 6106, E-mail: [EMAIL PROTECTED]
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[R] R Users
I have been introduced to R in the last few weeks. I have been in contact with Fritz at the main website. One of the issues I am looking into is the amount of users that are involved with open source products. Fritz was able to give me some information with regard to the downloads of R from the website but he said he was not sure at all as to how many users there were regarding R. Does anybody have an opinion as to approximately how many actual users of R exist out there in the open source community? I am also interested to find out how many actual users there are out there for the Linux operating system if anybody happens to know. ___ Doug Browning [EMAIL PROTECTED] 425-313-0331 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Trying to make a nested lme analysis
Thanks,
it works:))
Inte
Ronaldo
ps. rats data and others used in book is in the Crawley home page:
http://www.bio.ic.ac.uk/research/mjcraw/statcomp/welcome.htm
Em Douglas Bates, escreveu:
Where is the rats data available?
It looks as if you have an lme model with both a fixed effect for
Treatment and a random effect for Treatment. I would guess that you
want to have a fixed effect for treatment and random effects for
Rat %in% Treatment
and
Liver %in% Rat %in% Treatment
If so you would first create a factor for Rat %in% Treatment, say rTrT
by
rats$rTrt = getGroups(~ 1 | Treatment/Rat, data = rats, level = 2)
then fit the lme model as
lme(Glycogen ~ Treatment, data = rats, random = ~ 1|rTrT/Liver)
Ronaldo Reis Jr. [EMAIL PROTECTED] writes:
Hi,
I'm trying to understand the lme output and procedure.
I'm using the Crawley's book.
I'm try to analyse the rats example take from Sokal and Rohlf (1995).
I make a nested analysis using aov following the book.
summary(rats)
Glycogen Treatment Rat Liver
Min. :125.0 Min. :1 Min. :1.0 Min. :1
1st Qu.:135.8 1st Qu.:1 1st Qu.:1.0 1st Qu.:1
Median :141.0 Median :2 Median :1.5 Median :2
Mean :142.2 Mean :2 Mean :1.5 Mean :2
3rd Qu.:150.0 3rd Qu.:3 3rd Qu.:2.0 3rd Qu.:3
Max. :162.0 Max. :3 Max. :2.0 Max. :3
attach(rats)
Treatment - factor(Treatment)
Rat - factor(Rat)
Liver - factor(Liver)
model - aov(Glycogen~Treatment/Rat/Liver+Error(Treatment/Rat/Liver))
summary(model)
Error: Treatment
Df Sum Sq Mean Sq
Treatment 2 1557.56 778.78
Error: Treatment:Rat
Df Sum Sq Mean Sq
Treatment:Rat 3 797.67 265.89
Error: Treatment:Rat:Liver
Df Sum Sq Mean Sq
Treatment:Rat:Liver 12 594.049.5
Error: Within
Df Sum Sq Mean Sq F value Pr(F)
Residuals 18 381.00 21.17
OK,
Then I try to make this analysis using lme.
model - lme(Glycogen~Treatment, random=~1|Treatment/Rat/Liver)
summary(model)
Linear mixed-effects model fit by REML
Data: NULL
AIC BIClogLik
233.6213 244.0968 -109.8106
Random effects:
Formula: ~1 | Treatment
(Intercept)
StdDev:3.541272
Formula: ~1 | Rat %in% Treatment
(Intercept)
StdDev: 6.00658
Formula: ~1 | Liver %in% Rat %in% Treatment
(Intercept) Residual
StdDev:3.764883 4.600247
Fixed effects: Glycogen ~ Treatment
Error in if (any(wchLv - (as.double(levels(xtTab[, wchPval])) == 0))) {
: missing value where logical needed
In addition: Warning message:
NaNs produced in: pt(q, df, lower.tail, log.p)
The random effects are correct, the variance component is OK:
In nested aov | In nested lme
Residual
21.1666 | 21.16227
Liver in Rats
14.16667 | 14.17434
Rats in Treatment
36.0648 | 36.079
But I not understand why the Fixed effects error?
What is the problem in my formula to make this analysis using lme?
Thanks for all
Inte
Ronaldo
--
Anger kills as surely as the other vices.
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O muito torna-se pouco com desejar um pouco mais.
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RE: [R] Combining the components of a character vector
Yes there is.
x - c(Bob, loves, Sally)
paste(x, collapse= )
[1] Bob loves Sally
-Original Message-
From: John Miyamoto [mailto:[EMAIL PROTECTED]
Sent: Thursday, April 03, 2003 7:54 AM
To: R discussion group
Subject: [R] Combining the components of a character vector
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string in
the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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[R] R on AIX RISC-6000
Dear, has anyone experience compiling R on a cluster of RISC-6000 systems (IBM Scalable Parallel System) with the xlc compiler (version 5)? We discovered we can use such a system at our university and have some processing time problems on Linux and Windows systems (running at 1.8 Ghz an analysis takes us 20 hours for running approx. 2.000.000 logistic regressions). Regards, Kris -- http://perswww.kuleuven.ac.be/~u0027178/VCard/mycard.php?name=krisn Minds are like parachutes, they only work when open __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] trellis.graphic in for-loop
Hi list,
I am unsuccessfully trying to produce a serious of trellis barcharts from
within a for-loop. The barcharts work outside the loop. What am I missing?
Example attached.
Thanks Herry
#XX
trellis.device(bg=white)
trellis.par.get(fontsize)-fontsize
fontsize$default-16
trellis.par.set(fontsize,fontsize)
a-c(1,2,4,5,4,3,3,3)
b-c(2,5,1,1,1,3,3,3)
c-c(3,5,1,2,2,5,5,5)
as.data.frame(cbind(a,b,c))-q21
varnames-colnames(q21)
i-
for (i in 1:3) {
round(table(q21[,i])/sum(table(q21[,i])),3)*100-z1
as.data.frame.table(table(q21[,i]))-z1
round(z1[,2]/sum(z1[,2]),3)*100-z1[,2]
colnames(z1)-c(varnames[i],y)
xnames-levels(z1[,1])
paste(xnames[1], - low,sep=)-xnames[1]
paste(xnames[length(xnames)], - high,sep=)-xnames[length(xnames)]
z1[,1]-xnames
as.factor(z1[,1])-z1[,1]
barchart(
horizontal=FALSE,
z1[,2]~z1[,1],
ylab=list(% frequency,cex=1.5),
main=list(varnames[i],cex=1.25),
scales=list(1,cex=1.5), col=#ffd18f,
sub=list(Rating,cex=1.25)
)
filename-paste(test,i,_q21k.jpg,sep=)
#dev.print(jpeg, filename , width=1000, height=1000, quality=100,
bg=white, pointsize=20)
}
[[alternate HTML version deleted]]
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[R] NA handling with time series objects
Hello All,
Does anyone out there know a way to decompose time series objects with
missing values.
A simple na.omit will not work since it does not preserve the time
differences between succesive observations.
Thanks in advance,
Wayne
KSS Ltd
A division of Knowledge Support Systems Group plc
Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England
Company Registration Number 2800886 (Limited) 3449594 (plc)
Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
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The information in this Internet email is confidential and may b... {{dropped}}
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Re: [R]
On Wednesday 02 Apr 2003 6:43 am, Yongde Bao wrote: Can someone point out for me where to find a package to do principal component analysis for Affy data, if existing? http://www.stat.uni-muenchen.de/~strimmer/rexpress.html mva, multiv See also the function dui.pca of the ade4 package. Sincerely. -- Stéphane DRAY --- Biométrie et Biologie évolutive - Equipe Écologie Statistique Universite Lyon 1 - Bat 711 - 69622 Villeurbanne CEDEX - France Tel : 04 72 43 27 56 Fax : 04 78 89 27 19 04 72 43 27 57 E-mail : [EMAIL PROTECTED] --- Webhttp://www.steph280.freesurf.fr/ --- __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] cdf function: inverse to quantile?
Hi On 3 Apr 2003 at 13:20, DED (David George Edwards) wrote: Is there a function in R for calculating empirical cumulative distribution functions, i.e. the inverse of the quantile function? Perhaps in some library? I'd hate to have to re-invent the wheel. try tu use search provided with the installation in my case D:\programy\R\rw1061\doc\html\search\SearchEngine.html result ecdf in Hmisc and stepfun libraries. Cheers David Edwards, Biostatistics, Novo Nordisk A/S, Bagsvrd, Denmark. [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Tlf: +45 44 42 62 35. Fax: +45 44 42 14 80 [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help Petr Pikal [EMAIL PROTECTED] [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Two y-axis in plots
See the axis() function. x - rnorm(20) y- rnorm(20) plot(x,y) axis(4,at=-3:3,labels=(-3:3)*10) axis(3,at=-3:3,labels=letters[1:7]) You may want to also consider plot(x,y,xaxt=n,yaxt=n) to suppress the x and y axes which you can rebuild with axis() to fit your purpose. See also the help file on par() for all kinds graphicals arguments. E.g., you may have to reset your margins with the mai options if you need enough space to include a label on the right axis. Jerome On April 3, 2003 02:53 am, Allan McRae wrote: Hi, I am trying to plot two data sets on one plot but with using a different y-axis ranges for each - preferably with one shown on each side of the graph. Is there a function that will allow me to do this. Thanks Allan McRae [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Two y-axis in plots
Hi, | From: Allan McRae [EMAIL PROTECTED] | Date: Thu, 3 Apr 2003 11:53:32 +0100 | | Hi, | | I am trying to plot two data sets on one plot but with | using a different y-axis ranges for each - preferably with one shown on each side of the graph. This is a common question, you may try to search the mail archives. There is no ready-made function in any of the common packages. There may be some more-or-less suitable function either in the mailing list or somewhere in the less common packages. Basically what you have to do is to rescale your data, plot on the same graph and draw a new axis using axis(). plot(data1) newdata2 - ... #rescale your data2 into the same range as data1 lines(data2) # or points() a3ticks - pretty(data2) newa3dticks - ... # here rescale the a3 ticks in the same way axis(3, at=newa3ticks, labels=a3ticks) # e.g. new location but old # labels. Perhaps it helps. Ott __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] How to organize/develop an R function
Hi Maybe this is not an issue about R. It's probably a programming issue and I am not a developer at all. Anyway my main developing activities are in R and that's where I have difficulties. When I develop a function or group of functions I lose eternities with the objects attributes and classes. I do a lot of object manipulation (lists to arrays, factors to numeric vectors, etc, etc) so that I can group data and apply the proper calculations/models to the proper data combination. Then comes debugging and hell comes on earth. The objects names are unconsistent, the objects classes are not correct so methods work differently, etc. My question is about programming good pratices in R. Does anyone know about documents (others than R manuals and MASS) ? Do you use some project management software that help on the function structure ? Do you have any ideas ? How do you (the R gurus) develop your packages ? Thanks EJ -- Ernesto Jardim [EMAIL PROTECTED] Marine Biologist IPIMAR - National Research Institute for Agriculture and Fisheries Av. Brasilia, 1400-006 Lisboa, Portugal Tel: +351 213 027 000 Fax: +351 213 015 948 http://ernesto.freezope.org __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] cdf function: inverse to quantile?
library(stepfun) help(ecdf) ... although there's not a great deal involved in re-inventing it. - tom blackwell - u michigan medical school - ann arbor - On Thu, 3 Apr 2003, DED (David George Edwards) wrote: Is there a function in R for calculating empirical cumulative distribution functions, i.e. the inverse of the quantile function? Perhaps in some library? I'd hate to have to re-invent the wheel. David Edwards, Biostatistics, Novo Nordisk A/S, Bagsværd, Denmark. [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Tlf: +45 44 42 62 35. Fax: +45 44 42 14 80 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] message
Hi This is a test message. I've tried to send some messages that never got throught. I'm just checking what's wrong. Sorry and don't bother answering. EJ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
RE: [R] ts function
Hi Martin, I guess you didn't get to Chapter 9 or the Preface ;-) Yes, you need some further commands. Get the files from: http://www.uea.ac.uk/~gj/tsbook.html The two commands you are having trouble with are both part of the commands written by the authors for the book. These are not packaged nicely in a package that you can load with library(). Instead, you need to get the files from the web site and then use source to read them into the working environment. Hope it helps, Gavin %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Gavin Simpson [T] +44 (0)20 7679 5522 ENSIS Research Fellow [F] +44 (0)20 7679 7565 ENSIS Ltd. ECRC [E] [EMAIL PROTECTED] UCL Department of Geography [W] http://www.ucl.ac.uk/~ucfagls/cv/ 26 Bedford Way[W] http://www.ucl.ac.uk/~ucfagls/ London. WC1H 0AP. %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Martin Wegmann Sent: 03 April 2003 12:20 To: R-help Subject: [R] ts function hello I read Practical Time Series (Gareth Janacek; 2001) and they presented e.g the smoothing functions msmooth(x,k) or the bivariate function crosscorr(x,y,k), but both didn't work on my machine. I only load the ts library, is another library necessary or did this function change since 2001? Is there a more recent and detailed manual for ts? thanks, cheers Martin -- Martin Wegmann Department of Animal Ecology and Tropical Biology Zoology III, Biocenter Am Hubland 97074 Würzburg Germany 0931/888-4378 [EMAIL PROTECTED] [EMAIL PROTECTED] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Time to distribute replies to r-help
There appears to be a problem with the cycle time to distribe replies
to r-help: My reply (copied below) was submitted at 4/3/2003 8:26 AM,
some 4.5 hours after the original post. In those 4.5 hours, some 12
others had submitted public replies. However, none of those 12 had
arrived at my computer before I filed mine. My reply came back to me
some 24.5 hours after I posted it.
Perhaps this problem has already corrected itself. If not, I hope
that someone who knows how to arrange for correction of this kind of
problem will initiate effective corrective action. (Our colleagues at
the Eidgenoesche Technische Hochschule Zuerich may be suffering from too
much success.)
Best Wishes,
Spencer Graves
Spencer Graves wrote:
paste( c(Bob, loves, Sally), collapse= )
Spencer Graves
John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines the character vector into a string
in the
way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output} #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
John Miyamoto
John Miyamoto, Dept. of Psychology, Box 351525
University of Washington, Seattle, WA 98195-1525
Phone 206-543-0805, Fax 206-685-3157, Email [EMAIL PROTECTED]
Homepage http://faculty.washington.edu/jmiyamot/
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[R] biplot
Dear list, I want to perform a biplot, using customized titels for the x and y axis. Setting xlab= and ylab= resulted in an error, e.g.: data(USArrests) biplot(princomp(USArrests),xlab=,ylab=) Error in biplot.default(t(t(scores[, choices])/lam), t(t(x$loadings[, : length of dimnames[1] not equal to array extent How do I proceed? Thanks in advance! Wolfgang Koller - Wolfgang Koller, [EMAIL PROTECTED] Forschungsinstitut für Europafragen Wirtschaftsuniversität Wien Althanstraße 39-45, 1090 Vienna, Austria Tel: ++43/1/31336/4147 Fax: ++43/1/31336/758 http://fgr.wu-wien.ac.at/institut/ef/ief-home.htm - __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Combining the components of a character vector
On Thursday 03 April 2003 01:54, John Miyamoto wrote:
snippage
The following function combines the character vector into a string
in the way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output - paste(output, x[i], ...)
output } #end of function definition
paste.vector(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
I might also take this opportunity to note that if paste() didn't have the
collapse= argument there would still be more elegant way to write the
loop
do.call(paste,as.list(x))
creates a call to paste() whose arguments are the elements of x.
-thomas
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Re: [R] Hypatia
Hi, Ted: Thanks. This is one of many cases where poor quality may cost more than high quality: It requires roughly 60 time as much space to store a 13+ hour queue than a 13 minute queue. Best Wishes, Spencer Graves (Ted Harding) wrote: It seems that hypatia.math.ethz.ch is hoarding messages to the r-help list for up to 13 hours ... ? Ted. E-Mail: (Ted Harding) [EMAIL PROTECTED] Fax-to-email: +44 (0)870 167 1972 Date: 03-Apr-03 Time: 21:22:12 -- XFMail -- __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] nlme and variance-covariance matrices.
-- Dear R users, I have data on around 2000 birds from 3 generations for which I know an individual's pedigree (i.e. the relationship it shares with other individuals e.g brother, uncle, mother) and also a pedigree based on foster-families, because half broods were removed from their nest of origin and placed in a foster parent's nest. From this I want to model two types of random effects. The first are additive genetic effects (Va) and the variance-covariance matrix associated with these are nearly always positive-definite and will look something like the following: 1 0 0 0.5 0 0 1 0 0.5 0 0 0 1 00 0.5 0.5 0 1 0.25 0 0 0 0.25 1 The elements basically correspond to the proportion of genes shared by any two individuals. The second matrix will model additive maternal effects (Vm) and the variance-covariance matrix associated with these effects will usually not be positive definite as shown below. 1 100 0.5 1 1000 0 0110 0 0110 0.5 0001 The elements here correspond to the proportion of genes shared by the (foster) parents of the two individuals. In this case 2 individuals raised in the same nest that fail to breed in subsequent years will have identical variance-covariance elements (row 34). The structure of the random effects for the model will then be: Va 0 0 Vm or possibly, Va Cov(a,m) Cov(m,a) Vm I am quite new to both mixed effect models and R so would like to know if it is possible to specify specific variance covariance structures and whether non-positive-definite matrices can be used. Many thanks Jarrod Hadfield. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] cdf function: inverse to quantile?
Ded == Ded (David George Edwards) [EMAIL PROTECTED]
on Thu, 3 Apr 2003 13:20:25 +0200 writes:
Ded Is there a function in R for calculating empirical
Ded cumulative distribution functions, i.e. the inverse of
Ded the quantile function? Perhaps in some library?
Yes: in the `stepfun' package
(and already re-invented in other places)
(( package {in R; and library section in other S implementations}))
Ded I'd hate to have to re-invent the wheel.
good idea ;-)
Martin Maechler [EMAIL PROTECTED] http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228
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Re: [R] Printing zero as dot
Giovanni Petris wrote:
I'm pretty sure I've seen some examples of a function printing zero
entries in a matrix as dots, but I'm not able to find it now...
Any suggestions...? Thanks in advance. (Of course, I might have dreamt
of such a function...)
Best,
Giovanni
I just so have something that may help:
print.matrix2 - function(x, zero = ., ...) {
zeros - which(x == 0, arr.ind = TRUE)
x[zeros] - zero
print(x, quote = FALSE, right = TRUE, ...)
invisible()
}
print.matrix2(diag(5))
[,1] [,2] [,3] [,4] [,5]
[1,]1....
[2,].1...
[3,]..1..
[4,]...1.
[5,]....1
Sundar
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Re: [R] hypatia problems?
Just found John Logsdon's posting (copied below) on the R-help archives (for which thanks, John). For comparison with what he put up below (about 1 hour delay), following that is what I'm getting at the moment (26 hours delay and increasingly steadily: was 13 hours yesterday evening). Just wondering if there's something about mailing to my account which may be causing delay (but the admins at mcc.ac.uk assure me there's no problem at their end). If anyone else is experiencing similar problem (though in that case heaven knows when you'll get this one) it would be useful to hear fron you (direct, please, and not via the list!). == From j.logsdon at lancaster.ac.uk: Dear all Off topic to some extent but Ted Harding has just called me to say he is (a) seeing large delays in the list messages when it is sent internally from hypatia.math.ethz.ch. I get only a delay of an hour which is reasonable in the scrap below but Ted reports delays of the order 24 hours, (b) messages he has sent to the list don't appear on it for a long time. Is anyone else experiencing such difficulties? TIA John Received: from hypatia.math.ethz.ch (mailman at hypatia [129.132.58.23]) by hypatia.math.ethz.ch (8.12.9/8.12.6) with ESMTP id h34DDGfm022344; Fri, 4 Apr 2003 15:13:29 +0200 (MEST) ^^ Received: from eyre.southern.net.au (eyre.southern.net.au [202.182.64.147]) by hypatia.math.ethz.ch (8.12.9/8.12.6) with ESMTP id h33CLFfl025858 for r-help at stat.math.ethz.ch; Thu, 3 Apr 2003 14:21:16 +0200 (MEST) ^^ = By contrast, from a message from r-help just received by me: Received: from hypatia.math.ethz.ch ([EMAIL PROTECTED] [129.132.58.23]) by hypatia.math.ethz.ch (8.12.9/8.12.6) with ESMTP id h34FXHg0022987; Fri, 4 Apr 2003 17:35:46 +0200 (MEST) ^^ Received: from usryws02.merck.com (taz.merck.com [155.91.6.20]) by hypatia.math.ethz.ch (8.12.9/8.12.6) with SMTP id h33DVIfl010695 for [EMAIL PROTECTED]; Thu, 3 Apr 2003 15:31:18 +0200 (MEST) ^^ [26 hours delay] Thanks, apologies for OT[ish], and best wishes to all. Ted. E-Mail: (Ted Harding) [EMAIL PROTECTED] Fax-to-email: +44 (0)870 167 1972 Date: 04-Apr-03 Time: 16:54:59 -- XFMail -- __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
RE: [R] cdf function: inverse to quantile?
Take a look at ecdf in package stepfun. -Original Message- From: DED (David George Edwards) [mailto:[EMAIL PROTECTED] Sent: Thursday, April 03, 2003 6:20 AM To: '[EMAIL PROTECTED]' Subject: [R] cdf function: inverse to quantile? Is there a function in R for calculating empirical cumulative distribution functions, i.e. the inverse of the quantile function? Perhaps in some library? I'd hate to have to re-invent the wheel. David Edwards, Biostatistics, Novo Nordisk A/S, Bagsværd, Denmark. [EMAIL PROTECTED] mailto:[EMAIL PROTECTED] Tlf: +45 44 42 62 35. Fax: +45 44 42 14 80 [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] How to use PCURVE to estimate 2-D principal curves?
Hey, Rlisters. Does anybody know how to use the package PCURVE to estimate a 2-Dimensional principal curve? My 2-D data x is stored as a .txt file, looks as following: xx xx xx xx ... xx xx So how to write the command to get the principal curve? Thanks for your point. Fred __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] How to organize/develop an R function
1. Have you read Venables and Ripley's two books, Modern Applied Statistics with S (now in its 4th edition) and S Programming? Especially the latter book could help in this regard. 2. Which version of R are you using, under which operating system? With R 1.6.2 under Windows 2000, I can copy a *.r file into a new directory, double click, and have R open an empty .RData file in that directory. This is can be helpful for identifying globals that you thought were local to a particular function (e.g., misspelled variable names). Hope this helps. Spencer Graves Ernesto Jardim wrote: Hi Maybe this is not an issue about R. It's probably a programming issue and I am not a developer at all. Anyway my main developing activities are in R and that's where I have difficulties. When I develop a function or group of functions I lose eternities with the objects attributes and classes. I do a lot of object manipulation (lists to arrays, factors to numeric vectors, etc, etc) so that I can group data and apply the proper calculations/models to the proper data combination. Some times I get lost or need debugging and hell comes on earth. The objects names are unconsistent, the objects classes are not correct so methods work differently, etc. My question is about programming good pratices in R. Does anyone know about documents ? Do you use some project management software that help on the function structure ? Do you have any ideas ? How do you (the R gurus) develop your packages ? Thanks EJ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] hypatia problems?
Dear all Off topic to some extent but Ted Harding has just called me to say he is (a) seeing large delays in the list messages when it is sent internally from hypatia.math.ethz.ch. I get only a delay of an hour which is reasonable in the scrap below but Ted reports delays of the order 24 hours, (b) messages he has sent to the list don't appear on it for a long time. Is anyone else experiencing such difficulties? TIA John Received: from hypatia.math.ethz.ch ([EMAIL PROTECTED] [129.132.58.23]) by hypatia.math.ethz.ch (8.12.9/8.12.6) with ESMTP id h34DDGfm022344; Fri, 4 Apr 2003 15:13:29 +0200 (MEST) ^ Received: from eyre.southern.net.au (eyre.southern.net.au [202.182.64.147]) by hypatia.math.ethz.ch (8.12.9/8.12.6) with ESMTP id h33CLFfl025858 for [EMAIL PROTECTED]; Thu, 3 Apr 2003 14:21:16 +0200 (MEST) ^^ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Re: ... Outbound e-mail slow from R servers ...
About a day ago, I wrote to R-devel (and Marc) : MM == Martin Maechler [EMAIL PROTECTED] on Thu, 3 Apr 2003 18:36:12 +0200 writes: Marc == Marc Schwartz [EMAIL PROTECTED] on Thu, 03 Apr 2003 09:24:20 -0600 writes: Marc Martin, Marc Not sure if you are aware of this, but since yesterday Marc there seems to be multi-hour delays in outbound e-mail Marc from r-help and r-devel. Inbound mail seems to show Marc up on the archive OK. Marc I am just now getting posts from late yesterday my Marc time. My post to r-devel on RH9 yesterday morning did Marc not show up back to me until last night (my time). Marc HTH, MM Indeed that helped a bit, particularly since I'm in a MM two day course today and tomorrow and haven't had time MM to look closely. MM What happened is that the mailman software has MM occasionally been producing too long delays (of e.g., MM half an hour, even for R-core with 17 addresses!), for MM quite a few weeks now -- which it didn't several weeks MM ago. The first thing I was advised to try was to revert MM the mailman and sendmail settings to their defaults -- MM which I had done yesterday. Additionally, yesterday a MM big part of ETH had severe network problems during noon MM time -- hence it wasn't too easy to find out which MM timeouts where caused by what. MM I have now re-reverted the mailman settings to what they MM were before yesterday, and will start tackling the MM only halfhour delays (which I think come from the MM different qrunner setup that mailman 2.1.x is using -- MM which is active since about March 4). MM Thanks for adverting me! and the really bad thing that happened was that I had somehow managed to almost stop mailman delivery ... I have restarted and things seem to got working much better about an hour ago, and I've received many list mails myself since -- most delayed for more than a day... I'm very sorry about that and hope it hasn't caused too much grief. Martin Maechler [EMAIL PROTECTED] http://stat.ethz.ch/~maechler/ Seminar fuer Statistik, ETH-Zentrum LEO C16Leonhardstr. 27 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-3408 fax: ...-1228 PS: This still applies: MM BTW: If anyone has time for writing a small perl or MM python script that automatically retrieves the mailman MM delay from the two Received: headers in each message MM that contain hypatia -- I'd be quite grateful.. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] message
r-help has recently experienced delays exceeding 24 hours. Some progress has been made in diagnosis, but I don't know about the fix. Spencer Graves Ernesto Jardim wrote: Hi This is a test message. I've tried to send some messages that never got throught. I'm just checking what's wrong. Sorry and don't bother answering. EJ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Hypatia
Spencer Graves [EMAIL PROTECTED] writes: Thanks. This is one of many cases where poor quality may cost more than high quality: It requires roughly 60 time as much space to store a 13+ hour queue than a 13 minute queue. Not to mention the fact that shorter queues will keep people from replying to something that was already answered. I think current r-help subscribers are unlikely to forget about paste(x, collapse= ) for a while The queue would appear to be clearing now. -- O__ Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] trellis.graphic in for-loop
HI,
try to use 'print.trellis()'
Martina
-
see:
library(lattice)
trellis.device(bg=white)
trellis.par.get(fontsize)-fontsize
fontsize$default-16
trellis.par.set(fontsize,fontsize)
a-c(1,2,4,5,4,3,3,3)
b-c(2,5,1,1,1,3,3,3)
c-c(3,5,1,2,2,5,5,5)
as.data.frame(cbind(a,b,c))-q21
varnames-colnames(q21)
i-
for (i in 1:3) {
round(table(q21[,i])/sum(table(q21[,i])),3)*100-z1
as.data.frame.table(table(q21[,i]))-z1
round(z1[,2]/sum(z1[,2]),3)*100-z1[,2]
colnames(z1)-c(varnames[i],y)
xnames-levels(z1[,1])
paste(xnames[1], - low,sep=)-xnames[1]
paste(xnames[length(xnames)], - high,sep=)-xnames[length(xnames)]
z1[,1]-xnames
as.factor(z1[,1])-z1[,1]
print.trellis(barchart(
horizontal=FALSE,
z1[,2]~z1[,1],
ylab=list(% frequency,cex=1.5),
main=list(varnames[i],cex=1.25),
scales=list(1,cex=1.5), col=#ffd18f,
sub=list(Rating,cex=1.25)
))
filename-paste(test,i,_q21k.jpg,sep=)
#dev.print(jpeg, filename ,
width=1000, height=1000, quality=100, bg=white, pointsize=20)
}
--
Department of Statistics Office Phone: (614) 292-1567
1958 Neil Avenue, 304E Cockins Hall FAX: (614) 292-2096
The Ohio State UniversityE-mail: [EMAIL PROTECTED]
Columbus, OH 43210-1247 www.stat.ohio-state.edu/~pavlicov
On Fri, 4 Apr 2003 [EMAIL PROTECTED] wrote:
Hi list,
I am unsuccessfully trying to produce a serious of trellis barcharts from
within a for-loop. The barcharts work outside the loop. What am I missing?
Example attached.
Thanks Herry
#XX
trellis.device(bg=white)
trellis.par.get(fontsize)-fontsize
fontsize$default-16
trellis.par.set(fontsize,fontsize)
a-c(1,2,4,5,4,3,3,3)
b-c(2,5,1,1,1,3,3,3)
c-c(3,5,1,2,2,5,5,5)
as.data.frame(cbind(a,b,c))-q21
varnames-colnames(q21)
i-
for (i in 1:3) {
round(table(q21[,i])/sum(table(q21[,i])),3)*100-z1
as.data.frame.table(table(q21[,i]))-z1
round(z1[,2]/sum(z1[,2]),3)*100-z1[,2]
colnames(z1)-c(varnames[i],y)
xnames-levels(z1[,1])
paste(xnames[1], - low,sep=)-xnames[1]
paste(xnames[length(xnames)], - high,sep=)-xnames[length(xnames)]
z1[,1]-xnames
as.factor(z1[,1])-z1[,1]
barchart(
horizontal=FALSE,
z1[,2]~z1[,1],
ylab=list(% frequency,cex=1.5),
main=list(varnames[i],cex=1.25),
scales=list(1,cex=1.5), col=#ffd18f,
sub=list(Rating,cex=1.25)
)
filename-paste(test,i,_q21k.jpg,sep=)
#dev.print(jpeg, filename , width=1000, height=1000, quality=100,
bg=white, pointsize=20)
}
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Re: [R] trellis.graphic in for-loop
On Friday 04 April 2003 12:04 am, [EMAIL PROTECTED] wrote: Hi list, I am unsuccessfully trying to produce a serious of trellis barcharts from within a for-loop. The barcharts work outside the loop. What am I missing? An explicit print() outside the barchart call. The result of barchart is a trellis object, which needs to be printed for anything to be plotted. Deepayan __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Sampling from a Data Frame
Hi, I've been looking through the documentation for sample(), but can only get it to work with vectors. Is it possible to sample from a dataframe? -- Cheers, Kevin -- /* Time is the greatest teacher, unfortunately it kills its students */ -- Ko-Kang Kevin Wang Master of Science (MSc) Student SLC Tutor and Lab Demonstrator Department of Statistics University of Auckland New Zealand Homepage: http://www.stat.auckland.ac.nz/~kwan022 Ph: 373-7599 x88475 (City) x88480 (Tamaki) __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Sampling from a Data Frame
Ko-Kang Kevin Wang wrote: I've been looking through the documentation for sample(), but can only get it to work with vectors. Is it possible to sample from a dataframe? Do you want to sample rows from a single dataframe? How about something like this where 10 is the number of rows sampled: mydata[sample(dim(mydata)[1], 10),] hope it helps, Chuck Cleland __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Sampling from a Data Frame
What do you want? The following selects 3 rows at random from DataFrame: DataFrame - data.frame(x=1:9, y=rnorm(9)) DataFrame[sample(dim(DataFrame)[1], 3, replace=TRUE), ] Spencer Graves Ko-Kang Kevin Wang wrote: Hi, I've been looking through the documentation for sample(), but can only get it to work with vectors. Is it possible to sample from a dataframe? __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Calling Fortran routines
On Thu, 3 Apr 2003 11:14:55 +0100 , you wrote in message [EMAIL PROTECTED]: PS: I am using R version 1.6.2, under windows 2000 (professional), and the Fortran code is compiled into a Windows 32bit DLL using Compaq Visual Fortran Professional, edition 6.1.0 I don't know that compiler at all, but the usual cause of crashes like this is using incompatible calling conventions. The usual calling convention for a DLL in Windows is stdcall, but R uses cdecl; since I didn't see anything mentioned in your source, I think you were probably using stdcall. Hopefully your documentation will tell you how to ask for cdecl. Once you find this, could you please email me a short paragraph saying in detail what to do with your compiler? I'm putting together a web page showing what's necessary in various cases. My current incomplete draft is visible here: http://www.stats.uwo.ca/faculty/murdoch/software/compilingDLLs Duncan Murdoch __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Hypatia
Tell me about it ! :) My email system was about to collapse ... Partha. Peter Dalgaard BSA [EMAIL PROTECTED] Sent by: [EMAIL PROTECTED] 04/04/2003 02:18 PM To: Spencer Graves [EMAIL PROTECTED] cc: [EMAIL PROTECTED], [EMAIL PROTECTED] Subject:Re: [R] Hypatia Spencer Graves [EMAIL PROTECTED] writes: Thanks. This is one of many cases where poor quality may cost more than high quality: It requires roughly 60 time as much space to store a 13+ hour queue than a 13 minute queue. Not to mention the fact that shorter queues will keep people from replying to something that was already answered. I think current r-help subscribers are unlikely to forget about paste(x, collapse= ) for a while The queue would appear to be clearing now. -- O__ Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean. [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Problems with Mac OS X Beta 3 display?
Beyond a general problem with X11, that it sometimes doesn't display -especially when it is inactive for a while- new windows (like new terminal, R device, or emacs) and only the restart helps, I found a problem which might also be especially the X11's problem. From an apple Terminal window, the following code (which is the first boot.ci example) works just fine. data(city) ratio - function(d, w) sum(d$x * w)/sum(d$u * w) city.boot - boot(city, ratio, R=999, stype=w,sim=ordinary) boot.ci(city.boot, conf=c(0.90,0.95), type=c(norm,basic,perc,bca)) I get normally the four types of confidenec intervals. But form apple X11 public Beta 0.3 I get the following error messages, library(boot) Attaching package `boot': The following object(s) are masked _by_ .GlobalEnv : boot data(city) ratio - function(d, w) sum(d$x * w)/sum(d$u * w) city.boot - boot(city, ratio, R=999, stype=w,sim=ordinary) boot.ci(city.boot, conf=c(0.90,0.95), type=c(norm,basic,perc,bca)) [1] odd number of coulumns [,1] [,2] [1,] 95/1.074 1.908/0.978 Error in paste((, ints1[, 2 * (1:n1)], ,, sep = ) : subscript out of bounds Did anyone find the same behavior under X11? Any soultions? Or just that is why it is still beta. Thanks for any thoughts, suggestions! Katalin __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] creating function bodies using body()
I'm having trouble figuring out how to create a function using body-
(). The help file for body() says that the argument should be a list of
R expressions. However if I try that I get an error:
tmpfun - function(a, b=2){}
body(tmpfun) - list(expression(z - a + b),expression(z^2))
Error in as.function.default(c(formals(f), value), envir) :
invalid formal argument list for function
Can someone give me a simple example for doing this? Thanks!
R. Woodrow Setzer, Jr.Phone: (919) 541-0128
Experimental Toxicology Division Fax: (919) 541-4284
Pharmacokinetics Branch
NHEERL B143-05; US EPA; RTP, NC 27711
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Re: [R] trellis.graphic in for-loop
Martina Pavlicova [EMAIL PROTECTED] writes: HI, try to use 'print.trellis()' Martina Actually the preferred approach is to use print(), not print.trellis(). That is, call the generic function, not the specific name of the method. With namespaces, available in R-1.7.0 and later, package authors have the option of hiding direct access to methods. If Deepayan Sarkar added a namespace to the lattice package (and I think he does plan to do that at some point) then using print() would work as expected but using print.trellis() would no longer work. __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Printing zero as dot
Many thanks to J.R. Lockwood and to Sundar Dorai-Raj for sending me
their suggestions. I ended up using Sundar's function blended with a
flavour of `zapsmall':
print.matrix2 - function(x, zero = ., digits=getOption(digits), ...) {
if (all(ina - is.na(x)))
return(x)
if (length(digits) == 0)
stop(invalid digits)
mx - max(abs(x[!ina]))
x - round(x, digits = if (mx 0)
max(0, digits - log10(mx))
else digits)
zeros - which(x == 0, arr.ind = TRUE)
x[zeros] - zero
print(x, quote = FALSE, right = TRUE, ...)
invisible()
}
Have a good weekend,
Giovanni
I'm pretty sure I've seen some examples of a function printing zero
entries in a matrix as dots, but I'm not able to find it now...
Any suggestions...? Thanks in advance. (Of course, I might have dreamt
of such a function...)
Best,
Giovanni
--
__
[ ]
[ Giovanni Petris [EMAIL PROTECTED] ]
[ Department of Mathematical Sciences ]
[ University of Arkansas - Fayetteville, AR 72701 ]
[ Ph: (479) 575-6324, 575-8630 (fax) ]
[ http://definetti.uark.edu/~gpetris/ ]
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[R] sqlSave() Question
All, I am new in R. I found sqlSave() doesn't work for our Oracle9i. The following was the message: sqlSave(channel, USArrests, rownames=state) Error in sqlColumns(channel, tablename) : USArrests : table not found on channel Check case parameter in odbcConnect sqlQuery() works OK. Please help. Thanks. -MY __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Matrix eigenvectors in R and MatLab
Mikael - The matrix PA9900 is not a symmetric matrix. Eigen() will automatically detect this. help(eigen) says explicitly: For `eigen( , symmetric = FALSE)' the choice of length of the eigenvectors is not defined by LINPACK. In all other cases the vectors are normalized to unit length. In the example you give, the eigenvectors from R are clearly NOT normalized to unit length, while those from Matlab are. Even after normalizing them, the R eigenvectors will differ by order and sign from the Matlab ones. (Compare R column 3 with Matlab column 2.) Have to look at the EISPACK source documentation to see whether it's returning right eigenvectors or left eigenvectors for an asymmetric matix. - tom blackwell - u michigan medical school - ann arbor - On Thu, 3 Apr 2003, Mikael Niva wrote: Dear R-listers Is there anyone who knows why I get different eigenvectors when I run MatLab and R? I run both programs in Windows Me. Can I make R to produce the same vectors as MatLab? #R Matrix PA9900-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43 ,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24 ,58/53 ,26/244 ,0/1 ,5/43) #R-syntax PA9900-matrix(PA9900,nrow=5,byrow=T) eigen(PA9900) #R-output $values [1] 1.2352970 0.3901522 -0.2562860 0.2259411 0.1742592 $vectors [,1][,2][,3] [,4] [,5] [1,] -0.67795430 -1.70686496 -0.52613955 -8.675109 -0.8413826 [2,] -0.32621100 0.54611272 -0.21526356 -2.726193 -0.2876643 [3,] -2.83313878 -2.88801964 0.87388189 45.427935 4.5069361 [4,] -0.09857565 -0.33015962 0.09136359 -5.426254 -0.8201206 [5,] -0.68977432 0.01977374 0.61772506 3.751978 0.4348802 %Matlab Matrix PA9900 =[11/24 10/53 0/1 0/1 29/43 ;1/24 27/53 0/1 0/1 13/43 ;14/24 178/53 146/244 17/23 15/43 ;2/24 4/53 0/1 2/23 2/43 ;4/24 58/53 26/244 0/1 5/43] %MatLab-syntax [wmat,dmat]=eig(mat) %MatLab-output wmat = -0.22500.4330 -0.4998 -0.1795 -0.1854 -0.10830.17710.1599 -0.0614 -0.0583 -0.9403 -0.7191 -0.84570.96170.9708 -0.0327 -0.0752 -0.0967 -0.1750 -0.1160 -0.2289 -0.50830.00580.09280.0802 dmat = 1.2353 0 0 0 0 0 -0.2563 0 0 0 0 00.3902 0 0 0 0 00.1743 0 0 0 0 00.2259 Yours sincerely, Mikael Niva Mikael Niva Avd. för Växtekologi, Dept. of Plant Ecology EvolutionsBiologiskt Centrum, Uppsala Universitet Villavägen 14 752 36 UPPSALA E-post [EMAIL PROTECTED] Tel. +46 (0)18 471 28 65 Fax +46 (0)18 55 34 19 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] creating function bodies using body()
[EMAIL PROTECTED] writes:
I'm having trouble figuring out how to create a function using body-
(). The help file for body() says that the argument should be a list of
R expressions. However if I try that I get an error:
tmpfun - function(a, b=2){}
body(tmpfun) - list(expression(z - a + b),expression(z^2))
Error in as.function.default(c(formals(f), value), envir) :
invalid formal argument list for function
Can someone give me a simple example for doing this? Thanks!
Like this:
tmpfun - function(a, b=2){}
body(tmpfun) - quote({z - a + b; z^2})
tmpfun(3)
[1] 25
And yes, that help page could do with a rewrite...
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c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
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Re: [R] Problems with Mac OS X Beta 3 display?
On Fri, 4 Apr 2003, Katalin Csillery wrote: But form apple X11 public Beta 0.3 I get the following error messages, library(boot) Attaching package `boot': The following object(s) are masked _by_ .GlobalEnv : boot This message means that you have something called `boot' in your workspace that will override the bootstrap function, and is probably causing the error. In any case, it makes it very hard to diagnose the error. I don't have any trouble with this example using version 0.2.1 of Apple's X11 server, and since the example doesn't use any graphics it would be surprising (though not completely impossible) for X11 to be the problem. Try the example in a clean R workspace (if you are starting R from the command line then type R --vanilla to start R without loading any previous workspace. -thomas __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Matrix eigenvectors in R and MatLab
Excellent analysis, Thomas. An alternative to looking at EISPACK documentation is to do the following computations: (1) Values %*% diag(vectors) %*% solve(Values) (2) solve(Values) %*% diag(vectors) %*% Values One of these two should return the original matrix; the other will likely be very different. If so, the mystery is solved. If (1) returns PA9900, then PA9900 %*% Values = Values %*% diag(vectors) Else Values %*% PA9900 = diag(vectors) %*% Values Best Wishes, Spencer Graves Thomas W Blackwell wrote: Mikael - The matrix PA9900 is not a symmetric matrix. Eigen() will automatically detect this. help(eigen) says explicitly: For `eigen( , symmetric = FALSE)' the choice of length of the eigenvectors is not defined by LINPACK. In all other cases the vectors are normalized to unit length. In the example you give, the eigenvectors from R are clearly NOT normalized to unit length, while those from Matlab are. Even after normalizing them, the R eigenvectors will differ by order and sign from the Matlab ones. (Compare R column 3 with Matlab column 2.) Have to look at the EISPACK source documentation to see whether it's returning right eigenvectors or left eigenvectors for an asymmetric matix. - tom blackwell - u michigan medical school - ann arbor - On Thu, 3 Apr 2003, Mikael Niva wrote: Dear R-listers Is there anyone who knows why I get different eigenvectors when I run MatLab and R? I run both programs in Windows Me. Can I make R to produce the same vectors as MatLab? #R Matrix PA9900-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43 ,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24 ,58/53 ,26/244 ,0/1 ,5/43) #R-syntax PA9900-matrix(PA9900,nrow=5,byrow=T) eigen(PA9900) #R-output $values [1] 1.2352970 0.3901522 -0.2562860 0.2259411 0.1742592 $vectors [,1][,2][,3] [,4] [,5] [1,] -0.67795430 -1.70686496 -0.52613955 -8.675109 -0.8413826 [2,] -0.32621100 0.54611272 -0.21526356 -2.726193 -0.2876643 [3,] -2.83313878 -2.88801964 0.87388189 45.427935 4.5069361 [4,] -0.09857565 -0.33015962 0.09136359 -5.426254 -0.8201206 [5,] -0.68977432 0.01977374 0.61772506 3.751978 0.4348802 %Matlab Matrix PA9900 =[11/24 10/53 0/1 0/1 29/43 ;1/24 27/53 0/1 0/1 13/43 ;14/24 178/53 146/244 17/23 15/43 ;2/24 4/53 0/1 2/23 2/43 ;4/24 58/53 26/244 0/1 5/43] %MatLab-syntax [wmat,dmat]=eig(mat) %MatLab-output wmat = -0.22500.4330 -0.4998 -0.1795 -0.1854 -0.10830.17710.1599 -0.0614 -0.0583 -0.9403 -0.7191 -0.84570.96170.9708 -0.0327 -0.0752 -0.0967 -0.1750 -0.1160 -0.2289 -0.50830.00580.09280.0802 dmat = 1.2353 0 0 0 0 0 -0.2563 0 0 0 0 00.3902 0 0 0 0 00.1743 0 0 0 0 00.2259 Yours sincerely, Mikael Niva Mikael Niva Avd. f?r V?xtekologi, Dept. of Plant Ecology EvolutionsBiologiskt Centrum, Uppsala Universitet Villav?gen 14 752 36 UPPSALA E-post [EMAIL PROTECTED] Tel. +46 (0)18 471 28 65 Fax +46 (0)18 55 34 19 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] slides in linux R
Hello, In S-Plus Windows you can transform graphics to Powerpoint very easily, in R Windows you can use enhanced metafiles (.emf) and Powerpoint almost as easy. Is there a simular way with R in Linux to transform to the presentation program in StarOffice or OpenOffice or are you stuck with the pdf device? Fredrik Lundgren __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
