I am trying to prepare a bed file to load as accustom track on the
UCSC genome browser.
I have a data frame that looks like the one below.
x
V1V2 V3
1 chr1 11255 55
2 chr1 11320 29
3 chr1 11400 45
4 chr2 21680 35
5 chr2 21750 84
6 chr2 21820 29
7 chr2 31890 46
8 chr3 32100
you could use the unix function 'script' before invoking the R
interpreter.
example session:
$ script
Script started, file is typescript
[x86_64|[EMAIL PROTECTED]:~]
$ R --quiet --vanilla
1:10
[1] 1 2 3 4 5 6 7 8 9 10
q()
[x86_64|[EMAIL PROTECTED]:~]
$ exit
exit
Script done, file
You'll need to transform your dataset in a long format first.
library(ggplot2)
n - 5
MyValues - data.frame(Gene = factor(LETTERS[seq_len(n)]), ES =
rnorm(n), MEF = rnorm(n), Embrio = rnorm(n), EShyp = rnorm(n))
MyValuesMelt - melt(MyValues, id.var = Gene)
ggplot(MyValuesMelt, aes(x = Gene, y =
On Feb 6, 2008 2:35 AM, ONKELINX, Thierry [EMAIL PROTECTED] wrote:
You'll need to transform your dataset in a long format first.
library(ggplot2)
n - 5
MyValues - data.frame(Gene = factor(LETTERS[seq_len(n)]), ES =
rnorm(n), MEF = rnorm(n), Embrio = rnorm(n), EShyp = rnorm(n))
MyValuesMelt
Try this and see if it is what you want:
x - read.table(textConnection( V1V2 V3
1 chr1 11255 55
2 chr1 11320 29
3 chr1 11400 45
4 chr2 21680 35
5 chr2 21750 84
6 chr2 21820 29
7 chr2 31890 46
8 chr3 32100 29
9 chr3 52380 29
10 chr3 66450 46 ), header=TRUE)
cat(browser position
Is 'thr' supposed to be the mean and sd of all the values in data2_1?
If so, then
thr - mean(data2_1, na.rm=TRUE) + sd(data2_1,na.rm=TRUE)
I am not exactly sure of what is the problem that you are trying to
solve. You just have to make sure that the object you are creating
by precomputing has
Hi,
I am trying to perform Maximum Likelihood estimation of a Multivariate
model (2 independent variables + intercept) with autocorrelated errors of
1st order (ar(1)).
Does R have a function for that? I could only find an univariate option
(ar.mle function) and when writing my own I find that it
Charilaos Skiadas-3 wrote:
On Feb 5, 2008, at 10:37 AM, Monica Pisica wrote:
But perhaps I am missing something very obvious?
I thought the task views were located where they are (linked from the page
that lists packages) as they summarise the available packages for the given
topic.
On Feb 6, 2008, at 6:23 AM, Neil Shephard wrote:
Charilaos Skiadas-3 wrote:
On Feb 5, 2008, at 10:37 AM, Monica Pisica wrote:
But perhaps I am missing something very obvious?
I thought the task views were located where they are (linked from
the page
that lists packages) as they
On Feb 4, 08:49 AM, Chuck Cleland wrote:
On 2/3/2008 10:09 AM, Christoph Mathys wrote:
Dear R users,
I have a linear model of the kind
outcome ~ treatment + covariate
where 'treatment' is a factor with three levels (0, 1, and 2),
and the covariate is continuous. Treatments 1 and 2 both have
hits=-2.6 tests=BAYES_00
X-USF-Spam-Flag: NO
On Wed, 2008-02-06 at 12:45 +0100, Konrad BLOCHER wrote:
I get this message:
Error: could not find function gls (and also)
Error: could not find function lm.gls
Which package is that in?
RSiteSearch(gls, restrict = functions)
Tells you the
I'm not sure that this would make any difference to someone considering using R.
Would they know what CRAN stands for? Probably not unless they've used
CPAN or equivalent in the past.
Would they know what a 'Task View' is? Again probably not as its not
patently obvious what it is, it doesn't
With databases, one issue that might be relevant is whether you want to
store data in tables (e.g. one table to store one data.frame) that can
subsequently be manipulated in the DB, or to store R objects as R
objects (e.g. as BLOBs). My situation is likely to be the later case,
and one of my
Well, not exactly. package.skeleton() is very useful as a first step,
but it does *not* create a package entirely. It turns out that in
Windows, creating a package is very simple once you have downloaded all
programs needed (e.g., perl) and you have your path configured exaclty,
(exactly, exactly)
A new user will come to the R homepage, go to CRAN via the link under
download and from there see Packages and then be swamped by the huge
number available. Having Task Views as a link on the R homepage would
make these more visible.
I would think that a new user would see the download
There is no generally agreed upon notion of random effects for quantile
regression applications. Insofar as one is willing to accept the
idea that
random effects are just shrunken fixed effects one can consider
similar
schemes in the QR context; one such is described in
“Quantile Regression
On 2/5/2008 11:12 AM, jiho wrote:
Dear List,
I am trying to get R's terminal output to a file and to the terminal
at the same time, so that I can walk through some tests and keep a log
concurrently. The function 'sink' with the option split=TRUE seems to
do just that. It works fine
Hi,
I have a data frame consisting of coordinates on a 10*10 grid, i.e.
example
x y
1 4 5
2 6 7
3 6 6
4 7 5
5 5 7
6 6 7
7 4 5
8 6 7
9 7 6
10 5 6
What I would like to do is return an 10*10 matrix consisting of counts
at each position, so in the above example
Hi, i'm having trouble with my x and y axis. The commands i'm using are
below. The problem is that the y axis starts at coordinate 0,1 and the x
axis starts at coordinate 0,0. As far as I know the y axis can't start at 0
(because it's log scaled) ,so I would like to position the x
There may be an easier way but you can extract the
desired values from the list values in t
str(t) to see the elements in t.
test - matrix(c(1, 1,2,2), 2,2)
tt - apply(test, 1, t.test)
ttable - function(tlist) {
tframe - data.frame(NULL)
for(i in 1:length(tlist)){
t.value - tlist[[i]][1]
Hi,
Can somebody tell me the formula for ?wilderSum in TTR package? I mean how
are these calculated?
BR, Shubha
Shubha Karanth | Amba Research
Ph +91 80 3980 8031 | Mob +91 94 4886 4510
Bangalore * Colombo * London * New York * San José * Singapore *
www.ambaresearch.com
This
John Fox wrote:
Dear Peter and Iksmax,
To elaborate slightly, the Rcmdr tries to figure out which menu items are
appropriate in a given context, and as Peter says, requires that you have at
least one factor in the active dataset before activating the pie chart menu
item; only factors will be
Thanks Gabor for illustrating the basics oop in R using S3. Maybe I didn't
have the right documents, but you example taught me more about oop in R than
everything else I read combined! Thanks for the tip on R.oo, I plan to check
it out later.
I have a few followup questions...
(1) how do I
On 2008-February-06 , at 14:45 , Duncan Murdoch wrote:
On 2/5/2008 11:12 AM, jiho wrote:
Dear List,
I am trying to get R's terminal output to a file and to the
terminal at the same time, so that I can walk through some tests
and keep a log concurrently. The function 'sink' with the
On Wednesday 06 February 2008 14:08, Waterman, DG (David) wrote:
Hi,
I have a data frame consisting of coordinates on a 10*10 grid, i.e.
example
x y
1 4 5
2 6 7
3 6 6
4 7 5
5 5 7
6 6 7
7 4 5
8 6 7
9 7 6
10 5 6
What I would like to do is return
I think this does what you want, but there may be a more efficient way
x y
4 5
6 7
6 6
7 5
5 7
6 7
4 5
6 7
7 6
5 6
dat - read.table('clipboard', header=TRUE) # copy sample data above
dat$patt - paste(dat$x,dat$y, sep='')
mm - as.data.frame(with(dat, table(patt)))
dat - merge(dat, mm,
Sorry, word wrap made that incomprehensible, I think
x y
4 5
6 7
6 6
7 5
5 7
6 7
4 5
6 7
7 6
5 6
dat - read.table('clipboard', header=TRUE)
dat$patt - paste(dat$x,dat$y, sep='')
mm - as.data.frame(with(dat, table(patt)))
dat - merge(dat, mm, by='patt')
mat - matrix(0, ncol=10,
Dear all,
After running a glm, I use the summary ( ) function to extract its
coefficients and related statistics for further use. Unfortunately, the
screen only displays a small (last) part of the results. I tried to
overcome the problem by creating/saving an object coef for
coefficients of the
Dear all;
I've been trying to change the type of line used to draw the box
around the 3d scatterplot (package scatterplot3d) from lty=1 to lty=2
without sucess. I would appreciate suggestions of how to do it.
Thanks
PM
__
R-help@r-project.org mailing
On 2/6/2008 10:07 AM, Pedro Mardones wrote:
Dear all;
I've been trying to change the type of line used to draw the box
around the 3d scatterplot (package scatterplot3d) from lty=1 to lty=2
without sucess. I would appreciate suggestions of how to do it.
Use lty.axis=2. (This is mentioned on
Is there anyway to produce a 3D scatterplot with error bars in the x,y,z
directions? I have searched around and know of scatterplot3d but did
not see any way to put error bars on the points. Any ideas?
__
R-help@r-project.org mailing list
On Feb 6, 2008 9:45 AM, tom soyer [EMAIL PROTECTED] wrote:
Thanks Gabor for illustrating the basics oop in R using S3. Maybe I didn't
have the right documents, but you example taught me more about oop in R than
everything else I read combined! Thanks for the tip on R.oo, I plan to check
it out
Here's a related problem that works for numeric but not for POSIXct
I am seeing it where a panel has no at labels, but others do.
This simple example only has one panel with no at labels.
baseval = 0;
xyplot(1:10 ~ (baseval + c(1:10)), scales=list(x=list
+ (at=list(c()), labels=list(c()),
Hi
Im using the kinship package to draw a pedigree. On my data set this works fine
but when i add indivudals to the pedigree i keep getting an error i hope
someone can help me!
This is the code im using:
Data-read.table(Tree.txt, header=T, sep=,)
attach(Data)
ped-pedigree(id, dadid, momid,
OK I got gls running but this is the error message that I got:
gls_results - gls(LnWRPK ~ LnWGDP+LnWYIELD,correlation = corAR1)
Error in switch(mode(x), NULL = structure(NULL, class = formula), :
invalid formula
Google didn't give any results unfortunately.
Help! :)
Thanks,
KB
Have you
Hi,
I was wondering if someone might be willing to indulge a question about
R and the estimation of a linear regression with time-varying coefficients.
The model I am trying to estimate is of the form:
y(t) = beta(t) * x(t) + v(t)
beta(t) = gamma * beta(t-1) + w(t)
where gamma is a constant,
Normally I can run an R script in batch mode with a command like this
R CMD BATCH MyScript.R MyOutput
However I prefer to write another script containing something like
R --no-restore --save --no-readline $1 $2
so that I could run the original script simply on the prompt as
MyScript.R
tom soyer [EMAIL PROTECTED] writes:
(1) how do I encapsulate the generics? i.e., if a class has 100 methods,
then does it mean 100 generics would be dumped in the global environment?
Or, is it possible to define a local environment and restrict the generics
from one class to a particular
Thanks Gabor. I guess true oo encapsulation is not possible in R.
It seems that there is an IDE for S+ in Eclipse...
On 2/6/08, Gabor Grothendieck [EMAIL PROTECTED] wrote:
On Feb 6, 2008 9:45 AM, tom soyer [EMAIL PROTECTED] wrote:
Thanks Gabor for illustrating the basics oop in R using S3.
Shubha,
The calculation is:
wilderSum[1] - x[1]
for(i in 2:NROW(x)) {
wilderSum[i] - x[i] + wilderSum[i-1] * (n-1)/n
}
Where 'x' is the price series and 'n' is the number of periods.
You can see the calculations for all functions in TTR's source code,
which is on CRAN and r-forge
On Wednesday 06 February 2008 (15:14:28), [EMAIL PROTECTED] wrote:
Hi, i'm having trouble with my x and y axis. The commands i'm using are
below. The problem is that the y axis starts at coordinate 0,1 and the x
axis starts at coordinate 0,0. As far as I know the y axis can't start
On 2008-02-06, Birgit Lemcke [EMAIL PROTECTED] wrote:
I am using R 2.6.1 on a PowerBook G4.
I would like to perform a discriminant function analysis. I found lda
in MASS but as far as I understood, is it only working with
explanatory variables of the class factor.
I think you are
Dear Clara,
The warning is nothing to worry about. If start values aren't specified,
box.cox.powers() uses optimize() to find start values for each
transformation parameter (in this case, there's only one) prior to using
optim() to maximize the (possibly multivariate) likelihood. In the course of
Is there a built in function to invert a list? i.e. to go from
list(
a = c(1, 2, 3),
b = c(1),
d = c(2, 4)
)
to
list(
1 = c(a, b),
2 = c(a, d),
3 = a,
4 = 2
)
Hadley
--
http://had.co.nz/
__
R-help@r-project.org mailing list
Thank all of you for your helps. They are very helpful.
But I have a further question. Suppose I have the following mixed effect
model
thetaMixed - function(tau, i)
{
w - 1 / (s^2 + tau^2)
mu - sum(theta * w) / sum(w)
b - s[i]^2 / (s[i]^2 + tau^2)
theta[i]*(1-b) + mu*b)
}
I
What exactly are you intending the loop to do? Why do you have the
'as.matrix' in the middle of the loop? Where was 'y' defined? Does
this do what you want?
outer(1:5, 1:10, +)
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
[1,]23456789 1011
Dear Harold,
I had the same problem some times ago. I noticed that after I run a set
commands (cleaning all non-usefull variables) for 5 times, the system
broken-down. I solved it building several scritpsNN.R and call them in a .BAT
DOS file. It worked so fine, almost in my case, and the
On Feb 6, 2008 11:28 AM, Tony Plate [EMAIL PROTECTED] wrote:
Bert Gunter wrote:
I strongly suggest you collaborate with a local statistician. I can think of
no circumstance where multiple regression on hundreds of thousands of
variables is anything more than a fancy random number generator.
Open suggestion/question:
If you in each step of an K-step iteration load/allocate a large
object, each time of a different size, followed by smaller memory
allocations (due to your analysis), you might be better of if you
could do the iteration such that the largest object is in the first
Hello,
I have a data frame with a factor column, which uniquely identifies
the observations in the data frame and it looks like this:
sample1_condition1_place1
sample2_condition1_place1
sample3_condition1_place1
.
.
.
sample3_condition3_place3
I want to turn it into three separate factor
Hi all,
I am playing around with the S-Plus ... and I am wondering how to
connect it back and forth with Matlab?
For example, how do I call S-Plus from within Matlab and how do I call
Matlab from within S-Plus?
How do I transfer data back and forth?
Thanks a lot
Hi all,
Does anybody have the source code of stochastic volatility models in R
or Matlab, for example, the Bayesian based or the simulation based SV
estimations as described by Prof Eric Zivot in the following
discussion?
https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000501.html
hits=-2.6 tests=BAYES_00
X-USF-Spam-Flag: NO
On Wed, 2008-02-06 at 22:57 -0800, Michael wrote:
Hi all,
I am playing around with the S-Plus ... and I am wondering how to
connect it back and forth with Matlab?
For example, how do I call S-Plus from within Matlab and how do I call
Matlab
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