Dear all,
Sorry to post my query once again in the list, since I did
not get attention from anyone in my previous mail to this
list.
Now I make it simple here that please give me a code for
find out the columns of a dataframe whose correlation
coefficient is below a pre-determined threshold. (For
I'm just curious, but wondering if there has been any work in making
these algorithms available in R. They are aimed at accelerating
matrix-vector products using approximation ideas, and might be useful in
applications such as kernel machines, Gaussian processes/kriging.
Thanks
Mark Palmer
> DF1<- data.frame(Name=as.factor(c("A","B","C")), Age= c(21,45,30))
> DF2<- data.frame(Name=as.factor(c("A","B","X")), Age= c(50,20,10))
> DF3<- data.frame(Name=as.factor(c("B","Y","K")), Age= c(40,21,30))
>
> merge(merge(DF1,DF2, by.x= "Name", by.y="Name",
> all=TRUE),DF3,by.x="Name",by.y="Name
Le ven. 16 mai à 21:24, Roslina Zakaria a écrit :
Dear R-expert,
Is it possible to save graph from R into Latex document? I can see
save as metafile , PNG, pdf etc, but I'm not sure which one to use.
Thank you so much for your help.
If you use latex, you should go for Encapsulated PostScri
Dear R-expert,
Is it possible to save graph from R into Latex document? I can see save as
metafile , PNG, pdf etc, but I'm not sure which one to use.
Thank you so much for your help.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/
Kenn Konstabel wrote:
I'm not an expert at all, but isn't it that you really want svd(x)$u to
be different (instead of V)?
that would be easy to do:
x <- matrix(rnorm(15), 3, 5)
s1 <- svd(x)
s2 <- svd(x, nv=ncol(x))
x1 <- s1$u %*% diag(s1$d) %*% t(s1$v)
x2 <- cbind(s2$u,1,1) %*% diag(c(s1$d,
Dear group,
I have 3 different data frames. I want to merge all 3
data frames for which there is intersection.
Say DF 1 and DF2 has 100 common elements in Column 1.
DF3 does not have many intersection either with DF1 or
with DF2.
For names in column 1 not present in DF3 I want to
introduce NA
On 5/16/08, Jim Price <[EMAIL PROTECTED]> wrote:
>
> I have stumbled across something in the Lattice package that is vexing me.
> Consider the code below:
> __
>
> library(lattice)
>
>
> myData <- expand.grid(sub = factor(1:16), time = 1:
The problem is arising because graphical effects are certainly turn-on
on the computer.
I deactivated the graphical effects and was able to rotate the 3D surface plot.
Turning effects on bring me back in the original state of a non rotating scene.
It seems that it is more an openGL issue.
Perhaps
francois Guilhaumon gmail.com> writes:
>
> I am facing the same problem than Mark Kimpel with the rgl package :
>
> Running various 3D rendering I'm always faced with a static 3d plot,
> which does not
> rotate when I click and mouse over it.
>
> I'm running Ubuntu linux 7.10 with a 32bit pro
I am facing the same problem than Mark Kimpel with the rgl package :
Running various 3D rendering I'm always faced with a static 3d plot,
which does not
rotate when I click and mouse over it.
I'm running Ubuntu linux 7.10 with a 32bit processor, thus the problem
is not arising from 64bit issues.
Dear R community,
Here are details of my model, which gives me trouble modeling
autocorrelation.
lm11<-lme(Soil.temp ~ Veg*M+Veg*year,
data=a,
random = list(Site=pdDiag(~Veg),
Plot=pdDiag(~Veg))
dataset:
a-data frame of daily m
Hi,
I use sample function in a for loop to get a new random indexing but I don't
know why, I get the same indexes in different iterations of for.
I have a script that uses for loop calling crossval function (the same
definition as crossval in bootstrap package) defined in another script. Both
s
Dear Julia,
You'll need to give more details on your model and the structure of your
dataset. The problem will probably be in the specification of the random
effects. But without the detail we can't check that.
Thierry
---
Dear R community,
I used a linear mixed model (named lm11) to model daily soil temperature
depending upon vegetation cover and air temperature. I have almost 17,000
observations for six years.
I can not account for autocorrelation in my model, since I receive the error
message after applying
is there a way to plot the modulus graph with a different color scheme. The
contrast is very bad (for my eyes).
--
Let's not spend our time and resources thinking about things that are so
little or so large that all they really do for us is puff us up and make us
feel like gods. We are mammals,
Dear group,
I have hundreds
of independent data sets, each data sets contains >100 values. In some data
sets, all the values can be classified into several groups with clear
difference between groups; while in some other data sets, all the values are
randomly distributed. I would like to find a
Dear list members,
while I appreciate the possibility to deal with overdispersion for count
data either by specifying the family argument to be quasipoisson() or
negative.binomial(), it estimates just one overdispersion parameter for the
entire data set.
In my applications I often would like the es
I have stumbled across something in the Lattice package that is vexing me.
Consider the code below:
__
library(lattice)
myData <- expand.grid(sub = factor(1:16), time = 1:10)
myData$observed <- rnorm(nrow(myData))
myData$fitted <- with(my
G'day Brian,
On Fri, 16 May 2008 19:28:59 +0100 (BST)
Prof Brian Ripley <[EMAIL PROTECTED]> wrote:
> 'numeric' is a class but not a type -- so I think the FAQ is wrongly
> worded but the concept is well defined
Though there may be multiple definitions. :-)
Reading a bit in "R Language Definit
I can send data along, but it is too large for the list:
I am using wmtsa and the function wavCWT
I would like to use the range.scale to only evaluate a subset of
frequencies.
deltat of the time series that I am trying to analyze is 1
d = wavCWT(RM202.ts, range.scale = c(96, 2688))
and I get the
On Fri, May 16, 2008 at 2:20 PM, Doran, Harold <[EMAIL PROTECTED]> wrote:
> Wow, this is going open a can :) OK, my comments below in no way
> discount the enormous efforts of R core, but it is my experience.
>
> Using Windows, the biggest obstacles are collecting all programs needed
> to build the
Bear in mind that Box.test knows nothing about p or q: it says
Compute the Box-Pierce or Ljung-Box test statistic for examining
the null hypothesis of independence in a given time series.
I think you are referring to its application to the residuals of an
ARMA(p, q) fit, and that is n
'numeric' is a class but not a type -- so I think the FAQ is wrongly
worded but the concept is well defined (despite the presence of
is.numeric!) But it does not say that all such numbers can be represented
exactly, and only some can.
On Sat, 17 May 2008, Berwin A Turlach wrote:
G'day Erik,
Wow, this is going open a can :) OK, my comments below in no way
discount the enormous efforts of R core, but it is my experience.
Using Windows, the biggest obstacles are collecting all programs needed
to build the package and then structuring your OS path exactly (exactly)
as D. Murdoch says it
On 5/16/2008 2:08 PM, Angelos Markos wrote:
In a few days I'll give a talk on R package development and my
personal experience, at the 3rd Free / Libre / Open Source Software
(FLOSS) Conference which will take place on May 27th & 28th 2008, in
the National Technical University of Athens, in Greec
Dear all,
I have a few questions regarding the 64 bit version of R and the cache
memory R uses.
---
Computer & software info:
OS: kUbuntu Feasty Fawn 7.04 (64-bit)
Processor: AMD Opteron 64-bit
R: version 2.7.0 (64-bit)
Cache memory: currently 16 GB (was 2 GB)
In a few days I'll give a talk on R package development and my
personal experience, at the 3rd Free / Libre / Open Source Software
(FLOSS) Conference which will take place on May 27th & 28th 2008, in
the National Technical University of Athens, in Greece.
I would appreciate if you could share
your
Dear R community,
I used a linear mixed model (named lm11) to model daily soil temperature
depending upon vegetation cover and air temperature. I have almost 17,000
observations for six years.
I can not account for autocorrelation in my model, since I receive the error
message after applying
On 5/16/2008 11:45 AM, Erik Iverson wrote:
Marc -
Marc Schwartz wrote:
on 05/16/2008 09:56 AM Erik Iverson wrote:
Dear R-help -
I have thought about this question for a bit, and come up with no
satisfactory answer.
Say I have the numeric vector t1, given as
t1 <- c(1.0, 1.5, 2.0, 2.5, 3.0
Dear Berwin:
Indeed, it seems I was incorrect. Using your data, it seems that only in
the case that the variables are numeric would my earlier statements be
true, as you note. For example, if we did
lm(y ~ as.numeric(N)+as.numeric(M), dat)
lm(y ~ as.numeric(N)*as.numeric(M), dat)
lm(y ~ as.numeri
2, 2.0, 2e0 are all double while 2L is an integer.
On Fri, May 16, 2008 at 10:56 AM, Erik Iverson <[EMAIL PROTECTED]> wrote:
> Dear R-help -
>
> I have thought about this question for a bit, and come up with no
> satisfactory answer.
>
> Say I have the numeric vector t1, given as
>
> t1 <- c(1.0,
G'day Erik,
On Fri, 16 May 2008 10:45:43 -0500
Erik Iverson <[EMAIL PROTECTED]> wrote:
[...]
> The help page for '%%' addresses this a bit, but then caveats it with
> 'up to rounding error', which is really my question. Is there ever
> 'rounding error' with 2.0 %% 1 as opposed to 2 %% 1?
I am
Spencer Graves has discussed this recently ( in the last couple of
months ) in a thread and I think his FinTS package has a variant of the
Box.test
function that does what you need.
On Fri, May 16, 2008 at 11:45 AM, Nuno Prista wrote:
Dear colleagues,
I am new to R and statistics so ple
Will something like this work for you:
> d <- read.table(textConnection("ZIP DATA
+ 94111 12135.545
+ 93105 321354.65654
+ 94111 545.555
+ 94706 558858.66"), header=TRUE)
> closeAllConnections()
> aggregate(d$DATA, list(Zip = d$ZIP), FUN=median, na.rm=T)
Zip x
1
G'day Harold,
On Fri, 16 May 2008 11:43:32 -0400
"Doran, Harold" <[EMAIL PROTECTED]> wrote:
> N+M gives only the main effects, N:M gives only the interaction, and
> G*M gives the main effects and the interaction.
I guess this begs the question what you mean with "N:M gives only the
interaction"
You just have to pass in the *dendrogram* to heatmap() or heatmap.2().
So if you have an hclust object for the rows and columns (called, say
rhclust and chclust):
heatmap(datamatrix, Rowv = as.dendrogram(rhclust), Colv =
as.dendrogram(chclust), otherargs)
Best,
Jim
Johannes Graumann wro
> To: [EMAIL PROTECTED]> From: [EMAIL PROTECTED]> Date: Fri, 16 May 2008
> 17:55:26 +0200> Subject: [R] heatmap on pre-established hclust output?> >
> Hi,> > Can someone please guide me towards how to produce "heatmap" output
> from the> output of "hclust" run prior to the actual "heatmap" call
Hi,
I have a relatively large matrix 20k rows and 1000 columns. Instead of
trying all possible combinations, is there a way to identify subset of rows
and columns that are most strongly correlated ?
Thanks
Stanley
[[alternative HTML version deleted]]
I'm not an expert at all, but isn't it that you really want svd(x)$u to be
different (instead of V)?
that would be easy to do:
x <- matrix(rnorm(15), 3, 5)
s1 <- svd(x)
s2 <- svd(x, nv=ncol(x))
x1 <- s1$u %*% diag(s1$d) %*% t(s1$v)
x2 <- cbind(s2$u,1,1) %*% diag(c(s1$d,0,0)) %*% t(s2$v)
all.eq
Roslina Zakaria yahoo.com> writes:
> How to swap and rearrange the row so that I will have
> Jan-Dec in order?
> > est31
> p0 est.alpha est.beta est.rate
> Jan 0.8802867 0.7321440 7.241757 0.1380880
> Mar 0.8598566 0.7096567 7.376367 0.1355681
> May 0.6204301 0.8657272 6.036106 0.1
Hi,
Can someone please guide me towards how to produce "heatmap" output from the
output of "hclust" run prior to the actual "heatmap" call? I have some
rather lengthy clustering going on and tweeking the visual output
with "heatmap" recalculating the clustering every time is not feasible.
Thanks,
Dear all,
I want to find the optimal values of a vector, x (with 6 elements)
say, satisfying the following conditions:
1. for all x>=0
2. sum(x)=1
3. x[5]<=0.5 and x[6]<=0.5
For the minimisation I'm using nlminb and to satisfy the first 2
conditions the logistic transformation is used with box c
Marc -
Marc Schwartz wrote:
on 05/16/2008 09:56 AM Erik Iverson wrote:
Dear R-help -
I have thought about this question for a bit, and come up with no
satisfactory answer.
Say I have the numeric vector t1, given as
t1 <- c(1.0, 1.5, 2.0, 2.5, 3.0)
I simply want to reliably extract the uni
Either lm(y~ a-1 + a:x) or lm (y~ a + (a-1):x) or lm(y~ a+ a:(x-1))
-- Bert Gunter
Genentech
-Original Message-
From: bgunter
Sent: Friday, May 16, 2008 8:39 AM
To: Rolf Turner
Subject: RE: [R] Making slope coefficients ``relative to 0''.
lm(y ~ a + a:(x-1))
-Original Message
Dear colleagues,
I am new to R and statistics so please keep that in mind.
I have doubts on the df calculation of Ljung-Box test (Box.test). The
function seems to use always the df=lag=m and not df=m-p-q like suggested in
Ljung and Box (1978) paper (that is referenced).
Do you agree wi
N+M gives only the main effects, N:M gives only the interaction, and G*M gives
the main effects and the interaction.
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Birgit Lemcke
> Sent: Friday, May 16, 2008 11:27 AM
> To: R Hilfe
> Subject: [R] g
If the main goal is to include graphs created by R in LaTeX documents and have
them look nice, and using xfig was just one way of attempting this, then here
are a couple other options that may or may not work better.
Use the postscript graphics device and use psfrag in LaTeX to replace text in
here I show the first text lines and some of the data. There are
actually 6272 rows in the dataframe. Actually the skip parameter works
fine as some people already suggested.
ATF 1.0
20 5
"Type=Mapix Results 2"
"DateTime=2008/05/15 11:05:38"
"ConfigFile="
"GalFile=Y:\experimental\090
Hello R users!
What is the difference between
glm(A~N+M)
glm(A~N:M)
glm(A~N*M)
Thanks in advance.
Birgit
Birgit Lemcke
Institut für Systematische Botanik
Zollikerstrasse 107
CH-8008 Zürich
Switzerland
Ph: +41 (0)44 634 8351
[EMAIL PROTECTED]
175 Jahre UZH
«staunen.erleben.begreifen. Naturwi
on 05/16/2008 09:56 AM Erik Iverson wrote:
Dear R-help -
I have thought about this question for a bit, and come up with no
satisfactory answer.
Say I have the numeric vector t1, given as
t1 <- c(1.0, 1.5, 2.0, 2.5, 3.0)
I simply want to reliably extract the unique integers from t1, i.e., th
1) read.table has a 'skip' argument which may suffice.
2) R has the concept of 'connections' to read sequentially through a file.
See the 'R Data Import/Export' manual.
If that is not enough hints, showing us an example usually intrigues
people enough to offer working code.
On Fri, 16 May 2
Dear R-help -
I have thought about this question for a bit, and come up with no
satisfactory answer.
Say I have the numeric vector t1, given as
t1 <- c(1.0, 1.5, 2.0, 2.5, 3.0)
I simply want to reliably extract the unique integers from t1, i.e., the
vector c(1, 2, 3). This is of course sup
On 16-May-08 14:35:18, Yasir Kaheil wrote:
>
> use the parameter 'skip' in read.table
>
> dat<-read.table("filename",skip=number of rows you want to skip)
>
> thanks
> y
Or, ironically, you can use scan(...,skip=number of rows to skip)!
See ?scan.
Best wishes,
Ted.
> DAVID ARTETA GARCIA wrote
This may be possible using the skip argument in read.table. It's hard to
know w/o a bit more info on the structure of the text file.
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of DAVID ARTETA GARCIA
> Sent: Friday, May 16, 2008 10:31 AM
> To: r-
Hi David!
if you use read.table, there is an argument called skip.
You can set that to skip=20, say.
HTH,
Erin
On Fri, May 16, 2008 at 9:30 AM, DAVID ARTETA GARCIA
<[EMAIL PROTECTED]> wrote:
> Dear list,
>
> I have a text file from a scanner that includes 20 lines of text (scanner
> settings)
it's a good question.. my guess is using "panel.bpplot" prevents filling in
the shape "the coffins"- since the box is now two mirrored graphs. i hope
i'm wrong.
trellis.par.get()
br = trellis.par.get("box.rectangle")
br$col = "black"
br$fill = "lightblue" #this is the parameter that fills in
use the parameter 'skip' in read.table
dat<-read.table("filename",skip=number of rows you want to skip)
thanks
y
DAVID ARTETA GARCIA wrote:
>
> Dear list,
>
> I have a text file from a scanner that includes 20 lines of text
> (scanner settings) before it actually starts showing the readin
Dear list,
I have a text file from a scanner that includes 20 lines of text
(scanner settings) before it actually starts showing the readings in a
tabular format (headings are ID, intensity, background and few others).
I am a biologist with some experience using R and my question is if it
I've got a data frame having numerical data by zip code:
ZIP DATA
94111 12135.545
93105 321354.65654
94111 545.555
94706 558858.66
... ...
I'm using this function to group records by ZIP and calculate the median of
DATA:
aggregate(d$DATA, list(Zip = d$ZIP), F
Hi Richard
You are trying to compare two models, that are not nested. This means
that all usual asymptotics of the test statistics break down, hence
the (second) test you are attempting is not meaningful. Usually one
decides on the form of the response on other grounds such as residual
analysis or
> dat<-array(runif(30),c(15,2));
> dat<-data.frame(x=dat[,1],y=dat[,2]);
> linm<-lm(y~x,data=dat);
> linm.s<-summary(linm);
> attributes(linm.s) #to see all attributes of the summary
$names
[1] "call" "terms" "residuals" "coefficients"
[5] "aliased" "sigma" "d
hanen yahoo.fr> writes:
>
>
> hello;
> firstly, my gratitude to all who help me to find a function that allows me
> to add confidence interval to my graph.
> in order to calculate the (1-alpha)th percentile of for exemple an
> F(df1,df2) distribution i do like this:
> v<-df(alpha,df1,df2)
> p
Here is a response some time ago from John Fox which
should help.
# Extracting values from various objects.
# From "John Fox" <[EMAIL PROTECTED]>
# Using an anova
mod <- lm(mpg ~ ., data=mtcars)
av <- anova(mod)
names(av)
#[1] "Df" "Sum
Dear Nabble.
I am trying to draw a box percentile plot with trellis using the panel in
Hmisc. I really want to colour the plots in. I can alter several of features
of the plot by changing the trellis par settings but I just canât fill the
shape in.
Here is some example code which alters line c
Some off-line discussion showed that the problem was a different iconv.dll
ahead of R's in the path. This is a risk for embedded applications of R,
and worth checking for if this error comes up for you. (We have also seen
it reported just once when the issue was Windows' locale settings.)
On
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
hi members,
At the moment i try to create a web-based GUI for R. I am at the
beginning of this project but i have already now a strange problem.
I would like to create an image which should also be saved. i realize
this with following code line in my PHP file:
$output= intval(shell_exec("R --n
Scionforbai wrote:
>> Is there a reason you are going through this route to get figures
>> into LaTeX instead of using postscript (or PDF for pdflatex)?
>
> To have LaTeX-formatted text printed onto your pdf figures, to include
> in LaTeX documents.
>
> R cannot output 'special' text in xfig. You
the MLEs of a bivariate normal distribution using optim.
Here's code for this example:
---
library(MASS) # needed mvrnorm
library(mvtnorm) # needed for dmvnorm
set.sed(20080516)
n=1000
mu1=3
mu2=5
sig1=7
sig2=20
rho=.5
sigmat=matrix(c(sig1^2,sig1*sig2
hello;
firstly, my gratitude to all who help me to find a function that allows me
to add confidence interval to my graph.
in order to calculate the (1-alpha)th percentile of for exemple an
F(df1,df2) distribution i do like this:
v<-df(alpha,df1,df2)
percentile<-qf(v,df1,df2,alpha)
if it is true
On Thu, 2008-05-15 at 14:50 +0100, e-letter wrote:
> 2008/5/15 Douglas Bates <[EMAIL PROTECTED]>:
> > Did you happen to notice the part at the bottom of every message about
> > "provide commented, minimal, self-contained, reproducible code"?
> >
> Sorry, don't understand what that statement means i
> Is there a reason you are going through this route to get figures
> into LaTeX instead of using postscript (or PDF for pdflatex)?
To have LaTeX-formatted text printed onto your pdf figures, to include
in LaTeX documents.
R cannot output 'special' text in xfig. You need to post-process the
.fig
on 05/16/2008 07:22 AM Peter Dalgaard wrote:
Peter Dalgaard wrote:
Jonathan Baron wrote:
Not to be impatient, but something seems odd.
The CRAN repository has nothing for Fedora 9.
The RPM of R that comes with Fedora 9 is version 2.6.2. Someone
connected with the Fedora project must have
Hey Jim,
In fact the 123 values range from: (minus) -1,50156 to 0,61068 and I need
to enter them as graduation for the X axis (axis 1) and the other 7 values
(0,45833 0,609 0,6123 0,63 0,72 1 1) I need them to form a
graduation for axis 2.
then I have points with coordinates (x,y) that
Peter Dalgaard wrote:
> Jonathan Baron wrote:
>
>> Not to be impatient, but something seems odd.
>>
>> The CRAN repository has nothing for Fedora 9.
>>
>> The RPM of R that comes with Fedora 9 is version 2.6.2. Someone
>> connected with the Fedora project must have built that.
>>
>> R 2.7 is no
Hello
>Trying to run R in a non-existent locale (or at least in a charset
iconv() does not understand).
>However, your example (with suitably modified paths) does work for me
in apparently the same locale, so > I cannot debug it for you.
Thank you for trying. I do not understand the non-ex
Dear all,
For removing correlated columns in a data frame,df.
I found a code written in R in the page
http://cheminfo.informatics.indiana.edu/~rguha/code/R/ of
Mr.Rajarshi Guha.
The code is
#
r2test <- function(df, cutoff=0.8) {
if (cutoff > 1 || cutoff <= 0) {
stop(" 0 <= c
"PDJW" == "Prof. Dr. Joachim Werner" <[EMAIL PROTECTED]>
on Fri, 16 May 2008 12:55:32 +0200
PDJW> Hi,
PDJW> can anybody help me concerning ther following problem:
PDJW> We do simulations with fARMA and use the function armaSim,
PDJW> which
PDJW> requires the input paramet
This can be shortened slightly using the builtin month.abb in place of m:
ind <- match(substr(rownames(est), 1, 3), month.abb)
On Fri, May 16, 2008 at 5:38 AM, Abhijit Dasgupta
<[EMAIL PROTECTED]> wrote:
> Another possibility:
> # Generate the months in sequential order:
> m <- months(seq(as.Dat
Hello;
I want to create a 2 D plan with (123 values) for axis1 and 7 values for
axis 2.
I then want to make a projection of points with their coordonates in that
plan!
is that possible and how to proceed?
Thanks
[[alternative HTML version deleted]]
___
Hi,
I'm trying to do PCA on a n by p wide matrix (n < p), and I'd like to
get more principal components than there are rows. However, svd() only
returns a V matrix of with n columns (instead of p) unless the argument
nv=p is set (prcomp calls svd without setting it). Moreover, the
eigenvalues
Jonathan Baron wrote:
> Not to be impatient, but something seems odd.
>
> The CRAN repository has nothing for Fedora 9.
>
> The RPM of R that comes with Fedora 9 is version 2.6.2. Someone
> connected with the Fedora project must have built that.
>
> R 2.7 is not in the "updates" for Fedora 9, so n
Is there a reason you are going through this route to get figures
into LaTeX instead of using postscript (or PDF for pdflatex)?
Robert wrote:
> If I edit the fig file with Xfig, I have to change the value of
> "special flag" to "special" and the font to a LaTeX font instead of a
> postscript font.
Hi,
can anybody help me concerning ther following problem:
We do simulations with fARMA and use the function armaSim, which
requires the input parameters in list format; this works perfect,
however we would like to write the input for several different
parameter lists (models) in a loop. I
Not to be impatient, but something seems odd.
The CRAN repository has nothing for Fedora 9.
The RPM of R that comes with Fedora 9 is version 2.6.2. Someone
connected with the Fedora project must have built that.
R 2.7 is not in the "updates" for Fedora 9, so nobody connected with
Fedora has don
On Fri, 16 May 2008, john seers (IFR) wrote:
Hello All
I am trying to get the JRI examples from rJava to work on Windows XP and
failing. (And as a more general and connected question is there any
review/summary of front-end software for R?)
I have installed rJava from the Windows binary suppl
Hi
Maybe you shall reconsider your decision to avoid manuals especially
R-intro.pdf, where you can learn basic operations and data structures.
[EMAIL PROTECTED] napsal dne 16.05.2008 09:52:22:
> For the record, v6 represented the averages for columns v3-v5 because
> I could not quickly find th
Hello All
I am trying to get the JRI examples from rJava to work on Windows XP and
failing. (And as a more general and connected question is there any
review/summary of front-end software for R?)
I have installed rJava from the Windows binary supplied. I compile and
run the example supplied (rte
Another possibility:
# Generate the months in sequential order:
m <- months(seq(as.Date('2000/1/1'), by='month',length=12),abbreviate=T)
# Concatenate the data
est=rbind(est31,est30,est28)
# generate the right order
ind <- match(substr(rownames(est),1,3),m)
# reorder the rows
est <- est[ind,]
BTW,
> How to swap and rearrange the row so that I will have
> Jan-Dec in order?
> > est31
> p0 est.alpha est.beta est.rate
> Jan 0.8802867 0.7321440 7.241757 0.1380880
> Mar 0.8598566 0.7096567 7.376367 0.1355681
> May 0.6204301 0.8657272 6.036106 0.1656697
> July 0.5032258 0.9928488 4.
Dear R-expert,
How to swap and rearrange the row so that I will have
Jan-Dec in order?
> est31
p0 est.alpha est.beta est.rate
Jan 0.8802867 0.7321440 7.241757 0.1380880
Mar 0.8598566 0.7096567 7.376367 0.1355681
May 0.6204301 0.8657272 6.036106 0.1656697
July 0.5032258 0.9928488 4.0
Hi R-users,
I'm fitting gamma parameters (shape and rate ) by two methods (by direct
and and fitdistr of MASS library). I have realized the following code
which gives me two results. However, I find that those two outcomes are
significantly different. Is there any explanation to this case? Many
For the record, v6 represented the averages for columns v3-v5 because
I could not quickly find the r instruction to calculate the average.
Similiarly v7 represents square power of v2. At the time it was
quicker than trawling through five or so user manuals for the formula
syntax.
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