On Wed, Mar 16, 2011 at 10:54 AM, Bert Gunter gunter.ber...@gene.com wrote:
Is there any way that this could be made into a fortune -- perhaps by
omitting the poster's identity?
yes there are threads concidering this topic but they are all about the
theory not about how to get the value of
Am 16.03.2011 19:11, schrieb Joshua Wiley:
(Are fortunes determined by voting? There is precedence for seconding
desired fortunes at least)
Wait, what do you mean by fortune? Is there a
statistics-quote-package-something for the unix shell program 'fortune'
? If so, I want want want!
Am 16.03.2011 19:29, schrieb Heiman, Thomas J.:
Hi Anna,
AIC and BIC are good criteria for determining degree of model fit..
Sincerely,
tom
Thomas Heiman, PhD
Info Systems Eng, Sr
The MITRE Corporation | Center for Enterprise Modernization
Office: 703-983-2951 | thei...@mitre.org
The optimal way of doing it depends on how you want to use the result. An
easy way has been recommended - if you have
boo - list(first=data.frame(a=1:5, b=2:6), second=data.frame(a=6:10,
b=7:11))
.. then
sink(boo.txt)
boo # or: print(boo)
sink()
... will put it all in the same file, the same
Am 16.03.2011 19:34, schrieb Anna Gretschel:
Am 16.03.2011 19:21, schrieb Alexx Hardt:
And to be on-topic: Anna, as far as I know anova's are only useful to
compare a submodel (e.g. with one less regressor) to another model.
thanks! i don't get it either what they mean by fortune...
It's an
Try this:
xtabs(Return ~ Date + Ticker, stock.returns)
On Wed, Mar 16, 2011 at 11:37 AM, chris99 chea...@hotmail.com wrote:
Hi group,
I am trying to convert the organization of a data frame so I can do some
correlations between stocks,
I have something like this:
stock.returns -
Thanks a lot!! It helped!
2011/3/15 Sara Szeremeta sara.szerem...@gmail.com
Hi
I am trying to plot two simple graphs with a grid in background. The axis
and grid appears in correct position, but the actual data are not there
Can somebody provide me a hint what is missing?
The code
If you do ?Startup then you get the help page that describes all that R does as
it starts up and there are a few places in there that it describes where you
can put things to be run automatically.
I have done this for a doctor before who wanted to show the demonstration I
showed him to others,
On Mar 16, 2011, at 17:37 , Yong Wang wrote:
hi, list
R is undoudtedly my favorite statistic tool, however, the data
inputnpart has long been a pain. most data I have to deal with are
irregular and contains special character.
Recently I get a tab delimited data,
Thanks everyone for different solutions.
Every solution works very well. For my purpose, this function sink does what
I was looking for.
Andrija
On Wed, Mar 16, 2011 at 4:23 PM, Roman Luštrik roman.lust...@gmail.comwrote:
How about?
sink(andrija.csv)
l
sink()
--
View this message in
On Mar 16, 2011, at 1:21 PM, Henrik Bengtsson wrote:
See ?seq for generating index vectors of different kinds.
/Henrik
Most people will probably understand seq(...) better than they
understand modulo arithmetic, but logical indexing could also be used
for the task:
((1:12) %/% 2) ==
On Mar 16, 2011, at 1:32 PM, Berend Hasselman wrote:
Peter Langfelder wrote:
On Wed, Mar 16, 2011 at 8:28 AM, Feng Li lt;m...@feng.ligt; wrote:
Dear R,
If I have remembered correctly, a square matrix is singular if and
only
if
its determinant is zero. I am a bit confused by the
require(reshape2)
dcast(stock.returns, Date ~ Ticker)
The numbers were changed from their original values, but if you originally
created the values Return as.numeric they should stay the same
On Wednesday, March 16, 2011 at 9:37 AM, chris99 wrote:
Hi group,
I am trying to convert the
Thank you that is very helpful.
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Hi Stefan,
thats really interesting - I never though of trying to benchmark Linux-64
against OSX (a friend who works on large databases, says OSX performs better
than Linux in his work!). Thanks for posting your comparison, and your hints
:)
i) I guess you have a very fast CPU (Core i7 or so, I
I am trying to read a table from MySQL, I have loaded the file in ts
database, in table name ACC. but i am unable to read it in R through
getSymbol function.
mysql show databases;
++
| Database |
++
|
Thanks a lot for your answer.
Martin Patenaude-Monette
MSc. Candidate
Département de biologie
Université du Québec à Montréal
2011/3/15 Terry Therneau thern...@mayo.edu
--- included text --
I have done model selection between candidate Cox models, using AICc
calculated with penalized log
I have a very large dataset with columns of id number, actual value,
predicted value. This used to be a time series but I have dropped the
time component. So I now have a data.frame where the id number is
repeated but each value in the actual and predicted columns are
unique.
I assume I need to
Thanks for showing me the link to the code / your response / your work in
general.
It seems that the real magic is happening in the call to the function
attributes, via the line
attr(x, srcref)
I'm guessing that attributes must be defined somewhere deep inside the R
machinery (since I didn't find
k=lm(y~x)
summary(k)
returns R^2=0.9994
lm(y~x) is supposed to find coef. a anb b in y=a*x+b
l=lm(y~x+0)
summary(l)
returns R^2=0.9998
lm(y~x+0) is supposed to find coef. a in y=a*x+b while setting b=0
The question is why do I get better R^2, when it should be otherwise?
Im sorry to use the
Feng,
Your matrix is *not* (practically) singular; its inverse is.
The message said that the *system* was singular, not the matrix.
Remember Cramer's Rule: xi = |Ai| / |A|
The really, really large determinant of your matrix is going to appear in the
denominator of your solutions, so,
Hi Derek,
R^2 doesn't mean the same thing when you omit the intercept, as has
been discussed on this list before. See
http://r.789695.n4.nabble.com/lm-without-intercept-td3312429.html
Best,
Ista
On Wed, Mar 16, 2011 at 3:49 PM, derek jan.kac...@gmail.com wrote:
k=lm(y~x)
summary(k)
returns
?summary.lm
The R^2 section explains that R^2 is computed differently depending
on whether or not an intercept is in the model.
-- Bert
On Wed, Mar 16, 2011 at 12:49 PM, derek jan.kac...@gmail.com wrote:
k=lm(y~x)
summary(k)
returns R^2=0.9994
lm(y~x) is supposed to find coef. a anb b in
On 3/16/2011 8:04 AM, taby gathoni wrote:
data-data.frame(id=1:(165+42),main_samp$SCORE,
x=rep(c(BAD,GOOD),c(42,165)))
f-function(x) {
+ str.sample-list()
+ for (i in 1:length(levels(x$x)))
+ {
+ str.sample[[i]]-x[x$x==levels(x$x)[i]
,][sample(tapply(x$x,x$x,length)[i],20,rep=T),]
+ }
+
lm(y~x+0) yields the regression on x without the constant, i.e., y=bx+e,
not y = a +e
derek jan.kac...@gmail.com
Sent by: r-help-boun...@r-project.org
03/16/2011 03:49 PM
To
r-help@r-project.org
cc
Subject
[R] Strange R squared, possible error
k=lm(y~x)
summary(k)
returns R^2=0.9994
Try this:
a - m[c(TRUE, FALSE)]
On Wed, Mar 16, 2011 at 11:43 AM, rens picca...@hotmail.com wrote:
Hi
I have a vector m:
m
[1] ABC transporters
[2] 2
[3] Acetyl-CoA
[4] 1
[5] Energie
[6] 1
[7] FAD Biosynthese
[8] 1
[9] Glyoxylate and dicarboxylate metabolism
[10] 1
[11]
You can get fairly bad results from solve() and
other linear algebra routines without warning.
E.g., the following function makes a 2 by 2 matrix which
would have determinate 1.0 if we had infinite precision
arithmetic and actually will produce one of determinant
1 on a computer if you use the
On 16-03-2011, at 21:11, David Winsemius wrote:
On Mar 16, 2011, at 1:32 PM, Berend Hasselman wrote:
.
svd(a) indicates the problem.
largest singular value / smallest singular value=1e17 (condition number)
-- reciprocal condition number=1e-17
and the standard solve can't handle
On Mar 16, 2011, at 3:19 PM, Justin Haynes wrote:
I have a very large dataset with columns of id number, actual value,
predicted value. This used to be a time series but I have dropped the
time component. So I now have a data.frame where the id number is
repeated but each value in the actual
It states summary.lm:
r.squared R^2, the ‘fraction of variance explained by the model’,
R^2 = 1 - Sum(R[i]^2) / Sum((y[i]- y*)^2),
where y* is the mean of y[i] if there is an intercept and zero otherwise.
Why to use different formula when intercept is set to zero?
I tried to compute R^2
I am new to the R language. I am trying to plot multiple figures on one page
through a loop, but the code just produce one graph on one page. Can someone
show some light on what's wrong?
Here is my code:
library(quantreg)
tcdata-read.table(mydata.txt,header=TRUE)
postscript(myfigure.ps)
basins-
Ha! -- A fortunes candidate?
-- Bert
If this is really a time series, then you will have serious validity
problems due to auto-correlation among non-independent units. (But if you
are just searching for a way to pull the wool over the eyes of the
statistically uninformed, then I guess
Looks like the problem may be that R is automatically passing this flag to
the g++ compiler: -arch x86_64 which appears to be causing trouble for
opencv. Does anyone know how to suppress this flag?
--
View this message in context:
On Wed, Mar 16, 2011 at 1:12 PM, luke-tier...@uiowa.edu wrote:
On Wed, 16 Mar 2011, Gabor Grothendieck wrote:
On Wed, Mar 16, 2011 at 12:16 PM, luke-tier...@uiowa.edu wrote:
On Wed, 16 Mar 2011, Gabor Grothendieck wrote:
On Wed, Mar 16, 2011 at 11:49 AM, luke-tier...@uiowa.edu wrote:
On Thu, Mar 17, 2011 at 10:01 AM, derek jan.kac...@gmail.com wrote:
It states summary.lm:
r.squared R^2, the ‘fraction of variance explained by the model’,
R^2 = 1 - Sum(R[i]^2) / Sum((y[i]- y*)^2),
where y* is the mean of y[i] if there is an intercept and zero otherwise.
Why to use
JLucke at ria.buffalo.edu writes:
lm(y~x+0) yields the regression on x without the constant, i.e., y=bx+e,
not y = a +e
derek jan.kacaba at gmail.com
Sent by: r-help-bounces at r-project.org
03/16/2011 03:49 PM
Would someone like to (please!) write this up and submit it to
Kurt
Thanks all of you for the very interesting discussion. I think I get it
now.
Feng
On 03/16/2011 09:25 PM, rex.dw...@syngenta.com wrote:
Feng,
Your matrix is *not* (practically) singular; its inverse is.
The message said that the *system* was singular, not the matrix.
Remember Cramer's Rule:
Hello R users,
I have this regex see [1] for apache log lines. I tried using R to parse
some data (only because I wanted to stay in R).
A sample line is [2]
(a) I saved the line in [1] into ~/tmp/a.txt and [2] into /tmp/a.txt
pat - readLines(~/tmp/a.txt)
test - readLines(/tmp/a.txt)
test
Hi all,
I'm using the R GUI on a Mac. It is easy to produce a
number of plots and put them into a Quartz window, and then
use Command-left or Command-right to flip between them.
However, Quartz seems to hold a maximum of about 15 plots,
and then discards anything plotted before that.
Firstly, the way you have constructed your data frame in the example will
convert everything to factors. What you need to do is actually a bit simpler:
###
dum - data.frame(date, col1, col2)
###
One way to turn this into the kind of data frame you want is to convert the
main part of
How about using the prediction accuracy or ROC curve if you have validation
data set?
On Wed, Mar 16, 2011 at 11:42 AM, Alexx Hardt mikrowelle1...@gmx.de wrote:
Am 16.03.2011 19:34, schrieb Anna Gretschel:
Am 16.03.2011 19:21, schrieb Alexx Hardt:
And to be on-topic: Anna, as far as I
On 2011-03-16 15:02, Ben Bolker wrote:
JLuckeat ria.buffalo.edu writes:
lm(y~x+0) yields the regression on x without the constant, i.e., y=bx+e,
not y = a +e
derekjan.kacabaat gmail.com
Sent by: r-help-bouncesat r-project.org
03/16/2011 03:49 PM
Would someone like to (please!)
Hi,
I'm struggling to figure out the way to change the name of a column
from within a loop. The problem is I can't refer to the object by its
actual variable name, since that will change each time through the
loop. My xts object is A.
head(A)
A.Open A.High A.Low A.Close A.Volume
The values appear, indeed, however the grid has now shifted so that it is
not aligned with the ticks on the axes. I'm using
grid(nx=NULL, ny=NULL)
that should do the trick to follow the axes' ticks, but it does not.
I would appreciate any sugestions how to solve it.
Regards,
Sara
pln -
I have been reading about autocorrelation in linear models over the last
couple of days, and I have to say the more I read, the more confused I
get. Beyond confusion lies enlightenment, so I'm tempted to ask R-Help for
guidance.
Most authors are mainly worried about autocorrelation in the
1) In my very humble opinion R^2 can't be negative, at least for data for
which it sound to use linear model.
Or the data would have to be utterly wrong to fit them with linear model.
2) I don't want to fit data with linear model of zero intercept.
3) I dont know if I understand correctly. Im
Using the 'CARET' package, is it possible to specify weights for features
used in model prediction? And for the 'knn' implementation, is there a way
to choose a distance metric (i.e. Mahalanobis distance)?
Thanks,
~Kendric
[[alternative HTML version deleted]]
Dear R Help,
I would be very grateful if somebody could explain why this is happening. I
am trying to plot a lattice barchart of a vector of numbers with age
bandings that I have brought together into a data frame. When I plot the
variables in their raw vector form, it works. When I try to
Thank you very much! I will check out help page for extraction operator.
Many thanks,
Haillie
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Hey everyone,
I just saw a demonstration of a model that is built entirely in R that
allows for transportation greenhouse gas related scenario testing and it
used an awesome GUI utilizing iplots, rJava and gWidgets libraries. Very
cool stuff. I am a somewhat seasoned R user but cannot seem
THANK U VERY MUCH!!
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Seconded
On 03/16/2011 05:37 PM, Bert Gunter wrote:
Ha! -- A fortunes candidate?
-- Bert
If this is really a time series, then you will have serious validity
problems due to auto-correlation among non-independent units. (But if you
are just searching for a way to pull the wool over the eyes
Using the 'CARET' package, is it possible to specify weights for features
used in model prediction?
For what model?
And for the 'knn' implementation, is there a way
to choose a distance metric (i.e. Mahalanobis distance)?
No, sorry.
Max
__
On Mar 16, 2011, at 7:58 PM, jctoll wrote:
Hi,
I'm struggling to figure out the way to change the name of a column
from within a loop. The problem is I can't refer to the object by its
actual variable name, since that will change each time through the
loop. My xts object is A.
head(A)
On Wed, Mar 16, 2011 at 8:20 PM, David Winsemius dwinsem...@comcast.net wrote:
On Mar 16, 2011, at 7:58 PM, jctoll wrote:
Hi,
I'm struggling to figure out the way to change the name of a column
from within a loop. The problem is I can't refer to the object by its
actual variable name,
On 11-03-16 07:55 PM, Peter Ehlers wrote:
On 2011-03-16 15:02, Ben Bolker wrote:
JLuckeat ria.buffalo.edu writes:
lm(y~x+0) yields the regression on x without the constant, i.e., y=bx+e,
not y = a +e
derekjan.kacabaat gmail.com
Sent by: r-help-bouncesat r-project.org
03/16/2011
Dear R People:
I have a monthly time series which runs from January 1998 to December 2010.
When I use tsp I get the following:
tsp(ibm$ts)
[1] 1998.000 2010.917 12.000
Is there an easy way to convert this to a seq.Date object, please?
I would like to have something to the effect of
Hi Erin,
I am not sure what a seq.Date object is. My first thought is that
you are talking about the date method for seq(), but there are
hundreds of packages I do not know. In any case, here is what I think
you want.
Josh
## A small example is always nice
dat - ts(1:12, frequency = 12,
take a look at what the output of your cbind is; my guess is that it is a
character matrix. you probably want to do
data.frame(...,...,...)
without the cbind.
Sent from my iPad
On Mar 16, 2011, at 18:12, Martin Ralphs martin.ral...@gmail.com wrote:
Dear R Help,
I would be very grateful
On Wed, Mar 16, 2011 at 4:00 PM, derek jan.kac...@gmail.com wrote:
1) In my very humble opinion R^2 can't be negative, at least for data for
which it sound to use linear model.
!!! Your opinion, humble or not, counts for nothing. Thomas stated a
mathematical fact. I suggest you make an effort
On Wed, Mar 16, 2011 at 10:22 PM, Erin Hodgess erinm.hodg...@gmail.com wrote:
Dear R People:
I have a monthly time series which runs from January 1998 to December 2010.
When I use tsp I get the following:
tsp(ibm$ts)
[1] 1998.000 2010.917 12.000
Is there an easy way to convert this to
On Mar 16, 2011, at 10:22 PM, Erin Hodgess wrote:
Dear R People:
I have a monthly time series which runs from January 1998 to
December 2010.
When I use tsp I get the following:
tsp(ibm$ts)
[1] 1998.000 2010.917 12.000
Is there an easy way to convert this to a seq.Date object,
I have a new question, also regarding grepl.
I would like to subset rows with numbers from 1 to 5 in the section
column, so I used
subset(data, grepl([1:5], section))
but this gave me rows with 10, 1 and 5. (Why is this so?) So I tried
subset(data, grepl([1,2,3,4,5], section))
which worked.
Why doesn't this work and is there a better way ?
z -ifelse(t==1 || 2 || 3, 1,0)
t -3
z
[1] 1
t -4
z
[1] 1
trying to say ...if t == 1 or if t== 2 or if t ==3 then true, otherwise
false
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It doesn't work (in R) because it is not written in R. It's written in some
other language that looks a bit like R.
t - 3
z - t %in% 1:3
z
[1] TRUE
t - 4
z - t %in% 1:3
z
[1] FALSE
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Eric -
What you mean to say is
t - 3
z - ifelse(t %in% c(1,2,3),1,0)
z
[1] 1
t - 4
z - ifelse(t %in% c(1,2,3),1,0)
[1] 0
Expressions don't recalculate themselves when you change
the value of a variable that they use. For that, you
would need a function:
makez = function(t)ifelse(t
subset(data, grepl([1-5], section) !grepl(0, section))
BTW
grepl([1:5], section)
does work. It checks for the characters 1, :, or 5.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Kang Min
Sent: Thursday, 17 March 2011
Hi Erin,
There is no appropriate directory until you have a package. Until
the package is built, R will not access and use the help
documentation. So I guess the answer is, wherever it is convenient
for you to find and edit as your function develops until the time when
you put it in one of your
Anybody who can help me with this issue?
On 15 March 2011 14:15, Antje Niederlein niederlein-rs...@yahoo.de wrote:
Hi there,
I try to model some dose response curves (drc-package). In most cases
it is fine but now I got some data which produces me the following
error:
Hi Jan,
If you want to plot the fitted values of lm function, you can use
abline function
? abline ( te get help)
Regrads
M
Le 15/03/11 23:26, derek a écrit :
Hello R,
I would like to print regression data in graph. I mean the output from:
k=lm(formula,data)
summary(k)
Or somehow
I have the following : a sequence of security returns and their probabilities
e.g.
Security Returns / Probability of Event :
10% Return with 50% probability
-5% Return with 10% probability
3% return with 10% probability
15% return with 10% probability
I can calculate the mean and the
Dear R Users,
How do we read netcdf / hdf format files in R ?
Also, can we convert netcdf to hdf format in R?
Great Thanks,
Best Regards,
Yogesh
[[alternative HTML version deleted]]
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R-help@r-project.org mailing list
I created a couple of timeSeries objects - when I was merging them , I got an
error.
Looking at the data , I see that one of the time series has
06/30/2007 0.0028 0.0183 0.0122 0.0042 0.0095 -
07/31/2007 -0.0111 0.0255 0.0096 -0.0069 -0.0024 0.0043
Thanks a lot! The following strategy as you suggested worked fine:
OR - exp(coef(GLM.2)[-1])
OR.ci - exp(confint(GLM.2)[-1,])
OR
OR.ci
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Try the ncdf, ncdf4, and hdf5 packages from CRAN. (I have never used
the hdf format, but the ncdf4? packages seem to work well.)
Allan
On 16/03/11 07:25, Yogesh Tiwari wrote:
Dear R Users,
How do we read netcdf / hdf format files in R ?
Also, can we convert netcdf to hdf format in R?
s - read.table('d.dat', na.strings='-')
On 16-Mar-11 06:45, Rahul Kaura wrote:
06/30/2007 0.0028 0.0183 0.0122 0.0042 0.0095-
07/31/2007 -0.0111 0.0255 0.0096 -0.0069 -0.0024 0.0043
08/31/2007 -0.0108 -0.0237 -0.0062 -0.0138 -0.0173
(For hdf5 you might want to try the development version at
http://xweb.geos.ed.ac.uk/~hcp/Rhdf5 which improves error handling, cf.
this thread:
https://stat.ethz.ch/pipermail/r-devel/2011-March/060111.html .)
Allan
On 16/03/11 08:53, Allan Engelhardt wrote:
Try the ncdf, ncdf4, and hdf5
To recover also the date:
x- read.table('d.dat', na.strings='-')
x$V1- as.Date(x$V1, %m/%d/%Y)
Hope it helps
mario
On 16-Mar-11 06:45, Rahul Kaura wrote:
I created a couple of timeSeries objects - when I was merging them , I got an
error.
Looking at the data
Dear R helpers
Suppose,
x = c(0, 1, 2, 3)
y = c(A, B, C, D)
z = c(1, 3)
For given values of z, I need to the values of y. So I should get B and D.
I tried doing
y[x][z] but it gives
y[x][z]
[1] A C
Kindly guide.
Regards
Vincy
[[alternative HTML version deleted]]
Hello Vincy.
You probably want
y[match(z,x)]
Or, more instructional:
whereAreZInX-match(z, x)
y[whereAreZInX]
HTH,
Nick Sabbe
--
ping: nick.sa...@ugent.be
link: http://biomath.ugent.be
wink: A1.056, Coupure Links 653, 9000 Gent
ring: 09/264.59.36
-- Do Not Disapprove
-Original
y[which(x %in% z)]
On 3/16/2011 10:42 AM, Vincy Pyne wrote:
Dear R helpers
Suppose,
x = c(0, 1, 2, 3)
y = c(A, B, C, D)
z = c(1, 3)
For given values of z, I need to the values of y. So I should get B and
D.
I tried doing
y[x][z] but it gives
y[x][z]
[1] A C
On Tue, Mar 15, 2011 at 11:42 PM, Raoni Rosa Rodrigues
raonir...@yahoo.com.br wrote:
Hello Mr. Grothendieck,
thanks for your reply!
Text book that I use (Spector, 2008) dind't comment about this feature of
chron function...
I just don't understand why we have 10957 days of difference
On Wed, Mar 16, 2011 at 6:47 AM, Thomas Lumley tlum...@uw.edu wrote:
Actually, you can do this using locked bindings. Look at ?lockBinding
Locked bindings are how namespaces get const function definitions, and
active bindings (on the same help page) are how R CMD check notices
that you are
Hi Jia,
in order to test if the failing parameter estimation really has to do
with wrong initial values, you could first simulate data with your mixed
effects model. Just assume parameters, produce a data set with these
parameters, add noise and look if you can estimate the parameters
correctly
David,
Thanks for your tip but it seems I'm having problems with the number
of columns R manages to read in. Below it s an example of the data read in:
inp[1:20,]
V1 V2V3 V4 V5 V6 V7 V8 V9
1 1. log_fy_coff -1.007600 0.119520 1. NA
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