Dear Michael ,
Thanks for your help. I figured out the fault. Actually i was running the
code for a very short time(less than one minute) and was then trying to make
chart out of that. The code works well if I run it for more than one minute.
Thanks again for your help.
Atanu
--
View this messag
Hello,
I have been following the thread dated Monday, October 9, 2006 when Kamila
Naxerova asked a question about plotting elliptical shapes. Can you explain the
equations for X and Y. I believe they used the parametric form of x and y (x=r
cos(theta), y=r sin(theta). I don't know what r is he
Hi,
I'm playing around with gamlss and don't entirely understand the sigma
result from an attempted lognormal fit.
In the example below, I've created lognormal data with mu=10 and sigma=2.
When I try a gamlss fit, I get an estimated mu=9.947 and sigma=0.69
The mu estimate seems in the ballpark,
I think Alabama package on CRAN can do this;
http://cran.r-project.org/web/packages/alabama/index.html
>-Original Message-
>From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org]
>On Behalf Of JW
>Sent: 31 October 2011 17:57
>To: r-help@r-project.org
>Subject: [R] Linear
Actually, I think I've spotted it: the link function for sigma is "log" and
exp(0.69) is nearly 2 -- the original sigma
-RdR
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View this message in context:
http://r.789695.n4.nabble.com/low-sigma-in-lognormal-fit-of-gamlss-tp3962480p3962487.html
Sent from the R help mailing list archive at Nab
Dear colleagues
I'm using data that looks like .test and .test1 below to draw two mosaic plots
with cell labelling (the row percentages from the tables).
When I take out the pop=FALSE commands in the mosaic commands and comment out
the two lines labelling the cells, then the plots are laid out e
Thanks for everyone's input so far, it is greatly appreciated. But I've got
one last task I could use some advice on
Here are the first few lines of my data set:
site,time_local,time_utc,reef_type_code,sensor_type,sensor_depth_m,temperature_c
06,2006-04-09 10:20:00,2006-04-09 20:20:00,BAK,sb39,
On Oct 31, 2011, at 2:01 PM, "Stefano Conti" wrote:
> Thanks to Dr Shepard and Prof Riply for their helpful replies.
>
> In my original query I should have also specified that I have tried the
> trick, also suggested by Prof Ripley, of appending the extra-column to the
> original matrix befo
You should figure out how many samples you want for Y=1 and 0, then
sample from the relevant subset dfrm[dfrm$Y==1] by sampling
row.names(dfrm[dfrm$Y==1] using replace=FALSE
?sample
On Mon, Oct 31, 2011 at 8:18 PM, Comcast wrote:
>
>
> On Oct 31, 2011, at 1:54 PM, loubna ibn majdoub hassani
> w
alaios wrote:
>
> Dear all,
>
> I have a function that recognizes the following format for timestamps
> "%Y-%m-%d %H:%M:%S"
>
> my function takes two input arguments the TimeStart and TimeEnd
> I would like to help me create the right list with pairs of TimeStart and
> TimeEnd which I can feed
On Oct 31, 2011, at 1:54 PM, loubna ibn majdoub hassani
wrote:
> Hir
> I have an umbalanced data set where I want to predict a binary variable Y.
> I want to do an under sampling by keeping all the 1 and taking just some of
> the 0 such as I'll have 90% of 0 and 10% of 1.
ou haven' t given mu
Provide some sample data. For instance, a data frame with two columns and the
function.
On Oct 31, 2011, at 6:37 PM, Alaios wrote:
> Dear all,
>
> I have a function that recognizes the following format for timestamps
> "%Y-%m-%d %H:%M:%S"
>
> my function takes two input arguments the TimeSt
On 11-10-31 6:11 PM, Karl Knoblick wrote:
Hallo!
I just want to make a 3D plot of a surface of a cone and want to plot some
single points around.
I tried wireframe but cannot find how to plot single points
I tried scatterplot3d but there the surface is not simple to plot. And: How can
I rota
Dear all,
I have a function that recognizes the following format for timestamps
"%Y-%m-%d %H:%M:%S"
my function takes two input arguments the TimeStart and TimeEnd
I would like to help me create the right list with pairs of TimeStart and
TimeEnd which I can feed to lapply (I am using mclapply ac
Dear Peter,
Thanks for your reply.I am familiar with this solution but I was trying to make
the plot user friendly.I have seen some plots,in which if we keep a cursor on
any point of plot,it will automatically shows you the row names.Is it possible?
I did not find anything related to this.
Tha
Hallo!
I just want to make a 3D plot of a surface of a cone and want to plot some
single points around.
I tried wireframe but cannot find how to plot single points
I tried scatterplot3d but there the surface is not simple to plot. And: How can
I rotate the point of view by the z-axis
I tr
Tena koe Vikas
If I understand you correctly, you could generate a character matrix the
elements of which are the row.names and col.names of x1 pasted together
(perhaps with : as a separator). Then the upper.tri of this will give you the
associations.
HTH ...
Peter Alspach
> -Original M
On Oct 31, 2011, at 5:12 PM, Comcast wrote:
>
>
> On Oct 31, 2011, at 3:31 PM, Bert Gunter wrote:
>
>> Well, if I understand the question correctly (following the posting guide
>> would have spared guessing, as usual), forget packages -- nothing more than
>> elementary algebra is needed.
>>
Dear all,
I am having this trouble and posted this query before.Can you please help me.
I have two matrices- x1 and y1 with same row names and column names(actually
the names of the patients).
x1
a bc de
a 1.000 0.4730679 0.6226
On Oct 31, 2011, at 3:31 PM, Bert Gunter wrote:
> Well, if I understand the question correctly (following the posting guide
> would have spared guessing, as usual), forget packages -- nothing more than
> elementary algebra is needed.
>
> e.g.
>
> lm(y ~ x1 + x2 + x3) subject to the constrain
Comments inline:
On Mon, Oct 31, 2011 at 1:51 AM, magono wrote:
> Ok, to michael
> Looking over what you posted I'm thinking this is the way forward but my
> lack of experience using functions is getting in the way of accomplishing
> the task. Examining the outputs into the functions and puttin
On Oct 31, 2011, at 7:30 AM, Thorsten Vogel wrote:
> Dear all,
>
> My question might be more of a statistics question than a question on R,
> although it's on how to apply the 'quantreg' package. Please accept my
> apologies if you believe I am strongly misusing this list.
>
> To be very brief
On Mon, 31 Oct 2011, Rich Shepard wrote:
Curious how the database table has a value of 1.00 mg/L and the read data
frame contains NA. More curious is why the cast() data frame has a '2' for
that row.
Further searching in emacs of the text file generated by write.text() I
found two rows for
I'm thinking you need to read up on what a p-value is:
https://secure.wikimedia.org/wikipedia/en/wiki/P-value
Michael Weylandt
On Mon, Oct 31, 2011 at 2:51 PM, Muhammad Rahiz
wrote:
> Hi everyone,
>
> I'm trying to determine the significance of a trendline. From my internet
> search months ago,
Your data didn't come through with the html stripping but either
unique() or duplicated() should get you where you need to be.
Michael
On Mon, Oct 31, 2011 at 12:25 PM, yan liu wrote:
> Hi,
>
> I have a matrix like this, two columns: a, b
>
> a b c1 21 c2 19 c2 20 c2 20 c4 25 c5 18 c5 18
I am trying to install R on a pretty up-to-date CentOS system. I have
tried installing 2.14.0 and 2.13.2. In both cases, the configure step
fails, and does not produce a Makefile. So, of course, I can't issue
"make".
The errors that I can find in config.log are, first, several missing
files: ac
I am running ARMA model on time series data. Data consists of price changes
in S&P 500 during the day, recorded at 4 predefined time stamps( 8:30,
10:30,10:15, 3:12, hence non equidistant)
My question is, do I need to worry about the data being non equidistant?
If so, how do I modify my series t
Thanks to Dr Shepard and Prof Riply for their helpful replies.
In my original query I should have also specified that I have tried the trick,
also suggested by Prof Ripley, of appending the extra-column to the original
matrix before dumping to text; however, in cases where the field separator
s
Well, if I understand the question correctly (following the posting guide
would have spared guessing, as usual), forget packages -- nothing more than
elementary algebra is needed.
e.g.
lm(y ~ x1 + x2 + x3) subject to the constraint beta_2 = beta_3, the
coefficients of x2 and x3, is the same as
I believe the package systemfit can help you with that. Haven't tried it
myself, but give it a go.
Regards,
Kristian
2011/10/31 JW
> Please advice on the package I should use to run a linear regression model
> (weighted least squared) with linear equality constraint. I initially
> tried
> "co
For a data set dat with variable 'case', it follows
sam.rate=0.9
n.ctrl<-nrow(dat[dat$case==0,])
sam.ctrl<-dat[sample(row.names(dat[dat$case==0],n.ctrl*sam.rate,replace=F),]
rbind(dat[dat$case==1,],sam.ctrl)
Weidong Gu
On Mon, Oct 31, 2011 at 1:54 PM, loubna ibn majdoub hassani
wrote:
> Hi
> I
Hi everyone,
I'm trying to determine the significance of a trendline. From my internet
search months ago, I came across the following post. I modified tim and
dat for simiplicity.
tim <- 1:10
dat <- c(0.17, 1.09 ,0.11, 0.82, 0.23, 0.38 ,2.47 ,0.41 ,0.75, 1.44)
fstat <- summary(lm(dat~tim))$fsta
Hi Matt,
In general my first approach would be to contact the package maintainer/author
with questions.
The World Bank example with monthly data runs quite smoothly on my PC using
Windows XP and IE7.
However, I can see that the performance deteriorates compared to the original
demo.
The gvisM
On Mon, 31 Oct 2011, Justin Haynes wrote:
I'd look at the outputs of those two dcast calls and find cells where the
length is > 1. Those are duplicated entries in your initial data.frames
(when I've run into this is was usually due to NA values somewhere
unexpected).
The dcast() resulting d
I have some data which is censored and I want to determine the median. Its
actually cost data for a cohort of patients, many of whom are still on
treatment and so are censored.
I can do the same sort of analysis for a survival curve and get the median
survival... ...but can I just use the surv
Hi
I have an umbalanced data set where I want to predict a binary variable Y.
I want to do an under sampling by keeping all the 1 and taking just some of
the 0 such as I'll have 90% of 0 and 10% of 1.
Can u help me do that
Thank u
[[alternative HTML version deleted]]
_
Please advice on the package I should use to run a linear regression model
(weighted least squared) with linear equality constraint. I initially tried
"constrOptim" but it turned out that it only supported inequality linear
constraint. Thank you very much in advance.
Cheers,
Jon
--
View this m
Thanks you all.
2011/10/31 Leonardo Bergamini
> I need a table showing even the zero counts.
>
> x<-c(1,1,1,2,2,2,5,5,5)
> table(x)
> x
> 1 2 5
> 3 3 3
>
>
> How can I get this:
>
> x
> 1 2 3 4 5
> 3 3 0 0 3
>
> Thanks,
>
>
>
>
[[alternative HTML version deleted]]
___
On Mon, 31 Oct 2011, Justin Haynes wrote:
However, the dcast calls that "failed" can be helpful for determining the
source of your error. I'd look at the outputs of those two dcast calls
and find cells where the length is > 1. Those are duplicated entries in
your initial data.frames (when I've
The reason dcast would give that warning (not a failure) is if the
formula you gave did not specify unique values. Thus, dcast needs an
aggregating function, which defaults to length.
However, the dcast calls that "failed" can be helpful for determining
the source of your error. I'd look at the
On Mon, 31 Oct 2011, carol white wrote:
My apologies for having interfered with an existing thread.
Any other proposition to unset the proxy in R is welcome.
Please do follow the posting guide: we are lacking the 'at a minimum'
information requested (not for the first, second, third ... time
I should have said:
See also
?model.matrix
-- Bert
On Mon, Oct 31, 2011 at 9:00 AM, flokke wrote:
> I know the lm() function, but I'd like to make my 'own' regression analysis
> by using matrix algebra.
> Thats why I wrote the function,
> but I dont know what values to pick to make it suitable
Well, this just shows how much you don't understand. There is A LOT under
the hood here, extending back to work in the 70's (Wilkinson and Rogers
(1973) "Symbolic description of factorial models for analysis of variance"
) and probably before. See also McCullagh and Nelder's "Generalized Linear
Mo
On Mon, 31 Oct 2011, Stefano Conti wrote:
Dear R users,
When dumping an R matrix object into a file -- typically via the
'write.table' function -- the 'eol' option can be used to specify
the end-of-line character(s) which should appear at the end of each
row.
However the argument to 'eol'
"assignment operator <- does not work in a function..."
Of course not! Read the docs (e.g. "An Introduction to R", especially the
part on writing functions)
Also:
?"<<-"
-- Bert
On Mon, Oct 31, 2011 at 9:22 AM, Mehmet Suzen wrote:
> Are you running the function with Rscript or R CMD? If yes,
My apologies for having interfered with an existing thread.
Any other proposition to unset the proxy in R is welcome.
Cheers,
Carol
- Original Message -
From: peter dalgaard
To: carol white
Cc: "r-h...@stat.math.ethz.ch"
Sent: Monday, October 31, 2011 1:44 PM
Subject: Re: [R] unset
Working with 5 subset streams from my source data frame, three of them
successfully call dcast(), but two fail:
jerritt.cast <- dcast(jerritt.melt, site + sampdate ~ param)
Aggregation function missing: defaulting to length
and
winters.cast <- dcast(winters.melt, site + sampdate ~ param)
Aggr
Dear R users,
When dumping an R matrix object into a file -- typically via the 'write.table'
function -- the 'eol' option can be used to specify the end-of-line
character(s) which should appear at the end of each row.
However the argument to 'eol' seems to be restricted to have length 1, wherea
I know the lm() function, but I'd like to make my 'own' regression analysis
by using matrix algebra.
Thats why I wrote the function,
but I dont know what values to pick to make it suitable for every dataset.
If I pick a statistical model like lm(y~x) as input, the function would not
know what o
Hi,
I am trying to create a googleVis motion chart with monthly data. When
formatting the date column as a Date class variable, the plot as presented in
the browser becomes considerably slower and very prone to crashing the browser.
To illustrate this issue I have modified the WorldBank demo
http://r.789695.n4.nabble.com/file/n3956027/myplot.png
--
View this message in context:
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Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing
Is there a way to default the view of the graph to a certain angle depending
on a data set? If my z values are increasing, can I have the graph open up
to an optimal way of viewing it, instead of actually turning the graph? How
about if my z values are decreasing?
--
View this message in context
Dear colleagues
I'm using data that looks like .test and .test1 below to draw two mosaic plots
with cell labelling (the row percentages from the tables).
When I take out the pop=FALSE commands in the mosaic commands and comment out
the two lines labelling the cells, then the plots are laid out e
On Mon, 31 Oct 2011 09:14:15 -0700 (PDT)
Mark Lamias wrote:
> The wilcoxon test in coin are meant only for "Testing the equality of
> the distributions of a numeric response in *two or more* independent
> groups against shift alternatives" whereas the wilcoxon test in the
> base pacakge "Perform
Hi,
I have a matrix like this, two columns: a, b
a b c1 21 c2 19 c2 20 c2 20 c4 25 c5 18 c5 18
how to prepare a new matrix removing the rows with repeated units in b
columns, like there are two 20 and two 18 in b column (others are unique in
b col). I wanna a pure matrix with one 20 and
Are you running the function with Rscript or R CMD? If yes, try it
interactively. Or, try to run them separate functions.
>-Original Message-
>From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org]
>On Behalf Of Levent TERLEMEZ
>Sent: 31 October 2011 13:31
>To: r-help@r
Dear all,
I have two data frames- x1 and y1 with same row names and column names(actually
the names of the patients).
x1
a bc de
a 1.000 0.4730679 0.6226994 0.6036036 0.643
b 0.4730679 1.000 0.6227273 0.6303855 0.5730858
The wilcoxon test in coin are meant only for "Testing the equality of the
distributions of a numeric response in *two or more* independent groups against
shift alternatives" whereas the wilcoxon test in the base pacakge "Performs
*one-* and two-sample Wilcoxon tests on vectors of data; the latt
Rob: Probably a on-reply, as it requires the OP to do exatly what he does
not want to -- fill in the values manually.
Rather:
> table(factor(x,lev=1:5)) ## make x a factor
1 2 3 4 5
3 3 0 0 3
-- Bert
On Mon, Oct 31, 2011 at 8:48 AM, Rob Griffin wrote:
> x<-matrix(c(1,2,3,4,5,3,3,0,0,**3),nr
Let me caution against this approach as factors are generally stored
in R as integers but in a way that's not particularly meaningful for
most applications. This will silently make use of those internal
codes, the quantiles of which probably are not helpful for what you
are looking for. Furthermore
x<-matrix(c(1,2,3,4,5,3,3,0,0,3),nrow=2,ncol=5,byrow=TRUE)
x
[,1] [,2] [,3] [,4] [,5]
[1,]12345
[2,]33003
-Original Message-
From: Leonardo Bergamini
Sent: Monday, October 31, 2011 1:35 PM
To: r-help@r-project.org
Subject: [R] How to show
Have you seen the lm() function? I think it does what you are talking
about, but the vagueries of your statement make it hard for me to give
a concrete answer. It does worry me to think of you having one
function to do all your regressions analysis ever for any problem
whatsoever
Michael
On M
Or this:
> str(x)
'data.frame': 100 obs. of 6 variables:
$ x1: num 0.4548 0.0352 0.6353 0.6017 0.8588 ...
$ x2: num 0.849 0.335 0.986 0.617 0.212 ...
$ x3: num 1.35 0.46 1.67 1.23 1.14 ...
$ x4: num 2.67 0.91 3.31 2.48 2.28 ...
$ x5: Factor w/ 3 levels "1","2","3": 3 1 3 3 3 1 2 3 3 1 .
Just add something to skip the non-numeric variables:
e.g.,
lapply(x, function(x) if(is.numeric(x)) quantile(x,c(0.01, 0.99)) else
levels(x))
If you want to use sapply(), you'll need the factor case to return
something that is 2x1 so it can all be simplified nicely.
Michael
On Mon, Oct 31, 201
?tabulate
> x<-c(1,1,1,2,2,2,5,5,5)
> tabulate(x)
[1] 3 3 0 0 3
>
On Mon, Oct 31, 2011 at 8:35 AM, Leonardo Bergamini
wrote:
> I need a table showing even the zero counts.
>
> x<-c(1,1,1,2,2,2,5,5,5)
> table(x)
> x
> 1 2 5
> 3 3 3
>
>
> How can I get this:
>
> x
> 1 2 3 4 5
> 3 3 0 0 3
>
> Thank
Dear forum,
we have a 2 dimensional normal distribution of (x, y) which is consistent
with a linear regression modell of type
y = ax + b.
It has a heteroscedastic variance.
Is there a straight and simple way with R to get the variance of the
marginal distribution W(y|x=xi) where xi may be rando
It's not a totally general solution but something like
table( factor(x, levels = min(x):max(x)))
will do it in this case. The key is to make understand that R converts
your data to a factor if necessary and then checks each level of that
factor. Here we are taking care of the factor conversion ex
Dear all,
My question might be more of a statistics question than a question on R,
although it's on how to apply the 'quantreg' package. Please accept my
apologies if you believe I am strongly misusing this list.
To be very brief, the problem is that I have data on only a random draw, not
all of
It's a matter of environments:
your function makes "veri" for purposes of the function but then
throws it away when the function is done. If you want it to be
accessible you need to assign it to the global environment with
something like
assign("veri", read.transactions("c:/RVerileri/BitirmeVeri.
Hi,
R allows me to run a one sample Wilcoxon test like this:
wilcox.test(c(1,3.5,2.1,4,1.5,5), mu=2, exact=TRUE)
The function 'wilcoxsign_test' from the package 'coin' should (I
suppose) be able to calculate exact p values even if there are ties in
the ranks. However, I couldn't find information
Hi,
you are almost there:
>sapply(x, function(x) quantile(as.numeric(x), c(0.01, 0.99)))
x1 x2 x3x4 x5 x6
1% 0.0351777 0.007628441 0.225533 0.4459064 1 1
99% 0.9938919 0.964901423 1.826894 3.6226944 3 2
Andrija
On Mon, Oct 31, 2011 at 2:09 PM, aajit75 wrote
The SAS/IML documentation on calling R is at
http://support.sas.com/documentation/cdl/en/imlug/64248/HTML/default/viewer.htm#r_toc.htm
Other ways to get help include calling SAS Technical Support (it's free) and
posting your question to the SAS/IML Discussion forum at
http://communities.sas.com/com
I need a table showing even the zero counts.
x<-c(1,1,1,2,2,2,5,5,5)
table(x)
x
1 2 5
3 3 3
How can I get this:
x
1 2 3 4 5
3 3 0 0 3
Thanks,
[[alternative HTML version deleted]]
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https://stat.ethz.ch/mai
Dear Users,
I have a little problem with assignment operator. It's working from command
prompt but does not work same as in the command prompt in the function. Am I
missing or forgetting something? The function is (tried on both 2.13.1 and
2.13.2) as below using arules and arulseViz packages:
Dear all,
I have a small question.
I would like to write a function for a regression analysis that an be
applied to every dataset.
Now my problem is that I do not know what I have to implement then as input
for the function
mytest <- function (x,y) {
beta <- sol
You want the error= argument to tryCatch to be the function
that computes the intergral by the backup method. The finally=
argument is treated as an expression (not a function) that is
evaluated (not called) after all the other work in tryCatch has
been done. The value of the evaluated finally ex
When data contains both factor and numeric variables, how to get quartiles
for all numeric variables?
n <- 100
x1 <- runif(n)
x2 <- runif(n)
x3 <- x1 + x2 + runif(n)/10
x4 <- x1 + x2 + x3 + runif(n)/10
x5 <- factor(sample(c('a','b','c'),n,replace=TRUE))
x6 <- factor(1*(x5=='a' | x5=='c'))
dat
I don't know if you've gotten any follow up, but here are some quick reactions:
1) You make reference to the columns of y but your dput(y) does not
provide columns,
2) It's still not clear to me what all this data actually means? Do
you have multiple observations of the dependent variable corresp
rJava is currently available on both CRAN and RForge and there do not
appear to be any issues with R 2.12. Are you sure you had a working
internet connection when you tried this? It's sort of a big-ish
package and when I've had trouble with it, it turned out my network
was being buggy.
Michael
On
This isn't reproducible for a few reasons, but notably that you didn't
provide data or tell us which vif() function you are using. (There are
a few from different packages). Can you clarify which package and see
if it can be done with simulated data / post a working sample of your
data?
It may jus
Dear Ata,
I just tested it and it worked just fine for me. Perhaps you need to
test it during US market hours rather than when they are closed. (I'm
not sure what the yahoo finance website does then).
If you want to keep the whole getQuote object, you will probably have
to do a little work on the
I will respond off list since the issue is mostly related to SAS.
Alan Mitchell, MSc
Biostatistician
al...@crab.org
-Original Message-
From: Cheryl Johnson [mailto:johnson.cheryl...@gmail.com]
Sent: Sunday, October 30, 2011 5:02 PM
To: r-help@r-project.org
Subject: [R] How to use IML wit
This is failing because it is a saturated model and the contrast
package tries to do a t-test (instead of a z test). I can add code to
do this, but it will take a few days.
Max
On Fri, Oct 28, 2011 at 2:16 PM, John Sorkin
wrote:
> Forgive my resending this post. To data I have received only one
I'm not sure what you mean by full code or the iteration. This uses
foreach to parallelize the loops over different tuning parameters and
resampled data sets.
The only way I could set to split up the parallelism is if you are
fitting different models to the same data. In that case, you could
launc
On Oct 31, 2011, at 13:25 , carol white wrote:
> Hello,
>
> Is Sys.unsetenv the right function to unset the proxy in R?
>
>
Possibly, but changing the subject of an earlier thread is not the right way to
pose a question on R-help...
(Send a new message. Replying to an old one causes the new
Following on Josh's note, it would be interesting to know what tasks the OP
is doing in SAS that would be hard to do in R.
Frank
Joshua Wiley-2 wrote:
>
> Hi Cheryl,
>
> Since your question is how to analyze the data and the data is being
> analyzed in SAS, my guess is that you will have to go t
Hello,
Is Sys.unsetenv the right function to unset the proxy in R?
Cheers,
Carol
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provi
This mostly happens when the data contain invalid column names (such as all
numbers). Try using make.names() on the datasets.
Max
On Oct 30, 2011, at 11:35 AM, Luisa Sêco wrote:
> Dear users,
>
> I'm using rpart for classification trees, but my code isn't working when I
> try to use all the
You may want to use this for basic measures :
http://cran.r-project.org/web/packages/entropy/
from http://strimmerlab.org/software/entropy/
Look at their paper, it may give you some idea
Before going into more complicated cases,
http://arxiv.org/PS_cache/arxiv/pdf/0811/0811.3579v3.pdf
>
On Mon, Oct 31, 2011 at 8:54 AM, Rolf Turner wrote:
> On 31/10/11 21:13, Alaios wrote:
>>
>> Dear all,
>> I am plotting 3 plots into the same x and y axis.
>> I want the first one to be painted red with a continuous line
>> The second one green with a continuous line
>> and the third one blue with
Hi Lukas,
does
par("usr")
help?
Cheers.
Am 31.10.2011 11:34, schrieb eldor ado:
> der R-listers,
>
> does anyone of you know whether there is a function which returns the
> xlim/ylim ranges of the current plot (i would like to use coordinates
> to place some text via a function, regardless of th
der R-listers,
does anyone of you know whether there is a function which returns the
xlim/ylim ranges of the current plot (i would like to use coordinates
to place some text via a function, regardless of the x/y lims of the
plot).
best regards,
lukas kohl
The byte pixies have rolled up R-2.14.0.tar.gz (codename "Great Pumpkin") at
9:00 this morning. This is a development release with several new features; see
the list below for details.
You can get it from
http://cran.r-project.org/src/base/R-2/R-2.14.0.tar.gz
or wait for it to be mirrored at a
On 10/31/2011 09:34 AM, Joshua Wiley wrote:
> On Mon, Oct 31, 2011 at 2:29 AM, Alaios wrote:
>> Dear all,
>> I would like to task you if you know a rle version that can work also in a
>> non consecutive way too.
The whole idea of rle is to have consecutive runs. Please specify more
clearly what
On Mon, Oct 31, 2011 at 2:29 AM, Alaios wrote:
> Dear all,
> I would like to task you if you know a rle version that can work also in a
> non consecutive way too.
You mean just a counter for an objects occurence?
like: A B A A B B C would give 1 1 2 3 2 3 1?
I am not clear what non consecutive
Dear all,
I would like to task you if you know a rle version that can work also in a non
consecutive way too.
B.R
Alex
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PLEAS
Hi Joshua,
Thanks for the help. use.missings=TRUE is not helpful. But yes,
I think gettting it as a list and data frame is good idea. I will try that.
I am sure it will work. Is there any other way, so that I dont have to keep
two copies of same data?
Thanks again.
Regards,
SG
On 31 O
On 10/31/2011 08:13 AM, Alaios wrote:
> Dear all,
> I am plotting 3 plots into the same x and y axis.
> I want the first one to be painted red with a continuous line
> The second one green with a continuous line
> and the third one blue with a continuous line
>
> plot(max_power(data),ylim=c(-120,-2
On 31/10/11 21:13, Alaios wrote:
Dear all,
I am plotting 3 plots into the same x and y axis.
I want the first one to be painted red with a continuous line
The second one green with a continuous line
and the third one blue with a continuous line
plot(max_power(data),ylim=c(-120,-20))
par(new
Dear all,
I am plotting 3 plots into the same x and y axis.
I want the first one to be painted red with a continuous line
The second one green with a continuous line
and the third one blue with a continuous line
plot(max_power(data),ylim=c(-120,-20))
par(new=T)
plot(min_power(data),ylim=c(
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