re-install the package (instructions are at
http://cran.r-project.org/doc/manuals/r-release/R-exts.html#Checking-and-building-packages
).
On Thu, May 9, 2013 at 11:27 AM, David Reiner wrote:
> I'm running DEoptim - it works great!
> (A HUGE THANK YOU to David Ardia, Katharine Mullen
I also cannot reproduce the crash.
sessionInfo()
R version 2.11.1 (2010-05-31)
x86_64-unknown-linux-gnu
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=C LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8
ganized
by members of the program committee, including
Dirk Eddelbuettel, John Fox, Virgilio Gomez-Rubio,
Richard Heiberger, Torsten Hothorn, Aaron King, Jan de Leeuw,
Nicholas Lewin-Koh, Andy Liaw, Uwe Ligges, Martin Maechler,
Katharine Mullen, Heather Turner, Ravi V
This is a reminder that the regular registration deadline for the useR!
2010 conference, July 21-23 (http://www.R-project.org/useR-2010) is today.
After today, late registration will be possible until June 20th.
The link to submit registration information is:
http://www.R-project.org/useR-2010/reg
Participants in the R User Conference, useR! 2010, July 21-23,
(http://R-project.org/useR-2010) will each receive a t-shirt, thanks to
the sponsorship of Mango Solutions (http://www.mango-solutions.com/).
This email is a call for designs for the front of the t-shirt. The design
should be made usi
Heiberger, Torsten Hothorn, Aaron King, Jan de Leeuw,
Nicholas Lewin-Koh, Andy Liaw, Uwe Ligges, Martin Maechler,
Katharine Mullen, Heather Turner, Ravi Varadhan, H. D. Vinod,
John Verzani, Alan Zaslavsky, Achim Zeileis.
The program will cover topics such as
I will consider putting methods for AIC and logLik into the next version
of minpack.lm (contributions welcome).
For now, the following should work for logLik, where 'object' is the
return value of nls.lm.
logLik.nls.lm <- function(object, REML = FALSE, ...)
{
res <- object$fvec
N <- lengt
The abstract submission deadline for the R Users Conference, useR! 2010,
is just one month away.
Submission deadline: 2010-03-01
Early registration will also close on 2010-03-01.
Now is the perfect time to prepare an abstract presenting innovations or
exciting applications of R. The call
0,warnOnly=TRUE,minFactor =
> 0.1),
> algorithm='port',
> start=list(A=0.000644,B=0.016761290,C=0.10927095582,D=0.00094877,
>
> E=5.949082737,F=24.526811,G=0.000046733960,H=1.0970550987,K=0.771722501657),
> lower=list(A=0,B=0,C=0,D=0,E=0,
You did not provide the data or a way of generating it.
I would guess that Excel finds the same solution (the same residual sum-of
squares) as nls but that it uses a weak convergence criterion and/or does
not give you information regarding why it terminates.
Regarding the step size: you can set
You used starting values:
pa <- c(1,2,3)
but both algorithms (port and Gauss-Newton) fail if you use the slightly
different values:
pa <- c(1,2,3.5)
Scaling does not fix the underlying sensitivity to starting values.
pa[3] in particular cannot be above ~3.15 for GN and ~3.3 for port; both
a
If you could reformulate your model as alpha * (y0 + E^t) then you could
use nls with alg="plinear" (alpha then would be eliminated from the
nonlinear param and treated as conditionally linear) and this would help
with convergence.
Else you can try package DEoptim to get the starting values; the a
Yes, as Charlie said you can write a small C wrapper that calls R. The C
wrapper can then be called from Fortran.
For some examples:
see the package minpack.lm
(http://cran.r-project.org/web/packages/minpack.lm/index.html); the C
wrappers are the functions fcn_lmdif and fcn_lmder.c.
Maybe more
rials/
**
We hope to meet you in Gaithersburg!
The organizing committee,
Kevin Coakley, Nathan Dodder, David Gil, William Guthrie,
Walter Liggett, John Lu, Katharine Mullen, Jonathon Phillips,
Antonio Possolo, Ravi Varadhan.
s now to plot
the intermediate populations if provided.
o The package maintainer has been changed to Katharine Mullen,
.
o A NAMESPACE has been added.
o Argument FUN for DEoptim is now called fn for compatibility with
optim.
o demo file has been removed
o CITATION file mod
or use nls.lm as in
install.packages("minpack.lm")
library(minpack.lm)
x <- c(2, 8, 14, 20, 26, 32, 38, 44, 50, 56, 62, 68, 74)
y <- c(100, 99, 99, 98, 97, 94, 82, 66, 48, 38, 22, 10, 1)
res <- function(p, x, y) y - ff(p,x)
ff <- function(p, x) 100*exp(p[1]*(1-exp(p[2]*x))/p[2])
aa <- nls.lm(par
Using algorithm="plinear" as shown by example below makes
sum-of-exponentials fitting problems better conditioned.
A1 <- 1
A2 <- 2
k1 <- -.5
k2 <- -2
x <- seq(1,10,length=200)
y <- A1*exp(k1*x) + A2*exp(k2*x) + .001*rnorm(200)
aa <- nls(y~cbind(exp(k1*x), exp(k2*x)), algorithm="plinear",
st
see the fmingr function in src/main/optim.c
(https://svn.r-project.org/R/trunk/src/main/optim.c)
On Wed, 25 Feb 2009 rkevinbur...@charter.net wrote:
> I have read that when the gradient function is not supplied (is null)
> then first order differencing is used to find the differential. I was
> tr
Hoi Bart,
I think you're right that ALS should be applicable to this problem.
Unfortunately in writing I see that there is a bug when the spectra are
NOT constrained to nonnegative values (the package has been used to my
knowledge only in fitting multiway mass spectra thus far, where this
constrai
a) you should put values for Ca, Cb, Cc directly into the data list as
data=list(Ca=1,
b) you can simplify the call to
# idealised data set
aDF <- data.frame( x= c(1.80, 9.27, 6.48, 2.61, 9.86, 5.93, 6.76, 5.52,
6.06, 8.62),
y= c(24.77, 2775.07, 895.15, 60.73, 3373.57, 677.82, 1021.92, 542.8
There are some pointers to packages for variable selection in the task
view for Chemometrics and Computational Physics at
http://cran.r-project.org/web/views/ChemPhys.html
On Sun, 21 Sep 2008, Gareth Campbell wrote:
> Hello all,
>
> I'm dealing with geochemical analyses of some rocks.
>
> If I us
task view are welcome. If you
think a new category, package or function should be added, please mail.
best regards,
Kate Mullen
Katharine Mullen
mail: Department of Physics and Astronomy, Faculty of Sciences
Vrije Universiteit Amsterdam, de Boelelaan 1081
1081 HV Amsterdam, The Netherlands
ro
you can combine write and write.table, using append=TRUE.
e.g.,
write1 <- function(txt, mat, filename) {
for(i in 1:length(txt)) {
write(txt[i], file=filename, append=i!=1)
write.table(mat[[i]], file=filename, append=TRUE,sep ="\t")
}
}
t <- c("text1", "text2", "text3")
m <- list(mat
>
> The following code is inspired by the help file for the relist()
> function (see?relist), which explicitly details how you can use a
The example is in the 'Details' section and, indeed, it looks like it no
longer works.
> relistable object in conjunction with optim to pass and reconstruct
> c
It is not an R package, but rather a collection of Fortran functions
that R uses from netlib:
http://www.netlib.org/port/
On Wed, 9 Jul 2008, Jos Kaefer wrote:
> Hi
>
> When I type:
> > ?nls
>
> I come across this section:
>
> algorithm: character string specifying the algorithm to use. The
>
Dear Petr,
I think it's a feature. the formula interface also won't let you specify
the slots of S4 objects in the model spec.
How about
coef(nls(y~a*x^b, data=list(x=DF[,1], y=DF[,2]), start=list(a=3, b=.7)))
?
On Thu, 26 Jun 2008, Petr PIKAL wrote:
> Dear all
>
> Nobody responded to my pre
by example:
slope <- 45
plot(1:10)
text(2, 7, labels = expression(45~degree)) ;
text(2, 5, labels = substitute(paste(slope * degree), list(slope=45)))
text(2, 3, labels = substitute(paste(lambda * " = " * mt * " (nm)"),
list(mt = 33)))
On Thu, 19 Jun 2008, Thompson, David (MNR) wrote:
> H
I also noticed that adding a custom axis with image.plot was a problem;
you can also do:
library(fields)
m <- matrix(1:15,ncol=3)
par(mar=c(5,5,5,7))
image(m, axes=FALSE)
# add axis
axis(1,axTicks(1),lab=letters[1:length(axTicks(1))])
box()
## add legend
image.plot(m, legend.only=TRUE)
O
=b
## e.g.
## for constraint a=b
xx <- optim(par=list(b=-4, c=-.1), fn=fr, eqspec=list(a="b"),
dd=dd, obfun=obfun)
## for constraint b=a
x1 <- optim(par=list(a=-3, c=-.1), fn=fr, eqspec=list(b="a"),
dd=dd, obfun=obfun)
On Sun, 8 Jun 2008, Katharine Mu
Here is an example w/optim where you have an objective function
F(x) where you have (possibly a few) constraints of form x_i=x_j, and you
can specify the constraints flexibly, which is what I _think_ you want.
An example from you would have been nice.
## objective function that depends on all para
Dear Maura,
try the function textplot from the package gplots. you can say
textplot(yourmatrix) and get a plot of a character matrix.
On Fri, 6 Jun 2008, Maura E Monville wrote:
> I would like to generate a graphics text. I have a 67x2 table with
> 5-character string in col 1 and 2-character st
dydata
x1 x2 y
1 9 27 248
2 9 22 213
3 4 23 190
4 11 16 183
5 -6 25 144
6 11 14 169
7 -4 13 72
8 2 8 73
9 10 13 156
10 8 30 263
11 12 10 147
12 -7 5 -2
13 0 10 75
14 12 0 77
15 9 8 115
16 12 24 245
17 34 23 370
18 12 1 84
19 10 37 324
20 26 30 371
weight <- functio
try:
vol <- rep(c(0.03, 0.5, 2, 4, 8, 16, 32), 3)
time <- rep(c(2,4,8),each=7)
p.mated <- c(0.47, 0.48, 0.43, 0.43, 0.26, 0.23, NA, 0.68, 0.62, 0.64,
0.58, 0.53, 0.47, 0.24, 0.8, 0.79, 0.71, 0.56, 0.74, 0.8, 0.47)
eury <- data.frame(vol=vol, time=time, p.mated=p.mated)
eury <- na.omit(eury)
p0 <-
Dear Spencer,
I just saw your post.
If the singular gradient happens during or after iteration one (that is,
not at the initial estimates), then calling summary on the nls output
would give standard error estimates on the parameters useful for
diagnostics. You could also call chol2inv(xx$m$Rmat(
u.nl/~kate/minpack.lm_1.1-0.zip
>
> KateM> The bug that occurs when nprint = 0 is fixed. Also fixed is
> another
> KateM> problem suggested your example: when the argument par is a list,
> calling
> KateM> summary on the output of nls.lm was not work
the argument par is a list, calling
summary on the output of nls.lm was not working.
I'll submit the new version to CRAN soon.
This disscusion has been fruitful - thanks for it.
On Fri, 9 May 2008, Katharine Mullen wrote:
> You indeed found a bug. I can reproduce it (which I should have
) here:
> ftp://ftp.bgc-jena.mpg.de/pub/outgoing/fmoyano
>
>
>
> Katharine Mullen wrote:
> >
> > Thanks for the details - it sounds like a bug. You can either send me the
> > data in an email off-list or make it available on-line somewhere, so that
Thanks for the details - it sounds like a bug. You can either send me the
data in an email off-list or make it available on-line somewhere, so that
I and other people can download it.
On Fri, 9 May 2008, elnano wrote:
>
> Thank you Katharine. I am certain nprint is affecting my solution. Let me
of the absolute errors
> res[abserr > qnum]=0 # convert
> residuals above qnum to 0
> res
> }
>
> Rmodel<- nls.lm(par = p, fn = optim.f, Rfcall = Rf, ST = ST, SM = SM, R
> = R)
>
> summary(Rmodel)
>
> The
The error message means that the gradient (first derivative of residual
vector with respect to the parameter vector) is not possible to work with;
calling the function qr on the gradient multiplied by the square root of
the weight vector .swts (in your case all 1's) fails.
If you want concrete adv
recall that 0 ^{-.2} = 1/0^{.2}, and that dividing by 0 gives Inf.
so when 0 is in trl, part of your model for RT is Inf:
> trl <- 0:14
> p <- -.2
> cbind(1,trl, trl^p)
trl
[1,] 1 0 Inf
[2,] 1 1 1.000
[3,] 1 2 0.8705506
[4,] 1 3 0.8027416
[5,] 1 4 0.7578583
[6,] 1
,Inf)
>
> is even more safer since it sometime evaluates the function slightly
> outside the lower and upper limits.
>
> cheers
>
> Thomas
>
>
>
> Katharine Mullen wrote:
>
> >I'm not going to look into what's happening in-depth but it looks like the
> >bo
do.call(rbind, list.foo)
On Fri, 18 Apr 2008, Andrew Yee wrote:
> Is there an efficient way to use rbind() with the five dataframes described
> in the following example:
>
> a <- c(1:5)
> list.foo <- lapply(a, function(x) data.frame(beta=a*rnorm(10),
> deta=a*rnorm(10)))
> big.data.frame <- rbin
I'm not going to look into what's happening in-depth but it looks like the
bounds for your parameters need to be set with care; the below (with
slight re-def. of your residual function) gives results that seem to match
vglm approximately, with 1e-10 standing in for a bound of 0 and 1-e-10
standing
if your matrix is stored in a text file then
xx <- read.table("x", na.strings="NULL")
where "x" is the name of the text file.
On Thu, 17 Apr 2008, Tim Smith wrote:
> Hi,
>
> I had a matrix with NULL values, which I wanted to replace with NA. Is there
> an efficient way to do this?
>
> Small sam
Dear Bryan,
For work in that general direction, look at the R News that was on 'R in
chemistry' (Volume 6/3, August 2006,
http://www.r-project.org/doc/Rnews/Rnews_2006-3.pdf) and the special vol.
of the Journal of Statistical Software on 'Spectroscopy and Chemometrics
in R' (vol 18, http://www.jst
I would suggest making your exact data and calls available.
You can get the estimated parameters from nls even in the case that the
convergence criterium is not met by saying warnOnly=TRUE in the control
list.
depending on why you are not getting convergence, you may want to try a
different algor
nls stops.
so you look at the number of observations, and the number of parameters,
and take the smaller of the two. if the estimated rank of the weighted
gradient is small than this number, you stop.
On Fri, 28 Mar 2008, Katharine Mullen wrote:
> A QR decomposition is done on the weighted gra
A QR decomposition is done on the weighted gradient matrix; if the
estimate of the rank that results is less than the number of columns in
the gradient (the number of nonlinear parameters), or less than the number
of rows (the number of observations), nls stops.
You can see the calls in the source
The package minpack.lm allows nonlinear regression problems to be
addressed with a modification of the Levenberg-Marquardt algorithm based
on the implementation of 'lmder' and 'lmdif' in MINPACK. Version 1.0-8 of
the package is now available on CRAN.
Changes in version 1.0-8 include:
o possib
It is in the VR bundle (collection of packages), which is 'recommended',
so it is included in all binary distributions of R; if you have the source
code you find VR in R-2.6.2/src/library/Recommended
On Sat, 8 Mar 2008, Svyatkovskiy Alexey wrote:
> Hello,
>
> Tell me please, can I get a sourcse c
There is some information and references regarding the name 'normal' in
the internet article 'Earliest Known Uses of Some of the Words of
Mathematics (N)', http://members.aol.com/jeff570/n.html, by John Aldrich.
It contains the comment, "Galton does not explain why he uses the term
"normal" but th
I am running 64-bit Ubuntu 7.10 and unfortunately remember seeing that
error message but not how I got it to go away.
I would first try compiling netcdf-3.6.2 from source, without changing the
default directories for installation.
Looking at the error message it seems like the 3 shared librarie
Dear Rolf,
One thing that sometimes makes nls easier to apply is using the 'formula'
argument like you would use the 'fn' argument of optim. That is, if you
have a residual function that has arguments x, y, a, b and you need to
optimize a and b, you would make a call like
nls(~resid(x,y,a=astart
the paper
Iteratively Reweighted Least Squares for Maximum Likelihood Estimation,
and some Robust and Resistant Alternatives, P. J. Green, Journal of the
Royal Statistical Society. Series B (Methodological), Vol. 46, No. 2.
(1984), pp. 149-192,
included the commentary (p 182)
Jennrich (Univer
t of (S3) class
'nnls', which has methods for 'coefficients',
'fitted.values', 'deviance' and 'residuals'
o The function 'nnnpls::nnnpls' allows each element of x to be
constrained to either a non-posit
something like this sounds like what you want:
labs<-NA
x<-200
for(i in 1:5){ labs<-append(labs, c(rep(NA,3),x)); x<-x+200 }
plot(1:900, xaxt="n", xlim=c(0, 1000))
axis(side = 1, at = seq(0,1000,by=50), labels=labs)
On Fri, 30 Nov 2007 [EMAIL PROTECTED] wrote:
> Hi Folks,
> I'm advising someon
It was reviewed in the most recent R News
(http://www.r-project.org/doc/Rnews/Rnews_2007-2.pdf).
On Thu, 29 Nov 2007, Robert Harris wrote:
> Hi all,
>
> I've recently discovered "The R Book" by Micheal J. Crawley. I am new to R
> and I am finding it incredibly useful.
>
> With my background in m
Almost every problem I have seen in the context of fitting mixtures of
exponentials/Gaussians has near-equal performance under LM or GN in terms
of iterations/evaluations to convergence and the SSE of the solution
found.
(However, very recently I have encountered a problem with a large number
of n
On about line 547 in nls.R there is
mf$formula <- # replace by one-sided linear model formula
as.formula(paste("~", paste(varNames[varIndex], collapse = "+")),
env = environment(formula))
If this is replaced with
mf$formula <- # replace by one-sided linear model f
I can confirm this behavior on R-2.6.0 but don't have time to look into it
further at the moment.
On Mon, 12 Nov 2007, Joerg van den Hoff wrote:
>
> I initially thought, this should better be posted to r-devel
> but alas! no response. so I try it here. sory for the
> lengthy explanation bu
Your calculations are done with a precision that depends on your machine.
I guess that you want to know how to _print_ more decimal digits.
See how many digits you print now with
getOption("digits")
Change this with, e.g.,
options(digits=12)
On Mon, 12 Nov 2007, raymond chiruka wrote:
> hie
>
f. of bw.SJ; add the argument PACKAGE="stats".
On Tue, 6 Nov 2007, Katharine Mullen wrote:
> bw.SJ calls C code from the file
> /usr/local/bin/R-2.6.0/src/library/stats/src/bandwidths.c
> You have to make this code available.
>
> You can do the following:
> 1. copy b
bw.SJ calls C code from the file
/usr/local/bin/R-2.6.0/src/library/stats/src/bandwidths.c
You have to make this code available.
You can do the following:
1. copy bandwidths.c and the definition of bw.SJ (the latter renamed) to a
directory
2. compile bandwidths.c into a shared library with the com
If you are free to format your references to packages and functions as you
please, you might follow the convention used by the Journal of Statistical
Software.
you can do this by adding the following to your latex file:
\newcommand{\pkg}[1]{{\normalfont\fontseries{b}\selectfont #1}}
\let\proglang
B is symmetric by definition; if it's also real positive-definite then A
is the upper triangular factor of the Choleski decomposition, and you can
use
> chol(B)
to get A.
On Wed, 31 Oct 2007, Michael Gormley wrote:
> Given a matrix B, where B=A'A, how can I find A?
> In other words, if I have a m
or, when the package wle is available:
library(wle)
get01mat <- function(digits=3) {
n <- 2^digits
res <- matrix(0,nrow=n,ncol=digits)
for(i in 1:n)
res[i,] <- rev(binary(i-1,dim=digits)$binary)
res
}
On Sat, 27 Oct 2007, Henrique Dallazuanna wrote:
> Hi,
>
> expand.grid(x=c(0,1), y
Regarding your first issue:
you could make a package to contain your function (see ?package.skeleton
and the manual "Writing R extensions") - then you could use
library(yourpackagename). Or you could save the definition of your
function(s) in a text file, and use source("textfilename") to load the
sorry, just do rev on the columns (no t()):
> x
[,1] [,2] [,3]
[1,]123
[2,]456
[3,]789
> apply(x,2,rev)
[,1] [,2] [,3]
[1,]789
[2,]456
[3,]123
On Tue, 23 Oct 2007, Katharine Mullen wrote:
> One way:
>
One way:
> x<-1:9
> rev(x)
[1] 9 8 7 6 5 4 3 2 1
for x as the matrix you gave:
> x
[,1] [,2] [,3]
[1,]123
[2,]456
[3,]789
>
>
> apply(t(x),1,rev)
[,1] [,2] [,3]
[1,]789
[2,]456
[3,]123
On Tue, 23 Oct 2007, Rainer
I'm not aware of any existing function that does what you want, but you
could easily write a function to sample from x, y, z, and then pass the
sampled values to image. e.g.,
sam <- function(sx,sy,x,y,z){
xind<-seq(1,length(x),by=sx)
yind<-seq(1,length(y),by=sy)
samplex<-x[xind]
sampley<-y
Below is an example R -> netCDF -> R for rows of a dataframe that are
numeric vectors --note however that your dataframe includes character
vectors. I can't look into that case at the moment - maybe it's easy to
solve, or maybe you have to do some hashing.
## begin ex.
library(ncdf)
dat <- matri
use sep="", e.g.,
paste(Laufwerk,Stadtwerksname,".csv",sep="")
On Wed, 17 Oct 2007 [EMAIL PROTECTED] wrote:
> Hi there,
>
> I've got the following problem under Windows XP, R 2.5.1:
>
> When I'm pasting some objects:
>
> Stadtwerksname<-"Mannheim"
> Laufwerk<-"C:\\"
> paste(Laufwerk,Stadtwerksn
any methods for
printing or summaries, and only return the solution x. On request, I can
modify this behavior.
I would be interested in suggestions, bug reports, and other comments.
Kate Mullen
Katharine Mullen
mail: Department of Physics and Astronomy, Faculty of Sciences
Vrije Universitei
Let me also comment that you are trying to interface to a function ported
to C++ from the Cephes library, which is in C. You have not explained why
you are trying to interface to the function (is this an exercise, or do
you suspect a problem with digamma()?), but if you just want access to it
as i
have you tried the function image.plot in the package fields?
On Fri, 12 Oct 2007, zhijie zhang wrote:
> Dear friends,
> Anybody has ever met the problem to add a legend to a figure generated by
> image()? I have three variables,x,y and z.
> x and y are the coordinates, and z is the third value
in case you are not aware: the function psi is available without a port;
see help(digamma).
On Wed, 10 Oct 2007, Bernardo Lagos Alvarez wrote:
>
> Hi All,
>
> Anybody know as run the function psi on
>
>
> http://www.alglib.net/translator/dl/specialfunctions.psi.csharp.zip
>
> or
>
> http://www.
If I understand your question, then you should just study some
examples/other people's code that initialize new objects as the return
values of functions. There are two small examples below. On the other
hand, if you really need a _global_ object, see help(assign).
## Example 1: last line is ret
It is also possible to pass the control argument of nls "warnOnly=TRUE",
which indicates that an object should be returned if stopping criteria are
met (e.g., reaching a max. number of iterations). See help(nls.control)
for more info.
On Tue, 9 Oct 2007, Irene Mantzouni wrote:
> Thank you all!
>
I would stress the advantages of the free and open source nature of R over
the proprietary programs you mention. Because R is free (as in beer), your
student will have access to it even when they are free of the university
that I presume buys a MATLAB/SPSS license for them. And because R is open
so
Uwe Ligges seems to be providing a simple way to make the conversion
(though I have not used it):
http://win-builder.r-project.org/
On Mon, 1 Oct 2007, Edna Bell wrote:
> Dear R Gurus;
>
> Is there a simple way to convert a Linux produced tar.gz file (a
> package) to a Windows binary zip package,
The source code for print.summary.lm and summary.lm is in the file
/src/library/stats/R/lm.R of the R source code, which you can download
from CRAN if you don't have it already. The file lm.R is also at
https://svn.r-project.org/R/trunk/src/library/stats/R/lm.R
On Fri, 28 Sep 2007, Sergey Goriatc
have you seen help(strsplit)?
On Tue, 25 Sep 2007, lucy b wrote:
> Dear List,
>
> I have an ascii text file with data I'd like to extract. Example:
>
> Year Built: 1873 Gross Building Area: 578 sq ft
> Total Rooms: 6 Living Area: 578 sq ft
>
> There is a lot of data I'd like to ignore in each
It is not clear from your post what changes per-group. If only the
starting values change (but the data and the model structure are the
same), then you can just store the starting values you want to use for
each group in a list, and then index into this list in your call to nls.
e.g., modifying a
use citation("pkg-name")
On Thu, 20 Sep 2007, Rainer M. Krug wrote:
> Hi
>
> I know how to referenc R in a scientific paper - but is there a
> standardised way to reference packages?
>
> Thanks
>
> Rainer
>
> --
> NEW EMAIL ADDRESS AND ADDRESS:
>
> [EMAIL PROTECTED]
>
> [EMAIL PROTECTED] WILL BE
how about:
require(splines)
x<-1:5
y <- c(0.31, 0.45, 0.84, 0.43, 0.25)
yy <-predict(interpSpline(x, y))
plot(x, y)
lines(yy)
Katharine Mullen
mail: Department of Physics and Astronomy, Faculty of Sciences
Vrije Universiteit Amsterdam, de Boelelaan 1081
1081 HV Amsterdam, The Ne
when I try what you describe there is no problem -maybe send a
reproducible example.
> x<-data.frame(matrix(2,2,2))
> colnames(x) <- c("1.xx", "2.xx")
> x
1.xx 2.xx
122
222
On Sat, 15 Sep 2007, kevinchang wrote:
>
> Hey,
>
> I am trying to make a data frame and the name of a c
see ?plotmath
you want to use "mu" for micro, as in
plot(1:10, ylab = expression(paste(mu, "M")))
On Thu, 13 Sep 2007, Zheng Lu wrote:
> Dear all:
>
> Is there any one could tell me how I can represent Micro-molar as an
> unit of concentration when I plot with R(S-plus), I don't want write
> 'uM
look at ?fractions
> fractions(.3)
[1] 1/3
On Thu, 13 Sep 2007, Mauro Arnoldi wrote:
> Hi everybody!
> I'm new to this list and also to the R program.
>
> I'd like to know if there is a function able to convert results into
> Fractional form like my scientific calculator have. For example:
>
I think that working with the JRI is a good way to call R from java. You
can send arbitrary commands from java to R, so you can load and use add-on
packages.
On Wed, 12 Sep 2007, Vaibhav Gathibandhe wrote:
> Hi all,
>
> I am writing R code and I want to interface with JAVA i.e. I want to call R
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