been appropriate in respect of
the
fooferaw that has been going on, on this mailing list on the topic of
``Coefficients of Logistic Regression from bootstrap - how to get
them?''
cheers,
Rolf Turner
Duncan Murdoch recently (24 July 2008) posted code providing a much more
elegant and efficient approach. (Subject line: truncated normal). Also
there is apparently a function in the msm package which will do this
for you.
cheers,
Rolf Turner
On 25/07/2008, at 2:43
.
cheers,
Rolf Turner
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'' would
correspond to 0?
What would the ``english word'' xyz (?!?!) correspond to?
If you can phrase a coherent question, it can probably be answered.
cheers,
Rolf Turner
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?
Look at the colClasses argument to read.table().
cheers,
Rolf Turner
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Thanks for the response. I ***think*** I'm making a bit of
progress
On 29/07/2008, at 10:14 AM, Douglas Bates wrote:
On Sun, Jul 27, 2008 at 9:06 PM, Rolf Turner
[EMAIL PROTECTED] wrote:
snip
What I *don't* understand is the correlation structure of the
estimates
On 30/07/2008, at 6:12 AM, dxc13 wrote:
useR's,
I am trying trying to find out if there is a faster way to do a
certain
computation. I have successfully used FOR loops and the apply
function to
do this, but it can take some time to fully compute, but I was
wondering if
anyone may
,
Rolf Turner
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PLEASE do read
!!!
But be that as it may, you can eliminate the box
by putting ``bty=n'' in the call to legend.
I have no idea what you mean by ``box-shadow''.
snip
cheers,
Rolf Turner
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--- An Introduction'' (2nd
ed.), Wiley Series in
Probability and Statistics, 2000.
cheers,
Rolf Turner
P.S. BTW doing ``library(stats)'' is silly; the stats library is
loaded automatically
when R is started.
R. T
there.
cheers,
Rolf Turner
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(and in S/Splus) does not apply any normalizing
factor,
so that the inverse transform only ``inverts'' up to a constant
multiple.
cheers,
Rolf Turner
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use ``lm'' as
the name
of an object (result of fitting a model) --- ``lm'' is the name of a
function,
as well you know!
No immediate harm will come, but there can be subtle consequences I
believe,
and anyhow it's confusing.
cheers,
Rolf Turner
On 8/04
On 9/04/2008, at 8:28 AM, Luca Penasa wrote:
Is there a function for obtaining the best-fitting plane from a
large number of points (something like 25.000 points)?
?lm
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On 10/04/2008, at 2:02 PM, [EMAIL PROTECTED] wrote:
In many cases a) often looks difficult, but on closer inspection turns
out to be impossible
I nominate this for a fortune.
cheers,
Rolf Turner
INDICES: b
[1] -0.2253035
INDICES: c
[1] 0.2997985
Or:
tapply(x,y,mean)
a b c
0.1089523 -0.2253035 0.2997985
cheers,
Rolf Turner
this, then you ***can't*** transpose ---
transposition
just doesn't make any sense at all. Simple as that.
cheers,
Rolf Turner
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.
cheers,
Rolf Turner
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and matrices?
If they were the same expletive deleted thing, there wouldn't be two
different terms for them, would there?
cheers,
Rolf Turner
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f - f[!na]
n - length(x)
f - f[-n]
segments(x[-n],y[-n],x[-1],y[-1],lty=ifelse(f,3,1))
}
set.seed(42)
x - sort(runif(20))
y - rnorm(20)
ix - sample(1:20,3)
iy - sample(1:20,3)
x[ix] - NA
y[iy] - NA
foo(x,y)
cheers,
Rolf Turner
,
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of column 2, and so on.
What you want to do is
m - matrix(runif(3),nrow=4,ncol=3,byrow=TRUE)
i.e. it is unnecessary and counter-productive to create m beforehand
and then try to fill it up.
cheers,
Rolf Turner
,
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PLEASE do read
***and*** are clever at searching. It's that
last requirement that leaves *me* out in the cold.
So what's the solution? Short answer --- there probably isn't one.
My take
on it is ``Give up and go to the pub!'' :-)
Rolf Turner
On 22/04/2008, at 10:36 AM, Dr. Jeff Miller wrote:
I
if there is a better way.)
I think you want to consider contrasts. You probably want to do
options(contrasts=c(contr.sum,contr.poly)
or
options(contrasts=c(contr.helmert,contr.poly)
cheers,
Rolf Turner
power of M.
(e) I would use a for loop to do this.
(f) From here on, you're on your own.
cheers,
Rolf Turner
On 23/04/2008, at 11:49 AM, Brad Lukoskie wrote:
Hello,
I have a question in regards to markov chains and transition
probabilities.
I am trying to figure
,
Rolf Turner
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PLEASE do
!!!
is redirected to your file by sink(), so it works
as expected.
That all depends on what you expect, I guess. Most people
would expect to get some output. As Tony expected.
cheers,
Rolf Turner
,
Rolf Turner
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Look at the ``Value'' material.
cheers,
Rolf Turner
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R
on this issue.
cheers,
Rolf Turner
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On 12/05/2008, at 11:17 AM, rostam shahname wrote:
Hi R users,
I have a python script.
Assume that I would like to run this external python script when
executing a
R script or command line R.
I don't know how to this using R code.
I really appreciate if you could help me.
Thanks for your
On 12/05/2008, at 11:37 AM, rostam shahname wrote:
mac os X
No, no, no!!! That's what ***you*** type (in R)! :-)
cheers,
Rolf
On Sun, May 11, 2008 at 8:24 PM, Rolf Turner
[EMAIL PROTECTED] wrote:
On 12/05/2008, at 11:17 AM, rostam
who can't.)
Thank you for your indulgence.
cheers,
Rolf Turner
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Thanks very much for your long, detailed, patient, and lucid
response to my cri de coeur. That helps a *great* deal.
I'm not sure that I have a solid understanding of the issues yet
--- I never am! --- but I think I'm getting there. I'll need to
chew over the posting a bit more and try some
I have written a function which reads data from files using read.delim
().
The names of these files are complicated and are built using arguments
to the wrapper function. Since the files in question may or may not
exist, I thought to enclose the read.delim() call in a try():
file -
22
svn rev45424
language R
version.string R version 2.7.0 (2008-04-22)
(``Arrows'' - added.) So the version of R that I am
running is 2.7.0.
cheers,
Rolf Turner
,
Rolf Turner
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PLEASE do
,
Rolf Turner
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PLEASE
to regress upon. Easy enough, and I
could do that.)
I just wanted to know for sure that there wasn't a sexier way, using
some aspect
of the formula machinery with which I am not yet familiar.
Thanks for any insights.
cheers,
Rolf Turner
?lines
?points
On 19/05/2008, at 8:44 AM, hanen wrote:
i try to use par(new=TRUE) i get them at the same graph but the
y_axis and
x_axis are drowen with two unevenly graduations that graph become
unreadable.
--
View this message in context: http://www.nabble.com/two-curves-at-
place (often /usr/local) and following the
instructions in the INSTALL file, you can see if the
program helps you to find functions in R.
See
http://finzi.psych.upenn.edu/R/Rhelp01/archive/13146.html
cheers,
Rolf Turner
need to name the components as name1, name2, name3,
so it should look like this:
$name1
[1] Fred
$name2
[1] Mary
$name3
[1] SAM
names(L) - paste(name,1:3,sep=)
cheers,
Rolf Turner
##
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[1] 6.103516e-05
What a difference 7.214144e-06 makes! When you're dealing with
polynomials of degree 100.
Bozhemoi!
cheers,
Rolf Turner
P.S. I suspect that this was a numerical analysis homework question
designed to teach
a salutary
Government.
The most recent issue of `R News' (Vol. 8/1, May 2008) says (p. 72):
``R News articles are peer-reviewed.''
I think that's clear enough!
cheers,
Rolf Turner
##
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to create the bind lists
recursively so that the last element would be the newly added one
while the previous elements all remain the same?
a - list()
for(i in 1:1) a[[i]] - i
(The word ``bind'' is inappropriate.)
cheers,
Rolf Turner
On 30/05/2008, at 9:57 AM, Jorge Ivan Velez wrote:
Dear Hanen,
You don't need 1 in your R code. Try this:
# Model
mymodel-lm(y~x1+x2)
# Coefficients
summary(mymodel)
See also ?lm.
That's not the problem. The ``1'' is redundant but does no harm.
There is presumably something ``wrong''
,
Rolf Turner
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parameterization of the original model. Use either
fit1 - lm(Result ~ Time + Time:p53)
or
fit2 - lm(Result ~ Time:p53)
which give 2 different parameterizations of the model you want.
cheers,
Rolf Turner
P. S. I believe that it's
)) return(42)
y - sum(log(x))
y
}
cheers,
Rolf Turner
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would be
better done as:
folds - function(x,y) sign(x-y)*2^abs(x-y)
cheers,
Rolf Turner
On 4/06/2008, at 1:47 PM, ALAN SMITH wrote:
Hello R users and developers,
I am trying to write several functions (fairly new at this) in order
to avoid using loops on large
it.)
cheers,
Rolf Turner
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https
--- or my hunger for knowledge, whichever
way you want to look at it :-) --- it doesn't really matter.
cheers,
Rolf Turner
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.
Also with a redundant specification of the mode, as in
test4 - function(a){
exists(a,mode=any)
}
one gets test4(a) to be TRUE (no error thrown).
I don't see the pattern. But it's probably not worth wasting time on.
cheers,
Rolf Turner
a god-awful huge object?
You could try R --vanilla (I think that's the right flag!) or
move .RData to (say) save.RData before trying to start R,
and see what happens.
cheers,
Rolf Turner
##
Attention
in ``.'' are ``hidden''.
(2) If you start R in a directory containing no .RData file, and if
you say
``n'' to the ``save workspace'' question when you exit from R, then
there will
*still* be no .RData file when you finish. Rather obviously, I
should think.
cheers,
Rolf
On 6/05/2009, at 12:50 PM, x wrote:
Hi,
While xYplot(...) below produces an empty pdf file, plot(...) works
fine. The same xYplot(...) produces correct output if tried
directly in R console. Any suggestions?
RTFFAQ (7.22)
cheers,
Rolf Turner
to be a tacit assertion here that the results from PROC
MIXED in The-Package-That-Must-Not-Be-Named are the correct results.
This assertion is very likely to bring the wrath of Doug Bates down
upon your head. An outcome to be devoutly avoided! :-)
cheers,
Rolf Turner
'') is a required R package which is
*always* loaded
automatically --- and in my experience instantaneously.
I don't know about a dataset (singular) package. There does not
appear to be
one on CRAN.
There is some confusion in what you are doing.
cheers,
Rolf Turner
) {
stem - gsub(\\.csv$,,file)
assign(stem,read.csv(file))
}
cheers,
Rolf Turner
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,
Rolf Turner
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Any views or opinions presented are solely
reproducible. This works via either approach. Making
results
reproducible in this manner is advisable, but seed-setting is nothing
that the OP
needs to be *warned* about.
cheers,
Rolf Turner
The point that Uwe was making was that you probably had some *other*
package loaded,
said package containing a density() function (with only one
argument?) which masked
the density() function in the stats package.
cheers,
Rolf Turner
the variable name as a
string.
cheers,
Rolf Turner
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:
!is.na(match(array,names(xxx)))
will do it, I think. (Not tested.)
cheers,
Rolf Turner
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()
$stringsAsFactors,
rather than to FALSE?
This would make no difference to me personally, since I set
options(stringsAsFactors=FALSE) in my .Rprofile. But it might make some
people happier
cheers,
Rolf Turner
* happen if all of the arguments are NA?
One way to start tracking down the instance would be to set
options(warn=2)
to change the warning to a real error, and then use traceback() to
see where the error occurred.
cheers,
Rolf Turner
(x)
or
fred - 1.6
y(fred)
cheers,
Rolf Turner
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consider trying the Geyer process. Use cif=geyer in forming
the model to be used by rmh(). In fitting Geyer models to data, one way
to estimate the saturation parameter is via profile pseudolikelihood.
See ?profilepl.
cheers,
Rolf Turner
), temp1[12] , temp2[12])
xxx[3925]
[1] 0
xxx[3926]
[1] 0.4462404
OMM!
cheers,
Rolf Turner
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, '/' for division and '^' for
exponentiation.
The key word is ``recycled''.
cheers,
Rolf Turner
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On 15/06/2009, at 7:48 AM, Grześ wrote:
Hello!
I wont to use a function is.na()
I have two vectors:
a=c(1,NA,3,3,3)
b=c(0,0,0,0,0)
and when I use is.na function it's ok:
is.na(a)
[1] FALSE TRUE FALSE FALSE FALSE
but I would create sth like this:
for i in 1:length(a){
if (wsp[i]
*x*tt - 0.6*x*tt^2 + rnorm
(301)
# 2. Fit the model.
fit - lm(y ~ x + tt + I(tt^2) + I(x*tt) + I(x*tt^2))
# 3. Plot the desired result.
pecb(fit,tt,fill.col=red)
# 4. Add in the ``true'' curve.
yt - 1.3 + 0.4*tt - 0.6*tt^2
lines(tt,yt,lty=5,col=blue)
cheers,
Rolf Turner
/Rhelp08/2009-April/196676.html
points to a thread from 2002 which appears to be quite germane:
https://stat.ethz.ch/pipermail/r-help/2002-July/023461.html
cheers,
Rolf Turner
On Tue, Jun 16, 2009 at 4:50 PM, Derek Anderek...@gmail.com wrote:
Dear all
Where the expletive deleted did you get the argument ``na.nr''?
Perhaps you need new reading glasses.
Anyhow, unless there's something else you're not telling us,
apply(nafam,2,sum,na.rm=TRUE)
should work just fine.
cheers,
Rolf Turner
On 17/06/2009, at 1:56
2.6359504 1.0695309 2
7 2.5115220 1.7157471 1.2427306 1
8 0.9053410 -0.6564554 -0.2631631 1
9 3.0184237 -0.4404669 1.9600974 1
10 0.9372859 3.3201133 0.8600051 2
cheers,
Rolf Turner
))) which of course
doesn't work.
Does
do.call(c,thels)
work?
cheers,
Rolf Turner
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correct in supposing that the intervals in question
are critical intervals, then
the same calculation can readily be effected in spatstat via the
envelope() function. There is
then no need to convert from ppp objects to spp objects.
cheers,
Rolf Turner
,
Rolf Turner
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PLEASE do read
?which
On 21/11/2007, at 9:06 AM, Barb, Jennifer (NIH/CIT) [E] wrote:
Does anyone know which function (if any) will return the index of the
true locations in a Boolean vector?
For instance:
A=c(1,3,5,7,4);
B=c(2,4,77,3,3);
X=AB;
So X is:
X
[1] TRUE TRUE TRUE FALSE FALSE
degrees of freedom. The fitted values (from fitted(fit))
will be equal to y, to within numerical noise.
Does this answer your question?
cheers,
Rolf Turner
?unname
?unlist
cheers,
Rolf Turner
On 30/11/2007, at 1:07 PM, Srinivas Iyyer wrote:
hello:
I am very confused when it comes to list operations in
R.
I seek help in the following problem.
I have two different vectors
myIDs - a character vector with no names
, then
you
asked the wrong question. It pays to do a little thinking about a
problem
before asking the list for help.
What are you expecting anyway? That R should be able to read your mind?
cheers,
Rolf Turner
thing to remember is that R has endless ways to store,
manipulate,
and process information that is available to it, but it CANNOT magically
produce information that is not available to it.
cheers,
Rolf Turner
,
Rolf Turner
On 3/12/2007, at 8:08 AM, Milton Cezar Ribeiro wrote:
Dear all,
I am still fighting against my power model.
I tryed several times to use nls() but I can´t run it.
I am sending my variables and also the model which I would like to
fit.
As you can see, this power model
^A + C, start = c(A = 3.2, B = 0.002, C = 0)) :
singular gradient
cheers,
Rolf Turner
P.S.:
Version information:
version
_
platform i386-apple-darwin8.10.1
arch i386
os darwin8.10.1
system i386, darwin8.10.1
status
library(spatstat)
?ripras
Also, ``with user interaction'': ?clickpoly
HTH
cheers,
Rolf Turner
(Having said that, let me point out that it is a pretty dubious
practice to
``let the data choose the window''. The observation window is
*always* determined
by separate
- csr(melvin,100)
irving - kernel2d(clyde,melvin,h0=2)
image(irving)
HTH.
cheers,
Rolf Turner
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to those who appreciate
the distinction to rail at those who don't! :-)
cheers,
Rolf Turner
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to write some code?
?hist
(Hint: Look at ``Value''. Also look at the ``plot'' argument.)
cheers,
Rolf Turner
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How would one do
hist(rnorm(300),freq=FALSE,xlim=c(-4,4),main=)
curve(dnorm(x),c(-4,4),col=red,add=TRUE)
in SAS or SPSS? Maybe it's equally easy --- but I doubt it.
cheers,
Rolf Turner
.
cheers,
Rolf Turner
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used,
but corrected as follows:
zz - data.frame(x=1:6,y=1:6,z=1:6,w=c(1,2,3,3,2,1))
zz[,4][zz[,4]2] - zz[,4][zz[,4]2]^2 # See the difference?
zz
x y z w
1 1 1 1 1
2 2 2 2 2
3 3 3 3 9
4 4 4 4 9
5 5 5 5 2
6 6 6 6 1
cheers,
Rolf Turner
().
cheers,
Rolf Turner
On 17/01/2008, at 3:56 AM, Gavin Simpson wrote:
hits=-2.6 tests=BAYES_00
X-USF-Spam-Flag: NO
On Wed, 2008-01-16 at 11:02 +0100, Janice Kielbassa wrote:
Hello!
I want to do a non-linear regression with 2 explanatory variables
(something
,
Rolf Turner
On 18/01/2008, at 7:59 AM, Bob wrote:
R Help on 'chisq.test' states that
if 'simulate.p.value' is 'TRUE', the p-value is computed by Monte
Carlo simulation with 'B' replicates.
In the contingency table case this is done by random sampling
from
humanity.
cheers,
Rolf Turner
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, and what the data are like, before I could make any
useful suggestions. Many modelling issues could come into
play, and many modelling strategies are potentially applicable.
cheers,
Rolf Turner
is
innocent of the crime of creating the first pie chart.
From: [EMAIL PROTECTED] on behalf of Rolf Turner
Sent: Mon 1/28/2008 12:10 PM
To: r-help
Subject: Re: [R] [OT] vernacular names for circular diagrams
On 28/01/2008, at 12:07 AM, Peter Dalgaard wrote:
Jean lobry wrote:
snip
on...
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign, IL 61820
On Jan 28, 2008, at 1:10 PM, Rolf Turner wrote:
On 28
this is simple with a GIS, but I'd rather do it inside R.
You could convert the polygon to an owin object and use inside.owin()
in the spatstat package.
You could also use the undocumented spatstat function inside.xypolygon
().
cheers,
Rolf Turner
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