hello
I read Practical Time Series (Gareth Janacek; 2001) and they presented
e.g the
smoothing functions msmooth(x,k) or the bivariate function
crosscorr(x,y,k),
but both didn't work on my machine. I only load the ts library, is
another
library necessary or did this function change since 2001?
Is there a function in R for calculating empirical cumulative distribution
functions, i.e. the inverse of the quantile function? Perhaps in some
library? I'd hate to have to re-invent the wheel.
David Edwards, Biostatistics,
Novo Nordisk A/S, Bagsværd, Denmark.
[EMAIL PROTECTED] mailto:[EMAIL
Have you considered truehist in library(mass)?
Spencer Graves
p.s. This is discussed in Venables and Ripley (2002) Modern Applied
Statistics with S, 4th ed., which I recommend highly for anyone who uses
S-Plus or R. I only wish I had gotten the first edition when it
appeared.
Jim McLoughlin
Have you looked at Pinheiro and Bates (2000) Mixed Effects Models in S
and s-Plus? lme is great, but I couldn't make it work until I spent
some time with that book.
Hope this helps.
Spencer Graves
John Fieberg wrote:
Hi,
I am trying to parameterize the following mixed model (following Piepho
---
I was wondering whether someone can help me understand the
following behavior of the ace-function:
When ace is called with mon-parameter set to zero, R gives the
message response spec can only be lin or ordered
(default) and returns immediately. However, according to
Hello!
We are new in using R. We use the SVM module from the library 'e1071'
for training.
Problem formulation:
a classification has been performed using SVM module (linear kernel).
Later, a new data set (test set) comparable to the training data shall be
scaled in the same way as the
John Miyamoto [EMAIL PROTECTED] writes:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
Like this:
paste(x,collapse= )
[1] Bob loves Sally
--
paste(x,collapse= )
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] Behalf Of John Miyamoto
Sent: Thursday, 3 April 2003 9:54 AM
To: R discussion group
Subject: [R] Combining the components of a character vector
Dear Help,
Suppose I have a character vector.
x -
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
R x - c(Bob, loves, Sally)
R paste(x, collapse= )
[1] Bob loves Sally
best,
Torsten
The following
On Thursday 03 Apr 2003 1:54 am, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
y - paste(c, collapse= )
best wishes
Ido
__
[EMAIL
x - c(Bob, loves, Sally)
paste(x,collapse= )
[1] Bob loves Sally
best,
vito
- Original Message -
From: John Miyamoto [EMAIL PROTECTED]
To: R discussion group [EMAIL PROTECTED]
Sent: Thursday, April 03, 2003 1:54 AM
Subject: [R] Combining the components of a character vector
Dear
John,
Try paste with collapse argument:
x - c(Bob, loves, Sally)
paste(x,collapse= )
[1] Bob loves Sally
HTH
steve
John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x)
John Miyamoto wrote:
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
Try:
paste(x,collapse= )
and
help(paste)
--Peter
The collapse argument does what you want:
x - c(Bob, loves, Sally)
paste(c, collapse = )
Hope this helps,
Matt Wiener
-Original Message-
From: John Miyamoto [mailto:[EMAIL PROTECTED]
Sent: Wednesday, April 02, 2003 6:54 PM
To: R discussion group
Subject: [R] Combining the components
paste(x,collapse= )
On Wed, 2 Apr 2003, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines
... and one answer ...
On 02-Apr-03 Peter Dunn wrote:
Hi all
Two questions:
1. I note that help for the postscript device claims The
postscript produced by R is EPS (Encapsulated PostScript)
compatible It does not say it is EPS *compliant*.
Indeed, the EPS produced by R includes
Where is the rats data available?
It looks as if you have an lme model with both a fixed effect for
Treatment and a random effect for Treatment. I would guess that you
want to have a fixed effect for treatment and random effects for
Rat %in% Treatment
and
Liver %in% Rat %in% Treatment
If
Hello All,
Does anyone out there know a way to decompose time series objects with
missing values.
A simple na.omit will not work since it does not preserve the time
differences between succesive observations.
Thanks in advance,
Wayne
Dr Wayne R. Jones
Statistician / Research Analyst
KSS
See if the `akima' package on CRAN does what you want. I just checked in
Splus 6.1 on Linux and there's no `intrp'. Do you mean `interp'?
Andy
-Original Message-
From: Don Isgitt [mailto:[EMAIL PROTECTED]
Sent: Wednesday, April 02, 2003 2:02 PM
To: [EMAIL PROTECTED]
Subject: [R] S
Use the collapse argument to paste.
paste(c('Bob', 'loves', 'Sally'), collapse = ' ')
[1] Bob loves Sally
John Miyamoto [EMAIL PROTECTED] writes:
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
Dear John,
Try paste(x, collapse= )
John
At 03:54 PM 4/2/2003 -0800, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following
[EMAIL PROTECTED] writes:
Try these:
which.col - function (mat, x) (which(mat==x)-1) %/% nrow(mat) + 1
which.row - function (mat, x) (which(mat==x)-1) %% nrow(mat) + 1
Knowing the R community, there may be already functions to do this.
There is. Take another look at ?which.
--
O__
Hi
Maybe this is not an issue about R. It's probably a programming issue
and I am not a developer at all. Anyway my main developing activities
are in R and that's where I have difficulties.
When I develop a function or group of functions I lose eternities with
the objects attributes and classes.
Dear R-listers
Is there anyone who knows why I get different eigenvectors when I run
MatLab and R? I run both programs in Windows Me. Can I make R to produce
the same vectors as MatLab?
#R Matrix
PA9900-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43
,14/24 ,178/53 ,146/244 ,17/23
At 15:54 -0800 2.4.2003, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
[...]
Is there a more natural (no loop) way to do this in R?
John Miyamoto
paste(x, sep = , collapse = ) ?
Hi
Maybe this is not an issue about R. It's probably a programming issue
and I am not a developer at all. Anyway my main developing activities
are in R and that's where I have difficulties.
When I develop a function or group of functions I lose eternities with
the objects attributes and classes.
Hi:
As a follow up on fink-ed R running on a G3 iBook:
As some folks suggest, I move from r-base-atlas to r-base using fink. As
far as I can tell R is working OK now.
Machine: iBook G3 700 MHz
OS: 10.2.4
fink: Package manager version: 0.12.1; Distribution version: 0.5.1.cvs
Version: R 1.6.2
paste( c(Bob, loves, Sally), collapse= )
Spencer Graves
John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function combines
From ?paste:
If a value is specified for `collapse', the values in the result
are then concatenated into a single string, with the elements
being separated by the value of `collapse'.
paste(c(Bob, loves, Sally), collapse= )
[1] Bob loves Sally
At Wednesday 03:54 PM 4/2/2003 -0800,
Dr. Paul Gilbert's DSE (Dynamic System Estimation) library (which includes
VAR) is available in R package library, CRAN, if that's what you're asking.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] Behalf Of Erin Hodgess
Sent: Wednesday, April 02, 2003 03:46 PM
Hello All,
Thanks,
John.
Peter Dalgaard BSA wrote:
[EMAIL PROTECTED] writes:
Try these:
which.col - function (mat, x) (which(mat==x)-1) %/% nrow(mat) + 1
which.row - function (mat, x) (which(mat==x)-1) %% nrow(mat) + 1
Knowing the R community, there may be already functions to do this.
Please, have a closer look at the help file for paste(), and use the
collapse arguments.
Jerome
On April 2, 2003 03:54 pm, John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
Sundar's solution is better than mine unless the code must also work in
S-Plus.
Spencer Graves
Sundar Dorai-Raj wrote:
Or more simply:
set.seed(1)
A - array(rnorm(12), dim=c(3,4))
which(round(A) == 1, arr.ind = TRUE)
row col
[1,] 2 2
[2,] 1 4
Though, the original post may
Try the collapse argument in paste(), i.e.
paste(x,collapse= )
John Miyamoto wrote:
Dear Help,
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
The following function
Many people pointed out that the 'collapse' argument yields the solution
to my query:
x - c(Bob, loves, Sally)
paste(x, collapse= )
[1] Bob loves Sally
I had looked at the documentation for 'paste' within R and also in several
books before sending my question to R-Help, so I was aware of the
Dear Subscriber
Your account has been set up. Please keep this email for your records.
Login: [EMAIL PROTECTED]
Password: 658xae49
If you have not completed the activation process, please do so now by logging
into your account:
Hey, R-listers
I am a new user of R and just found the package of PCURVE which can estimate principal
curve for arbitrary
dimensional data set.
Now I have some 2-Dimensional data set X, which is stored as an Nx2 matrix in data.txt
file and looks as following:
-1.5551 2.4183
1.0051 1.0102
Suppose I have a character vector.
x - c(Bob, loves, Sally)
I want to combine it into a single string: Bob loves Sally .
paste(x) yields:
paste(x)
[1] Bob loves Sally
Is there a more natural (no loop) way to do this in R?
RTFM:
paste(x, collapse= )
[1] Bob loves Sally
Ray
It seems that hypatia.math.ethz.ch is hoarding messages
to the r-help list for up to 13 hours ... ?
Ted.
E-Mail: (Ted Harding) [EMAIL PROTECTED]
Fax-to-email: +44 (0)870 167 1972
Date: 03-Apr-03
Thank you, Roger, and to all who responded. akima is what I needed.
Don
Roger Peng wrote:
There is function `interp' in library(akima). Maybe this is what you're
looking for?
-roger
___
UCLA Department of Statistics
[EMAIL PROTECTED]
http://www.stat.ucla.edu/~rpeng
I'm pretty sure I've seen some examples of a function printing zero
entries in a matrix as dots, but I'm not able to find it now...
Any suggestions...? Thanks in advance. (Of course, I might have dreamt
of such a function...)
Best,
Giovanni
--
You're certainly very close. I observe that you have interchanged
positions for the function which calculates the statistic (f2) and
the number of replicates (R) in the third line of your example below.
Swap positions, or assign arguments by name instead of by position,
and I would expect this
I have been introduced to R in the last few weeks. I have been in contact
with Fritz at the main website. One of the issues I am looking into is the
amount of users that are involved with open source products. Fritz was able
to give me some information with regard to the downloads of R from the
Thanks,
it works:))
Inte
Ronaldo
ps. rats data and others used in book is in the Crawley home page:
http://www.bio.ic.ac.uk/research/mjcraw/statcomp/welcome.htm
Em Douglas Bates, escreveu:
Where is the rats data available?
It looks as if you have an lme model with both a fixed effect for
Yes there is.
x - c(Bob, loves, Sally)
paste(x, collapse= )
[1] Bob loves Sally
-Original Message-
From: John Miyamoto [mailto:[EMAIL PROTECTED]
Sent: Thursday, April 03, 2003 7:54 AM
To: R discussion group
Subject: [R] Combining the components of a character vector
Dear Help,
Dear,
has anyone experience compiling R on a cluster of RISC-6000 systems (IBM
Scalable Parallel System) with the xlc compiler (version 5)? We
discovered we can use such a system at our university and have some
processing time problems on Linux and Windows systems (running at 1.8
Ghz an
Hi list,
I am unsuccessfully trying to produce a serious of trellis barcharts from
within a for-loop. The barcharts work outside the loop. What am I missing?
Example attached.
Thanks Herry
#XX
trellis.device(bg=white)
trellis.par.get(fontsize)-fontsize
fontsize$default-16
Hello All,
Does anyone out there know a way to decompose time series objects with
missing values.
A simple na.omit will not work since it does not preserve the time
differences between succesive observations.
Thanks in advance,
Wayne
KSS Ltd
A division of Knowledge Support Systems Group
On Wednesday 02 Apr 2003 6:43 am, Yongde Bao wrote:
Can someone point out for me where to find a package to do principal
component analysis for Affy data, if existing?
http://www.stat.uni-muenchen.de/~strimmer/rexpress.html
mva, multiv
See also the function dui.pca of the ade4 package.
Hi
On 3 Apr 2003 at 13:20, DED (David George Edwards) wrote:
Is there a function in R for calculating empirical cumulative
distribution functions, i.e. the inverse of the quantile function?
Perhaps in some library? I'd hate to have to re-invent the wheel.
try tu use search provided with the
See the axis() function.
x - rnorm(20)
y- rnorm(20)
plot(x,y)
axis(4,at=-3:3,labels=(-3:3)*10)
axis(3,at=-3:3,labels=letters[1:7])
You may want to also consider plot(x,y,xaxt=n,yaxt=n) to suppress the
x and y axes which you can rebuild with axis() to fit your purpose. See
also the help file
Hi,
| From: Allan McRae [EMAIL PROTECTED]
| Date: Thu, 3 Apr 2003 11:53:32 +0100
|
| Hi,
|
| I am trying to plot two data sets on one plot but with
| using a different y-axis ranges for each - preferably with one shown on each side
of the graph.
This is a common question, you may try
Hi
Maybe this is not an issue about R. It's probably a programming issue and I am not a
developer at all. Anyway my main developing activities are in R and that's where I
have difficulties.
When I develop a function or group of functions I lose eternities with the objects
attributes and
library(stepfun) help(ecdf)
... although there's not a great deal involved in re-inventing it.
- tom blackwell - u michigan medical school - ann arbor -
On Thu, 3 Apr 2003, DED (David George Edwards) wrote:
Is there a function in R for calculating empirical cumulative distribution
Hi
This is a test message. I've tried to send some messages that never got
throught. I'm just checking what's wrong.
Sorry and don't bother answering.
EJ
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Hi Martin,
I guess you didn't get to Chapter 9 or the Preface ;-)
Yes, you need some further commands. Get the files from:
http://www.uea.ac.uk/~gj/tsbook.html
The two commands you are having trouble with are both part of the commands
written by the authors for the book. These are not
There appears to be a problem with the cycle time to distribe replies
to r-help: My reply (copied below) was submitted at 4/3/2003 8:26 AM,
some 4.5 hours after the original post. In those 4.5 hours, some 12
others had submitted public replies. However, none of those 12 had
arrived at my
Dear list,
I want to perform a biplot, using customized titels for the x and y axis.
Setting xlab= and ylab= resulted in an error, e.g.:
data(USArrests)
biplot(princomp(USArrests),xlab=,ylab=)
Error in biplot.default(t(t(scores[, choices])/lam), t(t(x$loadings[, :
length of
On Thursday 03 April 2003 01:54, John Miyamoto wrote:
snippage
The following function combines the character vector into a string
in the way that I want, but it seems somewhat inelegant.
paste.vector - function(x, ...) {
output - NULL
for (i in 1:length(x)) output -
Hi, Ted:
Thanks. This is one of many cases where poor quality may cost more than
high quality: It requires roughly 60 time as much space to store a 13+
hour queue than a 13 minute queue.
Best Wishes,
Spencer Graves
(Ted Harding) wrote:
It seems that hypatia.math.ethz.ch is hoarding messages
--
Dear R users,
I have data on around 2000 birds from 3 generations for which I know
an individual's pedigree (i.e. the relationship it shares with other
individuals e.g brother, uncle, mother) and also a pedigree based on
foster-families, because half broods were removed from their nest of
Ded == Ded (David George Edwards) [EMAIL PROTECTED]
on Thu, 3 Apr 2003 13:20:25 +0200 writes:
Ded Is there a function in R for calculating empirical
Ded cumulative distribution functions, i.e. the inverse of
Ded the quantile function? Perhaps in some library?
Yes: in the
Giovanni Petris wrote:
I'm pretty sure I've seen some examples of a function printing zero
entries in a matrix as dots, but I'm not able to find it now...
Any suggestions...? Thanks in advance. (Of course, I might have dreamt
of such a function...)
Best,
Giovanni
I just so have something that
Just found John Logsdon's posting (copied below) on the R-help
archives (for which thanks, John). For comparison with what he
put up below (about 1 hour delay), following that is what I'm
getting at the moment (26 hours delay and increasingly steadily:
was 13 hours yesterday evening).
Just
Take a look at ecdf in package stepfun.
-Original Message-
From: DED (David George Edwards) [mailto:[EMAIL PROTECTED]
Sent: Thursday, April 03, 2003 6:20 AM
To: '[EMAIL PROTECTED]'
Subject: [R] cdf function: inverse to quantile?
Is there a function in R for calculating empirical
Hey, Rlisters.
Does anybody know how to use the package PCURVE to estimate a
2-Dimensional principal curve?
My 2-D data x is stored as a .txt file, looks as following:
xx xx
xx xx
...
xx xx
So how to write the command to get the principal curve?
Thanks for your point.
Fred
1. Have you read Venables and Ripley's two books, Modern Applied
Statistics with S (now in its 4th edition) and S Programming?
Especially the latter book could help in this regard.
2. Which version of R are you using, under which operating system?
With R 1.6.2 under Windows 2000, I can
Dear all
Off topic to some extent but Ted Harding has just called me to say he is
(a) seeing large delays in the list messages when it is sent internally
from hypatia.math.ethz.ch. I get only a delay of an hour which is
reasonable in the scrap below but Ted reports delays of the order 24
hours,
About a day ago, I wrote
to R-devel (and Marc) :
MM == Martin Maechler [EMAIL PROTECTED]
on Thu, 3 Apr 2003 18:36:12 +0200 writes:
Marc == Marc Schwartz [EMAIL PROTECTED]
on Thu, 03 Apr 2003 09:24:20 -0600 writes:
Marc Martin,
Marc Not sure if you are aware of this,
r-help has recently experienced delays exceeding 24 hours. Some
progress has been made in diagnosis, but I don't know about the fix.
Spencer Graves
Ernesto Jardim wrote:
Hi
This is a test message. I've tried to send some messages that never got
throught. I'm just checking what's wrong.
Sorry
Spencer Graves [EMAIL PROTECTED] writes:
Thanks. This is one of many cases where poor quality may cost more
than high quality: It requires roughly 60 time as much space to store
a 13+ hour queue than a 13 minute queue.
Not to mention the fact that shorter queues will keep people from
HI,
try to use 'print.trellis()'
Martina
-
see:
library(lattice)
trellis.device(bg=white)
trellis.par.get(fontsize)-fontsize
fontsize$default-16
trellis.par.set(fontsize,fontsize)
a-c(1,2,4,5,4,3,3,3)
b-c(2,5,1,1,1,3,3,3)
c-c(3,5,1,2,2,5,5,5)
On Friday 04 April 2003 12:04 am, [EMAIL PROTECTED] wrote:
Hi list,
I am unsuccessfully trying to produce a serious of trellis barcharts from
within a for-loop. The barcharts work outside the loop. What am I missing?
An explicit print() outside the barchart call. The result of barchart is a
Hi,
I've been looking through the documentation for sample(), but can only get
it to work with vectors. Is it possible to sample from a dataframe?
--
Cheers,
Kevin
--
/* Time is the greatest teacher, unfortunately
Ko-Kang Kevin Wang wrote:
I've been looking through the documentation for sample(), but can only get
it to work with vectors. Is it possible to sample from a dataframe?
Do you want to sample rows from a single dataframe? How about
something like this where 10 is the number of rows sampled:
What do you want?
The following selects 3 rows at random from DataFrame:
DataFrame - data.frame(x=1:9, y=rnorm(9))
DataFrame[sample(dim(DataFrame)[1], 3, replace=TRUE), ]
Spencer Graves
Ko-Kang Kevin Wang wrote:
Hi,
I've been looking through the documentation for sample(), but
On Thu, 3 Apr 2003 11:14:55 +0100 , you wrote in message
[EMAIL PROTECTED]:
PS: I am using R version 1.6.2, under windows 2000 (professional), and the
Fortran code is compiled into a Windows 32bit DLL using Compaq Visual
Fortran Professional, edition 6.1.0
I don't know that compiler at all, but
Tell me about it ! :)
My email system was about to collapse ...
Partha.
Peter Dalgaard BSA [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
04/04/2003 02:18 PM
To: Spencer Graves [EMAIL PROTECTED]
cc: [EMAIL PROTECTED], [EMAIL PROTECTED]
Subject:Re:
Beyond a general problem with X11, that it sometimes doesn't display
-especially when it is inactive for a while- new windows (like new
terminal, R device, or emacs) and only the restart helps, I found a
problem which might also be especially the X11's problem.
From an apple
I'm having trouble figuring out how to create a function using body-
(). The help file for body() says that the argument should be a list of
R expressions. However if I try that I get an error:
tmpfun - function(a, b=2){}
body(tmpfun) - list(expression(z - a + b),expression(z^2))
Error in
Martina Pavlicova [EMAIL PROTECTED] writes:
HI,
try to use 'print.trellis()'
Martina
Actually the preferred approach is to use print(), not
print.trellis(). That is, call the generic function, not the specific
name of the method. With namespaces, available in R-1.7.0 and later,
package
Many thanks to J.R. Lockwood and to Sundar Dorai-Raj for sending me
their suggestions. I ended up using Sundar's function blended with a
flavour of `zapsmall':
print.matrix2 - function(x, zero = ., digits=getOption(digits), ...) {
if (all(ina - is.na(x)))
return(x)
if
All,
I am new in R. I found sqlSave() doesn't work for our Oracle9i. The
following was the message:
sqlSave(channel, USArrests, rownames=state)
Error in sqlColumns(channel, tablename) : USArrests : table not found on
channel
Check case parameter in odbcConnect
sqlQuery() works OK.
Please
Mikael -
The matrix PA9900 is not a symmetric matrix. Eigen() will
automatically detect this. help(eigen) says explicitly:
For `eigen( , symmetric = FALSE)' the choice of length of
the eigenvectors is not defined by LINPACK. In all other
cases the vectors are normalized to unit length.
In
[EMAIL PROTECTED] writes:
I'm having trouble figuring out how to create a function using body-
(). The help file for body() says that the argument should be a list of
R expressions. However if I try that I get an error:
tmpfun - function(a, b=2){}
body(tmpfun) - list(expression(z - a +
On Fri, 4 Apr 2003, Katalin Csillery wrote:
But form apple X11 public Beta 0.3 I get the following error messages,
library(boot)
Attaching package `boot':
The following object(s) are masked _by_ .GlobalEnv :
boot
This message means that you have something called
Excellent analysis, Thomas. An alternative to looking at EISPACK
documentation is to do the following computations:
(1) Values %*% diag(vectors) %*% solve(Values)
(2) solve(Values) %*% diag(vectors) %*% Values
One of these two should return the original matrix; the other will
likely be
Hello,
In S-Plus Windows you can transform graphics to Powerpoint very easily, in R Windows
you can use enhanced metafiles (.emf) and Powerpoint almost as easy. Is there a
simular way with R in Linux to transform to the presentation program in StarOffice or
OpenOffice or are you stuck with the
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