forkusam <[EMAIL PROTECTED]> writes:
> Hi,
> Can someone please tell me what such an error message
> could mean. i.e where a problem must have arised.
>
> Error in uniroot(function(n) eval(p.body) - power,
> c(2, 1e+07)) :
> f() values at end points not of opposite sign
Looks like the
Hello,
I want to be able to create a design matrix with two factors. For instance, if
I have:
> t1 <- factor(c(1,1,2,2));
> t2 <- factor(c(1,2,1,2));
> design <- model.matrix(~ -1 + (t1+t2));
> design;
t11 t12 t22
1 1 0 0
2 1 0 1
3 0 1 0
4 0 1 1
But the design matrix
That makes sense - obviously when I used this formulation in the past
(eg. with lm) I've been lucky enough not to run into problems, but it
makes sense that the formula needs some help to determine that df comes
from a different environment from the other variables.
Thanks for your help,
Hadle
Use substitute, something like
lml <- eval(substitute(lmList(y ~ ns(x,df=d.f) | c, a), list(d.f.=df)))
This sort of thing is in any case necessary to get a sensible call
component recorded in the fitted object.
On Thu, 22 Jan 2004, Hadley Wickham wrote:
> Hi,
>
> I'm experimenting with random
malloc.h can normally be replaced by stdlib.h on an ISO C system. That
file has
#include
#ifndef Macintosh
#include
#endif
and I believe that should be
#include
#include
since the aim appears to be to have malloc() declared.
Martin M (as Maintainer) please note.
On Wed, 21 Jan 2004, Da
Hi,
Can someone please tell me what such an error message
could mean. i.e where a problem must have arised.
Error in uniroot(function(n) eval(p.body) - power,
c(2, 1e+07)) :
f() values at end points not of opposite sign
Thank you
cilver
=
=
Sylvie B. Forkusam
E
On Wednesday 14 January 2004 19:57, Kristian Omland wrote:
>
[snip]
>
> Is Excel's Solver an adequate tool for numerical approximation in general
> and nonlinear regression in particular? Or should I push on writing
> S-Plus code?
From what I've heard (and I know some expert users), Excel's solver
Hi,
I'm experimenting with random effect natural splines, and I've
encountered an odd problem.
library(nlme); library(splines)
a <- data.frame(x = 1:10, y = 1:10 + runif(10, min=-3, max=3), c =
rep(c(1,2),5))
df <- 10
lml <- lmList(y ~ ns(x,df=df) | c, a)
Error in df - 1 : non-numeric argum
[EMAIL PROTECTED] (A.J. Rossini) writes:
> Vincent Philion <[EMAIL PROTECTED]> writes:
>
> > Le 21 janv. 2004, à 15:19, Prof Brian Ripley a écrit :
> >
> >> - the MacOS X platform is a rather (very?) unusual Unix-alike.
> >>
> >
> > Why is that? Isn't Darwin (the Unix core of OSX) a standard Free
I have a function which passes an element of a fairly large list to a
fortran call. In a function, when I use storage.mode on an element of a
list that is in the function argument, does this force the whole list to
be duplicated? More specifically, which of these should result in less
extra cop
Vincent Philion <[EMAIL PROTECTED]> writes:
> Le 21 janv. 2004, à 15:19, Prof Brian Ripley a écrit :
>
>> - the MacOS X platform is a rather (very?) unusual Unix-alike.
>>
>
> Why is that? Isn't Darwin (the Unix core of OSX) a standard FreeBSD
> Unix system?
Sure, but you aren't just using the co
There has been some recent discussion on this list about the value of using
intervals with lme() to check for whether a model is ill-defined. My
question is, what else can drive very large confidence intervals for the
variance components (or cause the error message "Error in
intervals.lme(Object) :
I can confirm that wavethresh doesn't install under (my) Mac OS 10.2.8:
> install.packages("wavethresh")
...(snip)...
* Installing *source* package 'wavethresh' ...
** libs
gcc -no-cpp-precomp -I/usr/local/lib/R/include -I/sw/include
-fno-common -g -O2 -c ImageDecomposeStep.c -o ImageDecompos
Le 21 janv. 2004, à 15:19, Prof Brian Ripley a écrit :
- the MacOS X platform is a rather (very?) unusual Unix-alike.
Why is that? Isn't Darwin (the Unix core of OSX) a standard FreeBSD
Unix system?
Vincent
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Hello all,
This might have been fixed in later versions (I am using R1.7.0), r-help
archive contains messages reporting similar problems but no reports of
codes fixes. I have encountered a couple of problems using the
silhouette function. one occurs when the clustering contains clusters
compose
On Wed, 21 Jan 2004, Peter Wickham wrote:
> My Windows machine has gone "kaput" and I am trying to see how R might
> work on my Mac. I am interested in using the contributed packages,
> especially "waveslim" and "wavethresh". Are all packages available
> under either Windows, Mac, or Unix? I ca
My Windows machine has gone "kaput" and I am trying to see how R might
work on my Mac. I am interested in using the contributed packages,
especially "waveslim" and "wavethresh". Are all packages available
under either Windows, Mac, or Unix? I can't seem to tell from the
documentation whether th
Thanks to Frank Harrell, Brian Ripley, Andy Liaw, Jeff Laake and Sean Davis
for their usefull comments regarding "navigation" between valid R
directories.
Jeff recommanded the Mark Bravington package that can be found at:
(ftp://ftp.marine.csiro.au/software/bravington/). I looked at the package
I have found a pair of functions, move and rm.sv, written by my
colleague John Miyamoto very useful in managing one's workspace. They
may be inspected and downloaded from
http://faculty.washington.edu/jmiyamot/psych500.htm
**
Cliff Lunnebor
Dear All,
Thanks for all the help. I tried to implement Stephane Dray's suggestion
and Erin Hodgess function with the following matrices:
> A
[,1] [,2]
[1,]21
[2,]13
> P
[,1] [,2] [,3]
[1,]123
[2,]456
[3,]234
> D
[,1] [,2] [,3]
[1
Martyn Plummer <[EMAIL PROTECTED]> writes:
> Calculating the matrix exponential is harder than it looks (I'm sure
> Peter knows this). In fact there is a classic paper by Moler and Van
> Loan from the 1970s called "Nineteen dubious ways to calculate the
> exponential of a matrix", which they updat
>From: "Liaw, Andy"
>To: "'nuvo nuvo'" ,[EMAIL PROTECTED]
>Subject: RE: [R] Better way to find function
>Date: Wed, 21 Jan 2004 09:10:06 -0500
>
>For #1, could you clarify what you mean by `function', an R function,
or a
>regression function?
I mean to choose a functio
Your extra column is not redundant: it adds an extra column of
information, and outliers in that column after removing the effects of the
other columns are still multivariate outliers.
Effectively you have added one more dimension to the sphered point cloud,
and mahalanobis distance is Euclidea
On Fri, 2004-01-16 at 01:53, Erich Neuwirth wrote:
> I just installed Fedora in VMWare.
> Can somebopdy tell me what lines i have to put in
> yum.conf
> so R will be automatically integrated in the package system
> and updated when a new release is available?
I don't think this is possible, yet. M
Hello,
After an exchange of mail with Martin Maechler, I turn to the list on hist
demand, trying to reformulate my question to make it clearer.
We are trying to submit data to a hierarchical cluster analysis which
weights each observation by a value given for each observation.
The weighting shou
On Tue, 2004-01-20 at 16:58, Peter Dalgaard wrote:
> Federico Calboli <[EMAIL PROTECTED]> writes:
>
> > Dear All,
> >
> > I would like to ask why the zeroeth power of a matrix gives me a matrix
> > of ones rather than the identity matrix:
>
> Because arithmetic on a matrix works element-wise. M
Have you read the posting guide!
"http://www.R-project.org/posting-guide.html";? From www.r-project.org
-> search -> R site search -> "varimax" produced 29 hits for me just
now. I would expect you should find several ways to approach your
problem among the results there. ("help.search('
At 07:58 AM 1/21/2004, Dave Andrae wrote:
>I seem to remember, from a course in which I used SPSS for LDA, that
>Box's M is an ultra-sensitive test as well and that in almost all
>practical applications it's not useful, so Prof. Ripley's comments
>apply to that test, too.
Professor Ripley is quite
Dear R-experts,
Searching the help archives I found a recommendation to do multivariate
outlier identification by mahalanobis distances based on a robustly estimated
covariance matrix and compare the resulting distances to a chi^2-distribution
with p (number of your variables) degrees of freedom
Hi all,
Does anyone know where I can find a program to perform a "varimax" (i.e. a maximum
variance)
rotation of the principal component vectors?
Thanks in advance.
Olivier
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I seem to remember, from a course in which I used SPSS for LDA, that
Box's M is an ultra-sensitive test as well and that in almost all
practical applications it's not useful, so Prof. Ripley's comments
apply to that test, too.
HTH,
Dave
--- "Liaw, Andy" <[EMAIL PROTECTED]> wrote:
> While I don'
Ciao Enrico,
I think you can skip to use a shell as you described.
There are some ways to include R script in a perl script.
I included below two examples I wrote for better understand.
## prova1.pl ###
#!/usr/local/bin/perl
open (FILE, ">test.txt");
print FILE "a,b,c,d,e\n1,2,3,4,5";
c
For #1, could you clarify what you mean by `function', an R function, or a
regression function?
For #2, there are several packages on CRAN (and in the R distribution
itself) that fit regression splines, if that's what you meant by `piecewise
regression'. For logistic regression, you can either us
juli g. pausas wrote:
Dear all,
I'd like to subset a df within a function, and use select for choosing
the variable. Something like (simplified example):
mydf <- data.frame(a= 0:9, b= 10:19)
ttt <- function(vv) {
tmpdf <- subset(mydf, select= vv)
mean(tmpdf$vv)
}
ttt(mydf$b)
But this is not
Juli,
Check again in the help about how to use the select parameter. You need to
pass the column name for the column of interest, not the actual column.
Also, your tmpdf will already have the column selected, so there is no need
to index the column further, at least in this toy example. In this
The problem is the following:
We have 2 different solutions (samples), which are filtered and then
the concentration of the filtrate is measured.
We want to evaluate how the filter proces and the concentration
measurement influences the detection of the difference of the two
solutions and which s
On Wed, 21 Jan 2004, Christian Schulz wrote:
> Hi,
>
> trying the access to Oracle via ODBC in Win2k/1.8.1 i have only 2 problems.
> (1) number(x,y) formats in oracle result in R-Project as a factor with more
> than 20.000 levels for every distinct value.
> My coversion attempts until now fail
Hello
I'm working on STARMA model (Space-time ARMA model) , in this model it's the same
procedure like the Box and Jenkins procedure for estimate and the diagnostic checking
of this model.
If somebody have worked with this model, please send the algorithm for estimate the
Space-time ACF (ST
Dear all,
I'd like to subset a df within a function, and use select for choosing
the variable. Something like (simplified example):
mydf <- data.frame(a= 0:9, b= 10:19)
ttt <- function(vv) {
tmpdf <- subset(mydf, select= vv)
mean(tmpdf$vv)
}
ttt(mydf$b)
But this is not the correct way. Any he
Dear R experts.
'D()' function recognizes some of the analitical functions, such as
sin, cos, etc. But I'd like to take analytical derivatives from asin,
atan etc. functions. Are there any R packages providing that features?
Thanks.
--
Timur.
__
[EMAI
Hi,
trying the access to Oracle via ODBC in Win2k/1.8.1 i have only 2 problems.
(1) number(x,y) formats in oracle result in R-Project as a factor with more
than 20.000 levels for every distinct value.
My coversion attempts until now failed, i.e. as.numeric(money) result
in a:
Error in as.doub
We have published the 2003/3 issue of R News on
http://cran.R-project.org/doc/Rnews
where you can download the newsletter as PDF or Postscript file. It
will propagate to the CRAN mirrors within a day or two.
Contents of this issue:
Dimensional Reduction for Data Mapping
R as a Simulati
On Wed, 21 Jan 2004, Giampiero Salvi wrote:
> Hi,
> I wonder if it is possible to read data on another computer (unix like system)
> using ssh (I mean any of ssh, scp, sftp). I saw that R has no problem reading
> files across the net (for example read.table(url("http://www...";)) ), but what
> if
I solved my problem this way (if somebody is interested):
pipe("ssh hostname 'cat path/filename'"))
I guess I could even use gzip instead of cat or the ssh option -C to compress
the data that has to be transferred.
R rocks!
Giampiero
On Wed, 21 Jan 2004, Giampiero Salvi wrote:
> Hi,
> I wonde
Hi,
I wonder if it is possible to read data on another computer (unix like system)
using ssh (I mean any of ssh, scp, sftp). I saw that R has no problem reading
files across the net (for example read.table(url("http://www...";)) ), but what
if the file is on a local disk of another machine? For sec
Adrian Trapletti wrote:
Ok I made Jarque-Bera test to the residuals (merv.reg$residual)
library(tseries)
jarque.bera.test(merv.reg$residual)
X-squared = 1772.369, df = 2, p-value = < 2.2e-16
And I reject the null hypotesis (H0: merv.reg$residual are normally
distributed)
So I know that:
1 - mer
I am a new user of R. I am trying to fit gam model with our air pollution data. I used
Foreign package to call data from SPSS and used MGCV package to fit gam. The following
are the steps I used:
> dust<- read.spss("a:dust9600jan.sav")
> c<-gam(MRESPALL~s(DUSTM)+s(TEMP)+s(RH),family=poisson,data=
[EMAIL PROTECTED] wrote:
Is the fortran source code for the MODREG package available?
If so can someone send me a zip file or point to a web address?
It's one of the "base" packages, hence in the R sources:
PathToR/R/src/library/modreg
Uwe Ligges
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