On Wed, 13 Apr 2005, BORGULYA [iso-8859-2] Gábor wrote:
Has onyone experience with pstoedit (http://www.pstoedit.net/pstoedit)
to convert eps graphs generated by R on Linux to Windows formats (WMF or
EMF)? Does this way work? Is there an other, better way?
You can only do that using pstoedit on
On Tue, 12 Apr 2005, John Pitney wrote:
I have one array of predictors, one observation per row, and one array of
responses, also arranged one observation per row. I arrange these into a
data.frame and call lm() with a pasted-together formula.
I would like to call lm() with a number of
hello,
i wonder how is string represent in R. if i have a string s= hello, how can i
refer to first character in the string s?
also if i have s1 = hello.1, s2 = ok.1, how can i separate the s1 into
hello 1 and s2 into ok and 1? I have tried to use the substring
function, but i don't where i
To get the first character from a string, use substr(s, 1, 1)
To split strings at a period, use strsplit(s, \\.) (the period must
be quoted, as . matches anything in a regular expression).
To get the index for . in a string, see ?regexpr, but you will not
need to do that if you use strsplit().
I've uploaded a new version of catspec to CRAN. Catspec is for
estimating certain special categorical models. It also contains
ctab, a function for creating one-way, two-way, and multi-way
percentage tables (nothing special there really). Ctab can now print
more than one percentage type, as well
Hi
If I have
a - Inf + 1i
then
Re(a) is Inf, and Im(a) is 1, as expected.
But if
b - 1 + Inf * 1i,
then
Im(b) = Inf , as expected, but Re(b) = NaN, which I didn't expect.
Why this asymmetry? How to define an object with Re(b)=1, Im(b)=Inf?
--
Robin Hankin
Uncertainty Analyst
Southampton
Robin,
You could try
b - complex(real=1, im=Inf)
--
scar Manuel Rueda Palacio
Viceintervencin
Consejera de Hacienda
Junta de Castilla y Len
Tfno: 983414092 e-mail: [EMAIL PROTECTED]
--
-Mensaje
Hallo everyone
I have two univariate time series (class ts) describing the same variable. They
have the same resolution, but span different periods in time with a big gap in
between. I need to append one to the other such that they are one object, with
the gap filled with NAs. The method
Robin == Robin Hankin [EMAIL PROTECTED]
on Wed, 13 Apr 2005 08:51:19 +0100 writes:
Robin Hi
Robin If I have
Robin a - Inf + 1i
Robin then
Robin Re(a) is Inf, and Im(a) is 1, as expected.
Robin But if
Robin b - 1 + Inf * 1i,
Robin then
Robin Im(b) =
Actually, the problem comes from Inf * 1i (or 1i * Inf)
and the
0 * Inf |- NaN
which of course is `correct' in general, but a bit undesirable
in the rule
(a + bi) * (c + di) = (ac - bd) + (ad + bc)i
{and similarly in complex division}.
Note that the same problem also leads to
Hi,
In stlmethods(stats) says:
range.bars logical indicating if each plot should have a bar at its right
side which are of equal heights in user coordinates.
I don't understand the meaning of: which are of equal heights in user
coordinates
I'm working with monthly time series, with a clear
Hallo,
for the
quasipoisson family the default for mustart is
y+ 0.1,
for the quasi family with 'variance=mu'
the default is y + 0.1 * (y == 0)
I would like to know, whether
the setting for quasipoisson
is preferable for count data in relation to the quasi setting.
regards
Ulrich
Ulrich
On Wed, 13 Apr 2005, Joerg Klausen wrote:
I have two univariate time series (class ts) describing the same
variable. They have the same resolution, but span different periods in
time with a big gap in between. I need to append one to the other such
that they are one object, with the gap filled
On Wed, 13 Apr 2005, antonio rodríguez wrote:
In stlmethods(stats) says:
For informatively, in the help for plot.stl:
range.bars logical indicating if each plot should have a bar at its right
side which are of equal heights in user coordinates.
I don't understand the meaning of: which are of
El Miércoles, 13 de Abril de 2005 11:12, Prof Brian Ripley escribió:
On Wed, 13 Apr 2005, antonio rodríguez wrote:
In stlmethods(stats) says:
For informatively, in the help for plot.stl:
range.bars logical indicating if each plot should have a bar at its
right side which are of equal
On Apr 13, 2005, at 09:40 am, Martin Maechler wrote:
Actually, the problem comes from Inf * 1i (or 1i * Inf)
and the
0 * Inf |- NaN
which of course is `correct' in general, but a bit undesirable
in the rule
(a + bi) * (c + di) = (ac - bd) + (ad + bc)i
thanks for this Martin.
Now I
Hello All,
I would like to know what fit criterion (abstol arg)
is in nnet. Is it the threshold for the difference btw
the max output and target values?
Is the value at each iteration also the difference btw
max of output and target values over all output units
(case of multiple classes)?
How
On 13-Apr-05 Prof Brian Ripley wrote:
On Wed, 13 Apr 2005, BORGULYA [iso-8859-2] Gábor wrote:
Has onyone experience with pstoedit
(http://www.pstoedit.net/pstoedit)
to convert eps graphs generated by R on Linux to Windows
formats (WMF or EMF)? Does this way work? Is there an other,
I must respectfully disagree. Why carry extra copies of data arround? This
is probably OK for small to medium sized data, but definitely not for large
data.
Besides, in your example, it may do different things depending on whether
newdata is supplied: model.matrix is not necessarily the same
Jan T. Kim [EMAIL PROTECTED] writes:
I don't know what Federico Calboli has in mind, but as for myself, upon
starting with R, I've been looking for an R language reference in the
style of the Python reference (http://docs.python.org/ref/ref.html).
The specification of the grammar and the
Dear friends,
I am trying to produce Contour Plot with R, but there are some NA
in my data matrix. After I ran the following R script, I got the error
message:no proper `z' matrix specified. Does anybody know how to plot
contour chart with R for the non-strict matrix?
Thank
On Wed, 13 Apr 2005 [EMAIL PROTECTED] wrote:
On 13-Apr-05 Prof Brian Ripley wrote:
On Wed, 13 Apr 2005, BORGULYA [iso-8859-2] Gábor wrote:
Has onyone experience with pstoedit
(http://www.pstoedit.net/pstoedit)
to convert eps graphs generated by R on Linux to Windows
formats (WMF or EMF)?
[EMAIL PROTECTED] wrote:
Dear friends,
I am trying to produce Contour Plot with R, but there are some NA
in my data matrix. After I ran the following R script, I got the error
message:no proper `z' matrix specified. Does anybody know how to plot
contour chart with R for the non-strict
On 4/13/05, Joerg Klausen [EMAIL PROTECTED] wrote:
Hallo everyone
I have two univariate time series (class ts) describing the same variable.
They have the same resolution, but span different periods in time with a big
gap in between. I need to append one to the other such that they are one
On 4/13/05, Prof Brian Ripley [EMAIL PROTECTED] wrote:
On Wed, 13 Apr 2005 [EMAIL PROTECTED] wrote:
On 13-Apr-05 Prof Brian Ripley wrote:
On Wed, 13 Apr 2005, BORGULYA [iso-8859-2] Gábor wrote:
Has onyone experience with pstoedit
(http://www.pstoedit.net/pstoedit)
to convert
Hai Lin [EMAIL PROTECTED] writes:
Dear R users,
I have a data frame with categorical Vars. Groups
and a couple columns of numeric Vars. I am trying to
make two-sample t.test on each variable(s01-s03) by
Groups.
A data generated as following:
zot - data.frame(Groups=rep(letters[1:2],
Dear All,
Can anyone please tell me where I can obtain uncompiled binary
instalation files for R version 1.8. (i.e. rw1080.exe)?
I can only find the uncompiled source code on CRAN today.
Thank you,
Mary Wisz
[EMAIL PROTECTED]
[[alternative HTML version deleted]]
On 13-Apr-05 Prof Brian Ripley wrote:
On Wed, 13 Apr 2005 [EMAIL PROTECTED] wrote:
On 13-Apr-05 Prof Brian Ripley wrote:
On Wed, 13 Apr 2005, BORGULYA [iso-8859-2] Gábor wrote:
Has onyone experience with pstoedit
(http://www.pstoedit.net/pstoedit)
to convert eps graphs generated by
Dear Listers,
I am trying to install packages via install.packages() from MacOS
10.3.8. Installing work fine when run from the menu, but the following
command (useful for setting up each computer of the student computer
room) leads nowhere for some reasons:
Wisz, Mary Susanne wrote:
Dear All,
Can anyone please tell me where I can obtain uncompiled binary
You mean compiled, for sure.
instalation files for R version 1.8. (i.e. rw1080.exe)?
Why do you want an outdated version of R?
Binaries are not archived on CRAN. You can either try to compile
Patrick Giraudoux wrote:
Dear Listers,
I am trying to install packages via install.packages() from MacOS
10.3.8. Installing work fine when run from the menu, but the following
command (useful for setting up each computer of the student computer
room) leads nowhere for some reasons:
Has anyone out there compiled R for the Umbutu Linux* (neé Debian) v.
5.04 distribution for Intel-type platforms (32 and 64 bit) ?
Thank you,
Derek Eder
* Umbutu, a popular new Linux distribution, not a Nigerian scam, I
promise!http://www.ubuntulinux.org/
--
Derek Eder
SDS KLINIKEN
Vasaplatsen
From: Uwe Ligges
Wisz, Mary Susanne wrote:
Dear All,
Can anyone please tell me where I can obtain uncompiled binary
You mean compiled, for sure.
instalation files for R version 1.8. (i.e. rw1080.exe)?
Why do you want an outdated version of R?
Binaries are not archived on
When I set up an old weak PC to become a real workstation at
home, by installing Ubuntu (spelling!),
I was able to quickly get many debian packages that were not
part of ubuntu proper (including R-base-dev, ess) by
outcommenting something like universe (forgot the exact name)
in the
Derek Eder wrote:
Has anyone out there compiled R for the Umbutu Linux* (neé Debian) v.
5.04 distribution for Intel-type platforms (32 and 64 bit) ?
* Umbutu, a popular new Linux distribution, not a Nigerian scam, I
promise!http://www.ubuntulinux.org/
That's 'Ubuntu'.
If you run the package
Derek Eder [EMAIL PROTECTED] writes:
Has anyone out there compiled R for the Umbutu Linux* (neé Debian) v.
5.04 distribution for Intel-type platforms (32 and 64 bit) ?
Thank you,
Derek Eder
Er, U*bun*tu, you mean? I believe you just use the standard Debian
packages and tools like apt-get
On Wed, 2005-04-13 at 15:19 +0200, Derek Eder wrote:
Has anyone out there compiled R for the Umbutu Linux* (neé Debian) v.
5.04 distribution for Intel-type platforms (32 and 64 bit) ?
Thank you,
Derek Eder
* Umbutu, a popular new Linux distribution, not a Nigerian scam, I
promise!
I'm wanting to perform analysis (e.g. using eigen()) of binary matrices - i.e.
matrices comprising 0s and 1s.
For example:
n-1000
test.mat-matrix(round(runif(n^2)),n,n)
eigen(test.mat,only.values=T)
Is there a more efficient way of setting up test.mat, as each cell only
requires a binary
i konw the lda and qda in MASS can do discriminant analysis.and lda complete
the Fisher's method.and qda is the Quadratic discriminant analysis.
1,my first question is if qda do the Mahalanobis's method?
2,as some textbook say,when using fisher's method,we proceed by assuming that
the
Mark Edmondson-Jones wrote:
I'm wanting to perform analysis (e.g. using eigen()) of binary matrices - i.e.
matrices comprising 0s and 1s.
For example:
n-1000
test.mat-matrix(round(runif(n^2)),n,n)
eigen(test.mat,only.values=T)
Is there a more efficient way of setting up test.mat, as each cell
you mean something like this:
matrix(sample(0:1, n*n, TRUE), n, n)
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Our CEO, Dr. Dan Steinberg, is planning to visit Europe in May. He
would like the opportunity to introduce statisticians (and statistically
minded people) to data mining, data mining applications and to forefront
data mining tools. Our algorithms are probably familiar to many
statisticians
Actually n^2 doubles. You could insert as.integer() around the call to
round(runif()), to make the matrix have storage mode integer, but when you
call eigen you need a matrix of doubles anyway, so you're not really
saving space.
If your matrices are large and have mostly zeros, you might benefit
Peter Dalgaard p.dalgaard at biostat.ku.dk writes:
Derek Eder derek.eder at sdskliniken.se writes:
Has anyone out there compiled R for the Umbutu Linux* (ne Debian) v.
5.04 distribution for Intel-type platforms (32 and 64 bit) ?
[...]
Er, U*bun*tu, you mean? I believe you just use the
Berton Gunter wrote:
A question on lme() :
details: nlme() in R 2.1.0 beta or 2.0.1
The data,y, consisted of 82 data value in 5 groups of sizes 3 9 8 28 34
.
I fit a simple one level random effects model by:
myfit - lme( y~1, rand = ~1|Group)
The REML estimates of between and within Group
Hi all,
Has anyone tested for FA in R? I need to seperate out the variance due to
measurement error from variation between individuals (following Palmer
Strobeck 1986).
Andy Higginson
Animal Behaviour and Ecology Research Group
School of Biology
University of Nottingham
NG7 2RD
U.K.
Can someone explain why starts1 and starts2 are diffferent in the example below?
After running this program
a - c(1:3)
b - c(2:3)
tsa - ts(a)
tsb - ts(b, start = 2)
arr - cbind(tsa, tsb)
starts1 - cbind(start(tsa), start(tsb))
starts2 - apply(arr, 2, start)
I get:
starts1
[,1] [,2]
[1,]
-Original Message-
From: Uwe Ligges
Mark Edmondson-Jones wrote:
I'm wanting to perform analysis (e.g. using eigen()) of
binary matrices - i.e. matrices comprising 0s and 1s.
For example:
n-1000
test.mat-matrix(round(runif(n^2)),n,n)
eigen(test.mat,only.values=T)
1000x1000 is only indicative. I need to generate larger (adjacency) matrices
using a variety of models.
Most are sparse, with a high proportion of zeros and so SparseM sounds very
promising. I will investigate.
Thanks,
Mark
Liaw, Andy [EMAIL PROTECTED] 13/04/2005
-Original
Dear Uwe,
That install.binaries() was exactly what I needed...
Thanks a lot.
Uwe Ligges a écrit :
Patrick Giraudoux wrote:
Dear Listers,
I am trying to install packages via install.packages() from MacOS
10.3.8. Installing work fine when run from the menu, but the
following command (useful for
Has anyone tried to create dialog boxes for Windows in R so that one
doesn't have to type in so much information but rather enter it in a
menu-based format. If not, does anyone plan on doing this in the future
if it's possible?
Thanks.
George (Kelley)
George A. Kelley, DA, FACSM
Professor
Many thanks, Doug.
Your explanation was clear and informative. I appreciate your taking the
time.
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
__
R-help@stat.math.ethz.ch mailing list
Ted,
Have you tried bringing the eps files directly into Word? The version I am
using (Word 2002 = Word 10.x) can incorporate eps files and even generates
its own previews.
Maybe you don't need to make the conversion at all.
Regards,
...Mike
At 4/13/2005 04:36 AM, you wrote:
On 13-Apr-05 Prof
Duncan Murdoch [EMAIL PROTECTED] wrote in message
news:[EMAIL PROTECTED]
[EMAIL PROTECTED] wrote:
Your problem isn't the NA values, it's the fact that the contour
functions want a matrix, and you're passing a data.frame. If you use
as.matrix on it, it converts to character mode, presumably
On Wed, 2005-04-13 at 10:51 -0400, George Kelley wrote:
Has anyone tried to create dialog boxes for Windows in R so that one
doesn't have to type in so much information but rather enter it in a
menu-based format. If not, does anyone plan on doing this in the future
if it's possible?
Thanks.
Hi All,
I have a problem with weighted logistic regression. I have a number of
SNPs and a case/control scenario, but not all genotypes are as
guaranteed as others, so I am using weights to downsample the
importance of individuals whose genotype has been heavily inferred.
My data is quite big,
Mark == Mark Edmondson-Jones [EMAIL PROTECTED]
on Wed, 13 Apr 2005 15:40:26 +0100 writes:
Mark 1000x1000 is only indicative. I need to generate
Mark larger (adjacency) matrices using a variety of models.
Mark Most are sparse, with a high proportion of zeros and
Mark so
Milos Zarkovic said the following on 2005-04-12 16:40:
I have recently started using R. For the start I have tried to
repeat examples from Milliken Johnson Analysis of
Messy Data - Analysis of Covariance, but I can not replicate
it in R. The example is chocolate chip experiment. Response
Ben Bolker said the following on 2005-04-12 21:40:
This is a little bit tricky (nonlinear, mixed, count data ...) Off the
top of my head, without even looking at the documentation, I think your
best bet for this problem would be to use the weights statement to allow
the variance to be
On Wed, 13 Apr 2005, Fernando Saldanha wrote:
Can someone explain why starts1 and starts2 are diffferent in the example below?
Yes, at least one person can. Actually, anyone who looked could:
arr
Time Series:
Start = 1
End = 3
Frequency = 1
tsa tsb
1 1 NA
2 2 2
3 3 3
Note the times
On Wed, 13 Apr 2005, Marc Schwartz wrote:
On Wed, 2005-04-13 at 10:51 -0400, George Kelley wrote:
Has anyone tried to create dialog boxes for Windows in R so that one
doesn't have to type in so much information but rather enter it in a
menu-based format. If not, does anyone plan on doing this in
Hi all --
I've got a large dataset which consists of a bunch of different
scales, and I'm preparing to perform a cluster analysis. I need to
normalize the data so I can calculate the difference matrix.
First, I didn't see a function in R which does normalization -- did
I miss it? What's
On Wed, 13 Apr 2005, Federico Calboli wrote:
I have a problem with weighted logistic regression. I have a number of
SNPs and a case/control scenario, but not all genotypes are as
guaranteed as others, so I am using weights to downsample the
importance of individuals whose genotype has been
Here is a summary of responses to my original email (see my query at the
bottom). Thank you to Achim Zeileis , Anders Nielsen, Pierre Kleiber and Dave
Fournier who all helped out with advice. I hope that their responses will help
some of you too.
*
Hi,
I try to make a binomial analysis using GLMM in a longitudinal data file.
Is correct to use anova(model) to access the significance of the fixed terms?
Thanks
Ronaldo
--
Todos somos iguais perante a lei, mas nao perante os
encarregados de faze-las cumprir.
-- S. Jerzy Lec
--
| // |
Normalization: ?scale -- or, more usually, an argument in the clustering
function (see package cluster where stand is the argument in the various
functions. Other packages may have similar capabilties).
Missing Values: A HUGE and COMPLEX issue. One Reference: ANALYSIS OF
INCOMPLETE MULTIVARIATE
Martin Maechler wrote:
As others have said, you can use either 'SparseM' or 'Matrix'.
The latter has also good code for sparse matrices, and actually
I know that Doug Bates was going to implement sparse logical
matrices in the next few days.
The old 8-bit assembly language programmer in me baulks
I *think* (but am not sure) that these guys were actually (politely)
advertising a commercial package that they're developing. But, looking at
the web page, it seems that this module may be freely available -- can't
tell at the moment.
Ben
On Wed, 13 Apr 2005, Henric Nilsson wrote:
Ben
Bert Gunter wrote:
You can't expect statistical procedures to rescue you from poor
data.
That should ***definitely*** go into the fortune package
data base!!!
cheers,
Rolf Turner
Maybe one person can, but I am not sure who is that person.
When I called
starts2 - apply(arr, 2, start)
I was not asking for the attibutes of the whole matrix.
It rather seems to me that cbind() is the culprit. When it copies the
time series tsa and tsb it seems to reset their start
On 04/13/05 11:36, Chris Bergstresser wrote:
Hi all --
I've got a large dataset which consists of a bunch of different
scales, and I'm preparing to perform a cluster analysis. I need to
normalize the data so I can calculate the difference matrix.
First, I didn't see a function in R
before I know the scale() function, I just do it by coding it myself.
But probably you could find some cool stuffs in dprep library. I've
never tried it anyway.
for missing values, it is way more complex and also depends on the
methodology you are going to use. some methods are more tolerant to
On Wed, 13 Apr 2005 14:33:25 -0300 (ADT) Rolf Turner wrote:
Bert Gunter wrote:
You can't expect statistical procedures to rescue you from poor
data.
That should ***definitely*** go into the fortune package
data base!!!
:-) added for the next release.
Z
I am producing 2X2 correlation matrices by a class variable. I need to
extract a vector of correlation coefficients only. I am doing that in a
loop (see below) but I am sure there would be a simpler way. Please
help!
by(d1[,c(2,3)],d1[,1],cor)
d1[, 1]: 1
c e
c 1.000
Is it possible to set the degrees of freedom for the smooth term in a gamm
to a specfic value?
This can be done using gam in mgcv as follows:
tst.gam-gam(y~s(x, k=6, fx=T))
However, this doesn't seem to work with gamm:
tst.gamm-gamm(y~s(x, k=6, fx=TRUE, bs=cr))
Instead, this
In the summary of the gam object produced by gamm, the Approximate
significance of smooth terms appears to be a test of the improvement in fit
over a linear model, rather than a test of the significance of the overall
effect of x on y:
test.gamm-gamm(y~te(x, bs=cr), random=list(grp=~1))
the way of scaling, IMHO, really depends on the distribution of each
column in your original files. if each column in your data follows a
normal distrbution, then a standard normalization will fit your
requirement.
My previous research in microarray data shows me a simple linear
standardization
I *think* (but am not sure) that these guys were actually (politely)
advertising a commercial package that they're developing. But,
looking at
the web page, it seems that this module may be freely available -- can't
tell at the moment.
Ben
The Software for negative binomial mixed models
On 13-Apr-05 Berton Gunter wrote:
You can't expect statistical procedures to rescue you from
poor data.
But they can kiss it better.
(:-x)
Ted.
E-Mail: (Ted Harding) [EMAIL PROTECTED]
Fax-to-email: +44 (0)870 094 0861
Just for the record - this problem concerns Actual drivers for Mac OS
X 10.3 (later OS X versions are not affected). The current temporary
work-around is to install iODBC Runtime supplied with the Actual
drivers and compile RODBC as follows (in bash assuming sufficient
privileges):
Is there a R package that can do GRNN?
Thanks.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Mohammad A. Chaudhary [EMAIL PROTECTED] writes:
I am producing 2X2 correlation matrices by a class variable. I need to
extract a vector of correlation coefficients only. I am doing that in a
loop (see below) but I am sure there would be a simpler way. Please
help!
On Wed, 2005-04-13 at 17:42 +0100, Prof Brian Ripley wrote:
Use the cbind(yes, no) form of specification. Note though that the
`weights' in a GLM are case weights and not arbitrary downweighting
factors and aspects of the output (e.g. AIC, anova) depend on this. A
different implementation
Great! Thank you very much. Looks R has unlimited possibilities.
Regards,
Ashraf
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Peter
Dalgaard
Sent: Wednesday, April 13, 2005 4:11 PM
To: Mohammad A. Chaudhary
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R]
Hi all
Is there any reason why the parameter i in a for loop ignores a value of
zero? For example
sim=c()
p=.2
for(i in 0:5)
{sim[i]=dbinom(i,5,p)
}
sim
[1] 0.40960 0.20480 0.05120 0.00640 0.00032
In this example the quantile i= 0 was ignored since
dbinom(0,5,p)
[1] 0.32768
The same behaviour
I want R to stop running a script (after printing an
error message) when an array subscript larger than the
length of the array is used, for example
x = c(1)
print(x[2])
rather than printing NA, since trying to access such
an element may indicate an error in my program. Is
there a way to get
The for loop is not ignoring the zero at all, but the assignment is,
since R indexes starting at 1, not zero.
sim - c()
sim[0] - 1
sim
numeric(0)
To run this loop this way, you need to add one to the index:
for ( i in 0:5 )
sim[i+1] - dbinom(i, 5, p)
However, you'd be better off passing
Thanks to Rich, Douglas and Erin. Off course the problem was the index! I
was looking at the wrong place!! Thanks for your help!
Francisco
From: Rich FitzJohn [EMAIL PROTECTED]
Reply-To: Rich FitzJohn [EMAIL PROTECTED]
To: Francisco J. Zagmutt [EMAIL PROTECTED]
CC: R-help@stat.math.ethz.ch
Hi,
You could try redefining [, so that if any element subsetted
returned an NA, it would throw an error, e.g.:
(Warning: Largely untested! - this will almost certainly cause
problems in other classes that use [ to subset. Possibly defining
this as [.default would be better...)
[ - function(x,
WHOA!
Do not redefine R functions (especially [ !) in this way! That's what R
classes and methods (either S3 or S4) are for. Same applies to print
methods. See the appropriate sections of the R language definition and the
book S PROGRAMMING by VR.
Please do not offer advice of this sort if you
Hi,
Im trying to make a barplot with the following dataframe, with information on
relative frequency per sediment type (ST) for some species:
Species ST1 ST2 ST3
SP_A 10 6030
...
At x-axis are (should be ...) the species names and at y-axis the frequency per
sediment, in stacked
On Wed, 2005-04-13 at 15:03 -0700, Berton Gunter wrote:
WHOA!
Do not redefine R functions (especially [ !) in this way! That's what R
classes and methods (either S3 or S4) are for. Same applies to print
methods. See the appropriate sections of the R language definition and the
book S
As Bert said, redefining functions like [ is surely inadvisable, because
of possibility of breaking codes that depend on the intended behavior. This
is a language _feature_.
If the problem is indexing beyond array extent, just check for it: Are any
values that are going to be used for indexing
On Wed, 2005-04-13 at 19:05 -0300, Antonio Olinto wrote:
Hi,
Im trying to make a barplot with the following dataframe, with information
on
relative frequency per sediment type (ST) for some species:
Species ST1 ST2 ST3
SP_A 10 6030
...
At x-axis are (should be ...)
Liaw, Andy wrote:
I must respectfully disagree. Why carry extra copies of data arround? This
is probably OK for small to medium sized data, but definitely not for large
data.
Besides, in your example, it may do different things depending on whether
newdata is supplied: model.matrix is not
One way could be to make a special class with an indexing method that
checks for out-of-bounds numeric indices. Here's an example for vectors:
setOldClass(c(oobcvec))
x - 1:3
class(x) - oobcvec
x
[1] 1 2 3
attr(,class)
[1] oobcvec
[.oobcvec - function(x, ..., drop=T) {
+if
Oops.
The message in the 'stop' should be something more like numeric index
out of range.
-- Tony Plate
Tony Plate wrote:
One way could be to make a special class with an indexing method that
checks for out-of-bounds numeric indices. Here's an example for vectors:
setOldClass(c(oobcvec))
Hi,
I found that using different contrasts (e.g.
contr.helmert vs. contr.treatment) will generate
different fitted probabilities from multinomial
logistic regression using multinom(); while the fitted
probabilities from binary logistic regression seem to
be the same. Why is that? and for
Is there a way in R to get an object whose name is given by a string?
That is, like a function getObject(mystring) such that
getObject('astring')
returns the object astring (assuming it exists)?
Thanks.
FS
__
R-help@stat.math.ethz.ch mailing list
On Wed, 2005-04-13 at 19:46 -0400, Fernando Saldanha wrote:
Is there a way in R to get an object whose name is given by a string?
That is, like a function getObject(mystring) such that
getObject('astring')
returns the object astring (assuming it exists)?
Thanks.
Yep. You are close.
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