How can I set the ylim in individual panels of a "multiple" plot.ts?
The panels are all scaled to fully fit the series inside. But I need
specific scales, and colors
Here is an example:
plot.ts(cbind(1:10,1:10/10),ylim=c(0,3))# ylim has no effect
Can someone more knowledgable please
That's a great news for all Chinese useR.
2006/7/12, Guohui Ding <[EMAIL PROTECTED]>:
Dear All,
I distributed the HTML style one year ago (
http://www.biosino.org/pages/newhtm/r/schtml and
http://www.biosino.org/pages/newhtm/r/tchtml ). Now I polished it, and
rewrote it with Latex. You c
Hi
I am trying to set up Rgnome in Ubuntu (Dapper) and when I use the
instructions:
/path/to/gnomeGUI/configure R_HOME=/path/to/R/installation
make
make install
I get an error message when I try to 'make' as follows:
/usr/local/lib64/R/etc/Makeconf:5: /make/vars.mk: No such file or di
If I understand your question correctly, then my suggestion is to try
table( format(datetest), other.variable)
instead of
table(datetest, other.variable)
-Don
At 4:23 PM + 7/11/06, pierre clauss wrote:
>Hi everybody,
>I need your precious help for, I think, a simple request, but I do
>
Dear All,
I distributed the HTML style one year ago (
http://www.biosino.org/pages/newhtm/r/schtml and
http://www.biosino.org/pages/newhtm/r/tchtml ). Now I polished it, and
rewrote it with Latex. You can download it from the URL:
http://www.biosino.org/R/R-doc/ (
http://www.biosino.org/R/
Try this:
with(merge(dtf, dtf2), data.frame(y, m, inc = inc/def))
On 7/11/06, Dimitri Szerman <[EMAIL PROTECTED]> wrote:
> Hi,
>
> I have two data frames. One is like
>
> > dtf = data.frame(y=c(rep(2002,4), rep(2003,5)),
> + m=c(9:12, 1:5),
> + def=c(.74,.75,.76,
Hi,
I have two data frames. One is like
> dtf = data.frame(y=c(rep(2002,4), rep(2003,5)),
+ m=c(9:12, 1:5),
+ def=c(.74,.75,.76,.78,.80,.82,.85,.85,.87))
and the other
dtf2 = data.frame(y=rep( c(2002,2003),20),
m=c(trunc(runif(20,1,5)),trunc(r
Dear All,
I distributed the HTML style one year ago (
http://www.biosino.org/pages/newhtm/r/schtml and
http://www.biosino.org/pages/newhtm/r/tchtml). Now I polished it, and
rewrote it with Latex. You can download it from the URL:
http://www.biosino.org/R/R-doc/ (
http://www.biosino.org/R/R
Try this:
p <- 0:10/10
p * log2(p + !p)
On 7/11/06, Taka Matzmoto <[EMAIL PROTECTED]> wrote:
> Dear R-users
>
> >prob <- c(0.5,0.4,0.3,0.1,0.0)
> >cal <- prob * log(prob,base=2)
> >cal
> [1] -0.500 -0.5287712 -0.5210897 -0.3321928NaN
>
> Is there any way to change NaN to zero ?
>
> I
Than you, Gavin. You helped me out a lot of problems.
Thank you very much!
Wei-Wei
2006/7/12, Gavin Simpson <[EMAIL PROTECTED]>:
> On Wed, 2006-07-12 at 00:51 +0800, Guo Wei-Wei wrote:
> > Thank you, Gavin. I think that might be what I need. But I'm a little
> > bit wandering what's the scale
On 7/11/2006 6:59 PM, Patrick Connolly wrote:
> On Tue, 11-Jul-2006 at 06:41PM -0400, Duncan Murdoch wrote:
>
> []
>
> |>
> |> options(warn=2) will convert warnings into errors, so traceback will work.
> |>
> |> A common situation where I've seen that error is with binary saves from
> |> e
Try:
R> (cal <- prob * log(ifelse(prob == 0, 1, prob), base=2))
[1] -0.500 -0.5287712 -0.5210897 -0.3321928 0.000
Andy
From: Taka Matzmoto
>
> Dear R-users
>
> >prob <- c(0.5,0.4,0.3,0.1,0.0)
> >cal <- prob * log(prob,base=2)
> >cal
> [1] -0.500 -0.5287712 -0.5210897 -0.3321928
Brian,
What about creating the covariance matrix with the help of the kronecker
product? For instance, suppose your intercepts are ~ N(0,var1) and your
residual errors are ~ N(0,var2). Suppose further that you want 10
clusters of 5 observations each. I believe you can create the overall
covari
> x <- "
+ cluster_ac clockrate age class
+ 7337 0.19 0.001 alpha_proteins
+ 7888 0.21 0.78 beta_proteins
+ 7337 0.39 0.001 alpha_proteins
+ 7888 0.41 0.78 beta_proteins
+ 7337 0.59 0.001 alpha_proteins
+ 7888 0.6
On Tue, 11-Jul-2006 at 06:41PM -0400, Duncan Murdoch wrote:
[]
|>
|> options(warn=2) will convert warnings into errors, so traceback will work.
|>
|> A common situation where I've seen that error is with binary saves from
|> earlier versions of R being loaded into current versions. For ex
> prob <- c(0.5,0.4,0.3,0.1,0.0)
> cal <- prob * log(prob,base=2)
> cal
[1] -0.500 -0.5287712 -0.5210897 -0.3321928NaN
> cal[is.nan(cal)] <- 0
> cal
[1] -0.500 -0.5287712 -0.5210897 -0.3321928 0.000
>
On 7/11/06, Taka Matzmoto <[EMAIL PROTECTED]> wrote:
>
> Dear R-users
>
> >
Patrick Connolly wrote:
> ]> version
>_
> platform x86_64-unknown-linux-gnu
> arch x86_64
> os linux-gnu
> system x86_64, linux-gnu
> status
On 7/11/2006 6:27 PM, Patrick Connolly wrote:
> ]> version
>_
> platform x86_64-unknown-linux-gnu
> arch x86_64
> os linux-gnu
> system x86_64, linux-gnu
> status
]> version
_
platform x86_64-unknown-linux-gnu
arch x86_64
os linux-gnu
system x86_64, linux-gnu
status
major 2
Hello R folks,
Does anybody have code to share for generating (via simulation)
clustered data? The type of data I am looking to simulate would allow
fitting of a multilevel model with random intercepts. I looked at the
mvtnorm package but am not quite sure how to create clusters. (Can this
Dear R-users
>prob <- c(0.5,0.4,0.3,0.1,0.0)
>cal <- prob * log(prob,base=2)
>cal
[1] -0.500 -0.5287712 -0.5210897 -0.3321928NaN
Is there any way to change NaN to zero ?
I did come up with this by applying Ripley's relpy to my previous question
cal <-prob*log(pmax(prob,0.0001),b
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Well, it's a little inelegant, but since the amount of information is
the same in events that are certain to occur and certain not to occur,
you could add the line
prob[prob==0] <- 1
after you set up the prob vector, which would take care of the problem.
Ben Fairbank
-Original Message---
Dear R-users
>prob <- c(0.5,0.4,0.3,0.1,0.0)
>cal <- prob * log(prob,base=2)
>cal
[1] -0.500 -0.5287712 -0.5210897 -0.3321928NaN
Is there any way to change NaN to zero ?
Thank you
Taka
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Dear,
I wrote a code to estimate the overlap between two kernel distributions.
The script must estimates the overlap among each columns of data frame.
With S sampled species (columns) in my data frame, I want obtain
S(S-1)/2 pairs of overlap values between species.
However, the code is not well wr
Try this, using the built in anscombe data set:
anscombe[!rowSums(abs(scale(anscombe)) > 2),]
On 7/11/06, Joshua Tokle <[EMAIL PROTECTED]> wrote:
> Hello! I'm a newcomer to R hoping to replace some convoluted database
> code with an R script. Unfortunately, I haven't been able to figure out
>
Hello! I'm a newcomer to R hoping to replace some convoluted database
code with an R script. Unfortunately, I haven't been able to figure out
how to implement the following logic.
Essentially, we have a database of transactions that are coded with a
geographic locale and a type. These are be
We try the following:
search()
as.Date(1)
zoo:::as.Date.numeric
under three circumstances:
1. on a fresh session
2. after issuing library(zoo) noting that as.Date.numeric is provided by zoo
3. after detaching zoo
as.Date(1) fails on #1 but succeeds in #2 and #3. Should it not fail in #3
since
Hi
I have a table that goes
data
cluster_ac clockrate age class
7337 0.9 0.001 alpha_proteins
7888 0.1 0.78 beta proteins
etc
The class column can have 7-8 different unique values
While the clockrate and age columns are floats varying
from 0 to 1.
I wish to get
On Wed, 2006-07-12 at 00:51 +0800, Guo Wei-Wei wrote:
> Thank you, Gavin. I think that might be what I need. But I'm a little
> bit wandering what's the scale of resid(mod). Is it
> scale(dist)/scale(speed), for example kilometer / (kilometer per
> hour)? or something else?
>
> Thank you very much
Try
structure(11328, class = "Date")
or just
class(datetest) <- "Date"
-roger
pierre clauss wrote:
> Hi everybody,
> I need your precious help for, I think, a simple request, but I do not manage
> to solve this.
>
> When I use a "table" function with dates in the rows, the rows are coerced
Are you sure it is the sprintf vs. write.table? I constructed a dataframe
of your size and it took less than 1 second to do the sprintf:
> system.time(df.fmt <- sprintf("%2s%2s%4.2f", df$V1, df$V2, df$V3))
[1] 0.70 0.00 0.73 NA NA
> str(df)
`data.frame': 67944 obs. of 34 variables:
$ V1 :
On 7/11/06, Doran, Harold <[EMAIL PROTECTED]> wrote:
> You need the VarCorr function. I think you mean that lmer is in the
> Matrix package.
Currently lmer is in the Matrix package. The plan is to move it back
to the lme4 package when interpackage linking has been added to R -
perhaps as early as
Try this:
library(zoo)
as.Date(11328)
See the Help Desk article in R News 4/1 for more on dates.
On 7/11/06, pierre clauss <[EMAIL PROTECTED]> wrote:
> Hi everybody,
> I need your precious help for, I think, a simple request, but I do not manage
> to solve this.
>
> When I use a "table" functi
Thank you, Gavin. I think that might be what I need. But I'm a little
bit wandering what's the scale of resid(mod). Is it
scale(dist)/scale(speed), for example kilometer / (kilometer per
hour)? or something else?
Thank you very much!
Wei-Wei
2006/7/12, Gavin Simpson <[EMAIL PROTECTED]>:
> On Tue
On Tue, 2006-07-11 at 23:51 +0800, Guo Wei-Wei wrote:
> Dear all,
>
> I don't know what's my question is called. I have a performance
> variable A, such as sales. And I have another variable B, let's say
> establish time of firm. I want to create the third variable that is
> sales without the effe
Hi everybody,
I need your precious help for, I think, a simple request, but I do not manage
to solve this.
When I use a "table" function with dates in the rows, the rows are coerced to
number after the table function.
So I need to transform the row names into date format. But I do not manage.
Dear R users:
I'm trying to generate a output file with fixed format using function "sprintf"
in R. However, the execution time in R is very long even the toy data (smaller
size df) seems to work fine. The syntax that I used is as follows:
df.fmt <- sprintf("%2s%2s%2.4f", df$v1, df$v2, df$v3)
w
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Hi all;
Please, does anyone have a piece of R-tcltk code that includes a help
pop-up for any item and could send it as an example?
thanks and best regards,
Javier
--
Javier García-Pintado
Institute of Earth Sciences Jaume Almera (CSIC)
Lluis Sole Sabaris s/n, 08028 Barcelona
Phone: +34 9340954
Dear all,
I don't know what's my question is called. I have a performance
variable A, such as sales. And I have another variable B, let's say
establish time of firm. I want to create the third variable that is
sales without the effect of establish time. Maybe it can be called
partial effect proble
You need the VarCorr function. I think you mean that lmer is in the
Matrix package.
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of prabhu bhaga
> Sent: Tuesday, July 11, 2006 11:19 AM
> To: r-help@stat.math.ethz.ch
> Subject: [R] storing the estima
Hi,
If you are interested in building regression models for the sub-distribution
functions (or cumulative incidence function), then you may want to look at
the "cmprsk" package by Gray. It is based on the article: Fine and Gray
(JASA 1999). There is also the approach based on multi-state models
Dear all,
I'm trying to store/extract the mean& standard error of the fixed effects
parameter and the variance of the random effects parameter from "lmer"
procedure from mlmre4 package developed by bates n pinheiro. while storing
fixed effects parameter is straight forward, the same is not true f
All,
I am using R on Mac OS X Tiger. I have assembled some graphs through quartz
and cut and pasted them into MSWord files on my Mac. I then emailed the
Word document containing the graphs to a Windows computer. Upon opening the
document, I received an error message telling me that the graphic
On Tue, 11 Jul 2006, [EMAIL PROTECTED] wrote:
> How can I model coxph() in combination with competing risks
>
> i.e. I have two events and for event the object will leave the data set.
> So :
>
> Coxph(Surv(time,event)~) the event is for all my objects 1.
>
> How can I model this?
There is not
Dear r-helpers,
I have a question about multiple testing.
Here an example that puzzles me:
All matrixes and contrast vectors are presented in treatment contrasts.
1. example:
library(multcomp)
n<-60; sigma<-20
# n = sample size per group
# sigma standard deviation of the residuals
cov1 <- matrix
This sort of thing is contrary to the Unix spirit. It gives the user no
choice but to be told that there is a non-zero error code, whereas it is
really easy for the user to wrap the command in his/her own script that
reports the error code in whatever form is desired.
The Unix idea is to think
On Tue, 2006-07-11 at 15:39 +0200, [EMAIL PROTECTED] wrote:
> Prof Brian Ripley a écrit :
>
> > Think about the coordinate system you are using: if you don't set the
> > margins to zero you will see what it is.
> > I suggest you supply x and y to image() to set the coordinate system to
> > what
Dear All,
I'm calling R functions from Java by using Rserve, There is an exemple about
dislay graphics in Java, this exemple is very difficult for me, I don't
understand it...
Could someone give me a simple example
What I want is putting the graphe in a file to display it after tha
If you'd like to have accurate second derivatives, then check out the
"numDeriv" package, and in particular, the function "hessian". The
derivatives are based on Richardson extrapolation, and can be evaluated to a
very high degree of accuracy.
Ravi.
--
Maybe you find that thread helpful:
http://tolstoy.newcastle.edu.au/R/help/00b/1426.html
Heinz
At 12:59 11.07.2006 +0200, [EMAIL PROTECTED] wrote:
>
>
>How can I model coxph() in combination with competing risks
>
>i.e. I have two events and for event the object will leave the data set.
>So :
>
There is a paper by Rogosa and Saner which shows some equivalences in
what you are doing under certain conditions. They show similarities
between bootstrapping with linear models and how the estimates might be
similar to those obtained from a mixed model.
Rogosa, D. R., and Saner, H. M. (1995). Lo
ivo welch wrote:
> the following diff to the shell script invoking R prints an error
> message if R terminates with an error code:
>
> 112c112,119
> < exec sh "${R_HOME}/bin/Rcmd" "[EMAIL PROTECTED]" ;;
> ---
>
>> sh "${R_HOME}/bin/Rcmd" "[EMAIL PROTECTED]"
>> rc="$?"
>>
the following diff to the shell script invoking R prints an error
message if R terminates with an error code:
112c112,119
< exec sh "${R_HOME}/bin/Rcmd" "[EMAIL PROTECTED]" ;;
---
> sh "${R_HOME}/bin/Rcmd" "[EMAIL PROTECTED]"
> rc="$?"
> if [ "$rc" -ne 0 ]; then
>
Please, is there any R-list about survival package ?
Thanks
Mauricio
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Dear WizaRds,
I tried to construct a two-phase sampling design in Survey just the way
I hoped understood in Vienna - I was wrong. I think I am too stupid to
create the correct subset for phase 2. Phase1: Sample 1000 parts with 80
defective. Phase2: Sample 100 parts out of these 1000 wit
I have tried using the following piece of Java code to
start Rserve on my Linux PC without success.
try {
String command = "R CMD Rserve ";
Process p = Runtime.getRuntime().exec(command);
returnCode = p.waitFor();
if (returnCode != 0) {
errorMessage = "Unexpected return code = " +
returnCode;
}
Prof Brian Ripley a écrit :
> Think about the coordinate system you are using: if you don't set the
> margins to zero you will see what it is.
> I suggest you supply x and y to image() to set the coordinate system to
> what you want it to be.
Thank you for your answer.
If I have well understood
Dear list,
In a mixed model I selected I find a non positive definite random effects
variance-covariance matrix G, where some parameters are estimated close to
zero, and related confidence intervals are incredibly large.
Since simplification of the random portion is not an option, for both
inte
Dear All:
Do you know how to install Bugs package in R under linux environment ?
I try it ,but it failed to work,it seems that Bugs package just available in
windows.
by the way ,when will the linux version of Bugs package come out ?
Thank you in advance.
best regards
zhijun
thank you. exactly what I needed.
can I add it as a suggestion for the next R version to add
an option to quit that prints only one line to stderr (or stdout, but
the real one, not the batch output one) that gives a 1-line job
summary---"no error" (or nothing), "5 warnings", "5 warnings, fatal
er
On Tue, Jul 11, 2006 at 07:41:58AM +0100, Sumanta Basak wrote:
> Can you please tell me whether "R" can handle other type GARCH models
> like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these
> kind of models?
Yes R (no need to quote it) can: if you provide a (log-)likelihood funct
> names(summary(fit))
[1] "surv" "time" "n.risk" "n.event" "conf.int" "std.err"
[7] "lower""upper""strata" "call"
> summary(fit)$n.risk
[1] 11 10 8 7 5 4 2 12 10 8 6 5 4 3 2 1
---
Jacques VESLO
Think about the coordinate system you are using: if you don't set the
margins to zero you will see what it is.
I suggest you supply x and y to image() to set the coordinate system to
what you want it to be.
On Tue, 11 Jul 2006, [EMAIL PROTECTED] wrote:
> Misunderstanding with lines(...) :
> ht
Misunderstanding with lines(...) :
http://7d4.com/r/
I would like the y coordinate of the horizontal line to be 1/4,
and also the line to begin at x=0 and end at y=1.
I'm obviously missing something
... so if anybody could help.
Many thanks.
test = function()
{
bmp('test.bmp', width=100, heigh
sum.out<-summary(fit)
names(sum.out)
[1] "surv" "time" "n.risk" "n.event" "conf.int" "std.err"
[7] "lower""upper""strata" "call"
sum.out$n.risk
[1] 11 10 8 7 5 4 2 12 10 8 6 5 4 3 2 1
sum.out$n.event
[1] 1 1 1 1 1 1 1 2 2 1 1 1 1 1 1 1
cbind(sum.out$n.risk,su
Hi !
Please, how can I extract n.event and n.risk as a new object from
example below ? Thanks in advance.
Mauricio
require(survival)
fit <- survfit(Surv(time, status) ~ x, data=aml)
summary(fit)
Call: survfit(formula = Surv(time, status) ~ x, data = aml)
x=Maintained
time n.
How can I model coxph() in combination with competing risks
i.e. I have two events and for event the object will leave the data set.
So :
Coxph(Surv(time,event)~) the event is for all my objects 1.
How can I model this?
Sharon
--
Try this. We first generate some test data, then we plot the
data without the x axis. We generate a subset of the times
consisting of a sequence of every 7 months and create an
axis with that. Then we add smaller ticks every month.
library(zoo)
# test data
x <- seq(0, 10*365)
z <- zoo(x, as.D
>From the help page of Surv:
"Although unusual, the event indicator can be omitted, in which case all
subjects are assumed to have an event."
That means, you can use coxph that way, _but_ it depends on your model.
Do you really want to model the time on study regardless of the kind of event?
Gree
Hi,
> [mailto:[EMAIL PROTECTED] On Behalf Of Robert Mcfadden
>
> Does R have any build-in function which allow me to count
> second partial
> derivatives numerically?
library(nlme)
?fdHess
I hope this is the direction you wanted to take.
Best,
Roland
--
This mail has been sent thr
Dear all,
My question is:
In the Surv object you have two arguments, "time" and "event". I have
two events, namely withdrawn and success.
I use no event or status argument in "Surv" because all my objects "die"
in my data set.
Does coxph function calculate the coefficients correctly when yo
Dear Sir/Madam,
My name is Sharon Mazurel and I'm busy with my final thesis about
estimating the probability of the success or withdrawal of a merger or
acquisition.
For my model I also use duration analysis and found after doing some
research that the coxph function in R is very
apply(yourdata[, c("X2N_CHB","X2N_AA","Counts_CHB","Counts_AA")], 1,
function(x)
fisher.test(cbind(x[3:4], x[1:2]-x[3:4]))$p.value)
---
Jacques VESLOT
CNRS UMR 8090
I.B.L (2ème étage)
1 rue du Professeur Calmette
B.P. 245
59019 Lill
Dear List members,
MY APOLOGIES IF YOU ALREADY RECEIVED THIS. A COLLEAGUE TOLD ME HE
COULD NOT OPEN MY PREVIOUS MESSAGE.
I am runnning a logistic regression that includes sample weights
(expressed by a variable called WEIGHT) using glmob (from robustbase). My
model looks like t
Hi,
I have a table of observed counts for various genetic markers. Instead of
doing Fisher's exact test for each marker one at a time and recording the P
value manually, is there a script to go through the whole list and generate
the P value column automatically?
An example of my data:
Count
Hello,
Does R have any build-in function which allow me to count second partial
derivatives numerically?
RobertM
[[alternative HTML version deleted]]
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After having browsed the documentation for a while without discovering what I
am looking for, maybe one of you would know ...
What I want to do:
I have two fortran files MC.f and ESCA.f. In MC.f there is a call to a routine
called lpost. This routine (lpost) is defined (among other things) in ES
Dear List members,
I am having a problem importing SPSS files. For some reason I do not
understand, the variables in the data set come into R with different
lengths, which seems to make regression analysis impossible.
The strangest thing is this: it SOMETIMES work. I ran the same
80 matches
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