Sara-Jane Dunn a écrit :
> I need to know if there is any way of using different colours for
> different intervals of a line on a graph. Eg. If I plot the line y=x for
> x=1:10, and split this line into 106 intervals (i.e. not a 'nice' number
> of intervals) how could I colour different intervals
John Morrow a écrit :
> Hello fellow R'ers, I have a simple calculation with a very large data set
> being generated (34.9 million values) on a somewhat unreliable XP box that
> will likely take ~ 74hrs. I wanted to know if there is a way to have my
> script automatically "save.image()" throughou
Dear list members:
I'd like to one-way repeated measured anova by using mlm.
I'm using R-2.3.1 and my code is:
dat<-matrix( c(9,7,8,8,12,11,8,13, 6,5,6,3,6,7,10,9,
10,13,8,13,12,14,14,16, 9,11,13,14,16,12,15,14),
ncol=4, dimname=list(s=1:8, c=1:4))
mlmfit<-lm(dat~1)
On 8/11/2006 8:50 PM, T Mu wrote:
> I was trying to read a large .csv file (80 colums, 400,000 rows, size of
> about 200MB). I used scan(), R 2.3.1 on Windows XP. My computer is AMD 2000+
> and has 512MB ram.
You should get R-patched; there were some bugs with low memory handling
fixed recently:
You might consider processing this is pieces. If I assume that this is
numeric data, then 'after' conversion this will take up 256MB of RAM which
is 1/2 your real memory. This means that you will probably not be able to do
any processing of the data since you will probably have to make copies of
p
I was trying to read a large .csv file (80 colums, 400,000 rows, size of
about 200MB). I used scan(), R 2.3.1 on Windows XP. My computer is AMD 2000+
and has 512MB ram.
It sometimes freezes my PC, sometimes just shuts down R quitely.
Is there a way (option, function) to better handle large files?
Try this:
x <- seq(-100,1000,25)
y <- x * x
plot(x, y, xaxt = "n")
axis(1, x[x %% 100 == 0])
On 8/11/06, Darren Weber <[EMAIL PROTECTED]> wrote:
> Hi,
>
> I'm stuck on creating a plot with x tick labels for every Nth tick
> mark - how is that done? I don't see a simple solution to this in
> he
On Sat, 12 Aug 2006 09:25:10 +1000 paul sorenson wrote:
> With dates I get different results with 2.2.1 and 2.3.1. From my
> somewhat naive point point of view, the 2.2.1 behaviour seems more
> sensible.
Your example below does not really make the source of the problem
obvious. I tried to see w
On 8/11/2006 4:05 PM, John Morrow wrote:
> Hello fellow R'ers, I have a simple calculation with a very large data set
> being generated (34.9 million values) on a somewhat unreliable XP box that
> will likely take ~ 74hrs. I wanted to know if there is a way to have my
> script automatically "save.
Hi,
I'm stuck on creating a plot with x tick labels for every Nth tick
mark - how is that done? I don't see a simple solution to this in
help(plot) or help(par) and what I've tried is not working, eg, the
following does not work, although it seems intuitive to me that it
should work:
x <- seq(-1
With dates I get different results with 2.2.1 and 2.3.1. From my
somewhat naive point point of view, the 2.2.1 behaviour seems more sensible.
Running the code below in 2.2.1:
V1
2006-08-01 2006-08-01
1 1
With 2.3.1 I get:
V1
1154354400 1154440800
1 1
Matthias Burger <[EMAIL PROTECTED]> writes:
> Hi,
>
> I stumbled across the following (unexpected for me) behavior after
> replacing a return() statement in the middle of a function by invisible().
>
> Example:
> foo <- function() { cat("before\n"); return(); cat("after\n")}
>>foo()
> before
> NUL
Luke Tierney just reminded me that makeCluster() can take a number greater than
the number of machines in a cluster. It seems to be a solution to this problem.
But I haven't tested it yet.
Paul.
Ryan Austin wrote:
> Hi,
>
> Adding a node twice gives a duplicate node error.
> However, adding t
Hi,
The difference is in the _return_ value of the function.
E.g.
> foo <- function() { cat("before\n"); cat("after\n"); return("done")}
> foo()
before
after
[1] "done"
i.e. returns the return value "done".
However
> foo2 <- function() { cat("before\n"); cat("after\n"); invisible("done")}
> foo
Hi,
I stumbled across the following (unexpected for me) behavior after
replacing a return() statement in the middle of a function by invisible().
Example:
foo <- function() { cat("before\n"); return(); cat("after\n")}
>foo()
before
NULL
foo2 <- function() { cat("before\n"); invisible(TRUE); cat
On Wed, 9 Aug 2006 07:58:45 +0100 (BST) Prof Brian Ripley wrote:
> Loading the workspace is done before loading the standard set of
> packages. This appears to be a bug in tseries, for if its namespace
> needs 'time', it should import it from 'stats', and it is not even
> depending on 'stats'.
[.
Hello fellow R'ers, I have a simple calculation with a very large data set
being generated (34.9 million values) on a somewhat unreliable XP box that
will likely take ~ 74hrs. I wanted to know if there is a way to have my
script automatically "save.image()" throughout the calculation in case of a
Hi,
Adding a node twice gives a duplicate node error.
However, adding the parameter sp=2000 to your pvm hostfile should enable
dual processors.
Ryan
Liaw, Andy wrote:
>Caveat: I've only played with this a couple of years ago...
>
>I believe you can just add each host _twice_ (or as many times
Caveat: I've only played with this a couple of years ago...
I believe you can just add each host _twice_ (or as many times as the number
of CPUs at that host) to get both CPUs to work.
Andy
From: Paul Y. Peng
>
> Hi,
>
> does anybody know how to use the dual processors in the
> machines of a
Thanks Gabor, Andy, and Phil. I learn new trick, particularly the use of
gl().
H.
>>> "Gabor Grothendieck" <[EMAIL PROTECTED]> 8/11/2006 12:01 PM
>>>
The approach here is to perform the repetition on the indices (or
rownames)
rather than on the data frame directly. Using the builtin data frame
B
The trick is to rep() the index, not the data:
R> dat2 <- dat[rep(1:nrow(dat), each=2), ]
R> dat2
DDate OffP
1 2005-01-01 41.23
1.1 2005-01-01 41.23
2 2005-01-02 44.86
2.1 2005-01-02 44.86
3 2005-01-03 44.86
3.1 2005-01-03 44.86
4 2005-01-04 43.01
4.1 2005-01-04 43.01
5 2005-01
The approach here is to perform the repetition on the indices (or rownames)
rather than on the data frame directly. Using the builtin data frame BOD
any of the following would work:
BOD[gl(nrow(BOD), 2),]
BOD[rep(1:nrow(BOD), each = 2),]
BOD[rep(rownames(BOD), each = 2),]
On 8/11/06, Horace Tso
Hi Martin,
The patched version works fine - thanks for pointing it out! As for
problems installing RWinEdt, do you have WinEdt downloaded and
installed? www.winedt.com I've found it to be a useful editor for R -
well worth the nominal fee after the trial period has ended.
Cheers,
Jenny
At
Hi list,
I'm sure the explanation must be laughably simple to the experts out
there, but I just could figure it out. I have a simple data frame that
looks like,
>head(da.off)
DDate OffP
1 2005-01-01 41.23
2 2005-01-02 44.86
3 2005-01-03 44.86
4 2005-01-04 43.01
5 2005-01-05 45.47
6 2005-0
Here is one more solution. This one uses lattice. Its a bit shorter
than the classic graphics solution. In the classic graphics version we used
shading and color to distinguish the bars; however, grid, and therefore
lattice, do not easily support shading (its possible to simulate it using low
le
See the argument package="SAS" to the function write.foreign() in the
package foreign.
HTH
Maurice Haynes
-Original Message-
From: Bill Knebel [mailto:[EMAIL PROTECTED]
Sent: Friday, August 11, 2006 2:16 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Creating SAS transport files
Is th
Bill Knebel wrote:
> Is there any package in R to create a SAS transport file? I checked the
> help archive and did not find any references to creating SAS transport
> files in R, only reading them.
>
> Bill
>
I have used write.foreign in the foreign package. This
produces a text data file a
Is there any package in R to create a SAS transport file? I checked the
help archive and did not find any references to creating SAS transport
files in R, only reading them.
Bill
--
Bill Knebel, PharmD, Ph.D.
Principal Scientist
Metrum Research Group
2 Tunxis Road
Suite 112
Tariffville, CT 06
Dear Paul,
I am leaving right now. I'll send you the info over the weekend. But note that
I do think it is quite possible to use pvm for your setup. I just have no
experience with it.
R.
On Friday 11 August 2006 19:21, Paul Y. Peng wrote:
> Hi Ramon,
>
> please let me know how you achieve this
On 11 Aug 2006, at 12:40, jim holtman wrote:
In your split, you used the dataframe. What you want to do is to
split the row numbers to give the list of indices. Once you have
dont this, you can 'lapply' this list of indices to a function.
Once again I have to thank you, because I was able
Hi Ramon,
please let me know how you achieve this with rmpi. I use PVM simply because I
picked it up first and it worked well for me. If MPI is the only way to make
use the two processors, I will find out whether it is available or works in our
cluster. Thanks a lot for your response.
Regards,
Dear Paul,
I have no direct experience with rpvm, but doing it with rmpi is a piece of
cake. I could provide you with some hints if you want. (I am tempted to ask
why you are using PVM instead of MPI, but this might be the wrong question).
Best,
R.
On Friday 11 August 2006 18:12, Paul Y. Pen
Is there a way to get the following code to include
liens where the coefficients are NA?
((summary(reg))$coefficients)
explanation:
Using a loop, I am running regressions on several
subsets of data1.
reg <- ( lm(lm(data1[,1] ~., data1[,2:l])) )
My regression has 10 independent variable
Hi,
does anybody know how to use the dual processors in the machines of a cluster?
I am using R with rpvm and snow packages. I usually start pvm daemon and add
host machines first, and then run R to start my computing work. But I find that
only one processor in each machine is used in this way
If you have an idea of the ranges of your parameters, I've found that the
DEoptim package has been excellent for finding good starting values for very
large likelihood equations, then finishing it up with the optim() to get the
final estimates.
Rich
School of Aquatic & Fishery Sciences
Universi
Hi,
This is a simple version of something that I am trying to do. If I can
sort the problem basically, I figure I should be able to sort it for the
program I'm writing (which would take longer to explain).
I need to know if there is any way of using different colours for
different intervals of
Hi again,
I have been playing around with the order of loading packages, and as far
as I can tell, there's nothing specific with affycoretools that's causing
my Rgui to crash (i.e., shuts down and the Microsoft 'please send error
report' box pops up). Instead, it has something to do with the or
Bruno L. Giordano wrote:
> Well,
> If posting a possible solution to one's own problem is not part of the
> netiquette of this list please correct me.
>
> Following Titus et al. (1984) one might use Cohen's kappa to have a
> chance-corrected measure of agreement between the original and reproduced
Dear List,
I'm looking for some informations about the function "tkinsert()".
I d'like to write lot of command in my text window and after to evaluate it
with a button "Submit" for example, but i have some problems:
here a exemple of my code:
1) My first problem
tt=tktoplevel()
txt=tktext(tt,h
Luiz Rodrigo Tozzi wrote:
> Hi
>
> I had some problems using GDD, especially with colors and with some advanced
> plottings.
>
> In my case I didnt try the Cairo, I just got back to the png() using Xvfb
> (its almost 3 or 4 times slower than my first tries qith GDD, but using GDD
> would cause me
On 11 Aug 2006, at 12:49, Duncan Murdoch wrote:
> It makes sense in this case, but in the case where there is more
> than one infinite weight, the result has to be NaN.
> ... it would be a lot more complicated if it were to handle this
> very special case.
Yes - I see that it may not be wort
On 8/11/06, Simon Pickett <[EMAIL PROTECTED]> wrote:
> Hi,
> Thanks for your response, it nearly worked! But it only wrote one coloumn
> of data and not the three columns I need.
> Using fixef(m1) doesnt give the same results as coef(m1) when you are
> using more than one random effect. I need the
Hi Kamila,
"Kamila Naxerova" <[EMAIL PROTECTED]> writes:
> Hi all!
>
> I'm afraid I programmed something totally non-sensical and inefficient,
> but I can't figure out how to do it better.
>
> I have a list of ~ 40 000 characters. I want to take each element at a
> time, map it to a large data
Hi
Im a beginner to R or statistics in general.
I am comparing our products(6 in all) and competitive products(2). These
products have a similar chemical formulation, but slightly different to each
other. I chose the quantity of each chemicals as the variables and did a PCA to
extract the char
Hi
Im a beginner to R or statistics in general.
I am comparing our products(6 in all) and competitive products(2). These
products have a similar chemical formulation, but slightly different to each
other. I chose the quantity of each chemicals as the variables and did a PCA to
extract the char
On 11 Aug 2006 at 12:31, Prof Brian Ripley wrote:
Date sent: Fri, 11 Aug 2006 12:31:55 +0100 (BST)
From: Prof Brian Ripley <[EMAIL PROTECTED]>
To: Petr Pikal <[EMAIL PROTECTED]>
Copies to: r-help@stat.math.ethz.ch
Subject:
Dear Harold,
thank you very much. By the way, I know the article but my interest is
more on the normal ogive model, and on the Inversion (probability
integral transformation) method applied to the Gibbs sampler.
If somebody knows something about it and about missing data in MCMC pack
in R, please
The code below was missing the breaks= argument to hist.
I had not noticed because coincidentally both give the same
breaks anways thus the following corrected version gives the
same plot in this case but might not in other cases.
# data
DF <- structure(list(SEQ = structure(c(1, 2, 3, 4, 5, 6, 7,
>From your description I assume you want both histograms
and the densities all on the same chart. With existing R
graphics I am not sure that there really is a simple way to
do that.
That aside, note that the hist function returns a list of
components that includes
- breaks, defining the breakpo
Yan Wong wrote:
> Hi, just a quick question:
>
> Should weighted.mean be able to cope with the specific case where one
> weight is Inf? I came across this when trying to implement a simple
> weighted moving average algorithm for surface smoothing: these
> algorithms often result in a single i
On Thu, 10 Aug 2006, Petr Pikal wrote:
> Ooops, my first suggestion reorders factor itself but
>
> if (drop) factor(ans) else ans
>
> instead of whole drop construction shall preserve levels order
> without changing order of factor
Even easier would be to return ans[,drop=drop]. It seems to m
Depends on how you look. Try RSiteSearch("Box's M Test") at the R prompt.
Andy
From: Wade Wall
>
> Hi all,
>
> Is there a box's M test for R? I have looked around, but have
> been unable to find it.
>
> Thanks
> Wade
>
> __
> R-help@stat.math.eth
Let's maybe back up a bit on this. You said you are interested in
learning about the application of the Gibbs sampler for IRT models. I
don't think opening the C++ code would be the best approach for this.
Let me recommend the following article
Patz, R. J., and Junker, B. W. (1999). A straig
Hi, just a quick question:
Should weighted.mean be able to cope with the specific case where one
weight is Inf? I came across this when trying to implement a simple
weighted moving average algorithm for surface smoothing: these
algorithms often result in a single infinite weight when predict
Hi,
Thanks for your response, it nearly worked! But it only wrote one coloumn
of data and not the three columns I need.
Using fixef(m1) doesnt give the same results as coef(m1) when you are
using more than one random effect. I need the coefficients for each
individual so I use coef(m1) to get this
Hi all,
Is there a box's M test for R? I have looked around, but have been
unable to find it.
Thanks
Wade
__
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/po
Hi
I compared garch results in R with those give by other software and found
that their coefficients are different from each other. So I wondered that a
convention the garch funcion in R takes.
By testing the output, I noticed it seems that garch function in R by
default takes such a convention:
y(
In your split, you used the dataframe. What you want to do is to split the
row numbers to give the list of indices. Once you have dont this, you can
'lapply' this list of indices to a function. The one that I have below will
return the index of the minimum of 'best' in each partition. You can t
On 11 Aug 2006 at 10:33, Simon Pickett wrote:
Date sent: Fri, 11 Aug 2006 10:33:46 +0100 (BST)
From: "Simon Pickett" <[EMAIL PROTECTED]>
To: r-help@stat.math.ethz.ch
Subject:[R] help: convert lmer.coef to matrix
> Hi all,
> I am t
Hello, I am using Windows, I tried to use th File Search and also the
Windows Grep but I cannot find any file! In the list you showed me there
are some useful , I really don't know how can I find them! I tried in
the R folder, src folder, MCMC pack folder and I dowloaded the .tar file
about MCMC pa
As an extreme example of this sort of thing, consider
fit <- lme(y ~ 1, random = ~ 1 | group)
where there is exactly one observation per group, so that it is not possible to
get separate estimates of group and residual variances. Despite this, lme
often (always?) provides a solution consistent w
Hi all,
I am trying to coerce the coeficients from a REML using lmer() to a matrix
of numbers which I can then write into excel. I have looked in the archive
and read around in the (Matrix) documentation but havent found anything of
use.
Any suggestions much appreciated,
Thankyou, S.
Simon Picke
On 11 Aug 2006, at 08:17, Prof Brian Ripley wrote:
> Roger, thank you for looking into this.
Yes, and thanks to both of you for the corrections.
> However, the posting guide asked the poster to contact the
> maintainer. Had
> (s)he done so, I would have pointed out that spatial 7.28-2 (the
Mariagiulia Matteucci wrote:
> Hello, thank you very much for your previous answers about the C++ code.
> I am interested in the application of the Gibbs Sampler in the IRT
> models, so in the function MCMCirt1d and MCMCirtkd. I've found the C++
> source codes, as you suggested, but I cannot find a
This is a Heywood case, and you don't have a valid fit:
> myfac
Call:
factanal(x = m1, factors = 3, scores = "regression")
Uniquenesses:
v1v2v3v4v5v6
0.005 0.101 0.005 0.224 0.084 0.005
notice no less than 3 very small uniquenesses.
On Fri, 11 Aug 2006, Christian Mont
Hello, thank you very much for your previous answers about the C++ code.
I am interested in the application of the Gibbs Sampler in the IRT
models, so in the function MCMCirt1d and MCMCirtkd. I've found the C++
source codes, as you suggested, but I cannot find anything about the
Gibbs Sampler. All
Thank you for your answer but I already use the .deb package.
Also I have compiled the source code, but it is the same result...
I have already the same error..
I 'm going to be crazy ;-)
Has anyone got the same problem (and found the solution!) ?
Thanks in advance
Yohan
-Message d'origine
Roger, thank you for looking into this.
However, the posting guide asked the poster to contact the maintainer. Had
(s)he done so, I would have pointed out that spatial 7.28-2 (the current
version for R-devel) has this corrected (in a slightly simpler way).
On Thu, 10 Aug 2006, Roger Bivand wrot
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