I am not sure this might help, but you are perhaps lookign at variable
selection. There is a 2006 JASA paper by Raftery and Dean which may
help.
Many thanks,
Ranjan
On Fri, 27 Jul 2007 17:32:02 +1000 <[EMAIL PROTECTED]> wrote:
> Hi List,
>
> How would I go about best identifying the variables c
Estimate Std. Errort value DF Pr(>|t|)
(0 0 0 1 0 -1) -0.1028162 0.5973959 -0.1721073 4 0.87171
Response Y5 :
Estimate Std. Error t value DF Pr(>|t|)
(0 0 0 1 0 -1) 0.2493330 0.2024061 1.231845 4 0.2854716
On Wed, 25 Jul 2007 18:30:36 -0500 Ra
Hi,
I want to test for a contrast from a regression where I am regressing the
columns of a matrix. In short, the following.
X <- matrix(rnorm(50),10,5)
Y <- matrix(rnorm(50),10,5)
lm(Y~X)
Call:
lm(formula = Y ~ X)
Coefficients:
[,1] [,2] [,3] [,4] [,5]
(Inter
On Fri, 6 Jul 2007 18:34:27 +0530 "Regina Verghis"
<[EMAIL PROTECTED]> wrote:
> I am comfortable with windows based R. But recently I had shifted to
> LINUX(Red Hat Linux Enterprise Guide 4)
> 1) I want to load J K Lindsey's repeated library in R. How to install
> the packge?
Hi,
Use install.pac
Hi,
I have a very simple question which I can't see
how to figure out.
Basically, I have a matrix of plots, but I want
no margin space in between them. I want a wide
right margin (outside of the block of
plots) so that I can place a legend there.
I tried the following:
par("mar"=c(0,0,0,1), m
On Sat, 19 May 2007 22:05:36 +1000 Jim Lemon <[EMAIL PROTECTED]> wrote:
> Ranjan Maitra wrote:
> >...
> >
> > (we are out of R).
> >
> > And then look at the pdf file created: by default it is Rplots.pdf.
> >
> > OK, now we can use gim
work.
Yippee! Isn't R wonderful??
Hope this helps: though others may have known about this before, I certainly
did not know how to do this in R.
Best wishes,
Ranjan
On Thu, 17 May 2007 19:16:18 -0500 Ranjan Maitra <[EMAIL PROTECTED]> wrote:
> Dear colleagues,
>
>
Dear colleagues,
I have an image which I can display in the greyscale using image. On this
image, for some pixels, which I know, I want to display their activity based on
a third measure. One way to do that would be to color these differently, and
use an opacity measure to display the third mea
Dear colleagues,
This is not strictly a R question, but more a methodology-related question.
I have the following linear model: Y = X\beta + e.
Pretty standard stuff, but additionally, X is square, symmetric circulant. So,
the LS estimate for \beta is given by just deconvolving Y with the in
Hi David,
This is an interesting question! I was wondering is the density function like?
What sort of partitions are you looking for?
Sorry I am not of much help, but this question perhaps better-defined?
Best,
Ranjan
On Fri, 4 May 2007 14:48:36 -0500 (CDT) David Forrest <[EMAIL PROTECTED]>
Dear "stat",
Interesting claim to a name!
In any case, var(X) where X is the data matrix with n rows of 5-variables
should do the trick.
Btw, please read the posting guide: your question is legitimate, hiding your
identity ("stat stat") is not.
Best wishes,
Ranjan
On Sat, 28 Apr 2007 16:36:
First of all, this is not a "Help Desk".
Second, please make sure that you put an informative subject line: I thought
this was spam and was going to delete it.
Thanks,
Ranjan
On Sat, 21 Apr 2007 12:03:24 -0700 (PDT) Nima Tehrani <[EMAIL PROTECTED]> wrote:
> Dear Help Desk,
>
> Is there
The question is not reproducable, therefore useless. Perhaps you are forgetting
what a medoid is when you expect a mean?
HTH,
Ranjan
On Fri, 20 Apr 2007 17:09:09 +0200 (CEST) nathaniel Grey <[EMAIL PROTECTED]>
wrote:
> Hi,
>
> I need some help understanding the output from PAM. When I look a
Hi,
I have a vector of p*(p+1)/2 elements, essentially the lower triangle of a
symmetric matrix. I was wondering if there is an easy way to make it fill a
symmetric matrix. I have to do it several times, hence some efficient approach
would be very useful.
Many thanks and best wishes,
Ranjan
_
Hi Jenny,
On Thu, 19 Apr 2007 12:48:50 +0100 (BST) Jenny Barnes <[EMAIL PROTECTED]> wrote:
> Dear R-Help,
>
> I am trying to find a function that will give me the significance of the
> correlation of 2 variables (in the same dimension arrays) correcting for
> serial
> autocorrelation.
I am n
You may wish to provide brief commented source code: that would be most helpful
for people referring to it in the archives.
Many thanks and best wishes,
Ranjan
On Sun, 8 Apr 2007 11:43:47 + Daniel Siddle <[EMAIL PROTECTED]> wrote:
>
> Just wanted to say thanks very much. I used Chuck's 2n
On Wed, 4 Apr 2007 07:46:37 -0500 Ranjan Maitra <[EMAIL PROTECTED]> wrote:
> Hi,
>
> It appears that you are trying to separate the states in the transition
> matrix such that you have recurrent classes all next to each other.
Sorry, I meant non-communicating classes. Btw, t
Hi,
It appears that you are trying to separate the states in the transition matrix
such that you have recurrent classes all next to each other.
Here is an idea off the top of my head: make equivalence classes from your
statespace and then use that to create a block diagonal matrix. I did a sea
And what does this have to do with the lead thread subject line "Transition
Matrices"?
I guess the only way we can start enforcing thread discipline is to stop
responding to threads that hijack others?
Any thoughts?
Ranjan
On Wed, 4 Apr 2007 11:31:33 +0200 "Giuseppe Brundu" <[EMAIL PROTECT
On Sun, 01 Apr 2007 09:04:01 +0300 kone <[EMAIL PROTECTED]> wrote:
> Hello everybody,
>
> I'm interesting in evolutionary algorithms. I have tested genetic
> algorithms with R but has someone tried with genetic programming? Do
> you know, if there are code somewhere written in R.
>
Hi Atte,
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
No one can help you.
Ranjan
On Wed, 28 Mar 2007 11:47:03 -0600 (MDT) [EMAIL PROTECTED] wrote:
> Hi all
>
> I was wondering if someone could help me.
The answer is correct, and is the way it should be. Cluster indicators are only
nominal: there is no ordering in the ids, and hence the means are in different
order.
Either way, the reason for this (and you could get totally different answers
also) is because of how R initializes kmeans (random
see ?sink or ?capture.output -- they may do your task.
hth,
ranjan
On Tue, 27 Mar 2007 14:37:12 +0200 "manuel.martin" <[EMAIL PROTECTED]> wrote:
> Hello all,
> I cannot figure out how to catch the console output from a function
> which does not return anything but a console output, any hints?
>
Thanks, all, and thanks especially to Ted for your investigations in the other
thread with the same title! Does spatstat handle higher dimensions than 2?
Best wishes,
Ranjan
On Mon, 26 Mar 2007 10:31:15 - (BST) (Ted Harding) <[EMAIL PROTECTED]>
wrote:
> I just wrote:
>
> > Thanks, Adrian
Hi Stan,
I haven't used SuSE for four years now, but the errors all point to libraries
and programs that need to be installed. I used in on a 32-bit machine then.
As I recall, SuSE used to have a fabulous installation tool called yast2 (in my
opinion, the best of the lot in packaging), though F
Dear list,
Does anyone have a suggestion (or better still) code for sampling from the
uniform distribution over the convex hull of a set of points?
Many thanks and best wishes,
Ranjan
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailm
can slow down the program considerably if there is a huge number of
calls. Please use it responsibly.
The function uses R's standalone mathematical library, hence the renaming
to avoid conflicts with pnt and dnt.
Modified by Ranjan Maitra, Ames, IA 50014, USA. 2007/03//21.
Since
ses is easier.) We will probably be
> rethinking this soon in conjunction with some other changes to
> vectorized math in R.
>
>
> Best,
>
> luke
>
> On Wed, 21 Mar 2007, Ranjan Maitra wrote:
>
> > Dear list,
> >
> > I have been using the Rma
,
Ranjan
On Wed, 21 Mar 2007 22:08:16 +0800 ronggui <[EMAIL PROTECTED]> wrote:
> op <- options(warn=-1)
> [main codes here]
> options(op)
>
>
>
> On 3/21/07, Ranjan Maitra <[EMAIL PROTECTED]> wrote:
> > Dear list,
> >
> > I have been usi
Dear list,
I have been using the Rmath library for quite a while: in the current instance,
I am calling dnt (non-central t density function) repeatedly for several
million. When the argument is small, I get the warning message:
full precision was not achieved in 'pnt'
which is nothing unexpect
Please read "An Introduction to R" which is available if your type
> help.start()
at the R-prompt.
HTH.
Ranjan
On Tue, 20 Mar 2007 19:10:17 +0100 "Sergio Della Franca" <[EMAIL PROTECTED]>
wrote:
> Dear R-helpers,
>
> I have this dataset(y):
>
> YEAR PRODUCTS
> 1 10
> 2
kmeans(y[,c("AGE", "PRODUCTS")], 3) should do what I think you want.
Note that you should try several starting points for good optimality of the
partitioning.
HTH,
Ranjan
On Mon, 19 Mar 2007 20:12:10 +0100 "Sergio Della Franca" <[EMAIL PROTECTED]>
wrote:
> Dear R-helpers,
>
> I'm trying to
Please do not mess up the thread by posting as a reply to some other topic.
Thanks,
Ranjan
On Thu, 15 Mar 2007 16:51:20 +0530 [EMAIL PROTECTED] wrote:
>
> Hi All
>
> Thanks for supporting people like me.
> What is cointegration and its connection with granger causality test ?
> what is its
On Wed, 14 Mar 2007 18:45:53 -0700 (PDT) Milton Cezar Ribeiro <[EMAIL
PROTECTED]> wrote:
> Dear Friends,
>
> I saved a matrix - which contans values 0 and 1 - using following command:
> writeBin (as.integer(mymatrix), "myfile.raw", size=1).
>
> It is working fine and I can see the matrix using
I agree with Bert on this one! Any commercial entity's future policies will not
be decided by some group's past understanding. Everything can be explained in
terms of shareholder value.
I don't see any advantages with tying up to Google groups. We get enough posts
every day here to keep us all
Di,
You probably wanted to say first useR! (hosted) in North America, isn't that
right?
Anyway, I was wondering: what are the conditions for submitting a paper? Are
the guidelines the same as JSS (or are they bringing it out)? If I can figure
out how to make R packages, I might submit a paper
On Mon, 05 Mar 2007 09:14:17 +0100 Sophie Richier <[EMAIL PROTECTED]> wrote:
> Dear R helpers,
> I am working with R 2.4.1 GUI 1.18 (4038) for MacOSX. I have a matrix of
> 10 000 genes and try to run the following commands:
> > model.mix<-makeModel (data=data, formula=~Dye+Array+Sample+Time,
>
Dear list,
I have this huge array of numbers, of dimensions 67 x 33 x 51 x 6, the 6 being
the replications. I wanted to test for evidence of autocorrelation between the
6 replications, marginally. I can calculate the first-order autocorrelation
very easily using an appropriately defined functi
I decided to run an experiment: just reading in a file which is 78MB in binary
format (of ints). It takes less than 30s using a laptop with 512 MB RAM, 2.3
GHz Intel-4 single processor. At that point, I did not notice that Ramzi was
talking about a .RData file.
For huge files, I usually do not
Here's one suggestion: convert the matrix into a three-dimensional array and
use apply on it.
Ranjan
On Thu, 1 Mar 2007 11:51:29 -0600 (CST) Nameeta Lobo <[EMAIL PROTECTED]> wrote:
> Hello all,
>
> I am trying to run a two sample t-test on a matrix which is a
> 196002*22 matrix. I want to ru
Hello Bunny/Lautioscrew,
sum(your vector == your chosen element) should do what you want...
HTH,
Ranjan
On Thu, 1 Mar 2007 15:20:19 +0100 "bunny , lautloscrew.com" <[EMAIL PROTECTED]>
wrote:
> Hi there,
>
> is there a possibility to count the number of appearances of an
> element in a vecto
On Wed, 28 Feb 2007 17:06:18 +0100 Emili Tortosa-Ausina <[EMAIL PROTECTED]>
wrote:
> y<-c(1960, 1965, 1970, 1975)
> z<-c(1, 2, 3, 4)
> plot(y, z, type="l", col = 2)
> legend(x = -3, y = .9, "legend text", pch = 1, xjust = 0.5)
your x and y are outside the plotting area. try using a different set
Hi,
This question has no connection with the original thread. Please do not post
like this since it messes up threads since making searching by thread topics in
archives useless.
Thank you,
Ranjan
On Sun, 25 Feb 2007 17:27:25 +0100 "Bert Jacobs" <[EMAIL PROTECTED]> wrote:
> Hi,
>
> What is t
ed Harding) <[EMAIL PROTECTED]>
wrote:
> On 24-Feb-07 Ranjan Maitra wrote:
> > Hi,
> > Sorry for being a late entrant to this thread, but let me see if I
> > understand the problem.
> >
> > The poster wants to sample from an ellipsoid. Let us call this
> > e
Hi,
Sorry for being a late entrant to this thread, but let me see if I understand
the problem.
The poster wants to sample from an ellipsoid. Let us call this ellipsoid
X'\Gamma X - d^2= 0.
There is no loss in assuming that the center is zero, otherwise the same can be
done.
Let us consider t
On Fri, 23 Feb 2007 14:38:56 +0100 Thomas Preuth <[EMAIL PROTECTED]> wrote:
> Hello,
>
> I want to select in a column of a dataframe all numbers smaller than a
> value x
> but when I type in test<-(RSF_EU$AREA<=x) I receiv as answer:
> > test
> [1] TRUE FALSE FALSE TRUE TRUE TRUE FALSE FAL
On Thu, 22 Feb 2007 08:17:38 + (GMT) Prof Brian Ripley <[EMAIL PROTECTED]>
wrote:
> On Thu, 22 Feb 2007, Petr Klasterecky wrote:
>
> > Ranjan Maitra napsal(a):
> >> On Sun, 18 Feb 2007 07:46:56 + (GMT) Prof Brian Ripley <[EMAIL
> >> PROTECTED]
try
> cat("Open fnd \"test\"")
which is the same as for C.
HTH.
Ranjan
On Thu, 22 Feb 2007 14:09:26 -0500 "Bos, Roger" <[EMAIL PROTECTED]> wrote:
> Can anyone tell me how to get R to include a double quote in the middle
> of a character string?
>
> For example, the following code is close
On Sun, 18 Feb 2007 07:46:56 + (GMT) Prof Brian Ripley <[EMAIL PROTECTED]>
wrote:
> On Sat, 17 Feb 2007, Ranjan Maitra wrote:
>
> > Dear list,
> >
> > I have a 4-dimensional array Y of dimension 330 x 67 x 35 x 51. I have a
> > design matrix X of dimen
Yes, of course! Thank you. So, I guess the answer is that R itself can not be
made to do so directly.
Many thanks for confirming this.
Sincerely,
Ranjan
On Wed, 21 Feb 2007 20:23:55 + (GMT) Prof Brian Ripley <[EMAIL PROTECTED]>
wrote:
> On Wed, 21 Feb 2007, Ranjan Maitra wrote:
Dear list,
I was wondering if it is possible to get the p-values for one-sided tests on
the parameters of a linear regression.
For instance, I use lm() and store the result in an object. lm() gives me a
matrix, using summary() and coef() on which gives me a matrix containing the
coefficients,
Hi Duncan,
I don't know if this will list all the dependencies for your documentation,
since Rick's error messages did not involve libraries and header files already
installed by him for something else, perhaps.
Just a thought.
Ranjan
On Tue, 20 Feb 2007 11:59:24 -0500 Rick Bilonick <[EMAIL
The error is different now. It now cannot find Xext library. Do a yum search on
this and install that.
yum provides libXext
which will give you the package Xext which needs to be installed.
You may also need to install the libXext-devel.i386 package.
HTH.
Ranjan
On Mon, 19 Feb 2007 16:02:09
As the error message indicates, there is no GL/glu.h file installed in the
system. If it is, the path is not properly set.
% yum provides GL/glu.h
on FC6 should give you some clues and tell you what to install, and also
whether it should be installed.
Ranjan
On Mon, 19 Feb 2007 14:35:29 -050
Dear list,
I have a 4-dimensional array Y of dimension 330 x 67 x 35 x 51. I have a design
matrix X of dimension 330 x 4. I want to fit a linear regression of each
lm( Y[, i, j, k] ~ X). for each i, j, k.
Can I do it in one shot without a loop?
Actually, I am also interested in getting the p-v
Hello Ying,
This is really a Fedora Core 6 question. But anyway, it appears that you do not
have gfortran which comes in the appropriate development package installed.
Assuming you use yum, you find out the RPM using the following
yum provides gfortran
which will give you the RPM which contai
g and Health
>
> Division of Geriatric Medicine and Gerontology
>
> Johns Hopkins University
>
> Ph: (410) 502-2619
>
> Fax: (410) 614-9625
>
> Email: [EMAIL PROTECTED]
>
> Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
>
>
Dear all,
I have been looking for a while for ways to simulate from Langevin
distributions and I thought I would ask here. I am ok with finding an
algorithmic reference, though of course, a R package would be stupendous!
Btw, just to clarify, the Langevin distribution with (mu, K), where mu is
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