?approx
?splinefun
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Martin C. Martin wrote:
> Rolf Turner wrote:
>
> >> deriv(expression(sum(x)), "x")
> >>
> >>
> >
> > does not make any sense.
> >
> >
> Good point. But this does:
>
> deriv(expression(sum(log(a*x))), "
> deriv(expression(sum(x)), "x")
does not make any sense.
cheers,
Rolf Turner
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B <- array(apply(A,1,function(x){x%o%x}),dim=c(nrow(A),dim(A)))
cheers,
Rolf Turner
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Ravi Varadhan wrote:
> I would like to write a one-line R c
apostrophes ***did***
appear in the strings in the data frame.
I don't grok why the complaint shows up at line 260 rather than
immediately at line 149 but it's a start.
cheers,
Rolf Turner
,
Rolf Turner
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the basis of an
if-statement?
(2) Are there any lurking pitfalls in the use of the NAOK=TRUE
argument?
(3) Is there an entirely different and better way to proceed?
TIA.
cheers,
Rolf Turner
g my goal, but
I'm happy with my method --- unless someone points out
lurking hazzards that have so far not been apparent to me.
I merely wanted to point out to others the somewhat
unintuitive behaviour of model.matrix.
cheers
model.matrix(y~x + w + z,XXX)
and
model.matrix(~x + w + z,XXX)
give DIFFERENT results if the column ``y'' of the data frame XXX
contains missing values?
cheers,
Rolf Turner
el is just a simple regression model and
may be fitted using lm().
cheers,
Rolf Turner
[EMAIL PROTECTED]
Original message:
> Hello!
> Is it possible to use R time series to i
histogram, you are looking at a continuous random variable.
If the variate in question is discrete, so that you
***really*** want probabilities, you should be doing a
barplot.
cheers,
Rolf Turner
probably does a much cleverer job than I would do.
cheers,
Rolf Turner
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https
Post Scriptum to my previous email --- in the middle of a Saturday
morning (in my Time Zone!) I send out a plea for help, and in just
over 20 minutes my problem is solved!
I don't think you get service like that anywhere else. This r-help
list is BLOODY AMAZING!
c
Peter Dalgaard writes:
> It's not the syntax as much as the timezone.
Well, that's part of the overall syntax, or structure
at least.
> But what has as.Date done wrong, since you seem set on ignoring it?
It's not that I'm ignoring it --- it's just that I haven't a
> julian(z,origin=as.POSIXct("1999-12-31"))
gives
Time difference of 101.9583 days
Where did the missing 0.0417 days go to?
What syntax should I really be using?
Thanks.
cheers,
I have code to do isotonic regression --- linear and ``unimodal'' ---
that incorporates weights. I can make this available if anyone is
interested.
cheers,
Rolf Turner
[EMAIL
iables produced by a
random number generator or from the pages of a
telephone directory could have a very salutary
effect!''
cheers,
Rolf Turner
o the human
mind, then S4 methods are indeed the way to go.
cheers,
Rolf Turner
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Rolf Turner
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f) Kendall and Stuart,
vol. 1, and found nothing useful. (The results might ***be***
there, but I couldn't see them.)
cheers,
Rolf Turner
[EMAIL PROTECTED]
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ormulated
question. Doing so reveals the answer to the question, more
often than not.
cheers,
Rolf Turner
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epartment of Redundancy Department.
cheers,
Rolf Turner
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In response to my question Andy Liaw wrote:
> Here's one way:
> > dat$rank <- with(dat, ave(x, f, FUN=rank))
> Don't know how this rates on the slick-quick-sexy scale...
Thanks Andy. That's definitely a 10 on the slick-quick-sexy scale.
I (blush!) didn't know about ``ave()'
this (without resorting to
looping)? Am I missing something obvious?
Thanks for any help bestowed.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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,
parentheses!
cheers,
Rolf Turner
[EMAIL PROTECTED]
P. S. Questions about contributed packages should be directed
to the maintainers of those packages (in this case me) and
NOT
which goes out of its way to be
incompatible with everything else.
cheers,
Rolf Turner
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would
be essentially reconstructing rdtb.)
You probably want to ***fit*** some distribution to the
residuals from rdtb, and then sample from that distribution
to get your innovations.
cheers,
cheers,
Rolf Turner
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?model.matrix
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he function c() are all wrong.
If you are going to use R, get the basic syntax straight.
You probably should be using matrices rather than data frames
given that the entries are all numeric.
Be that as it may, if A is a (numeric) matrix t
ishes to conflate the two ideas, the
confidence level of an estimation procedure is
***one minus***
the significance level of the corresponding hypothesis test.
cheers,
Rolf Turner
erilized
barge-pole, and rightly so.
Remember that in R there is a big difference between a vector and
1-dimensional array, much as the two may seem to resemble each other.
cheers,
Rol
ession of the printing of row names. Something like
``print.row.names=TRUE''. This would be easy to accomplish, since
print.matrix() and print.data.frame() simply call upon prmatrix().
However my suggestion has so far fallen upon deaf ears.
puts
data into matrices column-by-column, not row-by-row.
cheers,
Rolf Turner
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Michael Anyadike-Danes wrote:
> I have output from a program which produces a distance mat
e why the mvtnorm package includes functions pmvt(),
qmvt(), and rmvt() but ***not*** dmvt(). Why on earth not?
cheers,
Rolf Turner
[EMAIL PROTECTED]
_
This in NOT a bug. It is a convention (the IEEE standard).
Read the help on round(). I.e. RTFM.
cheers,
Rolf Turner
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Klaus Ladner wrote:
> Does anyone know, how to insert a color bar as used with
> "filled.contour" when using "image"?
See plot.im() (and im()) in the package spatstat.
cheers,
e code in prog1 and
prog2 (rather than using the --save flag).
cheers,
Rolf Turner
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Sean Davis wrote (inter alia):
> Also, just a general question, but are S4 methods now the
> standard?
My God! I hope not!!!
cheers,
Rolf Turner
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th suggestions.
cheers,
Rolf Turner
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PLE
las = 2)
par(opar)
}
You can use this function to see what you get under various font
specifications. Of course it would help to know a priori that font
number 5 gave you the postscript symbols!
cheers,
Rolf Turner
n the R crash that
you spoke of. Perhaps you should re-install R.
cheers,
Rolf Turner
[EMAIL PROTECTED]
===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===
H
If I understand you correctly you could just do
ifelse(fpr.floor < fpr.ceiling, k.floor, k.ceiling)
cheers,
Rolf Turner
[EMAIL PROTEC
to such questions?
Thanks for any insights.
cheers,
Rolf Turner
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?arima.sim
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As in any modelling situation in R or S, to suppress the
intercept you simply put a ``-1'' in the formula. E.g.:
fit <- glm(y~x-1,family=binomial)
cheers,
Rolf Turner
[EM
cheers,
Rolf Turner
[EMAIL PROTECTED]
===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===
Original message:
> I tried lrm in library(Design) but there is
e ``Color'' in the foregoing.)
cheers,
Rolf Turner
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cheers,
Rolf Turner
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Windoze system, saving them as .csv
files and then transporting these back reading them into R. A bit
unsatisfactory, but it ***is*** a workaround.
Thanks to all who contributed advice/comments.
cheers,
I do next?
cheers,
Rolf Turner
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PLEASE do read the pos
7;d volunteer, except that
I'm sure that the R core team would disdain my assistance.
cheers,
Rolf Turner
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ht
cheers,
Rolf Turner
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P. S. And here I was, all these years, thinking that
``self esteem'' was Italian for ``sauna''.
R. T.
_
counter the multi-multi-megabyte data sets
for which SAS apparently has a pronounced advantage with respect
to speed.)
cheers,
Rolf Turner
t ``glim(y,X,...)'' is
a reasonable facsimile.)
If your design matrix has a constant column you would want to strip
it out before passing the matrix to you glim() function.
cheers,
you'd want them to be carried
along in the sort.
To re-set them to be what you want:
rownames(d) <- 1:nrow(d)
cheers,
Rolf Turner
function(x,n){if(is.matrix(x))
rbind(x,matrix(NA,ncol=ncol(x),nrow=n))
else c(x,rep(NA,n-length(x)))},n=n)
do.call("cbind",yyy)
}
cheers,
Rolf Turner
it explicitly in the formula in
the call to nls().
Thanks for any help you can give.
cheers,
Rolf Turner
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on? Does it have a name?
(I've never seen it mentioned in any of the intro math-stat books
that I've looked into.) If not, can anyone suggest a good name for
it? (Don't be rude now!)
cheers,
Rolf Turner
in the first place.
cheers,
Rolf Turner
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Massimiliano Marinucci wrote:
> as far I know you can estimate mixture regression models with the
> flexmix package
See also the package ``mixreg'' on CRAN.
cheers,
t it's not so much of a worry when the design is
nicely balanced. As yours is. And finally-finally --- have you
tried transforming your data to make them a bit more normal and/or
homoskedastic?
I hope this is some help.
cheers,
x27;t.)
cheers,
Rolf Turner
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Peter Dalgaard wrote:
> ``The generic rule for backslashes is that you need twice as many
> as you thought''
And you have to apply that rule recursively! :-)
cheers,
(1,1,),lty=3)
lines(c(par()$usr[1],time1,time1), c(1,1,par()$usr[3]),lty=3)
cheers,
Rolf Turner
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==+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===
Error in structure(list(f = g), .Names = "f") :
Object "g" not found
===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===
ear 2004
month06
day 21
language R
There were no complaints, and typing ``junk'' in the R window
and in the Splus window appeared to produce indentical results.
So what's the problem?
cheer
cheers,
Rolf Turner
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PLEASE do read the
cheers,
Rolf Turner
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Yair Benita wrote:
> Using the ecdf (Empirical Cumulative Distribution Function) one can
> compute a plot. I was wondering if there is a way to get the equation
> used to draw the plot.
?ecdf
i.e. RTFM!
cheers,
s graphics::ps.options or,
better, set as a hook -- see ?setHook.
So you could get help.start() to work by invoking it as
utils::help.start().
cheers,
Rolf Turner
[EMAIL
Andy Liaw wrote
> expression(S[t]^2) looks pretty good to me (on windows()).
And to me too (sparc-sun-solaris2.9; R version 1.9.1).
cheers,
Rolf Turner
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ht
he help --- the *#%#$#
type is STILL there!!!
Why is there a ghost Misc library hanging around? Where is it?
How do I get rid of it?
cheers,
Rolf Turner
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_
th.
Ah-ha. The distinction between unloading and detaching --- which I
hadn't grokked --- would seem to be the key issue. Now I get it.
Dankaschoen beaucoup.
cheers,
Rolf Turner
_
g*** works with the stats package. Moreover in
.../library/utils/R you find the ascii source file ``utils''
and ***NOT*** a binary ``all.rda'' file.
> > I wonder if someone with better people skills and more patience
> > than Prof. Ripley would
hods, stats4, lattice, and
nlme which also boast all.rda files)?
I wonder if someone with better people skills and more patience
than Prof. Ripley would be so kind as to answer!
cheers,
Rolf Turner
that the call ``arimaSS(x,mod)'' was there for
an induced side effect, but since that sort of thing is generally
considered very bad R programming I dismissed the notion out
of hand.
cheers,
to some variable here, or
should that line simply be removed? (If the former, it's a bug;
if the latter, a typo.)
cheers,
Rolf Turner
[EMAIL PROTECTED]
the matrix the column names you want,
and then convert the matrix into a data frame.
Or you could just roll your own code --- it's a triviality to write.
(The class.ind() function is 7 simple lines of raw R.)
cheers,
o statistics without having
a clue what it all means. So, step 1: Learn some statistics.
Not all of statistics, but enough to ***understand*** the
techniques that you seek to apply.
cheers,
27;' turns out to be FALSE, then readline is probably
your problem. Peter Dalgaard may be able to give you better insight
as to how to fix it.
cheers,
Rolf Turner
[
nrow(a)==0) {
result <- 0
} else result <- rep(1,nrow(a))
or slightly more elegantly
a<-b[s>3,]
result <- if(nrow(a)==0) 0 else rep(1,nrow(a))
cheers,
cheers,
Rolf Turner
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Uwe Ligges wrote:
> b) It's called Windows, not windoze
No!!! It's definitely Windoze!!!
cheers,
Rolf Turner
[EM
redict(lm(y~x1+x2),dn,se.fit=T)
No problema.
Are you sure you did what you say you did?
cheers,
Rolf Turner
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cl() should work.
cheers,
Rolf Turner
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at = 1/8.44 = 0.1184834. Which is a lot less
than the rough estimate of (4.7 x 10^6)/12! approx. = 0.9853 from
Robert Baskin's back-of-the-envelope calculations.
What's going on/wrong?
cheers,
lt;- union(S,A[[k]])
R <- if(k < 4) A[[k+1]] else NULL
R <- union(R,G)
S <- setdiff(S,R)
}
G
}
===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===
cheers,
Rolf T
ith something cleverer. Sorry if I
got your hopes up.
cheers,
Rolf Turner
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2 7 1 4 8 11 6
which look O.K. according to my understanding of your criterion
for ``acceptable'' permutations.
cheers,
Rolf Turner
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Jordi Altirrib
quot;10 11 12"
> [18,] "4 5 6""7 8 9""10 11 12" "1 2 3"
> [19,] "7 8 9""1 2 3""10 11 12" "4 5 6"
> [20,] "7 8 9""1 2
The
impact of such considerations causes the issue of the roughness of
the usual/standard approximate CI for a proportion to pale by
comparison.
cheers,
Rolf Turner
[EMAIL PROTECTED]
y:
p.hat +/- (z-value) * sqrt(p.hat * (1 - p.hat)/k)
If this is not the scenario with which you need to cope, then
you'll have to explain what that scenario actually is.
cheers,
Rol
``x$cat''? This would be done via
> paste("x","cat",sep="$")
But why? It's a bad idea to use ``$'' in strings since ``$''
has a special meaning in R (i.e. to refer to components of lists).
Murray Jorgensen wrote:
> I had an error message while running a macro from Yudi Pawitan's web site:
>
> > source("ex2-13.r")
> Error in parse(file, n, text, prompt) : syntax error on line 2
>
> Inspecting ex2-13.r I found that the error was generated by another
> source() command.
>
> Clearl
ts input.
cheers,
Rolf Turner
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Rolf Turner
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P
Figure it out.
cheers,
Rolf Turner
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P. S. Is this a homework problem?
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Here I have to heed the advice (attributed to a ``great art
historian'') from George F. Simmons' wonderful book on
elementary differential equations: ``A fool he who gives
more than he has.''
cheers,
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