insight.
> Have a nice day.
Linux. It's best for ***everything***.
cheers,
Rolf Turner
##
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ses
> in the database.
>
> As far as I know, R has no
> database relevant to street addresses!
But Ted! Don't you know that statistics in general and R in
particular are
On 5/09/2007, at 11:16 AM, Lisa Hu wrote:
> To make it specific, I need to simulation Y with inverse beta
> distribution,
> that is, Y~inverseF(X), where F is the CDF of beta distribution.
> THANKS
>
> On 9/4/07, Lisa Hu <[EMAIL PROTECTED]> wrote:
>>
>> Dear All,
>>
>> I need to use the inver
On 5/09/2007, at 9:37 AM, Greg Snow wrote:
> The best option is to use a bar chart or dot chart instead of a pie
> chart.
Right on, Red Freak!!! :-)
cheers,
Rolf
learn astrology?
cheers,
Rolf Turner
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bit.
The argument ``b'' to the bsr() function is a vector of candidate
values for
the ``join point'', e.g. b <- seq(lo,hi,length=100), where lo and hi are
suitably chosen lower and upper bounds on the location of the join
point.
cheers,
time to read this long-winded cri de coeur. If
anyone is actually
*interested* I would be very happy to make the data available to her
or him.
cheers,
Rolf Turner
##
Attention:\ This e-m
eturn a value*. The write.csv call should be ``done to this
value'', outside of
the cleanup_data() function. IMHO.
A sexier way to do what you want would be:
cleanup_data <- function(state,count) {
ded";
the c() function is for ``combine'' or ``catenate''. You don't need
to ``combine'' a single
item! The wrapper does no harm, but it's a waste of key strokes and
indicates a certain
lack of insight which *could* do harm in more complex situatio
has made it
> easier.
Bravo!!! Very well and very cogently expressed!
cheers,
Rolf Turner
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commentary
on Excel, available at the URL:
http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf
Executive summary: Friends don't let friends use Excel for statistics.
cheers,
On 24/08/2007, at 12:51 PM, Moshe Olshansky wrote:
> This won't work since it produces a matrix (try this).
On the contrary, Patrick's solution is correct. I tried it. It
works just fine.
cheers,
Rolf Turner
1].
These R Core people are sneaky-clever!
cheers,
Rolf Turner
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ish the same thing.
cheers,
Rolf Turner
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On 22/08/2007, at 8:49 AM, Emmanuel Levy wrote:
> Hi,
>
> I was wondering the what would be the (most efficient) way to generate
> a sequence
> of sequences, i mean:
>
> if I have 1,2 and 3.
>
> I'd like to generate a sequence of length N*3 (N ~ 1,000,000 or more)
>
> Where random permutations of
cheers,
Rolf
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,2,3) returns ``2'' --- just as max
(1,2,3) returns ``3'' --- as
Mathew *initially* (and quite reasonably) expected it to do.
cheers,
Rolf Turner
Thank you ***very*** much Ted and Chuck. I will install these two
packages and study
them over, and then in all probability pester you with more questions
when I find things
that I don't understand!
Thanks again.
cheers,
Rolf
nks for any pointers that anyone may be able to give.
cheers,
Rolf Turner
##
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er Bloomfield's book (``Fourier Analysis of Time Series: An
Introduction'',
2nd ed., Wiley, 2000) for a good introduction to complex demodulation.
cheers,
Rolf Turner
On 15/08/2007, at 9:53 AM, Jake Verschuyl wrote:
> I have some bird flight height data that follows a gamma
> distribution. The
> data (x) goes from 0 to 700 meters (n=1055). The calculated
> parameters
> calculated from the fitdistr(x) are (shape = 5.1379, rate =
> 0.017541), and
> there
On 13/08/2007, at 11:27 AM, Wolfgang Huber wrote:
> Dear Rolf and Binabina
>
> perhaps this is of use to some:
>
> Colour for Presentation Graphics. Ross Ihaka.
> www.stat.auckland.ac.nz/~ihaka/colour/color.pdf
>
> Choosing Color Palettes for Statistical Graphics
> Ac
a
considerable improvement to the algorithm used to produce the tile list.
The bug was pointed out to me by Majid Yazdani, to whom I express my
sincere thanks.
cheers,
Rolf Turner
re just *how* they relate.
With a bit of luck, someone cleverer than I will come to your rescue.
cheers,
Rolf Turner
##
Attention:\ This
e of this is however germane to Nair's original question; it is
clear
that he is interested in a two-independent-sample t-test.
cheers,
Rolf Turner
#
?append
cheers,
Rolf Turner
On 28/07/2007, at 2:12 AM, Henrique Dallazuanna wrote:
> Hi, I don't know if is the more elegant way, but:
>
> X<-c(1,2,3,4,5)
> X <- c(X[1], 0, X[2:5])
>
>
> --
> Henrique Dallazuanna
> Curitiba-Paran
e 42 in the forgoing example); this radius is an
``irregular'' parameter --- i.e. it does
not appear in exponential family form --- and hence is not estimated
by ppm(), at least not
directly.
cheers,
o precedence of operators (this ain't APL)
o parentheses are Good Things.
cheers,
Rolf Turner
##
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Typo in my previous email:
sqrt((1-p1)*(1-p2)) should have read sqrt(p1*(1-p1)*p2*(1-p2))
I think!
cheers,
Rolf
##
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e of rho (in terms of
p1 and p2) in
order that the values of q1 and q2 lie between 0 and 1.
I.e. for some values of rho your goal will be impossible to achieve.
cheers,
?tapply
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PLEASE do re
of the
levels of x and y? I vaguely recall seeing this discussed in r-help, but I
can't find anything on it there, nor in the FAQ.
Am I missing something obvious?
cheers,
Rolf
[EMAIL PROT
On 22/5/07 6:48 AM, "hadley wickham" <[EMAIL PROTECTED]> wrote:
> Hi Rolf,
>
> Two possible solutions:
>
> * DISPLAY=0.0.0.0:0 R - and then X11() should work without having to use
> xterm
>
> * install.packages("CarbonEL"); library(Carbon
to get a working on-screen graphics window under these
circumstances?
I am very much hand-cuffed by the officious ITS policies here as to what
I can install on my Mac. (Effectively, nothing.)
``cheers'' (Hah!),
T. Kounouni wrote:
> Hi, how can i use data to forecast next time period value, if data
> has been influenced by a change in legislation? thank you.
Well, you could use chicken entrails.
cheers,
Rolf
dded that ``Re'' is not a good name for
an object since it is the name of a function (which
returns the real part of complex numbers).
cheers,
Rolf Turner
[E
heers,
Rolf Turner
[EMAIL PROTECTED]
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PLEASE do read the posting guide http://www.R-projec
odall actually wrote to see if
it could be useful to guarav.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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call to segmtz changed to a call to segments() ---
but this would seem to be a lot of work.
Can anyone suggest a reasonably simple way of replacing the
call to segmtz in the Fortran?
cheers
an
say `Existence exists' with a straight face is either a fool
or a charlatan.''
cheers,
Rolf Turner
[EMAIL PROTECTED]
___
p[5]
p<-p[1]
colSums(attr(lmix2a(x,p,u1,s1,u2,s2),"gradient"))}
then your procedure seems to work --- at least it gives an answer
different from the starting values.
cheers,
Rolf Turner
I would say ``de gustibus non disputandum'', except that
I can't speak Latin.
cheers,
Rolf Turner
[EMAIL PROTECTED]
__
R-help@stat.math.ethz.ch mai
at one was expecting or wanting.
However you *can* get what you want:
> as.numeric(as.character(f))
[1] 2 4 6 8 10 2 4 6 8 10 2 4 6 8 10
cheers,
Rolf Turner
ctor*, not a list.
Don't use a chainsaw when you need a fretsaw.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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uires xyz!
> lapply(1:10,myfunction)
Error in FUN(c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10)[[1]], ...) :
myfunction requires xyz!
cheers,
Rolf Turner
(paste(nm,"requires xyz!"))
}
}
cheers,
Rolf Turner
[EMAIL PROTECTED]
===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+===+=
Not that it really matters --- the anova() function
gives you the same F statistic and p-value either way.
And the negative SS is a dead giveaway that something
is a bit skew-wiff.
cheers,
Rolf Turner
r to do with your
problem.
The following may give you the right idea:
> xxx <- sample(1:10,100,TRUE)
> yyy <- letters[1:10][match(xxx,1:10)]
cheers,
Rolf Turner
Hey, didn't Will Rogers say ``I never met a regression I didn't
like?''
(Sorry 'bout that; couldn't resist.)
cheers,
Rolf Turner
s get lost.
colnames(m) <- s0 # So tack them on.
cheers,
Rolf Turner
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there
will be at least one ``contrast'' amongst the means that
is significantly different from zero on an a posteriori
basis. This contrast need not however be a pairwise
difference between means.
cheers,
R
erences
to ``n'' in the body of derfs4 by references to ``size'') then nlm()
will work (?) --- but it seems to take 337 iterations, r.t. 3 (!!!)
to converge.
No idea what the problem is.
cheers,
Rolf Turner
===+===+===+===+=
as to how and where the option
``melvin'' should be documented? It seems somewhat redundant to
include docmentation about melvin in the help on all 4 of foo(),
bar(), clyde(), and irving().
Thanks for any insights.
cheers,
You're using Windoze, aren't you? You didn't say.
See the Windoze-specific FAQ, 7.1.
cheers,
Rolf Turner
[
# of the bounding box of the polygon.
spatstat.options(oop) # Set npixel back to the default.
HTH.
cheers,
Rolf Turner
[EMAIL PROTECTED]
__
rrelogram'' and ``n.ecc'' is the length of the series
from which ecc was created. Note that the first entry of ecc
should be 1; it corresponds to lag 0.
cheers,
Rolf Turner
Your ``z'' which was read in by read.delim() is a *data frame*
not a matrix.
Do z <- as.matrix(z), then persp(x,y,z) will work.
cheers,
Rolf Turner
[EM
ith reference) for the estimation of
> univariate discrete unimodal densities (with unknown mode)? Thanks in
> advance for your help.
You could have a look at my ``isotonic'' package. Go to:
http://www.math.unb.ca/~rolf/Research/Packages/
Click on ``gzi
results about which he/she is deluded.
cheers,
Rolf Turner
[EMAIL PROTECTED]
P. S. If the f() values are of the same sign, uniroot() DOES
NOT give a warning!
lue = 0) :
only logical matrix subscripts are allowed in replacement
> >
> > which changes NaN's to zeroes
> >
> > HTH
> > Petr
cheers,
Rolf Turner
Thierry Onkelinx wrote:
> If you want to do an integer divide, you should only use integers to
> divide with.
I think this should go into ``fortunes''.
cheers,
f which is indicated in the help,
which I suggest you read.
> I've also tried using "plt" to make the plot area bigger, but this
> has no effect either.
If things don't fit, they don't fit. Wonderful as it is,
R can't work mag
understood. Relying on an obscure convention is fraught
with risk.
cheers,
Rolf Turner
[EMAIL PROTECTED]
__
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> I hope people's lives are not at stake with the results of your analysis
Amen, brother. Well said.
Another response springs to *my* mind but it is just as well
to suppress it.
cheers,
invisible()
}
Usage: clean()
cheers,
Rolf Turner
[EMAIL PROTECTED]
P. S. Moral of the story: If you want to do something in R
and the facility is not built in, it is usually
cheers,
Rolf Turner
[EMAIL PROTECTED]
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PLEASE do read the posting guide http://www.R-project.org/posting-guid
The word ``help'' does NOT constitute an informative subject line.
cheers,
Rolf Turner
[EMAIL PROTECTED]
__
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ou already know the
answer to your question.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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PLEA
Or to take a simpler and clearer example:
> N <- 5
> plot(1:10,main=bquote("Figure"~.(N))
cheers,
Rolf Turner
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cheers,
Rolf Turner
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PLEASE do read the posting guide http://ww
ers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commen
b) re-invention of the wheel. As I pointed out in a
previous posting to the list there are a brazillion ways of
generating point patterns with interpoint inhibition, readily
available in R.
cheers,
there is a variety of ways to simulate ``regular'' random point
patterns --- rMaternI, rMaternII, rSSI, and rmh (which simulates
several point pattern models depending on the specified Papangelou
conditional intensity function).
cheers,
y guess is that it would be a
hard problem.
cheers,
Rolf Turner
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As I have previously asked, in response to a similar
question: Is this a homework problem?
cheers,
Rolf Turner
[EMAIL PROTECTED]
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(It's one of the --- many --- reasons I
like R better than Splus, which I no longer use.) Changing
the R documentation system to something (Monty?) Pythonesque
would change the nature of R and make it uglier.
rep.function() *explicitly* I got what I
wanted. I.e.
> rep.function(sin,5)
gave a list of length 5 each entry of which was
``.Primitive("sin")''.
Questions: How do methods for rep() get dispatc
/library
export R_LIBS
HTH.
cheers,
Rolf Turner
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Ricardo Rios wrote:
> Hi Rolf Turner, I have a statistical model, it model need this
> numbers for calculate the probability. This numbers must be random.
>
> For example I need that
> >magicfunction(3)
> >[1] 0.3152460 0.5231614 0.1615926
> >magicfunction(
This sounds so simple it must be a homework problem, no?
cheers,
Rolf Turner
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?sink
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
quot;
works, but this amounts to playing an unnecessary
game of ring-around-the-rosy.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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i in 1:1) junk <- t(t(a)/a[1,]))
[1] 5.530 0.940 7.856 0.000 0.000
cheers,
Rolf Turner
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PLEASE do read th
"ddd.out",quote=FALSE,row.names=FALSE)
cheers,
Rolf Turner
[EMAIL PROTECTED]
Original message:
> Dear R helpers,
>
> To illustrate my problem, here is a simplified example. I
this library:
library("foo",lib.loc="lnilp")
(where ``lnilp'' means ``library not in library path'').
BTW, lib.loc can be specified by the *relative* path name,
with no problem.
Thanks to all.
bind",lib="Lib")
Everything went according to form (I got prompted to choose a mirror,
etc.) until the end of the show when I got the warning message
Warning: unable to move temporary installation 'C:\Documents and
Settings\rolf\My Documents\Rstuff\Lib\file5f906952\Lib\file5f90
n file types'' and
clicking on ``Apply to All Folders''.
Thanks again to everyone.
cheers,
Rolf Turner
[EMAIL PROTECTED]
__
eds to be clarified under Windoze.
Following the suggestions in An Introduction to R, I tried
putting a .Rprofile in
"C:\Documents and Settings\rolf\My Documents"
When that didn't work, I tried putting it in the starting directory
(and confirmed that I'd got that
?legend
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
illustrates the
point that you really shouldn't be *doing* statistics unless
you *understand* some statistics. At the very best you'll
waste a great deal of time.
cheers,
Rolf Turner
ing the ``bandwidth''
parameter sigma for the smooth is however a bit of a mystery,
apparently even to the cognoscenti.
cheers,
Rolf Turner
[EMAIL PROTECTED]
Try ``model = FALSE'' rather than ``model = F'' and see if it makes a
difference. You make have an unwanted variable named ``F'' lurking
somewhere.
(In general it is a *bad* idea to use ``F'' when ``FALSE'' is
intended.)
#x27;' error. To protect
against the shell interpretation of the dollar sign you have
to use *single* quotes.
grep '^dog$' /usr/share/dict/words
*does* work. (Try it!)
cheers,
Rolf Tur
b = (M_11)^{-1}c
cheers,
Rolf Turner
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PLEASE do rea
d the nature of ``factors''. John Fox's
book ``Applied Regression Analysis, Linear Models, and
Related Methods'' might be a reasonable place to start.
Bon chance.
cheers,
Rolf T
ou created does the calculations for you; all
you would be doing is reinventing the wheel.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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?system
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
has columns named ``y'' ``n'' and whatever
the predictors are called.
cheers,
Rolf Turner
[EMAIL PROTECTED]
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;'. Use ``plot=FALSE''.
(Note that the symbols ``F'' and ``T'' are assignable, *unlike*
``TRUE'' and ``FALSE''.)
cheers,
Rolf Turner
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
n():
> spiffy <- splinefun(kde$x,kde$y)
> integrate(spiffy,0,3)
0.2353400 with absolute error < 2e-09
cheers,
Rolf Turner
[EMAIL PROTECTED]
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