Francisco J. Zagmutt schrieb:
> Go to your Rprofile file (in the etc directory) and add the following line:
>
> options(htmlhelp=TRUE)
>
> I hope this helps
>
yes, thank you very much
...
and a hint for others:
set
# to prefer Compiled HTML help
options(chmhelp=TRUE)
to
# to prefer Compiled HTML
Prof Brian Ripley schrieb:
> On Thu, 15 Nov 2007, Tao Shi wrote:
>
> The 'specified module' was specified in the popup! (Windows' users should
> be used to the arcaneness of the error messages.)
>
> Assuming you actually have MySQL installed, you need to make sure
> libmysql.dll is on the PAT
Bob Green schrieb:
>
> > dates <- read.csv("c:\\dates.csv",header=T)
> > dates
>v1 v2
> 1 12/12/1978 12/12/2005
> 2 23/01/1965 23/09/2001
> 3 24/12/2004 16/03/2007
> 4 3/03/2003 4/04/2004
> 5 8/11/2006 1/05/2007
>
> > class(dates$v1)
> [1] "factor"
> > class(dates$v2)
>
Ok, I see, the difference comes from summer and winter time. Thanks for
the hint!
Stupid not to bear that in mind!!
Peter Dalgaard wrote:
>Rolf Fankhauser wrote:
>
>
>>Hi all,
>>
>>I need to compare time series data files of different time formats. I
>>had no problems with text format using s
Peter Dalgaard wrote:
> melissa cline wrote:
>> Hello,
>>
>> I'm trying to bin a quantity into 2-3 bins for calculating entropy and
>> mutual information. One of the approaches I'm exploring is the cut()
>> function, which is what the mutualInfo function in binDist uses. When it's
>> called in th
Dear R-Help-List,
A few days ago I asked for help simulating
case-control data. I got a great answer to help me
with my code, but I am having trouble modifying it for
1:M matched case-control data. Does anyone have any
guidance/pointers for simulating 1:M matched data?.
Thank you,
-R
> Dear
Hi Ilona,
>> Is there a solution for this problem?
If there is, then Professor Bates (the gentleman who replied to your
question) will have tried to find it, and fix it, for you.
Professor Bates wrote/co-wrote the software package (nlme) you are using.
And while I have nothing against Crawley'
I know it won't answer your question exactly, but using comGetObject
instead of comCreateObject won't create new Excel instances, so at
least you won't have more than one processes running, so this might
solve some of your problems.
As for your second problem, I would venture to guess you ne
Is it possible to include index items in vignettes? I tried doing the usual
latex thing with
\index{the item}
but but the vignette created by
R CMD build
has no index. Do I need to do something more?
--
View this message in context:
http://www.nabble.com/how-to-add-an-index-to-a-vig
?try
Cheers,
Andrew
On Fri, Dec 14, 2007 at 02:10:52PM -0800, Thomas Pujol wrote:
> Is there a recommended or "good" way to check if the evaluation of an
> expression returns an error?
>
> e.g.
> var(NA)
> I wish var(NA) to return NA or "err", or some other value, even a
> text-s
Is there a recommended or "good" way to check if the evaluation of an
expression returns an error?
e.g.
var(NA)
I wish var(NA) to return NA or "err", or some other value, even a
text-string, but not an error message.
I am using a loop to load many samples of data and to pe
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA1
Farrel Buchinsky wrote:
>> The problem is that the RSS feed you linked to, does not contain the
>> year of the article in an easily accessible XML element. Rather you
>> have to process the HTML content of the description element - which,
>> is somet
Hi Jack,
Any intro stats book should have them. See for example chapter 11 in
Sokal and Rohlf (2nd ed., 1981).
Julian
Jack Luo wrote:
> Dear list,
>
> Could someone show me where can I find the detailed formula on how to
> calculate the two way anova with unbalanced design? Say, if I have 2*2
Caroline Paulsen u.washington.edu> writes:
>
> I'm attempting to run 250 permutations of a negative binomial GLM model for
> data on fish counts. Many of the models are fit appropriately, but some
> issue warnings such as "convergence not reached" or "step size truncated due
> to divergence."
.
On Dec 14, 2007 3:04 PM, Farrel Buchinsky <[EMAIL PROTECTED]> wrote:
> > The problem is that the RSS feed you linked to, does not contain the
> > year of the article in an easily accessible XML element. Rather you
> > have to process the HTML content of the description element - which,
> > is somet
On Dec 13, 2007 11:35 PM, Robert Gentleman <[EMAIL PROTECTED]> wrote:
> or just try looking in the annotate package from Bioconductor
>
Yip. annotate seems to be the most streamlined way to do this.
1) How does one turn the list that is created into a dataframe whose
column names are along the lin
> The problem is that the RSS feed you linked to, does not contain the
> year of the article in an easily accessible XML element. Rather you
> have to process the HTML content of the description element - which,
> is something R could do, but you'd be using the wrong tool for the job.
>
Yes. I hav
Hello,
I just discovered that I cannot close the Excel application and task
manager shows numerous copies of Excel.exe
I tried both
x$Quit() # shown in the rcom archive
and
x$Exit()
and Excel refuses to die.
Thank you very much.
S.
"You can't kill me, I will not die" Mojo Nixon
I also have
Roland,
You can test for the "sameness" of floating-point results as follows:
all.equal(initial.matrix, initial.matrix2)
By default, it uses a tolerance = .Machine$double.eps ^ 0.5 (roughly,
1.e-08). You can decrease this if you want a more stringent test for
sameness.
all.identical(initial.ma
I'm attempting to run 250 permutations of a negative binomial GLM model for
data on fish counts. Many of the models are fit appropriately, but some
issue warnings such as "convergence not reached" or "step size truncated due
to divergence." I've attempted using glm.nb from the MASS package and the
Dear all,
in the meantime, I found a solution -- thank to a suggestion sent by
Mark Leeds to me off-list.
All the best,
Roland
set.seed(1234)
initial.matrix <- rbind(rep(1,4), matrix(0,ncol=4,nrow=5))
the.other.matrix <- matrix(runif(20), ncol=4, nrow=5)
for (i in 2:(nrow(initial.matrix))) {
Giovanni Petris wrote:
> You may want to check package dlm and, possibly, dse.
>
Yes, you can also do this in dse, either in the ARMA specification or as
an equivalent state-space model. There is an example in the Users' Guide
distributed with the package.
Paul
> In dlm you can cast a VARMA
Dear list,
I learned how to connect R to a local MySQL server, using:
drv <- dbDriver("MySQL")
con <- dbConnect(drv, user="root", password="mypass", dbname="mydb")
Is it possible to connect R in this way to an external server (on a different
machine, with a different IP)?
I read the documentat
Does anyone know how to modify individual axis within panels of xyplots?
Panels are defined by non-numeric groups. I am trying to set the x and
y axis equal to each other within groups and not over all groups. Even
setting an individual lim would work. Thanks in advance.
David Chosid
Massac
On Fri, 14 Dec 2007, [EMAIL PROTECTED] wrote:
> Dear Group,
> Is there a specific reference for how termplot partitionates residuals
> (part=T)? I want to use figures from termplot in a publication and wonder
> about an appropriate reference (nothing in the help-file)
References for types of resi
Dear all,
I am pretty sure that this has been discussed before. Unfortunately, I
can not find anything in the archives -- probably because I am
"RSiteSearching" for the wrong terms. If I remember correctly, I think I
even asked this question a few years ago. But I cannot even find this.
The ba
Since you are getting the date times from Excel clearly you don't need
time zones, etc. so you can use chron. See R News 4/1 for more.
> library(chron)
> dd <- c(t0 = "30.12.1899 00:00:00", t1 = "3.7.1981 09:00:00",
+ t2 = "3.7.1981 00:00:00", t3 = "1.7.1981 00:00:00", t4 = "1.1.1981 00:00:00")
Dear list,
Could someone show me where can I find the detailed formula on how to
calculate the two way anova with unbalanced design? Say, if I have 2*2
design with 10,20,30,40 samples in each of the 2*2 cells. Most of the places
I've googled only show how to calculate using software such as R, but
On Fri, 14 Dec 2007, [EMAIL PROTECTED] wrote:
Hi everyone,
I encountered a problem using the coxph function for the conditional
logistic regression. I am trying to do some simulations and I really don???t
understand a mistake which happened maybe only 1 time among more than
1,000 simulations.
Look at ?by and if that is not enough then look at the doBy package. If
neither of those give you what you want, then give us more detail to
help you with.
Hope this helps,
--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
[EMAIL PROTECTED]
(801) 408-8111
> -
Rolf Fankhauser wrote:
> Hi all,
>
> I need to compare time series data files of different time formats. I
> had no problems with text format using strptime.
> But how can I convert datetime numbers from Excel (days since 30.12.1899
> 00:00:00) into POSIXt objects?
> For example 29770.375 should
Hi everyone,
I encountered a problem using the coxph function for the conditional
logistic regression. I am trying to do some simulations and I really donât
understand a mistake which happened maybe only 1 time among more than
1,000 simulations.
What appeared on the screen is the following:
On Dec 14, 2007 10:52 AM, G Ilhamto <[EMAIL PROTECTED]> wrote:
> Hi R-helpers,
>
> Can some one tell me how to train 'mynn' of this type?:
> mynn <- nnet(y ~ x1 + ..+ x8, data = lgist, size = 2, rang = 0.1,
> decay = 5e-4, maxit = 200)
>
nnet will estimate model parameters for the model that you h
Hi all,
I need to compare time series data files of different time formats. I
had no problems with text format using strptime.
But how can I convert datetime numbers from Excel (days since 30.12.1899
00:00:00) into POSIXt objects?
For example 29770.375 should be converted to "03.07.1981 09:00:0
Hi R-helpers,
Can some one tell me how to train 'mynn' of this type?:
mynn <- nnet(y ~ x1 + ..+ x8, data = lgist, size = 2, rang = 0.1,
decay = 5e-4, maxit = 200)
I assume that this nn is untrained, and to train I have to split the
original data into train:test data set,
do leave-one-out refittin
hello, i'm having a problem creating a custom package.
i've found other posts on the web that describe a similar problem but i
haven't found any solution. please advise.
the error in the build process is
checking DESCRIPTION meta-information ... ERROR
During startup - Warning messages:
' in: li
The easiest way would be to use the HH package, which you can get from CRAN.
Marc's example is limited to integers on the X axis. Using positioned(),
which is
an extension to ordered(), allows arbitrary values. Building on that
example
require(HH)
CV <- rnorm(100)
FV <- sample(c(-1.4, 3.2, 5),
Try this:
dates <- read.csv("c:\\dates.csv",header=T)
dates[,1] <- as.Date(dates[,1], "%d/%m/%Y")
dates[,2] <- as.Date(dates[,2], "%d/%m/%Y")
transform(dates,
Dif=V2-V1)
On 14/12/2007, Bob Green <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> I gather variants of this question have been asked prev
Prof Brian Ripley wrote:
> There are several definitions of a periodgram. Note that
>
>> log(2*pi)
>
> [1] 1.837877
>
> See the comments in ?spectrum about scalings.
>
> I think the comments in ?per incorrectly ignore the scaling issues:
> per() does not take the base frequency into account and
Hi Alan,
Yes it is, but you need to do a bit work. There are different approaches.
Look at the at= option under
?bxp
and draw your boxplots with something like:
boxplot(y ~ as.numeric(as.factor(grp)), at=c(0.5, 2, 2.5, 3), xaxt="n", ...)
axis(side=1, at=c(0.5, 2, 2.5, 3), labels=c("0.5","2",
On Fri, 2007-12-14 at 08:16 -0500, Alan Barnett wrote:
> I have some data consisting of multiple trials of an experiment with
> different values of an independent variable. If I run
> R> plot(var,result)
> I get a scatterplot of result versus the independent variable var.
> If I run
> R> plot(as
On Dec 14, 2007 8:28 AM, Marc Schwartz <[EMAIL PROTECTED]> wrote:
>
> Bearing in mind that OO.org's Write and Calc documents are just 'zipped'
> XML files, it would be possible to parse the data stored within such
> documents. I suspect Max Kuhn has spent much time on this for odfWeave.
>
I haven'
On 12/14/2007 7:39 AM, Peter Paul wrote:
>
> Hi,
>
> I think this is a pretty basic question. I still couldn#t find the answer to
> it, though.
>
> I have some data loaded into R, which looks like this:
>
>> data()
> ...
> 38358 Advice Article
> 38359 Advice Article
> 38360
Hi
[EMAIL PROTECTED] napsal dne 14.12.2007 13:39:02:
>
>
> Hi,
>
> I think this is a pretty basic question. I still couldn#t find the
answer to
> it, though.
>
> I have some data loaded into R, which looks like this:
>
> > data()
> ...
> 38358 Advice Article
> 38359 Advice
Hello useRs,
MBESS (Methods for the Behavioral, Educational, and Social Sciences)
has recently been released and should be on all of the mirrors by now
(with binaries for Mac and Windows:
http://cran.r-project.org/src/contrib/Descriptions/MBESS.html).
The major contribution of MBESS is confidence
On Fri, 2007-12-14 at 07:31 +, Prof Brian Ripley wrote:
> On Fri, 14 Dec 2007, Metz, Thomas (IRRI) wrote:
>
> > Under Windows, I have used RODBC to connect to Excel spreadsheets as per
> > the example below:
> >
> > library(RODBC);
> > connect = odbcConnectExcel("testdata.xls");
> > query = "
Hello everybody,
I would like to determine kernel densities along a maze. I have distances
from each point of the maze to its neighbours and I managed by means of the
mat2listw-function in the Spdep package to assign neighbours to each point.
Each point now has a value for a Z-variable an
Hi,
I think this is a pretty basic question. I still couldn#t find the answer to
it, though.
I have some data loaded into R, which looks like this:
> data()
...
38358 Advice Article
38359 Advice Article
38360GeneralInfo List
38361GeneralInfo Article
38362 P
Does anyone know of a package for High Frequency Data analysis.
Particularly I'd like to find something over any of the following topics:
ACD (Autoregressive Conditional Duration) - Engle
HARCH - Muller
UHF-GARCH (Ultra High Frequency GARCH) - Engle
thanks!
--
View this message in
The gam() function in library mgcv could be what you are looking for.
Cheers,
Daniel
-
cuncta stricte discussurus
-
-Ursprüngliche Nachricht-
Von: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Im
Auftrag von thierrydb
Gesendet: Thursday, Dece
Hi group,
Can someone kindly inform which package deals with Bivariate Survival
Analysis. I did a search but nothing came up. Thanks!
Regards,
Kelvin
___
This email may contain confidential and/or privileged
I have some data consisting of multiple trials of an experiment with
different values of an independent variable. If I run
R> plot(var,result)
I get a scatterplot of result versus the independent variable var.
If I run
R> plot(as.factor(var),result)
I get a boxplot of the distribution of result f
Hello,
I gather variants of this question have been asked previously. I have
done some reading but only became more confused, as I suspect what I
am trying to do is more basic than other applications.
The following code readily calculates the difference in days between two dates:
newdays <-
Here an simple example:
rep treat heightfra leaffra leafvim week
ID1 pHf 1.544 4 4
ID2 pHf 1.494 4 4
ID3 pHf 1.574 5 4
ID4 pHf 1.484 4 4
ID5 pHf 1.574 4 4
ID6 pH
Well, numerically by re-writing
-29.040x+1 = 327.727x^(355.768x/(1-x))
0 = 327.727x^(355.768x/(1-x)) - (-29.040x+1)
0^2 = (327.727x^(355.768x/(1-x)) - (-29.040x+1))^2
and then minimizing the right hand side:
optimize(function(x)
(327.727 * x^(355.768*x / (1-x)) - (-29.040*x + 1))^2,
Dear Group,
Is there a specific reference for how termplot partitionates residuals
(part=T)? I want to use figures from termplot in a publication and wonder
about an appropriate reference (nothing in the help-file)
Thanks
Robert
---
-29.040x+1=327.727x^(355.768x/(1-x))
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide c
57 matches
Mail list logo
