Hi:
I have been trying to figure out a simple way to plot an histogram whose
frequencies are modified by a factor (associated with each value).
Actually what I did was plotting each value with its modified
frequency(using plot($values, $frequency, type="h")), but it doesnt take
into account the
On Sat, 26 Apr 2008, [EMAIL PROTECTED] wrote:
> On 26-Apr-08 19:30:35, Chris Walker wrote:
>> I am using R 2.4.1 with Windows XP.
>>
>> I use the plot command in a fairly simple script and I use
>> the right mouse click on the plot and save as a postscript
>> file. I used the resultant file in a p
On Sat, 26 Apr 2008, Marc Schwartz wrote:
> See comments inline:
>
> Chris Walker wrote:
>> I am using R 2.4.1 with Windows XP.
>
> First, you are using a version of R that is a year and a half and 6
> releases out of date. Version 2.7.0 was just released this past week.
> You can download it fro
On Sat, 26 Apr 2008, kathie wrote:
>
> Dear R users,
>
> When I use two functions, 'optim' and 'integrate', simultaneously, I always
> get an error like this
>
> --
> numint = function(z) {
> dlnorm(z,mu[1],sqrt(exp(g[1]
So you want mylist[[1:2]] to return something (other than an error) when mylist
is a list.
What if mylist <- list( 1:10, 101:110 , some.other.things) so the first 2
elements are vectors of length 10. then mylist[1:2] makes sense as still being
a list with the 2 vectors. What should mylist[[1:
The first two numbers will not add up to the third. The third is the
elapsed time (wall clock) and the first two are CPU time; even though
they have what appears to be the same units (seconds), they can not
really be compared. If, for example, was script was taking input from
the console, you wil
Dear R users,
When I use two functions, 'optim' and 'integrate', simultaneously, I always
get an error like this
--
numint = function(z) {
dlnorm(z,mu[1],sqrt(exp(g[1]))) *
dnorm((z-mu[2])/sqrt(exp(g[2])))/sqrt(exp(g
I think this is what you want. You need to look at the help file for
?'[' and ?'[['. Also understand the differences between a data.frame
and a list. in the case of defining qn you need to use a list and not
a data.frame because here is what happens with a data.frame:
> q1 <- data.frame(q=d1, n
I thought system.time() would return three numbers, the first two
adding up to the third one. However, this does not hold in my system
running Windows Vista Home Premium, with an Intel Core 2 Duo
processor. For example, using the code in the help for system.time()
(with one zero added), I got:
> s
> p<-function(x){
+ for(i in 1:teste2[k]+1){
+ p2=c+teste2[3+i]*x^(i-1)
+ c=p2}
+ return(c)}
> p3<-p(x)
if i make this i can use a p(x) calling a function in anohter function? no ,
right?
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R-help@r-proj
I cannot find out how to build data structures as lists of data structures.
I want to do...
r-help@r-project.org
d1 <- data.frame(x=1, y=2)
d2 <- data.frame(x=1, y=3)
d3 <- data.frame(x=21, y=3)
q1 <- data.frame(q=d1, n="a")
q2 <- data.frame(q=d2, n="a")
q3 <- data.frame(q=d3, n="a")
v <-
teste2
theta_chapeu f_estrela k a0 a1 a2 a3
13.21.2 3 2 1 4 5
> p<-function(k){
+ i<-1
+ for(i in 1:k){
+ p2=teste2[3+i]}
+ return(p2)}
> > p3- p3
a2
1 4
> p3[1]
a2
1 4
how i can make an array with the polinomyal function?
lilke p3[1]=1 p3[2]=4 p3[3]=5
Hi all,
First of all, I'm a novice R user (less that a week), so perhaps my code
isn't very efficient.
Using the MBoost package I created a model using the following command and
saved it to a file for later use:
model <- gamboost(fpfm,data=SampleClusterData,baselearner="bbs") # Creating
a model
You might want to shuffle coordinates independently to get rid of the
diagonals. Otherwise what quasi-random sequence guarantee are upper
boundaries on the coverage errors, but not anything nice-looking and
irregular. Sobol' sequences, even though they are theoretically
superior to some others (e.g
On 26-Apr-08 19:30:35, Chris Walker wrote:
> I am using R 2.4.1 with Windows XP.
>
> I use the plot command in a fairly simple script and I use
> the right mouse click on the plot and save as a postscript
> file. I used the resultant file in a paper which was submitted
> electronically. However, I
See comments inline:
Chris Walker wrote:
> I am using R 2.4.1 with Windows XP.
First, you are using a version of R that is a year and a half and 6
releases out of date. Version 2.7.0 was just released this past week.
You can download it from your nearest CRAN mirror.
> I use the plot command
Hi Stephen,
On Sat, Apr 26, 2008 at 10:29 AM, Stephen Cole <[EMAIL PROTECTED]> wrote:
..
>
> I have managed to accomplish my first two goals by analyzing the data
> as a 3 level nested Anova with the following code
>
> mod1 <- aov(Count~Region/Location/Site, data=data)
>
> This allows me t
Lisa <[EMAIL PROTECTED]> wrote in
news:[EMAIL PROTECTED]:
> Hi Jorge,
>
> ... the new question is,
> is there any prediction for the cox model? I tried
> predict(Surv(y~x),newdata), it only gave the fitted values. Any clue
> on this? thanks a lot!
I cannot claim great expertise in this area,
It would seem to me that your problem is in your data. For survreg, you have
to have positive durations, and if your data have y>=-5 as seen in
>Error in survreg(Surv(y, y >= -5, type = "left") ~ x + :
> Invalid survival times for this distribution
>In addition: Warning messages:
>1: In log(dl
On Tue, 22 Apr 2008, Doran, Harold wrote:
> Dear List:
>
> I am very much a unix neophyte, but recently had a Ubuntu box installed
> in my office. I commonly use Windows XP with 3 GB RAM on my machine and
> the Ubuntu machine is exactly the same as my windows box (e.g.,
> processor and RAM) as far
I am using R 2.4.1 with Windows XP.
I use the plot command in a fairly simple script and I use the right mouse
click on the plot and save as a postscript file. I used the resultant file
in a paper which was submitted electronically. However, I get the following
response from the journal:
Your
Thank you all for the great suggestions and comments. As two of you
pointed out, the problem was not well defined (who said a well-posed
problem is a problem solved?), and also it seems to be a very wide
topic. I've had an interesting reading discussing the similarities
between half-toning
Hello R List:
My problem is with a nested anova. I have read the r-help and it has
answered some of my questions but i still need some help on this one.
I have also posted for help on this data set before, so i apologize in
advance for any repetition.
My design is as follows:
response: Quadrat
Martin Maechler wrote:
> The difference to as.matrix() is that data.matrix() also
> produces a numeric matrix in the case the data frame contains
> factors.
Thanks, that is useful but it is becoming a little rococo: so may ways to
do this. Also, what if I have a list, not a data frame? read
Hello all,
I tried several experiments with the mshapiro.test package in R and compared
it with the energy package to test for multivariate normality and find that
the mshapiro.test is not consistent which is a bit concerning and has
suspicious behavior. On the other hand the energy test seems
Olivier Lefevre wrote:
> Anyway you are right that it would still return the kind of object, only
> subsetted, which is not I want.
I mean [] would do that; I know [[]] doesn't. Yet I still don't see why one
accepts vector arguments but not the other: they are both indexing
operators. It is suc
baptiste Auguié exeter.ac.uk> writes:
>
> Dear list useRs,
You might be interested to apply the Hammersley or Halton point sets that
are often used in numerical integration or Differential Evolution. These
pseudo-random distributions are both uniform and irregular, but have a
kind of minimum
Help you out with what? You have not provided a commented, minimal,
self-contained, reproducible example as you were asked to provide in the
bottom text of every note to r-help. Can you expect help with a problem
only you know?
I *suspect* that you will need to define an objective function, such
You seem to have ambiguous requirements.
First, you want equidistribution for a packing
structure, which would suggest closest packing or
quasirandom sequences, as you have tried.
But then you are disturbed by the packing
structure, because it gives a perceivable
pattern, so you wish to rando
On 26 April 2008 at 12:27, Prof Brian Ripley wrote:
| 3) If you are doing matrix algebra you want an optimized BLAS. The CRAN
| build of R for Mac OS by default uses vecLib (which is optimized by
| Apple). On other OSes R can be built to use optimized BLAS (see the
| manual) -- my understandi
Hi,
Please help me out with this.Im a new user of R.
Thanks
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On Sat, 26 Apr 2008, Jiří Voller wrote:
Dear R-users,
I run my program a difference between sys.times is as follows:
user system elapsed
60167.53 2848.75 63278.93
I am quite puzzled how it may happen that system time is so much shorter
than user time, I have 2 core computer most of the tim
Thanks everyone for the help.
Greg, I posted the equation from Prof Brillinger's paper. To me it is
not clear how or why to subtract a vector from a matrix (since they
have diff dimensions). That's why I posted my question to the experts
here!
Anyway, I have some answers now.
Cheers
Bill
On Wed
Hello guys!
Sorry to bother with such a question
I was trying to generate a monte carlo simulation with heteroskedasticity
errors. but I am not sure if the command line that I had
wrote is quite correct.
the type of heteroskedasticity that I want to create is such as var(e) =
var(x^4)
I began my
Dear R-users,
I run my program a difference between sys.times is as follows:
user system elapsed
60167.53 2848.75 63278.93
I am quite puzzled how it may happen that system time is so much shorter
than user time, I have 2 core computer most of the time (90%) I was not
doing anything else with
"Ng Stanley" <[EMAIL PROTECTED]> wrote in
news:[EMAIL PROTECTED]:
> 2) I have looked deeply into R, but can't fine multi-level sorts.
At the top of the help page for sort...
"Sort (or order) a vector or factor (partially) into ascending (or
descending) order. For ordering along more than one v
My apologies, the previous replies did not show up for me.
On Sat, Apr 26, 2008 at 1:49 PM, Jared O'Connell
<[EMAIL PROTECTED]> wrote:
> Very näively, you could do something like this,
>
> plot(density(A))
> lines(density(B),col=2)
>
> , and tinker your xlim and ylim as suitable. The Cairo lib
Very näively, you could do something like this,
plot(density(A))
lines(density(B),col=2)
, and tinker your xlim and ylim as suitable. The Cairo library gives
a pretty example,
data(iris)
attach(iris)
plot(Petal.Length, rep(-0.03,length(Species)), xlim=c(1,7),
ylim=c(0,1.7), xlab="Peta
Three comments, all from the 'R Installation and Adminstration' manual.
1) In general there is a small performance penalty for using a 64-bit
version of R (larger pointers to move around).
2) For speed, bulld yourself a non-shared-library version of R. Those
binary maintainers are supplying an
On Sat, 26 Apr 2008, baptiste Auguié wrote:
Dear list useRs,
I have to generate a random set of coordinates (x,y) in [-1 ; 1]^2
for say, N points. At each of these points is drawn a circle (later
on, an ellipse) of random size, as in:
N <- 100
positions <- matrix(rnorm(2 * N, mean = 0 , sd=
baptiste Auguié wrote:
> Dear list useRs,
>
> I have to generate a random set of coordinates (x,y) in [-1 ; 1]^2
> for say, N points. At each of these points is drawn a circle (later
> on, an ellipse) of random size, as in:
>
>
The quasi-random sequences are useful for integration, but they'
Dear list useRs,
I have to generate a random set of coordinates (x,y) in [-1 ; 1]^2
for say, N points. At each of these points is drawn a circle (later
on, an ellipse) of random size, as in:
> N <- 100
>
> positions <- matrix(rnorm(2 * N, mean = 0 , sd= 0.5), nrow=N)
> sizes<-rnorm(N, mean =
Hi folks,
I want to apply a neural network to a data set to classify the observations
in the different classes from a concrete response variable. The idea is to
prove different models from network modifying the number of neurons of the
hidden layer to control overfitting. But, to select the best
> "OL" == Olivier Lefevre <[EMAIL PROTECTED]>
> on Sat, 26 Apr 2008 01:31:16 +0200 writes:
OL> Greg Snow wrote:
>> The '[[' only returns a single element from a data structure
OL> I know but that is precisely what I find arbitrary.
OL> Anyway you are right that it wou
I have one other question regarding the nnet package in R:
What is the value of the step size (often referred to as "eta") for
the gradient descent function?
I dont see anywhere in the API where this value can be modified.
Thanks,
-Colin
__
R-help@
See also the reshape package.
Cheers,
Simon.
Simon Blomberg, BSc (Hons), PhD, MAppStat.
Lecturer and Consultant Statistician
Faculty of Biological and Chemical Sciences
The University of Queensland
St. Lucia Queensland 4072
Australia
T: +61 7 3365 2506
email: S.Blomberg1_at_uq.edu.au
Pol
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