Hi Wensei.
Why not do as I do? Find an interesting area of numerical
computation (perhaps not statistical) that has not been
implemented in open-source. Then write an R package
for it, under GPL-2, then write an article about the new
package in R-news or JSS.
works for me.
Best wishes
Ro
Daniel Davis wrote:
Hi, guys,
I am trying to sample from a truncated normal/gamma distribution.
But only the far end of the distribution (where the probability is very low)
is left. e.g.
mu = - 4;
sigma = 0.1;
The distribution is Normal(mu,sigma^2) truncated on [0,+Inf];
How can I get a sample
anyone?
RFTW wrote:
>
> ok... the model now runs properly (say, without errors). Now about the
> result.
> These are the averages per treatments
>
> tapply(VecesArbolCo.VecesCo.C1,T2,mean)
> a b c d
> 0.49 0.56 0.45 0.58
>
>
> I run this very simple model
>
>> summary(model
Hi all,
I'm trying to run some monte carlo simulation for my roll call data
using the ideal() function, which resides in the pscl package.
However, I'm receiving an error message that I don't understand.
Error in ideal(a, maxiter = 1000, thin = 10, burnin = 50, store.item = TRUE, :
NA/NaN/Inf
oh god!! I used lapply() instead sapply(). Now it is ok. Thank you so much. By
the way after a long time I saw your post. Hope you are well and everything
going on fine :)
--- On Fri, 9/19/08, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote:
> From: [EMAIL PROTECTED] <[EMAIL PROTECTED]>
> Subject:
On 9/18/08, Saptarshi Guha <[EMAIL PROTECTED]> wrote:
> Hello,
> My plot has two curves on different scales. To create the scale on
> the extreme right hand side of a panel
> I followed the example in panel.axis (in this example, the tick marks
> are at the same location and labels are t
first of all, thanks so much for your insight.
regardless your bike skills, it is very inappropriate to compare riding bike
with using r. in additionally, simply knowing R is very different from using
it skillfully in production envirnment.
On Fri, Sep 19, 2008 at 1:24 AM, Rolf Turner <[EMAIL PR
Thanks for this mail. It runs perfectly, but now I stuck on how to convert the
result in a vector format for further matrix-compputation. e.g. How to convert
"sapply(lis, sd)" to vector?
--- On Wed, 9/17/08, Dimitris Rizopoulos <[EMAIL PROTECTED]> wrote:
> From: Dimitris Rizopoulos <[EMAIL PR
Hello,
My plot has two curves on different scales. To create the scale on
the extreme right hand side of a panel
I followed the example in panel.axis (in this example, the tick marks
are at the same location and labels are the same too)
axis=function(side, ... )
{
On 19/09/2008, at 5:01 PM, Wensui Liu wrote:
Dear Listers,
I've been a big fan of R since graduate school. After working in the
industry for years, I haven't had many opportunities to use R and
am mainly
using SAS.
My most extreme sympathies and condolences!
However, I am still
Hi Wensui,
I do think you need to do something with R. Any language will be
forgotten if you don't use it for a long time - at least that's true
for me. For example, if you have enough time, why not write a book
named "R for SAS users" or something like that? (although there's an
English book 'R f
Hi Shengqiao,
I don't know any direct solutions to your question, but I don't think
it's difficult to write a few lines of code to find the k-nearest
neighbours for an observation with a missing value. Typically you need
the function dist() to compute distances, rank() or order() to find
the k-nea
On 19/09/2008, at 2:33 PM, sandsky wrote:
I have an error for a simple optimization problem.
It is not a simple optimization problem. It is a
totally silly optimization problem.
Is there anyone knowing
about this error?
lambda1=-9
lambda2=-6
L<-function(a){
s2i2f<-(exp(-l
Dear Listers,
I've been a big fan of R since graduate school. After working in the
industry for years, I haven't had many opportunities to use R and am mainly
using SAS. However, I am still forcing myself really hard to stay close to R
by reading R-help and books and writing R code by myself for f
Hello everybody,I faced the same problem as Kevin Wright in 2004 and Harry
In 2007 about using use a paper by Hardin & Rocke:
http://handel.cipic.ucdavis.edu/~dmrocke/Robdist5.pdf in finding the
distribution of robust distances. Also I have seen the answer of Valentin for
correcting the R code
Hi, I'd suggest you use dotchart() instead of plot(). I believe this
is what you expected:
dotchart(value, time)
Regards,
Yihui
--
Yihui Xie <[EMAIL PROTECTED]>
Phone: +86-(0)10-82509086 Fax: +86-(0)10-82509086
Mobile: +86-15810805877
Homepage: http://www.yihui.name
School of Statistics, Room 103
Hi Steve,
I don't know how large is your data, but I think usually
alpha-transparency can solve the problem of overplotting, if small
points won't work. For example, you can specify alpha = 0.1 in rgb()
to generate transparent colors and plot your data points. You may take
a look at the example 1
I have an error for a simple optimization problem. Is there anyone knowing
about this error?
lambda1=-9
lambda2=-6
L<-function(a){
s2i2f<-(exp(-lambda1*(250^a)-lambda2*(275^a-250^a))
-exp(-lambda1*(250^a)-lambda2*(300^a-250^a)))
logl<-log(s2i2f)
return(-logl)}
optim(1,L)
Error in optim(1,
Our internal Python developer may be interested in using R for our internal
network data base processing of dose response relationships. I found a nice
overview by Kim Vincent indicating that R has been used for Probit analysis.
Can anybody help us streamline the acquisition of code for dose r
Hi
Mihalicza Péter wrote:
Dear List,
I am writing a paper in Hungarian, that I Sweave and than pdfLaTeX.
Everything is fine, except for two accented letters in the graphs that
behave strange, though on the screen and in eps exports they look
perfect. The problem is that I need pdf graphs, s
I have a situation where there ae two kinds of events: A and B. B does not
occur without A occuring first, and a percentage of A events lead to an
event B some time later and the remaining ones do not. I have n independant
samples, with a frequency of events B by week, until event B for a given
Oh, the 3rd time?! :-)
Regards,
Yihui
--
Yihui Xie <[EMAIL PROTECTED]>
Phone: +86-(0)10-82509086 Fax: +86-(0)10-82509086
Mobile: +86-15810805877
Homepage: http://www.yihui.name
School of Statistics, Room 1037, Mingde Main Building,
Renmin University of China, Beijing, 100872, China
On Fri, Sep
Hi, it seems you have posted the same question (the day before
yesterday?) in previous threads.
I think you may try 'bxp()' - just change the argument z as you wish
and pass it to bxp(). For example:
##
> x = 1:10
> par(mfrow = c(1, 2))
> (b = boxplot(x)) ## the default (min, .25quantile, me
you could use package "distr" and function "Truncate"; e.g.
library(distr)
N <- Norm(mean = -4, sd = 1)
NT <- Truncate(N, lower = 0, upper = Inf)
r(NT)(10)
Unfortunatelly, your example using sd = 0.1 is very extreme and Truncate
doesn't work; see also
pnorm(0, mean = -4, sd = 0.1, lower.tail =
quote:
I wish to create a stacked line graph in xyplot, adding color to the
spaces between the lines. For example, the code below creates a plot
with two lines extending across it, and I want to color the rhomboid
that is between the upper and lower line, and between the lower line and
the bo
quote:
From: Gillian Silver
Date: Wed, 17 Sep 2008 14:11:39 -0700
What would I do if I have something like:
x <- rnorm(1:1000)
y <- rnorm(1:1000)
z <- x + y
and I want the rainbow to increase with z? (i.e., red for lowest z...all
the way up to the last color in the rainbow for the highest z)
Hello,
I want to do regression or missing value imputation by knn. I searched
r-help mailing list. This question was asked in 2005. ksmooth and loess
were recommended. But my case is different. I have many predictors (p>20)
and I really want try knn with a given k. ksmooth and loess use band
Well, I made a mistake - your lambda should be 400 and not 40!!!
--- On Thu, 18/9/08, Moshe Olshansky <[EMAIL PROTECTED]> wrote:
> From: Moshe Olshansky <[EMAIL PROTECTED]>
> Subject: Re: [R] help on sampling from the truncated normal/gamma
> distribution on the far end (probability is very low
I apologize, my original google searches were insufficient to turn up this
archived message:
http://tolstoy.newcastle.edu.au/R/help/06/04/24642.html
...in which my question is answered. Yes, this is the expected behavior,
because range() is designed to operate on difftime objects with any
unit..
Hello again,
I'm interested in manipulating some date objects, and have been
playing with the difftime function. I'm not sure that this is the desired
behavior:
pa$days.before.apr30 <- difftime(may01,as.POSIXct(pa$training.max,origin=as.POSIXct("1969-12-31
16:00:00",tz="PDT")),units="d
Mark
Try
dataframe$newvariable[data$oldvariable %in% c("X","Y","Z")] <- "group1"
HTH ...
Peter Alspach
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Mark Na
> Sent: Friday, 19 September 2008 12:11 p.m.
> To: [EMAIL PROTECTED]
> Subject: [R] M
Hello,
I would like to select cases using multiple logical operations (e.g. X
or Y or Z) without having to repeat the dataframe$variable within the
subscript. My working code (with a single logical operator) currently
looks like this:
dataframe$newvariable[data$oldvariable=="X"]<-"group1"
I
If you had followed the thread of the link that Richard reported you
will see
an implementation for the general d-dimensional version. Of course
this isn't very speedy in higher dimensions, but that is of the nature
of the beast, I'm afraid.
On Sep 18, 2008, at 4:44 AM, <[EMAIL PROTECTED]>
Ah, I didn't realize Rterm existed (Start -> Run -> Rterm). It works
with CTRL-R as you said. Thank you!
Regards, Adai
Peter Dalgaard wrote:
Adaikalavan Ramasamy wrote:
...
Anyway, here is how to do what you want:
1) Install bash on your Windows machine - You can use cgywin. Or
download a
Greetings:
I wish to create a stacked line graph in xyplot, adding color to the
spaces between the lines. For example, the code below creates a plot with
two lines extending across it, and I want to color the rhomboid that is
between the upper and lower line, and between the lower line and the bo
There's already an announcement about R 2.8.0, and yet there are still
no R-2.7.2 binaries (rpms) for Redhat Enterprise Linux 4 and 5. Can the
usual responsible party get on it? Can the system be improved to get
more timely builds out on CRAN?
Thanks,
Scott Waichler
Pacific Northwest National La
On Thu, Sep 18, 2008 at 1:39 PM, Michael A. Gilchrist <[EMAIL PROTECTED]> wrote:
> Wow, that's elegant and simple. It's also faster than my approach.
>
> NB, you don't need to use close(), read.delim() closes the pipe when its
> done reading.
If read.delim() close the connection in this case, it'
Nevermind people, I just got it easily
just realized that what I wanted is inside the object.
So...
write.xls(TukeySS$Biofacies,'TukeySS.xls')
Solved the problem.
Thanks anyway.
From: Rodrigo Aluizio
Sent: Thursday, September 18, 2008 6:06 PM
To: R Help
Subject: Saving a TukeyHSD object as a
Hi everybody.
I have a TukeyHSD object (as fallows):
$Biofacies
difflwrupr p adj
2-1 2.04392007 0.8128809 3.2749592 0.0001406
3-1 -0.14727913 -1.4102987 1.1157404 0.9993065
4-1 -0.63337954 -1.8963991 0.6296400 0.6738977
5-1 -0.38314928 -1.6461688 0.8798703 0.94
> Does the contour() solution work? If not, there's not really
> much that can be done.
Yes, I figured out how to add the naming of arguments. This works
great:
library(gridBase)
library(lattice)
data(volcano)
panel.filledcontour <- function(x, y, z, subscripts, at, col.regions =
cm.colors,
On Thu, Sep 18, 2008 at 1:36 PM, Waichler, Scott R
<[EMAIL PROTECTED]> wrote:
>> > Thank you very much, Deepayan. There is just one more feature I'd
>> > like to get, the ability to add the contour lines. My revision to
>> > your code below prints too many lines. What needs to be changed?
>
>> Y
Wow, that's elegant and simple. It's also faster than my approach.
NB, you don't need to use close(), read.delim() closes the pipe when its done
reading.
Thank you all for your suggestions, they really helped me with this problem
and understand R just a bit better.
Sincerely,
Mike
---
Hello,
I have a issue here!
I need to find the offset or shift between two data sets.
Each data set does not start nor end at the same time and dont even have
the same sampling interval (which by the way isn't constant in any of
the data set).
It must be known that the data expressed in bot
> > Thank you very much, Deepayan. There is just one more feature I'd
> > like to get, the ability to add the contour lines. My revision to
> > your code below prints too many lines. What needs to be changed?
> You need to name arguments here. as.double(at) is being
> matched to 'nlevels', b
Hello everyone,
I'm new to this, so please be gentle...
I was wondering if anyone knows whether you can build a key for a scatter
plot matrix generated using plot.pairs, as you can easily with lattice
splom's auto.key?
all help appreciated
Rob
--
View this message in context:
http://www.nab
All,
This worked:
mBW <- function( ... ) ... # matrix-valued function
BaconWatts <- function(formula,
mmf=mBW,# model matrix function(x, bp, g)
data, plot=T, tau=0.5 )
{
...
m.nl <- nlrq(y ~ b0 + mBW(x,bp,g) %*% c(b1,b2), tau=tau, start=pa
Yes, see the irt.ability function in the MiscPsycho package. This has
methods for maximum likelihood, and the two common bayesian estimates
(MAP, EAP). I am right now writing code for test characteristic methods.
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED]
On Thu, Sep 18, 2008 at 10:20 AM, Sebastian Weirich <[EMAIL PROTECTED]> wrote:
> Hello,
>
> probable a simple question, but I'm unaware with it. When plotting something
> like levelplot(z1+z1~x*y|g), each table has a subtitle containing variable
> name of z1 respectively z2 and the value of g. Ho
On Thu, Sep 18, 2008 at 10:23 AM, Waichler, Scott R
<[EMAIL PROTECTED]> wrote:
> Thank you very much, Deepayan. There is just one more feature I'd like
> to get, the ability to add the contour lines. My revision to your code
> below prints too many lines. What needs to be changed?
>
> --Thanks,
Try this:
# example data - Jan 31/00, Feb 29/00, Mar 31/00, ..., Dec 31/00
d <- seq(as.Date("2000-02-01"), by = "month", length = 12) - 1
d
# find beginning of next month
nextmon <- function(d) as.Date(cut(as.Date(cut(d, "month")) + 32, "month"))
# add number of days from start of c
On Sep 18, 2008, at 6:25 AM, Ralikwen wrote:
Thanks for your help,
I didn't know where you can or can't use a for variable.
Seems that I have to use rownames to do this anyway, so finally I
went for a
more procedural solution:
v=1:6
for (a in 1:3){
for (b in 4:5) {
v<-rbind(v,1+a+b:
Hello,
I have the following data and I try to properly
import it in R and plot the 4th column relative to time
1 2008-249 17:44:17.973-2.27 : Accepted
2 2008-249 17:44:18.014-2.28 : Accepted
3 2008-249 17:44:18.064-2.29 : Accepted
4 2008
Greg,
Thanks for this - it works really well!
One (hopefully final!) question I have is, is there any way of preventing
overplotting? I'm finding that many of the red points are being obscured by the
greens - I've tried making the point sizes small (cex=0.1) but this doesn't
fully solve the
Dear Adam,
> -Original Message-
> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On
> Behalf Of Adam D. I. Kramer
> Sent: September-18-08 2:33 PM
> To: John Fox
> Cc: r-help@r-project.org
> Subject: Re: [R] Difficulty understanding sem errors / failed confirmatory
> factor analysis
>
>
Hi John,
Thanks very much for your response. It does appear now that my
correlation matrix and not your software is the problem. I apologize for
wasting your time! I do think that a more informative error message may have
prompted me to consider this possibility more fully.
--Adam
On Th
Dear Adam,
I'm afraid that our emails have crossed. Please see my previous message.
John
--
John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox
> -Original Message-
> From: Adam D. I. Kramer
ran2 wrote:
Frank E Harrell Jr wrote:
That is a high variance procedure as compared with covariate adjustment
using the propensity score, or stratification.
Frank Harrell
Ah, wait what if I got very high dimensional X ? Even with 20 binary
covariates i would end up with more than 1 mil
Hello
I'm working with a large hydrological data set stored in a netCDF format.
The file stores x and y coordinates in the UTM projected coordinate system,
yet when I use image to graphically display the z variable, the image is
distorted in the sense that it does not plot the map in the correct
Hi, Dear R-users:
Sorry for bothering your guys again. I think I should rewrite my question.
I know how to extend whisker by using range. The question is that I will set
the range=1.5, and at the same time, I only want to show the extreme
outlier, like 0.01% and 99.99% percentile, so what should
Hi,
I am having problems passing arguments to method="gbm" using the train()
function.
I would like to train gbm using the laplace distribution or the quantile
distribution.
here is the code I used and the error:
gbm.test <- train(x.enet, y.matrix[,7],
method="gbm",
distribution=list(na
Try length(na.omit())
Here's an example:
data <- runif(100,0,10)
data[runif(20,0,100)] <- NA
file.contents <- matrix(data, ncol = 5, byrow = TRUE)
for (i in 1:5) {
print (length(na.omit(file.contents[,i])))
}
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On Beh
Dear John,
On Thu, 18 Sep 2008, John Fox wrote:
I'm trying to fit a pretty simple confirmatory factor analysis using
the sem package. There's a CFA example in the examples, which is helpful,
but the output for my (failing) model is hard to understand. I'd be
interested in any other ways
Dear Adam,
(1) Note that your input correlation matrix appears to be numerically
singular:
> solve(R)
Error in solve.default(R) :
system is computationally singular: reciprocal condition number =
2.38183e-17
> det(R)
[1] -1.753523e-25
> qr(R)$rank
[1] 23
(2) In addition, you have specified wh
Ben Domingue wrote:
>
> I'm not quite sure what you mean. If all you need is propensity
> scores to run an IPW analysis, the fitted values should work. Having
> many binary covariates shouldn't be a problem, the whole point of the
> propensity score is boiling down many dimensions to a single
Dear all,
I'm working on ability estimates using Rasch model. Using the "ltm"
package, the procedure is quite simple:
## Factor Scores for the Rasch model
fit <- rasch(LSAT)
factor.scores(fit)
What about Partial Credit Model (PCM)? For PCM I use PCM function from
eRm package. Is there any si
Phil's suggestion worked like a charm. My NA's were counted in the frequency
table.
Thanks for the help, all!
On Thu, Sep 18, 2008 at 1:28 PM, Henrik Bengtsson <[EMAIL PROTECTED]>wrote:
> What have you tried this far? Can't you parse them as missing values,
> i.e. NAs? See ?read.csv and argum
No new info, but the model and correlation table are pasted at the end of
this message.
--Adam
On Thu, 18 Sep 2008, Adam D. I. Kramer wrote:
Hello,
I'm trying to fit a pretty simple confirmatory factor analysis using
the sem package. There's a CFA example in the examples, which is hel
I haven't given it a shot yet. To complicate matters further, this file I
have already passed through a filter, which has already converted my null
values to NA. your insight might be of assistance.
On Thu, Sep 18, 2008 at 1:30 PM, Sebastian Weirich <[EMAIL PROTECTED]>wrote:
Hello,
maybe you lo
I'm not quite sure what you mean. If all you need is propensity
scores to run an IPW analysis, the fitted values should work. Having
many binary covariates shouldn't be a problem, the whole point of the
propensity score is boiling down many dimensions to a single one.
I use matchit() for my psm n
Dear Adam,
> -Original Message-
> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
On
> Behalf Of Adam D. I. Kramer
> Sent: September-18-08 1:02 PM
> To: r-help@r-project.org
> Subject: [R] Difficulty understanding sem errors / failed confirmatory
factor
> analysis
>
> Hello,
>
>
What have you tried this far? Can't you parse them as missing values,
i.e. NAs? See ?read.csv and arguments '...', i.e. the arguments
'...' are passed to read.table() which takes argument 'na.strings' - a
character *vector* of strings that you want to be interpreted as NAs.
See ?read.table for m
Thank you very much, Deepayan. There is just one more feature I'd like
to get, the ability to add the contour lines. My revision to your code
below prints too many lines. What needs to be changed?
--Thanks,
Scott Waichler
[EMAIL PROTECTED]
library(gridBase)
library(lattice)
data(volcano)
pa
Hello,
probable a simple question, but I’m unaware with it. When plotting something
like levelplot(z1+z1~x*y|g), each table has a subtitle containing variable name
of z1 respectively z2 and the value of g. How can I remove the subtitles?
Thanks a lot,
Sebastian
--
Ist Ihr Browser Vista-
Hi, Dear R-users,
I have a problem when I drawing a boxplot. I want to extend the whisker to
the 5% and the 95% quantiles and only show the most extreme outlier, like
0.01% and 99.99% percentiles. What should I do?
I saw something on boxplot.stat, but even I define the parameter in
boxplot.sta
Hello all,
I have a CSV file, that is 2411 columns wide. There are certain instances in
teh file, where null values are located. That is: two commas together,
without anything in the middle. In a certain section, the only possible
values are NULL, 0,1,and 2. I need to be able to detect these NULL'
Dear Thierry and all,
I've tried out ggplot from the ggplot2 package and it seems to provide much
more favourable results!
Just a few questions I have after consulting the 'help' file for ggplot.
Is there a way of preventing overplotting? Some of the red points are being
obscured by the green
Hello,
I'm trying to fit a pretty simple confirmatory factor analysis using
the sem package. There's a CFA example in the examples, which is helpful,
but the output for my (failing) model is hard to understand. I'd be
interested in any other ways to do a CFA in R, if this proves troubleso
Frank E Harrell Jr wrote:
>
>
>
> That is a high variance procedure as compared with covariate adjustment
> using the propensity score, or stratification.
>
> Frank Harrell
>
Ah, wait what if I got very high dimensional X ? Even with 20 binary
covariates i would end up with more than 1 m
On 18/09/2008 12:23 PM, Richard M. Heiberger wrote:
Isn't the full pathname just
paste(getwd(), ".RData", sep="/")
Only on Unix-alikes, and the code that prints the error message is
platform neutral. And at the point where we need this message, R isn't
running, so we'd need this in C code
Try something like:
> x <- runif(25)
> y <- rnorm(25)
> z <- rnorm(25, 3*x)
> plot(x, y, col=ifelse( z > 1.25, 'red', 'green') )
Does this help,
--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
[EMAIL PROTECTED]
801.408.8111
> -Original Message-
> From:
> -Original Message-
> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
> project.org] On Behalf Of Terry Therneau
> Sent: Thursday, September 18, 2008 6:49 AM
> To: [EMAIL PROTECTED]
> Cc: r-help@r-project.org
> Subject: Re: [R] Coxph and loglik converged before variable X
[snip]
>
"Delphine COURVOISIER" <[EMAIL PROTECTED]> wrote:
> I would like to write Greek letters followed by subscripts in a graph (on the
> X-axis and in a legend). I would appreciate any help.
As others have said, try
demo(plotmath) and also
? plotmath
Here's a brief example:
plot(1:10, 1:10)
tit
every value is the same 0.004975 besides you have to apply the smooth
to a time series what you get when you plot
plot(kernel("daniell", 100))
it isn't in the time domain because there is no association with a
time just values, I think.
On Thu, Sep 18, 2008 at 11:18 AM, <[EMAIL PROTECTED]> wrote
Dear R experts,
I have a problem in modifying one column of a dataframe with a datatime
format using a datetime operator.
Here is my dataframe A:
DATACONT PROVINCIA VALORE
1 2007-12-31MI 1
2 2007-12-31PV 2
3 2007-12-31NA 3
4 2007-12-31MI
Frank E Harrell Jr wrote:
>
> That is a high variance procedure as compared with covariate adjustment
> using the propensity score, or stratification.
>
> Frank Harrell
>
Yes, I guess the foo$fitted.values was the syntax i missed. I know this
method is not optimal and that it yields high va
You need to tell R when to include the plots (there is the possibility that you
will add to the current plot, or redo it, etc., so R cannot tell when to
include plots automatically). Look at the HTMLplot function, you will issue
that when you have made a plot (see it on the screen) that you wan
Isn't the full pathname just
paste(getwd(), ".RData", sep="/")
Rich
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On 18/09/2008 12:13 PM, Henrik Bengtsson wrote:
Hi.
On Thu, Sep 18, 2008 at 8:16 AM, Duncan Murdoch <[EMAIL PROTECTED]> wrote:
On 18/09/2008 10:55 AM, Henrik Bengtsson wrote:
R-core, may I suggest that the error message returns the absolute path
(or even the relative path) and not just the fil
Dear List,
I am writing a paper in Hungarian, that I Sweave and than pdfLaTeX.
Everything is fine, except for two accented letters in the graphs that
behave strange, though on the screen and in eps exports they look
perfect. The problem is that I need pdf graphs, since I would like to
have a
Hi.
On Thu, Sep 18, 2008 at 8:16 AM, Duncan Murdoch <[EMAIL PROTECTED]> wrote:
> On 18/09/2008 10:55 AM, Henrik Bengtsson wrote:
>>
>> R-core, may I suggest that the error message returns the absolute path
>> (or even the relative path) and not just the filename/basename, e.g.
>>
>> "Fatal error:
Thanks for your help Hadley and Peter.
Your suggestions solved the question of installing new packages. But what can
be done to get rid of the other mentioned problem in html help files. I am
repeating what the problem is. After installation of new packages R-html help
files try to follow non-
Bunny, lautloscrew.com wrote:
Hi all,
i am looking to built a simple example of a very basic propensity score
adjustment, just using the estimated propensity scores as inverse
probability weights (respectively 1-estimated weights for the
non-treated). As far as i understood, MLE predictions o
Bunny, lautloscrew.com lautloscrew.com> writes:
ix of some covariates.
>
> I wonder right now if te glm respectively summary(glm(...)) puts out
> something comparable to ML estimates that can be used as the estimated
> pscores, in such a way that there is one value for every observation.
>
On 18/09/2008 12:08 AM, Yihui Xie wrote:
Thanks Duncan, I have also been wondering about this problem for a long time.
This is fixed now on R-forge; eventually it will make it into the next
rgl release on CRAN. You should be able to download a binary of the
development version from R-forge s
> Hi
>
> [EMAIL PROTECTED] napsal dne 18.09.2008 15:41:07:
>
> > We are using R in our class. One student claims to
> > be receiving the message
> >
> > "Fatal error: unable to restore saved data in .RData"
Well, throw my suggestion away.
> I sometimes get such message when I save .RData with
Hi all,
i am looking to built a simple example of a very basic propensity
score adjustment, just using the estimated propensity scores as
inverse probability weights (respectively 1-estimated weights for the
non-treated). As far as i understood, MLE predictions of a logit model
can direct
Miha Staut wrote:
> Dear all,
>
> I was wandering what could be wrong with my system (regularly updated Fedora
> core 8) so that installing packages does not succeed with almost every
> package. I follow the procedure specified in the help file R-admin section
> 6.3. This is not a feature new to
If the students have the permission, maybe run R as administrator solves the
question too.
Rodrigo.
--
From: "Duncan Murdoch" <[EMAIL PROTECTED]>
Sent: Thursday, September 18, 2008 10:48 AM
To: "Green, Paul" <[EMAIL PROTECTED]>
Cc:
Subject: Re: [
Possibly - in the next version, you'll get a helpful warning message
and cast will take it's best guess at the column that it should use.
Hadley
On Thu, Sep 18, 2008 at 10:15 AM, Matthew Pettis
<[EMAIL PROTECTED]> wrote:
> It does, thanks! Did I miss in the documentation that the variable
> has
On 18/09/2008 10:55 AM, Henrik Bengtsson wrote:
R-core, may I suggest that the error message returns the absolute path
(or even the relative path) and not just the filename/basename, e.g.
"Fatal error: unable to restore saved data in C:/Users/foo/.RData"
That's a good suggestion, but unfortuna
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