You can also use subscripts to get at things with a bit of playing around.
> summary(lm(x~seq(1,length(x),1)))
Call:
lm(formula = x ~ seq(1, length(x), 1))
Residuals:
Min 1Q Median 3Q Max
-40.0961 -15.5289 -0.6489 12.7488 41.0107
Coefficients:
On Wed, 7 Jan 2009, Timthy Chang wrote:
Can I adjust the resolution in PDF output ?
Not in R: the output of pdf() is vector graphics (if that is what you
meant) and sized in inches not pixels.
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http
It is on CRAN:
http://cran.r-project.org/src/contrib/extRemes_1.58.tar.gz
On Wed, 2009-01-07 at 22:33 -0800, Benjamin Modra wrote:
> Hi,
>
> Can anyone point me to the source code of extRemes?
>
> Thanks, Ben
>
>
> Stay connected to the people that matter most with a smarter inbox.
Hi,
Can anyone point me to the source code of extRemes?
Thanks, Ben
Stay connected to the people that matter most with a smarter inbox. Take
a look http://au.docs.yahoo.com/mail/smarterinbox
__
R-help@r-project.org mailing list
https://stat.et
Ashlee Vance's article on R in the New York Times.
This is typical of the New York Times. Because they get to coast on the
prestige and reputation of their brand , they have a history of just this
sort of journalistic sloppiness. Whether it's the author or the editor at
fault doesn't really matter
Can I adjust the resolution in PDF output ?
Thank you very much.
--
View this message in context:
http://www.nabble.com/resolution-%28dpi%29-problem-tp16916677p21346108.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project
On Wed, Jan 7, 2009 at 5:15 PM, Simon Blomberg wrote:
>> "Some people familiar with R describe it as a supercharged version of
>> Microsoft's Excel spreadsheet software..."
>
> Maybe it's my dry Australian humour, but I think this should go into the
> fortunes package.
>
The irony of that quote
see www.rforsasandspssusers.com, excellent book which i have used
also try r for beginners.
regards,
ajay ohri
www.decisionstats.com
On Thu, Jan 8, 2009 at 10:39 AM, Kishore wrote:
> Hi,
> I have good understanding on Econometrics and statistical techniques.
> However, I am new to R. W
Hi,
I have good understanding on Econometrics and statistical techniques.
However, I am new to R. What would be the best way to learn R as I would
be one of the few in my team started exploring R in your team. I have got a
few downloads on R introduction, but I am not a FAN of online reading. C
As someone who fwded initial story to both SAS and R lists, I find the
messages on this forum and on SAS-L forum (which are publicly available) a
contrast ( One list is partying like they won the World Series -the other
one talks of either self denial.or of self appraisal and anguish)
http://w
On Wed, Jan 7, 2009 at 10:26 PM, Dirk Eddelbuettel wrote:
>
> On 7 January 2009 at 18:24, Gabor Grothendieck wrote:
> | By running the code below we see that the:
> | - sum of the three seems to be rising at a constant rate
> | - S is declining
> | - SAS and R are rising
> | - R is rising the fast
On 7 January 2009 at 18:24, Gabor Grothendieck wrote:
| By running the code below we see that the:
| - sum of the three seems to be rising at a constant rate
| - S is declining
| - SAS and R are rising
| - R is rising the fastest through its completed its phase
| of highest growth which ended arou
Note that the mts object I posted already had Jan 2009 removed and also
had the NA rows removed.
On Wed, Jan 7, 2009 at 9:58 PM, hadley wickham wrote:
>> You might want to remove the 2009 data from each of the three lists
>> given that the January data is not yet complete.
>>
>> The result of inc
> You might want to remove the 2009 data from each of the three lists
> given that the January data is not yet complete.
>
> The result of including the January 2009 data in your plots is that the
> growth trajectory for the smoothed curves for SAS-L and R-Help appear to
> be leveling or even decli
> Here's a couple of similar plots created with ggplot2. I chose to
> turn the data into a data frame with an explicit date column. Using a
> log scale somewhat stabilises the variability.
>
> ## SAS-L traffic
> sas <- structure(list(Jan = c(NA, 546L, 548L, 853L, 1007L, 894L, 514L,
> 1720L, 1826
On Thu, 8 Jan 2009, bill.venab...@csiro.au wrote:
But wait, there's more... The bit I think deserves a fortunes listing
is the SAS jibe:
Yep, both added to the devel-version on R-Forge (fortunes 222 and 223).
Additionally, there is
R> fortune(224)
It's interesting that SAS Institute feels
I did try the log version as well prior to posting but although
it would seem to exaggerate the difference to me the insights
from plotting the raw data with loess (i.e. constancy of the total, piecewise
constant growth of R) come through best.
On Wed, Jan 7, 2009 at 6:53 PM, Spencer Graves
wrote
But wait, there's more... The bit I think deserves a fortunes listing is the
SAS jibe:
"I think it addresses a niche market for high-end data analysts that want free,
readily available code," said Anne H. Milley, director of technology product
marketing at SAS. She adds, "We have customers who
I understand that this topic has already been discussed somewhat (
http://www.nabble.com/how-to-google-search-for-%22R%22-to15013262.html#a15013262
How to Google Search for R ), but is there a common name for R that has been
agreed upon for R-neophytes to use when posting and searching for R-relat
Thanks, Gabor, Marc, Max:
The image is even more striking (and more accurately reflects
reality, I believe) if you add "log='y'" to "ts.plot".
Best Wishes,
Spencer
Gabor Grothendieck wrote:
Here is the same number of messages/posts data
for each of S, SAS, R:
- reworked into
Dear Prof. Ripley:
Thanks very much.
The "getZipInfo" function in the "Rcompression" package gave me
information on all of the files in my zip file, as you suggested.
Then "unzip" in the "memisc" package extracted the desired file
and returned a character string giving the na
> "Some people familiar with R describe it as a supercharged version of
> Microsoft's Excel spreadsheet software..."
Maybe it's my dry Australian humour, but I think this should go into the
fortunes package.
Simon.
--
Simon Blomberg, BSc (Hons), PhD, MAppStat.
Lecturer and Consultant Statistic
On Wed, Jan 7, 2009 at 5:10 PM, jimdare wrote:
>
> Hello,
>
> Using the dataset below, is there a way to generate a bar/line plot for the
> TACC/Catch of every lvl of stock? i.e. OR1,OR3,OR5. The picture at the
> bottom of this post is an example of the bar/line plot for OR1 which was
> generate
Thanks so much, I have been trying to figure that one out all morning!
jholtman wrote:
>
> Is this what you want:
>
>> x # input data
>Year Species Stock TACC Catch
> 1 2001 ORH OR1 5000 4687
> 2 2002 ORH OR1 6000 3215
> 3 2003 ORH OR1 7000 6782
> 4 2004 O
Here's a couple of similar plots created with ggplot2. I chose to
turn the data into a data frame with an explicit date column. Using a
log scale somewhat stabilises the variability.
## SAS-L traffic
sas <- structure(list(Jan = c(NA, 546L, 548L, 853L, 1007L, 894L, 514L,
1720L, 1826L, 1941L, 1832
Is this what you want:
> x # input data
Year Species Stock TACC Catch
1 2001 ORH OR1 5000 4687
2 2002 ORH OR1 6000 3215
3 2003 ORH OR1 7000 6782
4 2004 ORH OR1 9000 1
5 2005 ORH OR1 9000 12000
6 2001 ORH OR3 2 7892
7 2002 ORH O
Here is the same number of messages/posts data
for each of S, SAS, R:
- reworked into a 3 column ts class time series
- with Jan 2009 removed since its not complete
- leading and trailing NA rows removed
At end we plot the raw data as well as the time
series of totals and show loess smooths for ea
on 01/07/2009 02:34 PM PDXRugger wrote:
> I realize i am breaking the posting rules by not posting sample code but i
> tried building some sample test code for this problem based on my working
> code and it wasnt producing what i wanted so hopefully a brief explanation
> and my result will allow yo
Hello,
Using the dataset below, is there a way to generate a bar/line plot for the
TACC/Catch of every lvl of stock? i.e. OR1,OR3,OR5. The picture at the
bottom of this post is an example of the bar/line plot for OR1 which was
generated when OR1 was the only stock in the table. This was create
That is a rather old compiler. R on Intel Solaris works better with the
(free) Sun compilers, but I have built R on x86 Solaris with gcc 4.0.x
(I think 4.0.3): I have never made a 64-bit build work with gcc.
One thing to make sure is that the compiler was actually built for
Solaris 10 (and not
You can generalize the approach by using something like:
...
ylim = c(0, max(DF$TACC, DF$Catch) * 1.1)
...
That would allow you to use the max value of the two columns, multiplied
by a fudge factor, which you can adjust as needed. In this case,
increasing the y axis range by 10% to make room.
Greetings all,
This isn't a request for help, but I thought the following article from the
New York Times would be of interest to you all.
Enjoy!
Adam
*Data Analysts Captivated by R's Power*
By ASHLEE VANCE
Published ONLINE: January 6, 2009
URL:
http://www.nytimes.com/2009/01/07/technology/bu
7 Jan 09
Hello,
I am using R version 2.7.0 in a Windows XP context.
I am also using the glmm.admb package (created by Dave Fournier, Hans
Skaug, and Anders Nielson) to run mixed-effects negative binomial
models.
To the best of my knowledge and ability, I have searched and studied
the R-
Thanks Marc, that has helped a lot. Say, for example, in a situation where I
can't find out the highest value, is there any way to get R to automatically
detect this and adjust the axis accordingly? I am planning to do this for
many different stocks at once and dont wan't to have to define the h
I realize i am breaking the posting rules by not posting sample code but i
tried building some sample test code for this problem based on my working
code and it wasnt producing what i wanted so hopefully a brief explanation
and my result will allow you guys enough information to offer some advice.
Sure, that statement is in it self somewhat amusing. But the article
itself is very good PR. I am sending off copies of the link to many of
my colleagues, some sceptic, others not sceptic at all. Thanks!
Tom
Arthur Burke wrote:
Readers of this list might be interested in the following arti
I use Sweave and longtable but have not used them together.
It can be done but you may find the package booktabs helpful for headers
and footers for longtable and tables
as it allows you to put different first and last page headers to the rest.
Something like (untested)
PS You do not need to pu
On Wed, Jan 7, 2009 at 8:50 AM, Marc Schwartz wrote:
> on 01/07/2009 08:44 AM Kevin E. Thorpe wrote:
>> Zaslavsky, Alan M. wrote:
>>> This article is accompanied by nice pictures of Robert and Ross.
>>>
>>> Data Analysts Captivated by Power of R
>>> http://www.nytimes.com/2009/01/07/technology/bus
Hi,
I downloaded 2.8.1 and tried to compile it using gcc 3.4.6. (simple install,
just ./configure, make, make check, make install)
I found that it compiled and went through the tests fine.
The foreign library, however, that seems to be segfaulting on me (see output
below). I did see an old pos
I pointed a friend of mine toward the article, to which he replied:
"I hope that they run SAS on Solaris too, god only knows how tainted the
syscalls are in that linux freeware."
Of course, now Solaris is 'freeware', too, so I suppose that according to
SAS, running SAS on Windows is the best way
Wacek,
One would hope that if someone were to use software to "build engines
for aircraft", that said person would sufficiently test the software to
have confidence in it, whether it had a "Warranty" or not — at least
that's my mode of operation…
Cheers!
Tom
Wacek Kusnierczyk wrote:
Kevin
On Wed, Jan 7, 2009 at 3:19 PM, Spencer Graves wrote:
> What kind of warranty does SAS offer? I haven't read their EULA recently,
> but if an airplane fell out of the sky because of a bug in SAS code, I'd be
> surprised if SAS was eager to pay damages!
>
> Spencer
>
>
And that's an issue that a
On 1/7/2009 3:03 PM, Wacek Kusnierczyk wrote:
Kevin E. Thorpe wrote:
Zaslavsky, Alan M. wrote:
SAS says it has noticed R’s rising popularity at universities,
despite educational discounts on its own software, but it dismisses
the technology as being of interest to a limited set of people
workin
What kind of warranty does SAS offer? I haven't read their EULA
recently, but if an airplane fell out of the sky because of a bug in SAS
code, I'd be surprised if SAS was eager to pay damages!
Spencer
Wacek Kusnierczyk wrote:
Kevin E. Thorpe wrote:
Zaslavsky, Alan M. wrote:
SAS say
Douglas Bates wrote:
[...]
If you are wondering what the difference between F77_SUB and F77_NAME
might be, there isn't a difference in R. Long, long ago there was a
difference between the two macros in S and S-PLUS related to a
peculiar Fortran compiler, if I recall correctly. Most of the tim
on 01/07/2009 09:29 AM Max Kuhn wrote:
>> "You can look on the SAS message boards and see there is a proportional
>> downturn in traffic."
>
> I think that I actually made this statement about both the SAS and
> Splus traffic...
>
> I wasn't really trying to be critical of SAS. I was trying to g
Kevin E. Thorpe wrote:
> Zaslavsky, Alan M. wrote:
>> SAS says it has noticed R’s rising popularity at universities,
>> despite educational discounts on its own software, but it dismisses
>> the technology as being of interest to a limited set of people
>> working on very hard tasks.
>>
>> “I think
Google Alerts are great, but unfortuantly the brevity of R's name is
the main problem i think.
though, thinking about it, i suppose if one could work out the 'best'
key words to use, it might be possible to not get too many miss-
classified results, e.g.,
http://news.google.com/news?hl=en&ned=us&
try the following:
dat <- data.frame(
sp1 = rbinom(10, 1, 0.5),
sp2 = rbinom(10, 1, 0.5),
sp3 = rbinom(10, 1, 0.5),
sp4 = rbinom(10, 1, 0.5),
sp5 = rbinom(10, 1, 0.5),
sp6 = rbinom(10, 1, 0.5)
)
ind <- sapply(dat, as.logical)
dat$Sp <- apply(ind, 1, function (x, nams)
look at zoo and ts, and it all depends on what you want to do.
On Wed, Jan 7, 2009 at 2:27 PM, Tim Michelsen
wrote:
> Hello,
> I am currently working in the field of climate and environmental data
> analysis which is a lot founded on the analysis, preparation and combination
> of time series.
>
>
ugr.es> writes:
[snip]
> model1 <- glmer(fruitset ~ Dist*wire + (1|Site), data, binomial)
> summary(model1)
>
> Generalized linear mixed model fit by the Laplace approximation
> Formula: fruitset ~ Dist * wire + (1 | Site)
>Data: data
>AIC BIC logLik deviance
> 68.23 70.65 -29.11
You did not provide any data, so I will take a guess at what it looks like:
> x <- matrix(sample(0:1, 100, TRUE), 10)
> colnames(x) <- LETTERS[1:10]
> x <- as.data.frame(x)
> x
A B C D E F G H I J
1 0 1 0 0 0 1 1 0 0 0
2 0 0 0 0 1 1 0 0 1 0
3 1 1 0 0 1 0 0 0 1 1
4 0 1 1 1 0 1 1 0 0 0
5 0 1
Hello:
I am using Sweave to generate a PDF with figures and tables and was wondering
if is possible to carry on table headers and some kind of caption like
'Continued' to the next PDF page when creating long tables.
Felipe D. Carrillo
Supervisory Fishery Biologist
Department of the Interior
Hello,
I am currently working in the field of climate and environmental data
analysis which is a lot founded on the analysis, preparation and
combination of time series.
About a bit more than one year ago I started to use python and the
marvellous timeseries module [1]. Which offers a very co
Kia ora Allen
I'm not sure what you have tried or what your level of understanding is.
However, if your dataframe is:
> allen
sp1 sp2 sp3
1 0 0 1
2 1 0 1
3 1 1 1
4 0 0 0
> str(allen)
'data.frame': 4 obs. of 3 variables:
$ sp1: int 0 1 1 0
$ sp2: int 0 0 1 0
$ sp3
On Tue, Jan 6, 2009 at 8:52 AM, Andrea Storto wrote:
> Hi all,
>
> I'm trying to draw a contour plot
> with rounded (smoothed) contour lines instead of sharp angles;
> when the grid consists of only a few points
> in x- and y- axis, the resulting contour
> is in facts rather ugly since very sharp
On Tue, Jan 6, 2009 at 8:54 PM, Nathan S. Watson-Haigh
wrote:
> -BEGIN PGP SIGNED MESSAGE-
> Hash: SHA1
>
> I'm trying to understand some C code in an R package I'm using. I'm address
> this question here as
> it's matrix algebra...and I'm no pro at that!
>
> the C command reads:
>
> doub
For matrices you can use kronecker:
> kronecker(rep(1, 6), data.matrix(Xdf))
[,1] [,2] [,3] [,4]
[1,] 1.1 2.1 3.1 4.1
[2,] 1.2 2.2 3.2 4.2
[3,] 1.1 2.1 3.1 4.1
[4,] 1.2 2.2 3.2 4.2
[5,] 1.1 2.1 3.1 4.1
[6,] 1.2 2.2 3.2 4.2
[7,] 1.1 2.1 3.1 4.1
[8,] 1.2 2
On Wed, Jan 7, 2009 at 10:22 AM, Simon Knapp
wrote:
> Dear R Users,
>
>
>
> I have a couple of proto objects like:
>
>
>
> wedge <- proto(expr={
>
>start.year <- 2008
>
>end.year <- 2050
>
> })
>
>
>
> star.rating <- wedge$proto(
>
>star = c(4, 5, 8, 10),
>
>gain = c(0, .3, .5, .7)
dear R users,
I have troubles performing Moran.I test as suggested on
http://www.ats.ucla.edu/stat/r/faq/morans_i.htm
my spatial data are longitude and lattitide of communities. The
calculation of the inverse distance matrix according to the homepage
(using my data)
datAL <- read.csv2("
This sounds rather like homework. If so, then talk to your instructor for
help.
Otherwise:
First you go to R Site Search at http://finzi.psych.upenn.edu/search.html
or to google.
Then you search for "normal distribution".
Then you search for "plot".
Then you search for "cluster".
If you have pr
> Greg Snow Greg.Snow at imail.org
> Wed Jan 7 17:58:07 CET 2009
>
> Here is one possible approach to get you started (this is not a final
answer):
>
> x <- seq(-3,3)
> y <- seq(-3,3)
>
> z <- outer(x,y, function(x,y,...) x^2 + y^2 )
>
> tmp <- contourLines(x,y,z)
>
> contour(x,y,z, lty=0)
> la
jlu...@ria.buffalo.edu wrote:
Although I have installed R many times on many machines without problems,
I have recently encountered a problem with accessing packages. R has been
installed successfully with the "--internet2" option. The session info is
below.
sessionInfo()
R version 2.8.1 (
How do I simulate data with 100 points from a normal distribution with n=200,
mean (5,0), and Σ=matrix(1,0,0,0.1). After how do I plot the dataset and
include cluster centers found?
--
View this message in context:
http://www.nabble.com/generating-data-tp21337173p21337173.html
Sent from the R he
o.
Well, it's working (replace 'group' by 'trt')
Thank you very much Hadley.
david
2009/1/7 hadley wickham
> Hi David,
>
> > Here the problem :
> >
> > library(ggplot2)
> >
> > df <- data.frame(id = 1:100, x1 = c(rnorm(50), rnorm(50, 1)), x2 =
> > c(rnorm(50), rnorm(50, 1.5)), x3 = c(rnor
2009/1/7 Darin A. England :
> Unfortunately, that type of FUD issued by the SAS marketing person still
> works. I see it at my employer (a large healthcare company.)
I see it here, at a university. Quote: "We couldn't possibly do our
analysis using some software we've just downloaded from a web
On 07-Jan-09 18:03:19, Erik Iverson wrote:
> I pointed a friend of mine toward the article, to which he replied:
>
> "I hope that they run SAS on Solaris too, god only knows how tainted
> the syscalls are in that linux freeware."
>
> Of course, now Solaris is 'freeware', too, so I suppose that a
you can use google alerts to track media coverage of R using some keywords
regards,
ajay
On Wed, Jan 7, 2009 at 9:52 PM, David M Smith <
da...@revolution-computing.com> wrote:
> On Wed, Jan 7, 2009 at 6:39 AM, Tony Breyal
> wrote:
> > Thank you for posting this, I found it a very enjoyable r
Problem:
I have a data frame with 1s and 0s denoting presence/absence of species
(columns) for particular plot measurements (rows). What I want to do is make
a new column whose entries for each row is a list of the column names in
which a species is present (ie. for row one its entry might read:
Ben Bolker wrote:
Dimitris Rizopoulos erasmusmc.nl> writes:
you can use indexing, e.g.,
mat <- matrix(rnorm(20), 4, 5)
mat
mat[rep(1:nrow(mat), 3), ]
I hope it helps.
Best,
Dimitris
or matrix trickery:
z <- as.data.frame(matrix(sample(1:9,20,replace=TRUE),nrow=4))
matrix(rep(a
Hi Jason,
> Well, one last questions about stack plot (please forgive the lame example
> below). I thought the below allow me to resize the the "title" of the
> stacked histogram, but no luck. Any suggestions as to the modificaiton
> necessary to get it to work? Right now the title is obscured
Dear all,
I am using function glmer from package lme4 to fit a generalized linear
mixed effect model. My model is as follows:
model1 <- glmer(fruitset ~ Dist*wire + (1|Site), data, binomial)
summary(model1)
Generalized linear mixed model fit by the Laplace approximation
Formula: fruitset ~ Dist
Readers of this list might be interested in the following article in the
New York Times and might find amusing the notion that "Some people
familiar with R describe it as a supercharged version of Microsoft's
Excel spreadsheet software...".
http://www.nytimes.com/2009/01/07/technology/business-co
Dear R Users,
I have a couple of proto objects like:
wedge <- proto(expr={
start.year <- 2008
end.year <- 2050
})
star.rating <- wedge$proto(
star = c(4, 5, 8, 10),
gain = c(0, .3, .5, .7),
cost = c(0, 2100, 4000, 7500),
star.rating <- function(., ye
Sweet! The missing "e". That was it! Yeah! Thanks again. I guess I will
get some sleep tonight.
Well, one last questions about stack plot (please forgive the lame example
below). I thought the below allow me to resize the the "title" of the stacked
histogram, but no luck. Any suggest
On 07-Jan-09 15:22:57, Niccolò Bassani wrote:
> Dear R users,I'm facing a trivial problem, but I really can't solve it.
> I've tried a dozen of codes, but I can't get the result I want.
> The question is: I have a dataframe like this one
>
> [,1] [,2] [,3] [,4] [,5]
> [1,]12345
> Unfortunately, that type of FUD issued by the SAS marketing person still
> works. I see it at my employer (a large healthcare company.) It's a
> battle to change a culture, but ironically the recession helps.
> People are now taking notice of the obscene licensing fees for SAS.
>
> Darin
I agr
I'm attempting to creat multinomial logistic regression model using the
following code:
mlogit<- vglm(ME ~ HIST,family=multinomial(),na.action = na.pass)
ME (dependent variable) has three levels (0,1,2)
How do I declare a reference outcome (either 0,1,2)?
Hi David,
> Here the problem :
>
> library(ggplot2)
>
> df <- data.frame(id = 1:100, x1 = c(rnorm(50), rnorm(50, 1)), x2 =
> c(rnorm(50), rnorm(50, 1.5)), x3 = c(rnorm(50, 0.5), rnorm(50, 2.5)), group
> = as.factor(rep(c("a", "b"), each = 50)))
> df.melt <- melt(df, id = c("id", "group"))
> head(d
> "MM" == Martin Maechler
> on Wed, 7 Jan 2009 14:18:24 +0100 writes:
[..]
MM> At the bottom of the page it says
MM> __ A version of this article appeared in print on
MM> January 7, 2009, __ on page B6 of the New York edition.
MM> Now if any the NYT (pr
On Wed, 7 Jan 2009, "Häring, Tim (LWF)" wrote:
Dear List,
I´m trying to implement the functionalities from WEKA into my modeling project
in R through the RWeka package.
In this context I have a slightly special question about the filters
implemented in WEKA.
I want to convert nominal attribut
Here is one possible approach to get you started (this is not a final answer):
x <- seq(-3,3)
y <- seq(-3,3)
z <- outer(x,y, function(x,y,...) x^2 + y^2 )
tmp <- contourLines(x,y,z)
contour(x,y,z, lty=0)
lapply(tmp, function(l) {
x <- l$x
y <- l$y
if( length(x) > 2 ){
I would also point out that the use of the term "freeware" as opposed to
"FOSS" by the SAS rep, comes off as being unprofessional and
deliberately condescending...
The author of the article, to his credit, was pretty consistent in using
open source terminology.
Regards,
Marc
on 01/07/2009 10:26
a<-matrix(rnorm(36,1,3),6,6)
ifelse(a<(-1),1,ifelse(a<=1&a>=-1,2,3))
heatmap.2(a, col=rev(redgreen(3)))
HTH
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Daren Tan
Sent: January 6, 2009 11:53 PM
To: r-help@r-project.org
Subject: [
Hello R users and Hadley,
Back again with a little problem in ggplot2 =o) (ggplot 0.8.1, R 2.8.0)
Here the problem :
library(ggplot2)
df <- data.frame(id = 1:100, x1 = c(rnorm(50), rnorm(50, 1)), x2 =
c(rnorm(50), rnorm(50, 1.5)), x3 = c(rnorm(50, 0.5), rnorm(50, 2.5)), group
= as.factor(rep(c(
I believe the SAS person shot themselves in the foot more in more ways than
one. In my mind, the reason you would pay, as Frank said, for
> non-peer-reviewed software with hidden implementations of analytic
> methods that cannot be reproduced by others
Would be so that you can sue them later wh
On Wed, Jan 7, 2009 at 6:39 AM, Tony Breyal wrote:
> Thank you for posting this, I found it a very enjoyable read!
>
> I am curious, is there an archive of 'R in the Media' or 'R in the
> Press' articles somewhere? It would be interesting to see how the
> perception of R has changed/evolved over t
Try this:
taxa[, 5:9][taxa[,5:9] > 0] <- 1
On Wed, Jan 7, 2009 at 1:36 PM, stephen sefick wrote:
> taxa <- (structure(list(Date = structure(c(4L, 4L, 4L, 4L, 4L, 4L, 4L,
> 4L, 4L, 4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L), .Label = c("2006/04",
> "2006/05", "2006/07", "2006/10", "2006/12",
very good thanks
On Wed, Jan 7, 2009 at 11:18 AM, Henrique Dallazuanna wrote:
> Try this:
>
> taxa[, 5:9][taxa[,5:9] > 0] <- 1
>
>
> On Wed, Jan 7, 2009 at 1:36 PM, stephen sefick wrote:
>>
>> taxa <- (structure(list(Date = structure(c(4L, 4L, 4L, 4L, 4L, 4L, 4L,
>> 4L, 4L, 4L, 4L, 5L, 5L, 5L,
Although I have installed R many times on many machines without problems,
I have recently encountered a problem with accessing packages. R has been
installed successfully with the "--internet2" option. The session info is
below.
> sessionInfo()
R version 2.8.1 (2008-12-22)
i386-pc-mingw32
l
On Wed, 2009-01-07 at 16:22 +0100, Niccolò Bassani wrote:
> Dear R users,I'm facing a trivial problem, but I really can't solve it. I've
> tried a dozen of codes, but I can't get the result I want.
> The question is: I have a dataframe like this one
>
> [,1] [,2] [,3] [,4] [,5]
> [1,]12
Dimitris Rizopoulos erasmusmc.nl> writes:
>
> you can use indexing, e.g.,
>
> mat <- matrix(rnorm(20), 4, 5)
>
> mat
> mat[rep(1:nrow(mat), 3), ]
>
> I hope it helps.
>
> Best,
> Dimitris
or matrix trickery:
z <- as.data.frame(matrix(sample(1:9,20,replace=TRUE),nrow=4))
matrix(rep(as.mat
Try this:
m[rep(seq_len(nrow(m)), 3),]
On Wed, Jan 7, 2009 at 1:22 PM, Niccolò Bassani wrote:
> Dear R users,I'm facing a trivial problem, but I really can't solve it.
> I've
> tried a dozen of codes, but I can't get the result I want.
> The question is: I have a dataframe like this one
>
> [,1]
taxa <- (structure(list(Date = structure(c(4L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L), .Label = c("2006/04",
"2006/05", "2006/07", "2006/10", "2006/12", "2007/02", "2007/04",
"2007/06", "2007/08", "2007/10", "2007/12", "2008/01"), class = "factor"),
RiverMil
you can use indexing, e.g.,
mat <- matrix(rnorm(20), 4, 5)
mat
mat[rep(1:nrow(mat), 3), ]
I hope it helps.
Best,
Dimitris
Niccolò Bassani wrote:
Dear R users,I'm facing a trivial problem, but I really can't solve it. I've
tried a dozen of codes, but I can't get the result I want.
The quest
> "You can look on the SAS message boards and see there is a proportional
> downturn in traffic."
I think that I actually made this statement about both the SAS and
Splus traffic...
I wasn't really trying to be critical of SAS. I was trying to get
across that SAS focused their resources on featu
Jeffrey J. Hallman wrote:
> The article quotes John Chambers, but it doesn't mention that R started out as
> an implementation of the S language. I don't suppose Insightful is too happy
> about that.
You mean Tibco...
The statement that S "failed to generate broad interest" is also a bit
mislead
Dear R users,I'm facing a trivial problem, but I really can't solve it. I've
tried a dozen of codes, but I can't get the result I want.
The question is: I have a dataframe like this one
[,1] [,2] [,3] [,4] [,5]
[1,]12345
[2,]25549
[3,]1681
On Wed, Jan 07, 2009 at 08:00:28AM -0600, Frank E Harrell Jr wrote:
> This is great to see. It's interesting that SAS Institute feels that
> non-peer-reviewed software with hidden implementations of analytic
> methods that cannot be reproduced by others should be trusted when
> building aircraf
On 1/7/2009 9:44 AM, Kevin E. Thorpe wrote:
Zaslavsky, Alan M. wrote:
This article is accompanied by nice pictures of Robert and Ross.
Data Analysts Captivated by Power of R
http://www.nytimes.com/2009/01/07/technology/business-computing/07program.html
January 7, 2009 Data Analysts Captivat
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