Re: [R] R vs SAS and Revolution R

On Sat, 19 Jun 2010, Joshua Wiley wrote: On Sat, Jun 19, 2010 at 2:30 PM, Bogaso Christofer wrote: When the version 2.12 is issued? Is it available for download (windows version)? Currently I am using the version 2.11.1 It is still in development, but you can get the development version for

Re: [R] R vs SAS and Revolution R

Regarding R and REvolution, there was a post published recently comparing the two: http://www.r-bloggers.com/comparing-standard-r-with-revoutions-for-performance/ Regarding the rest, I don't know... Tal Contact Details:--- Cont

[R] "Unable to fit" error message from the lrm function in the rms library

Hi all, I have another question about the lrm function (from the rms library) that I cannot find the answer to. I get an error message when I try to fit a model, and I don't know what to make of it. Please forgive me for not having a toy example, but it appears the size and complexity of my d

Re: [R] recurrent events data analysis

On Jun 19, 2010, at 5:29 PM, avsha38 wrote: I am looking for code for modeling recurrent events with R, Especially Andersen Gill Model /PWP models. I would greatly appreciate it if anyone can advise of refferences / books / other relevant information. thanks in advance. Alas, ,i

[R] recurrent events data analysis

I am looking for code for modeling recurrent events with R, Especially Andersen Gill Model /PWP models. I would greatly appreciate it if anyone can advise of refferences / books / other relevant information. thanks in advance. Avshalom -- View this message in context: http://r.789695.n4.nabble.c

Re: [R] question about boosting(Adaboosting. M1)

Changbin, The weights don't have to sum up to one. These are the weights of the trees in the bag used to combine them into the final fit, and if I'm not mistaken expressed as the logit of the error for the respective trees. If you use a method, be sure you understand it. If you don't understand t

[R] Fwd: How to add a new plot in the same graph using add=T at the command plot?

Hi, I had just left the plotting graphs work, due to other works that had to come first. I tried what was suggested, and all the graphs was places in just a image, but each graph overrides the other, even though the x values are different. The scale also was gone. Any clue? Thanks again your hel

Re: [R] Root mean square on binned GAM results

Just for the record, if you have NA's in it, you do : tapply(d,cut(d,round(length(d)/5)),mean, na.rm=T) tapply applies a function over a vector by groups defined by another vector. In this case, it applies the function mean with the argument na.rm=T over the vector d by the groups defined by the

[R] weird error: Coercing LHS to a list

Hi all! I'm trying to build a simple class, but I'm getting a weird error. E.g. if I do: == gregion = setClass("gregion", contains = "data.frame", representation(name = "character", poly.x = "numeric", poly.y = "numeric" )) gregion$name = "North America" == Then I get thi

[R] question about boosting(Adaboosting. M1)

HI, Guys, I am trying to use the AdaBoosting. M.1 algorithm to integrate three models. I found the sum of weights for each model is not equal to one. How to deal with this? Thanks, any response or suggestions are appreciated! -- Sincerely, Changbin -- [[alternative HTML version del

Re: [R] R vs SAS and Revolution R

On Sat, Jun 19, 2010 at 2:30 PM, Bogaso Christofer wrote: > When the version 2.12 is issued? Is it available for download (windows > version)? Currently I am using the version 2.11.1 It is still in development, but you can get the development version for windows here: http://cran.r-project.org/

Re: [R] R vs SAS and Revolution R

When the version 2.12 is issued? Is it available for download (windows version)? Currently I am using the version 2.11.1 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of skan Sent: 19 June 2010 19:10 To: r-help@r-project.org Subject:

Re: [R] R vs SAS and Revolution R

it really depends on how you define "large dataset". In a corporate production environment, it is not unusual to do data manipulation for x-G dataset. In this case, SAS might be preferred from my personal experience. On Sat, Jun 19, 2010 at 9:39 AM, skan wrote: > > Hello > > How do you compare R

[R] Logistic Regression in Zelig

I'm running a logit model using the zelig package in R: z.out <- zelig(trade961a ~ age962 + education962 + personal962 + economy962 + partisan962 + employment962 + union962 + home962 + market962 + race962 + income962, data=data96, model="logit") The dependent variable, trade961a, is a dichoto

Re: [R] is there a function to find the quantile of the mean of a vector?

David LeBauer wrote: Jorge, Thanks for your help. which.min() on the sorted vector divided by the vector length gave me the value I was looking for (I was looking for the probability p(mean(x) | x)): x <- runif(1000) x.sort <- sort(x) x.length <- length(x) x.mean <- mean(x) p.mean <- which.min

[R] R vs SAS and Revolution R

Hello How do you compare R to SAS in terms of speed and management of large datasets? What about Revolution R? I've seen on their site, they claim that Revolution R is much faster than R and it's multithread... Can you really notice the difference?. What dissadvantage does it have? I think it's

Re: [R] quantile() depends on order of probs?

Hi, It seems to me that the results are actually the same but they are not returned in the same order (R 2.10.1 in Windows Vista). If you call sort on the output the results will be the same: > sort(quantile(c(54, 72, 83, 112), type=6, probs=c(0, .25, .5, .75, 1)))     0%    25%    50%    75% 

Re: [R] Root mean square on binned GAM results

Hi, Perhaps simpler is better. What I would like to do is this: fit <- test( measured_values, fitted_values ) Where: - the return value from the "test" function is: *0 < fit < 1*. - *measured_values* are the observed data. - *fitted_values* are the data for the curve produced by GAM fo

Re: [R] Identifying breakpoints/inflection points?

Hi Charlotte, This may be a bit too late, but I just remembered your question. I have written some functions to extract various features of a time-series, uusing functional data analytic methods. These would be part of an R package that will be soon released. This package can analyze a large

Re: [R] Extracting P-values from the lrm function in the rms library

On 06/19/2010 10:30 AM, David Winsemius wrote: On Jun 19, 2010, at 7:45 AM, Christos Argyropoulos wrote: Hi, mod.poly3$coef/sqrt(diag(mod.poly3$var)) will give you the Wald stat values, so pnorm(abs(mod.poly3$coef/sqrt(diag(mod.poly3$var))),lower.tail=F)*2 will yield the corresponding p-v

Re: [R] Call by reference or suggest workaround

On 6/19/10, Romain Francois wrote: > > Le 19/06/10 16:32, Chidambaram Annamalai a écrit : >> >> I have written code to compute multi-indices in R [1] and due to the >> recursive nature of the computation I need to pass around the *same* >> matrix object (where each row corresponds to one multi-ind

Re: [R] Extracting P-values from the lrm function in the rms library

On Jun 19, 2010, at 7:45 AM, Christos Argyropoulos wrote: Hi, mod.poly3$coef/sqrt(diag(mod.poly3$var)) will give you the Wald stat values, so pnorm(abs(mod.poly3$coef/sqrt(diag(mod.poly3$var))),lower.tail=F)*2 will yield the corresponding p-vals It will, although it may appear as magic t

Re: [R] Call by reference or suggest workaround

Le 19/06/10 16:32, Chidambaram Annamalai a écrit : I have written code to compute multi-indices in R [1] and due to the recursive nature of the computation I need to pass around the *same* matrix object (where each row corresponds to one multi-index). As pass by reference wasn't the default beh

Re: [R] Call by reference or suggest workaround

Doh! I never thought about nesting functions. Thanks a bunch! Chillu On 6/19/10, Duncan Murdoch wrote: > On 19/06/2010 10:32 AM, Chidambaram Annamalai wrote: >> I have written code to compute multi-indices in R [1] and due to the >> recursive nature of the computation I need to pass around the *

Re: [R] Call by reference or suggest workaround

On 19/06/2010 10:32 AM, Chidambaram Annamalai wrote: I have written code to compute multi-indices in R [1] and due to the recursive nature of the computation I need to pass around the *same* matrix object (where each row corresponds to one multi-index). As pass by reference wasn't the default beh

[R] Call by reference or suggest workaround

I have written code to compute multi-indices in R [1] and due to the recursive nature of the computation I need to pass around the *same* matrix object (where each row corresponds to one multi-index). As pass by reference wasn't the default behavior I declared a global matrix (mat) and used the <<-

Re: [R] Root mean square on binned GAM results

I have replied offlist to Mr. Jarvis with my reasons for not proceeding further with advice about implementing this request. Others should feel free to step in if they are so inclined. -- David. On Jun 19, 2010, at 12:44 AM, David Jarvis wrote: Hi, David. Let me start at the beginning. Be

[R] Giovanna Jonalasinio è fuori ufficio, Out of Office

Risposta automatica dal 19/06/10 fino al 29/06/10 I'm not in Rome and I won't read my email regularly untill the 30th of June Non sono a Roma e leggerò la posta sporadicamente fino al 30 giugno [[alternative HTML version deleted]] __ R-help@r

Re: [R] quantile() depends on order of probs?

Dear Christos, Thank you, the code implemented in 2.10.1 is actually slightly different; the qs variable in the call to quantile is determined by a series of ifelse() statements: qs <- ifelse(h == 0, x[j + 2], ifelse(h == 1, x[j + 3], (1 - h) * x[j + 2] + h * x[j + 3])) so if h is neither 0 nor

Re: [R] How to add example data to R package

On 18.06.2010 13:57, wenjun zheng wrote: Dear R Users, I want to add an data in raw type to my package, so it can not be loading by data(), and if I put it in the 'data' subdirectory, it will be missed after the package built. No, it should stay there, but you have to say ZipData: no

[R] R licensing query

I think that Marc S. has provided some of the better refs. for R and its usage in commercial and organizational settings. However, the kinds of bloody-minded "We're going to insist you use inappropriate software because we are idiots" messages are not news to many of us. Duncan points out that

Re: [R] Extracting P-values from the lrm function in the rms library

Hi, mod.poly3$coef/sqrt(diag(mod.poly3$var)) will give you the Wald stat values, so pnorm(abs(mod.poly3$coef/sqrt(diag(mod.poly3$var))),lower.tail=F)*2 will yield the corresponding p-vals Christos Argyropoulos __

Re: [R] questions on some operators in R

On 06/19/2010 09:14 PM, Patrick Burns wrote: On 19/06/2010 12:00, Jim Lemon wrote: Greg Snow wrote: ... If you really care more about saving characters or key strokes over clarity of expression then you should really be using APL... I think maybe it is K rather than APL. No, APL. I still hav

Re: [R] questions on some operators in R

On 19/06/2010 12:00, Jim Lemon wrote: Greg Snow wrote: ... If you really care more about saving characters or key strokes over clarity of expression then you should really be using APL... I think maybe it is K rather than APL. Pat I would agree with that. When I had to learn APL at univers

Re: [R] questions on some operators in R

Greg Snow wrote: ... If you really care more about saving characters or key strokes over clarity of expression then you should really be using APL... I would agree with that. When I had to learn APL at university, I hated it because it was like typing hieroglyphics. Finally I bought the manua

Re: [R] help with nnet

On 18.06.2010 01:10, Changbin Du wrote: nnet.fit<-nnet(as.factor(out) ~ ., data=all_h, size=5, rang=0.3, decay=5e-4, maxit=500) # model fitting summary(nnet.fit) a 23-5-1 network with 126 weights options were - entropy fitting decay=5e-04 HI, Guys, I can not find the manual to descr

Re: [R] questions on some operators in R

Dear users, Regarding the number of keystrokes, you guys should not forget that not everybody has a QWERTY keyboard, and therefore the number of strokes isn't the same for everybody. On an AZERTY keyboard (French), "<" is written without pressing SHIFT, as is "=". On a QWERTZ (German) "=" req

Re: [R] Read code from character string

On Sat, Jun 19, 2010 at 4:56 AM, Johannes Huesing wrote: > A rule would be a data structure containing the ID of the rule, the > rule in human readable language, an expression evaluating variables > within the environment of the appropriate data frame (and resolving to > a logical vector), possibl

Re: [R] Read code from character string

Greg Snow [Sat, Jun 19, 2010 at 12:44:48AM CEST]: > There are a lot of other reasons to install the fortunes package that just > the one fortune, there is much wisdom, some wit, (and then there are mine) > throughout the package. > Sorry, but I am subscribing to r-help already. I could not pos

Re: [R] Problem calling R from within perl script on Windows

Barry Hall wrote: > > I need to call R from within a Perl script. I do so using a system call > like this: > @args = ('R --vanilla --quiet --file=Rblock'); > system(@args) == 0 or die "system @args failed: $!"; > Try this @args = ('R', '--vanilla --quiet --file=Rblock'); i.e. make @args c

Re: [R] help with reshape is needed again!

thank you very much for such a thorough solution! -- View this message in context: http://r.789695.n4.nabble.com/help-with-reshape-is-needed-again-tp2260640p2260943.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org