Hello Petr Pikal,
Thanks for the suggestion.
I am sorry for not being very clear in my mail. from your example, Its clear
to me now about how to turn factors to character values.
I am working on large data sets, and the ultimate aim is to create
interaction network, so the characters are very
Hello jholtman,
Thanks very much for the suggestion.
I tried using "as.is=TRUE" and it worked as the way I expected. Sorry for
not being clear about the problem in my mail.
The characters are very much needed, cos I am trying to create a signaling
network using "Rgraphviz".
Thanks again.
Regar
Dear Sir/Madam:
Great thanks for R project and you contribution.
I am Liping Liu, a beginner of R. Recently, I use R much. I wish you could
improve the manual by making it search engine friendly.
The "Introduction to R" page is too long. I am often redirected to this page
by goole, but I still c
Hi:
Check out this post on R-help from February, and look carefully at the
solution of Walmes Zeviani - I believe it's close to what you're requesting:
http://r.789695.n4.nabble.com/Triangular-filled-contour-plot-td1557386.html
HTH,
Dennis
On Fri, Oct 22, 2010 at 6:15 PM, Yunting Sun wrote:
>
Hello,
I had been using R for text mining already. I wanted to use R for large
scale text processing and for experiments with topic modeling. I started
reading tutorials and working on some of those. I will now put down my
understanding of each of the tools:
1) R text mining toolbox: Meant for loc
Thanks Ravi for your reply.
I have sorted out the problem. The error
message was due to the wrong specification of the likelihood function.
Thanks once again
Harish
--
View this message in context:
http://r.789695.n4.nabble.com/Error-message-in-using-nlm-and
On Fri, Oct 22, 2010 at 6:41 PM, Mike Marchywka wrote:
>> From: ggrothendi...@gmail.com
>> Date: Fri, 22 Oct 2010 18:28:14 -0400
>> To: dimitri.liakhovit...@gmail.com
>> CC: r-help@r-project.org
>> Subject: Re: [R] How long does skipping in read.table take
>>
>> On Fri, Oct 22, 2010 at 5:17 PM, Di
David,
I actually changed the column type from factor to character, and given
the default as.is value, it now works smoothly.
It is, nonetheless, still strange to my why it suddenly stopped working.
Perhaps there was a version update or something similar.
Thank you David, Jim and Jorge for yo
On Oct 22, 2010, at 8:40 PM, Balpo wrote:
Hello Jim
How can I ensure this reading it from the file?
The thing is, I cannot use the textConnection(), because the real
file has millions of rows.
The advice being offered is not that you use textConnection. That is
just for illustration. You
On Oct 22, 2010, at 12:50 PM, wrote:
Tal Galili writes:
I suspect that using "dev.copy2eps" Is not going to help you here.
Please try again using:
pdf(...) # Check: ?pdf
for(i in something)
{
plot(things)
}
dev.off()
But give pdf() the file path.
Make sure you can make it work
On Oct 22, 2010, at 12:17 PM, William Dunlap wrote:
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius
Sent: Friday, October 22, 2010 6:25 AM
To: Dimitri Liakhovitski
Cc: r-help
Subject: Re: [R] lm looking for weights
Thanks Max and Andy. If the Random Forest is always giving an AUC of 1, isn't
it over fitting??? If not, how do you differentiate this from over
fitting??? I believe Random forests are claimed to never over fit (from the
following link).
http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home
Hello Jim
How can I ensure this reading it from the file?
The thing is, I cannot use the textConnection(), because the real file
has millions of rows.
Thank you,
Balpo
On 22/10/10 21:34, jim holtman wrote:
You need to make sure that your data is read in a characters and not factors:
x<- r
Thanx Jorge,
while doing it exactly as you say, it does work, but I need to read the
information form a file.
When I read it from the file it still shows 780.
On 22/10/10 21:30, Jorge Ivan Velez wrote:
Hi Balpo,
Try this:
# data
x<- read.table(textConnection("ktot attractors pctstatesinat
You need to make sure that your data is read in a characters and not factors:
> x <- read.table(textConnection("ktot attractors pctstatesinattractors t
> lengths
+ 1.0 2.0 3.8146973E-4 17 c(2,2)
+ 1.0 1.0 5.722046E-4 28 c(2)
+ 1.0 2.0 9.536743E-4 18 c(2,2)
+ 1.0 1.0 0.0010490417 14 c(1)"), as.is
Hi Balpo,
Try this:
# data
x <- read.table(textConnection("ktot attractors pctstatesinattractors t
lengths
1.0 2.0 3.8146973E-4 17 c(2,2)
1.0 1.0 5.722046E-4 28 c(2)
1.0 2.0 9.536743E-4 18 c(2,2)
1.0 1.0 0.0010490417 14 c(1)"), header = TRUE)
closeAllConnections()
# function to do the pa
Hello again Jim (and everyone)
I am having a weird problem here with the same parsing thing.
For example, for the first row I have the following 5 columns.
1.02.03.8146973E-417c(2,2)
I need to convert that c(2,2) into a list and get its mean, in this
particular case mean
Bill D. is quite right, I did have in mind conversion the other way round. I
am happy to concede.
The interesting thing for me is the (relatively) automatic conversion from
.sgml to .Rd format. This is likely to speed things up considerably.
Bill.
-Original Message-
From: William
Your best bet is to make sure that you read the IDs in as characters.
If they are being read in as floating point numbers, then there is
only 15 digits of accuracy, so if you have IDs 18-22 digits, you will
be missing data. So if you are using read.table, then look at
colClasses to see how to do t
On Fri, Oct 22, 2010 at 9:45 PM, Dimitri Liakhovitski
wrote:
> Gabor,
> thanks a lot - sqldf might be a solution. However, do you know if
> sqldf can also read in .txt files (with different delimiters)?
> The data I am dealing with is "|" - delimited. So, I was using
> read.table(...,sep="|")
> I
Gabor,
thanks a lot - sqldf might be a solution. However, do you know if
sqldf can also read in .txt files (with different delimiters)?
The data I am dealing with is "|" - delimited. So, I was using
read.table(...,sep="|")
I looked at sqldf description - but did not see examples with .txt.
Thanks
Hi Hogbin,
Thank you for the reproducible example! In order to get what you want, you
need to print() your xyplot():
library(lattice)
for(i in 1:10){
print(xyplot(rnorm(100) ~ rnorm(100))) # print()
Sys.sleep(0.5)
}
HTH,
Jorge
On Fri, Oct 22, 2010 at 7:53 PM, Zhang, Hongbin [VA] <
Hi Lorenzo,
You might try:
do.call(cbind, lapply(paste('matrix', 1:5, sep = ''), get))
HTH,
Jorge
On Fri, Oct 22, 2010 at 9:18 PM, Lorenzo Cattarino <> wrote:
> Hi R-users
>
>
>
> I have a series of matrices and I would like to bind them together by
> column using a loop (i.e. not writing cbi
Hi R-users
I have a series of matrices and I would like to bind them together by
column using a loop (i.e. not writing cbind(matrix1,
matrix2,matrix3)). The reason is because in my real data set I have
a very large number of matrices.
Example:
matrix1 <- matrix (1:12,4,3)
matrix2 <
> From: ggrothendi...@gmail.com
> Date: Fri, 22 Oct 2010 18:28:14 -0400
> To: dimitri.liakhovit...@gmail.com
> CC: r-help@r-project.org
> Subject: Re: [R] How long does skipping in read.table take
>
> On Fri, Oct 22, 2010 at 5:17 PM, Dimitri Liakho
Hi,
I am using lattice package and like to do this:
library(lattice)
for(i in 1:10){
xyplot(rnorm(100) ~ rnorm(100))
Sys.sleep(0.5)
}
But the display could not show on R device for some reasons. My real xyplot is
more complicate, e.g., I like to simulate an animation with 4 panels. But the
Let me expand on what Max showed.
For the most part, performance on training set is meaningless. (That's
the case for most algorithms, but especially so for RF.) In the default
(and recommended) setting, the trees are grown to the maximum size,
which means that quite likely there's only one data
Hello,
anyone knows if there is a way in R to draw contour on a simplex based on a
function f(x,y,z) with domain (x+y+z = 1)?
Thank you!
gigi
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mail
Bill, this may be a long shot, but the error you report is extremely close
to what you get on a Mac when trying to load rgl when X11 is missing. Bryan
**
Bryan Hanson
Professor of Chemistry & Biochemistry
DePauw University
602 S. College Avenue
Greencastle, IN 46135
PHONE 765-658-4
On Fri, Oct 22, 2010 at 5:17 PM, Dimitri Liakhovitski
wrote:
> I know I could figure it out empirically - but maybe based on your
> experience you can tell me if it's doable in a reasonable amount of
> time:
> I have a table (in .txt) with a 17,000,000 rows (and 30 columns).
> I can't read it all
On Oct 22, 2010, at 4:14 PM, Marc Schwartz wrote:
> On Oct 22, 2010, at 4:00 PM, David Herzberg wrote:
>
>> I start with:
>>
>> v1<-c(1,3,5,7)
>> v2<-c(2,4,6,8)
>>
>> And I want to end up with:
>>
>> v3<-c(12,34,56,78)
>>
>> How do I get there?
>>
>> Thanks,
>
>
>> v1*10 + v2
> [1] 12 34 5
<< repost because previous attempt was not plain text, sorry! >>
Hi Folks,
I have a pretty simple problem: after building a multivariate linear model,
I need to report my 95% confidence interval for predictions based on future
observations.
I know that one option is to use predict(interval="predi
Record 7 is an extension record for the SPSS sav file format. It is used for
new features in order to preserve the ability of older versions of SPSS to
read newer files. I don't recall what subtype 18 is, but in most cases, an
unrecognized subtype does not affect the data.
--
View this message
Dear list,
It might be of interest to (Win|Open)BUGS users trying to use it from R
on Linux platform, and to Linux R users trying to call (Win|Open)BUGS to
note that two new packages have appeared on the OpenBUGS "User
Conributed Code" (http://openbugs.info/w/UserContributedCode).
R2OpenBUGS seem
> Date: Fri, 22 Oct 2010 17:17:58 -0400
> From: dimitri.liakhovit...@gmail.com
> To: r-help@r-project.org
> Subject: [R] How long does skipping in read.table take
>
> I know I could figure it out empirically - but maybe based on your
> experience you can tell me if it's doable in a reasonable
Hi,
I realise this was a few years ago, but any chance you could pass on the
help page that give references for this?
I have the same issue with my own data at present (noninteger count data).
Many thanks,
Anne Oxbrough
--
View this message in context:
http://r.789695.n4.nabble.com/glm-quas
I know I could figure it out empirically - but maybe based on your
experience you can tell me if it's doable in a reasonable amount of
time:
I have a table (in .txt) with a 17,000,000 rows (and 30 columns).
I can't read it all in (there are many strings). So I thought I could
read it in in parts (e
On Oct 22, 2010, at 4:00 PM, David Herzberg wrote:
> I start with:
>
> v1<-c(1,3,5,7)
> v2<-c(2,4,6,8)
>
> And I want to end up with:
>
> v3<-c(12,34,56,78)
>
> How do I get there?
>
> Thanks,
> v1*10 + v2
[1] 12 34 56 78
HTH,
Marc Schwartz
__
Though bigmemory, ff, and other big data solutions (databases, etc...)
can help easily manage massive data, their data objects are not
natively compatible with all the advanced functionality of R.
Exceptions include lm and glm (both ff and bigmemory support his via
Lumley's biglm package), kmeans,
I start with:
v1<-c(1,3,5,7)
v2<-c(2,4,6,8)
And I want to end up with:
v3<-c(12,34,56,78)
How do I get there?
Thanks,
David S. Herzberg, Ph.D.
Vice President, Research and Development
Western Psychological Services
12031 Wilshire Blvd.
Los Angeles, CA 90025-1251
Phone: (310)478-2061 x144
FAX
Hi,
I am new to R statistics.I am doing microarray analysis. For which I have
text file "__.txt[1]" which contains 47 columns and 43377 rows including the
first row and first column with headers(names). I need to write a code to
normalize using cyclic loess.
I see this formula for it:
normalize.lo
Thanks for the info!
-Original Message-
From: David Scott [mailto:d.sc...@auckland.ac.nz]
Sent: Friday, October 22, 2010 4:19 PM
To: David Reiner
Cc: Li, Jing Yi; r-help@r-project.org
Subject: Re: [R] previous business day
On 23/10/2010 4:59 a.m., David Reiner wrote:
> Look at the docum
On 23/10/2010 4:59 a.m., David Reiner wrote:
Look at the documentation for timeDate and try ?timeNdayOnOrBefore after
loading the package.
-- David
If you are dealing with such problems I suggest you obtain
"A Discussion of Time Series Objects for R in Finance"
available from Rmetrics for
Tal Galili writes:
> I suspect that using "dev.copy2eps" Is not going to help you here.
>
> Please try again using:
>
> pdf(...) # Check: ?pdf
> for(i in something)
> {
> plot(things)
> }
> dev.off()
>
> But give pdf() the file path.
> Make sure you can make it work with simple plots.
Actually it is not that difficult to parameterize the covariance matrix
so that the
optimization is unconstrained. first parameterize the correlation matrix
and the
standard deviations separately. the std devs can be parameterized as
sigma_i=exp(x_i) 1<=i<=n
For the correlation matri
My apologies for the too-brief description of my problem. Let me start
again.
As I said before, I have R-2.11.1 installed on SLES 10.1. I have installed
on top of that Rcmdr v 1.6.0 and many associated packages (the default
suggestions during Rcmdr installation). Upon starting Rcmd
If you do it the way I just wrote, you will get 1 pdf file with many figures
inside it.
If you want several files, you can use something like:
png(filename = "Rplot%03d.png")
Instead of using "pdf" in my last example.
Keep this outside the loop :)
p.s: at this point you probably have numerous op
Hello,
It appears there is a limit in the number of criteria that can be put into
the Aggregate sum function. (It looks like it is 32).
My code is;
HSfirst=aggregate(count,
list(P2010W,P2009S,P2009W,P2008S,P2008W,P2007S,P2007W,P2006S,P2006W,pcom,W2010W,W2009S,W2009W,W2008S,W2008W,W2007S,W2007W,W
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius
> Sent: Friday, October 22, 2010 6:25 AM
> To: Dimitri Liakhovitski
> Cc: r-help
> Subject: Re: [R] lm looking for weights outside of the
> user-defined function
Great. Thanks a lot!
Please follow the attached hyperlink to an important disclosure:
http://www.credit-suisse.com/legal/marketcommentary
-Original Message-
From: David Reiner [mailto:david.rei...@xrtrading.com]
Sent: Friday, October 22, 2010 11:59 AM
To: Li, Jing Yi
Cc: r-help@r-proj
I suspect that using "dev.copy2eps" Is not going to help you here.
Please try again using:
pdf(...) # Check: ?pdf
for(i in something)
{
plot(things)
}
dev.off()
But give pdf() the file path.
Make sure you can make it work with simple plots. then check it on your
situation, and let us
Unintelligible -- to me anyway. You will have to explain what you mean
more explicitly and with greater clarity -- at least for my feeble
mind-- to get help.
-- Bert Gunter
On Fri, Oct 22, 2010 at 11:01 AM, Marcelo Lima wrote:
> Dear all,
>
> I generated a covariance matrix and I would like to g
Dear all,
I generated a covariance matrix and I would like to generate a 1D plot of
the data that auto-correlate. any suggestions?
Thanks,
Marcelo
--
Marcelo Andrade de Lima
UNIFESP - Universidade Federal de São Paulo
Departamento de Bioquímica
Disciplina de Biologia Molecular
Rua Três de Maio
Bill, thanks so much for this. I'll get a chance to test it later today, and
will post the outcome.
David S. Herzberg, Ph.D.
Vice President, Research and Development
Western Psychological Services
12031 Wilshire Blvd.
Los Angeles, CA 90025-1251
Phone: (310)478-2061 x144
FAX: (310)478-7838
email
Hi,
Created a covariance matrix and i would like to add a diagonal line to the
plot, any suggestions?
Thanks
--
Marcelo Andrade de Lima
UNIFESP - Universidade Federal de São Paulo
Departamento de Bioquímica
Disciplina de Biologia Molecular
Rua Três de Maio 100, 4 andar - Vila Clementino, 04044-
I responded to another question that asked the exact same question. So, I
will repeat my answer here:
Nick Higham (2002) discusses algorithms for this. One of the algorithms
discussed in the paper is implemented in the "Matrix" package as `nearPD'
function.
library(Matrix)
?nearPD
Ravi.
I am not surprised that you are running into difficulties with this model
estimation, since you are treating a constrained optimization problem as
unconstrained one. It is not so easy to set constraints on the covariance
matrix (i.e. positive definiteness). The is the beauty of the EM algorithm
i
Can you show us the code that generated the errors?
Best if you can provide reproducible code (stuff that we can just cut and paste
and it runs, not depending on data that we do not have, you can generate random
data, use built in datasets, or use dput with your data).
--
Gregory (Greg) L. Sno
You have not provided us sufficient information to help you. I would guess
that the error message probably has something to do with the way your
likelihood function is defined. Can you at least show us how the function
is defined (just the argument list) and the optim call?
Ravi.
-Original
Hey,
I'm using R as a pre-processor for a large dataset with IDs which are
numeric (but has no numeric meaning so can be seen as factors).
I do some data formating and then write it out to a csv file.
However the problem is that the IDs are very long, 18-22 chars long more
precisely. R is constan
Hello,
This question is relevant for users of the survey package and the function
'svyglm'.
I am fitting a model using a normal link (linear regression) and would like to
compute the R-squared. How can I retrieve or compute this from the data
structure returned from svyglm?
Thank you,
Chirag
Baris Demiral googlemail.com> writes:
>
> Hi folks,
>
> I am new to lme in R, and I have a question regarding to the effect of scale
> function on the lme. When I use the function to scale and centre the levels
> of the fixed effects (e.g., X and Y; both have two levels) and write them to
> new
Hi,
On Fri, Oct 22, 2010 at 12:27 PM, Neeti wrote:
>
> thank you so much.. but i could not understand which parameter should i use?
Sorry, I can't really help you unless you're a lot more specific about
what you are having problems with.
Look at the "Examples" section in the help for the svm fu
Thank you. I will try this.
--
View this message in context:
http://r.789695.n4.nabble.com/importing-csv-gets-me-all-16-000-columns-with-NA-tp3006480p3007477.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-project.org mailing
You were a bit vague about the format of your data.
I'm assuming all columns were numeric and the entries
are one of 0, 1, and NA (missing value). I made a
little function to generate random data of that format
for testing purposes:
makeData <- function (nrow = 1500, ncol = 140, pMissing = 0.1)
thank you so much.. but i could not understand which parameter should i use?
--
View this message in context:
http://r.789695.n4.nabble.com/about-libsvm-tp3007214p3007500.html
Sent from the R help mailing list archive at Nabble.com.
__
R-help@r-projec
NppToR is not guaranteed to work when ran as Administrator. This is due to
the different permissions that is running. NppToR without admin privileges
should not be able to find the running R process, or should not be able to
control it. Although If you run NppToR as Admin it should be able to
c
David,
here I'm referring to your data as testmat, a matrix of 140 columns and 1500
rows, but the same or similar notation can be applied to data frames in R.
If I understand correctly, you are looking for the first response (column)
where you got a value of 1. I'm assuming also that since your m
Hi,
It looks to me like you want to fit x as an offset (i.e. a variable with a
fixed gradient of 1). If so, simply do:
lm(y~1+offset(x)) #for a model with an intercept
or
lm(y~-1+offset(x)) #for a model with no intercept
Cheers,
Nick
-Original Message-
From: r-help-boun...@r-project.o
Dear all,
I'm using R (2.10.1) under Ubuntu (9.10) and,
as I don't like vi, I edit my functions with
the command : edit(.,editor="gedit") which works
fine, except when gedit happens to be already
running. Then a new tab is created, and on exit
all changes are lost, regardless if I close the tab
or
Dear R users,
I have a data set with time series as continuous (time(day of measurement) =
1,7,14,21...), for each time I have measured height in a total of 100
individuals.
I would like to correlate height with chlorophyll content (single measurement
per individual), and for that I would like
Hi all,
Issue:
I have two datasets, one is a regular time series (rain gauge) with resolution
of 10 minutes. The other one is an irregular time series (link). Now I want to
analyze the correlation between these two datasets with linear regression. The
regular time series is a data.frame and the
Hi folks,
I am new to lme in R, and I have a question regarding to the effect of scale
function on the lme. When I use the function to scale and centre the levels
of the fixed effects (e.g., X and Y; both have two levels) and write them to
new columns:
ex:
dat$cX<-scale(as.numeric(dat$X),center =
Look at the documentation for timeDate and try ?timeNdayOnOrBefore after
loading the package.
-- David
-Original Message-
From: Li, Jing Yi [mailto:jingyi...@credit-suisse.com]
Sent: Friday, October 22, 2010 9:38 AM
To: David Reiner; David Winsemius
Cc: r-help@r-project.org
Subject: RE
I'm glad this has helped both of you, but as a note, David deserves
the credit here---I just put the code together and tested it on
Windows.
Josh
On Fri, Oct 22, 2010 at 3:59 AM, wrote:
>
> Thank you for this!
>
> I had also wanted in the past to do this, and ended up writing dummy files
> with
Jim,
>> In the glm object I can find the contrasts of the main treats vs the
>> first i.e. 2v1, 3v1 and
>> 4v1 ... however I would like to get the complete set including 3v2, 4v2,
>> and 4v3 ... along with
>> the Std. Errors of all contrasts.
Your best all round approach would be to use the m
Here's the problem I'm trying to solve in R: I have a data frame that consists
of about 1500 cases (rows) of data from kids who took a test of listening
comprehension. The columns are their scores (1 = correct, 0 = incorrect, . =
missing) on 140 test items. The items are numbered sequentially a
Paul Murrell will be teaching his online course"Graphics in R," on
Nov. 5 - Dec. 3 at statistics.com.
Graphics in R, teaches you how to produce publication-quality
statistical plots of data using R. It will cover plots such as
scatterplots, bar plots, histograms, boxplots and Trellis plots. It
If you are using the Windows GUI you can turn
'output buffering' on and off by either typing
Ctrl-W or by using the Misc>Output Buffering
menu item. When output buffering is off you
may not need to add flush.console() to your code.
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of
> bill.venab...@csiro.au
> Sent: Thursday, October 21, 2010 5:33 PM
> To: glenn.tre...@ilim.com; r-help@r-project.org
> Subject: Re: [R] Conversion of S+ libraries
>
> It would
Hi,
On Fri, Oct 22, 2010 at 9:30 AM, Neeti wrote:
>
> hii all!!!
>
> could anyone tell me how to use libsvm in R.. i am not able to find good way
> to use it
Use the `svm` function from the e1071 package:
R> install.packages('e1071')
R> library(e1071)
R> ?svm
-steve
--
Steve Lianoglou
Gr
Ravishankar,
> I used Random Forest with a couple of data sets I had to predict for binary
> response. In all the cases, the AUC of the training set is coming to be 1.
> Is this always the case with random forests? Can someone please clarify
> this?
This is pretty typical for this model.
> I hav
yes. do you know the name of related functions in the timeDate package?
Thanks!
-Original Message-
From: David Reiner [mailto:david.rei...@xrtrading.com]
Sent: Friday, October 22, 2010 10:10 AM
To: Li, Jing Yi; David Winsemius
Cc: r-help@r-project.org
Subject: RE: [R] previous business d
On Fri, Oct 22, 2010 at 9:13 AM, Czerminski, Ryszard
wrote:
> I want to fit a linear model with fixed slope e.g. y = x + b
> (instead of general: y = a*x + b)
> Is it possible to do with lm()?
Yes. The simplest way is to fit
lm(y - a*x ~ 1)
which will give you the estimate of b, its standard
yes, you can use an offset, e.g.,
x <- runif(100, -3, 3)
y <- 2 + x + rnorm(100)
lm(y ~ x)
lm(y ~ offset(x))
I hope it helps.
Best,
Dimitris
On 10/22/2010 4:13 PM, Czerminski, Ryszard wrote:
I want to fit a linear model with fixed slope e.g. y = x + b
(instead of general: y = a*x + b)
Is
I want to fit a linear model with fixed slope e.g. y = x + b
(instead of general: y = a*x + b)
Is it possible to do with lm()?
Regards,
Ryszard
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Found the problem. Have to change the path in Tinn-R
On 22 October 2010 13:53, ellen pape wrote:
> Dear R users,
>
> I tried opening the R console in Tinn-R, but this is not possible. I get
> the following message:
>
>
> C:\Program Files\R\R 2.12.0\bin\R-gui.exe
>
> The file above is not exe
you may be thinking of the timeDate package, which has some holiday calendars.
HTH,
David L. Reiner, PhD
Head Quant
XR Trading LLC
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Li, Jing Yi
Sent: Thursday, October 21, 2010 3:51 PM
You'd need to show us the code you attempted to use in order to make it
possible to help you.
A good idea may also be to contact the package maintainer directly.
Best regards,
Christian
On Fri, 22 Oct 2010, Penny Adversario wrote:
I did cluster validity using internal and stability measures
Nick Higham (2002) discusses algorithms for this. One of the algorithms
discussed in the paper is implemented in the "Matrix" package as `nearPD'
function.
library(Matrix)
?nearPD
Ravi.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf
"Er, I don't see any italics in the output or implied by the expression. "
Freudian slip...
...font superscripting is what I meant
All is perfectly clear now. Thanks again!
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Hi Penny,
Could you provide the code you are using?
(also, using a subject to the e-mail, would have been nice :) )
Tal
Contact
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Read me: www.talgalili.com (Hebrew) |
On Oct 22, 2010, at 9:22 AM, kurt_h...@nps.gov wrote:
Greetings
Using the following command I've been trying to subset a
dataframe of
counts of an organism to compute the sizes of groups for use as a
predictor:
Hs.patches <- as.data.frame(with(Hs.long,
table(Cave,Year,Month,Region,
On 10/22/2010 03:15 PM, DrCJones wrote:
Hi, Thanks for all of your replies!
David, a slightly modified version of what you gave did the trick:
hist(X,main = expression("["*Ca**""^paste(2,"+")*"]i"~'onsets'))
here you put the 2+ into the superscript of a superscript.
compare these four:
hist(
On Fri, Oct 22, 2010 at 9:20 AM, Alexander Salim wrote:
> Hi all,
>
>
>
> Issue:
>
> I have two datasets, one is a regular time series (rain gauge) with
> resolution of 10 minutes. The other one is an irregular time series (link).
> Now I want to analyze the correlation between these two datasets
On Oct 22, 2010, at 9:15 AM, DrCJones wrote:
Hi,
Thanks for all of your replies!
David, a slightly modified version of what you gave did the trick:
hist(X,main = expression("["*Ca**""^paste(2,"+")*"]i"~'onsets'))
But I prefer the way '2+' is italicized in the solution Dennis gave:
I agree
nps.gov> writes:
>
> Greetings
> Using the following command I've been trying to subset a dataframe of
> counts of an organism to compute the sizes of groups for use as a
> predictor:
>
> Hs.patches <- as.data.frame(with(Hs.long,
> table(Cave,Year,Month,Region,Plot,)))
>
> I am get
hii all!!!
could anyone tell me how to use libsvm in R.. i am not able to find good way
to use it
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Sent from the R help mailing list archive at Nabble.com.
On Thu, Oct 21, 2010 at 7:23 PM, mkinseth wrote:
>
> I'm new to R. I have a mac (OS10.6). I have converted an Excel file to a csv
> to import into R. I have used many methods to import the file, most do not
> work, the best so far is:
>
> filename <- read.csv(/Users/Desktop/csvfile.csv", header=T,
As you suggested, David, the code below works.
Now I it can find the weights - because they are in the data frame x.
But how can I be sure now that it actually grabs the data from the
data frame "variables" and not the data frame x?
x<-data.frame(y=rnorm(100,0,1),a=rnorm(100,1,1),b=rnorm(100,2,1),
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