Hi
Please, be more clear in what do you want. I get many errors trying your code
and your explanation does not help much.
> for(i in length(1:(2*nrow(X{
+ Y$IID1new <- ifelse((as.character(Y[,2]) == as.characterXl[,i]) &
X$IID1new != '') , as.character(as.matrix(X[,(2*nrow(X)+i)])),'')
1) This question belongs on R-devel. Please read the Posting Guide.
2) I am almost certain that unless you have built your R software using Visual
Studio 2012, you will be unable to use a package built with that tool with your
R software. Read the instructions regarding Rtools on CRAN regarding
1. Homework? We don't do homework here.
2. I believe what you purport to do is unlikely answer the "is it
random" question. Or, more exactly, may very well give an incorrect
answer.
To learn what you should do:
3. Post to a statistics (or math) site like stats.stackexchange.com.
You gave no deta
> Hello,
>
> I'm trying to connect to a MongoDB through the rmongodb package. Here is
> my system info:
>
> R version 3.1.1 (2014-07-10)
> Platform: x86_64-w64-mingw32/x64 (64-bit)
>
> I can install the rmongodb package but it won't load, see below:
> > install.packages("rmongodb")
> Installing pac
Hi,
I?m fairly new to R and have a problem mentioned in the subject ...
I want to draw a scatterplot in 3d - either with scatterplot3d or -
preferably - with the rgl package - but instead of points or text
(text3d command of rgl) I would like to draw either histograms or pie
charts to visualiz
CRAN (and crantastic) updates this week
New packages
* ADDT (1.0)
Maintainer: Yili Hong
Author(s): Yili Hong, Yimeng Xie, and Caleb King
License: GPL-2
http://crantastic.org/packages/ADDT
Accelerated destructive degradation tests (ADDT) are often used to
collect necessar
Padmanand Madhavan Nambiar gmail.com> writes:
>
> Hi Sir,
>
> How to use the "optim" for maximization. I don't understand the
> control$fnscale option that is given on help page. It says if the
> control$fnscale is negative, the function will be maximized.
>
> Thanks a lot
>
> Padmanand
Hi Sir,
How to use the "optim" for maximization. I don't understand the
control$fnscale option that is given on help page. It says if the
control$fnscale is negative, the function will be maximized.
Thanks a lot
Padmanand
--
Padmanand Madhavan Nambiar
Alternate e-mail id : an...@uga.edu
(Pa
Hello Everyone,
I've created a sample of poker hands being dealt. How can I plot the
data visually in R/R-Studio where x=(Card1,Card2) and Y = Frequency Of
Occurence? I'm trying to visualize a simulation, to compare to an actual
dataset, to determine if the hands being dealt in the "actual" com
I have two data frames
For simplicity:
X=
V1 V2 V3 V4 V5 V6
samas4 samas5 samas6 samas4_father samas5_mother samas6_sibling
samas4 samas5 samas6 samas4_father samas5_mother samas6_sibling
samas4 samas5 samas6 samas4_father samas5_mother samas6_sibling
Y=
FID IID
FAM01 samas4
FAM01 samas5
FAM0
ifelse() often has problems constructing the right type of return value.
if you want to keep the data as a factor (with its existing levels)
use x[condition] <- value instead of ifelse(condition, value, x). E.g.,
> x <- factor(c("Large","Small","Small","XLarge"),
levels=c("Small","Med","Large"
On Sun, 28 Sep 2014, Arnab Dutta wrote:
Hi,
In order to have robust standard errors in R, what would be the command
that can generate results similar to the "robust" option in STATA?
This usually refers to sandwich standard errors aka HC or HC0 in case of
the linear regression model. Thes
Arnab Dutta gmail.com> writes:
>
> Hi,
>
> In order to have robust standard errors in R, what would be the command
> that can generate results similar to the "robust" option in STATA? I tried
> using the "lmrob" command from the package "robustbase". With that, the
> Adjusted R squared is q
Hi,
In order to have robust standard errors in R, what would be the command
that can generate results similar to the "robust" option in STATA? I tried
using the "lmrob" command from the package "robustbase". With that, the
Adjusted R squared is quite different from the normal "lm" command. Thi
Andras Farkas yahoo.com> writes:
>
> Dear All,
>
> please help with the following if you can:
>
[snip details]
>
>
> first24 <-sum(unlist(c(subset(df, df[, 'simt'] > 0 & df[, 'simt'] <=
> z[1], 3
> second24 <-sum(unlist(c(subset(df, df[, 'simt'] > z[1] & df[, 'simt'] <=
> z[2], 3))
Apologies - you're right. Missed it in the pdf.
K.
On Sun, Sep 28, 2014 at 10:22 AM, Bert Gunter wrote:
> Inline.
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
> (650) 467-7374
>
> "Data is not information. Information is not knowledge. And knowledge
> is certainly not wisdom."
> Cliffo
Inline.
Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374
"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll
On Sun, Sep 28, 2014 at 6:38 AM, Kate Ignatius wrote:
> Strange that,
>
> I did put everything with as.charact
Dear All,
please help with the following if you can:
we have:
simt <-seq(0,147,by=1)
simc <-50*exp(-0.01*simt)
out1.2 <-data.frame(simt,simc)
AUC <-c(0,apply(matrix(simc),2,function(x) (diff(simt)*(x[-1]+x[-length(x)]))/2
))
df <-cbind(out1.2,AUC)
z <-cumsum(rep(24,max(out1.2$simt/24)))
Strange that,
I did put everything with as.character but all I got was the same...
class of dbpmn[,2]) = factor
class of dbpmn[,21] = factor
class of dbpmn[,20] = data.frame
This has to be a problem ???
I can put reproducible output here but not sure if this going to of
help here. I think its
in ?which read about arr.ind
following jims assumption (column instead of row indices is what you
want) this also works:
m <- matrix(1:20,4)
unique(which(m>11, arr.ind = T)[,"col"])
On 27 September 2014 12:23, Jim Lemon wrote:
> On Fri, 26 Sep 2014 10:15:14 PM Fix Ace wrote:
>> Hello, there,
>>
I believe you are in Circle 8.2.7 of
The R Inferno.
http://www.burns-stat.com/documents/books/the-r-inferno/
Pat
On 28/09/2014 05:49, Kate Ignatius wrote:
Quick question:
I am running the following code on some variables that are factors:
dbpmn$IID1new <- ifelse(as.character(dbpmn[,2]) ==
as
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