Re: [R] Running R scripts from a GUI interface

Jason Rupert wrote: > > I am curious if there is a typical approach for developing a GUI to run R > scripts or to export R scripts in a DLL or other format so that they can > be run from such a GUI. > > I also have not settled on a GUI development language so any suggestions > there are also

Re: [R] Is there a fast way to do several hundred thousand ANOVA tests?

The usual methods of avoiding loops may provide some speedup (but you've already done the allocation of the full results vector outside the loop, which is probably a major saving) - others may have more detailed advice on that score. Within the loop there are some speedups possible. update() wi

Re: [R] fitting a truncated power law

Is "k" the count? What are x and y? are both measured? Don't the two k's in the "exp" term cancel? Is there a reference? glen_b wrote: > > > Let me rephrase. You have some counts. You have some other measurement or > measurements. Presumably you

Re: [R] fitting a truncated power law

Let me rephrase. You have some counts. You have some other measurement or measurements. Presumably you are trying to predict (fit) expected count in terms of the measurements. Can you identify which variable is the count and how your model describes the expected count? Glen glen_b wrote

Re: [R] fitting a truncated power law

Hang on, now I'm very confused. What is the information you have collected? Is it x and y? k and x? which one is the count? John Sanders-2 wrote: > > The function I'm trying to fit has the form: > > P(k) > ~ k^(-y) exp (– k ⁄ kx) > > And deals with count data. I'm a newbie, so any more spe

Re: [R] fitting a truncated power law

John Sanders-2 wrote: > > How can I fit a truncated power law to a vector? I can't find a function > to do that. If the function provides an AIC, even better. > Okay, "power law" I understand - f(x) = k.x^a, or on the log-scale log(f(x)) = log(k) + a log(x) (linear) I was unfamiliar with the

Re: [R] z[i,j] = x[i,j] * y(i+j) ?

Gabor Grothendieck wrote: > > Try this: > > z <- x * y[row(x) + col(x)] > Thanks! yes, that's the ticket. In testing out your solution, I noticed I described my problem wrongly. Apologies to anyone I confused. So a clarification for anyone trying to follow this: The index for y should h

[R] z[i,j] = x[i,j] * y(i+j) ?

For the life of me I couldn't work out what to searc I have an m*n numeric matrix x and a numeric vector y (of length m+n-1) How do I do a calculation like this? z[i,j] = x[i,j] * y[i+j] ? Well, one can write a pair of loops, or write a single loop within which we calculate a vector at a ti

Re: [R] How to do poisson distribution test like this?

Corrected links (the originals somehow aquired an extra space, sorry) Paper: http://www.plantphysiol.org/cgi/content/full/148/3/1189 Table I: http://www.plantphysiol.org/cgi/content/full/148/3/1189/TBL1 -- View this message in context: http://www.nabble.com/How-to-do-poisson-distribution-test

Re: [R] How to do poisson distribution test like this?

I have gone to have a look at the paper. (http:// www.plantphysiol.org/cgi/content/full/148/3/1189 ) to try to work out what they're actually doing, in the hope that I might be able to figure out their procedure so we can give a more complete answer to the question. Unfortunately, I'm more confuse

[R] Cumulative row sums, row differences

6 6 However, if I use that I lose the first column label. Is there a way to do something like this without losing that label? (again, if possible, that also works for data frames?) thanks! Glen_B. -- View this message in context: http://www.nabble.com/Cumulative-row-sums%2C-row-differences-tp24