hi: no. it's not the same. if you read the paper that I referenced last
night, that explains how to do the following test :
Ho: R2 = R1
H1: R2 != R1
that's a different test from what you did but i think it's what you want.
On Jul 8, 2010, chen jia wrote:
Thanks, Chuck.
wow chuck. you really know how to dig up the archives. I don't know if it's
exactly relevant for what the OP is asking but i did use the
( or atleast a )Â paper by hotelling and it was titled "the selection of
variates for use in prediction with some comments on the general problem of
Hi: I'm not familar with prcomp but with the principal components function
in bill revelle's psych package , one can specify the number of components
one wants to use to build the "closest" covariance matrix I don't know
what tol is doing in your example but it's not doing that
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Hi: John Fox's CAR book has some very nice examples of how the multinomial
likelihood is estimated computationally speaking. But you mentioned
multilevel earlier which sounds more complex ?
On Aug 2, 2009, nikolay12 wrote:
Thanks a lot. The info about computing the gradient
Hi All: I get the following error when trying to install the rjags package.
I've installed the
jags software and I'm using Fedora 10.0 and my sessionInfo is at the bottom
of this email.
I'm also sorry if this email ends up having control A's all over it. I still
haven't figured h
agresti's book ( forget which one. there are two ) has an appendix about the
history of categorical data that i remember being quite interesting. that's
the only one i know of.
On Jun 18, 2009, Michael wrote:
Hi all,
I apologize for this off-topic question but I need your
Hi Bill: I was trying to do below myself but was having problems. So I took
your solution and made another one. yours was working
a little weirdly because I don't think the person wants to keep rows where
there are 2 dnv's in a row and he/she also wanted to keep
the row if the sec
Hi:Â you have to return the dataframe inside the lapply. I also changed =
to <- but I doubt that matters.
d1 <- data.frame(x1=1,x3=4)
d2 <- data.frame(x1=2,x3=5)
d3 <- data.frame(x1=3,x3=6)
d4 <- data.frame(x1=4,x3=7)
a = list(d1,d2,d3,d4)
print(a)
lapply(a,function(.df
Hi Kynn: this oddity is discussed in Patrick Burn's document called "The R
Inferno". I don't recall the fix so I'm not sure if below is the same as
what his book says to do but it seems to do what you want.
x <- list()
x[[1]] <- 2
x
length(x)
print(str(x))
x[2] <- list
I hate to start a whole war about this but isn't there some percent chance (
not much but
non zero ) that she's willing to pay the 300.00Â so that she can get a nice
solution that she can then
learn from ? I'm definitely guilty of this behavior as a non-student and i
forget to
to whomever that was. i deleted your email but I think below does what you
want. as always, there's probably some
improvement that could be done. whether it's  minor or major, i'm not sure
?
also, 3 things:Â Â
A)there are some Inf's in the output because of division by zero but
Hi: you've got to create a setdiff in both directions in order to get the
lone ones in each column because setdiff is
not commutative meaning that setdiff(a,b) does not equal setdiff(b,a). once
you do that, then
( setdiff1 + setdiff2 - intersect ) should equal the union.
if it
Below works but it has two backslashes in the word. maybe someone can
explain why the 4 and 2 works but 2 1 doesn't ? thanks.
gsub("","","Hello\\World",perl=TRUE)
On Apr 3, 2009, Andrew Conway wrote:
I am trying to check for backslashes in data, then remove them when I
Hi kevin: one use ( there are probably many others ) is for use inside
a vector autoregression model where the RHS is
lags of the independent variable. So, x_t is the 3rd column, x_t-1 is the
second, x_t-2 is the third etc.
On Apr 3, 2009, rkevinbur...@charter.net wrote:
I h
Hi Stephen: If you want to take tem out of quotes, you can use deparse
substitute as in below. Maybe there are other ways
also but that's the one I often see used. I hope this email ends
up looking okay because my mailer has been acting strangely lately.
         Â
Hi: I have had a similar issue so below are ways that I deal with
that.  i don't think there are manuals/ documentation for
becoming more of a developer ( someone can correct me if I'm wrong and I'd
be happy to be wrong ) but there are other ways:
1) Staying on this list
Hi: Here's my revised attempt at explaining my problem. Hopefully it won't
get sent out weirdly like it did earlier. Â The link to what I'm trying to
follow is
http://www.stat.columbia.edu/~gelman/stuff_for_blog/AlanRPackageTutorial.pdf
 I've been going through the tutorial but wh
apologies for my screwed up send. it looks really funked when I read it
so my mail settings must be messed up. I'll resend it later tonight from
a different computer.
On Mar 31, 2009, markle...@verizon.net wrote:
Hi Everyone: I've been going through Alan Lenarcic's package tu
Hi Everyone: I've been going through Alan Lenarcic's package tutorial but
when I did
R CMD SHLIB Xdemo.cc Xdemo_main.cc -o Xdemo.dll
I got the following error:
XDemo_res.rc:15:38: warning: missing terminating " character
XDemo_res.rc:23:34: warning: missing terminating ' charact
Thanks berwin. See what I sent to Ben. I better start looking up my
stat textbooks or going back to class before I start using stat terms.
You guys are on top of things .
On Sat, Mar 21, 2009 at 10:50 PM, Berwin A Turlach wrote:
G'day Mark,
On Sat, 21 Mar 2009 22:08:21 -0500 (CDT)
mar
thanks ben: i think my example makes sense but my terminology of one
tailed two tailed was wrong or flipped or whatever. in fact, that's
why i gave the example. i wasn't remembering the terminology because
it's been too long since i stepped in a classroom ( 8 years ).
On Sat, Mar 21, 2009 at
by definition, the one tailed p-value has to be <= 0.5 so there is
still something wrong with your OpenEpi calc. Most likely it's
calculating the
2 tailed p-value and then mistakenly multiplying by 2. For example:
A) Suppose you are testing
Ho: u = u_0
Hi:
For A, you can use head and tail but you have to add a zero the front.
For B, you can use the same function, but put it inside an sapply and
run over the columns and then cbind it back with the original dataframe.
A)
nm2 <- c(rep("SPZ8", 10), rep("SPX9", 10))
-1.0*c(0,as.numeric((head(nm2,
Jorge was kind enough to point out that I made a mistake in referencing
gabor's solution.
See below. Thanks Jorge.
Begin forwarded message
Subject: Re: [R] Writing xls - multiple sheets
Date: 3/12/2009 6:03:13 PM
From: Jorge Ivan Velez
To: markle...@verizon.net
Hi Mark,
I think that Gabor sent something earlier today ( or atleast something
related ) so check the archives for his solution.
On Thu, Mar 12, 2009 at 4:29 PM, Ferry wrote:
Hi,
Is there a package I can use to write to multiple sheets on xls file,
other than using the paid version of xlsReadWri
Hi: Below works but it's extremely ugly and overly complicated. i'm sure
someone else will send you something better and I'll be waiting also.
Also, the way I named the rows and columns works for below but it won't
hold in the general case if you don't have nice ordered names like
you do below.
below is one link for an explanation of the equivalence between AR(1)
and OU so I was wrong about needing an AR(2). at a quick glance, i think
OU's that can always be written as AR(1)'s
( with a correct mapping of parameters ) but not every AR(1) can be
written as an OU ?
http://www.puc-rio.br
i think there's confusion here between a time series that reverts to its
long term mean
and an "ornstein uhlenbeck" type of mean reversion. they're not the same
thing and
I don't want to go into the difference because I would probably just add
to the confusion.
you might be better off sending
Hi: what you want to do is not recommended if you're doing a statistical
computation ( many threads
on this. search the archives if you want more details ) but if you
really want to do that below should work:
mat[is.na(mat)]<-0
On Thu, Mar 5, 2009 at 11:22 PM, Manli Yan wrote:
I have a 50
can someone show me how to use a regular expression to break the string
at the bottom up into its three components :
(-0.791,-0.263]
(-38,-1.24]
(0.96,2.43]
I tried to use strplit because of my regexpitis ( it's not curable. i've
been to many doctors all over NYC. they tell me there's no cure
oops, then i guess i should not have sent the recode suggestion.
choonhong: I only
sent it as an example of how to recode your factor. I didn't mean to
imply ( nor
did i even give it much thought ) that what you're doing is
statistically/philosophically
correct.
I'm a friend but I think what D
Hi: John Fox's recode function in his car package provides a convenient
way for doing what
you need. I don't know what your factor is specifically but below is
mostly taken out
of the help for "recode" and shows how to take a factor and recode it to
make it a new
factor. you can apply that for
Thanks Berwin. You're correct in that I meant the R Language
Definition. Well, it may be a draft but I read it for the first time a
few months ago and
it was very enlightening so, whether it's a draft or not, I highly
recommend it. ( but not for total beginners. The R-intro is better for
a m
Hi Wacek: Somewhere I remember reading that environments have
functionality like lists EXCEPT for the names part. IIRC, I think that I
read this in the R Language Reference manual also.
On Wed, Feb 25, 2009 at 4:32 AM, Wacek Kusnierczyk wrote:
a quick follow-up:
e = new.env()
e$a
Hi David: If your variables are in a dataframe called DF and the
dependent variable is in the first column , you can do below but you
probably are well aware of this anyway.
lmresults<-lapply(names(DF[,-1],function(.name) {
lm(DF[,1] ~ DF[,.name], data=DF)
})
This will run through each of
David, Wacek: Just so everyone knows, I just looked and this is
explained quite clearly in the R Language Reference manual, very
similarly to what Wacek did below.
On Wed, Feb 25, 2009 at 3:42 AM, Wacek Kusnierczyk wrote:
David Winsemius wrote:
On Feb 24, 2009, at 11:36 PM, Fuchs Ira wrot
Hi Ira:
For your first question, under the hood of R, names<- is actually a
function so , when you do that, you need to say names(a)[2] rather
than names(a[2]). why this is is tricky and I wouldn't do it justice if
i tried to explain it. it's best if you do ?"names<-" at an R prompt and
read t
One way is to use %in% like below:
df<-data.frame(var.a=rnorm(10), var.b=rnorm(10),var.c=rnorm(10))
print(df)
df <- df[,!(names(df) %in% c('var.a','var.b')),drop=FALSE]
print(df)
On Tue, Feb 24, 2009 at 3:10 PM, Sean Zhang wrote:
Dear R-helpers:
I am an R novice and would appreciate answer
There's probably something built in to R but you can change the values
of the percentiles (p) below to get the value that corresponds to it.
rounding might be problematic also.
temp <- c(1,4,8,3,5)
p <- 0.8
temp[order(temp)][round(length(temp)*p)]
On Tue, Feb 24, 2009 at 2:36 PM, Peterko
Hi Simon: In below , test1 spelled out is count ~ siteall + yrs +
district + yrs:district so this is fine.
but in test2 , you have years interacting with district but not the main
effect for years. this is against the rules of marginality so I still
think there's a problem. I would wait for J
Hi: Below is a TOTAL HACK and I don't recommend it but it does seem to
do what you want. I think that I remember Gabor saying that you can
merge multiple data frames using zoo but I don't know the specifics. I'm
sure he'll respond with the correct way. Below uses a global variable
to access the
Hi Gundala: Below works but I was trying to figure out a way to not have
to add the last line and I gave up.
dat<-c(0.00377467,0.00377467,0.00377467,0.00380083,0.00380083,0.00380083,0.00380959,
0.00380959,0.00380959,0.00380083,0.00380083,0.00380083)
# MAKE A TEMPORARY MATRIX
temp <- matrix(dat
Doug Martin et al ( he may not be the first author ) has a book called
Robust Regression
and I vaguely recall seeing a chapter in there related to outlier
detection. in time series.
Given that there's an S+ package associated with the book, maybe that
package has been or can be translated to
it does and you get exactly what monica wanted if you take out the "sp
and just return the whole thing. thanks.
On Thu, Feb 12, 2009 at 5:52 PM, David Winsemius wrote:
aggregate and by are convenience functions of tapply.
Consider this alternate solution:
xveg[which(xveg$tot %in% with(xv
Thanks Rolf. very nice but "pretty easy" is ALWAYS a relative
statement.
On Thu, Feb 12, 2009 at 3:59 PM, Rolf Turner wrote:
On 13/02/2009, at 9:06 AM, markle...@verizon.net wrote:
Hi Jason: below seems to work. you have to take the transpose because
the apply
returns the rows transposed
Hi Jason: below seems to work. you have to take the transpose because
the apply
returns the rows transposed. i'm also not sure how to make the NAs be
the last
ones but maybe someone can show us how to do that.
mat <- matrix(c(2,7,2,7,9,10,10,6,8,6,1,9,7,2,0),byrow=TRUE,nrow=3)
print(mat)
t(app
i'm sorry. i had an error in my previous code because i left out a
letter in the rownames.
while fixing that, i also found a solution. so i'm sorry for the
confusion.
below is my fix.
temp2 <- matrix(rnorm(10),nc=1,nrow=10)
rownames(temp2) <- c("a","b","c","d","e","f","g","h","i","j")
print(te
this is a bad question but I can't figure it out and i've tried. if i
sort the 2 column
matrix , temp1, by the first column, then things work as expected. But,
if I sort the 1 column matrix, temp2, then it gets turned coerced to a
vector. I realize that I
need to use drop=FALSE but i've put it i
Hi Bert: I think what you said about a prior guess for the NULL is
also similar to what Chuck said about people looking with a blank stare.
Thanks for the clarification.
On Tue, Feb 10, 2009 at 7:06 PM, Bert Gunter wrote:
The only question at issue (i.e. capable of being addressed) is:
Hi: Bert: can you do that because the null is that they are equal
before and after,
not that the proportion is zero ? Thank for any clarification to my
lack of understanding.
On Tue, Feb 10, 2009 at 5:43 PM, Bert Gunter wrote:
Ah, experimental units,again ... a subject little taught by
hi: maybe it's minimizing the negative of the likeihood rather than
maximizing the likelihood ?
other than that, i don't see that being possible because of what you
said. see what
happens if you estimate an arima(1,1,3) ?
On Tue, Feb 10, 2009 at 12:51 PM, Stephen Collins wrote:
All -
I a
hi: it's not clear to me what you're trying to do but maybe outer is
what you want ?
outer(x,y)
it takes every value in x and pairs it with every value in y and the
default operation is multiply. see details by doing ?outer.
On Wed, Feb 4, 2009 at 10:36 PM, cruz wrote:
Hi,
I compute t
I'm sure below is fine but john fox's CAR book has some nice examples
of how to compute the logit parameters and variances from scratch using
iteratively weighted least squares.
On Thu, Jan 29, 2009 at 1:54 AM, justin bem wrote:
Run
outfit<-nlm(..., hessian=T) and then standards error ar
I'm still going over old emails and trying to get my head around
evaluation so I'm persistent if nothing else.
A while back , an expert sent me below as an exercise in understanding
and I only got around to it tonight. I understand some of the output but
not all of it and I put "Why not Zero
Hi: if i understand, i think
newx<-x[ x %in% key]
should give you what you want.
On Sun, Jan 25, 2009 at 10:27 PM, Akshaya Jha wrote:
Hi,
I have the following datasets:
x=data I am looking through
key=a set of data with the codes I want
I have the following issue:
I want the subset of x
Hi: I think I saw a link where the author clarified the original article
and explained more clearly that the design of R had it roots in S/S+. I
don't
remember where I saw it but it's somewhere. Also, I think it's jumping
the gun to claim that anyone lied to anyone before doing the research
and
I've been going back to old difficult R-list "evaluation" emails that I
save in order to understand evaluation better and below still confuses
me. Could someone explain why A) works and B) doesn't. A variant of
below is in the Pat's Inferno book also but I'm still not clear on what
is happeni
Hi Harold: Below works on your data set but check it a lot because I am
a little worried that
I could have missed something. Hopefully someone can send a a little
clearer way.
dat <- data.frame(id = c(1,1,2,2,2), var1 = c(10,10,20,20,25), var2 =
c('foo', 'foo', 'foo', 'foobar', 'foo'))
print(
Martin Morgan kindly explained to me off-list that I need to use
R CMD pdflatex mark-example.tex.
That fixed my problem.
On Mon, Jan 12, 2009 at 11:25 PM, markle...@verizon.net wrote:
In my original message, I forot to include my Session Info so it is
below. I apologize for that.
sessio
In my original message, I forot to include my Session Info so it is
below. I apologize for that.
sessionInfo()
R version 2.8.0 (2008-10-20)
i386-redhat-linux-gnu
locale:
LC_CTYPE=en_US.utf8;LC_NUMERIC=C;LC_TIME=en_US.utf8;LC_COLLATE=en_US.utf8;LC_MONETARY=C;LC_MESSAGES=en_US.utf8;LC_PAPER=en_
I am trying to learn the basics of Sweave so I read some things and a
friend gave me his Rnw file
to play with. I am able to do R CMD Sweave mark-example.Rnw. That works.
But,
then when I do latex mark-example.tex, I get the message below. I looked
in the archives
and Martin Morgan mentioned som
Thanks Kingsford. I thought the column power was supposed to be just for
that column but you're probably correct. English has its oddities
because if one reads the actual sentence the person wrote it's still not
clear, atleast to me.
"Actually I want to have a matrix with p columns such that
Charlotte: I ran your code because I wasn't clear on it and your way
would cause more matrices than the person requested. So
I think the code below it, although not too short, does what the person
asked. Thanks though because I understand outer better now.
temp <- matrix(c(1,2,3,4,5,6),ncol=2)
hi: i tried regular expressions and , as usual, failed. but below does
do the job uglily using strsplit. i'd still be curious and appreciate if
someone could do the regular expression method. thanks.
dts <- c("1990m12", "1992m8") #March 1990 and Aug 1992
#SPLIT IT USING m
temp <- strsplit(dts,
Hi: Veslot: I'm too tired to even try to figure out why but I think
that there is something wrong with your sl function. see below for an
empirical
proof of that statement. OR maybe you're definition of sliding window
is different than rollapply's definition but rollapply's answer makes
more
andrew has a point which makes my solution wrong. you'd have to change
the factors to numerics and I'm not sure what
would happen when you did that. if you want to send a sample file of
your data, that would be best but andrew's suggestion may
work right off the bat.
On Sun, Dec 14, 2008 at
hi: change your dots to NAs and then use na.locf in the zoo package. i
didn't test it but i think that should work.
DF$ID[DF$ID == .]<-NA
DF$ID<-na.locf(DF$ID)
On Sun, Dec 14, 2008 at 8:56 PM, Zhixin Liu wrote:
Hi R helpers,
If I have a dataset looks like:
ID record 120
.
i guess it depends on what you have installed on your linux OS but
xpdf works for me. i use fedora.
On Sun, Dec 14, 2008 at 7:18 PM, Dennis Fisher wrote:
Colleagues,
I am interesting in opening a PDF document via the command line from
both Windows, OS X, and Linux ( R version 2.8.0). I
could someone explain why the name of FPVAL gets " .value" concatenated
onto it when the code below is run and temp is returned.
I've been trying to figure this out for too long. It doesn't matter when
I put the FPVAL in the return statement. It happens regardless of
whether it's first or last.
to the person who just asked about the feather and jet problem: i lost
your email but below works. there should be a shorter way by
avoiding the last statement and doing everything in the lapply but I've
had enough of feathers and jets tonight.
m <- data.frame(class = c("birds", "planes"), feat
disregard my last question. i forgot that d1 was a dataframe and was
thinkiing it was a vector. i think i can fix what i was doing now.
On Fri, Dec 12, 2008 at 8:52 PM, markle...@verizon.net wrote:
could someone explain what is happening below ? I was trying to solve
a related question on
could someone explain what is happening below ? I was trying to solve a
related question on the list and then , as I was solving it,
I was getting strange answers and then I noticed below. It's obviously
not a bug but I don't get it. Thanks.
m <- data.frame(class = c("birds", "planes"), feather
a friend of mine sent me the following and I'm thinking that there are
people on this list that might be interested and could also hit the 10%
improvement mark possibly ? i don't know any more about it than the
article says so, if someone is interested, I guess you would have to
contact netf
Hi Oliver: if I understood Chris's email correctly , he wanted to
compare all possible row ( row1 with the other 4 rows of the other
matrix,
row 2 with the 4 rows of the other matrix, etc, etc, ) combinations of
the two matrices, not the individual elements of the matrix. That's just
my interpr
hi chris: i'm betting that there is a better/shorter more R'ish way to
do it ( if someone could provide that, it's appreciated ) but below will
get the output in the format you need. the all function tests whether
all the elements are equal so you don't need setequal although i guess
it's a ma
hi: below almost gets you there except for the endpoints. see filter for
more information.
d=0.5
L=20
x=seq(20, by=1, length.out=20)
temp <- as.numeric(filter(x,filter=c(d,(1-2*d),d),sides=2))
print(temp)
On Sun, Nov 9, 2008 at 10:57 PM, stephen sefick wrote:
#Is there a way to vectorize th
Hi: Gabor's solution does do it in a single line. he just used paste to
make the line. see below. John's is sort of a single line also but he
called sub twice.
I doubt that it's possible to make it shorter than those solutions.
# Gabor's solution spelled out.
patReg1 <- "(^[ <*]+)"
patReg2 <
Hi Rolf: it's not what's inside the lapplys that i was interested in
which probably made my question more confusing. all i was trying to show
was that,
in EXAMPLE 1, the name comes back at the top level of the result.
in EXAMPLE 2, i can use the name GGG inside the lapply functon to do
whate
my problem is more complex than below but I think below can suffice. i
have a list and the name of it at the top level is GGG. so, if i do an
lapply and operate on lower components in the sublist, then I can do as
shown in EXAMPLE 1 and what will come back will be named GGG at the top
level.
hi ricardo: you're english is fine. i'll cc the list because i
haven't done that and i don't know what a geodata object is but my
guess is that you can use write.table. you can see the details of that
function by doing ?write.table.
On Sun, Nov 2, 2008 at 9:02 PM, Ricardo Bandin wrote:
thanks Rolf. Yes, I meant temp.R. I was going to use test.R but then
I realized that I already had a program named that. I think the R gods
are
really hating me !!! it's a very odd thing. I'll grep the file
because maybe the output is in there somewhere and i'm missing it ?
On Wed, Oct
Hi Phil: That's EXACTLY what it is. Thanks so much. It's nice to know
that the R Gods don't hate me. I hope it's okay that I'm going to cc
r-help
in case this thread comes up in the future and also so that other people
who might want to help know that it's solved. Thanks again.
On Wed, Oc
I usually just run my R programs at the R command prompt but for my
latest one I want to save any output that gets written to the screen so
I am
trying to use R CMD BATCH and send the output to an output file. I
realize I could use sink at the prompt but I'd rather try to do it this
way
becaus
the str function shows that x is an int and y is a num so it's probably
not a bug. or maybe the conversion to num is but probably not the
identical.
x = 1:10
y = 1:10
all.equal(x,y)
identical(x,y)
y[11] = 11
y = y[1:10]
all.equal(x,y)
identical(x,y)
print(str(y))
print(str(x))
On Sun,
if you do below, then d[[1]] is the first, d[[2]] is the second etc.
d <- lapply(1:50,function(.index) {
data.frame(x=factor(),y=numeric())
})
print(d)
print(str(d))
On Fri, Oct 24, 2008 at 4:36 AM, tedzzx wrote:
Dear R users,
I want to creat a group of data frames, such as:
d1
just to add to ted's explanation in case it helps to fix the email
server problem: below are the two Recipients and one of the two is
always contained in the repeated emails that I'm receiving. Also, of
course i don't mean to claim that the names contained in below are
doing anything to cau
below i think semi does what you want but it's never going to repeat a
value because it's sampling without replacement ? in that sense,
it's not as general as what you asked for. if you need the repeating
thing, then i'm not sure how to do that. hopefully someone else does.
lapply(1:30, functio
Hi Rolf: yup, i'm getting copies over and over of a few different
posts and yes one is yours. they have been coming over and over since
about 5pm and it's now about midnight ( US Eastern time )
On Thu, Oct 23, 2008 at 8:01 PM, Rolf Turner wrote:
I keep getting repeated copies of ``R-hel
megh: assuming that i understand what you want, i think below does it
but check it carefully because i didn't.
i = 1:9
a = matrix(1:9, 3)
tempa <- lapply(i,function(.index) {
a^.index
})
tempb <- lapply(seq(1,dim(a)[1]*dim(a)[2],by=dim(a)[1]),function(.index)
{
do.call(rbind,tempa[.index
that's extremely rude , especially to all the people who made and make
R what it is. If you don't like R, noone is forcing you to use it.
On Thu, Oct 16, 2008 at 5:50 PM, repkakala Gazeta.pl wrote:
On 10/16/2008 10:50 AM, culpritNr1 wrote:
Now, modern high level languages like the cont
this seems l ike it shouldn't be that hard but i give up.
if i have a string say, temp<-"01", I want to increase it by 1 so that
it becomes "02". but the following code obviously won't work when the
input string is say "10" because then it gives "011" when I just want
"11". uuugh.
does so
If I have the string below. does someone know a regular expression to
just get the "BLC.NYSE". I bought the O'Reilley
book and read it when I can and I study the solutions on the list but
I'm still not self sufficient with these things. Thanks.
stock<-"/opt/limsrv/mark/research/equity/project
hi: you should probably send below to R-Sig-Finance because there are
some econometrics people over there who could also possibly give you
a good answer and may not see this email ? Also, there's package called
mar ( I think that's the name ) that may do what you want ?
Finally, I don't k
I am estimating a multinomial model with two quantitative predictors, X1
and X2, and 3 responses. The responses are called neutral, positive and
negative with neutral being the baseline. There are actually many models
being estimated because I estimate the model over time and also for
various
DF<-cbind(c("a","b","a"),c(4,3,6))
DF[(DF[,1] %in% names(which(table(DF[,1]) >= 2))),]
On Sun, Aug 31, 2008 at 2:19 AM, Yuan Jian wrote:
Hi,
�
I have a matrix.
a<-cbind(c("a","b","a"),c(4,3,6))
[,1] [,2]
[1,] "a"� "4" [2,] "b"� "3" [3,] "a"� "6"
I want to remove rows in matrix a whos
this is for the person who asked me about prediction confidence
intervals in a GLM because I lost your email. Below follows a simple
example in CAR and the variance covariance of the beta coefficients is
in the summary. So, I think, given that output, it should be pretty
straightforward to do
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