Hi,
Say x.train is a matrix of covariates that I want to do PCA on, so I can
do regression on its principal components, and x.test is a test set of
the same covariates on which I want to evaluate the regression fit. I
would like the covariates to be centred and scaled:
p <- prcomp(x.train, cen
Doran, Harold wrote:
> I'm curious if there are users of RPy on this list. I've recently
> created a gui front end using Tkinter for some python scripts I've
> written for some of our internal operations and I am quite pleased with
> how this program works.
>
> I wonder if it is possible to also
Hello everyone,
I know I can save a snapshot an rgl device, but currently it only appears to
do png format. Is there some way of exporting a high-quality picture more
fit for publication?
Thanks,
Mike
__
R-help@r-project.org mailing list
https://sta
Hi all,
I am looking for toolboxes that can handle simulation and/or solution of
SDE with jumps, say levy processes, jump diffusion processes, etc.
Could anybody give me some pointers to really good ones in R, (or Maple or
Matlab)? I did google search myself and haven't found much...I would
also l
Rob,
I had tried that but mhor requires 3 variables (i.e., a conditional test). I
didn't think to just create a third variable...vector of 1's. Now it works
fine.
Thanks!
Jeff
-Original Message-
From: Robert Baer [mailto:[EMAIL PROTECTED]
Sent: Saturday, April 19, 2008 6:48 PM
To: Dr.
Dear Joe,
See ?jitter.
apropos("jitter") or help.search("jitter") would have helped you to
discover this.
Regards,
John
On Sat, 19 Apr 2008 19:00:23 -0400
Joe Trubisz <[EMAIL PROTECTED]> wrote:
> Hi...
>
> In Stata, there is the ability to display scatter plots with data
> points at the s
Joe Trubisz wrote:
> Hi...
>
> In Stata, there is the ability to display scatter plots with data
> points at the same (x,y)
> location, using the 'jitter' command of the twoway scatter stata
> command.
>
> Anyone know of a way that I can do the equivalent thing in R?
>
> For non-Stata reader
Hi...
In Stata, there is the ability to display scatter plots with data
points at the same (x,y)
location, using the 'jitter' command of the twoway scatter stata
command.
Anyone know of a way that I can do the equivalent thing in R?
For non-Stata readers, if jitter is enabled in stata, and n
See if this is what you are looking for:
library(epicalc)
data(Oswego)
use(Oswego)
cc(ill, chocolate)
mhor(ill, chocolate, sex)
You might also wish to read the details of:
mantelhaen.test
HTH],
Rob Baer
- Original Message -
From: "Dr. Jeff Miller" <[EMAIL PROTECTED]>
To: <[EMAIL PROTEC
Hello!!!
I have been read a much about as read data from Excel File, but I haven´t
found the necesary information to read the data.
Now, I can create a channel : channel <- odbcConnectExcel("file.xls") but I
don´t know as read the data??
I hope that you could help me. Thank you very much.
--
V
Dear R helpers,
I'm trying to fit a model for prediction, but I have 18 variables to choose
from. So, my question is what are the methods used for choosing the best and
smallest subset out of those 18 to predict y ? I tried the common ways:
std. and corr, multiple regression is hard beca
On Sat, 19 Apr 2008, Gad Abraham wrote:
> Charles C. Berry wrote:
>> On Fri, 18 Apr 2008, Gad Abraham wrote:
>>
>> > Frank E Harrell Jr wrote:
>> > > Gad Abraham wrote:
>> > > > Hi,
>> > > >
>> > > > Design isn't strictly an R base package, but maybe someone can
>> > > > explain
>> > > >
Haenlein.Michael whu.edu> writes:
>
> Dear all,
>
> I would like to calculate a Moran's I statistic using the moran function in
> the spdep package. The problem
> I'm having deals with how to create the listw object.
>
> My data stems from the area of social network analysis. I have list of p
I do think this is definitely an R-devel topic according to the posting
guide, so I am not going to go into any details here.
However, the issue is fairly clearly a corrupt CHARSXP cache, the only
place CXTAIL is used.
On Sat, 19 Apr 2008, Søren Højsgaard wrote:
so it looks as though the er
I am sorry for the incorrect subject. My subject autofilled without my
noticing in time. I suppose a better subject would be Calculating
proportion of shared occurances and randomizations.
Grant
2008/4/19 Grant Gillis <[EMAIL PROTECTED]>:
> Hello All,
>
> Once again thanks for all of the help
Hello All,
Once again thanks for all of the help to date. I am climbing my R learning
curve. I've got a few more questions that I hope I can get some guidance on
though. I am not sure whether the etiquette is to break up multiple
questions or not but I'll keep them together here for now as it
Found it!
http://download.opensuse.org/distribution/10.3/repo/oss/suse/i586/
Consider adding this link to a readme file in the download directory.
Bob
bob mccall <[EMAIL PROTECTED]> wrote: Greetings:
I'm trying to install R-base on Suse 10.3 but Yast complains of failed
dependancies. It need
On Fri, 18 Apr 2008, Matthew Fero wrote:
> I'm wondering if someone can tell me how R determines where to wrap
> lines in its output.
>
> I'd like to understand this because occasionally often after running
> a script the output of R no longer wraps at the correct location.
Try
options(
so it looks as though the error message is a little buggy (it should
print TYPEOF(v), not TYPEOF(x), or maybe it should test x, not v.) But
I don't really know what it's doing. Are you using a STRSXP somewhere
that is expecting a CHARSXP?
Duncan Murdoch
No; the code that produces the error is
Edwin,
the problem is that the underlying R code treats the "lab" argument as
something that should be approximate in some way.
In your case, you can say, e.g.:
par(lwd=3)
scatterplot3d(.
lab= c(5,hostLength*2),
.)
Best wishes;
uwe
Edwin Sendjaja wrote:
On Sat, Apr 19, 2008 at 1:06 PM, Tobias Verbeke
<[EMAIL PROTECTED]> wrote:
> Anna-Maria Tyrisevä wrote:
>
> > please, could somebody tell me how can I superpose a group of x,y-plot
> > points (using different symbols) that belong to a certain class of factor
> z?
> > Can't find a solution despi
Anna-Maria Tyrisevä wrote:
> please, could somebody tell me how can I superpose a group of x,y-plot
> points (using different symbols) that belong to a certain class of factor z?
> Can't find a solution despite of hours of reading.
x <- rnorm(30)
y <- rnorm(30)
f <- factor(sample(LETTERS[1:5], 30
On 19/04/2008 1:18 PM, Søren Højsgaard wrote:
> Dear List
> On windows XP using R.2.6.2 I get the message
>
> Error: value of 'SET_CXTAIL' must be a char or NULL, not a 'char'
>
> in connection with calling C code (using the .Call interface). I have been
> unable to find any info on this (in
Dear List
On windows XP using R.2.6.2 I get the message
Error: value of 'SET_CXTAIL' must be a char or NULL, not a 'char'
in connection with calling C code (using the .Call interface). I have been
unable to find any info on this (in Writing R extensions). Can anyone help me
with understandi
Greetings:
I'm trying to install R-base on Suse 10.3 but Yast complains of failed
dependancies. It needs blas and readline. I installed readline and gsl thinking
that gsl would solve the blas prob, but no luck. The readline problem remains
as well.
Any ideas??
Thanks,
Bob
---
Hi,
please, could somebody tell me how can I superpose a group of x,y-plot
points (using different symbols) that belong to a certain class of factor z?
Can't find a solution despite of hours of reading.
Thanks in advance,
Anna-Maria
__
R-help@r-proj
Did you notice that the residual function I gave flipped what your
original example problem used as starting values for munb and size? so you
can sometimes afford to give a bad starting value for these param.
in trying to calculate the gradient L-BFGS-B may try evaluate fn with
parameter values ou
Lines <- "10092007 24.62 24.31 24.90
11092007 19.20 23.17 22.10
13092007 24.71 27.33 23.10
14092007 27.33 27.90 24.10
15092007 28.22 28.55 24.30
16092007 28.53 29.24 27.40
17092007 24.19 30.64 26.80
18092007 22.60 20.62 28.40
19092007 18.89 21.70 14.70
20092007 21.27 22.92 17.30
21092007 22.38 24.7
hoogeebear wrote:
> Hi,
>
> Just wondering is there a way to make the width of bar charts that you
> create using R smaller?
>
> Also, a bar chart I created has a total number of 23 entries (with 2
> different columns 14 and 9), how can I have the total number on the Y axis
> adding up to 23 an
Matthew Fero <[EMAIL PROTECTED]> wrote in
news:[EMAIL PROTECTED]:
?options
#... and look at the width parameter
> options(width = 100)
> 1:40
[1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
26 27 28 29 30 31 32
[33] 33 34 35 36 37 38 39 40
There may be Mac spec
Thank you very much for the help and the great suggestion on cleaning up the
residual function.
Setting the bounds and being very careful with the starting position (on my
real data) do seem to do the trick, which I wouldn't have guessed given the
error message that was getting thrown.
Best,
Gavin,
Thank you very much for the explanation it is very assuring . I knew
that the sign of the eigenvectors can flip but i was puzzled that always PCA
and CA came one way and DCA the other way - i mean flipped every time i've run
the analysis the idea was to use different ord
spec.pgram() does not just transform to frquency domain: for a single
series it then takes the squared amplitude. You cannot undo that. Try
applying (the square root of?) your function to the Fourier fransform
instead.
Study of the references on ?spec.pgram is recommended, or a discussion
wi
Dear R-users,
I have to deal with (txt) files of the form
10092007 24.62 24.31 24.90
11092007 19.20 23.17 22.10
13092007 24.71 27.33 23.10
14092007 27.33 27.90 24.10
15092007 28.22 28.55 24.30
16092007 28.53 29.24 27.40
17092007 24.19 30.64 26.80
18092007 22.60 20.62 28.40
19092007 18.89 21.70 14.
On 19.04.2008, at 06:46, maud wrote:
> I am having some trouble learning regular expressions. Let me describe
> the general problem I am dealing with. Consider the following setup:
>
> Joe<- c(1,2,3)
> Bob<- c(2,4,6)
> Alice <- c(9,8,7)
>
> Matrix <- cbind(Joe, Bob, Alice)
> St <- c("Bob", "Alice"
Hi,
Just wondering is there a way to make the width of bar charts that you
create using R smaller?
Also, a bar chart I created has a total number of 23 entries (with 2
different columns 14 and 9), how can I have the total number on the Y axis
adding up to 23 and not the larger of the two columns
Have a look at chartSeries in the quantmod package. It can handle
financial style series formatting quite well. Make sure to get the
newest version of xts and quantmod from CRAN - as there have been
recent updates to the charting facility.
Some documentation can be found at http://www.quantmod.co
Dear R-Help,
I wish to simulate a process so that it has certain properties in the
frequency domain. What I attempted was to generate a random time-series
signal, use spec-pgram(), apply a function in the frequency domain, and then
inverse transform back to the time-domain. This idea does not seem
man4ish schreef:
> I am trying to calculate the regression for the follwing input data stored in
> 'data.txt' file.I am reading this and storing it in the variable i .then i
> am trying to get the predicted value using f1 as dependent and others
> f2f10 as independent variables.It is giving the
On Fri, 2008-04-18 at 18:45 +, Monica Pisica wrote:
> Hi,
>
> I hope someone knows the answer to this or has a real good reference
> about it (I am using Legendre & Legendre, Numerical Ecology, 1998)
> My data is a data.frame with locations as rows and vegetation
> assemblages / species as
On 19 Apr 2008, at 12:01 AM, Peter Dalgaard wrote:
> Antony Unwin wrote:
>>
>>> A couple other maybe not all that trivial things to do is to
>>> improve the data import (it is losing out on most of the things
>>> that I tried)
>>
>> Now what would Brian say to a comment like that? Please ins
I am trying to calculate the regression for the follwing input data stored in
'data.txt' file.I am reading this and storing it in the variable i .then i
am trying to get the predicted value using f1 as dependent and others
f2f10 as independent variables.It is giving the following error. Also i
I am having some trouble learning regular expressions. Let me describe
the general problem I am dealing with. Consider the following setup:
Joe<- c(1,2,3)
Bob<- c(2,4,6)
Alice <- c(9,8,7)
Matrix <- cbind(Joe, Bob, Alice)
St <- c("Bob", "Alice", "Alice:Bob")
Now I want to make a new matrix having
what i am trying to do ,
using the following data , i want to calculate the predicted value for each
row and each value e.g
0 1 2 3 7 5 0 4 4 3 this is row one then i want to do the following
keep 0 dependent variable and others as indepedent (1 2 3 7 5 0 4 4 3)
predict value for this.
again
On 19-Apr-08 06:19:09, Johan Jackson wrote:
> Hello,
> Is there any way to add multiple separators in the sep= argument
> in read.table? I would like to be able to create different columns
> if I see a white space OR a "/".
>
> Thanks in advance,
> JJ
As well as Brian Ripley's suggestion for how
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