Here is a relatively simple script (with comments as to the logic
interspersed):
# Some of these libraries are probably not needed here, but leaving them in
place harms nothing:
library(tseries)
library(xts)
library(quantmod)
library(fGarch)
library(fTrading)
library(ggplot2)
# Set the w
Is there a package (and for that matter a function) that I can use to
create clustered wordclouds. The current wordcloud package simply has more
frequent words as larger words, whereas what I want is the cluster centre
to be the more frequent words but, the closer a word is to another the
higher th
Ok, it seems to have worked on my machine as well, but for some levels
you didn't mention before.
If you are having trouble with the header names, I'll take a stab at
it -- R (by default) requires them to be syntactically valid names
(i.e., can't start with a number or have a dollar sign or hyphe
You might consider using the state.vbm map that is now part of the maptools
package.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Jeffrey Joh
Sent: Tuesday, January 17, 2012 3:37 AM
To: r-help@r-project.org
Subject: [R] Display
See the rasterImage function to do the plotting. If you need to read the image
in then I would start with the EBImage package from bioconductor (though there
are others as well).
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Al
In addition to the recommendations to use the grid function, you could just do:
par(tck=1)
before calling the plotting functions.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Erin Hodgess
Sent: Wednesday, January 18, 2012 6:19
You could use the saveHistory command to save the history of commands that you
have written to a file, then read that into a variable using the scan function,
then do the save or save.image to save everything.
A different approach would be to save transcripts of your session that would
show the
Would you like to do this plot in base graphics or in ggplot2? If the
latter, I'd suggest you look over Hadley's online documentation and
the archives of the dedicated ggplot2 mailing list.
If you want to do it in base graphics, you'll have to say what your
data set looks like and what sort of gra
It's pretty hard to answer this without the file in hand, but I'd
guess something like the following is at play:
Columns of data.frame()s have to have a single type. So if R sees
anything it thinks is a character, it will coerce the whole column to
character. Since you have not set the first row t
Dear All,
I have a text file, tab delimited, called "sample.txt",as follows:
ID_REF382GC_ScoreThetaRB_Allele_FreqLog_R_Ratio
23BB0.91015270.97349790.878895110
26AB0.60033230.43850732.0333640.48509790.01553433
I have ex
On Jan 23, 2012, at 7:37 PM, klakoh wrote:
I have already obtained my confidence intervals from a bootstrapping
procedure and now I want to plot the estimates and the confidence
intervals
similar to the plots obtained when the geom_smooth function is used in
ggplot2.
Thanks
You should look
There are multiple inverse() functions in the R universe: which one
are you attempting to use? (Also, none of them seem to be in
particularly standard packages: are you sure you aren't looking for
solve()?)
Reproducible code (as well as including the error you got) would be
very helpful.
Michael
the filter() command puts NAs on the ends.
acf(na.omit(v))
Michael
On Mon, Jan 23, 2012 at 7:27 PM, Rampagegrl
wrote:
> Hi guys,
>
> I'm trying to do the autocovariance of a moving average but it's giving me
> errors. Here is my code:
>
>> w=rnorm(500,0,1)
>> v=filter(w, sides=2, rep(1/3,3))
>
Dear fellow R-users
I've always used Prof Harrell's rms package to calculate/visualize partial
R2 values from a standard regression analysis (below is a quick example on
how I've done so). Recently, I calcuated partial R2 values using the ppcor
and gRbase packages. As it turns out, ppcor and gRbas
Thanks Jim, that's worked
On 24 January 2012 00:49, jholtman [via R] <
ml-node+s789695n4320727...@n4.nabble.com> wrote:
> If 'idh' is the set of indices resulting from the 'split', then your
> function would probably have to look like this:
>
> myfun <- function(x){
> H.scv <- Hscv(data[x, ], pil
Hi guys,
I'm trying to do the autocovariance of a moving average but it's giving me
errors. Here is my code:
> w=rnorm(500,0,1)
> v=filter(w, sides=2, rep(1/3,3))
> acf(w, lag.max=20) <=that printed out a nice graph.
> acf(v, lag.max=20)
Error in na.fail.default(as.ts(x)) : missing values in
I have already obtained my confidence intervals from a bootstrapping
procedure and now I want to plot the estimates and the confidence intervals
similar to the plots obtained when the geom_smooth function is used in
ggplot2.
Thanks
--
View this message in context:
http://r.789695.n4.nabble.com/Pl
Hi, anybody can help me with this? can JAGS solve the inverse of a matrix
in the 3-way array? Thank you!
for(i in 1:n){
for(a in 1:t[i]){
for(b in 1:t[i]){
sigma[i,a,b]<-pow(rho,t[a]-t[b])
}
}
sigmainverse[i,,]<-inverse(sigma[i,,]) # this is where jags got error
}
I wish to perform moving tiles bootstrap resampling on some gridded data
meteorological data. I've many years experience with S-Plus, but it has
no way to perform a moving-tiles bootstrap. Within R I've learned how to
use quadratresample() with the spatstats package and would be happy to
simply
On Sun, 22 Jan 2012, Kevin Burton wrote:
> I installed 'spatial' and could not see that the package includes data to
> map Alaska and Hawaii along with the associated counties .I saw in the demo
> for the package 'sp' that county data was read in for the state of North
> Carolina but I am unclear w
1. It's an interaction in a formula not a multiplication.
2. Read the Help file. It says to use ltsreg not lmsreg.
3. But no P values will be given anyway. The reason is that exact
distributions and therefore reliable P values or CI's for small
samples do not exist for these robust procedures (t
Thanks so much folks. These have all been very helpful!!
Thanks again,
Jess
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_
A couple of additional notes that may or may not be helpful...
1. Note that Michael's solution does exactly as requested and provided
the indices of the 4 smallest values. However it does not provide them
in the order of those values. A simpler construction that does is:
apply(subER, 1, function(
> 3x4
Error: unexpected symbol in "3x4"
R has no idea that you equate "x" as multiplication.. use an astrix
> 3*4
[1] 12
dominic wrote
>
> This is basically my code:
>
> library(MASS)
> lmsreg(formula = b0 ~ b1 + b3 + b1xb2, data=mydata)
>
> b1xb2 is an interaction but it was the centere
On 1/23/2012 8:40 PM, David Winsemius wrote:
On Jan 23, 2012, at 2:30 PM, Petr Savicky wrote:
On Mon, Jan 23, 2012 at 01:08:03PM -0500, R. Michael Weylandt wrote:
I'd do something like
apply(subER, 1, function(x) which(x %in% sort(x)[1:4]))
E.g.
subER <- matrix(sample(100), 10)
Hi.
This
Did you suceed in writing the code for the empricial copula or did you find
it somewhere?
I am searching for a code right now, anyone?
Thanks
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...
tmp.result <- MAX3(a,"asy",1)
tmp.result$p.value
__
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-cont
Hi, all:
I met "Non-conforming parameters for function %*%" problem, when I run the
Jags model in R.
My model is like this:
model{
for(i in 1:n){
for(j in 1:t[i]){
et[i,j]<-yt[i,j]-beta0+betax*xt[i,j]+betat*t[i,j]
}
for(a in 1:t[i]){
for(b in 1:t[i]){
sigma[i,a,b]<-pow(rh
Season Individual FT FTLengthCurvIndex dir.lin
2009W GW522 1 20 0.538931977 1.8884631
2009W GW522 2 28 0.498651384 0.8379838
2010W A1841 17 0.492549537 1.23907
2010W A1842 23 0.630582873 1.30105
On Jan 23, 2012, at 2:30 PM, Petr Savicky wrote:
On Mon, Jan 23, 2012 at 01:08:03PM -0500, R. Michael Weylandt wrote:
I'd do something like
apply(subER, 1, function(x) which(x %in% sort(x)[1:4]))
E.g.
subER <- matrix(sample(100), 10)
Hi.
This is OK, if there are four smallest values, whi
On Jan 23, 2012, at 2:23 PM, Debs Majumdar wrote:
Hi All,
I am trying to figure out what package was used to create the
following graph?
My guess would be filled.contour in the graphics package.
http://f.imgtmp.com/MZjwy.png
--
David Winsemius, MD
West Hartford, CT
_
On Mon, Jan 23, 2012 at 01:08:03PM -0500, R. Michael Weylandt wrote:
> I'd do something like
>
> apply(subER, 1, function(x) which(x %in% sort(x)[1:4]))
>
> E.g.
>
> subER <- matrix(sample(100), 10)
Hi.
This is OK, if there are four smallest values, which
are different from the rest. For the f
Hi All,
I am trying to figure out what package was used to create the following
graph?
http://f.imgtmp.com/MZjwy.png
Thanks,
Debs
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting gui
I am running R 2.14.1 on a Windows XP (32 bit) system, and am trying to
install the package 'Rmpi' to allow me to parallel process on all cores of a
quad-core PC (and if that works well, I want to add extra slaves from a
dual-core laptop). Rmpi appears to install OK (see below), but I am
encounter
Michael,
That's perfect.
Thank you so much, I've been struggling with this for days!
Jess
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_
Uwe Ligges statistik.tu-dortmund.de> writes:
>
>
> On 23.01.2012 15:12, Gilda Mazzarelli wrote:
> > Hi all!
> > I'va tried to install the routine FEAR in R, to compute DEA estimates for
> > an academic work.
> > I've downloaded and installed R (the last version 2.14.1) from
> > http://lib.stat.
On Jan 23, 2012, at 15:38 , Uwe Ligges wrote:
>
>
> On 23.01.2012 15:12, Gilda Mazzarelli wrote:
>> Hi all!
>> I'va tried to install the routine FEAR in R, to compute DEA estimates for
>> an academic work.
>> I've downloaded and installed R (the last version 2.14.1) from
>> http://lib.stat.cmu.
I would like to thank Justin and Matthias for their very helpful on my
query (see it below).
All the best,
Tiago
Dear all,
Supposed I run the following command:
###
#install.packages("Rassoc", dependencies=TRUE)
library("Rassoc")
ca=c(139,249,112)
co=c(136,244,12
I'd do something like
apply(subER, 1, function(x) which(x %in% sort(x)[1:4]))
E.g.
subER <- matrix(sample(100), 10)
But I'll admit that seems clunkier than it should be.
On Mon, Jan 23, 2012 at 12:41 PM, connollj wrote:
> Hello!
>
> I'm working with a matrix called 'subER'. This matrix has 15
Hello!
I'm working with a matrix called 'subER'. This matrix has 150(=h) rows and
15 columns. What I would like to do is have a command that will identify the
minimum 4 values in each row and return the column numbers where these
values were found. My hope is to store this information in a new 15
I am running R version 2.14.1 with up-to-date packages.
When running the HoltWinters function as in
HoltWinters(logjj,gamma=FALSE,beta = TRUE) i get back
Smoothing parameters:
alpha: 0.1692882
beta : TRUE
gamma: FALSE
In the old days (several weeks ago) i used to get back the actual be
?str tells you about the object.
str(MAX3(a,'asy',1))
from that you can see the names of the various parts including p.value.
foo <- MAX3(a,'asy',1)$p.value
On Mon, Jan 23, 2012 at 9:32 AM, Tiago V. Pereira
wrote:
> Dear all,
>
> Supposed I run the following command:
>
>
Dear all,
Supposed I run the following command:
###
#install.packages("Rassoc", dependencies=TRUE)
library("Rassoc")
ca=c(139,249,112)
co=c(136,244,120)
a=rbind(ca,co)
MAX3(a,"asy",1)
##
I get:
The MAX3 test using the asy method
You should read the error message and fix the mentioned file's ownership (see
"ls -l" and "man chown")
---
Jeff NewmillerThe . . Go Live...
DCN:Basics: ##.#. ##.#. Live
With all due respect, these appear to be statistics issues not R
issues. I suggest that they be taken off list and perhaps continued on
stackexchange or some other statistics forum if not privately.
-- Bert
On Mon, Jan 23, 2012 at 8:38 AM, B77S wrote:
> I know this isn't what you are asking, but
Dear R users,
I am trying to use the dlm package, and in particular the dlmBSample function.
For some reason that I am not able to understand, this function does not work
properly and the plot of the result does not make sense, while dlmFilter works
perfectly.
I think that my_mod is correct, beca
Hi, I am trying to upgrade my R version but am having some error trying to get
the key for automatic upgrading from aptitude (ubuntu 11.04). This is what I
did, following instructions from http://cran.r-project.org/bin/linux/ubuntu/
I added the repository address to my software manager.
deb htt
mwege gmail.com> writes:
>
> Hello all,
>
> In lme4 if you want to model two non-nested random effects you code it like
> this:
>
> mod1 <- lmer(y~x + (1|randomvar1) + (1|randomvar2))
>
> How would you go about to model something similar in nlme?
>
> In my database I have two variables for w
I know this isn't what you are asking, but have you considered examining the
relationship between dA and the community density excluding dA?
JulieV wrote
>
> Hi Josh,
>
> Thanks for your response !
>
> Actually, I already tried to plot it with a "classical" regression and I
> know the rel
Hello all,
In lme4 if you want to model two non-nested random effects you code it like
this:
mod1 <- lmer(y~x + (1|randomvar1) + (1|randomvar2))
How would you go about to model something similar in nlme?
In my database I have two variables for which I have repeated measures, lets
call them "ind
Dear Duncan,
That solved it beautifully!
Manabu
On 23 January 2012 14:07, Duncan Murdoch wrote:
> On 12-01-23 8:50 AM, Manabu Sakamoto wrote:
>>
>> Dear list,
>>
>> I gave up trying to fix my movie3d (rgl library) issue in my PC
>> (completely black gif/png file) and went ahead and installed Ma
Does adding font=2 (to select bold) work? See ?par - option font.
--
David L Carlson
Associate Professor of Anthropology
Texas A&M University
College Station, TX 77843-4352
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-b
Greetings,
Regarding "NRI requires cutoff values" or not, the more recent Pencina
et al's paper suggests the use of a category-free NRI, i.e. without
cutoffs.
Pencina, D'Agostino, Steyerberg. Statist Med 2011,30:11-21.
For computations, I find Hmisc's improveProb is very flexible. Allows
use for c
On 23.01.2012 16:13, Scott Raynaud wrote:
Looked at several posts and the installtions docs and still not clear.
If I compile source codes
Which "source codes"? R itself? A package? Something else? Byte-compile?
and then somewhere down the line add
a new package,
What does "add" mean? Ad
In general, you only need to recompile changed packages if you are
staying with the same version of R (to the best of my knowledge). For
changes in R, you might need to recompile everything, depending on the
size of the change in R and your OS.
Things might be slightly different if you are changin
Looked at several posts and the installtions docs and still not clear.
If I compile source codes and then somewhere down the line add
a new package, then I have to recompile my entire installation,
correct? Seems like this is the sentiment of the emails I read.
___
On 23.01.2012 15:12, Gilda Mazzarelli wrote:
Hi all!
I'va tried to install the routine FEAR in R, to compute DEA estimates for
an academic work.
I've downloaded and installed R (the last version 2.14.1) from
http://lib.stat.cmu.edu/R/CRAN, and then I've downloaded FEAR, I've saved
it on the des
That works greatly. Thanks a lot!
On Sat, Jan 21, 2012 at 8:59 PM, R. Michael Weylandt <
michael.weyla...@gmail.com> wrote:
> Read the help page for loadparticularly the part about environments.
>
> E.g.,
>
> a <- 3
> save("a", file = "temp.RData")
>
> a <- 4
>
> env <- new.env()
> load("temp
Hi Josh,
Thanks for your response !
Actually, I already tried to plot it with a "classical" regression and I
know the relation is linear:
dA = 0.765 * dCOM - 0.089
p(slope) < 0.0001
p(intercept) = 0.0003
The fact is that I can not use these results as my variables dA and dCOM are
correlated
Hi all!
I'va tried to install the routine FEAR in R, to compute DEA estimates for
an academic work.
I've downloaded and installed R (the last version 2.14.1) from
http://lib.stat.cmu.edu/R/CRAN, and then I've downloaded FEAR, I've saved
it on the desktop, and following the instruction I've installe
On 12-01-23 8:50 AM, Manabu Sakamoto wrote:
Dear list,
I gave up trying to fix my movie3d (rgl library) issue in my PC
(completely black gif/png file) and went ahead and installed MacPorts
and ImageMagick onto my iMac (OSX ver 10.6.8). I think ImageMagick is
successfully installed in its default
On 12-01-23 8:11 AM, Sri krishna Devarayalu Balanagu wrote:
Hi all,
A small problem raising.
Suppose the follow raw data is stored in a csv file. And the error is coming
as NULL with the following code.
Can you please help?
Thank you in advance.
SUBJCET
You have a typo in the heading line.
There's no column in FD named SUBJECT
In your example data it's named SUBJCET, not the same.
It's also possible that R didn't automatically recognize the first row
as column names, and you need to add header=TRUE to the read.csv()
command.
In either case, you can see the actual column names of yo
Below I have pasted the outputs of an ordistep() on an rda()
I noticed in the final fitting of the ordistep() that two terms
"mydata$TreeCov" and "mydata$HabConfig" were still included but had variance of
0 and therefore P was not calculated.
Why are they still included in the final model?
t
I have an anova.cca() output.
If it is possible I would like to extract the table it contains as a data frame
ie
> > myAnova
> Permutation test for rda under reduced model
> Terms added sequentially (first to last)
>
> Model: rda(formula = mygenind@tab ~ mds3dCS_NULL + mds3dTRE_25_2_CS25 +
> my
Hi all,
A small problem raising.
Suppose the follow raw data is stored in a csv file. And the error is coming
as NULL with the following code.
Can you please help?
Thank you in advance.
SUBJCET
1Ito
1Ito
1Ito
1Ito
1Ito
1Ito
read.csv(
Dear list,
I gave up trying to fix my movie3d (rgl library) issue in my PC
(completely black gif/png file) and went ahead and installed MacPorts
and ImageMagick onto my iMac (OSX ver 10.6.8). I think ImageMagick is
successfully installed in its default location (under /opt/local), and
I ran movie3
If 'idh' is the set of indices resulting from the 'split', then your
function would probably have to look like this:
myfun <- function(x){
H.scv <- Hscv(data[x, ], pilot = "unconstr")
KDE <- kde(data[x, ], H=H.scv, approx.cont=TRUE)
}
This is based on your original example where 'data' was the ob
On 23/01/2012, at 13:31 PM, Nevil Amos wrote:
> I have an anova.cca() output.
>
> If it is possible I would like to extract the table it contains as a data
> frame
> ie
>>> myAnova
>> Permutation test for rda under reduced model
>> Terms added sequentially (first to last)
>>
>> Model: rda(for
Hi,
On the R side, you may want to have a look at the AtelieR package. It's
a GTK GUI which gives you a simple interface to some common Bayesian
tests (on a proportion, on a variance, on a mean, on mean and variance
jointly, on several proportions, on contingency tables, on several means).
T
On 01/23/2012 07:35 PM, uday wrote:
I new in R programming language.
I have some time data
time
[1] "2005-01-03 05:11:39 UTC" "2005-01-03 06:36:02 UTC" "2005-01-03
06:36:55 UTC"
[4] "2005-01-03 06:37:00 UTC" "2005-01-03 06:38:04 UTC" "2005-01-03
06:38:04 UTC"
[7] "2005-01-03 06:38:04 UTC"
Hi
>
> I new in R programming language.
>
> I have some time data
>
> time
> [1] "2005-01-03 05:11:39 UTC" "2005-01-03 06:36:02 UTC" "2005-01-03
> 06:36:55 UTC"
> [4] "2005-01-03 06:37:00 UTC" "2005-01-03 06:38:04 UTC" "2005-01-03
> 06:38:04 UTC"
> [7] "2005-01-03 06:38:04 UTC" "2005-01-03
Hi
>
> Error in data.frame(, check.names = FALSE)
>
> Hi Petr,
>
> I have added for loop for previous code. Some error is coming as “error
> in data.frame(, check.names = FALSE): arguments has different counts
> of rows: 0, 18” for the following code.
>
> Can you please help?
Pro
Le lundi 23 janvier 2012 à 00:35 -0800, uday a écrit :
> I new in R programming language.
>
> I have some time data
>
> time
> [1] "2005-01-03 05:11:39 UTC" "2005-01-03 06:36:02 UTC" "2005-01-03
> 06:36:55 UTC"
> [4] "2005-01-03 06:37:00 UTC" "2005-01-03 06:38:04 UTC" "2005-01-03
> 06:38:04
I new in R programming language.
I have some time data
time
[1] "2005-01-03 05:11:39 UTC" "2005-01-03 06:36:02 UTC" "2005-01-03
06:36:55 UTC"
[4] "2005-01-03 06:37:00 UTC" "2005-01-03 06:38:04 UTC" "2005-01-03
06:38:04 UTC"
[7] "2005-01-03 06:38:04 UTC" "2005-01-03 06:38:04 UTC" "2005-01-03
Dear Soren,
I would try adding the new variable to the dataset and use the data = argument
of lm
foo <- function(mod, data){
data$y3 <- c(1,3,3,4,6)
update(mod, y3 ~ ., data = data)
}
x <- 1:5
y <- c(1,2,3,3,6)
dataset <- data.frame(x = x, y = y)
mm <- lm(y~x, data = dataset)
foo(mm, datas
On 23-Jan-2012 Kevin Burton wrote:
> I have some data where the frequency is heavily weighted
> on the lower end. So I have lots of low values with very
> few higher values. I would like to find breakpoints that
> cover the data with as much detail as possible. I find
> that if I use hist() to auto
Without write access to the SQL database, you cannot merge data from both
sources within the SQL query. You can use paste to build a list of literal
strings that you can refer to in the SQL where clause with IN, pull the results
into R, then use the merge function to combine the data frames in R
Thanks Jim for your reply. I've split the dataset into indices but am now
having problem with my function. The function I need to use is in two parts:
> H.scv <- Hscv(idh, pilot = "unconstr") ## commands from the ks package
>
> KDE <- kde(idh, H=H.scv, approx.cont=TRUE)
I've tried to write the
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