Hello,
On Thu, Aug 01, 2019 at 11:17:30PM +1200, Richard O'Keefe wrote:
2(N-1)/N = 2 - 2/N.
So one way to get exactly that mean is to make all the numbers
2 except for two of them which are 1.
N < 2 : can't be done.
N = 2 : only [1,1] does the job.
N = 3 : the sum of the three numbers must be 4
ute, Room 212
gerrit.eich...@math.uni-giessen.de Justus-Liebig-University Giessen
Tel: +49-(0)641-99-32104 Arndtstr. 2, 35392 Giessen, Germany
http://www.uni-giessen.de/eichner
-
Am 01.08.2019 um 12:27 schrieb Lorenzo Is
Dear All,
I cannot unfortunately provide any R code, otherwise I would not need to post
this in the first place.
I need to generate a sample of N positive non-zero integers such that their
mean is *exactly* 2(N-1)/N, i.e. the mean depends on the length of the sample.
For a start, we can assume t
Thanks, that fixed the issue!
L.
On Tue, Jul 09, 2019 at 01:41:39PM +0200, Ralf Stubner wrote:
Hi Lorenzo
I reordered the quote slightly:
On Tue, Jul 9, 2019 at 1:30 PM Lorenzo Isella wrote:
On Sun, Jul 07, 2019 at 03:16:20PM +0200, Ralf Stubner wrote:
>Did you reinstall the curl pack
b am So. 7. Juli 2019 um
14:16:
Hi Lorenzo,
On Sun, Jul 7, 2019 at 6:42 AM Lorenzo Isella
wrote:
> ** byte-compile and prepare package for lazy loading
> Error in dyn.load(file, DLLpath = DLLpath, ...) :
> unable to load shared object
'/usr/local/lib/R/site-library/curl/libs/curl.
Dear All,
I have just upgraded to Debian stable 10 and rebuilt most of the R
packages.
I use the R backported packages from here
https://cran.r-project.org/bin/linux/debian/#debian-buster-testing
for the core system.
I encounter some issues when updating quantmod, tseries and forecast.
For insta
rradas
Às 15:51 de 26/04/19, Lorenzo Isella escreveu:
Dear All,
I must be drowning in a glass of water.
Consider the following data set
tt2<-structure(list(year = c(2000, 2001, 2002, 2003, 2004, 2005,
2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016,
2017, 2018), country = c(
Dear All,
I must be drowning in a glass of water.
Consider the following data set
tt2<-structure(list(year = c(2000, 2001, 2002, 2003, 2004, 2005, 2006,
2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017,
2018), country = c("DE", "DE", "DE", "DE", "DE", "DE", "DE",
"DE", "DE", "D
Dear All,
I refer to the excellent post at
https://purrple.cat/blog/2018/03/02/multiple-lags-with-tidy-evaluation/
What I want to do is to create a function capable, à la dplyr, to
generate new columns which are a lagged version of existing columns in
a data frame.
For instance, you can do this
Dear All,
I refer to the excellent post at
https://purrple.cat/blog/2018/03/02/multiple-lags-with-tidy-evaluation/
What I want to do is to create a function capable, à la dplyr, to
generate new columns which are a lagged version of existing columns in
a data frame.
For instance, you can do this
:45 AM Lorenzo Isella
wrote:
Dear All,
I am making my baby steps with the tidyverse purr package and I am
stuck with some probably trivial tasks.
Consider the following data set
zz<-list(structure(list(year = c(2000, 2001, 2002, 2003, 2000, 2001,
2002, 2003, 2000, 2001, 2002, 2003), tot
Dear All,
I am making my baby steps with the tidyverse purr package and I am
stuck with some probably trivial tasks.
Consider the following data set
zz<-list(structure(list(year = c(2000, 2001, 2002, 2003, 2000, 2001,
2002, 2003, 2000, 2001, 2002, 2003), tot_i = c(22393349.081,
23000574.372, 2
Dear All,
I have a problem I haver been struggling with for a while: I need to
carry out a non-linear fit (and this is the
easy part).
I have a set of discrete values {x1,x2...xN} and the corresponding
{y1, y2...yN}. The difficulty is that I would like the linear fit to
preserve the sum of the val
Dear All,
Ages ago I posted to this mailing list asking for advice about to
evangelize the use of R in an international public
administration where the fact that R is free is not a decisive factor
(actually its being "freeware" may even be seen negatively). After a
long time, I think it is worthwh
esults are consistent.
-- Forwarded message --
From: Lorenzo Isella
Date: 21 December 2017 at 11:29
Subject: Fitting Beta Distribution
To: "r-help@r-project.org"
Dear All,
I need to fit a custom probability density (based on the symmetric beta
distribution B(shape, shape
Dear All,
I need to fit a custom probability density (based on the symmetric beta
distribution B(shape, shape), where the two parameters shape1 and shape2
are identical) to my data.
The trouble is that I experience some problems also when dealing with the
plain vanilla symmetric beta distribution.
Dear All,
Apologies for not providing a reproducible example, but if I could, then I
would be able to answer myself my question.
Essentially, I am trying to fit a very complicated custom probability
distribution to some data.
Fitdistrplus does in principle everything which I need, but if require me
Dear All,
I am really far from a database expert (I do prefer flat files as long as
that is reasonable), but I have to deal with an accdb database (Microsoft
Access new format). It all stems from the fact that I run R almost
exclusively on Debian platforms.
I did a bit of googling
http://r.789695.
Dear All,
I think there is something wrong with rJava on any Debian based
distribution.
I may be wrong, but I experiencing exactly the problems mentioned at
https://github.com/amattioc/SDMX/issues/130
and at
https://github.com/s-u/rJava/issues/110
A couple of packages (RJSDMX and xlsx) are now
Dear All,
I have a fresh Debian Stretch (now the official Debian stable)
installation on my machine.
Based on what written here
https://cran.r-project.org/bin/linux/debian/#debian-jessie-stable
I added the line
deb https://stat.ethz.ch/CRAN/bin/linux/debian stretch-cran34/
to my sources in ord
Dear All,
Please consider the following example
library(corrplot)
M <- cor(mtcars)
corrplot(M, method="circle", type="lower", diag=F)
Suppose that I want to have the label "mpg" at the top in black
and leave everything else in red.
How can I achieve that?
Cheers
Lorenzo
_
t;,padding.text=3)
If this is *NOT* what you want, do cc the list in any reply.
Oh, and incidentally, your code mistakenly had the "main" argument replicated.
Cheers,
Bert
Bert Gunter
"The trouble with having an open mind is that people keep coming along
and sticking things into i
Dear All,
Please consider the short code at the end of the email.
It generates a barchart where everything is as I want, apart from some
minor tuning of the legend.
I can control the spacing between the text in the two rows of the
legend, but how do I force some separation between the red and the
Dear All,
I am making my baby steps with the lattice graphic system.
I am going through the great book by Sarkar which provides plenty of
examples.
However, I notice that some of them appear to give a different result
on my system.
For instance, consider the following
library(lattice)
library(la
Dear All,
In principle it is a simple question, but not idea about how to tackle
it.
Suppose you have a distribution depending on two parameters,
e.g. beta(a,b).
For some reasons, you want to impose
that the two parameters of the beta distribution are identical,
i.e. you want to fit your data to b
Dear All,
I am sure the solution is a one liner, but I am a bit struggling.
Given a time series which starts at a given time t_ini, I would like to set
a initial start time farther away in the past and have NA before t_ini
(I need this to align different time series).
For instance
d<-ts(seq(20),
, 2017 at 1:57 AM, Lorenzo Isella
wrote:
Dear All,
Please have a look at the snippet here
http://bit.ly/2mVS8me
This short code addresses precisely one of my needs: to superimpose a
network (created with the igraph library) to a geographical map.
Unlike the case of the example, where a single country
Dear All,
Please have a look at the snippet here
http://bit.ly/2mVS8me
This short code addresses precisely one of my needs: to superimpose a
network (created with the igraph library) to a geographical map.
Unlike the case of the example, where a single country is enough, I
need to have a world m
Dear Dominic,
Thanks a lot for the quick reply.
Just a few questions to make sure I got it all right (I now understand that
transport and spatstat in particular can do much more than I need
right now).
Essentially I am after the Wasserstein distance between univariate
distributions (and it would b
Dear All,
From time to time I need to resort to the calculation of the earth
mover' distance (see
https://en.wikipedia.org/wiki/Earth_mover's_distance and
https://en.wikipedia.org/wiki/Wasserstein_metric .
In the past I used the package
https://r-forge.r-project.org/projects/earthmovdist/
wh
Dear All,
From time to time I need to resort to the calculation of the earth
mover' distance (see
https://en.wikipedia.org/wiki/Earth_mover's_distance and
https://en.wikipedia.org/wiki/Wasserstein_metric .
In the past I used the package
https://r-forge.r-project.org/projects/earthmovdist/
wh
Dear All,
I am fine tuning a Cubist model (see
https://cran.r-project.org/web/packages/Cubist/index.html).
I am a bit puzzled by its output. On a dataset which contains 275
cases, I get non mutually exclusive rules.
E.g., in the output below, rules 2 and 3 cover all the 275 cases of
the data set a
Dear All,
I am fine tuning a Cubist model (see
https://cran.r-project.org/web/packages/Cubist/index.html).
I am a bit puzzled by its output. On a dataset which contains 275
cases, I get non mutually exclusive rules.
E.g., in the output below, rules 2 and 3 cover all the 275 cases of
the data set a
Dear All,
Maybe some of you has come across this problem.
Let's say that you use caret for hyperparameter tuning.
You train several models and you then select the best performing one
according to some performance metric.
My problem is that, sometimes, I would like to tune really many models
(in th
Dear All,
I would like to know if anybody is aware of an R implementation of a
minimal bounding box ( http://bit.ly/2cKaSgT ) algorithm in R for
points in 3 dimensions.
It looks like there is no shortage of implementations in 2 dimensions,
e.g.
http://bit.ly/2cKaSh0
http://bit.ly/2cKboLS
but I c
uk.org.uk/professional-resources-home/knowledge-hub-evidence-statistics/
From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Lorenzo Isella
Sent: 02 August 2016 09:05
To: r-help@r-project.org
Cc: ggpl...@googlegroups.com
Subject: [R] DEA -- Extract the Frontier and ggplot2
Dear All,
P
Dear All,
Please consider the code at the end of the email.
Everything is fine in this little example, just I do not know how to
extract the DEA frontier (solid line in the plot).
The reason is that I want to reproduce a more complicated DEA frontier
plot using ggplot2 and I need to understand how
On Tue, Jul 26, 2016 at 10:48:22AM +, Michael Sumner wrote:
On Tue, 26 Jul 2016 at 20:29 Lorenzo Isella
wrote:
Dear All,
I am not an expert about the calculation and visualization of convex
hulls, but I am trying to do something relatively simple.
Please consider the snippet at the end of
Dear All,
I am not an expert about the calculation and visualization of convex
hulls, but I am trying to do something relatively simple.
Please consider the snippet at the end of the email.
The array pts represents the position of (the centres of) a set of
spheres in 3D (whose radius is 0.5).
I f
Dear All,
I am not an expert about the calculation and visualization of convex
hulls, but I am trying to do something relatively simple.
Please consider the snippet at the end of the email.
The array pts represents the position of (the centres of) a set of
spheres in 3D (whose radius is 0.5).
I f
Dear All,
I am doing something extremly basic (and I do not claim at all there
is no other way to achieve the same): I have a list of numbers and I
would like to split them up into clusters.
This is what I do: I see each number as a 1D vector and I calculate
the euclidean distance between them.
I
Perfect!
Exactly what I was looking for.
Thanks
Lorenzo
On Fri, May 27, 2016 at 01:50:03PM +0200, Christian Brandstätter wrote:
Hi Lorenzo,
Try:
tt[is.nan(tt)] <- NA
tt <- na.omit(tt)
Best,
Christian
Am 27.05.2016 um 13:38 schrieb Lorenzo Isella:
On Fri, May 27, 2016 at 08:46:20PM
On Fri, May 27, 2016 at 8:14 PM, Lorenzo Isella
wrote:
Dear All,
I am sure the answer is a one liner, but I am banging my head against
the wall and googling here and there has not helped much.
Consider the following time series
tt<-structure(c(NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, N
Dear All,
I am sure the answer is a one liner, but I am banging my head against
the wall and googling here and there has not helped much.
Consider the following time series
tt<-structure(c(NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN,
NaN, NaN, NaN, NaN, NaN, NaN, NaN, NaN, 1133.09, 1155.77,
Dear All,
Please have a look at the code at the end of the email.
It is just an example of regression based on glmnet with some
artificial data.
My question is how I can evaluate the uncertainty of the prediction
yhat.
It looks like there are some reasons for not providing a standard
error estima
ue, Apr 19, 2016 at 11:23 AM, Lorenzo Isella
wrote:
Dear All,
I have never had this problem before. I run debian testing on my box
and I have recently update my R environment.
Now, see what happens when I try the most trivial of all plots
plot(seq(22))
Error in (function (display = "&
Dear All,
I have never had this problem before. I run debian testing on my box
and I have recently update my R environment.
Now, see what happens when I try the most trivial of all plots
plot(seq(22))
Error in (function (display = "", width, height, pointsize, gamma, bg,
:
X11 module cannot be
Dear All,
I am looking for an R package to handle total least square regression
(TLS).
See http://bit.ly/1pSf4Bg
I am in a situation in which I have errors in both the dependent
variables X (plural because I have several predictors) and the
independent variable y.
I found several discussion insi
Dear All,
I am trying my hands at orthogonal least square regression.
Have a look for instance at
http://bit.ly/1pB2aHX
https://cran.r-project.org/web/packages/onls/index.html
http://bit.ly/1XDkkTL
docs.scipy.org/doc/external/odrpack_guide.pdf
However, I am experiencing some problems with a
Dear All,
A situation that for sure happens very often: suppose you are in the
following situation
set.seed(1235)
x1 <- seq(30)
x2 <- c(rep(NA, 9), rnorm(19)+9, c(NA, NA))
x3 <- c(rnorm(17)-2, rep(NA, 13))
y <- exp(seq(1,5, length=30))
mm<-lm(y~x1+x2+x3)
i.e. you try a simple linear regressio
Fri, Jan 29, 2016 at 02:16:27PM -0800, David Winsemius wrote:
On Jan 29, 2016, at 12:59 PM, Lorenzo Isella wrote:
Dear All,
I am puzzled and probably I am misunderstanding something.
Please consider the snippet at the end of the email.
We see a time series that has clearly some pattern (essen
Dear All,
I am struggling to develop a model to forecast the daily expenses from
a bank account.
The daily time series consists (obviously) of non-negative numbers
which can be zero in the days when no money is taken from the bank
account.
To give you an idea of the kind of series I am dealing wit
29, 2016 at 02:16:27PM -0800, David Winsemius wrote:
On Jan 29, 2016, at 12:59 PM, Lorenzo Isella wrote:
Dear All,
I am puzzled and probably I am misunderstanding something.
Please consider the snippet at the end of the email.
We see a time series that has clearly some pattern (essentially, it
Dear All,
I am puzzled and probably I am misunderstanding something.
Please consider the snippet at the end of the email.
We see a time series that has clearly some pattern (essentially, it is
an account where a salary is regularly paid followed by some
expenses).
However the output of the auto.ar
Dear All,
While tuning some time series model with gsarima (which is primarily a
wrapper for arima) from the astsa package, I encounter the following
error message
Error in stats::arima(xdata, order = c(p, d, q), seasonal = list(order
= c(P, :
non-stationary seasonal AR part from CSS
According
Dear All,
I am running R on a debian testing machine and lately I have
experienced several segmentation faults (often when running Amelia on
some large data set).
However, please have a look at the script pasted at the end of the
email.
If I uncomment the line about the RJSDMX library (which does
Dear All,
Perhaps I am drowning in a cup of water, since I am positive that the
answer will be a one-liner.
Consider the following short script
library(forecast)
ts2<-structure(c(339130, 356462, 363234, 378179, 367864, 378337, 392157,
402
Dear All,
Please consider the small self-contained code at the end of the email.
It is an artificial arimax model with a matrix of regressors xreg.
In the script, xreg has as many rows as the number of data points in
the time series "visits" I want to model.
Now, my problem is the following: I am
Dear All,
Suppose you have some time series, e.g. monthly data about
profits in a company.
I am trying to develop a model to predict what the profit will be the
next month or two.
Other useful data is for sure the number of employes in the company,
the volume of product purchases etc...but they ar
Dear All,
I can provide a numerical example if needed.
My problem is the following: I am using amelia to input some missing
data in a dataset.
The problem is that some columns consist of integer numbers only and
amelia inputs some real numbers with decimals.
Is there a way to tell amelia that cert
Dear All,
I am training a model using caret.
Everything is fine, but the training will take several days.
I wonder if there is the possibility of creating some checkpoints in
caret so that the training of a complex model can be split up into
several jobs to be executed in different days.
I googled
Dear All,
I am using optim() for a relatively simple task: a linear model where
instead of minimizing the sum of the squared errors, I minimize the sum
of the squared relative errors.
However, I notice that the default algorithm is very sensitive to the
choice of the initial fit parameters, wherea
Dear All,
I have a data set which contains both categorical and numerical
variables which I analyze using Cubist+the caret framework.
Now, from the generated rules, it is clear that cubist does something
to the categorical variables and probably uses some dummy coding for
them.
However, I cannot r
Dear All,
I trained a model, let's call it mm, using caret+Cubist.
When I type summary(mm), the output is rather long.
This is because a Cubist model is a long set of rules, partially
reminiscent of a classification tree.
How can I save summary(mm) in a printer/article friendly way when this is lo
ccountReadytrue DU108063
3 AccountType CORPORATION DU108063
4 AccruedCash 0 AUDDU108063
5 AccruedCash 0 BASEDU108063
6 AccruedCash 0 CADDU108063
Jim Holtman
Data Munger Guru
What is the problem that you a
Dear All,
I am struggling with the parsing of the xml file you can find at
https://www.dropbox.com/s/i4ld5qa26hwrhj7/account.xml?dl=0
Essentially, I would like to be able to convert it to a data.frame to
manipulate it in R and detect all the attributes of an account for
which unrealizedPNL goes
Dear All,
Please have a look at the snippet at the end of the email.
Essentially, I am trying to combine google maps with ggplot2.
The idea is to simply plot some points, whose size depend on a scalar,
on a google map.
My question is how I can extend the map in the snippet below in order
to plot t
Apologies for not letting this thread rest in peace.
The small script
#
set.seed(1234)
x <- rnorm(20)
y <- rnorm(20)
goodcls <- apply(mtxcomb , 2, function(idx) all( dist( cbind( x[idx],
y[idx]) ) > 0.9))
mycomb <- mtxcomb [ , goodcls]
#
lt;-(dist(mm))
-
David L Carlson
Department of Anthropology
Texas A&M University
College Station, TX 77840-4352
-Original Message-
From: David Winsemius [mailto:dwinsem...@comcast.net]
Sent: Thursday, September 24, 2015 6:30 PM
To: Lorenzo Isella
Cc: David L Carlson; r-help@r-project.org
On Thu, Sep 24, 2015 at 01:30:02PM -0700, David Winsemius wrote:
On Sep 24, 2015, at 12:36 PM, Lorenzo Isella wrote:
Hi,
And thanks for your reply.
Essentially, your script gets the job done.
For instance, if I run
mm <- cbind(5/(1:5), -2*sqrt(1:5))
dst <- dist(mm)
dst2 <- as.m
p-boun...@r-project.org] On Behalf Of William Dunlap
Sent: Wednesday, September 23, 2015 3:23 PM
To: Lorenzo Isella
Cc: r-help@r-project.org
Subject: Re: [R] Sampling the Distance Matrix
mm <- cbind(1/(1:5), sqrt(1:5))
d <- dist(mm)
d
1 2 3 4
2 0.6492864
Dear All,
Suppose you have a distance matrix stored like a dist object, for
instance
x<-rnorm(20)
y<-rnorm(20)
mm<-as.matrix(cbind(x,y))
dst<-(dist(mm))
Now, my problem is the following: I would like to get the rows of mm
corresponding to points whose distance is always larger of, let's say,
0
Dear All,
I am trying to mine a small dataset.
Admittedly, it is a bit odd since it is an example of
multi-classification task where I have more than 300 different classes for
about 600
observations.
Having said that, the problem is not the output of my script, but the
fact that it gets stuck, wi
Dear All,
Please consider the snippet at the end of the email, largely based on
what you find here
http://bit.ly/1ND6MGa
When I run it, I get this error
Error in arrangeGrob(p, sub = textGrob("Footnote", x = 0, hjust =
-0.1, :
could not find function "textGrob"
However, the code runs on anot
Dear All,
I am trying to implement my own metric (a log loss metric) for a
binary classification problem in Caret.
I must be making some mistake, because I cannot get anything sensible
out of it.
I paste below a numerical example which should run in more or less one
minute on any laptop.
When I ru
Dear All,
I hope this is not too off topic.
Apologies for not sending now any code, but the point is really for me
to understand how to proceed.
Let's say that you have a multiclass classification problem and the
outcome you want to predict is given by 9 different classes {A, B...}.
By training se
Dear All,
I am a bit concerned about the memory consumption of randomForest in
caret.
This seems to e due to the fact that the option keep.forest=FALSE does
not work in caret.
Does anybody know a workaround for that?
Many thanks
Lorenzo
__
R-help@r-pro
y the performance metric you
want to find the optimal result. Please see the details of the caret
tutorial to see how to.
On Sun, Oct 5, 2014 at 8:54 AM, Lorenzo Isella
wrote:
Dear All,
I am learning the ropes of CARET for automatic model training, more or
less following the steps of the tutorial at
Dear All,
I am learning the ropes of CARET for automatic model training, more or
less following the steps of the tutorial at
http://bit.ly/ZJQINa
However, there are a few things about which I would like a piece of
advice.
Consider for instance the following model
##
Dear All,
Please consider the snippet at the end of the email.
It is representative of the problems I am experiencing.
I am trying to use glm (without using the formula interface because the
original data is quite large) to model the response in a case where the
predictors are a mix of numbers
Dear All,
I am a bit puzzled.
I am developing a random forest model.
The data is large and it involves hundred of predictors, but the code I
have written is relatively simple.
After training my random forest model, I apply it on some new data set to
carry out some prediction, as you can see be
Dear All,
I often need to access some data files which are available (also) as files
in the SDMX format.
For instance, this is the case of the OECD (http://www.oecd.org/) data.
In order to automate some processes, I need to retrieve the SDMX data from
a url and read the content into an R data
Dear All,
I am struggling with a 3D Strip Packing problem.
Briefly: you have a set of boxes (cuboids of variable sizes) that you want
to put inside a (large) container of finite width and length (which are
larger than those of any of the boxes) and infinite depth.
The goal is to minimize the f
Dear All,
Please consider the snippet at the end of the email.
I often download some maps (in the R format) from
http://www.gadm.org/
However, when I run (typically more than once) a variation of the script
below (based on http://bit.ly/1b3W0Aa ),
I often get
Error in load(url(paste("http:/
Dear All,
I use several R libraries (ggplot2, igraph etc...) for producing static
visualizations.
However, I'd like to be able to go beyond this.
Things I may like to be able to achieve (relying on R as much as possible):
1) network visualizations such that when you click on a node, you see its
p
Dear All,
I use several R libraries (ggplot2, igraph etc...) for producing static
visualizations.
However, I'd like to be able to go beyond this.
Things I may like to be able to achieve (relying on R as much as possible):
1) network visualizations such that when you click on a node, you see it
On Mon, 04 Nov 2013 20:26:46 +0100, David Winsemius
wrote:
On Nov 4, 2013, at 11:03 AM, Lorenzo Isella wrote:
Thanks.
I had already introduced this minor adjustments in the code, but the
real problem (to me) is the information that gets lost: the informative
name of the columns, the
str(mytable)
mytable[] <- lapply(mytable, function(x) gsub("\\(.*\\)", "", x))
mytable[] <- lapply(mytable, function(x) gsub(",", "", x))
mytable[] <- lapply(mytable, as.numeric)
colnames(mytable) <- 2000:2013
Hope this helps,
Rui Barrada
w to get that information.
Jean
On Thu, Oct 31, 2013 at 10:38 AM, Lorenzo Isella
wrote:
Dear All,
I often need to do some work on some data which is publicly available
on the EUROSTAT >>website.
I saw several ways to download automatically mainly the bulk data from
EUROSTAT
Dear All,
I often need to do some work on some data which is publicly available on
the EUROSTAT website.
I saw several ways to download automatically mainly the bulk data from
EUROSTAT to later on postprocess it with R, for instance
http://bit.ly/HrDICj
http://bit.ly/HrDL10
http://bit.ly/HrD
Dear All,
For a project I am given a set of images. They represent either healthy or
tumoral tissue, but the specific nature of the images does not matter.
I need to train a classifier which is expected to tell me in which
category (let's call it 0 vs 1) each image falls.
I am thinking about a
Dear All,
While looking for a way to generate a Markov chain given a transition
matrix, I found this
http://bit.ly/1a1CFl8
but the example provided does not work on my machine
y<-numeric(100)
x=matrix(runif(16),4,4) for(i in 2:100) {
+ y[i]=which(rmultinom(1, size = 1, prob = x[y[i-1], ])
Dear All,
I am struggling with the conceptual aspects of a problem.
I am sure that someone on this list must be familiar with this.
Let's say that you have some cancer data for your patients.
In particular, every patient may undergo up to [i.e. the cycles may stop
earlier for various reasons] 6
Dear All,
I am a bit struggling with the many packages for Markov models available
in R.
Apologies for now posting a code snippet, but I am looking for some
guidance here.
Please consider a set like the one below (which you can get with
data<-read.csv('http://dl.dropboxusercontent.com/u/5685
Dear All,
I am playing with different models/packages (random forest, logistic
regression, gbm etc...) for a problem of binomial regression (i.e. the
outcome is 0/1, dead or alive etc...).
I have used in the past the multinom function from the nnet library which
uses the neural networks for multino
Dear All,
I am not going to discuss in detail the implementation of a model, but I
am rather puzzled because, even if I manage to train a model, then I do
not succeed in applying it to some test data.
I am sure I am making some trivial mistake, but so far I have been banging
my head against
Dear All,
I am struggling with a linear model and an allegedly trivial data set.
The data set does not consist of categorical variables, but rather of
numerical discrete variables (essentially, they count the number of times
that something happened).
Can I still use a standard linear regressi
Dear All,
Apologies for not posting a code snippet, but I really need a pointer about
a methodology to look at my data and possibly some R package which can ease
my task.
I am given a set consisting of several multivariate noisy time series,
let's call it {A}.
Each A_i in {A}, in turn, consists of
Dear All,
I am using Debian testing on multiple machine machines at home.
This is my source list
deb http://ftp.ch.debian.org/debian/ testing main contrib non-free
deb-src http://ftp.ch.debian.org/debian/ testing main non-free contrib
deb http://security.debian.org/ testing/updates main contrib
On Thu, 02 May 2013 22:04:26 +0200, peter dalgaard
wrote:
On May 2, 2013, at 20:33 , Lorenzo Isella wrote:
On Wed, 01 May 2013 23:49:07 +0200, peter dalgaard
wrote:
It still doesn't work!
Apologies; since I had already imported nnet in my workspace, the
script worked
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