May be i could not explain properly. Actually there are components of
list i.e. [[1]] to [[500]]. Each component containing r-rows (may be
different for each [[ k ]] and c-columns same for all). I have to
compare all the [[ k ]] components of that list and found the one
appearing maximum no of time
take a look at the code of the function pairwise.table. It shows a way
using function outer.
hth,
Matthias
Yihui Xie wrote:
Just simple loops as follows:
z = NULL
for (y in 0:10) {
for (x in 0:y) {
z = rbind(z, c(x, y))
}
}
z
Dear List,
I ran into some problems with time-series-Data.
Imagine a data-structure where observations (x) of test attendants (i) are made
a four times (q) a year (y). The data is orderd the following way:
I y q x
1 20061 1
1 20063 1
1
Dear All,
I have a data set containing 2,122,164 records and 38198952 fields.
I can not import this data due to "momory problem".
Is there a way to solve this problem?
Thanks
[[alternative HTML version deleted]]
__
R-help@r-project.org ma
hello Gavin,
yes, you might be right. I performed a comparison of a normal NMDS
(with metaMDS) and a
subsequent rotation with varimax. The rotation didn't seem to improve
significantly the
the alignment of the former ordination output.
Thanks for your hint & greetings.
Bernd Panassiti
__
> I have a data set containing 2,122,164 records and 38198952 fields.
> I can not import this data due to "momory problem".
> Is there a way to solve this problem?
1. Filter the data before you import it. Do you really need all 38
million fields? Can you ignore some of the 2 million records?
That is indeed different from what I thought the first time.
x <- sapply(1:length(l), function(x) {
sum(sapply(l, function(y) {
if ( nrow(l[[x]]) != nrow(y) | ncol(l[[x]]) != ncol(y) ) FALSE
else sum(y != l[[x]]) == 0
}))
} )
names(x) <- names(l)
Then, x has the same names as l, and
It transpires that this is really messy: Namazu does not in general accept
encoded URLs. (They seem to work for query= but not for sort= !) So
RSiteSearch(URLencode("{logistic regression}"))
might be a solution, but toUrl(qs2) is not (in general).
On Thu, 11 Sep 2008, Prof Brian Ripley wrote:
Brian,
open will call whatever program is defined for a certain extension.
You can
set this with a plug in to System Preferences called Default Apps for
example.
So on my Mac(s) Firefox is the default.
el
On 11 Sep 2008, at 08:33 , Prof Brian Ripley wrote:
If firefox is involved on a
Thank you.
But the problem with the "relsurv" package remains: when I try to use the
function "rsmul" following the package example, it give me an error (Error in
nrow(x) : object "x" not found).
There are perhaps others packages to fit relative survival models ?
Giulia
- Original Messag
On Sep 11, 6:24 am, David Stoffer <[EMAIL PROTECTED]> wrote:
> Your model is close, but not correct... there are no t's on the parameters
> and the U's aren't lagged.
>
> You can find an ARMAX example on our "quick fix"
> page:http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm. T
Dear R-users,
How do I obtain a sequence of dates consisting of only weekdays without the
weekends in R?
In S, I can do the following:
timeSeq(from="12/17/2007", to="8/25/2008", by="weekdays")
I tried using looking at timeSequence (fSeries package) and seq.Date (base
package) but I do not kno
Thanks for the effort but still we are far from the desired result. May be this
example will help you to understand the situation. Example
a1=c(1:12); a1=array(a1,dim=c(3,4)); a2=c(1:12); a2=array(a2,dim=c(3,4));
a3=c(1:16)
a3=array(a3,dim=c(4,4));
a=list(a1,a2,a3);
a
[[1]]
[,1] [,2
On Thu, 11 Sep 2008, Kunzler, Andreas wrote:
Dear List,
I ran into some problems with time-series-Data.
Imagine a data-structure where observations (x) of test attendants (i) are made
a four times (q) a year (y). The data is orderd the following way:
I y q x
1 2006
Hi all,
Is there any R package on "European/American oprions pricing"? And on
calculation of it's sensitivities?
Regards,
[[alternative HTML version deleted]]
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https://stat.ethz.ch/mailman/listinfo/r-help
PL
On Thu, 11 Sep 2008, Dr Eberhard W Lisse wrote:
Brian,
open will call whatever program is defined for a certain extension. You can
set this with a plug in to System Preferences called Default Apps for
example.
Yes, I do know that. I was pointing out that I tested Safari, not
Firefox.
So
On Thu, 11 Sep 2008, Giulia Barbati wrote:
Thank you.
But the problem with the "relsurv" package remains: when I try to use the
function "rsmul" following the package example, it give me an error
(Error in nrow(x) : object "x" not found).
What did the maintainer say when you asked (see the po
try the following:
ff <- function (x) {
do.call("paste", c(as.data.frame(x), sep = "\r", collapse = ""))
}
pats <- sapply(a, ff)
ind <- which.max(table(pats))
a[[ind]]
I hope it helps.
Best,
Dimitris
> Thanks for the effort but still we are far from the desired result. May be
> this exampl
draw a subset of your data using a logical vector like this:
# for 50 weeks
rep(c(rep(TRUE, 5), rep(FALSE, 2)), 50)
Yihui
On Thu, Sep 11, 2008 at 4:31 PM, Weiyang Lim <[EMAIL PROTECTED]> wrote:
> Dear R-users,
>
> How do I obtain a sequence of dates consisting of only weekdays without the
> wee
My apologies for asking slightly about SPSS in addition to R...
Could not find an exact answer in the archives on whether R and SPSS may
give different p-vals when output for coeffs and conf-intervals are the
same.
Amyway, a colleague and I are doing a very simple coxreg analyses and
get the same
Thanks a lot for this effort.
- Original Message
From: Dimitris Rizopoulos <[EMAIL PROTECTED]>
To: Muhammad Azam <[EMAIL PROTECTED]>
Cc: [EMAIL PROTECTED]; R Help
Sent: Thursday, September 11, 2008 10:52:16 AM
Subject: Re: [R] request: most repeated component of a list
try the follow
In fact, you can even use weekdays() to get the names of the weekdays
and then use the operator "%in%" to exclude the weekends. In this
case, I'm sure there will be no further problems :-)
Yihui
On Thu, Sep 11, 2008 at 5:33 PM, Weiyang Lim <[EMAIL PROTECTED]> wrote:
> I see. That's a nice idea. T
Then you can use c() to add the indices of those weeks which are not
"complete", or use something like this
# from Tuesday to next Wedsday
> !(2:10 %% 7) %in% c(0,6)
[1] TRUE TRUE TRUE TRUE FALSE FALSE TRUE TRUE TRUE
Yihui
On Thu, Sep 11, 2008 at 5:08 PM, Weiyang Lim <[EMAIL PROTECTED]> w
Sorry, I have some troubles with the graph device.
How can I draw the whiskers in a boxplot?
Thank's so much.
Daniela
[[alternative HTML version deleted]]
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P
Hello,
I've installed Rserve and
I've run it.
I've
installed the JRclient-RF503.jar.
I've installed JDK 1.4.2 and R language version 2.7.1.
Now when I compile the Jrclient exeamples from JBUILDER 9? an error appreas:
package org.rosuda.JRclient does not exist ...
could you please help me?
T
Kåre Edvardsen wrote:
My apologies for asking slightly about SPSS in addition to R...
Could not find an exact answer in the archives on whether R and SPSS may
give different p-vals when output for coeffs and conf-intervals are the
same.
Amyway, a colleague and I are doing a very simple coxreg
Daniela Garavaglia wrote:
Sorry, I have some troubles with the graph device.
How can I draw the whiskers in a boxplot?
1. Whiskers in a boxplot are independent of the device.
2. I do see whiskers, e.g. in
boxplot(1:10)
so I do not undertsnad your question at all.
Uwe Ligges
Thank'
Hesen Peng gmail.com> writes:
>
> Hi my R buddies,
>
> I'm trying to solve a specific group of convex optimization in R. The
> admissible region is the inside and surface of a multi-dimensional
> eclipse area and the goal function is the sum of absolution values of
> the variables. Could any on
Dear R Users,
I am getting a strange error, also relayed by Jose Quesada about a year
ago. As below, in his message, I get "Error: bad value" to whatever I
enter into the R console.
My configuration is:
- Windows XP SP2
- R 2.7.2
Has this problem been tracked down to a specific package ? I a
You can use a "connection" and read a portion of the data in at a time
and process it. Do you need all the data at once? If so, I would
agree that you either need more memory (and possibly a 64-bit version
of the system), or you come up with a different approach to your
processing. You have not i
See ?is.holiday in chron, e.g.
library(chron)
s <- seq(from = chron("12/17/2007"), to = chron("8/25/2008"))
s.weekday <- s[!is.holiday(s)]
As discussed there one can also optionally define a .Holidays vector
containing dates which will also be excluded.
It also works with any class for which the
all of the functions that I listed are time series tools for looking
at what I think you want. this can be done you just have to
understand the methodology. So, look at some of the things that I
suggested, If these don't help then I don't understand what you want,
and it is necissary for you to
Hi,
I've this data.frame:
> dia
X1006109F X1006110F X1006111F X1006112F X1006113F X1006114F X1006115F
1NANANANANA45NA
X1006116F X1006117F X1006118F X1006119F X1006120F X1006122F X1006123F
145NANANA
On 9/11/2008 8:11 AM, Alfredo Alessandrini wrote:
> Hi,
>
> I've this data.frame:
>
>> dia
> X1006109F X1006110F X1006111F X1006112F X1006113F X1006114F X1006115F
> 1NANANANANA45NA
> X1006116F X1006117F X1006118F X1006119F X1006120F X100
Try this:
sum(!is.na(dia))
On Thu, Sep 11, 2008 at 9:11 AM, Alfredo Alessandrini
<[EMAIL PROTECTED]>wrote:
> Hi,
>
> I've this data.frame:
>
> > dia
> X1006109F X1006110F X1006111F X1006112F X1006113F X1006114F X1006115F
> 1NANANANANA45NA
Take a look at the xts package.
?periodicity
HTH
Jeff
yk-4 wrote:
>
> There is a series of data contains time in fixed step and energy
> varying with time, how to test its periodicity?In R, it seems there is
> no direct tools since I have search the R manual with periodic and I
> have not foun
Take a look at the fOptions package, as well as all the packages in Rmetrics
(see www.rmetrics.org).
There is also a wrapper to QuantLib called RQuantLib.
Also, your question would have a better chance of being answered on the
R-sig-finance mailing list.
HTH
Jeff
Arun Kumar Saha wrote:
>
> H
Take a look at quantmod.
http://www.quantmod.com http://www.quantmod.com
?getSymbols.yahoo (called by getSymbols)
?getQuote
?yahooQF
?getFin
?getFX
HTH
Jeff
thomastos wrote:
>
> Hi R,
>
> I am familiar with the basics of R.
> To learn more I would like how to get data from Yahoo!finance di
On Wed, Sep 10, 2008 at 11:34 PM, Ron Michael <[EMAIL PROTECTED]> wrote:
> I have two variables (x,y) :
>
> x : it takes all integer values from 0 to y and,
> y : takes all values from 0, 10
>
> I am looking for some R code to find all possible pairs of (x,y). Can anyone
> please help me?
?expand
On Thu, Sep 11, 2008 at 3:37 AM, Kunzler, Andreas <[EMAIL PROTECTED]> wrote:
> Dear List,
>
> I ran into some problems with time-series-Data.
>
> Imagine a data-structure where observations (x) of test attendants (i) are
> made a four times (q) a year (y). The data is orderd the following way:
> I
But x is from 0 to "y" instead of a fixed number (say, 10)...
If we are to use expand.grid(), we should filter out half of rows in the result:
> z = expand.grid(0:10, 0:10)
> z[z[,1] <= z[,2], ]
Var1 Var2
1 00
12 01
13 11
23 02
24 12
25 22
34
Hello all!
I've posted the question before but I am still struggling for an
answer, please help if you can;-)
Suppose a discrete series of data is generated by the following
equation:
CF=exp(-(t^2)/2)
which is the characteristic function of a random variable X with
standard normal distribution, ho
Hello,
I am trying to use self created functions in other scripts than the one
where they are stored.
For the moment I am using the following structure of commands to do
that:
1. Load the text file with the functions in the current script:
x=parse("path")
2. transform the tex in a function: f1=e
Take a look at ?source
Mihai.Mirauta wrote:
>
>
> Hello,
>
> I am trying to use self created functions in other scripts than the one
> where they are stored.
> For the moment I am using the following structure of commands to do
> that:
>
> 1. Load the text file with the functions in the curr
Hi, you may save your functions somewhere on your disk using "save()"
and load them next time when you want to use them. See ?save and ?load
Yihui
On Thu, Sep 11, 2008 at 9:30 PM, <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> I am trying to use self created functions in other scripts than the one
>
Hi,
I found different results calculating the rowMeans by the function
rowMeans() and a simple for-loop. The differences are very low. But
after this calculation I will start some optimization algorithms (BFGS
or CG) and there I get huge differences (from the small changes in the
beginning or
How low is "very low"? This is probably answered by FAQ 7.31
On Thu, Sep 11, 2008 at 9:49 AM, Markus Schmidberger
<[EMAIL PROTECTED]> wrote:
> Hi,
>
> I found different results calculating the rowMeans by the function
> rowMeans() and a simple for-loop. The differences are very low. But after
> t
Ken Lange's MM `algorithm' is a possibility for these non-smooth,, convex
problems. It has been implemented in `constrOptim' for handling linear
inequality constraints in the minimization of smooth objective functions. I
have extended this to nonlinear inequalities. It can be further extended
fo
ok... the model now runs properly (say, without errors). Now about the
result.
These are the averages per treatments
tapply(VecesArbolCo.VecesCo.C1,T2,mean)
a b c d
0.49 0.56 0.45 0.58
I run this very simple model
> summary(model1<-lmer(cbind(VisitsExpTree,TotalVisits-VisitsEx
On Thu, 11 Sep 2008, Markus Schmidberger wrote:
Hi,
I found different results calculating the rowMeans by the function rowMeans()
and a simple for-loop. The differences are very low. But after this
Indeed, but the C code (rowMeans) is likely to be more accurate as it uses
an extended-precis
I would recommend saving the functions into a separate file and then
using source() as bartjoosen suggested.
I do not recommend using save() here because the output is non-readable
(even when using ascii=TRUE option). Which means that you have to load()
it, then copy-and-paste into an editor b
I would be very wary of such approaches; my experience is that MM is
inferior
to the early affine-scaling versions of interior point algorithms for
linear programming
problems, and modern implementations like the Mehrotra version of the
primal dual
algorithm are much, much quicker and more r
I have a bunch of lines I want to plot using plotCI()
What Id like to know is, how can I connect the points with a line and how
can I print multiple lines on the same graph?
--
View this message in context:
http://www.nabble.com/plotCImultiple-plots-on-same-graph-tp19435198p19435198.html
Se
Hi Benoit,
If you are in the directory that contains your data, you can use
> NC60 = read.table("NC60.DATA")
# there are some arguments you can use in "read.table"
OR
>NC60 = read.table("path to your data/NV60.DATA")
> yo(NC60)
By the way, I do not know your "LgmFormula". I think you already
Hi,
I need to use the Smoothing Spline Clustering (SSC):
genemerge.bioteam.net/SSClust-Manual.pdf
But it doesn't work!
If someone can try it and help me!
In the folder you will find a file named SSClust.R, but, I do not why,
it doesn't work. Also the SSClust.test.R file doesn't work, but it
produ
We may just read them in the R console instead of an external editor,
and "fix()" or "edit()" them when we need to make any modifications. A
trivial advantage of saving them as an image file in Windows is that
you can double-click the file and R will be started with these objects
loaded automatical
Hello,
It seems that all methods work.
Source() however loads only the last function. with save(a,b,file="path") i can
save more than 1 function.
Thanks a lot,
Mihai
-Ursprüngliche Nachricht-
Von: Yihui Xie [mailto:[EMAIL PROTECTED]
Gesendet: Donnerstag, 11. September 2008 16:48
An:
Dear all,
I've been struggling to perform common operations on dates that I need
to be able to correct draw date-time scales - in particular I need to
be able to round/truncate/ceiling dates to arbitrary precision - e.g.
to weeks, months or years (or multiples thereof). I haven't been able
to fin
1) Look into plotmeans(), a wrapper function for plotCIit may be more
appropriate for what you're looking for and one of the default options is
to connect the points with lines. Otherwise you'll have to do a separate
call to lines() after each plotCI() call.
2) To put multiple data sets on the
> "YX" == Yihui Xie <[EMAIL PROTECTED]>
> on Thu, 11 Sep 2008 22:47:47 +0800 writes:
YX> We may just read them in the R console instead of an external editor,
YX> and "fix()" or "edit()" them when we need to make any modifications. A
YX> trivial advantage of saving them as
I'm wrapping boost date_time into an R package. I'll post it up to
cran shortly.
http://www.boost.org/doc/libs/1_36_0/doc/html/date_time.html
I'm not sure if that is what you are looking for, but there are a lot
of useful utilities in this library.
-Whit
On Thu, Sep 11, 2008 at 11:02 AM, hadl
> I'm wrapping boost date_time into an R package. I'll post it up to
> cran shortly.
>
> http://www.boost.org/doc/libs/1_36_0/doc/html/date_time.html
>
> I'm not sure if that is what you are looking for, but there are a lot
> of useful utilities in this library.
Looks useful, but I didn't see any
See ?cut.Date
In the zoo package see:
?as.yearmon
?as.yearqtr
?aggregate.zoo
and the many examples in:
?plot.zoo
?xyplot.zoo
as well as the three zoo vignettes.
Also in the xts package look at
?to.period
For regularly spaced series the tis package supports a wide
variety of time bases and can c
Since I'm getting no joy looking for an R implementation of the matlab
function csaps, can anybody advise me on porting csaps from Octave?
There is an octave implementation of csaps here:
http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/nonfree/spline-gsvspl/inst/csaps.m
This fu
Hello,
[This is a re-posting of a previous announcement; I believe the
original posting of a couple of days ago didn't go through.]
The latest version of RMySQL 0.6-1 is now in CRAN. Please see the NEWS
file for more details.
Also, I'm happy to announce that Jeff Horner
<[EMAIL PROTECTED]> has k
I am an R beginner and trying to run a market model using event study in
R framework.
First, I run a market model, that is lm(stock security~SP500 index,
subset=Obs[197, 396]) ->result1
Then I get predict results for a new dataset using predict (result1,
newdata=Obs[397,399]) ->pred1
Pred1 s
Did you try my function? I don't see how it doesn't fit the need of this
reexplanation.
For this set, x would end up equal to c(2,2,1), indicating that array 1
appears twice in the set and array 2 appears twice in the set. So, array 1
and array 2 appear maximally in the set. So, look at a[[1]] or
probably not pre-canned routines for that, but very easy to implement
with the tools provided in the library.
Looks like most of what you want to do is fairly simple and not worth
the trouble of involving c++.
but things like month_durations and year_durations make it clear that
the authors have
I'm working on Human Exon Array 1.0 ST. I'm getting normalized data
fine but I'm running into problems with QC. QCReport gives me the
following error:
> load(file= "huex10stv2cdf.rda")
> [EMAIL PROTECTED] <- "huex10stv2cdf"
> QCReport(exon.data, file = "QCReport.pdf")
Error in as.vector(an
On Wed, Sep 10, 2008 at 11:33 PM, Prof Brian Ripley
<[EMAIL PROTECTED]> wrote:
> If firefox is involved on a Mac, that is one difference. My Mac is using
> 'open' (the default, I believe) and that is calling Safari (the default, I
> believe).
>
> Yes, it would be the job of browseURL to encode URL
Dear R users,
I am writing my first R package and it finally past the R CMD check.
Before sending it to CRAN, I would like to check a few issues.
1. I created s4 classes and methods in the package but I want only 1
function (foo) to be available to users and documented in the manual
that goe
Hello,
I have a data set that looks like this.
IDvalue
111 5
111 6
111 2
178 7
178 3
138 3
138 8
138 7
138 6
.
.
.
I'd like to calculate the mean and var for each object identified by the ID.
I can in theory just loop through the whole thing..., but is th
take a look at
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/130153.html
hth,
Matthias
Jindan Zhou wrote:
Hello all!
I've posted the question before but I am still struggling for an
answer, please help if you can;-)
Suppose a discrete series of data is generated by the following
equation:
C
You can have lagged inputs in the xreg statement, you just have to construct
the input matrix properly so the dimensions are the same, e.g.,
x = ts.intersect(mort, trend, part, lag(part,-4))
arima(x[,1],order=c(2,0,1), xreg=x[,2:4])
... and yes you have to worry about singularities or even multi
Try:
with(x, sapply(list(mean, var), function(x)tapply(value, ID, x)))
On Thu, Sep 11, 2008 at 2:45 PM, liujb <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> I have a data set that looks like this.
> IDvalue
> 111 5
> 111 6
> 111 2
> 178 7
> 178 3
> 138 3
> 138 8
> 138
aggregate(value,list(ID=ID),mean)
aggregate(value,list(ID=ID),var)
--Adam
On Thu, 11 Sep 2008, liujb wrote:
Hello,
I have a data set that looks like this.
IDvalue
111 5
111 6
111 2
178 7
178 3
138 3
138 8
138 7
138 6
.
.
.
I'd like to calculate the me
Hi Bill,
Tell me more about the Obs object. The "subset" of an lm should be a vector
telling the lm which observations to use...if Obs[197,396] is a single
number, only one observation will be used, and chances are your model is not
what you intended.
Also, predict(result1,newdata=Obs[397,339])
Dear Julia,
Try also
x=read.table(textConnection("IDvalue
111 5
111 6
111 2
178 7
178 3
138 3
138 8
138 7
138 6"),header=TRUE)
closeAllConnections()
attach(x)
do.call(rbind,tapply(value,ID, function(x){
res=c(mean(x,na.rm=TRUE),var(x,na.rm=TRUE))
names(res
Hi,
I have this problem:
X is hazardous variable N(mean 2, sd=3)
>>question 1) Find the c value, so that P(X>c)=0.10. using R
>>question 2) Graph the function N(2,3) and with this graph, explain what
you do in question number 1.
I just found question number one but not the second one. So, I'd
Dear R list,
What is the best way to efficiently marry an R dataset with a very large
(Oracle) database table?
The goal is to only return Oracle table rows that match IDs present in the R
dataset.
I have an R data frame with 2000 user IDs analogous to: r =
data.frame(userid=round(runif(20
Strange.
source() should read all the function in that file unless there was a
syntax error or something else preventing the other function from being
parsed correctly. Could you send us a simplified example that reproduces
this problem?
Thanks.
Regards, Adai
[EMAIL PROTECTED] wrote:
H
I would load your set of userid's into a temporary table in oracle,
then join that table with the rest of your SQL query to get only the
matching rows out.
-Aaron
On Thu, Sep 11, 2008 at 2:33 PM, Avram Aelony <[EMAIL PROTECTED]> wrote:
>
> Dear R list,
>
> What is the best way to efficiently marr
Sorry, I see now you want to avoid this, but you did ask what was the
"best way to efficiently ...", and the temp. table solution certainly
matches your description. What's wrong with using a temporary table?
-Aaron
On Thu, Sep 11, 2008 at 3:05 PM, Aaron Mackey <[EMAIL PROTECTED]> wrote:
> I wou
Source(file.path) executes the file at file.path in order, just as if you
had typed it in.
So, the source file should in fact name each function in turn:
f1 <- function(x) { ... }
f2 <- function(x) { ... }
...etc.
So a good way to debug is to just copy and paste lines from your source file
into
Perhaps I will need to create a temp table, but I am asking if there is a way
to avoid it. It would be great if there were a way to tie the R data frame
temporarily to the query in a transparent fashion. If not, I will see if I can
create/drop the temp table directly from sqlQuery.
-Avram
Look at the ti (Time Index) class in package tis. Here's some examples I just
did:
> x <- Sys.Date()
> x
[1] "2008-09-11"
> ti(x, "wsaturday") ## a ti for the week that x falls into
[1] 20080913
class: ti
> ti(x + 1, "wsaturday") - 1 ## ti for the latest complete week
[1] 20080906
class:
A slight variation of what Jorge has proposed is:
f <- function(x) c( mu=mean(x), var=var(x) )
do.call( "rbind", tapply( df$value, df$ID, f ) )
mu var
111 4.33 4.33
138 6.00 4.67
178 5.00 8.00
Regards, Adai
Jorge Ivan Velez wrote:
Dear J
I guess I'd do it something like this:
dbGetQuery(con, "CREATE TEMPORARY TABLE foo ( etc etc)")
sapply(@userids, function (x) { dbGetQuery(con, paste("INSERT INTO foo
(userid) VALUES (", x, ")")) })
then later:
dbGetQuery(con, "DROP TABLE foo");
-Aaron
On Thu, Sep 11, 2008 at 3:21 PM, Avram Ae
Perhaps your data does not have whiskers?
x <- c(4,5,6,4,5,6,4,5,6,4,5,6)
boxplot(x) # No whiskers
boxplot(1:10) # whiskers
--- On Thu, 9/11/08, Daniela Garavaglia <[EMAIL PROTECTED]> wrote:
> From: Daniela Garavaglia <[EMAIL PROTECTED]>
> Subject: [R] boxplot
> To: r-help@r-project.org
> Re
Aaron Mackey writes:
> I guess I'd do it something like this:
>
> dbGetQuery(con, "CREATE TEMPORARY TABLE foo ( etc etc)")
> sapply(@userids, function (x) { dbGetQuery(con, paste("INSERT INTO foo
> (userid) VALUES (", x, ")")) })
>
> then later:
>
> dbGetQuery(con, "DROP TABLE foo");
>
Dear Talina,
On Thu, Sep 11, 2008 at 2:28 PM, Talina Ruiz <[EMAIL PROTECTED]> wrote:
> Hi,
>
> I have this problem:
>
> X is hazardous variable N(mean 2, sd=3)
>
>>>question 1) Find the c value, so that P(X>c)=0.10. using R
>
>>>question 2) Graph the function N(2,3) and with this graph, explain wh
While the subquery with a temporary table is probably the better
option, you could just manually generate the subquery and pass it in
with the query. As an example, if you have user_ids 1000-1005,
instead of having "... where user_id in (select user_id from
r_user_id)", you would have "... where u
All,
I'm trying to plot an all.effects() object, as shown in the help for
all.effects and also Crawley's R book (p.178, 2007). The data has a repeated
measures structure, but I'm using all.effects for the simple lm() fit here.
Below is a reproducible example that yields the error message.
fm.
I have not devoted time to setting up ROracle since binaries are not available
and it seems to require some effort to compile (see
http://cran.r-project.org/web/packages/ROracle/index.html). On the other hand,
RODBC worked more or less magically once I set up the data sources.
What is your su
That is a larger difference in p-values than I would expect due to
numerical differences and stopping criteria. My guess is that you are
running across the different approximations for tied failure times. If
so, you will get better agreement with SPSS by using method="breslow" in
coxph().
On 12/09/2008, at 2:53 AM, <[EMAIL PROTECTED]> wrote:
Hello,
It seems that all methods work.
Source() however loads only the last function.
This is absolute nonsense. You are doing something wrong
and/or not understanding what you are doing. This is
bad practice.
Dear David,
You have to spell the name of term correctly:
plot(fm.effects, "time.num:drug:X")
(Admittedly, the error message is cryptic: I'll look into that.)
A couple of other comments: (1) There is only one high-order term in
your model, so it's not necessary to use all.effects(); (2) if you
Dear John,
Thanks and sorry for the typo.
For the example below, how do I get the time.num variable to correspond to
the x-axis? I tried refitting the model with a different order of supplied
variables but this didn't do it.
Cheers,
David
On 9/11/08 4:28 PM, "John Fox" <[EMAIL PROTECTED]>
Avram Aelony writes:
>
> I have not devoted time to setting up ROracle since binaries are
> not available and it seems to require some effort to compile (see
> http://cran.r-project.org/web/packages/ROracle/index.html). On the
> other hand, RODBC worked more or less magically once I set up t
On Thu, Sep 11, 2008 at 12:04 PM, Whit Armstrong
<[EMAIL PROTECTED]> wrote:
> probably not pre-canned routines for that, but very easy to implement
> with the tools provided in the library.
>
> Looks like most of what you want to do is fairly simple and not worth
> the trouble of involving c++.
>
>
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