.0, R-3.0.1, ..., R-3.2.5 R-3.3.0 R-3.3.1
all in my PATH and all via symbolic links
(and ESS = Emacs Speaks Statistics finds all these
automagically, so I can each start easily from within Emacs).
Martin Maechler
ETH Zurich
> The reason I need to do this is to
> send R along to
>> barplot(px)
> Um, unless of course you want the cdf as a step function,
> in which case check the help page for plot for possible
> values of the type= argument.
and if it is not homework, (or even then ;-) just use
plot(ecdf(x))
Martin Maechler, ETH
TRUE
> identical(asNumeric(Pi), as.numeric(Pi))
[1] TRUE
>
and your case
data.frame(a=as.numeric(a), b=as.numeric(b))
As author and maintainer of Rmpfr, I'm curious why you'd be
interested to use high-precision numbers in plots, because even
double precision is usually far from bein
> William Dunlap via R-help
> on Sun, 6 Nov 2016 20:53:17 -0800 writes:
> Perhaps the C function Rf_logspace_sum(double *x, int n) would help in
> computing log(b). It computes log(sum(exp(x_i))) for i in 1..n, avoiding
> unnecessary under- and overflow.
Indeed!
I had t
Dear Carl,
this came through fine, as text only
... but then I did not see any question anymore.
Best regards,
Martin Maechler
(R core and mailing list "operator")
>>>>> Carl Sutton via R-help
>>>>> on Tue, 22 Nov 2016 05:38:49 + writes:
> Faradj Koliev
> on Mon, 12 Dec 2016 17:23:20 +0100 writes:
> Hi all, How do I perform log(x+1) in R?
> log1p_trans() from the package ”scales" doesn’t seem to
> work for me.
amazing that you did not find log1p() in base R.
___
> Amelia Marsh via R-help
> on Thu, 15 Dec 2016 08:05:44 + writes:
> Sorry Mr Gunter. I didn't realize it.
> Regards
> Amelia
In this case, however, it was only the 'Subject' of Amelia's
posting and her own "feeling about" the problem which were
wrong:
As K. Elo's h
the R Foundation in early November,
https://stat.ethz.ch/pipermail/r-announce/2016/000609.html
For the R core team,
Martin Maechler, ETH Zurich
___
r-annou...@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-ann
discrete integer data.
N <- rpois(100, 5)
plot(table(N), lwd = 4)
Histograms should be only be used for continuous data (or discrete data
with "many" possible values).
It's a pain to see them so often "misused" for data like the 'N' above.
Martin
computed the
data for a histogram yourself already; so I personally would
again prefer not to use hist(), but to write my own "3 line"
function that returns an "histogram" object which I'd call plot(.) on.
So, maybe providing such a short function maybe useful,
> David Winsemius
> on Wed, 11 Jan 2017 22:45:38 -0800 writes:
>> On Jan 11, 2017, at 10:20 PM, David Winsemius
wrote:
>>
>>
>>> On Jan 11, 2017, at 4:15 PM, Florence Lui wrote:
>>>
>>> I'm trying to download version 2.12.1 of R in order for it to be
com
tically there are as many odd numbers as integers, so
odd numbers should be sufficient ;-) ;-))
Martin Maechler
ETH Zurich
__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the
> Duncan Murdoch
> on Sun, 29 Jan 2017 06:32:27 -0500 writes:
> On 29/01/2017 12:05 AM, Jim Lemon wrote:
>> Hi Richard, I think there may be something amiss in the
>> plot.table function. As you note, changing the class of
>> fr to array produces a more sensible plot,
uld
> ## be less appropriate for the following example.
> ## The current behavior of Axis.table makes sense in this example
> tt <- as.table(array(c(10,20,30), dimnames=list(c(100, 120, 200
> tt
> plot(tt)
Indeed. I doubt we would want to change Axis.table(
ce.
We would like to be able to *save*, or sometimes *set* / *reset*
such options "in a scripted manner", e.g. for
controlled exam sessions.
Martin Maechler,
ETH Zurich
> On Thu, 9 Feb 2017 at 12:35 wrote:
>> Hi All,
>> I would like to make a backup of my
> Hervé Pagès
> on Tue, 14 Feb 2017 17:10:05 -0800 writes:
> Hi, tapply() will work on any object 'X' that has a length
> and supports single-bracket subsetting. These objects are
> sometimes called "vector-like" objects. Atomic vectors,
> lists, S4 objects with a "len
use something you could translate as "unknown binary format"
as type for their attachments if they can't guess the correct
file type from the file extension.
It would be interesting to know (for me) if there are modern
e-mail programs / web apps which you could *teach* about the
mime t
> peter dalgaard
> on Mon, 20 Feb 2017 19:45:18 +0100 writes:
> Not by the mail server as such, no, at least not for that
> reason. However, T-bird likely sends .txt as text/plain
> and .R as application/octet-stream (or so) and _therefore_
> the server eliminates the
Jeff!
And for the archives: On reasonable OS's, the hidden
directory/folder containing all the info is
~/.rstudio-desktop/
and if "things are broken" the recommendation is to rename that
mv ~/.rstudio-desktop ~/backup-rstudio-desktop
and (zip and) send along with
> Richard M Heiberger
> on Sun, 26 Feb 2017 15:46:07 -0500 writes:
> Bill,
> this looks good. Can you add it to the splus2R package?
Well, the natural place would rather be the foreign package,
and some of use R core members would be happy with maintaining a
function with
*PLEASE* do spell it correctly : "principal", *NOT* 'principle'
(I've corrected it in the 'Subject' as I don't want to create another
google hit for the wrong spelling ...)
Martin Maechler
__
R-help@r-project.org
quot;
you now get
"'type' must be 1 or 3 for ordered factors"
> It is probably a little thing to fix, but I lack the skills to do this
myself.
(Really? -- After seeing the change you will agree it was easy .. ?)
Thank you for the suggestion.
Best regards,
> Gerrit Eichner
> on Tue, 21 Mar 2017 10:45:13 +0100 writes:
> Hi, Tal,
> in print.default it says:
> digits:
> a non-null value for digits specifies the __minimum__
> number of __significant__ digits to be printed in values.
> Maybe this clarifies your obs
> shadow. I would like to make something closed with some
CG> other letters. Does anyone know how to get a similar
CG> result ?
If we knew an elegant one, we'd have an R function to do it ...
The R Logo was done "manually" (using software) in several
phases IIRC.
B
pl.Stat 31, p115-124]
clearly states that
X(1) < X(2) < X(3) ... < X(n)
i.e., does not allow "ties" (two equal values).
If the exact formula in the paper were evaluated exactly
(instead with a rounded value of about 6 digits),
the "exact P-value" would be exa
>>>>> "MM" == Martin Maechler <[EMAIL PROTECTED]>
>>>>> on Wed, 16 Jul 2008 18:02:47 +0200 writes:
>>>>> "MC" == Mark Cowley <[EMAIL PROTECTED]>
>>>>> on Wed, 16 Jul 2008 15:32:30 +1000 writes:
> "CG" == Christophe Genolini <[EMAIL PROTECTED]>
> on Fri, 18 Jul 2008 11:14:25 +0200 writes:
CG> Hi the list,
CG> Back on an old problem. I thaught that was ok, but it is still not
CG> working on my computer.
CG> I write a toy package called packClassic. R CMD build
> "DE" == David Epstein <[EMAIL PROTECTED]>
> on Mon, 21 Jul 2008 09:42:35 +0100 writes:
DE> Maybe what I am missing is how to set the "device
DE> region" mentioned in Brian's email.
Play around resizing your graphics window..
This is very instructive, with an 'asp = .' using
> "DE" == David Epstein <[EMAIL PROTECTED]>
> on Sun, 20 Jul 2008 15:40:34 +0100 writes:
DE> What I don't like about type="b", also suggested by Paul
DE> Smith, is that the segments do not go right up to the
DE> little circles---a gap is left, which I don't like.
The gap
>>>>> "DE" == David Epstein <[EMAIL PROTECTED]>
>>>>> on Mon, 21 Jul 2008 14:32:47 +0100 writes:
DE> A really great answer to my concerns! I'll get hold of the Paul
DE> Murrell book, and see how far I can get.
DE> O
HaroldD> post is what would be best for now, me thinks.
Yes.
BTW, you mentioned SparseM's "OLS with sparse matrices".
The problem there is the same as with 'Matrix': You must somehow
get your sparse X matrix and the best currrent tools to that, AFAIK,
are the ones in
> "CG" == Christophe Genolini <[EMAIL PROTECTED]>
> on Tue, 22 Jul 2008 19:04:37 +0200 writes:
CG> Prof Brian Ripley <[EMAIL PROTECTED]> a écrit :
>> On Tue, 22 Jul 2008, [EMAIL PROTECTED] wrote:
>>
>>> Hi the list (well, half of the list, only the one who
>>> ar
ts / methods that were
exactly written for the purpose?
I strongly recommend to make your matrix into a "dist" object
(or a "dissimilarity" object -- the latter from package
'cluster', using function daisy(.)) !
> m <- matrix(1:25,5); m <- m + t(m); diag(m) <
>>>>> "CG" == Christophe Genolini <[EMAIL PROTECTED]>
>>>>> on Sat, 26 Jul 2008 12:12:12 +0200 writes:
CG> Martin Maechler <[EMAIL PROTECTED]> a écrit :
>>>>>>> "CG" == Christophe
>>>>> "CG" == Christophe Genolini <[EMAIL PROTECTED]>
>>>>> on Sun, 27 Jul 2008 09:27:34 +0200 writes:
CG> Martin Maechler <[EMAIL PROTECTED]> a écrit :
>>>>>>> "CG" == Christophe Genolini <
ject.org/ ) for many months now.
l> In R GUI, there is no such functionality.
l> Any thoughts on making R work my productivity?
leaving R GUI for ESS :-) :-)
For Windows, there's a very nice package of Emacs, bundled with
ESS (and AucTeX, *the* recommended LaTeX plugin for E
> 2147483647, max long int is 9223372036854775807)
Well, Brian gave you all info:
Did you really carefully read ?Memory-limits
??
BTW: The package 'Matrix' has many facilities to work with
sparse matrices; and these facilities are used in "lme4
>>>>> "VK" == Vadim Kutsyy <[EMAIL PROTECTED]>
>>>>> on Fri, 01 Aug 2008 07:35:01 -0700 writes:
VK> Martin Maechler wrote:
>>
VK> The problem is in array.c, where allocMatrix check for
VK> "if ((double)nrow * (
e big advantage that there exist no (!) user logins on
that machine at all, and hence no compromised user ssh
information can be misused to break in.
*and* you can use source(...)!
Martin Maechler, ETH Zurich
__
R-help@r-project.org mailing list
https://stat.e
on methods ?
o fracdiff -- has been the first package to do so,
o fArma -- reimplementation (from the "Rmetrics" suite)
of fracdiff and much more
o longmemo -- has FEXPest () of Beran
Martin Maechler,
ETH Zurich
tiu> Thanks in advance, Tolga
tiu&g
c/library/stats/R/ecdf.R
always has the (R-devel version of the) ecdf code;
you may also want to study the stepfun code in stepfun.R (same
directory) which is made use of by ecdf and its methods.
Martin Maechler,
ETH Zurich
> If not then does anyone have any suggestions?
> Thanks
> <[EMAIL PROTECTED]>
> on Wed, 20 Aug 2008 03:03:29 +0100 writes:
> Dear all,
> I found a problem with 'lme4'. Basically, once you load the package 'aod'
(Analysis of Overdispersed Data), the functions 'lmer' and 'glmer' don't work
anymore:
> library(lme4)
> (fm1
r than
the function that Barry Rowlingson had sent me back in April
which exactly solves the problem of finding the
"cycle decomposition" of permutation vector p[]:
cycles <- function(p) {
## From: Barry Rowlingson < at Lancaster ac UK>
## To: Martin Maechler < at
out tidying up code, by adding a
DM> warning that following it will delete all of your comments. I think
DM> you're better off writing it in a tidy way in the first place, or using
DM> a smart editor to reformat it. R retains enough information to write a
DM&g
>>>>> "PD" == Peter Dalgaard <[EMAIL PROTECTED]>
>>>>> on Fri, 29 Aug 2008 15:52:15 +0200 writes:
PD> Martin Maechler wrote:
>> I strongly agree with your last paragraph,
>> and I have always thought that we sh
like:
hw> dmodel <- density(~ a + b, data = mydata)
hw> predict(dmodel, newdata)
hw> This isn't how sm or KernSmooth or base density
hw> estimation works. Are there other packages that do
hw> density estimation? Or is there some reason that this
h
has been "standard R" for quite a while now.
As others have mentioned in this thread (different branch of
same thread-tree), for permutations, one can typically easily
get what one wants via expand.grid() or outer() [or
mapply() .. ].
For that reaso
t just
daisy(iris2, metric = "gower")
daisy() is in cluster which has been a recommended R package
"forever".
So the solution (here, not in general!)
is to stay with package 'cluster' and use
daisy() before agnes().
Regards,
Martin Maechler, ETH Zurich
> "RG" == Renaud Gaujoux
> on Mon, 10 Aug 2009 17:19:12 +0200 (SAST) writes:
RG> Hi,
RG> I'm wondering if the following behaviour is normal:
RG> setClass('A', representation(number='numeric'),
RG> validity=function(object){
RG> if( obj...@number < -1 ) return("I
le experience.
If we translate this to the teaching of R,
I come -- very strongly, indeed -- to the same conclusion as Gabor,
that you should call your functions differently, e.g. 'Mean'
or 'mean2' {{or ;-) 'meanGA', the Georgia version of mean ;-)}}
so the trai
7;ve been a bit appalled to read that nobody else gave
this (in my view *the correct* !) answer.
Leaving away NA's via na.omit() or similar is more general, but
for cor() definitely less flexible!
Martin Maechler, ETH Zurich
JK> --- On Mon, 8/24/09, Christian Meesters
JK> wrot
p", legend =
c(as.expression( bquote(mu[1] == .(m1)) ),
as.expression( bquote(mu[2] == .(m2)) )), lty = 1:2)
##
## or, if you really need to have the subscript as a *variable* as well:
##
i1 <- 11; i2 <- 20
legend("topright", legend =
c(as.expressio
> "MO" == Moshe Olshansky
> on Wed, 26 Aug 2009 23:36:22 -0700 (PDT) writes:
MO> You can do
MO> for (i in 1:ncol(x)) {names <-
rownames(x)[which(x[,i]==1)];eval(parse(text=paste("V",i,".ind<-names",sep="")));}
you can, but after install.packages("fortunes")
> require("f
", "Articles", "Presentations" and "Reference Cards".
Further, on the "Getting Help" tab, there are also links to
the ESS section of the R- Wiki and the Emacs - Wiki.
Martin Maechler, ETH Zurich
__
R-he
ll think it has C-like meaning. You will read
> x + y
> + z;
> as one statement, not two. (Actually you could argue that in R there are
> three statements there, but the third one is empty).
> This is harmful in the
tions' Menu there's
now a check-box entry
" C-x/C-c/C-v Cut and Paste (CUA) "
((which still is "off" by default ;-))
but the person used to German instead of Chinese can just click
that and also click " Save Options " on the same menu
and have the de
:
> missing value where TRUE/FALSE needed
> I am guessing this may be a missing parameter needed by persp() but I
> cannot figure out what to offer.
well, it should give a better error message, if it really needs
another argument .
A reproducible example *would* be ver
3Foo to emphasize that it was a constructor, but in my own
> code I use S3Foo(). Realizing that, as Henrik has now also pointed out,
> I'm far from perfect, the use of as.numeric() combines validity checking
> and coercion, which I think is not usually a good th
> "Robin" == Robin Hankin
> on Tue, 08 Sep 2009 14:58:49 +0100 writes:
Robin> Hi guys
Robin> thanks for this, it works fine, but I'm not sure the Matrix package
does
Robin> what I want:
>> a = sparseMatrix(i=c(20, 30, 10), j=rep(1, 3), x=c(2.2, 3.3,
4.4))
this would be much to slow, because the real vector is
s> much larger. Can you point me in the right direction?
direction?
Ok, something along
> lapply(lapply(split(v, cumsum(is.na(v))), `[`, -1L), seq_along)
$`1`
integer(0)
$`2`
[1] 1 2
$`3`
[1] 1
$`4`
[1] 1 2 3
--
Martin Mae
> "iw" == ivo welch
> on Mon, 14 Sep 2009 12:03:59 -0400 writes:
iw> Sorry, one more: on OSX, I deleted my old 2.9.2 R.app, and installed
the 64
iw> bit version of 2.9.0. I then did an "install.packages("car")" under my
new
iw> 2.9.0. It seems to have worked, but alas,
> "SH" == Schalk Heunis
> on Thu, 17 Sep 2009 11:15:16 +0200 writes:
SH> I think this is what you want:
>> df <- data.frame(x1=1:11,x2=2:12,x3=3:13,y=4:14)
>> grep('^x',names(df))
SH> [1] 1 2 3
SH> The returned indexes refer to the column positions, so you could d
ttp://wiki.r-project.org/ been corrupted? I
>> can find
>> http://rwiki.sciviews.org that works.
PhGr> Yes, the problem is known. I have to fix it.
and it has been fixed, late yesterday, thanks to Stefan
Theussl's kind and swift cooperation
> "UweL" == Uwe Ligges
> on Fri, 26 Feb 2010 17:24:43 +0100 writes:
UweL> On 26.02.2010 17:04, linda garcia wrote:
>> Dear all,
>> I am using biclust package for biclustering. I wanted to
>> know how can I extract my clusters from the object?
>>
>>
>> lib
using the very latest version of R-devel
(svn revision >= 51204)
:-)
"Of course", the above is just the result of rounding error
propagation in an extreme case.
I've now simply replaced PVAL by max(0, min(1, PVAL))
in the one place it seems sensible.
Martin Maechler
ge using Lasso-like methods {{instead of
Randomforest; and Trevor Hastie has quite a host of examples
where glmnet methods perform better than Randomforest.}}
can make use of "Matrix sparse matrices" like that.
]
Read help(model.matrix)
and also look at the examples th
t; for
JL> us, for even when I made up some data, the plot.loglog
JL> function didn't work because of this.
Have you tried
install.packages("sfsmisc")
library(sfsmisc)
example(eaxis)
## and then
?eaxis
I think this is what you need (in a more flexible way than a
plot.loglog
> "RV" == Ravi Varadhan
> on Thu, 2 Jul 2009 10:51:03 -0400 writes:
RV> Dear Martin, I have been playing a lot with the
RV> glkerns() function in the "lokern" package for
RV> "automatic" smoothing of time-series data. This kernel
RV> smoothing approach of Gasser and M
> "VG" == Vikneswaran Gopal
> on Fri, 17 Jul 2009 08:51:55 -0700 writes:
VG> It usually gets uploaded within a day if it passes all
VG> the checks run by Kurt Hornik. Then the Windows version
VG> gets built within the next 24 hours as well. Vik Jim
"usually", yes indeed.
> "MH" == Michael Hahsler
> on Mon, 20 Jul 2009 08:57:28 -0500 writes:
MH> Hi, I'm trying to create a new S4 class (myMatrix) which
MH> for now just extends dgCMatrix (from package
MH> Matrix). Then I want to use "[" which is defined in
MH> Matrix.
MH> Out of the
> "MartinMo" == Martin Morgan
> on Mon, 20 Jul 2009 18:57:33 -0700 writes:
MartinMo> L L writes:
>> Ok, I could solve also the latter problem by defining show.myclass
function in
>> the zzz.R file and adding the line 'S3method(show,myclass)' into
NAMESPACE
>> file.
hat needs a little extra care, as it
either returns TRUE or a character vector.
In sum, I'd strongly suggest you use
%~% <- function(x,y) isTRUE(all.equal(x,y))
Martin Maechler, ETH Zurich and R Core Team
BertG> Bert Gunter Genentech Nonclinical Biostatistics
BertG> -Or
by the user"
and indeed is only used to produce the correct binary code used
by the C internal dump() code,
> .deparseOpts(control="S_compatible")
[1] 128
as you had demonstrated in your first message.
Can you propose an amendment to the help page
e last one goes anova() -> anova.lm() -> anova.lmlist()
## and then "happens to work" with a gam() fit...
## For that reason, even here,
anova(fit3. , fit2) # << note the "."
## is to be preferred in my view
--
Martin Maechler, ETH Zurich
--
RT>
e the platform-dependent
> system() function. Should this argument be added to R's dir() and
> list.files() functions?
Yes, I think it "should" -- exactly because I also like to work
without system() here.
I will not implement it myself though, as I nowadays build R
> Barry Rowlingson
> on Thu, 30 Jul 2009 09:59:47 +0100 writes:
> 2009/7/30 Uwe Ligges :
>> Hard to lee, you have to try out, I fear.
>>
>> The speed you see highly depends on the connection from your country to
>> others, but of course, there are also some mirror
misconfigured mailer en route to one
PD> of our subscribers (disobeys Errors-To: and mails sender
PD> instead). The logical consequence would seem to be to
PD> unsubscribe mailingli...@versanet.de.
I've done that now.
Sorry I hadn't been around earlier.
Martin Mae
uot;.
But there are quite a few others (I do not really know from
personal experience), see, e.g.,
all the projects (listed on the left hand side) of
http://www.r-project.org/GUI
[...]
BK> Bernd
Martin Maechler, ETH Zurich
__
R-he
in MASS, and it
cG> seems it does not support this.
IIRC, this in several packages,
e.g., function
diagDA() in package 'sfsmisc'.
Regards,
Martin Maechler ETH Zurich
__
R-help@r-project.org mailing list
https://stat.ethz.ch
ing this back to a topic more fit to R-help :
The package 'Matrix' (typically part of R, since R 2.9.0),
has a function
rankMatrix()
whose options {and implementation; just type 'rankMatrix' !}
show you a bit about the problematics.
Regards,
Martin Maechler, ETH Zurich
_
> "FrL" == Friedrich Leisch
> on Thu, 6 Aug 2009 11:38:03 +0200 writes:
> On Sat, 01 Aug 2009 08:30:50 -0400,
> Prof John C Nash (PJCN) wrote:
>> Better ideas should prevail. There is now a wiki page at
>> http://wiki.r-project.org/rwiki/doku.php?id=rugs:r_user_groups
> [1] Inf
>> 1.0/-0.0
> [1] -Inf
Yes, indeed!
Finally something interesting in this boring thread !
A few of us have agreed in the past that indeed, it would be
preferable if identical() *did* reflect this difference.
I'm going to discuss this -- it's abo
to answer the original question:
Please note that R has had for a while the very nice and useful
smoothScatter()
function, written exactly for such cases, but also for cases
that are closer to "huge": E.g. still working fast for
n <- 1e6
Martin Maechler, ETH Zurich
_
but a question of improving the
documentation which may be of more general R developer interest.
Thanks in advance,
for your reports.
Martin Maechler, ETH Zurich (and R Core)
IG> --- On Fri, 26/3/10, Xu Wang wrote:
>> From: Xu Wang
>> Subject: [R] where
> "EC" == Emmanuel Charpentier
> on Sun, 18 Apr 2010 11:29:29 +0200 writes:
EC> Le vendredi 16 avril 2010 à 00:15 -0800, Kay Cichini a
EC> écrit :
>> thanks thierry,
>>
>> i considered this transformations already, but variance
>> is not stabilized and/or norm
> "DW" == David Winsemius
> on Mon, 19 Apr 2010 10:49:51 -0400 writes:
DW> The OP wrote me privately to say that the errant documantation was at:
>> http://lib.stat.cmu.edu/S/Harrell/help/Hmisc/html/ecdf.html
DW> That is a rather old bit of information. It dates back to
stion still remain if it's okay to change the default
method, as the state of the art advances.
For the matrix functions expm(), logm(), etc., I'd say "yes",
the default should be allowed to change.
Martin Maechler, ETH Zurich
DB> On Sun, Sep 27, 2009 at 11:44 AM, Charl
a <- if(ini == 1) 3 else if(ini > 1 && b > 2) 5 else 6
As I say on many occasions:
ifelse() is useful and nice, but it is used in many more
places than it should {BTW, not only because of examples like the above}.
Martin Maechler, ETH Zurich
(*) &quo
PP> Hi all,
PP> I used sparseM package for creating sparse Matrix and
PP> followed below commands.
I'd strongly recommend to use package 'Matrix' which is part of
every R distribution (since R 2.9.0).
PP> The sequence of commands are:
>> ex <- read.table('fileName',sep=','
MM. <- tcrossprod(M) # == MM' := M %*% t(M)
M.1 <- M %*% rep(1, ncol(M))
stopifnot(identical(drop(M.1), rowSums(M)))
They were just for illustrative purposes,
to show how and that you can work with the created sparse matrix
'M'.
Regards,
Martin Maechler, ETH Zurich
C,
might be to special case M[i,] , M[i,j] etc
for the special case where i (and j) is just of length 1. }}
Thank you for the reproducible code,
and thanks in advance for your improvement patches
or other propositions...
Best regards,
Martin Maechler, ETH Zurich
_
big R, but I think
> littler is designed for this kind of thing.
yes, and it was historically the first, and maybe still the most efficient
way to do so.
The "big R" way is to use 'Rscript' which comes with R,
e.g.,
Rscript --vanilla -e 'cat("a string pl
ly implemented very sub-optimally.
I'm busy for the rest of today with other duties,
but am looking forward to receive **reproducible** code from
you, by tonight.
Also, please do not forget to also show the result of
sessionInfo() !
Martin Maechler,
PP> Thanks
PP> Pallavi
> "TA" == Thomas Adams
> on Mon, 02 Nov 2009 11:04:30 -0500 writes:
TA> All:
TA> Attached is the output file from building R 2.10.0 on RedHat Linux. I
TA> have never previously experienced any problems when building R from
TA> source with new releases. But, now I get
Thank you, Russ,
but ...
> "RPH" == R P Herrold
> on Thu, 12 Nov 2009 14:13:26 -0500 (EST) writes:
>>> "TA" == Thomas Adams
TA> Attached is the output file from building R 2.10.0 on RedHat Linux. I
TA> have never previously experienced any problems when building R f
e more useful for what I guess the OP wants the
trafo to use for...
or then, if you think further and want a
- monotone
- continuous and even smooth (once-differentiable)
log-like transformation
then consider using the u.log() function I have written some 13 years ago,
(inspired by coffebreak disc
>>>>> "DS" == David Scott
>>>>> on Sat, 21 Nov 2009 02:29:38 +1300 writes:
DS> This is a reply to my own question. I thought I had found an answer but
DS> it seems not so (some analysis follows below). Maybe Martin Maechler or
DS
7;ve seen this once in the past, and also there, it
was the Nabble interface (!)
Personally I'd really prefer people would use regular
subscriptions and regular e-mail for posting to the R mailing
lists.
Martin Maechler, ETH Zurich,
provider of the major R mailing lists
width = width, envir = envir, max.list)
DW>
(defensive programming requires to use 'max.list=max.list' in the line above.)
David, I know you as a smart R user.
If you provide patches against the *sources* , i.e.
https://svn.r-project.org/R/trunk/src/library/utils/R/str.R
he difference ratio as approximate differential ratio) below:
For a = 1.25, and x = 0.2, e.g. :
> sapply(10^-(3:9), function(e) diff(qgamma(.2 + c(-e,e), sh = 1.25))/(2*e))
[1] 1.675105 1.675103 1.675103 1.675103 1.675103 1.675103 1.675103
> 1/dgamma(qgamma(0.2, sh = 1.25), sh = 1.25)
201 - 300 of 837 matches
Mail list logo
