search for: djmuser

I found this paper on ANOVA on unequal error variance. Has this be incorporated to any R package? Is there any textbook that discuss the problem of ANOVA on unequal error variance in general? http://www.jstor.org/stable/2532947?cookieSet=1

Hello, Everyone. Does anyone know how to create a Nightingale’s Rose chart by using R? Hopefully, the graph could be displayed like this: http://mbostock.github.com/protovis/ex/crimea-rose.html Thanks a lot. Kind regards, Henry [[alternative HTML version deleted]]

Hi mailinglist members, I’m actually working on a time series prediction and my current approach is to decompose the series first into a trend, a seasonal component and a remainder. Therefore I’m using the stl() function. But I’m wondering how to get the single components in order to predict the particular fitted series’. This code snippet illustrates my problem: series <-

.... . . . . . 0 0 0 2 0 0 0 . 3 0 0 0 . . . 10 0 81 0 11 0 0 30 12 95 0 0 Any hints? THANKS!! Nico -------- Original Message -------- Subject: Re: [R] sum data from data.frame in a matrix Date: Wed, 23 Feb 2011 00:10:52 -0800 From: Dennis Murphy <djmuser at gmail.com> To: Nicolas Gutierrez <nicolasg at uw.edu> Hi: ...and a second way, using the reshape2 package: library(reshape2) dcast(df, yloc ~ xloc, value_var = 'yield', fun = sum) yloc 10 11 12 1 10 0 81 0 2 11 0 0 30 3 12 95 0 0 Dennis On Tue, Feb 22, 2...

Dear R helpers Suppose I am plotting a simple scatter plot where no of paired observations (x,y) are say 100. month          length 1                   10 2                   12 3                   17 4                   21 5                   13 .......................... .......................... .......................... 100              16 when i run the command plot(month, length)

Hi Does there exists an efficient way of performing linear regression on rolling windows in R. The exact problem is: We have a dataset of length l. The window size is w. Now, I perform linear regression on window i to (i+w) . Using this model can I perform linear regression over window (i+1) to (i+w+1). Thanks Sid Sent on my BlackBerry? from Vodafone

A general question that I have been pursuing for some time but have set aside. When finishing some analysis, I can have multiple matrices that have specific column names. Ideally, I would like to combine these separate matrices for a final output as a csv file. A generic example: Matrix 1 var1A var1B var1C x x x x x

Hi , I would like to use ggplot2 to plot a matrix as an image. You can copy paste the following Data<-matrix(data=rnorm(900,80,20),nrow=30,ncol=30) lengthOut<-5 Lengths<- 15 library(reshape2) library(ggplot2) tdm <- melt(Data) ggplot(tdm, aes(x = Var2, y = Var1, fill = factor(value)),levels=seq(0,1,by=0.1)) +                   labs(x = "MHz", y =

Dear R helpers, I am trying to calculate the Annualized Percent Rate using following R - Code. # ____________________________________________________________________ ## R Code library(animation) # INPUT C = 250000    # Loan Amount E = 2500      # Other Cost R = 6         # Interest rate r = R/1200    # Monthly interest rate q = 12        # No of Compoundings        n = 20        # No of

Hi all, I was trying to fit a Gamma hierarchical model using "glmer", but got weird error message that I could not understand. On the other hand, a similar call to the glmmPQL leads to results that are close to what I expect. I also tried to change tha "nAGQ" argument in "glmer", but it did not solve the problem. The model I was fitting has a simple structure - one

Hi group, I imported 16 data frames using the function "list.files" temp <- list.files(path="...........") myfiles = lapply(temp, read.table,sep = "") Now I have 16 data set imported in R window. I want to combine them by row and tried some thing like (Here I am considering only 20 columns) for(i in 1:16){ data<- cbind(myfiles[[i]][,1:20]) } but it

Hi, Is this method broken in R? I am using it to find roots of the following function: f(x) = 2.5*exp(-0.5*(2*0.045 - x)) + 2.5*exp(-0.045) + 2.5*exp(-1.5*x) - 100 It is giving an answer of -38.4762403 which is not even close (f(x) = 2.903809e+25 for x=-38.4762403). The answer should be around 0.01-0.1. This function should converge.. Even for a simple function like f(x) = exp(-x) * x, it gives

Hi all, Today, i just installed the newest R version 2.10.1 and other necessary tools for building R package under windows,e.g. Rtools, perl. All are the newest version. After the correct configuration under windows, i use it to re-check my old package. I found the following prolem when checking EXAMPLE, which did not exist before this re-installation. ######## * checking examples ... ERROR

Hi, I am trying to install a package (PortfolioAnalytics) of R 2.15.2 on Win 7. I have tried the following instructions on : http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages I used svn checkout svn://svn.r-forge.r-project.org/svnroot/returnanalytics/ to get the package and then copy it to my Win 7. Then, on Win 7 I run: >

...rer. My question is, in light of the above broad overview, how large must data sets be before R faces any performance problems or issues? In other words what "scale" can R handle? Thanks ever so much once again. Kind regards Stratos On Tue, Oct 12, 2010 at 11:31 AM, Dennis Murphy <djmuser@gmail.com> wrote: > Hi: > > On Tue, Oct 12, 2010 at 12:51 AM, Stratos Laskarides <stratlask@gmail.com > > wrote: > >> Dear Madam/Sir >> >> This may be quite a long shot... >> >> By way of intro, I am a masters student in actuarial science at...

Dear R helpers,     Yesterday I had raised following query which was addressed by Mr Ellison. The query and the wonderful solution as provided by Mr. Ellison are as given below.    ## PROBLEM   I am calculating the 'Yield to Maturity' for the Bond with following characteristics.    Its a $1000 face value, 3 year bond with 10% annual coupon and is priced at 101. The yield to maturity can be

Dear Group, Is there a more efficient way to create a data frame structure (using rep I guess?) require(plyr) week <- rdply(10, data.frame(week = 1:52)) names(week) <- c("Year", "Week") week$Year <- week$Year + 2000 Basically trying to create a year and week data frame to start appending data to for a ggplot. Many thanks. [[alternative HTML version deleted]]

Hi R Users, I am using following R code to plot a "grouped boxplot". I'm hoping if I can add MEAN to these boxplots. Data is copied below and attached as text file. install.packages("ggplot2") library(ggplot2) dta<-read.table("Sample.txt",header=T) attach(dta) p <- ggplot(dta, aes(factor(month), nail)) p + geom_boxplot(aes(fill = factor(trt))) Data: month

Dear R users, I am leaning MCMC sampling, and have a problem while trying to sample exponential r.v.'s via the following code: samp <- MCMCmetrop1R(dexp, theta.init=1, rate=2, mcmc=5000, burnin=500, thin=10, verbose=500, logfun=FALSE) I tried other distribtions such as Normal, Gamma with shape>1, it works perfectly fine. Can someon

Hey List, I did a multiple regression and my final model looks as follows: model9<-lm(calP ~ nsP + I(st^2) + distPr + I(distPr^2)) Now I tried to predict the values for calP from this model using the following function: xv<-seq(0,89,by=1) yv<-predict(model9,list(distPr=xv,st=xv,nsP=xv)) The predicted values are however strange. Now I do not know weather just the model does not fit