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Greetings. These days I find myself writing a lot of functions to handle routine things. One of these is a function to create a scatterplot of variables and draw a lowessed line so I can get some idea if there's any relationship between them. lowessed.plot <- function(x, y) { plot(x, y) lines(lowess(x, y)) } However, there's a slight problem: the plot axes come out labeled

Greetings. I'm trying to recreate in R some regression models I've done in SAS, but I'm not getting the same results. My advisor suspects this may be due to differences in precision between R and SAS. Does anyone know where I can find specifications for R's type double? (It doesn't seem to be in the R Language Definition.) Thanks in advance for any help anyone can

Greetings. Is there any way to get R to take a regression model object and draw a plot of the regression function? How about overlaying that plot over a scatterplot of the actual data? Thanks in advance for any help anyone can provide. Aaron ----- Aaron Solomon?? (??ben Saul Joseph??) ??Adelman E-mail??: ??adelmaas at musc.edu Web site??: ??http??://??people.musc.edu??/??~adelmaas??/??

Greetings. Yesterday I managed to jury-rig a system to get a table out of R and import it into Nisus Writer Express (a word processor for Mac OS X). What I came up with is brittle, since it depends on an AppleScript script which has to be in a specific location and on no one touching the computer, since the AppleScript remotely controls Nisus Writer Express rather blindly and will make

Hello I am having an R related problem and can't seem to fix it by looking at any of the online documentation. I have a laptop (using Windows XP home edition) and loaded R 2.2.1. I then designated a mirror (USA-NC). But when I try to load a package, it freezes. I have tried to close R, but it won't close; I end up having to restart the laptop. I have no problems with any other

Greetings. I'm getting started learning R, and I'm trying to reproduce some models I've done previously in SAS. I'm trying to fit simple Poisson regressions, and I keep getting impossible results: the models predict negative numbers of cases for many observations. The code for the models are: Female.model <- glm(Observed ~ Black + Other, family = poisson(link=log),

Could someone please suggest a method to store the current random seed. I'm having trouble understanding how to correctly use set.seed and .Random.seed. Specifically, I have the following code that crashes: set.seed(seed) for(i in 1:10){ print( runif(1)) } To get around this I need to split the number of iterations into chunks: set.seed(seed) for(i in 1:5){ print(runif(1))

I apologize for this post. I am new to R (two days) and I have tried and tried to calculated confidence intervals for medians. Can someone help me? Here is my data: institution1 0.21 0.16 0.32 0.69 1.15 0.9 0.87 0.87 0.73 The first four observations compose group 1 and observations 5 through 9 compose group 2. I would like to create a bootstrapped 90% confidence interval on the difference of

> From: Abhijit Dasgupta <adasgupta@araastat.com> > Date: October 31, 2010 1:30:02 AM EDT > To: Matt Shotwell <shotwelm@musc.edu> > Subject: Re: [R] ForestPlot or similar > > I just did something very similar using ggplot's pointrange geom. In the following, I'm plotting hazard ratios, for which the nominal value is 1 and not 0. x has 5 columns: drug, hr,

Hello, I would like to compress a long string (character vector), store the compressed string in the text field of a SQLite database (using RSQLite), and then load the text back into memory and decompress it back into the the original string. My character vector can be compressed considerably using standard gzip/bzip2 compression. In theory it should be much faster for me to compress/decompress

Michael E. Johnson wrote on samba-digest: > Message: 6 > From: "Michael E Johnson" <johnsme@musc.edu> > To: <samba@lists.samba.org> > Date: Wed, 16 Oct 2002 11:51:09 -0400 > Subject: [Samba] Windows Drivers and SAMBA > > This is a multi-part message in MIME format. > > ------=_NextPart_000_0022_01C2750A.519B4C10 > Content-Type: text/plain;

Dear Mr Peter Dalgaard and Mr Dieter Menne, I sincerely thank you for helping me out with my problem. The thing is taht I already have calculated SENS = Gg / (Gg + Bg) = 89.97% and SPEC = Bb / (Bb + Gb) = 74.38%. Now I have values of SENS and SPEC, which are absolute in nature. My question was how do I interpret these absolue values. How does these values help me to find out wheher my model is

r-devel list, I have recently written an R package that solves a linear least squares problem, and computes the multivariate normal density function. The bulk of the code is written in C, with interfacing code to the BLAS and Lapack libraries. The motivation here is speed. I ran into a problem computing the determinant of a symmetric matrix in packed storage. Apparently, there are no explicit

...ren't raising a sweat, a few % of CPU at most. Samba delivers (and accepts) data at up 9.8MB/s sustained to smbclient over a 100Mb/s link, and delivers 2MB images to XP in an eyeblink, so it's not a fundamental networking failure. There is no perceptible speed difference serving from a muscly hardware-RAIDed-SCSI dual-CPU gig-of-RAM server or my el-crappo AOpen laptop. This DID NOT HAPPEN with their old Novell file server using Novell's networking protocols. The application provider also has another site running the app on a Citrix server but from a separate file server, with n...

In current Xapian SVN HEAD, there is a bug in the query parser concerned with the handling of wildcard terms with a "+" prefix. Specifically, a query such as "+foo* bar" will be parsed by the query parser into Xapian::Query("bar") if there are no terms in the database which start "foo". Instead, since the "+" term cannot be matched, I believe

Hi, if i have data in the following time series format: time, amount, state 1 2222 A 1 333 B 2 45 A 2 77 B where states could be n and time periods t is there a package in R that would calculate the transition probabilities in a markov chain. for each t except t=0 to generate A B A B perhaps the best structure might

Is there a way to estimate a nominal response model? To be more specific let's say I want to calibrate: \pi_{v}(\theta_j)=\frac{e^{\xi_{v}+\lambda_{v}\theta_j}}{\sum_{h=1}^m e^{\xi_{h}+\lambda_{h}\theta_j}} Where $\theta_j$ is a the dependent variable and I need to estimate $\xi_{h}$ and $\lambda_{h}$ for $h \in {1...,m}$. Thank you, Mauricio Romero Quantil S.A.S. Cel: 3112231150

Hi Louis, It's simple to run a r script from the excel spreadsheet. Just write your code, source("C:\\Quantil Aplicativos\\Genercauca\\BackwardSelectionNC.r"), into a cell of a workingsheet. Then right-click the cell and select "run code" in the pop-up menu. Hope this will help you. Best, Bernard -----????----- ???: r-help-bounces at r-project.org [mailto:r-help-bounces

Dear icecast users and developers, Please note, I have created a HOWTO that discusses how to install and configure icecast and ices2 to play a playlist of oggs on a DragonFly BSD machine. You can review it by following the link below. Feel free to give me any feedback you feel is necessary. Also, please CC me on replies because I am not on the list. Keep up the good work! Thanks, Adrian

System: Red Hat Enterprise Linux Server release 6.5 (Santiago) I?ve installed zlib 1.2.11 on the home folder of a Red Hat HPC as part of the process for installing R base 3.4.0. I get this error even after successful install of zlib checking for inflateInit2_ in -lz... no checking whether zlib support suffices... configure: error: zlib library and headers are required I?ve checked R