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...nal folder, my documents... then we can install any specified package? Best regards, ========================================================= Daoping Mo Via Real Collegio 30, CORPIE 10024, Moncalieri, Italy. Tel: +39 - 329-1865124 (Better after GMT 15:00, thanks!) Email: daoping.mo at studenti.unito.it

...d loose the column names and everything will become too much error-prone. Any suggestions on how to do it? Thanks in advance, Matteo -- Matteo Richiardi University of Turin Faculty of Law Department of Economics "Cognetti De Martiis" via Po 53, 10124 Torino Email: matteo.richiardi at unito.it Tel. +39 011 670 3870 Web page: http://www.personalweb.unito.it/matteo.richiardi/

...CCESS_DOMAIN_INFO What I'm mistaking? Thank you Mauro Il Gruppo Direct Line ? di propriet? del Gruppo Royal Bank of Scotland, il secondo gruppo bancario in Europa e il quinto al mondo. Oggi il Gruppo Direct Line conta pi? di 5 milioni di clienti auto, pi? di 10 milioni di polizze nel Regno Unito e in Giappone e oltre 10.000 dipendenti. Nota per il famoso marchio con il telefono rosso, Direct Line ? stata il pioniere nella vendita diretta di polizze assicurative nel Regno Unito. Direct Line ? operativa in Italia dal gennaio 2002. This e-mail is intended for the addressee only and may conta...

...have in R a 3d plot representig my object' s positions? I guess that I can but I don't know how. Any help is much appreciated Thanks a lot -a- Andrea Valle DAMS - Facolt?? di Scienze della Formazione Universit?? degli Studi di Torino http://www.semiotiche.it/andrea andrea.valle at unito.it

...ing plot but actually I'm able only to draw points (I grabbed an example from the web) Could anyone post a line of code with an example? Thanks a lot -a- Andrea Valle DAMS - Facoltà di Scienze della Formazione Università degli Studi di Torino http://www.semiotiche.it/andrea andrea.valle@unito.it [[alternative text/enriched version deleted]]

...haviour for ranges: plot(1,1, pch=19, xlim=c(-2.5, 2.5), ylim=c(0,3), xaxs="i", yaxs="i") What am I missing? Thanks a lot as usual -a- Andrea Valle DAMS - Facolt? di Scienze della Formazione Universit? degli Studi di Torino http://www.semiotiche.it/andrea andrea.valle at unito.it

...x } <environment: namespace:base> Stefano >-----Messaggio originale----- >Da: r-help-bounces at stat.math.ethz.ch >[mailto:r-help-bounces at stat.math.ethz.ch]Per conto di >Guazzetti Stefano >Inviato: Thursday, May 04, 2006 07:55 AM >A: isaia at econ.unito.it; ruser2006 at yahoo.com >Cc: r-help at stat.math.ethz.ch >Oggetto: [R] R: [Re:] function to replace missing values with median >value?]] > > >there is also a replace function > > > >-----Messaggio originale----- > >Da: r-help-...

...lists.samba.org/mailman/listinfo/samba -- Robert E. Styma Principal Engineer AG Communication Systems, Phoenix - A subsidiary of Lucent Email: stymar@agcs.com Phone: 623-582-7323 FAX: 623-581-4884 Company: http://www.agcs.com Personal: http://www.swlink.net/~styma Return-Path: <ariano@dba.unito.it> Delivered-To: samba@lists.samba.org Received: from mbox.dba.unito.it (mbox.dba.unito.it [130.192.143.1]) by lists.samba.org (Postfix) with ESMTP id 6635A4ADA for <samba@lists.samba.org>; Thu, 9 Aug 2001 07:50:10 -0700 (PDT) Received: from bio031.dba.unito.it (paolo@bio031.dba.unit...

...non parametric test in R ? I'm studing neurons velocity and i've to check if after the perfusion with a factor x the velocity changes but as my variable is not normally ditributed i've to try with non parametric test (i think) thanks paolo -- Paolo Ariano Neuroscience PhD Student @ UniTo Dati prodromi - Alessandra G. _____________________________________________________________________ For your security, this mail has been scanned and protected by Inflex

...g like openoffice) does someone is trying to do a usable GUI for R ? i'm reading something on R commander SciView and others but all seem to be beta. I'd like to make possible to make anova and post-hoc more simple to my collegues ;) thanks paolo -- Paolo Ariano Neuroscience PhD Student @ UniTo Una non esclude l'altra ed entrambe non escludono i soldi - Paolo A. _____________________________________________________________________ For your security, this mail has been scanned and protected by Inflex

i need to compute several (hundreds) of regression AR and PP.test for untary roots. is there an easy way to pick the values of interest from the output of these operations? i would like to fill a matrix (in a for cycle) with all the values of coefficients, standard deviations, PP statistics and the relevant critical value for the series i have. thanks in advance L --

Dear Dario Sacco, >>>>> "DS" == Dario Sacco <dario.sacco at unito.it> >>>>> on Thu, 06 May 2010 17:45:30 +0200 writes: DS> Dear Dr. Maechler, DS> I am an agronomist and a researcher at the University of Turin. I am DS> also teaching "Applied statistics", then I have some knowledge in DS> Statistics, b...

Do anyone know anything about the use of R for agent-based social simulation? It should be possible, and would be convenient for the simple reason that there are several nice packages containing useful stuff for SNA (Social Network Analysis). Information about packages, web sites, experienced persons in the field, etc. would be very welcome. Tom

dear all, thank you for reading. I have a dataset of artists and where and when they had an exhibition. I'd like to create an affiliation network in the form of matrix, telling me which aritist have been in the same at the same time. I manage to do it, but given that I have 96000 observation the program takes 30 months to complete. her what i have done. the data look like this Artist

...ttp://lists.samba.org/pipermail/samba/ Hello everybody... Another non samba question. I4ve tried to set up Bind with webmin 0.87, and when I fill in my MX entry to it, it won4t work. When I do a nslookup, it shows me only the SOA entry. Any Ideas? Thanks! A_VeNoM Return-Path: <ariano@dba.unito.it> Delivered-To: samba@lists.samba.org Received: from mbox.dba.unito.it (unknown [130.192.143.1]) by lists.samba.org (Postfix) with ESMTP id 97B3D4482 for <samba@lists.samba.org>; Fri, 3 Aug 2001 04:58:10 -0700 (PDT) Received: from bio031.dba.unito.it (paolo@bio031.dba.unito.it [13...

I want to take the first row of each unique ID value from a data frame. For instance > ddTable <- data.frame(Id=c(1,1,2,2),name=c("Paul","Joe","Bob","Larry")) I want a dataset that is Id Name 1 Paul 2 Bob > unique(ddTable) Will give me all 4 rows, and > unique(ddTable$Id) Will give me c(1,2), but not accompanied by the name column.

...-------- -- To unsubscribe from this list go to the following URL and read the instructions: http://lists.samba.org/mailman/listinfo/samba -- To unsubscribe from this list go to the following URL and read the instructions: http://lists.samba.org/mailman/listinfo/samba Return-Path: <ariano@dba.unito.it> Delivered-To: samba@lists.samba.org Received: from mbox.dba.unito.it (mbox.dba.unito.it [130.192.143.1]) by lists.samba.org (Postfix) with ESMTP id 533924AE5 for <samba@lists.samba.org>; Fri, 10 Aug 2001 01:21:43 -0700 (PDT) Received: from bio031.dba.unito.it (paolo@bio031.dba.unit...

Hello, usually work with S-plus and/or with R, which I do prefer, on a Window paltform. Now I downloaded R for the Mac (I run it on a G4 at home) but I found that many, too many functions are not available (svd, lm, glm and so on... but still the lapply is missing...!). I have ProFortran a C++ routine of my own but I can't pass them to that version of R. Is there anybody going to give a little

Dear all, I have to minimize a (real) function in a loop (say i in (1:1000)) and store its ``$estimate'', via l2estim<-nlm(f.minimo,c(-.01,0.1))$estimate into a vector for further analisys. Since the function's behaviour is quite peculiar (in the sense that in the simulation study it may not have a minumum), sometimes I get the the warning Error in nlm(minimo, c(-0.01, 0.1),

I need to compute the Fourier transformation of the autocovariance function of a panel composed by 196 time series. With autocovarance function i mean a matrix Gamma(u) which contains the covariance of all the variables at time (t) with all the variables evaluated at time (t-u). It can be represented by a tri-dimensional matrix whose dimensions are (196,196,K), where K is the maximum lag