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hi Sarah, Thanks a lot for having taken time to answer me and for your reply. I wonder how I missed this solution. Indeed plotting the line with the 2 extreme data points works perfectly. Best, Jean-Philippe Fontaine On 04/12/2017 18:30, Sarah Goslee wrote: > It's because you are plotting a line between each of the points in > your data frame, and they are very close togethe

Hello, I migrate posix users in ldap (nss_ldap). but now, if I join a windows station to my SAMBA 2 domain from my windows xp station: everything seems ok : user add to the local /etc/passwd and the windows welcomes me in the domain but after the reboot and when I try to connect : on the windows XP : Domain password server not available nad in the log of SMb : get_md4pw: Workstation

Hi, I would like to know if it is possible to have a "R code" to estimate the parameters of a mixture of bivariate (or multivariate) normals via EM Algorithm. I tried to write it, but in the estimation of the matrix of variance and covariance, i have some problems. I generate two bidimensional vectors both from different distribution with their own vector means and variance and

Dear list, I'm currently trying to develop a model to assess clam yield potential in a lagoon. I'm using the zeroinfl function of the pscl package to fit a Zero-inflated negative binomial model, given the high occurrence of zero counts. I don't understand from the sentence in the pscl guide "Zero-inflated count models are a type of two-component mixture model, with a component

Dear all, I used modFit of the package FME to fit a set of ODE to a ste of eperiemntal data. The summary of this fit give me the following error > summary(Fit) Residual standard error: 984.1 on 452 degrees of freedom Error in cov2cor(x$cov.unscaled) : 'V' is not a square numeric matrix In addition: Warning message: In summary.modFit(Fit) : Cannot estimate covariance; system is

Hi, May be you can try this: dat1New<-? dat1[!(duplicated(dat1$gene)|duplicated(dat1$gene,fromLast=TRUE)),] dat2<-dat1[duplicated(dat1$gene)|duplicated(dat1$gene,fromLast=TRUE),] ?lst1<-split(dat2,dat2$gene) dat3<-unsplit(lapply(lst1,function(x) {x1<- sum(apply(x[,6:32],2,function(y) y[1]>=y[2]));x2<- sum(apply(x[,6:32],2, function(y) y[1]<=y[2])); if(x1>x2) x[1,] else

Package: logcheck Version: 1.3.3 Severity: wishlist Tags: patch Ali Saidi submitted rules for amd from the am-utils package to Ubuntu at https://bugs.launchpad.net/ubuntu/+source/logcheck/+bug/91438 The provided rules are located at: http://launchpadlibrarian.net/6728953/amd Please consider including them in the next release. I've asked where to put them, but it should probably the

1. This relates to the package *rhdf5* and its implementation of the HDF5 dataspace interface. I am asking for an example of how other people who use this package make use of the HDF5 data space interface exposed by the library. Longer answer: As per my understanding, the dataspace interface exposes data locations within a dataspace, but even while retrieving data from an hdf5 file using methods

Matteo, I fully agree with David: please read the posting guide. Anyway, the error message says it all: "the estimated variance of the individual effect is negative". See e.g. the "basic panel" chapter (10 or 11) in Wooldridge's "Econometric Analysis of XS and Panel Data" to understand why this may happen. Stata's behaviour is (as far as I remember) to

I'm using R 2.15.1 on a 64-bit machine with Windows 7 Home Premium and package 'boot'. I've found that using a number of bootstrap resamples in boot() that is less than the number of data results in a fatal error. Once the number of resamples meets or exceeds the number of data, the error disappears. Sample problem (screwy subscripted syntax is a relic of edited down a more

Hi R-users,I'm trying to solve a non linear equation, to find the degrees of freedom of a mixture of t student. I'm sure i wrote the minimization equation in the right way, but when i try to run the EM algorithm to estimate the parameters of the mixture, the following error will appear: Error in uniroot(function(z) log(z/2) - digamma(z/2) + 1 - log((z + d)/2) + : f() values at end

I'm using R 2.15.1 on a 64-bit machine with Windows 7 Home Premium. Sample problem (screwy subscripted syntax is a relic of edited down a more complex script): > N <- 25 > s <- rlnorm(N, 0, 1) > require("boot") Loading required package: boot > v <- NULL # hold sample variance estimates > i <- 1 > v[i] <- var(s) # get sample variance >

I do the these passages: library(Geneland) set.seed(1) data <- simdata(nindiv=200, coord.lim=c(0,1,0,1) , number.nuclei=5 , allele.numbers=rep(10,20), IBD=FALSE, npop=2, give.tess.grid=FALSE) geno <- data$genotypes coord <- t(data$coord.indiv) path.mcmc <-

Someone knows the existence of a function to sum the elements of the same place A[i,j] B[i,j] of a matrix?thank you -- Dr. Daniele Riggi, PhD student University of Milano-Bicocca Department of Statistics Building U7, Via Bicocca degli Arcimboldi, 8 20126 Milano, Italy cell. +39 328 3380690 mailto: daniele.riggi@gmail.com [[alternative HTML version deleted]]

Hi all. Currently, if you try: > lag.plot(1:10) you get superposed labels '1' and '10'. Things go worse in more extreme cases: x <- ts(1:10) x1 <- lag(x, 4) plot(x1, x) This is due to a mistake in plot.ts. My suggestion is the following really minimal patch to plot.ts: @@ -530,7 +530,7 @@ plot.ts <- text(xy, labels =

dear Jim, Yes I fixed the problem. Thanks again all of you for your contribution! This worked : start <- c(1, 20, 35, 41, 44, 48, 53, 59, 64, 70, 76, 78, 83, 88, + 93, 114, 122, 127) data1<-read_fwf("lvg_table2.txt",skip=70, fwf_widths(diff(start))) Well now I know how to deal with fixed-width files :) Cheers Jean-Philippe On 05/10/2017 18:42, jim

dear R users, I am performing a linear regression with lm, and I would like to plot the regressor in dashed lines. I know that the lty=2 option is the way out, but it has a very strange behaviour: the line starts dashed but then the spaces between each dash becomes very tiny and so the line become somehow continuous for the human eye. Do you know how to fix that problem, in order to have a

Is this a fixed width format? If so, read.fwf() in base, or read_fwf() in the readr package will solve the problem. You may need to trim trailing spaces though. B. > On Oct 5, 2017, at 10:12 AM, jean-philippe <jeanphilippe.fontaine at gssi.infn.it> wrote: > > dear R-users, > > > I am facing a quite regular and basic problem when it comes to dealing with datasets,

I'm a PhD student and I'm working with covariance function. I'm interested to know if exist some packages in R to calculate and plot the bidimensional Autocovariance Function. the input matrix is a matrix that describe a spatial location over a 2-D space and I want to use it in the same way I can use a time serie in the 1-D acf. Thanks, Nicola.

I'm a PhD student and I'm working with covariance function. I'm interested to know if exist some packages in R to calculate and plot the bidimensional Autocovariance Function. the input matrix is a matrix that describe a spatial location over a 2-D space and I want to use it in the same way I can use a time serie in the 1-D acf. Thanks, Nicola.