similar to: Data frame with 3 columns to matrix

Hi, I've got an array, say with i,jth entry = A_ij, and a vector, say with jth entry= v_j. I would like to multiply each column of the array by the corresponding vector component, i,e. find the array with i,jth entry A_ij * v_j This seems so basic but I can't figure out how to do it without a loop. Any suggestions? Michal.

G'Day Tanya, Is it too late to bring in the following patches to fix some major brokenness in the AuroraUX tool chain for 2.6? http://llvm.org/viewvc/llvm-project/cfe/trunk/lib/Driver/Tools.cpp?r1=84468&r2=84469&view=diff&pathrev=84469 http://llvm.org/viewvc/llvm-project/cfe/trunk/lib/Driver/Tools.cpp?r1=84265&r2=84266&view=diff&pathrev=84266

I have the following data which I tried to draw the probability density plot. Here is the code I have: x <- read.table("mydat.txt"); d <- rep(x$V2,times=x$V3); hist(d,probability=T, xlab="FlowSignal"); But why the y-axis range from 0 to 6, instead of 0 to 1? What's the correct way to plot it? #id flowsignal frequency 1 0.67 1 1 0.70 1 1

Hi to all, I have this dataframe (I show the first six rows) >head(table) A R Fold.Change P.Value Count1 Count2 1 ENSRNOE00000000002_at 0 1.13 0.60 1 1 2 ENSRNOE00000000009_at 0 -1.04 0.73 3 3 3 ENSRNOE00000000020_at 0 -1.08

I have a problem with R. I try to compute the confidence interval for my df. When I want to create the plot I have this problem: Error in xy.coords(x, y, xlabel, ylabel, log) : 'x' and 'y' lengths differ. I try this code: library(dplR) df.rwi <- detrend(rwl = df, method = "Spline",nyrs=NULL) write.table(df.rwi,file="rwi.txt",quote=FALSE,row.names=TRUE)

Hi Tanya, > 1) Compile llvm from source and untar the llvm-test in the projects > directory (name it llvm-test or test-suite). Choose to use a > pre-compiled llvm-gcc or re-compile it yourself. I compiled llvm and llvm-gcc with separate objects directories. Platform is x86_64-linux-gnu. > 2) Run make check, report any failures (FAIL or unexpected pass). Note > that you need to

LLVMers, 2.6 pre-release2 is ready to be tested by the community. http://llvm.org/prereleases/2.6/ If you have time, I'd appreciate anyone who can help test the release. To test llvm-gcc: 1) Compile llvm from source and untar the llvm-test in the projects directory (name it llvm-test or test-suite). Choose to use a pre- compiled llvm-gcc or re-compile it yourself. 2) Run make check,

Given an nxm matrix A I want to compute the nxm matrix B whose ij-th element is the sum of the elements of A lying on the diagonal that ends with element ij, i.e., b_ij = a_ij + a_(i-1)(j-1) + a_(i-2)(j-2) + ... In APL (which I no longer use), I would use the 'rotate' operator to derive an array whose columns are diagonals of the given array and then cumulate down columns. Is

Hi Maria If you have problems just start with a small model with predictions and then plot with xyplot the same applies to xyplot Try library(gamm4) spring <- dget(file = "G:/1/example.txt") str(spring) 'data.frame': 11744 obs. of 11 variables: $ WATERBODY_ID : Factor w/ 1994 levels "GB102021072830",..: 1 1 2 2 2 3 3 3 4 4 ... $ SITE_ID

aa <- (structure(list(X.0.85 = c(-1.02, -1.17, -1.29, -1.39, -1.46, -1.5, -1.52, -1.5, -1.46, -1.39, -1.3, -1.19, -1.07, -0.93, -0.79, -0.65, -0.5, -0.36, -0.22, -0.08, 0.05, 0.18, 0.3, 0.41, 0.52, 0.62, 0.72, 0.81, 0.89, 0.98, 1.05, 1.13, 1.19, 1.25, 1.29, 1.31, 1.31, 1.29, 1.24, 1.16, 1.06, 0.93, 0.77, 0.58, 0.38, 0.16, -0.07, -0.31, -0.89, -1.05, -1.19, -1.31, -1.41, -1.47, -1.51, -1.51,

Dear All, I have a dataset which contains date and 12 other countries data. I have extracted the data as xts object. I am not able to recall all the series in the Y axis. My data set looks like this index crepub finland france germany italy netherlands norway poland <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>

It's not clear what you want but ... On 02/05/2023 10:57, Upananda Pani wrote: > Dear All, > > I have a dataset which contains date and 12 other countries data. I > have extracted the data as xts object. > > I am not able to recall all the series in the Y axis. My data set > looks like this > > index crepub finland france germany italy netherlands norway poland >

Hey, I have a dataset where two columns are factors and another column consists of values. Each combination of factors can only have a single value assigned to it. I'd like to represent this as a matrix or table where the rows are the first column factors and the columns the second column factors. So that each cell a_ij in the matrix represents the associated value for the factor combination

Dear r-help I am trying to run LDA on a training data set, and test it on another data set with the same variables. I found examples using crossvalidation, and using training and testing data sets set up with sample, but not when they are preassigned. Here is what I tried # FIRST SET UP A DATAFRAME WITH ALL THE DATA AND CREATE NEW VARIABLES traintest1 <-

Hi all, I have the folowing frame(there are more columns than shown), 1 2 3 4 5 Year Total Tus Whi Norw 1994 1.00 1830 0 355 1995 1.00 0 0 0 1995 1.00 0 0 0 1995 1.00 4910 4280 695 1997 1.00 0 0

LLVMers, The 2.2 prerelease is now available for testing: http://llvm.org/prereleases/2.2/ If anyone can help test this release, I ask that you do the following: 1) Build llvm and llvm-gcc (or use a binary). You may build release (default) or debug. You may pick llvm-gcc-4.0, llvm-gcc-4.2, or both. 2) Run 'make check'. 3) In llvm-test, run 'make TEST=nightly report'. 4) When

Hi, I am just wondering if there is a test available for testing if a linear fit of an independent variable in a Cox regression is enough? Thanks for any suggestions. John Zhang ____________________________________________________________________________________ [[elided Yahoo spam]]

LLVMers, The 2.1 pre-release (version 1) is available for testing: http://llvm.org/prereleases/2.1/version1/ I'm looking for members of the LLVM community to test the 2.1 release. There are 2 ways you can help: 1) Download llvm-2.1, llvm-test-2.1, and the appropriate llvm-gcc4.0 binary. Run "make check" and the full llvm-test suite (make TEST=nightly report). 2) Download

Since the aggregate S3 method for class formula already has got na.action = na.omit, ## S3 method for class 'formula' aggregate(formula, data, FUN, ..., subset, na.action = na.omit) I think that to deal with NA's, it is enough: aggregate(Value~ID, dta, max) Moreover, passing na.rm = FALSE/TRUE is "don't care": aggregate(Value~ID, dta, max, na.rm=FALSE)

Concerning this article, Christopher Zorn, "Generalized Estimating Equation Models for Correlated Data: A Review with Applications." 2001. American Journal of Political Science 45(April):470-90. The author very kindly provides data for replication on his web page: http://www.emory.edu/POLS/zorn/Data/GEE.zip. I've been comparing the Professor Zorn's results obtained with