similar to: Divide all rows of a data frame by the first row.

Displaying 20 results from an estimated 80 matches similar to: "Divide all rows of a data frame by the first row."

2012 Sep 19
2
Help reproducing a contour plot
Hi All, I am trying to reproduce this using R instead. [image: Full-size image (38 K)] I tried using the following code *SChla <- read.csv("SM_Chla_data.csv")* *Atlantis <- SChla[16:66,]* *head(Atlantis)* * * Seamount Station Depth Pico Nano Micro Total_Ch dbar Latitude Longitud 16 Atlantis 1217 Surface 0.0639 0.1560 0.0398 0.2597 2.082 -32.71450 57.29733
2010 Dec 03
2
difference between linear model & scatterplot matrix
Dear R-users, I'm studing a DB, structured like this (just a little part of my dataset): _____________________________________________________________________________________________________________ Site Latitude Longitude Year Tot-Prod Total_Density dmp Dendoudi-1 15.441964 -13.540179 2005 3271.16 1007 16993.25 Dendoudi-2 15.397321 -13.611607
2010 Apr 30
3
Ogv file only plays in VLC / Can't be used by most tools.
Hi, I'm new here - thanks for having me. (Sorry if I'm in the wrong place or a noob.) I downloaded the Theora encoder sample (ver 1.1.1), modified it to encode a sequence of bitmaps, and created an OGV file. The OGV file plays fine in the latest VLC (1.0.5), but I can't do much else with it: I tried uploading to YouTube, and the video just comes out really corrupt:
2009 Sep 08
0
Confusion on use of permTS() in 'perm'
Consider the following simple example using R-2.9.0 and 'perm' 2.9.1: > require('perm') > p<- c(15,21,26,32,39,45,52,60,70,82) > g<- c('y','n','y','y', rep('n',6)) #Patients ranked 1,3,4 receive treatment > permTS(p ~ g, alternative = 'two.sided', method='exact.ce') #find p-value by complete enumeration
2011 Feb 21
0
[LLVMdev] llvm-gcc4.2 bootstrap broken?
On Feb 19, 2011, at 11:25 AM, Jack Howarth wrote: > Is anyone able to bootstrap llvm-gcc42 svn on x86_64-apple-darwin10? Currently it is > failing here with... It was broken. I think I've fixed it in reverting 125960. -eric
2018 Mar 11
0
Empirical density estimation
You need to re-read ?density and perhaps think again -- or do some study -- about how a (kernel) density estimate works. The points at which the estimate is calculated are *not* the values given, nor should they be! Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his
2009 Feb 08
0
Initial values of the parameters of a garch-Model
Dear all, I'm using R 2.8.1 under Windows Vista on a dual core 2,4 GhZ with 4 GB of RAM. I'm trying to reproduce a result out of "Analysis of Financial Time Series" by Ruey Tsay. In R I'm using the fGarch library. After fitting a ar(3)-garch(1,1)-model > model<-garchFit(~arma(3,0)+garch(1,1), analyse) I'm saving the results via > result<-model
2011 Feb 22
1
[LLVMdev] llvm-gcc4.2 bootstrap broken?
On Mon, Feb 21, 2011 at 03:58:19PM -0800, Eric Christopher wrote: > > On Feb 19, 2011, at 11:25 AM, Jack Howarth wrote: > > > Is anyone able to bootstrap llvm-gcc42 svn on x86_64-apple-darwin10? Currently it is > > failing here with... > > It was broken. I think I've fixed it in reverting 125960. > > -eric Eric, The llvm-gcc42 bootstrap is fixed in
1997 Oct 17
1
R-beta: more model.matrix
I am trying to show some techniques to my graduate regression class. The textbook mentioned using bootstrap samples of regression coefficients for assessing variability. I decided to show them reasonably effective ways of doing the resampling. The following is a function I wrote to create bootstrap samples of coefficients from a fitted linear regression model. bsCoefSample <- ##
2018 Mar 11
3
Empirical density estimation
Hi, Let say I have below vector of data-points : Dat = c(-0.444444444444444, -0.25, -0.237449799196787, -0.227467046669042, -0.227454464682363, -0.22, -0.214876033057851, -0.211781206171108, -0.199891067538126, -0.192920353982301, -0.192307692307692, -0.186046511627907, -0.184418145956608, -0.181818181818182, -0.181818181818182, -0.181266261925412, -0.181003118503119, -0.179064587973274,
2018 Mar 11
0
Empirical density estimation
On 3/11/2018 3:35 PM, Christofer Bogaso wrote: > But for my reporting purpose, I need to generate a bell curve like > plot based on empirical PDF, that also contains original points. > > Any idea would be helpful. Thanks, > Christofer, something like the following may get you what you want: ## get the kernel density estimate dens <- density(Dat) ## estimate the density at
2018 Mar 11
2
Empirical density estimation
But for my reporting purpose, I need to generate a bell curve like plot based on empirical PDF, that also contains original points. Any idea would be helpful. Thanks, On Mon, Mar 12, 2018 at 3:49 AM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > You need to re-read ?density and perhaps think again -- or do some study -- > about how a (kernel) density estimate works. The points at
2011 Feb 19
2
[LLVMdev] llvm-gcc4.2 bootstrap broken?
Is anyone able to bootstrap llvm-gcc42 svn on x86_64-apple-darwin10? Currently it is failing here with... /sw/src/fink.build/llvm-gcc42-2.9-0/llvm_gcc42_objdir/./prev-gcc/xgcc -B/sw/src/fink.build/llvm-gcc42-2.9-0/llvm_gcc42_objdir/./prev-gcc/ -B/sw/lib/llvm-gcc-4.2/x86_64-apple-darwin10/bin/ -c -g -O2 -mdynamic-no-pic -DIN_GCC -W -Wall -Wwrite-strings -Wstrict-prototypes -Wmissing-prototypes
2007 Aug 30
0
Problem with data migration and acts_as_tree
Hi, this is my first post here, my name is Lucas and I''m just starting with rails. For one of the first models I made (an accounts plan), I had some example data in a CSV file, so I created this migration, the idea is to detect the parent/child relationships according to the account number, the code works right (if I insert some puts here and there, I can see it), but when the migration
2006 Apr 16
3
second try; writing user-defined GLM link function
I apologize for my earlier posting that, unbeknownst to me before, apparently was not in the correct format for this list. Hopefully this attempt will go through, and no-one will hold the newbie mistake against me. I could really use some help in writing a new glm link function in order to run an analysis of daily nest survival rates. I've struggled with this for weeks now, and can at least
2013 Jul 28
0
[LLVMdev] IR Passes and TargetTransformInfo: Straw Man
Hi, Sean: I'm sorry I lie. I didn't mean to lie. I did try to avoid making a *BIG* change to the IPO pass-ordering for now. However, when I make a minor change to populateLTOPassManager() by separating module-pass and non-module-passes, I saw quite a few performance difference, most of them are degradations. Attacking these degradations one by one in a piecemeal manner is wasting
2013 Jul 18
3
[LLVMdev] IR Passes and TargetTransformInfo: Straw Man
Andy and I briefly discussed this the other day, we have not yet got chance to list a detailed pass order for the pre- and post- IPO scalar optimizations. This is wish-list in our mind: pre-IPO: based on the ordering he propose, get rid of the inlining (or just inline tiny func), get rid of all loop xforms... post-IPO: get rid of inlining, or maybe we still need it, only
2012 Nov 23
2
[LLVMdev] [cfe-dev] costing optimisations
On 23.11.2012, at 15:12, john skaller <skaller at users.sourceforge.net> wrote: > > On 23/11/2012, at 5:46 PM, Sean Silva wrote: > >> Adding LLVMdev, since this is intimately related to the optimization passes. >> >>> I think this is roughly because some function level optimisations are >>> worse than O(N) in the number of instructions. >>
2003 Apr 22
0
Correct SE in a poisson model.
Hi all, I'm here again with my newbies questions :( I have a simple example: count of slugs in two fields. I need to make a barplot with mean and SE of mean. So I have: The mean: > tapply(slugs,field,mean) Nursery Rookery 1.275 2.275 The SE: > tapply(slugs,field,sd)/sqrt(tapply(slugs,field,length)) Nursery Rookery 0.3651264 0.3508004 If the data has been normally
2010 Aug 01
3
remove extreme values or winsorize – loop - dataframe
Hi everyone! #I need a loop or a function that creates a X2 variable that is X1 without the extreme values (or X1 winsorized) by industry and year. #My reproducible example: firm<-sort(rep(1:1000,10),decreasing=F) year<-rep(1998:2007,1000) industry<-rep(c(rep(1,10),rep(2,10),rep(3,10),rep(4,10),rep(5,10),rep(6,10),rep(7,10),rep(8,10),rep(9,10), rep(10,10)),1000) X1<-rnorm(10000)