similar to: diag() (PR#555)

Hi. I just noticed the paper by Morales and Nocedal Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization". TOMS 2011; 38(1): 7 http://www.ece.northwestern.edu/~morales/PSfiles/acm-remark.pdf which describes a couple of improvements (speed and accuracy) to the original Netlib code which AFAICT is that still used by optim() via f2c.

Is there a simple way to run cor.test on for a matrix of correlations? Of course, cor on a data frame produces a correlation matrix, but cor.test will only take two variables at a time. Is there a way to get behavior similar to that of cor with cor.test? I suppose the programming alternative would be to run two for loops with the number of items and cor test embedded accessing the columns of

I don't know of any R package that can match all the functionality of LEM eg fitting equality constraints to model parameters a la LISREL. WRT dumping tables, I would have thought that as.data.frame.table does pretty much what you want, [not tested] newtab <- as.data.frame(table(a,b,c)) cat("dim\n") for(i in seq(1, ncol(newtab)-1) { cat(nlevels(newtab[,1]," ") }

I have to admit that I'm at a bit of a loss here; any pointers would be greatly appreciated. I've been making correlation matricies from some of my datasets, and have been instructed to get the probability values for each of these correlations. I've checked the online help for info on both the cor and cov functions, but I was unable to find any relevant info on finding how to obtain

A bit late, but you might like to look at http://www.qimr.edu.au/davidD/polyr.R Regarding the original posters queries: You can analyse polychoric correlations as if they were Pearson correlations using standard software (eg sem), and this usually doesn't do too badly, or go to AWLS (Browne) in LISREL etc, or ML analysis of the full multidimensional contingency table using programs such as

Dear all, I'm currently use R v0.99 on Windows 98 Second Edition. I have a question on some simple calculations. I wonder that I've done something wrong with the calculation. Here is the imput commands: > a <- 25.01 > b <- 56.08 > a.trunc <- trunc(a) > b.trunc <- trunc(b) > a.tail <- a - a.trunc > b.tail <- b - b.trunc > a.trunc [1] 25 >

I have encountered the same problem with sshd -i (under Mandrake linux 6.1) as that described by Ben L Perkins, this time with 2.1.1p4: ... Last login: Mon Jul 17 12:04:50 2000 from orpheus.qimr.edu.au -bash: ?oe90: command not found -bash: glorious: command not found -bash: ?]r90: command not found -bash: marshall4: command not found Connection to orpheus.qimr.edu.au closed. log: Jul 17

> Date: Mon, 20 Feb 2006 16:43:55 -0600 > From: Aldi Kraja <aldi at wustl.edu> > > Hi, > Using package gclus in R, I have created some graphs that show the > trends within subgroups of data and correlations among 9 variables (v1-v9). > Being interested for more details on these data I have produced also the > var-covar matrices. > Question: From a pair of two

Hi. I don't know if this a bug or just annoying to me: > x <- c(1,2,3,NA) > table(x, exclude=NULL) x 1 2 3 <NA> 1 1 1 1 > table(factor(x), exclude=NULL) 1 2 3 1 1 1 I don't think many people use factor(x, exclude=NULL): it is not the default handling of character data by read.table(). Cheers, David Duffy. -- | David Duffy (MBBS PhD)

> On Wed, 2 Feb 2000, Adriane Leal wrote: > > > I'd like to perform a box-cox transformation to a data set and also plot > > lambda versus L(lambda) using R. Does anybody knows how can I do such a > > thing? gnlr3 in my gnlm library does both linear and nonlinear models with Box-Cox transformation. However, it is somewhat nonstandard as it renormalizes to obtain a

Dear All, Further to answers to sorting, can someone tell me how can I sort a list that contains duplicates (name) but keeping the duplicates together when sorting the values. e.g., a data frame with name (in duplicates), Mvalues(may be different for the duplicates) name M 1234 8 1234 8.3 4321 9 4321 8.1 If I sort by M, it will be 1234, 4321, 1234, 4321 but I want to keep the duplicates together,

I maintain the Devore5 package for R. This package provides the data sets from Jay Devore's text "Probability and Statistics for Engineering and the Sciences (5th ed)". I am having difficulty reproducing some logistic regression results from the textbook. Perhaps this is because I am not using the glm function correctly. The data from Example 13.5 (page 559 for those with a copy

It seems that the following should work: > x<-read.table('1A.tab',header=T,skip=1); > mode(x[1]) [1] "list" > x[1] p01 R1-00 0.0295 R1-01 0.0283 R1-02 0.0145 R1-03 0.0235 R1-04 0.0339 R1-05 0.0239 R1-06 0.0414 R1-07 0.0259 > hist(x[1]) Error: hist: x must be numeric > as.numeric(x[1]) Error: (list) object cannot be coerced to vector type 14 >

I couldn't resist adding a more literal answer unback <- function(x) { chars <- unlist(strsplit(deparse(x),"")) chars <- chars[-c(1,length(chars))] paste(gsub("\\\\","/",chars),collapse="") } unback("\n") | David Duffy (MBBS PhD) ,-_|\ | email: davidD at qimr.edu.au ph:

I couldn't resist adding a more literal answer unback <- function(x) { chars <- unlist(strsplit(deparse(x),"")) chars <- chars[-c(1,length(chars))] paste(gsub("\\\\","/",chars),collapse="") } unback("\n") | David Duffy (MBBS PhD) ,-_|\ | email: davidD at qimr.edu.au ph:

I have had the same problem and I wrote this function rmulti <- function(n, size, p) { NrDim <- length(p) if(NrDim<2) stop("The simulated variabel has to be at least 2-dimensional") res <- matrix(data=NA, nrow=n, ncol=NrDim) p <- p/sum(p) TempSize <- size for(i in 1:NrDim) { TempP <- p[i]/sum(p[i:NrDim]) TempBin <- rbinom(n=n, size=TempSize,

Hi there, I have written a function to calculate factorials as follows: fact <- function(x) { recurse <- x > 1 x[!recurse] <- 1 if( any(recurse) ) { y <- x[recurse] x[recurse] <- y * fact( y - 1 ) } x } I want to be able to do the famous birthday problem, which will involve the computation of 365!, however it shall get cancelled

I would like to hide the body of function, when the user types the name of that function. For example, I've created "ff" function (cut/paste from R-plus session): > ff<-function() { a <- 5 } #then, if the user types "ff" > ff function() # This part is shown but I'd like # this body to be # hidden from the user, if possible. {

After searching in R- Introduction, FAQ, help... I don't understand this: I write a function in a file (.R): tt <- function(mc) { date() mc<-read.csv2("machines.txt",na.strings="") date() } I source it in R and I type tt(). The answer is > tt() [1] "Mon Aug 14 11:18:25 2000" > The instructions following the first "date()" are ignored. Why?

The `src/contrib/Devel' dir contains *bats* Basic time series modelling functions. *dopt* Finding D-optimal experimental designs. *tcltk* Basic interface with Tcl/Tk. *timeslab* Time series routines. *vtcl* Interface to Visual Tcl. which have all been there for a long time. What is the current status, is any of the above getting ready for being moved into