similar to: gretl and R: info and request

I downloaded the latest version of R (1.5.0) and issued a read.table() command that used to work with (1.3.1). Unfortunately I erased 1.3.1 from my hard drive after I downloaded R 1.5.0. Here's the command and the error message I get under 1.5.0: > golub1<-read.table("C:/Microarrays/code/data_set_ALL_AML_train.txt",sep="\t",q

Dear r-help moderators: If you consider (as I hope) this message is not totally off-topic ?could you please, redistribute to the r-help list? Thank you. --------- Gretl (GNU Regression, Economestrics and Time Series Library) is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software with GNU GPL License. Allin

Is there an implementation of a reasonable k-nearest neighbor finder already in one of the packages? -- +---------------------------------------------------------------------------+ | Robert Gentleman phone : (617) 632-5250 | | Associate Professor fax: (617) 632-2444 | | Department of Biostatistics office: not yet

At a snail's pace I keep on translating an introduction to R into italian; I have reached the section describing the glm() function, in which some example code is presented. The very last line of code, before the beginning of the section on Poisson models is: ldp <- ld50(coef(fmp)); ldl <- ld50(coef(fmp)); c(ldp, ldl) which of course gives results 43.663 and 43.663; the correct code

At a snail's pace I keep on translating an introduction to R into italian; I have reached the section describing the glm() function, in which some example code is presented. The very last line of code, before the beginning of the section on Poisson models is: ldp <- ld50(coef(fmp)); ldl <- ld50(coef(fmp)); c(ldp, ldl) which of course gives results 43.663 and 43.663; the correct code

Hi, I am having trouble with the survival library, particualrily the coxph function. the following works coxph(jtree9$cph.call,z,rep(1,dim(z)[1])) Call: coxph(formula = jtree9$cph.call, data = z, weights = rep(1, dim(z)[1])) coef exp(coef) se(coef) z p SM 0.2574 1.294 0.0786 3.274 1.1e-03 Sex -0.1283 0.880 0.1809 -0.709

I'm trying to do a Windows build of Ray Brownrigg's port of the maps library, and running into some problems. There's a makefile for the shared library. I suspect that I just need to change that to get it right, and everything will build properly, but I'm running into trouble. Here's the original makefile, along with my comments about changes: >SRC= mapget.c mapproject.c

I'm trying to do a Windows build of Ray Brownrigg's port of the maps library, and running into some problems. There's a makefile for the shared library. I suspect that I just need to change that to get it right, and everything will build properly, but I'm running into trouble. Here's the original makefile, along with my comments about changes: >SRC= mapget.c mapproject.c

I tend to use table() quite a bit for quick "diagnostics", summary, etc. I have wished for a more automatic way of plotting these. One possibility would be something like the following function; The question is if (something like) the following is worth providing (and then maintaining...) at all : plot.table <- function(x, type = "h", ylim = c(0, max(x)), lwd = 2,

The point estimates produced by wilcox.test are perverse (not wrong, just brain damaged). The Hodges-Lehmann estimator that goes with the signed rank test is the median of the Walsh averages. The Hodges-Lehmann estimator that goes with the rank sum test is the median of the pairwise differences. wilcox.test agrees except that it uses the following very peculiar definition of "sample

Hi Duncan, I've been looking around at GUI toolkits to use with Python (and by extension R). I initially tried Tk, but was disappointed because there is no consistent set of high level widgets. I've subsequently done some looking at QT, wxWindows, and GTK. QT is out because I am a *commercial* user, and I don't want to have a license hassle. GTK seemed to have a lower level of

On Mon, 24 May 2004 12:00:46 +0200 v.demartino2@virgilio.it wrote: > Working - among other things- in the field of (short & long term) electricity > forecast, * * * > we have to comply with the Tramo-seats closed-source procedure (http://www.bde.es/informes/be/docs/dt0014e.pdf) > to deal with seasonality of electricity monthly time-series, in line with > the methodology

I'm trying to build the 1.4.0 development version of R for Windows. I'll be posting problems as they arise, until I give up (or succeed), or someone asks me to stop. 1. I don't have zlib, the compression library. The source file gnuwin32/unzip/WHERE says to get it from ftp://ftp.info-zip.org/pub/infozip/zlib/zlib.html; that web site says it has been closed and redirects me to

A nice free software with a GUI-interface (which can be linked to R, BTW) is GRETL: http://gretl.sourceforge.net/ . Some people may find it useful for basic stuff. Regards, Francisco. -- Francisco Cribari-Neto voice: +55-81-32718420 Departamento de Estatistica fax: +55-81-32718422 Universidade Federal de Pernambuco e-mail: cribari at de.ufpe.br Recife/PE, 50740-540,

Hi, Kurt Hornik and I will start to publish a quarterly electronic ``R Newsletter'' beginning with January 2001 (if all goes well). The idea is to have a mixture of articles describing 1) new features in R itself 2) contributed add-on packages 3) nice applications 4) more general statistical computing issues related to R 5) or ... OK, now comes my christmas wish to you: If you are

In the context of calling R from another program (namely gretl, http://gretl.sourceforge.net ) I'm trying to understand the interactions of the R init file (corresponding to the environment variable RPROFILE) and the source() function. I'll illustrate my problem with the following simplified contrast implemented in the bash shell (with R 2.7.1). 1. Works fine: allin at myrtle:~/Rfoo$

Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I have just encountered another problem and thought I'd post it to the list. In this case,

Rob J Hyndman gives great explanation here (https://robjhyndman.com/hyndsight/estimation/) for reasons why results from R's arima may differ from other softwares. @iacobus, to cite one, 'Major discrepancies between R and Stata for ARIMA' (https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima), assign the, sometimes, big diferences from R

Hello!!, for linear models fit I use Gretl, but now I'm starting to use R, I would like to know if is there some function to obtain a extended summary like in Gretl. I will write a example in Gretl Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest Coeficient St error t-ratio p-value const 377,631 35,0955 10,7601 <0,00001 *** GNP

Daer all, Before to expose my problem, this the configuartion of my environment. I use the version 1.2.1 of R with a limux system (redhat) I have installed SJava (from omeghat) package successfully. So, i wanted to try an example (calc.R) that is provided in the library. This is the message I obtained: Error in isJavaInitialized("Java virtual machine has not been initialized. Call