similar to: multiple names to assign

There's a new page on the Burns Statistics website http://www.burns-stat.com/pages/Tutor/spreadsheet_addiction.html that looks at spreadsheets from a quality assurance perspective. It presents R as a suitable alternative to spreadsheets. Also there are several specific problems with Excel that are highlighted, including the status of statistical functionality in Excel. Patrick Burns Burns

You may recall that there was a discussion of a technical report from the statistical consulting group at UCLA. I have a draft of a comment on that report, which you can get from http://www.burns-stat.com/pages/Flotsam/uclaRcomment_draft1.pdf I'm interested in comments: corrections, additions, deletions. Patrick Burns patrick at burns-stat.com +44 (0)20 8525 0696 http://www.burns-stat.com

"sum" (and perhaps other functions?) allows partial argument name matching after its three-dots argument: > sum(1:4, NA, n=78, na.rm=FALSE) [1] 10 > sum(1:4, NA, n=78, na.rm=TRUE) [1] 11 I can see there could be a discussion about whether or not this is a bug, but I think all will agree that it's a might peculiar. This is done in 2.0.1 but the same behavior is in 1.8.1.

There is now a tutorial on bootstrapping and other resampling methods at: http://www.burns-stat.com/pages/Tutor/bootstrap_resampling.html Corrections and other suggestions are welcome. The project started because a novice asked me about bootstrapping. My response was, "How dare you bug me while I'm playing with my cats, just google for it." My correspondent was not very impressed

I had an error to debug that turned out to be essentially: > NULL * matrix(1:4, 2) Error: dim<- length of dims do not match the length of object The equivalent of the NULL was a variable that was meant to be a scalar. It took me a while to track down the problem because I was focusing on looking for arrays that were different than my expectation. I think it could save substantial

Folks, I've run into trouble while writing functions that I hope will create and modify a dataframe or two. To that end I've written a toy function that simply sets a couple of variables (well, tries but fails). Searching the archives, Thomas Lumley recently explained the <<- operator, showing that it was necessary for x and y to exist prior to the function call, but I haven't

I recently had a discussion with a user about loading and attaching in R. I was surprised that the help files don't provide a very clear picture. From my point of view 'load' and 'attach' are very similar operations, the difference being that 'attach' creates a new database on the search list while 'load' puts all the objects into the global environment.

Hi, Is there a printed version of S-poetry which can purchased or would I have to print out and bind it myself? Regards, Benjamin -- Benjamin Otto Universitaetsklinikum Eppendorf Hamburg Institut fuer Klinische Chemie Martinistrasse 52 20246 Hamburg [[alternative HTML version deleted]]

Hi Is it possible to subset an n-dimensional array by a vector of n dimensions? E.g. assume I have > x <- array(1:24, dim=2:4) > x[1,1,2] [1] 7 > dims <- c(1,1,2) I would like a function that I can supply x and dims as parameters to, and have it return 7. Also, I would like to do something like: > x[1,1,] [1] 1 7 13 19 > dims2<- c(1,1,NA) And have a function of x and

The following is at least as much out of intellectual curiosity as for practical reasons. On reviewing some code written by novices to R, I came across: crossprod(x, y)[1,1] I thought, "That isn't a very S way of saying that, I wonder what the penalty is for using 'crossprod'." To my surprise the penalty was substantially negative. Handily the client had S-PLUS as

Hi R-users Can the users let me know how to do MGARCH estimate (Bivariate GARCH) and volatility forecast for 2 variables in R. thanks and regards snvk

I have a function declared thus. FirstEigenvectorBoundary.Training <- function(InputFileName='C:/Samples2/PT_Amp.txt', Header=TRUE, Colour="red") Inside the function, I have the following call out<-list(x=Eigenvectors[2:(NumMetricsSelected+1),1], y=-0.8, z=NumMetricsSelected); NumMetricsSelected has the value 2 and Eigenvectors has the following form [,1]

Hi, I have a binary (o/1 - coded) data set and want to test it's autocorrelation structure. Is that function implemented in R? Can I use the ACF - funtion with binary data? Thanks for your help, Daniel

Hello all, I am new to r programmeand need help. I want to do multiple linear regression analysis. say, I have two matrix 'x' and 'y'. I want, 'x' as my response variable and 'y' as predictor. Each time one column of 'x' will be the response, say x[,1], then next x[,2] and so on. And also I need to store the coefficients in a matrix form.

I have read some very good reviews comparing R (or Splus) to SAS. Does anyone know if there are any reviews comparing R (or Splus) to Stata? I am trying to get others to try R in my department, and I have never used Stata. Regards, -Cody Cody Hamilton, Ph.D Institute for Health Care Research and Improvement Baylor Health Care System (214) 265-3618 This e-mail, facsimile, or letter

i need to know how to estimate a linear regression whose coefficients sum to zero

The assignment form of 'formals' strips attributes (or something close to that) from the values in the list. This wasn't intentional, was it? The current behavior (2.0.0 through 2.1.0 on Windows at least): > fjj <- function() x > formals(fjj) <- list(x=c(a=2, b=4)) > fjj function (x = c(2, 4)) x Previous behavior: > fjj <- function() x > formals(fjj)

Dear list members: I am looking for an elegant (or efficient) way to accomplish the following: take a large boolean vector and fill the TRUE values with the values from a smaller boolean vector that has a length that is the number of TRUE values of the large vector. Example: large<- c(FALSE, FALSE, FALSE, TRUE, FALSE, FALSE, TRUE, FALSE, FALSE, FALSE, TRUE, FALSE) small<- c(TRUE,

Hi all I'm using the Box-Ljung test (from within R) to test if a time-series in independently distributed. 2 questions: 1) p-value returned by Box-Ljung: IF I want to test if the time-series is independant at say 0.05 sig-level (it means that prob of erroneously accepting that the time-series is independent is 0.05 right?) --> then do I consider time-series as "independant"

Does anyone know how to interrupt R in RedHat? Neither control-c nor Esc is working. What I don't want to do is close the window or kill the entire R process. Thanks, David This communication is for use by the intended recipient and ...{{dropped}}