similar to: Error t value matrix

Hi all, I´m re-starting (as my name indicates) my little knowlegde of CRAN R. I made this function time before but I don´t know where is the error because nothing appears as an error but the histogram plot doesn´t appear. Should I install some special library to run sapply? pru<-function(){ randz<-matrix(rnorm(200000),100,2000) H<-matrix(0,100,2000) for (j in 2:2000){ for (i in

Hi all, I´m trying to use write function to save the output of a program (my constructed "H" matrix) randz<-matrix(rnorm(1000000),500,2000) H<-matrix(0,500,2000) H[1,]<-randz[1,] for (j in 1:2000){ for (i in 2:500){ if(i<251) H[i,j]<-0.6*H[i-1,j]+randz[i,j] else H[i,j]<-H[i-1,j]+randz[i,j] }} write(H, file = "datad.txt",2000) If I ommit the 2000 on

If I do > example(lm) ... > mycoef <- function(object, ...) UseMethod("coef", object) > mycoef(lm.D9) Error in mycoef(lm.D9) : no applicable method for "coef" which is pretty surprising, as coef has a default method. After a bit of digging, this comes from do_usemethod having defenv = environment where the generic was defined */ defenv =

Hi I want to simulate random numbers normal distributed with this size (2000,10000). I tried this but my computer exhaust there is a fast way to make it? randz<-matrix(rnorm(2000000),2000,10000) [[alternative HTML version deleted]]

Hi I wrotte this function but when I get the "tmp.xls" file it shows data in a rare way. I mean not appears a matrix with 2000 rows and 100 columns. Can anyone help me, guide me? kim<-function(){ tmp<-randz<-matrix(rnorm(200000, mean=0,sd=0.01 ),2000,100); dim(tmp) write(tmp,file="tmp.xls") Thanks in advance. On the other hand, everytime I execute a function

On 23 February 2015 at 11:22, David Jones <djones at xtreme-eda.com> wrote: > You have not installed the DataLayout in the Module, as I had pointed out > earlier. > Hi David, I reported earlier that I tried this but there was no improvement. Well I ran another test to be sure. The results are below. As you can see the loads are still present. ; ModuleID =

Hi, I'm using R to do a time series analysis. In the model, I use the lags of some variables. such the lags of the variables have different length, I just can't use them directly in the lm function. Intuitively, I feel that "subset" might be useful, but I do not know how to use it. Anyone can give me an example syntax? Thanks. Harry [[alternative HTML version deleted]]

Hi, I am generating following code: %base = getelementptr inbounds %ravi.CallInfo* %6, i32 0, i32 4, i32 0 %7 = load %ravi.TValue** %base %8 = bitcast %ravi.TValue* %7 to i8* %9 = bitcast %ravi.TValue* %5 to i8* call void @llvm.memcpy.p0i8.p0i8.i32(i8* %8, i8* %9, i32 16, i32 8, i1 false) %10 = load %ravi.CallInfo** %L_ci %base1 = getelementptr inbounds %ravi.CallInfo* %10, i32 0,

On 22 February 2015 at 22:54, Hal Finkel <hfinkel at anl.gov> wrote: >> I tried setting the module's DataLayout to the engine's DataLayout. >> Don't see any improvement. >> The memcpy() is to perform a struct assign, so I tried replacing that >> with member by member store. >> But even then the loads are not being eliminated so I guess the >>

Hi all, I suppose this is a very simple question, but as I've lost already a bit of time with it, without being able to get what I wanted, I'm addressing the question to the group in the hope someone can help me. I pretend to plot the richness of herbaceous species (RichHN) as a function of time since remnant isolation (Isol) conditioned to the area of the remnant (fArea - this is a

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Hi, I have been using this site ( http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm) to help me with some ARIMA modelling in R. Unfortunately the methods mentioned do not appear to work with second order differencing; arima(*, 2, *). I have used some dummy data to illustrate my point. When I use the xreg=... method, the estimate of intercept is *way* off. This can be seen by the high s.e but I

Hello! I'd like to create an assets-based economic indicator using data from a national household survey. The economic indicator is to be the first principal component from a principal components analysis, which (given the source of the data) I believe should take in consideration the sampling weights of the observations. After running the PCA with svyprcomp(), from the survey package, I

Any better (more efficient, built-in) ideas for computing coef[1]+coef[2]*x+coef[3]*x^2+ ... than polynom <- function(coef,x) { n <- length(coef) sum(coef*apply(matrix(c(rep(x,n),seq(0,n-1)),ncol=2),1,function(z)z[1]^z[2])) } ? Ben -- 318 Carr Hall bolker at zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker

Hola, tenemos como equivalencia no paramétrica al Anova de 1 vía el test Kruskal Wallis, pero ¿existe un test no paramétrico equivalente al Anova de 2 vías? Gracias. Saludos. -- Sec. Apoyo Estadístico. Servicio de Apoyo a la Investigación (SAI) Vicerrectorado de Investigación e Internacionalización. Universidad de Murcia Edif. SACE. Campus de Espinardo. 30100 Murcia @. mariaelvira.ferre en

Hi all, I want to make multiple least squares estimation on two matrix (without intercept) imagine matrix "a" and matrix "b", I want to "regress" each colum on matrix "a" (dependent variable) on each column of matrix b, I mean, regress first colum on a to first column on b. Second column on a to second column on b. Imagine "a" and "b"

I am writing a resampling program for multiple regression using lm(). I resample the data 10,000 times, each time extracting the regression coefficients. At present I extract the individual regression coefficients using brg = lm(Newdv~Teach + Exam + Knowledge + Grade + Enroll) bcoef[i,] = brg$coef This works fine. But now I want to extract the t tests on these coefficients. I cannot

Hi all, I am a newbie of R, and have a very simple question. When I run the following t test result = t.test(weight ~ group) If I want to get the t value, I can do tvalue = result$statistic with tvalue being the following: t 1.191260 However, if I just want the number 1.191260, not the character "t", how can I achieve that? Thank you very much, Gang

I?ve been struggling with seemingly ?corrupt? data.frames for a few days, and believe I?ve narrowed the problem down to some odd behaviour from read.table I receive a tab delimited file from an external provider where strings are encoded as =?content?. Not sure why, perhaps as most users open it in Excel. My specific issue is that trailing spaces in any of the strings are causing strange results

I am trying to create plots within a for loop and output them to a pdf. Here is a working example using plot: gg <- data.frame(datadate=1:4, spread=5:8) pdf() for (i in 1:3) { plot(gg$datadate, gg$spread, main=i) } dev.off() I am trying to learn more about ggplot2 so I try a slight modification and it doesn't work. Anyone