similar to: HELP!!!

Hello, Sometimes I have to create and use Navision Databases on samba shares - this works with samba 2.0.x but does not with samba 2.2.x (tried 2.2.3a and 2.2.4). The following tests were done with a acl enabeled samba and an acl aware kernel/filesystem, but I also have done these tests with acl not compiled into samba on an host without acl in the kernel - same result, does not work, same

Hello All, I have a list of dataframes, and I need to subset it by keeping only those dataframes in the list that meet a certain criterion. Specifically, I need to generate a second list which only includes those dataframes whose number of rows is > 1. Could someone suggest how to do this? I have come close to what I need with loops and such, but there must be a less clumsy way... Many

The background: I'm trying to fit a Poisson-lognormal distrbutuion to some data. This is a way of modelling species abundances: N ~ Pois(lam) log(lam) ~ N(mu, sigma2) The number of individuals are Poisson distributed with an abundance drawn from a log-normal distrbution. To fit this to data, I need to integrate out lam. In principle, I can do it this way: PLN1 <- function(lam, Count,

Dear R developers, sessionInfo() below Please have a look at the following two versions of the same function: 1. Intended behavior: > Su1 = function(u=100, l=u, mu=0.53, sigma2=4.3^2) + { + print(c(u, l, mu)) # here, l is set to u?s value + u = u/sqrt(sigma2) + l = l/sqrt(sigma2) + mu = mu/sqrt(sigma2) + print(c(u, l, mu)) + } > > Su1() [1] 100.00 100.00 0.53 [1]

Another way to avoid the problem is to not redefine variables that are arguments. E.g., > Su3 <- function(u=100, l=u, mu=0.53, sigma2=4.3^2, verbose) { if (verbose) { print(c(u, l, mu)) } uNormalized <- u/sqrt(sigma2) lNormalized <- l/sqrt(sigma2) muNormalized <- mu/sqrt(sigma2) c(uNormalized, lNormalized, muNormalized) } > Su3(verbose=TRUE)

Dear R users, I have two nonlinear equations, f1(x1,x2)=0 and f2(x1,x2)=0. I try to use optim command by minimize f1^2+f2^2 to find x1 and x2. I found the optimal solution changes when I change initial values. How to solve this? BTW, I also try to use grid searching. But I have no information on ranges of x1 and x2, respectively. Any suggestion to solve this question? Thanks, Kate

Hello, One way of preventing that is to use ?force. Just put force(l) right after the commented out print and before you change 'u'. Hope this helps, Rui Barradas Citando Matthias Gondan <matthias-gondan at gmx.de>: > Dear R developers, > > sessionInfo() below > > Please have a look at the following two versions of the same function: > > 1. Intended

Hi All, This is not really an R question but a statistical one. If someone could either give me the brief explanation or point me to a reference that might help, I'd appreciate it. I want to estimate the mean of a log-normal distribution, given the (log scale normal) parameters mu and sigma squared (sigma2). I understood this should simply be: exp(mu + sigma2) ... but I the following code

Hi I am using R version 2.7.2. on a windows XP OS and have a question concerning an analysis of covariance with count data I am trying to do, I will give details of a scaled down version of the analysis (as I have more covariates and need to take account of over-dispersion etc etc) but as I am sure it is only a simple problem but I just can't see how to fix it. I have a data set with count

Dear Bill, All makes perfect sense (including the late evaluation). I actually discovered the problem by looking at old code which used your proposed solution. Still I find it strange (and, hnestly, I don?t like R?s behavior in this respect), and I am wondering why u is not being copied to L just before u is assigned a new value. Of course, this would require the R interpreter to track all these

Is there an R implementation of a scheme for automatic smoothing parameter selection with loess, e.g., by minimizing one of the AIC/GCV statistics discussed by Hurvich, Simonoff & Tsai (1998)? Below is a function that calculates the relevant values of AICC, AICC1 and GCV--- I think, because I to guess from the names of the components returned in a loess object. I guess I could use

Dear all, I am stuck on the following problem with integrate(). I have been out of luck using RSiteSearch().. My function is g2<-function(b,theta,xi,yi,sigma2){ xi<-cbind(1,xi) eta<-drop(xi%*%theta) num<-exp((eta + rep(b,length(eta)))*yi) den<- 1 + exp(eta + rep(b,length(eta))) result=(num/den)*exp((-b^2)/sigma2)/sqrt(2*pi*sigma2)

In the rockchalk package, I want to provide functions for regression objects that are "well behaved." If an object responds to the methods that lm or glm objects can handle, like coef(), nobs(), and summary(), I want to be able to handle the same thing. It is more difficult than expected to ask a given fitted model object "do you respond to these functions: coef(), nobs(),

Hi everyone, I am looking to do some manual maximum likelihood estimation in R. I have done a lot of work in Stata and so I have been using output comparisons to get a handle on what is happening. I estimated a simple linear model in R with lm() and also my own maximum likelihood program. I then compared the output with Stata. Two things jumped out at me. Firstly, in Stata my coefficient

Hello All, I have a data.frame with this structure: m <- matrix(sample(c(rep('yes', 10, replace = TRUE), rep('no', 10, replace = TRUE), NA), 500, replace = TRUE), nrow = 100, ncol = 5) colnames(m) <- colnames(m, do.NULL = FALSE, prefix = "col") m <- as.data.frame(m) I need to generate a Venn diagram from this data.frame, displaying the various intersections of

Hola a todos Me gustaría saber si me pueden ayudar con lo siguiente. Realicé un Boxplot usando ggplot2 para visualizar el comportamiento de dos variables. Visualmente no se notan las diferencias porque la gráfica de la derecha (parásitos en el abdomen) llega hasta 20 en el eje y. ¿Cómo puedo hacer para que las dos gráficas muestren la misma escala en el eje Y, es decir, que las dos lleguen a 60?

Mathias, If it's any comfort, I appreciated the example; 'expected' behaviour maybe, but a very nice example for staff/student training! S Ellison > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Matthias > Gondan > Sent: 02 September 2017 18:22 > To: r-help at r-project.org > Subject: [R] Strange lazy evaluation of

Dear List, I have a large (1600*1600) matrix generated with symnum, that I am using to eyeball the structure of a dataset. I have abbreviated the column names with the abbr.colnames option. One way to get an even more compact view of the matrix would be to display the column names rotated by 90 degrees. Any pointers on how to do this would be most useful. Any other tips for displaying the

Dear UseRs, I wrote the following function to use MLE. --------------------------------------------- mlog <- function(theta, nx = 1, nz = 1, dt){ beta <- matrix(theta[1:(nx+1)], ncol = 1) delta <- matrix(theta[(nx+2):(nx+nz+1)], ncol = 1) sigma2 <- theta[nx+nz+2] gamma <- theta[nx+nz+3] y <- as.matrix(dt[, 1], ncol = 1) x <- as.matrix(data.frame(1,

https://bugzilla.netfilter.org/cgi-bin/bugzilla/show_bug.cgi?id=51 laforge@netfilter.org changed: What |Removed |Added ---------------------------------------------------------------------------- Status|NEW |RESOLVED Resolution| |WORKSFORME ------- Additional Comments From