similar to: etch AMD64 debs missing

Thanks to everyone who has responded (esp. Michael, I greatly appreciate but also recognize that getting R on my machine is not your career). Your last response was (basically) uninstall, reboot, retry Synaptic, if no good try: judson at judson:~$ sudo wget http://cran.r-project.org/bin/linux/ubuntu/hardy/r-base-core_2.9.0-2hardy0_i386.deb I GOT --15:03:02--

Hi, I am have compiled samba 3.0.23b (MIT Kerberos 1.5.1) on Solaris 10. I am unable to join the ads domain. net ads testjoin returns the following output... [2006/09/01 17:25:17, 0] libads/kerberos.c:ads_kinit_password(208) kerberos_kinit_password ARTEMISIA$@UNIMELB.EDU.AU failed: Preauthentication failed [2006/09/01 17:25:17, 0] libads/kerberos.c:ads_kinit_password(208)

Hi Johannes and Dirk: A Divendres 27 Juny 2008 17:05, Johannes Ranke va escriure: > Hi, > > I just added RODBC to the list of packages maintained for the Debian > etch backports on CRAN. The r-cran-rodbc packages are on their way to > CRAN - if you want them now, you can use > > deb http://chem.uft.uni-bremen.de/r-cran etch-cran/ > > as an alternative. Thank you

I have recently upgraded to Ubuntu Gutsy and, for the first time, am using a 64-bit installation. After failing miserably to install R from source, not a problem for me in the past with a 32-bit install, I went the route of using the Debian Etch build. This went smoothly, but I am unable to update my numerous R and BioConductor packages, getting non-zero exit status errors on each package. Is

Hi everyone, I'm involved in a discussion with a colleague. He suggested a sample design for a finite-sized process that (to all intents and purposes) involves tossing a coin and examining the unit if the coin shows Heads. I should emphasize that we're both approaching the problem from a design-based sampling theory point of view. So I have no argument about the appropriateness of the

Try something like with(df, predict(smooth.spline(x = altitude, y = atm_values), deriv = 1)) Cheers, Andrew -- Andrew Robinson Chief Executive Officer, CEBRA and Professor of Biosecurity, School/s of BioSciences and Mathematics & Statistics University of Melbourne, VIC 3010 Australia Tel: (+61) 0403 138 955 Email: apro at unimelb.edu.au Website: https://researchers.ms.unimelb.edu.au/~apro

Hi, I'm trying to plot several lag.plots on a page, however the second plot replaces the first one (although it only takes up the upper half as it should): par(mfrow=c(2,1)) a<-sin(1:100) b<-cos(1:100) lag.plot(a) lag.plot(b) What's the trick to this? I'm using R 2.2.1 (2005-12-20 r36812) on Ubuntu Linux. Thanks, Gad -- Gad Abraham Department of Mathematics and

Dear R-project team, I have tried but could not install the R statistical package (http://cran.ms.unimelb.edu.au/ ) even after the help of my institute's IT personnel. The setup file could not be downloaded. The latest file R-2.12.2.tar.gz<http://cran.ms.unimelb.edu.au/src/base/R-2/R-2.12.2.tar.gz> does not start installation wizard. Kindly extend the technical support. Best regards.

Hi, I'm using zoo because it can automatically label the months of a time series composed of daily observations. This works well for certain time series lengths, but not for others, e.g.: While: > library(zoo) > plot(zoo(runif(10), as.Date("2005-06-01") + 0:50)) Shows up the months and day of month, > plot(zoo(runif(10), as.Date("2005-06-01") + 0:380))

Hi, Can anyone explain how the standard error in arima() is calculated? Also, how can I extract it from the Arima object? I don't see it in there. > x <- rnorm(1000) > a <- arima(x, order = c(4, 0, 0)) > a Call: arima(x = x, order = c(4, 0, 0)) Coefficients: ar1 ar2 ar3 ar4 intercept -0.0451 0.0448 0.0139 -0.0688 0.0010 s.e.

Not a direct answer but you may find lm.fit worth experimenting with. Also try the high-performance computing task view on CRAN Cheers, Andrew -- Andrew Robinson Chief Executive Officer, CEBRA and Professor of Biosecurity, School/s of BioSciences and Mathematics & Statistics University of Melbourne, VIC 3010 Australia Tel: (+61) 0403 138 955 Email: apro at unimelb.edu.au Website:

Dear community, can anyone provide a snippet of code to force the lm() to fit a model with terms in the formula in an arbitrary order? I am interested in something like: lm(y ~ A * B + C, data=data) where the interaction of A and B should be in the formula before C. My goal is to simplify my presentation of models using the anova() statement. I have found that this should be possible using

Hi, I'm trying to use Frank Harrell's Design:::ols function to do regression of y (numeric) on the interaction of two factors (x1 and x2), but Lapack throws an error: > library(Design) ... > load(url("http://www.csse.unimelb.edu.au/~gabraham/x")) > ols(y ~ x1 * x2, data=x) Error in chol2inv(fit$qr$qr) : 'size' cannot exceed nrow(x) = 20 > traceback()

It's much easier than that. The linux box keeps time in GMT, and displays it in the configured time zone. Try this, on the linux box: "touch testfile ls -l testfile TZ=EST5 export TZ ls -l testfile" You will see the displayed time change, because it's being translated from epoch time (that's what I call it, anyway) - seconds since midnight, January 1, 1970. Your windows

Hi, I'm trying to do PCA on a n by p wide matrix (n < p), and I'd like to get more principal components than there are rows. However, svd() only returns a V matrix of with n columns (instead of p) unless the argument nv=p is set (prcomp calls svd without setting it). Moreover, the eigenvalues returned are always min(n, p) instead of p, even if nv is set: > x <-

>>>>> Andrew Robinson via R-help >>>>> on Thu, 14 Nov 2024 12:45:44 +0000 writes: > Not a direct answer but you may find lm.fit worth > experimenting with. Yes, lm.fit() is already faster, and .lm.fit() {added to base R by me, when a similar question was asked years ago ...} is even an order of magnitude faster in some cases. See

Hi everyone, I was wondering if anyone has any code they could share for creating thumbnail plots in Sweave. For example, I'd like a plot like the following: y <- c(40, 46, 39, 44, 23, 36, 70, 39, 30, 73, 53, 74) x <- c(6, 4, 3, 6, 1, 5, 6, 2, 1, 8, 4, 6) opar <- par(mar=c(3,3,0,0)) plot(x, y, xlab="", ylab="") abline(h=mean(y), col="red") par(opar)

Samba 4.0.5, Debian 6.0 I can successfully perform an ldbsearch on the Samba ldb by specifying the -U parameter: geoffc at test-dc03: ~ $ /usr/local/samba/bin/ldbsearch -H ldap://localhost -U geoffc 'CN=IT' objectClass Password for [STAFF\geoffc]: # record 1 dn: CN=IT,CN=Users,DC=testad2,DC=trinity,DC=unimelb,DC=edu,DC=au objectClass: top objectClass:

Thanks, and all well taken. But are my beautiful GPUs (with integrated memory architecture) really nothing more than a cooling area for the chip? On Fri, Nov 15, 2024 at 6:06?AM Martin Maechler <maechler at stat.math.ethz.ch> wrote: > >>>>> Andrew Robinson via R-help > >>>>> on Thu, 14 Nov 2024 12:45:44 +0000 writes: > > > Not a direct

Hi, I'd like to store large covariance matrices using Matrix classes. dsyMatrix seems like the right one, but I want to specify just the upper/lower triangle and diagonal and not have to instantiate a huge n^2 vector just for the sake of having half of it ignored: Dumb example: M <- new("dsyMatrix", uplo="U", x=rnorm(1e4), Dim=as.integer(c(100, 100))) diag(M) <- 1