similar to: reorganizing a data frame

I've posted a sample file for estimating loglinear models for square tables (mobility models) at http://www.xs4all.nl/~jhckx/mcl/R/ Comments and suggestions are welcome. John Hendrickx

Dear R friends I wanted a function to make a simple percent table that would be easy for students to use. The goal originally was to have a simple thing people would call like this pctable(rowvar, colvar, data) and the things "rowvar" and "colvar" might be names of variables in data. I wanted to avoid the usage of "with" (as we now see in the table help). Then

Hi there, Using a quantmod function, I calculate the daily change between two points in a time series. However, I don't think I am using the data correctly. Code: getSymbols("^GSPC", src="yahoo") CloseData <- Cl(GSPC) Delta <- diff(CloseData, lag=1) for (i in 3:length(Delta)) { if (Delta[i]>Delta[i-1]) sum <- sum + Delta } I can't seem to use the Delta

I am new to R so I apologize if my question is trivial. I have not been able to figure out whether what I want to do is even possible. I have a data frame of stock ticker symbols which I store into R space from a txt file as follows: tickers <- read.csv("stocks.txt", header=FALSE, sep=",") tickers <- tickers[1] / the tickers are stored in the first column >

I fit the model fit<-lm(thresh~cond*Ne) where thresh is the reponse cond is a factor with levels a, b, and c Ne is a continuous indep var I think of this full model as having three lines: thresh as a function of Ne for each condition. Thus we have slopea, slopeb, slopec, inta, intb, intc. lm output my params ------------------------- (Intercept) inta condb intb - inta condc

Hi, I have a client connected to the ''net through 3 ISP''s. Have set up a Linux box to do routing and load sharing for the 3 connections. A fourth interface is connected to the LAN with private IP addresses. Am using iptables to SNAT traffic to the appropriate IP depending on the interface the packet gets routed onto. The setup looks something like this: Interface IP

Hi All! I am interested in testing whether the means for the data I am investigating are equal to a specific value - let's say 0.01. I have already run a one-way ANOVA and know that the differences in the means are not significant, so now I want to know what values the means take on. "otestme" is the data I am working with (it would be hard for me to get into a form that would be

Yesterday I asked for help about read.table with a CSV file. I received the following help. As always many thanks for the prompt responses. Now I load my csv file in a text editor ( pfe) and delete all spaces. My original mail is at the end. From: Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk> Do you have spaces before the commas in your file? > Yes, number , space,

Yesterday I asked for help about read.table with a CSV file. I received the following help. As always many thanks for the prompt responses. Now I load my csv file in a text editor ( pfe) and delete all spaces. My original mail is at the end. From: Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk> Do you have spaces before the commas in your file? > Yes, number , space,

I have a substantial CSV to import but can't seem to import even the simplest CSV. I'm running the latest stable REvolution R on OS X if that is pertinent. Here's the contents of a simple test2.csv CSV file: #,Status,Project 5842,New,Test > snortalerts = read.table( "/Users/lcox/Documents/test2.csv", header=TRUE, > sep=",", row.names="#") Error

Hello, I am relatively new to using R. I am using R version 2.8.0. I have a program that downloads stock data from Yahoo! Finance and stores it to a text file on my hard drive. The text file contains the date, opening price, high price, low price, closing price, volume and adjusted price (i.e., adjusted for dividends and splits). I want to read and manipulate the data in R. However, when I

I was on vacation the last week and wrote some code to run a 500-day correlation between the Nasdaq tracking stock (QQQ) and 191 currency pairs for 500 days. The initial run took 9 hours(!) and I'd like to make it faster. So, I'm including my code below, in hopes that somebody will be able to figure out how to make it faster, either through parallelisation, or by making changes. I've

I need to calculate a large number of t statistics, and would like to do so via matrix operations. So far I have figured out a way to calculate the mean of each row of the matrix: d <- matrix(runif(100000,1,10), 1000, 10) # some test data s <- rep(1,ncol(d)) # a sum vector to use for matrix multiplication means <- (d%*%s)/ncol(d) This is at least 1 order of magnitude faster than

Dear R Helpers, I have trouble applying reShape and reshape although I read the documentation and several posts, so I would very much appreciate your help on the two points below. I have a dataframe df = data.frame(Name=c("a", "a", "a", "b", "b", "c"), X1=c("12", "13", "14", "20", "25",

I am having reports of PCI passthrough problems with SR-IOV, in particular it looks like we are hitting the warning at msi:635 and msi:648 in xen; see the following log: (XEN) [VT-D]iommu.c:1785: VT-d page table not sharing with EPT table xenbus dev backend/vbd/1/5696 error 6 opening device (XEN) PCI add Virtual Function 04:1a.0 (XEN) HVM1: HVM Loader (XEN) HVM1: Detected Xen v4.1.0.rc2.pre (XEN)

Hi people, If there is a fn "colMeans" why isn't there a "colSDs" etc Thanks, Phil. -- Philip Rhoades Pricom Pty Limited (ACN 003 252 275) GPO Box 3411 Sydney NSW 2001 Australia Mobile: +61:0411-185-652 Fax: +61:2:8923-5363 E-mail: pri at chu.com.au -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

http://www.uniras.gov.uk/vuls/2004/236929/index.htm ----Quote---- "The impact of this vulnerability varies by vendor and application, but in some deployment scenarios it is rated critical. Please see the vendor section below for further information. Alternatively contact your vendor for product specific information. If exploited, the vulnerability could allow an attacker to create a

I am using the R 2.2.1 in a Windows XP environment. I have a dataframe with 12 columns and 1,000 rows. (Some of the rows have 1 or fewer values.) I am trying to use rowVars to calculate the variance of each row. I am getting the following message: ?Error in na.remove.default(x) : length of 'dimnames' [1] not equal to array extent? Is there a good work-around?

Dear All I am trying to use svychisq with a two-dimensional table 4 x 5. The command I am using is summary(svytable(~dietperception+dietstatus,dudleyls1rake,na.rm=TRUE),"C hisq") It is throwing up an error message as follows: Error in NCOL(y) : only 0's may be mixed with negative subscripts In addition: Warning messages: 1: is.na() applied to non-(list or vector) in:

The print method for lme *prints out* the fitted correlation matrix for the random effects. Is there any way to get these values as an object in R? I have examined the components of the lme object (called "junk" in the example below) and the components of summary(junk) without finding these numbers. (How I did this: I dumped the entire lme object to a text file and then used egrep to