Displaying 20 results from an estimated 2000 matches similar to: "Check errors"
2000 Apr 12
1
eigen bug?
Sorry if this bug is fixed in the meantime, but what is this??
> m
[,1] [,2] [,3]
[1,] 1 2 1
[2,] 0 2 0
[3,] 1 2 1
> eigen(m)
$values
[1] 2 2 0
$vectors
[,1] [,2] [,3]
[1,] -4.194304e+06 0.7071068 -0.7071068
[2,] -4.656613e-10 0.0000000 0.0000000
[3,] -4.194304e+06 0.7071068 0.7071068
> eigen(m, symmetric=T)
$values
[1]
2001 Mar 21
1
Ctrl-C in ESS
Dear list,
usually, I can break a running R process with Ctrl-C. This does not
seem to work if R was started from within ESS. Is there anything
analogous?
Thanks,
Christian
***********************************************************************
Christian Hennig
University of Hamburg, Fachbereich Mathematik - SPST
(Schwerpunkt Mathematische Statistik und Stochastische Prozesse,
Zentrum fuer
2001 Aug 17
1
lme: Specifying a formula
Dear list,
I am faced with the following model:
y=E+P+M+H+PxE+Error
y is a response, E and P are factors with fixed effects.
M is a random effect nested in P and H is a random effect nested in M.
PxE is interaction of P and E.
It seems that I should fit such a model with the lme function of library
nlme, but I was not able to figure out from the help page how to specify the
formula. In the
2001 Aug 10
3
html command index
Dear list,
I use R 1.3.0 on Solaris. Today I realized that the html help search
engine does not work at the moment (this means that I always get
the search engine page again if I try to specify a search word, and
click "search" or one of the prespecified topics), presumably since the
latest netscape update.
Do you have an idea what can be wrong? Perhaps this must be fixed not by
the
2001 Aug 29
1
lme questions
Dear list,
the following should fit the model
log(PEPC.Wert)=fKTemp+fHerk+interaction(fKTemp,fHerk)+fMub+error,
where fKTemp, fHerk are fixed effect factors and fMub is a random effects
factor nested in fHerk (values are different fopr different values of
fHerk).
> logpepcr1 <- lme(log(PEPC.Wert) ~ fKTemp*fHerk, random= ~ 1 | fMub, na.action=na.omit)
The following should be without the
2003 Dec 11
1
cutree with agnes
Hi,
this is rather a (presumed) bug report than a question because I can solve
my personal statistical problem by working with hclust instead of agnes.
I have done a complete linkage clustering on a dist object dm with 30
objects with agnes (R 1.8.0 on
RedHat) and I want to obtain the partition that results from a cut at
height=0.4.
I run
> cl1a <- agnes(dm, method="complete")
2003 Dec 11
1
cutree with agnes
Hi,
this is rather a (presumed) bug report than a question because I can solve
my personal statistical problem by working with hclust instead of agnes.
I have done a complete linkage clustering on a dist object dm with 30
objects with agnes (R 1.8.0 on
RedHat) and I want to obtain the partition that results from a cut at
height=0.4.
I run
> cl1a <- agnes(dm, method="complete")
2001 Aug 28
1
Help with Clustering Techniques in R
Greetings RListers,
I have a data set containing two types of outcomes; success and failure.
Associated with each outcome are 12 different measurements. I'm trying
to find out, for example, if some of the 12 measures are associated more
with success or failure or, if there's any relationship at all between
the measures and the outcomes (success or failure).
I don't have (as yet)
2003 Oct 07
4
Installing R with all packages
Hi,
I want R to be installed on a UNIX network (Solaris). I am not the system
administrator and so I cannot do it myself.
The system administrator wants to know which packages I want, and it may be
a lot.
Is there an easy way to download and install all packages at once?
Is it a good idea? (There is a good chance that I do not need the some
few packages that do not install well during such a
2003 Feb 06
1
svm
Hello list,
I want to apply svm from library e1071, and I want to supply class weights.
I do not really understand the help entry (and there is no example)
class.weights: a named vector of weights for the different classes,
used for asymetric class sizes. Not all factor levels have to
be supplied (default weight: 1). All components have to be
named.
I have two
2002 Aug 06
1
Rd: more than one list
Dear group,
I would like to document more than one function on one help page using the
Rd language. I tried something like
\value{
\code{foo1} returns a list with components
\item{arg1}{Argument 1}
\item{arg2}{Argument 2}
\code{foo2} returns a list with components
\item{arg3}{Argument 3}
\item{arg4}{Argument 4}
}
Unfortunately this makes the text
"\code{foo2} returns a list
2011 Sep 22
3
How make a x,y dataset from a formula based entry
Hello all,
So I am using the (formula entry) method for randomForests:
randomForest(y~x1+x2+...+x39+x40,data=xxx,...) but the issue is that some of
the items in that package dont take a formula entry - you have to explicitly
state the y and x vector:
randomForest(x=xxx[,c('x1','x2',...,'x40')],y=xxx[,'y'],...)
Now my question is whether there is a function/way
2002 Feb 14
1
Subsets in mclust
Dear group,
I want to use the mclust package on large data, and therefore I want to use
a subset in the initial clustering phase. From help(mclust):
k: If `k' is specified, the hierarchical clustering phase will
use a sample of size `k' of the data in the initial
hierarchical clustering phase. The default is to use the
entire data set.
m2 is a
2002 Feb 04
1
Guidelines for Rd-Files
Dear list,
on p. 11 of "Writing R-extensions" I read
"See the ``Guidelines for Rd-files''
for guidelines ... which should be useful..."
Where can I find these guidelines?
Best,
Christian
--
***********************************************************************
Christian Hennig
Seminar fuer Statistik, ETH-Zentrum (LEO), CH-8092 Zuerich (current)
and Fachbereich
2002 Feb 22
1
Avoiding the mean
Dear list,
what is the fastest way to compute a multivariate mean and cov-matrix? I
presume that the mean is computed in cov, so it may be a waste of time to
compute the mean first and then a second time inside of cov. Is it faster
to use cov.wt, which gives cov-matrix and center?
And: If mean and cov should be computed on a part of the data, is it faster
to use cov.wt with some weights zero, or
2003 May 28
1
Kernel density
Hi,
I want to fit a kernel density estimator by bkde of library KernSmooth.
I need only the density value at the point 0.
I do not understand the following behaviour:
> q <- rnorm(100)
> bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(0,0))
Error in 0:L : NA/NaN argument
> bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(-1,1))
> bkq
$x
[1] -1
$y
[1] NA
> bkq
2002 Feb 01
3
matrix with ncol=1
Hello list,
I try to optimize some R code and it turns out that the function as.matrix
takes a lot of time in my code. There is only one reason why I need
as.matrix: My code should work for matrices with ncol=p and p should be
allowed to be 1 or larger.
Now I have a matrix x with dim(x)=(n,p), and
I need to work with the submatrix y <-x[gv,], (gv a vector of
n logicals) and to calculate
2002 Aug 15
0
Behaviour of cov.rob/MCD
Dear list,
here is something I do not understand about cov.rob.
> dat <- rmvnorm(200,rep(0,10),diag(10))
> cov.rob(dat,method="mcd")
> cov.rob(dat,method="mcd",quantile.used= floor(3*211/4))
# All fine; default for quantile.used is floor(211/2)
> dat <- rmvnorm(20,rep(0,10),diag(10))
> cov.rob(dat,method="mcd")
# quantile.used is floor(31/2).
2003 Mar 25
0
isoMDS results
Hi,
this is a second try to post this to the R-help mailing list. The first one
has been rejected because of a too large attachment.
Now I ask this without attaching the data. If you want to reproduce the
results, please contact me directly to get the data.
(First mail, rejected:)
> Attached there is a 149*149 dissimilarity matrix; it is a file obtained by
>
2002 Jun 17
1
OT: Journal of Statistical Software
Dear list,
yesterday I tried to find the www-site of the Journal of Statistical
Software via Google. I was linked to www.jstatsoft.org directly as well as via
several other sites, but netscape told me in all cases that
www.jstatsoft.org does not exist. Does anybody know what is going on? New
website? Wrong address?
Best,
Christian
--