similar to: sapply() and Monte Carlo

What about "Rtips" at http://lark.cc.ukans.edu/~pauljohn/R/statsRus.html ? Regards, Heinrich. > -----Urspr?ngliche Nachricht----- > Von: rossini at blindglobe.net [mailto:rossini at blindglobe.net] > Gesendet: Mittwoch, 26. Juni 2002 14:48 > An: r.hankin at auckland.ac.nz > Cc: r-help at stat.math.ethz.ch > Betreff: Re: [R] sapply() and Monte Carlo > > >

Hi, It is most probably just my R-ignorance, but I have following problem with using predict(). I train the model using 164 cases and then I try to use it on the data set with 35 cases, but I am getting 164 predictions ? R-code below illustrates in more detail what I am doing. Truly yours, R train = read.csv("train.csv", header = TRUE, row.names = "mol",

R-helpers! na.omit() can be used to remove rows with NA's but how can I remove columns ? and remember, which columns have been removed ? I guess I can do t(na.omit(t(o))) as shown below, but this probably creates a lot of overhead and I do not know which columns have been removed. Yours, R > o [,1] [,2] [,3] [1,] 1 NA 7 [2,] 2 NA 8 [3,] 3 NA 9 >

Dear Helplist I have a dataframe that holds the Southern Oscillation Index over the last few years: R> soi[1:3,] Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 1 1993 -9 -10 -12 -24 -9 -18 -11 -18 -9 -15 -1 0 2 1994 -2 -1 -14 -26 -13 -12 -18 -20 -19 -16 -9 -15 3 1995 -4 -5 2 -19 -9 -3 4 -1 3 -2 0 -8 QUESTION: how do I coerce reshape() into giving me this:

dear helplist, my student has fifty trees, numbered one to fifty, and a vector recording which tree a certain possum slept in on 12 nights. R> c [1] 3 14 17 22 26 26 17 40 43 25 46 46 R> Thus it slept in tree #3 on Monday, then tree #14 on Tues, and so on. I wish to test the null hypothesis that the animal chooses trees randomly; try R> table(c) c 3 14 17 22 25 26 40 43 46 1 1

Hello everybody I have a generic problem which the following toy function illustrates: f <- function(n) { if(abs(n) < pi) { return(TRUE) } else { return(FALSE) } } I want it to return TRUE if abs(n)<pi and FALSE otherwise. f() is fine as far as it goes, but does not deal well with NA or NaN or NULL (I want these to signal some problem with the

Hello List How do I turn R> simple.example.alphabetic [,1] [,2] [,3] [1,] "a" "b" "c" [2,] "d" "e" "f" [3,] "g" "h" "i" into R> simple.example.numeric [,1] [,2] [,3] [1,] 1 2 3 [2,] 4 5 6 [3,] 7 8 9 [ie "a" becomes 1, ..., "z"

Hello everybody. I have a question that has stumped me and the usual "apply" tricks don't seem to work. I run a course where each student's performance is marked by one or more assessors. I have a data frame containing students' names, assessors' names and their marks, arranged as follows: ID student assessor Q1A Q1B Q1C Q2A Q2B Q3 1 2152833

Hi everyone This must be a FAQ but I can't find it anywhere... I want a postscript image of a contour() plot, with axes of equal length. Try R> postscript(file="~/f.ps") R> contour(matrix(rnorm(100),10,10)) R> dev.off() This isn't what I want: the plotting region is, as documented, quarter of an inch shy of the paper edge and the axes appear to be different lengths.

Dear helplist Many many thanks to everyone who helped me. The trick was to use tabulate() or, better, tab <- rep(0,50) names(tab) <- 1:50 tab[names(table(sleeps))] <- table(c) My original dataset was a list of 50 trees and a length 12 vector recording which tree a certain possum slept in on 12 nights. As Professor Ripley points out, a Monte-Carlo simulation is easy to set up, and it

Kia Ora everybody. There must be an obvious answer to this, but I can't see it.... I want four square plots in one postscript file. The canonical answer would be: postscript(file="~/f.ps",width=5,height=5) par(pty="s",mfrow=c(2,2)) plot(1:19,xlab="") plot(1:19,xlab="") plot(1:19,xlab="") plot(1:19,xlab="") dev.off() But this

Hello experts I have a thing which I can't vectorize. Can any gurus out there help? This is my truncated dataset; it is a dataframe of five possums and which tree they slept in on three days. R> dataset p14 p88 p82 p90 p98 1 6 7 5 1 3 2 8 9 10 1 11 3 8 7 12 13 14 I can manipulate it with simple functions fine: R> f function(n){n+1000} R> f(dataset)

Hello ALL: How do I get R to list all possible orderings of 2 x's and 3 y's? It should look like this (which rows appear first is unimportant): x x y y y x y x y y x y y x y x y y y x y x x y y y x y x y y x y y x y y x x y y y x y x y y y x x Thanks, ANDREW

Hello everyone. If I do f <- function(n){max(rnorm(n))} plot(sapply(rep(5000,4000),f)) #[this takes my PC about 30 seconds] then I get something quite unexpected: gaps in the distribution. For me, the most noticable one is at about 3.6. Do others get this? Is it an optical illusion? It can't be right, can it? Or maybe I just don't understand the good ol' Gaussian very

Hello list (thanks for all the help on my data.frame() question, especially to Professor R for a working script...I was pleased to see the solution wasn't obvious!) Anyway, now I'm trying to run R in batch mode, but I'm getting extra output, which I don't want (RedHat 8.3, R-1.7.0): r:~% cat test.R options(echo=FALSE) write(rnorm(4),"") r:~% R CMD BATCH --vanilla

Hi everyone check this out [R-1.7.0]: R> f1 <- function(x){x^2} R> f1 -> f2 R> f2(4) [1] 16 R> R> function(x){x^2} -> f3 function(x){x^2} -> f3 R> f3(4) Error: couldn't find function "f3" Why does right assignment "->" work in the first but not the second case? Can anyone else reproduce this? -- Robin Hankin, Lecturer, School of

Hello all, I would like to know what the difference is between chisq.test and fisher.test when using the Monte Carlo method with simulate.p.value=TRUE? Thank you -- View this message in context: http://r.789695.n4.nabble.com/Difference-in-Monte-Carlo-calculation-between-chisq-test-and-fisher-test-tp2322494p2322494.html Sent from the R help mailing list archive at Nabble.com.

Hello, How can I make a monte carlo simulation on R? Regards Adel -- PhD candidate in Computer Science Address 3 avenue lamine, cité ezzahra, Sousse 4000 Tunisia tel: +216 97 246 706 (+33640302046 jusqu'au 15/6) fax: +216 71 391 166 [[alternative HTML version deleted]]

Dear R helpers Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 1000000 each). Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation. With regards Maithili

Dear Listers; Does anybody has experience in doing simulation via Qusi-Monte carlo in R or S-plus, if so, could you like to send a small copy of your program to me, I appreciate and thanks in advance!! Frankly speaking, I am struggling to write this kind of program, while I could not figure out, painful!!!!! Best regards, Tony --------------------------------- [[alternative HTML