Displaying 20 results from an estimated 100 matches similar to: "Mass: lda and collinear variables"
2002 Dec 31
1
Selecting variables from a data.frame
Hi all,
currently I'm working with physical data stored in a data.frame. I have
N observations, typically 100-300 per data set.
Each row in a set holds M (typically 2100) variables which represent a curve.
For linear discriminant analysis I chose first to do a wavelet transform
(because M >> N) and then feed the transformed data (of level L) in lda.
This works fine (e.g. error <
2002 Apr 02
1
"Large" data set: performance issue
hi all,
I've got to import CSV-datasets (with variable-names in the first line)
into data.frames. each is about 12MB (or more!) with 1823 columns and about
500 rows. the first 22 columns are in "character"-mode, the rest is "numeric".
I run R 1.4.1 on a Windows 2000 system.
First I tried read.table() which works fine for a low number of cases (say,
40). with all cases
2003 Mar 11
3
R-Graphics: Scaling axis
Hi,
how can I scale the x- and y-axis of a "plot" to the same scale?
My problem: The following command sequence produces the plot in a square.
What I want is the x-axis to be 5 times as wide (measured e.g. in pixels)
as the y-axis is long (because y ranges from -1 to 1 and x ranges from 0
to 10).
x <- seq( from=0, to=10, by=.1)
sinx <- sin(x)
plot( x, sinx, type="l")
2007 Sep 03
2
The quadprog package
Hi everybody,
I'm using Windows XP Prof, R 2.5.1 and a Pentium 4 Processor.
Now, I want to solve a quadratic optimization program (Portfolio Selection) with the quadprog package
I want to minimize (\omega'%*%\Sigma%*%\omega)
Subject to
(1) \iota' %*% \omega = 1 (full investment)
(2) R'%*%\omega = \mu (predefined expectation value)
(3) \omega \ge 0 (no short sales).
Where
2003 Mar 03
1
Q: Best-Practice for Swing-GUI calling R-code on Windows?
org.omegahat.R.Java.REvaluator e = new
org.omegahat.R.Java.REvaluator();
Object val = e.eval("objects()");
if(val != null) {
String[] objects = (String[])val;
for(int i = 0 ; i < objects.length; i++)
System.err.println("("+i+") " + objects[i]);
}
hello,
thanks to Philippe Grosjean's work I finally got SJava working (on Windows
XP!!), so that I can
2001 May 09
2
[Newbie] Row-Iterator for data.frame??
hello all,
for my diploma-thesis i want to statitically analyze near-infrared-spectra.
a spectrum is given by the y-values of 1038 equi-distant x-points.
in nature, a spectrum is a continuous curve. for analysis, every x-point
is seen as a statistical variable.
now my problem:
first, i read a csv-table in a data.frame called sTable via read.table.
besides some meta-data there are 1038 variables
2004 Dec 21
10
Codec Selection
Hi,
I have 2 g729 licences - what I want to do is use g729 by default but if
I get more than 2 calls at a time, use gsm for the others.
So, I put this on all my sip providers:
disallow=all
allow=g729
allow=gsm
However, this just seems to use gsm for everything. If I comment out the
gsm line, it then uses g729.
I thought it would use the codec's in the order they are allowed - is
this
2012 Jul 26
0
lda, collinear variables and CV
Dear R-help list,
apparently lda from the MASS package can be used in situations with
collinear variables. It only produces a warning then but at least it
defines a classification rule and produces results.
However, I can't find on the help page how exactly it does this. I have a
suspicion (it may look at the hyperplane containing the class means,
using some kind of default/trivial
2012 Aug 14
0
Problems with lda-CV, and collinear variables in lda
Dear R-help list,
two issues regarding lda.
1) I'm puzzled by the fact that lda's in-build cross-validation gives results different from the manual cross-validation routine that I run (of course mine may be wrong, but I don't think so).
See here:
library(MASS)
set.seed(12345)
n <- 50
p <- 10 # or p<- 200
testdata <- matrix(ncol=p,nrow=n)
for (i in 1:p)
testdata[,i]
2009 Nov 12
1
naive "collinear" weighted linear regression
Hi there
Sorry for what may be a naive or dumb question.
I have the following data:
> x <- c(1,2,3,4) # predictor vector
> y <- c(2,4,6,8) # response vector. Notice that it is an exact,
perfect straight line through the origin and slope equal to 2
> error <- c(0.3,0.3,0.3,0.3) # I have (equal) ``errors'', for
instance, in the measured responses
Of course the
2003 Nov 04
2
Vorbis license in non-English languages?
Hi;
I emailed monty@xiph.org about this before I noticed the mailing list
existed; I suppose it can't ask to hurt here too.
We're about to release a product which has support for multiple languages;
as a result, the license text and documentation has been translated into
each of these languages. As the product includes Ogg Vorbis playback using
libvorbis, we've obviously got to
2024 Oct 10
0
Discriminant of a cubic polynomial
Dear Thomas,
Unfortunately, I do not know if any packages implement this functionality. Though, it is a topic that interests me.
Unlike the "classic discriminant", I prefer to work with the reduced polynomial. This "discriminant" is generalizable to a superset of Chebysev polynomials (which I called Cardano-polynomials).
x^3 - 3*c*x - 2*d = 0
x^5 - 5*c*x^3 + 5*c^2*x - 2*d =
2001 Aug 16
1
wozu Wine?
Hallo NG-Leser,
ich denke mal, mir fehlt vielleicht einfach nur die Erfahrung, aber ich hab
bisher _kein_ einziges Win-Programm unter Linux zum Laufen bekommen.
Eigentlich m?chte ich nur einen IE 5.5 benutzen k?nnen, um zu sehen, ob
meine unter Linux entwickelten Webpages auch im IE gut aussehen. (jeder
Webmaster kennt ja die Probleme)
Aber mit Wine ist da wohl nix zu machen, wie? Ist das
2004 Jun 29
1
nls fitting problems (singularity)
Hallo!
I have a problem with fitting data with nls. The first
example with y1 (data frame df1) shows an error, the
second works fine.
Is there a possibility to get a fit (e.g. JMP can fit
also data I can not manage to fit with R). Sometimes I
also got an error singularity with starting
parameters.
# x-values
x<-c(-1,5,8,11,13,15,16,17,18,19,21,22)
# y1-values (first data set)
2011 Jun 23
2
Rms package - problems with fit.mult.impute
Hi!
Does anyone know how to do the test for goodness of fit of a logistic model (in rms package) after running fit.mult.impute?
I am using the rms and Hmisc packages to do a multiple imputation followed by a logistic regression model using lrm.
Everything works fine until I try to run the test for goodness of fit: residuals(type=c("gof"))
One needs to specify y=T and x=T in the fit. But
1997 Aug 25
0
R-alpha: `missing' BB functions
Here are the functions documented in the Blue Book that I found missing
in R (ignoring the ones which are obviously outdated).
aggregate allocated amatch axes chull clorder cutree cycle date
debugger dget discr faces interp l1fit labclust lag loglin
monthplot mstree mulbar napsack odometer persp plclust plotfit
rep.int restore rreg sabl sablplot set.seed smooth sort.list
Stable stars
2015 May 28
0
[LLVMdev] PGO for macro expansion code
On 05/28/15 15:27, Yuanfang Chen wrote:
> #define GET_BIT(lll) \
> // blah blah
>
> #define G(label1,label2) \
> { \
> // decent amount code \
> ...
> while (1) { \
> GET_BIT(label2); \
> }; \
> }
>
> void f() {
> if (..)
2015 May 28
2
[LLVMdev] PGO for macro expansion code
#define GET_BIT(lll) \
// blah blah
#define G(label1,label2) \
{ \
// decent amount code \
...
while (1) { \
GET_BIT(label2); \
}; \
}
void f() {
if (..)
G('c', 'd');
while ( .. )
G('a','b');
}
After perf sampling, a lot
2013 Sep 19
1
Vignette problem and CRAN policies
Hello, All:
The vignette with the sos package used "upquote.sty", required for R
Journal when it was published in 2009. Current CRAN policy disallows
"upquote.sty", and I've so far not found a way to pass "R CMD check"
with sos without upquote.sty.
I changed sos.Rnw per an email exchange with Prof. Ripley without
solving the problem; see below. The
2005 Dec 08
1
Unencrypted Passwords
Hi,
Is there a way to make windows2000, xp and 2003 work with unencrypted
passwords as a domain member in a domain with a Samba Server as PDC?
Igor
--
"F?r mich sitzen in deutschen Talkshows viel zu viele Leute mit einem
Monatseinkommen von 20 000 Euro herum, die denen mit 2000 sagen, sie
m?ssten den G?rtel enger schnallen"
- Harald Schmidt