similar to: Looking for R Equivalent of Gauss Statements

Displaying 20 results from an estimated 1200 matches similar to: "Looking for R Equivalent of Gauss Statements"

2003 Nov 19
1
RMySQL_5.2 SuSE9.0
Hi, i try to install, but getting no success. What this mean cannot find -lz , any necessary lib left in my SuSE Installation? Many thanks, Christian linux:/usr/lib/R/bin # R CMD INSTALL RMySQL_0.5-2.tar.gz * Installing *source* package 'RMySQL' ... creating cache ./config.cache checking how to run the C preprocessor... cc -E checking for mysql_init in -lmysqlclient... yes checking
2003 Nov 12
4
column extraction by name ?
I have a data frame (df) with colums x, y and z. e.g. df <- data.frame(x = sample(4), y = sample(4), z = sample(4)) I can extract column z by: df$z or df[3] I can also extract columns x,y by: df[1:2] or by df[-3]. Is it possible to extract x,y columns in a "symbolic" fashion i.e. by equivalent of df[-z] (which is illegal) ??? Or alternativeley, is there an equivalent of
2007 Feb 08
2
R
Dear Professor, I am preparing for a Ph.D in semiparametric regression at Cairo university in Egypt. Referring to R package KernGPLM, I obtained R version 2.4.1 but I did not find package KernGPLM. Please, help me how can I obtain this package. Thanks in advance. Name: Magda Haggag E-mail: magdahaggag@yahoo.com Address: 27, Notrdam Desion st., Gleem, Alexandria, Egypt.
2003 Sep 05
4
Basic Dummy Variable Creation
Hi There, While looking through the mailing list archive, I did not come across a simple minded example regarding the creation of dummy variables. The Gauss language provides the command "y = dummydn(x,v,p)" for creating dummy variables. Here: x = Nx1 vector of data to be broken up into dummy variables. v = Kx1 vector specifying the K-1 breakpoints p = positive integer in the range
2008 Aug 14
1
cryptic message of R CMD check
Hi R-devels, recently, we have seen a new warning by "R CMD check" appearing for the devel-version of our package distrEx available on r-forge, e.g. as *|install.packages("/distrEx/",repos="http://r-forge.r-project.org")|* Here is the warning: %--------------------- [...snip ...] * checking for unstated dependencies in R code ... WARNING .get_S4_methods_list():
2003 Aug 29
3
Creating a new table from a set of constraints
Hi Everyone, Here's a silly newbie question. How do I remove unwanted rows from an R table? Say that I read my data as: X <- read.table("mydata.txt") and say that there are columns for age and gender. Call these X[5] and X[10], respectively. Here, X[5] is a column of positive integers and X[10] is binary valued i.e., zero (for male) and one (for female) Now, say that I
2009 May 29
3
How to replace Inf by zero?
Hi R users, Someone knows how to replace Infinite value by zero. I have a vector with some Inf value and I want to substitute these values by zero to get the mean of the components of the vector. Any idea? Many thanks, Marlene. [[alternative HTML version deleted]]
2004 Jul 14
2
constrOptim and function with additional parameters?
How can I use a function with some additional input parameters in constrOptim? For example, something like fr <- function(x,a) { ## Rosenbrock Banana function x1 <- x[1] x2 <- x[2] a * (x2 - x1 * x1)^2 + (1 - x1)^2 } where the optimum is to be found w.r.t. x. Calling optim(c(-1.2,1), fr, NULL, a=100) works as expected, but I fail to provide the a=100 in the constrained case:
2009 Sep 30
3
programming to calculate variance
Dear R-user Suppose I have the following data y=c(2,1,5,8,11,3,1,7,50,21,33,7,60) x=data.frame(y) for(i in 4:nrow(x)) x[i,] =var(x[i-3:i-1,]) I'm trying to get a new variable with the variance of the 3 previous values (just an example) and with NA in the three first positions. I know that my for() is wrong but I'm not able to find my error. Any idea? Thanks, Marlene.
2010 Feb 01
2
programing problem with for( )
Hi R-users I'm writing a code to run a fuction but I found an error that I can't fix. I reproduced the error with a simple example. The correct answer is k but I can't fill my s matrix. What I'm doing wrong? s<-matrix(data=NA,nrow=1,ncol=5 ) s for(i in 1:5) { k=sqrt(i) s[,i]<-k[i] print(k) } s Thanks in advance, Marlene. [[alternative
2011 Sep 16
2
problems to report indexes when I have two min value
Hi, I need to repor the index of a min value of each row in a matrix, but I don't know how to do that when I have more than one min value. Here is my example > dat <- matrix(c(5.4,4.8,5.6,4.8,NA,4.4,4.6,3.4,NA,NA,4,2.4,NA,NA,NA,2),byrow=TRUE,ncol=4) > dat [,1] [,2] [,3] [,4] [1,] 5.4 4.8 5.6 4.8 [2,] NA 4.4 4.6 3.4 [3,] NA NA 4.0 2.4 [4,] NA NA NA 2.0
2003 Aug 27
4
Newbie graphing questions
Hi everyone. R is new to me and I'm very impressed with its capabilities but still cannot figure out how to do some basic things. There seems to be no lack of documentation but finding what I need has proven difficult. Perhaps you can help. Here's what I'm after: 1. How do I create a new plot without erasing the prior one i.e., have a new window pop up with the new graph?
2008 May 17
0
fast multipole methods(FMM)/fast Gauss transfrorm(FGT)/improved fast gauss transform (IGFT)
I'm just curious, but wondering if there has been any work in making these algorithms available in R. They are aimed at accelerating matrix-vector products using approximation ideas, and might be useful in applications such as kernel machines, Gaussian processes/kriging. Thanks Mark Palmer Landscape Monitoring and Modelling CSIRO Mathematical and
2013 Mar 25
1
From Java to R OOP
Hi, I'm new to OOP in R so please forgive the naiveness of some of the questions. Here are a couple of them. It would be great if you can contrast to OOP in Java. 1. R's S4 appears to centered around a dispatch mechanism which in my understanding is just a way to implement polymorphism. Now, here's the snag, I thought polymorphism was an aspect of OOP not by itself the definition of
2011 Apr 14
3
Bad artifacts at 32kbps
I have been trying some different sample rate and bitrate combinations to get a feel for how CELT behaves. I then encoded it with a couple of different frame sizes and sample rates. There were some small differences, but nothing horrible. So, I decided to run with 24KHz sample rate with 16 bit samples. This seemed like a reasonable tradeoff against the quality degradation that my folks
2004 May 28
3
gauss.hermite?
The search at www.r-project.org mentioned a function "gauss.hermite{rmutil}". However, 'install.packages("rmutil")' produced, 'No package "rmutil" on CRAN.' How can I find the current status of "gauss.hermite" and "rmutil"? Thanks, Spencer Graves
2001 Apr 05
2
Using Gauss with R
Dear All, I am a long time S user and now a convert to R. As part of my general work in time series I occasionally assist groups of econometricians and others in the finance fraternity. In particular, that community has invested a large amount of time and effort in writing specialised code in Gauss. I am unfamiliar with Gauss (although I have used Matlab which is, I understand, a comparable
2001 Apr 07
0
Ox (was: Using Gauss with R)
I'll be even more tangent. Those interested in Ox, see http://www.de.ufpe.br/~cribari/ox.pdf Cheers, Francisco. Date: Fri, 6 Apr 2001 09:34:19 +0100 (BST) From: Bill Simpson <wsi at gcal.ac.uk> Subject: Re: [R] Using Gauss with R This is a tangent to your question. The economist Jurgen Doornik has written a language called Ox: http://www.nuff.ox.ac.uk/Users/Doornik/doc/ox/ox.htm
2006 Feb 27
1
gauss.hermite function
Hi, I am trying to find a function that returns simply the weights and points of an n point gauss hermite integeration, so that I can use them to fit a non-standard likelihood. I have found some documentation for the function 'gauss.hermite' written by jim lindley, but can't find the actual binary on CRAN I'm aware there are lots of functions like glmm, glmmML etc to fit mixed
2007 Apr 20
1
Approaches of Frailty estimation: coxme vs coxph(...frailty(id, dist='gauss'))
Dear List, In documents (Therneau, 2003 : On mixed-effect cox models, ...), as far as I came to know, coxme penalize the partial likelihood (Ripatti, Palmgren, 2000) where as frailtyPenal (in frailtypack package) uses the penalized the full likelihood approach (Rondeau et al, 2003). How, then, coxme and coxph(...frailty(id, dist='gauss')) differs? Just the coding algorithm, or in