Displaying 20 results from an estimated 3000 matches similar to: "make check on Solaris 8 fails due to plot"
2004 Sep 06
4
substitution in expression
I have been struggling with this problem for a while and I hope someone
could help me. Or if someone could point me to a section in the manual I
would be grateful.
x <- "my"
plot(1:10, main=expression(paste( x, Delta, "values" )))
Q : How do I get the title to say "my (triangle symbol) values" ?
The following trial-and-error produced mainly errors :
2005 Jul 25
5
passing formula arguments cv.glm
I am trying to write a wrapper for the last example in help(cv.glm) that
deals with leave-one-out-cross-validation (LOOCV) for a logistic model.
This wrapper will be used as part of a bigger program.
Here is my wrapper funtion :
logistic.LOOCV.err <- function( formu=NULL, data=NULL ){
cost.fn <- function(cl, pred) mean( abs(cl-pred) > 0.5 )
glmfit <- glm(
2005 Nov 06
3
How can I assign an argument to transfer whether by ref or by value?
Hello guys,
I am wondering the default way of transferring arguments in R. Is it by
value or by ref in default case, or could that be changed explicitly?
Cheers,
Xiaofan
---
Xiaofan Li
Department of Applied Mathematics and Theoretical Physics
University of Cambridge
2004 Oct 01
3
same test statistic for t-test with and without equal variance assumption
Could some kindly tell me if I am supposed to be getting the same test
statistic value with var.equal=TRUE and var.equal=FALSE in t.test ?
set.seed(1066)
x1 <- rnorm(50)
x2 <- rnorm(50)
t.test(x1, x2, var.equal=FALSE)$statistic # 0.5989774
t.test(x1, x2, var.equal=TRUE)$statistic # 0.5989774 ???
Here are my own calculations that shows that perhaps the result when
var.equal=TRUE is
2004 Jul 30
2
pairwise difference operator
There was a BioConductor thread today where the poster wanted to find
pairwise difference between columns of a matrix. I suggested the slow
solution below, hoping that someone might suggest a faster and/or more
elegant solution, but no other response.
I tried unsuccessfully with the apply() family. Searching the mailing
list was not very fruitful either. The closest I got to was a cryptic
chunk
2004 Nov 16
1
gcrma package
Hi !
I would like to understand where do affinity.spline.coefs used in function
compute.affinities come from ?
library(gcrma)
data(affinity.spline.coefs)
affinity.spline.coefs
X1 X2 X3 X4 X5 X1
-0.55004171 -0.58579091 -0.08870557 -0.47774242 0.23205570 0.58002746
X2 X3 X4 X5 X1 X2
2004 Nov 24
3
Automatic file reading
Hi,
I want to do automatic reading of a number of tables (files) stored in
ascii format
without having to specify the variable name in R each time. Below is an
example
of how I would like to use it (I assume files pair1,...,pair8 exist in
spec. dire.)
for (i in 1:8){
name <- paste("pair",i,sep="")
? ? ? <-
2004 Nov 11
3
(no subject)
Hi,
I have a list of numbers. For each of the numbers, I take sum of squares of
the numbers centered on the number chosen. If it is less than a certain
constant, I will take the average of the numbers chosen.
Anyone can give me a sample code. You help will be greatly appreciated.
Peter
[[alternative HTML version deleted]]
2005 Nov 06
2
OLS variables
Dear all,
Is there any simple way in R that can I put the all the interactions of the variables in the OLS model?
e.g.
I have a bunch of variables, x1,x2,.... x20... I expect then to have interaction (e.g. x1*x2, x3*x4*x5... ) with some combinations(2 way or higher dimensions).
Is there any way that I can write the model simpler?
Thanks!
Leaf
2004 Nov 24
3
T-test syntax question
Hi.
I'd like to do a t-test to compare the Delta values of items with Crit=1
with Delta values of items with Crit=0. What is the t.test syntax?
It should produce a result like this below (I can't get in touch with the
person who originally did this for me)
Welch Two Sample t-test
data: t1$Delta by Crit
t = -3.4105, df = 8.674, p-value = 0.008173 alternative hypothesis: true
2002 Jul 15
2
meaning of error message about collinearity
You are using a method that needs to estimate the covariance matrix of all
the variables. If you have 80 variables, there are (80+1)*80/2 = 3240
variances and covariances to estimate. How many data points do you think
you need to do that?
Some people assume the covariance matrix is diagonal (i.e., assuming all the
variables are uncorrelated). Even then you still have 80 variances to
estimate.
2005 Mar 02
5
Differences between package and library terminology
Just out of curiosity, what is the difference between the terms for
package and library ? Why are we loading a package with the library()
command ?
If this is a case of RTFM, I would be happy to do so if pointed in the
right direction. I have searched the FAQ and mail archives and only came
up with http://tolstoy.newcastle.edu.au/R/help/05/02/12162.html but this
still does not explain what is
2004 Nov 16
5
CDs for R?
Hi Folks,
I'm sure I'm speaking for more than a few (though
possibly a minority) here.
There's something of a hidden assumption that R users
can readily download whatever they need from CRAN.
Some of us are on narrow bandwidth dialup connections,
so downloading large quantities of stuff is out of the
question (e.g. at approx. 5min/MB, it would take over
2 days to download a single
2008 Sep 11
9
How to load functions in R
Hello,
I am trying to use self created functions in other scripts than the one
where they are stored.
For the moment I am using the following structure of commands to do
that:
1. Load the text file with the functions in the current script:
x=parse("path")
2. transform the tex in a function: f1=eval(x[1]), f2=eval(x[2]) if more
than one function is stored in the text file
3. use the
2005 Nov 09
5
How to find statistics like that.
Hi there,
Suppose mu is constant, and error is normally distributed with mean 0 and
fixed variance s. I need to find a statistics that:
Y_i = mu + beta1* I1_i beta2*I2_i + beta3*I1_i*I2_i + +error, where I_i is
1 Y_i is from group A, and 0 if Y_i is from group B.
It is large when beta1=beta2=0
It is small when beta1 and/or beta2 is not equal to 0
How can I find it by R? Thank you very much
2007 Jul 24
7
Obtaining summary of frequencies of value occurrences for a variable in a multivariate dataset.
Hi all,
If the question below as been answered before I
apologize for the posting.
I would like to get the frequencies of occurrence of
all values in a given variable in a multivariate
dataset. In short for each variable (or field) a
summary of values contained with in a value:frequency
pair, there can be many such pairs for a given
variable. I would like to do the same for several such
variables.
2003 Mar 17
4
X11 connection error in web cgi mode only
Dear all,
I am trying to create a web interface using Perl-CGI to call R plots and
to display them.
The following codes works perfectly fine when I copy and paste into the
console directly or if I save it into script.file and then R --no-save <
script.file producing the graphs.
jpeg("graph.jpeg", width=400, height=400)
plot(rnorm(100))
dev.off()
Now, I put the line system("R
2003 Dec 10
3
How to calculate standard error for a vector?
Hi all!
I 'm beginner and i develop a bio-application with VB and i need some
statistic functions!
could i calculate StdError, CoeffOfVariance, SumSquared with R langage? if
yes, what are functions to use?
I need also to use ANOVA and t-test...
Thanks for your help!
Laurent Houdusse
Analyste Programmeur
2003 Apr 24
1
Invalid font in bitmap()
Dear all,
A few weeks ago I asked about X11() availability using CGI-perl. The
general advice was to use bitmap which requires ghostscript (Xvnc and
Xvbf were the other alternatives). My system administrator got around to
installing Aladin Ghostscript 6.0 and the setting the R_GSCMD
environment variable. Other system specification is given below.
But now I have a new problem that says that font
2002 Dec 10
2
Variance of a single number
Just out of curiosity, can some please explain the following return NA.
x <- 6
var(x)
y <- c( NA, NA, 10000 )
var(y, na.rm=T)
Unless I am seriously misguided, I believe that the variance of a single
number (i.e. a constant) should be zero. Thanks.
Regards, Adai.