similar to: How to compare X1 = X2 = ... = Xn?

Hi to all, how could I to rotate automatically a data sheet which was imported by read.xls? x1 x2 x3 .... xn y1 1 4 7 ... xn/y1 y2 2 5 8 .... xn/y2 y3 3 6 9 ....xn/y2 yn ... ... ... Xn/Yn to y1 y2 y3 .... yn x1 1 2 3 ..... Yn/x1 x2 4 5 6 .... Yn/x2 x3 7 8 9 .... Yn/x2 xn ... ... ... ..... Yn/xn Kind regards Knut

Dear Uwe Ligges , I still can't finish it. *> aa* #my data x1 x2 y 5 0.05 6 4.4180 1 0.50 3 2.6979 4 0.50 9 2.9000 7 0.95 6 2.6230 8 0.95 6 2.9078 9 0.95 6 2.6727 3 1.40 3 2.4203 2 1.40 9 2.5329 6 1.85 6 2.4867 *> attach(aa)* *> persp(x1,x2,y* error in persp.default(x1, x2, y) : increasing 'x' and 'y' values expected

All, I am new to using R and know some basics. I wish to use kriging in R to do the following: given data Y =f(X1,X2,X3,.....,Xn) --1000+ irregular measured data set. I would like to be able to get a single value y given sinle input set (x1,x2,x3,...xn) A google search on this takes me lierally to the same example on involving analysis with soil sampling and I cannot figure out how to

on Solaris 10 5.10 Generic_118822-23 sun4v sparc SUNW,Sun-Fire-T200 I run #iostat -xn 5 to monitor the IO statistics on SF T2000 server. The system also have a heavy IO load, for some reason iostat donot refresh (no any update). It seems like iostat is calling pause() and stucked there. Also my HBA driver''s interrupt stack trace indicates there is a lot of swtch(), the overall IOPS

Hello everybody, could anybody give me a hint, who I can use rbind on a list of data.frames, please? I have a list with a large number of data.frames of the same structure, like: LIST <- list(X1=data.frame(a=1,b=2), X2=data.frame(a=3,b=4), X3=data.frame(a=5,b=6), ...., XN=data.frame(a=i,b=k)) I would like to bind all data.frames very fast to a single data.frame, something like that: DF <-

Dear all, I have a data frame in which the columns need to be ordered. The first column X is at the right position, but the remaining columns X1-Xn should be ordered like this: X1, X2, X3 etc instead of like below. > colnames(pos1) [1] "X" "X1" "X10" "X11" "X12" "X13" "X14" "X15" "X16"

Hello! I noticed that in some cases clang generates sequence of AND+TST instructions: For example: AND x3, x2, x1 TST x2, x1 I think these instructions should be merged to one: ANDS x3, x2, x1 ( because TST <Xn>, <Xm> is alias for ANDS XZR, <Xn>, <Xm> -

Hi, how can i plot two different x axis in a ggplot2 qplot? I want to plot Farenheit and Celsius in one diagram. x1:Farenheit x2:Celsius kind regards, -- Jonas Stein <news at jonasstein.de>

Hi, This might seem like a simple question but at the moment I am stuck for ideas. The columns of my matrix in which some data is stored are of this form: X1 Y1 X2 Y2 X3 Y3 ... Xn Yn with n~100. I would like to look at just the X values (i.e. odd column numbers). Is there an easy way to loop round extracting only these columns? Any help would be appreciated.

Dear all, I have two coordinates vectors, say X and Y of length n. I want to generate for each couple of coordinates X1,Y1 X2,Y2 X3,Y3....Xn,Yn a random coordinate which is located in a square define as X +/- dx and Y +/- dy. I saw the runif function which can generate for just one value at a time what I want : runif(1, X - dx, X + dx) for X and runif(1, Y - dy, Y + dy) for Y. I would like

Hello, I'm trying to do cor(x1,x2) and I get the following error: Error in cor.default(x1, x2) : missing observations in cov/cor A few things: 1. I've used cor() many times and have never encountered this error. 2. length(x1) = length(x2) 3. is.numeric(x1) = is.numeric(x2) = TRUE 4. which(is.na(x1)) = which(is.na(x2)) = integer(0) {the same goes for is.nan()} 5. I also try

Hello all, How to draw a line in plot when I know the start point(x1,y1) and end point(x2,y2)? I need make this as additional information in the graph: plot(wl2[[1]],wl2[[2]]) I think that is possible make this with the function abline(), is possible? I looked the function lines() too, but don't understand as make. Thanks! Lesandro Veja quais são os assuntos do momento no Yahoo!

Dear R-experts, I have a question on the formulas used in the gam function of the mgcv package. I am trying to understand the relationships between: y~s(x1)+s(x2)+s(x3)+s(x4) and y~s(x1,x2,x3,x4) Does the latter contain the former? what about the smoothers of all interaction terms? I have (tried to) read the manual pages of gam, formula.gam, smooth.terms, linear.functional.terms but

Dear R-experts, I have a question on the formulas used in the gam function of the mgcv package. I am trying to understand the relationships between: y~s(x1)+s(x2)+s(x3)+s(x4) and y~s(x1,x2,x3,x4) Does the latter contain the former? what about the smoothers of all interaction terms? I have (tried to) read the manual pages of gam, formula.gam, smooth.terms, linear.functional.terms but

Hello R-helpers, Please see a self-contained example below, in which I attempt to plot the effect of x1 on y, while controlling for x2. Is there a function that does the same thing, without having to specify that x2 should be held at its mean value? It works fine for this simple example, but might be cumbersome if the model was more complex (e.g., lots of x variables, and/or interactions). Many

hi , i am trying to predict the value of dependent variable using the independent variable using R . like y is dependent and x1,x2,x3 ...,xn are independent variables so how can predict the value of y using x1,x2,x3 ...,xn . y x1 x2 x3 x4 x5 x6 6 0 1 2 3 1 2 5 1 3 4 5 6 8 8 4 6 9 0 0 1 3 5 7 2 1 0 3 4 5 6 7 8 2

Ok, thank you, I will implement it then. As far as I see this optimization should be done in AArch64LoadStoreOptimizer, is it right? From: Eli Friedman [mailto:efriedma at quicinc.com] Sent: Thursday, November 21, 2019 11:55 PM To: Kosov Pavel <kosov.pavel at huawei.com>; LLVM Dev <llvm-dev at lists.llvm.org> Subject: RE: [llvm-dev] [ARM] Peephole optimization ( instructions tst +

Hi, In my puppet configuration, to deploy certain files to group of nodes, everytime either a new class of node is being used or the node class has to typically extended to many other machines and is likely more typing. The more typing can generally result in anomalies/errors in hosts. For example: node x1.y.z x2.y.z x3.y.z x4.y.z{ ... ... } What I am trying to formulate this into is use

Hi al, I am looking for a R command to test the difference of two linear regressoon betas. Lets say I have data x1, x2...x(n＋1). beta1 is obtained from regressing x1 to xn onto 1 to n. beta2 is obtained from regressing x2 to x(n＋1) onto 1 to n. Is there a way in R to test whether beta1 and beta2 are statistically different? Thanks a lot! [[alternative HTML version deleted]]

Hello I'm trying to do the following vector operation: given vector x = c(x1,x2,x3,x4...xn), produce vector y = c(x1,x1+x2,x1+x2+x3,...x1+...+xn). E.g., from x = c(1,3,2,2,5), produce y = c(1,4,6,8,13). The underlying problem is finding the cumulative distribution function given the empirical density distribution function. I have done some research on this but the only relevant