similar to: Re: Help : generating correlation matrix with a particula r

************************************************************ Important: We would draw your attention to the notices at the bottom of this e-mail, particularly before opening and reviewing any file attachment(s). ************************************************************ Here is some code we have used. a<-array(c(1,.9,.7,.9,1,.3,.7,.3,1),dim=c(3,3)) a s<-eigen(a)$vectors

Dear All, I have attempted to install the R-Excel Interface with poor results. The version of R is 1.6.1, the version of R-Excel is 1.0, the version of COM is 0.99. All of these were downloaded Monday, 6 January 2003. R (version 1.6.1) is installed on the machine and appears to run correctly on its own. The computer is a Compaq Pentium 4 machine with 128 meg of RAM running Windows 2000 and

Hi, I would like to know how to extract the data from Excel Spreadsheet. Thank you very much. Melissa ************************************************************ JLT Risk Solutions Ltd 6 Crutched Friars, London EC3N 2PH. Co Reg No 1536540 Tel: (44) (0)20 7528 4000 Fax: (44) (0)20 7528 4500 http://www.jltgroup.com Lloyd's Broker. Regulated by the General Insurance Standards Council

Hi, I would like to enquire if by typing plot (lm(y~x)) would this show me the plot of the fitted line? I tried this function previously but I was only able to get the last 4 plots starting with Residuals vs fitted. Thank You. Melissa ************************************************************ JLT Risk Solutions Ltd 6 Crutched Friars, London EC3N 2PH. Co Reg No 1536540 Tel: (44) (0)20 7528

1. Martin Maechler's comments should be taken as replacements for anything I wrote where appropriate. Any apparent conflict is a result of his superior knowledge. 2. 'eigen' returns the eigenvalue decomposition assuming the matrix is symmetric, ignoring anything in m[upper.tri(m)]. 3. The basic idea behind both posdefify and nearPD is to compute the

Dear all, Has someone implemented in R (or any other language) Knol DL, ten Berge JMF. Least-squares approximation of an improper correlation matrix by a proper one. Psychometrika, 1989, 54, 53-61. or any other similar algorithm? Best regards Jens Oehlschl?gel Background: I want to factanal() matrices of polychoric correlations which have negative eigenvalue. I coded Highham 2002

Hi, Iv'e got a SuSE 8.0 box with Samba 2.2..3a-64 on it. I tried to copy 4.1GB of MPG/AVI Videos (103 particula files) to a Windows98 SE box. But i din't take long and the Linux box crashes. It don't respond to anything! I tried to copy them by 4file groups. It worked bether but it still crashes once. Where's the "bug" here ??? Hardware: AMD TB 1.1Ghz 512MB SDRAM

Dear Luigi, Here's an option: boxplot(x, boxcol="white", whiskcol="white",medcol="white",staplecol="white") abline(h=c(-1,0,1)) grid(NA, 4, lwd = 2) boxplot(x,add=T) Regards, Jos? Iparraguirre -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Luigi Sent: 18 September 2012 09:36

I have a covariance matrix that is not positive semi-definite matrix and I need it to be via some sort of adjustment. Is there any R routine or package to help me do this? Thanks, Roger [[alternative HTML version deleted]]

We need to keep the discussion on the list. When I run your code, there are several problems. strain.data <- read.xlsx("Dee rhiz.xlsx", sheetName ="strain", header = T, row.names = 1) str(strain.data) # lists 9 columns at the end with all NAs strain.data1 <- (strain.data, sqrt.dist = TRUE) # this is not a valid R line. I get Error: unexpected ',' in

Hi I'm getting an error message with the roots() function in the vars package. Even the example in the help file comes up with an error: > data(Canada) > var.2c <- VAR(Canada, p = 2, type = "const") > roots(var.2c) Error in UseMethod("roots") : no applicable method for 'roots' applied to an object of class "varest" The error is odd, for

Hi Guys, First, English is not my native language so sorry if the question is too difficult to understand. I can rephrase it if necessary. I have 32-bit Windows Xp SP3, i use R version 2.12.0 (2010-10-15), and the question is about Redundancy canonical analysis? plot problem in 3D using VEGAN, RGL, SCATTERPLOT3D and SFSMISC. I noticed the following? code to explain as clearly as possible the

(RFC := Request For Comments) >>>>> "Tim" == Tim Keighley <Tim.Keighley@csiro.au> >>>>> on Thu, 23 Oct 2003 11:45:22 +1000 writes: Tim> Hi Martin, Tim> In October 2000 you wrote to r-help: >>> which reminds me that I've had a desire for something like >>> the old S function [from the blue book, and

>>>>> Kirill M?ller <kirill.mueller at ivt.baug.ethz.ch> >>>>> on Wed, 11 May 2016 10:42:56 +0200 writes: > My ulimit package exposes this API ([1], should finally submit it to > CRAN); unfortunately this very API seems to be unsupported on OS X > [2,3]. Last time I looked into it, neither of the documented settings > achieved

hello all, i'm trying to use QPmat, from the popbio package. it appears to be based on solve.QP and is intended for making a population projection matrix. QPmat asks for: nout, A time series of population vectors and C, C constraint matrix, (with two more vectors, b and nonzero). i believe the relevant code from QPmat is: function (nout, C, b, nonzero) { if (!"quadprog" %in%

I apologise for not including a reproducible example with this query but I hope that I can make things clear without one. I am fitting some finite mixture models to data. Each mixture component has p parameters (p=29 in my application) and there are q components to the mixture. The number of data points is n ~ 1500. I need to select a good q and I have been considering model selection methods

Dear R users I looked around for a package which can help me with the task of binary arithmetic, the closest I found is sfsmisc with digitsBase function, which may help a little in this task, but still wondering how to get this problem solved. example: given the addition operation of 2 real numbers to equal as below 99.30 2.11 === 102.09 <--- desired output as explained below

Hi I'm trying to measure the effect of a policy intervention (Box and Tiao, 1975). This query has to do with the coding of the model rather than with the particulars of my dataset, so I'm not providing the actual dataset (or a simulated one) in this case, apart from some general description. The time series are of length n=34 (annual observations between 1977 and 2010). The policy

Dear all, I'm working on a data.frame named en.data, which has n cases and m columns. I generate the correlation matrix of en.data by > cor(en.data) I find that there is no p-value on each correlation in the correlation matrix. I searched in the R-help mail list and found some related posts, but I didn't find direct way to solve the problem. Someone said to use cor.test() or

RNG in R and Splus 3.4 Prof. Ripley asked the details of the example. We were doing parametric bootstrap, so it is similar to simulation. Anyway here is the details. We start with a sample of 19 positive numbers. We know the sample is from truncated exp(0.3)...only the truncation point, theta, is unknown. In other words, the sample can be generated from something like x1 <- rexp(100,