Displaying 20 results from an estimated 900 matches similar to: "Greek symbols in xtable rows"
2007 Jul 30
3
Bind together two vectors of different length...
Dear everyone,
I've got difficulties in realizing the following
task:
I have two vectors:
A <- c(1:10)
B<- seq(1,10,2)
Now I want to make a table form vectors A and B as rows, and if a value of A
isn't present B, then I want to put a N/A symbol in it:
Output should look like this:
1 2 3 4 5 6 7 8 9 10
1 0 3 0 5 0 7 0 9 0
How can I do this in R?
Thank you.
--
Andris
2011 Sep 22
1
Error in as.vector(data) optim() / fkf()
Dear R users,
When running the program below I receive the following error message:
fit <- optim(parm, objective, yt = tyield, hessian = TRUE)
Error in as.vector(data) :
no method for coercing this S4 class to a vector
I can't figure out what the problem is exactly. I imagine that it has
something to do with "tyield" being a matrix. Any help on explaining what's
going on
2011 Nov 12
1
State space model
Hi,
I'm trying to estimate the parameters of a state space model of the
following form
measurement eq:
z_t = a + b*y_t + eps_t
transition eq
y_t+h = (I -exp(-hL))theta + exp(-hL)y_t+ eta_{t+h}.
The problem is that the distribution of the innovations of the transition
equation depend on the previous value of the state variable.
To be exact: y_t|y_{t-1} ~N(mu, Q_t) where Q is a diagonal
2004 Jun 07
2
MCLUST Covariance Parameterization.
Hello all (especially MCLUS users).
I'm trying to make use of the MCLUST package by C. Fraley and A. Raftery. My problem is trying to figure out how the (model) identifier (e.g, EII, VII, VVI, etc.) relates to the covariance matrix. The parameterization of the covariance matrix makes use of the method of decomposition in Banfield and Rraftery (1993) and Fraley and Raftery (2002) where
2011 Oct 19
1
Estimating bivariate normal density with constrains
Dear R-Users
I would like to estimate a constrained bivariate normal density, the
constraint being that the means are of equal magnitude but of opposite
signs. So I need to estimate four parameters:
mu (meanvector (mu,-mu))
sigma_1 and sigma_2 (two sd deviations)
rho (correlation coefficient)
I have looked at several packages, including Gaussian mixture models in
Mclust, but I am not sure
2008 Aug 04
2
Multivariate Regression with Weights
Hi all,
I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case.
y_1~x_1+x_2
y_2~x_1+x_2
var(y_1)=x_1*sigma_1^2
var(y_2)=x_2*sigma_2^2
cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2
How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)??
2006 Mar 30
1
Question about for loop?
Hello useRs,
I can't figure out how can I store a data frame of values of X and D from
this loop:
Z <- c(1:10)
for (i in 1:(length(Z)-2))
{D <- x[1:(2+i)];
X <- paste("x",sep="",i)
print (X)
print (D)
}
Thank You,
Andris Jankevics
2006 May 26
1
Indexing vector with repeated values
Hi all,
I have a vector which contains many repeated values.
>Z <- c(1,2,3,4,5,1,2,3,4,5,1,2,3,5,5,2,3,4,5)
I need to know how many times each number in this vecetor is repeated.
I can use a command like this:
> table (cut(Z,seq(1,5,1)))
(1,2] (2,3] (3,4] (4,5]
4 4 3 5
But how can I find a break points for vector with random values and random
number sequence
2009 Sep 03
0
R: "biplot" graphical options?
Thanks Andris, Michael and Petr for your prompt and kind feedbacks.
I will try generating my own biplot from low-level graph commands... I hope it will work.
Best regards,
Marco
--
Marco Manca, MD
University of Maastricht
Faculty of Health, Medicine and Life Sciences (FHML)
Cardiovascular Research Institute (CARIM)
PO Box 616
6200 MD Maastricht
E-mail: m.manca at path.unimaas.nl
Office
2007 Mar 23
5
Get "home" directory and simple I/O
Is there any generic function that gets the "home" directory? This
should return /home/<user> in Linux and
x:/Documents and Settings/<user> (or whatever) in Windows XP.
Another (unrelated) question: what is the _simplest_ way to
read and write R variables to/from files such that they are
stored in a human-readable but R-like form? For example, if
(say), x is a vector
2003 Feb 27
1
Routing for multiple uplinks/providers
Hi, I read the howto of iproute, I have the same case with HOWTO, the
difference is that the whole incoming traffic goes through interface 0, the
other difference is that I do not want to balance the out going traffic,
because I have specific networks to take it throughout another interface.
Mi Case
IF1 --> Input and Output
IF2 --> Only aoutput for three Network
I need Help, How can I
2010 Aug 02
2
Dealing with a lot of parameters in a function
Hi all,
I'm trying to define and log-likelihood function to work with MLE.
There will be parameters like mu_i, sigma_i, tau_i, ro_i, for i between
1 to 24. Instead of listing all the parameters, one by one in the
function definition, is there a neat way to do it in R ? The example is
as follows:
ll<- function(mu1=-0.5,b=1.2,tau_1=0.5,sigma_1=0.5,ro_1=0.7)
{ if (tau1>0 &&
2007 Aug 31
2
memory.size help
I keep getting the 'memory.size' error message when I run a program I have
been writing. It always it cannot allocate a vector of a certain size. I
believe the error comes in the code fragement below where I have multiple
arrays that could be taking up space. Does anyone know a good way around
this?
w1 <- outer(xk$xk1, data[,x1], function(y,z) abs(z-y))
w2 <- outer(xk$xk2,
2007 Feb 19
3
Start and Restart R over SSH
Hi,
I have some big calculations in R to be done.
Since I can use R on a server with ssh, i was wondering if I can reopen
a R Shell after exiting ssh.
I don't want to use the batch mode and nohup doesn't work.
I want to use something like
ssh user at server
R
---do something in R and start calculation ---
close ssh but let R remain on the server, doing the calculation
ssh user at
2011 Dec 12
3
For loop indicies
I would like to run a for loop with an index going from 0 to 499 but the following seems to miss out the first value:
C <- 499
for (i in 0:C)
The alternative is:
C <- 500
for (i in 1:C)
{
#Then every time I use i, I replace it with i-1
}
Is this a good way to do it or is tere a better way?
Thank you,
ThomasThis message and any attachment are intended solely for the addressee and may
2007 Jan 31
0
Interactive plots with R
Hi,
I wrote some simple rpanel package script for visual spectral data comparison.
At this example i have a three samples and i want to zoom through x and y
axis to compare differences between samples. With my script below I can zoom
to some data region and add some other spetra to the plot, through text input
field.
But I can't figure out, how to change axis scaling for all displayed
2006 Jul 31
4
question about dataframe ("sensory") in PLS package
Dear all,
I am trying to my dataframe for the PLS analysis using the PLS package.
However I have some trouble generating the correct dataframe. The main
problem is how to use one name to represent several columns in the
dataframe.
The example dataframe in PLS package is called "sensory". I cannot
directly read the data file since it's a binary file. If I use
2008 Mar 06
2
Clustering large data matrix
Hello,
I have a large data matrix (68x13112), each row corresponding to one
observation (patients) and each column corresponding to the variables
(points within an NMR spectrum). I would like to carry out some kind of
clustering on these data to see how many clusters are there. I have
tried the function clara() from the package cluster. If I use the matrix
as is, I can perform the clara
2007 Oct 16
1
data structure for plsr
All,
I am working with NIR spectral data and it was great to find that the example in ?plsr also used spectral data. Unfortunately, I am having difficulty figuring out how the "yarn" dataset is structured to allow for the plsr model to read:
library(pls)
data(yard)
yarn.oscorespls <- mvr(density ~ NIR, 6, data = yarn, validation = "CV", method = "oscorespls")
2006 Sep 01
0
defining error structure in bivariate mixed models
Hi,
Using indicator variables I have been able to fit and run the code for
fitting a bivariate mixed model using unstructured covariance matrix
The code is
lme.fit1<- lme(one.var~-1+indic1+indic2+I(indic1*d.time)+I(indic2*d.time),
random =~ -1+indic1+indic2|m.unit, weights = varIdent(~1|indic1)
,data = new.data)
My variables are
one.var :- the two response variables stacked one after