Displaying 20 results from an estimated 2000 matches similar to: "replacing double for loops with apply's"
2006 Mar 16
4
problem for wtd.quantile()
Dear R-users,
I don't know if there is a problem in wtd.quantile (from library "Hmisc"):
--------------------------------
x <- c(1,2,3,4,5)
w <- c(0.5,0.4,0.3,0.2,0.1)
wtd.quantile(x,weights=w)
-------------------------------
The output is:
0% 25% 50% 75% 100%
3.00 3.25 3.50 3.75 4.00
The version of R I am using is: 2.1.0
Best,Jing
2007 May 31
3
Problem with Weighted Variance in Hmisc
The function wtd.var(x,w) in Hmisc calculates the weighted variance of x
where w are the weights. It appears to me that wtd.var(x,w) = var(x) if all
of the weights are equal, but this does not appear to be the case. Can
someone point out to me where I am going wrong here? Thanks.
Tom La Bone
[[alternative HTML version deleted]]
2012 Nov 19
5
help on matrix column removal based on another matrix results
Hi everyone, now I am trying to finish writing the code (I had asked for
assistance on subtracting arrays)
This is what I what I am running in R:
> source("/home/ie/Documents/TTU/GA_Research/GLUE/R-Project/R_GLUE_Example/NSEr.R")
NSEr <- function (obs, sim)
{
{jjh <- (as.vector(obs) - sim)^2
Xjjhs <- apply(Xjjh, 2, sum)
Yii <- (obs - mean(obs))^2
Yiis <- apply(Yii, 2,
2004 Oct 21
0
Hmisc: Using stratified weighted means (wtd.mean) within a function
Hello list,
I have the following function which, as you can see, uses mean:
meanratings <- round(apply(stack03[,c(102:121)],2,function(x) (tapply(x ,actcode, mean, na.rm=T))), digits=1)
The above function yields the following output:
q27a q27b q27c q27d q27e q27f q27g q27h q27i q27j q27k q27l q27m q27o q27p
1 7.8 8.1 7.7 7.9 7.9 NaN NaN 8.4 7.8 7.0 7.6 NaN NaN 7.1 6.0
2
2010 Mar 20
2
different forms of nls recommendations
Hello,
Using this data:
http://n4.nabble.com/file/n1676330/US_Final_Values.txt US_Final_Values.txt
and the following code i got the image at the end of this message:
US.final.values<-read.table("c:/tmp/US_Final_Values.txt",header=T,sep=" ")
US.nls.1<-nls(US.final.values$ECe~a*US.final.values$WTD^b+c,data=US.final.values,start=list(a=2.75,b=-0.95,c=0.731),trace=TRUE)
2011 Apr 20
2
survexp with weights
Hello,
I probably have a syntax error in trying to generate an expected
survival curve from a weighted cox model, but I can't see it. I used
the help sample code to generate a weighted model, with the addition
of a "weights=albumin" argument (I only chose albumin because it had
no missing values, not because of any real relevance). Below are my
code with the resulting error
2008 Aug 13
1
Arguments to lm() within a function - object not found
Hi all,
I'm having some difficulty passing arguments into lm() from within a
function, and I was hoping someone wiser in the ways of R could tell me
what I'm doing wrong. I have the following:
lmwrap <- function(...) {
wts <- somefunction()
print(wts) # This works, wts has the values I expect
fit <- lm(weights=wts,...)
return(fit)
}
If I call my function lmwrap, I get
2012 Jul 24
1
Function for ddply
Hello, all. I'm new to R and just beginning to learn to write functions. I
know I'm out of my depth posting here, and I'm sure my issue is mundane.
But here goes. I'm analyzing the American National Election Study (nes),
looking at mean values of a numeric dep_var (environ.therm) across values
of a factor (partyid3). I use ddply from plyr and wtd.mean from Hmisc. The
nes requires a
2006 Aug 09
0
Weighted Mean Confidence Interval
Hello,
I'm looking to calculate a 95% confidence interval about my estimate for
a sample's weighted mean, where the calculated confidence interval would
equal the t-test confidence interval of the sample in the case when all
of the weights are equal.
My initial thought was to simply implement a modified version of the
t-test function but substituting the weighted variance and mean for the
2007 Jul 15
1
NNET re-building the model
Hello,
I've been working with "nnet" and now I'd like to use the weigths, from
the fitted model, to iterpret some of variables impornatce.
I used the following command:
mts <- nnet(y=Y,x=X,size =4, rang = 0.1,
decay = 5e-4, maxit = 5000,linout=TRUE)
X is (m x n) Y is (m x 1)
And then I get the coeficients by:
Wts<-coef(mts)
b->h1 i1->h1
2012 Apr 20
1
pasting a formula string with double quotes in it
Hello everyone,
I have tried several ways of doing this and searched the documentation and
help lists and I have been unable to find an answer or even whether it is
possible to do it. I am pasting together a formula and I need to insert
double quotes around the strings. Here's an example:
location <- c("AL", "AK", "MA", "PA")
v=2
test <-
2009 Jun 23
3
subset POSIXct
Hi,
I have a data frame with two columns: dt and tf. The dt column is
datetime and the tf column is a temperature.
dt tf
1 2009-06-20 00:53:00 73
2 2009-06-20 01:08:00 73
3 2009-06-20 01:44:00 72
4 2009-06-20 01:53:00 71
5 2009-06-20 02:07:00 72
...
I need a subset of the rows where the minutes are 53. The hour is
immaterial. I can not find a wildcard
2003 Jul 31
1
help with tapply and weighted.mean
Hello!
I have data frame with 'weights' in one of the columns. I need to
compute weighted mean on another column other factor variable and
i am trying to:
res<-tapply(data$k,list(data$model),weighted.mean,w=data$w,na.rm=T)
and i get:
Warning messages:
1: longer object length
is not a multiple of shorter object length in: x * w
2: longer object length
is not a multiple of shorter
2017 Nov 24
2
number to volume weighted distribution
Hi Duncan
I tried Ecdf and/or wtd.quantile from Hmisc and it is working (probably).
Ecdf(x, q=.5)
Ecdf(x, weights=xw,col=2, add=T, q=.5)
wtd.quantile(x)
0% 25% 50% 75% 100%
10 10 10 100 300
wtd.quantile(x, weights=xw, type="i/n")
0% 25% 50% 75% 100%
10.0000 138.8667 192.5778 246.2889 300.0000
But could you please be more specific in this?
>
2017 Nov 24
0
number to volume weighted distribution
Hi Petr,
I think that Duncan suggests something like this:
x<- c(rep(10,20), rep(300,5), rep(100, 10))
tx <- table(x)
prop.x <- tx / sum(tx)
vx <- as.integer(names(tx))
prop.wx <- tx * vx / sum(tx * vx)
plot(ecdf(x))
plot(vx, cumsum(prop.x), ylim = 0:1)
plot(vx, cumsum(prop.wx), ylim = 0:1)
Best regards,
Thierry
ir. Thierry Onkelinx
Statisticus / Statistician
Vlaamse
2010 Dec 30
2
optim and singularity
Hello,
I was unable to find clues to my problem in ?optim. Using the data and code
below, I get an error ("system is exactly singular") when a particular line
of code is left in, but have found that 'optim' works when I comment it out.
The line of code in question is after the closeAllConnections() line of code
and contains a call to "na.approx" from the zoo package.
2006 Sep 15
1
Formula aruguments with NLS and model.frame()
I could use some help understanding how nls parses the formula argument
to a model.frame and estimates the model. I am trying to utilize the
functionality of the nls formula argument to modify garchFit() to handle
other variables in the mean equation besides just an arma(u,v)
specification.
My nonlinear model is
y<-nls(t~a*sin(w*2*pi/365*id+p)+b*id+int,data=t1,
2003 Jun 22
1
Using weighted.mean() in aggregate()
Dear R users, I have a question on using weighted.mean() while aggregating a
data frame. I have a data frame with columns Sub, Length and Slope:
> x[1:5,]
Sub Length Slope
1 2 351.547 0.0025284969
2 2 343.738 0.0025859390
3 1 696.659 0.0015948968
4 2 5442.338 0.0026132544
5 1 209.483 0.0005304225
and I would like to calculate the weighted.mean of Slope, using Length
2009 Jan 19
1
conditional weighted quintiles
Dear All,
I am economist and working on poverty / income inequality. I need descriptive
statitics like the ratio of education expentitures between different income
quintiles where each household has a different weight. After a bit of
google search I found 'Hmisc' and 'quantreg' libraries for weighted quantiles.
The problem is that these packages give me only weighted quintiles;
2006 Jul 04
1
using weights in lrm
Dear all,
just a quick question regarding weights in logistic regression. I do
results <- lrm(y.js ~
h.hhsize
+ h.death1
+ h.ill1
+ h.ljob1
+ h.fin1
+ h.div1
+ h.fail1
+ h.sex
+ h.ch.1