similar to: How to use S-Plus functions in R

Hi I'm running samba 3.0 with ldap backand and Suse 8.2. If I want to edit ACLs from windows an a samba-share not all users are shown. "holger" i shown but "hein" isn't shown. Andy idea why? It's very strange because both can login the domain. I had to set attribute sambaProfilePath for user "hein" to the sambe value defined in smb.conf. I won't add

Hi R users, Currently I want to fit a FIGARCH model to a dataset. The only package that allow for it that I could find is fGarch. However it seems that the FIGARCH model class fitting of this package has been moved to Oxmetrics. I tried to install the old versions of it using 'tar.gz' files from CRAN archive http://cran.r-project.org/src/contrib/Archive/fGarch/

Dear collegues, I´ ve worked with near infrared (NIR) spectroscopy to assess chemical, physical, mechanical and anatomical properties of wood. I use "The Unscrambler" software to correlate the matrix of dependent variables (Y) with the matrix of spectral data (X) and I would like to migrate to R. The matrix of spectral variables is very large (2345 columns and n lines, where n =

FROM:mailman-bounces at dovecot.org DATE:27. hein?kuuta 2012 16.58.35 UTC+3.00 TO:dovecot-owner at dovecot.org SUBJECT:CONTENT FILTERED MESSAGE NOTIFICATION The attached message matched the dovecot mailing list's content filtering rules and was prevented from being forwarded on to the list membership. ?You are receiving the only remaining copy of the discarded message. FROM:Asier Cidon

Hi all, By default a call to xyplot from the Lattice package when using 2 factors [eg xyplot( dv~iv | XY * AB ) ] yields the following shingle structure: |_A_|_A_|_B_|_B_| |_X_|_Y_|_X_|_Y_| However, I'm wondering if it is possible to merge the upper shingle within levels of that factor, as in: |___A___|___B___| |_X_|_Y_|_X_|_Y_| Mike -- Mike Lawrence Graduate Student, Department of

Hi all, Looking to calculate the expected mean and variance of a ratio distribution where the source distributions are gaussian with known parameters and sample values are correlated. I see (from wikipedia: http://en.wikipedia.org/wiki/ Ratio_distribution#Gaussian_ratio_distribution) that this calculation is quite involved, so I'm hoping that someone has already coded a function to

Open Letter to Developers, Is there any way you can cut through the mob scene at Homeland Defense with a powerful new encryption/decryption formula? The government cryptography bunch are stuck in symmetry and asymmetry and are deaf/dumb/blind to supersymmetry. When it's so easy to line up a supersymmetrical hypercube fractal-to-fractal, pair-to-pair, quantum-to-quantum and slice through

Hi all, I'm having a problem with the auto.key function in xyplot. I hate to bother the list like this and I'm positive I must be missing something very simple, yet I've spent the last day searching for a solution to no avail. Essentially, I want a key that contains entries in which the plot points are superimposed on a line of the same color as the points, like this: o--o--o Now,

I'm looking to analyze a large data set: a within-Ss 2*2*1500 design with 20 Ss. However, aov() gives me an error, reproducible as follows: id = factor(1:20) a = factor(1:2) b = factor(1:2) d = factor(1:1500) temp = expand.grid(id=id, a=a, b=b, d=d) temp$y = rnorm(length(temp[, 1])) #generate some random DV data this_aov = aov( y~a*b*d+Error(id/(a*b*d)) , data=temp ) While yields the

Dear R users, I have the following problem. I have a number of lists with identical structure. Each component is a vector, matrix or array, but components of different lists may be of different size. How do I combine the lists to get a new list such that each component of this list contains the components of the individual lists? An example may explain most clearly what I need. Suppose I have

Hi all, Consider the following function: #### my.func = function(x){ y=ifelse(x>-.5,0,ifelse(x< -.8,abs(x)/2,abs(x))) print(c(x,y)) #print what was tested and what the result is return(y) } curve(my.func,from=-1,1) #### When I attempt to find the maximum of this function, which should be -.8, I find that optimize gets stuck in the plateau area and doesn't bother testing the

I'm sure this question comes up waaaay to often in this list, and I apologize if I've missed the obvious answer. I did spend the last two hours looking for a solution and trying various things, but to no avail. I'm trying to run a command-line app (text-only). It's a cross-compiler tool for which we only have Windows binaries. The app works fine, but when I run it (i.e. to

Hi all, This is my first post to the developers list. As I understand it, aggregate() currently repeats a function across cells in a dataframe but is only able to handle functions with single value returns. Aggregate() also lacks the ability to retain the names given to the returned value. I've created an agg() function (pasted below) that is apparently backwards compatible (i.e.

Hi all, A suggestion derived from discussions amongst a number of R users in my research group: set the default column names produced by aggregate () equal to the names of the objects in the list passed to the 'by' object. ex. it is annoying to type with( my.data ,aggregate( my.dv ,list( one.iv = one.iv ,another.iv = another.iv ,yet.another.iv = yet.another.iv )

Hi all, I'm looking for an analytic method to obtain the PDF & CDF of the sampling distribution of a given correlation (rho) at a given sample size (N). I've attached code describing a monte carlo method of achieving this, and while it is relatively fast, an analytic solution would obviously be optimal. get.cors <- function(i, x, y, N){ end=i*N

Hi all! I need some help....changing passwords....... Dovecot server, appears to cache the old credentials. It only discovers the change upon a restart. I need to know how to configure dovecot (dovecot-1.0-0.beta2.7) as not to cache the passwords. (Using fedora core 5) Thanks Hein Celliers

Hi all, Worked & looked around for a while on this to no avail. I'm trying to create a plotmath expression that achieves: ?i >> 0 and while: expression(Delta*i>0) comes close, I'd prefer to have the >> (denoting "very much greater than"). Maybe >> is a non-standard expression and therefore not supported? Mike -- Mike Lawrence Graduate

Dear All, I am estimating a Cox proportional hazard model, with several interactions of the type a*z + a*y + a*x + b*z + b*y + b*x. I need to know if the first three (the "a"s) are jointly significantly different from the last three (the "b"s). I have tried several approaches, but have been unsuccessful. Here's the model, and the code I came up with, with the obvious

Hi all, I understand that it is simple to create data with a specific correlation (say, .5) using mvrnorm from the MASS library: > library(MASS) > set.seed(1) > > a=mvrnorm( + n=10 + ,mu=rep(0,2) + ,Sigma=matrix(c(1,.5,.5,1),2,2) + ,empirical=T + ) > a [,1] [,2] [1,] -1.0008380 -1.233467875 [2,] -0.1588633 -0.003410001 [3,] 1.2054727 -0.620558768

Hello, appended is a patch that makes it possible to use PAM both for password authentication and TIS (i.e. s/key or opie or any other interactive challenge/response scheme). I have developed this starting from the patch at http://www.debian.org/Bugs/db/61/61906.html on Debian with openssh-2.1.1p4-3. After configuring ssh with --with-pam-tis, there are two PAM services, "sshd" and