similar to: IFELSE across large array?

Dear all, We are trying to clean multiple realizations of a pattern. Erroneous NODATA and spurious DATA occur in the realizations. As we have to do a 1000 realizations for many patterns, efficiency of the code is important. We need to correct the realizations with a 'mask' pattern of DATA/NODATA. We think an ifelse should do the job. Spurious DATA will be simply removed using the

Dear R developers, I was looking for a function analogous to base::diag() for getting and setting bands of a matrix. The closest I could find was Matrix::band(), but this was not exactly what I wanted for two reasons. Firstly, Matrix::band() returns a matrix rather than just the specified band. Secondly, Matrix::band() cannot be used for setting the values for a matrix band. Setting or

I am out of my league with this question. The following code starts the java imaging program ImageJ from within R, and displays an image (assuming ImageJ is installed on your computer). library(RImageJ) img <- IJ$openImage( file.choose() ) #pick an available .tif file img$show() # make the image object visible # An image is now displayed # find out about the objects involved >

I need to refresh my memory on Probability Theory, especially on conditional probability. In particular, I want to solve the following two problems. Can somebody point me some good books on Probability Theory? Thank you! 1. Z=X+Y, where X and Y are independent random variables and their distributions are known. Now, I want to compute E(X | Z = z). 2.Suppose that I have $I \times J$ random number

Hi, I am trying to parameterize the following mixed model (following Piepho and Ogutu 2002), to test for a trend over time, using multiple sites: y[ij]=mu+b[j]+a[i]+w[j]*(beta +t[i])+c[ij] where: y[ij]= a response variable at site i and year j mu = fixed intercept Beta=fixed slope w[j]=constant representing the jth year (covariate) b[j]=random effect of jth year, iid N(0,sigma2[b]) a[i]=random

Dear R-users Coming from a proc mixed (SAS) background I am trying to get into the use of (n)lme. In this connection, I have some (presumably stupid) questions which I am sure someone out there can answer: 1) With proc mixed it is easy to get a hold on the estimated variance parameters as they can be put out into a SAS data set. How do I do the same with lme-objects? For example, I can see the

Hello, I have a R code for doing convolution of two functions: convolveSlow <- function(x, y) { nx <- length(x); ny <- length(y) xy <- numeric(nx + ny - 1) for(i in seq(length = nx)) { xi <- x[[i]] for(j in seq(length = ny)) { ij <- i+j-1 xy[[ij]] <- xy[[ij]] + xi * y[[j]] } } xy } How do I reduce the 2

Hi all, I have some difficulties with the lme function and so this is my problem. Supoose i have the following model y_(ijk)=beta_j + e_i + epsilon_(ijk) where beta_j are fixed effects, e_i is a random effect and epsilon_(ijk) is the error. If i want to estimate a such model, i execute >lme(y~vec.J , random~1 |vec .I ) where y is the vector of my data, vec.J is a factor object

Per the message from Alexander Nervedi, 29 April 2006: > I have to be making a riddiculously silly ommission. > when I run the fillowing i get the cloud plot ok. But I cant figure > out what I am missing out when I call wireframe. > Any help would be appreciated. > x<-runif(100) > y<-rnorm(100) > z<-runif(100) > temp <-data.frame(x,y,z) >

Dear all I would like to ask you if an assignment can be done inside a lapply statement. For example I would like to covert a double nested for loop for (i in c(1:dimx)){ for (j in c(1:dimy)){ Powermap[i,j] <- Pr(c(i,j),c(PRX,PRY),f) } } to something like that: ij<-expand.grid(i=seq(1:dimx),j=(1:dimy)) unlist(lapply(1:nrow(ij),function(rowId) { return

--- El lun, 12/9/11, Cristalina <pa100cia77@yahoo.es> escribió: De: Cristalina <pa100cia77@yahoo.es> Asunto: Re: [R-es] Cosinor Analysis Para: "Carlos Ortega" <coforfe@gmail.com> Fecha: lunes, 12 de septiembre, 2011 08:43 Hola,   Carlos, muchas gracias.   El método empleado en http://tolstoy.newcastle.edu.au/R/e6/help/09/01/0626.html (el url que se referencia

Dear All, I'm using betadisper {vegan} and I'm interested not only in the dispersion within the group but also the distances between the groups. With betadisper I get distances to group centroids but is it possible to get distances to other groups centroids? It might be possible to do it by hand by the formula given in the description of the betadisper (below) but I'm a bit confused

G'day, All. I have been trying to trackdown a problem in my R analysis script. I perform a scale() operation on a matrix then do further work. Is there any way of inverting the scale() such that sX <- scale(X) Xprime <- inv.scale(x); # does inv.scale exist? resulting in Xprime_{ij} == X_{ij} where Xprime_{ij} \in R There must be some way of doing it but I'm such a newb

Dear all; Working with the following code extracted from the document S Poetry by Patrick Burns (from CRAN), I haven't been able to load the resulting dll into R. The code is basically the calculation of the quadratic form x'Qx: static double quad_form(double *Q, double *x, long n) { long i, j, ij; double ans = 0.0; for(i=0; i < n; i++) { for(j=0, ij = i * n; j < n; j++,

The topic of Ra and jit has come up on this list recently (see http://www.milbo.users.sonic.net/ra/index.html) so I thought people might be interested in this little demo. For it I used my machine, a 3-year old laptop with 2Gb memory running Windows XP, and the good old convolution example, the same one as used on the web page, (though the code on the web page has a slight glitch in it). This

Dear people, A somewhat clueless question follows: I just discovered that the lme function in contrib package nlme for R, while similar to the lme function in Splus, does not use the cluster function option. This difference does not appear to be documented in the V&R `R Complements' file. I have data which is divided into 6 groups The lme model is of the form (simplified from the actual

Given an nxm matrix A I want to compute the nxm matrix B whose ij-th element is the sum of the elements of A lying on the diagonal that ends with element ij, i.e., b_ij = a_ij + a_(i-1)(j-1) + a_(i-2)(j-2) + ... In APL (which I no longer use), I would use the 'rotate' operator to derive an array whose columns are diagonals of the given array and then cumulate down columns. Is

Hi, #make example data dat <- data.frame(matrix(rnorm(15),ncol=5)) colnames(dat) <- c("ab","cd","ef","gh","ij") If I want to get a subset of the data for the middle 3 columns, and I know the names of the start column and the end column, I can do this: mysub <- subset(dat,select=c(cd:gh)) If I wanted to do this just on the column names,

I have constructed the function mml2 (below) based on the likelihood function described in the minimal latex I have pasted below for anyone who wants to look at it. This function finds parameter estimates for a basic Rasch (IRT) model. Using the function without the gradient, using either nlminb or optim returns the correct parameter estimates and, in the case of optim, the correct standard

Hi, I'm trying to write a simple pass to print out Loop invariant instructions, using the Loop::isLoopInvariant(Instruction *I) function. it is giving me false value on instructions which should be loop invariant. the code i am using is: bool MyLoopPass::runOnLoop(Loop * L, LPPassManager &lpm){ BasicBlock* lat=L->getLoopLatch(); for (BasicBlock::iterator i = lat->begin(), e =