[R] Percentages in contingency tables *warning trivial question*

Marc Schwartz MSchwartz at MedAnalytics.com
Thu Dec 16 18:46:14 CET 2004

On Thu, 2004-12-16 at 17:45 +0100, Dirk Enzmann wrote:
> Being still unsatisfied with the CrossTable() function I modified the 
> code so that the function will create an output similar to the SPSS 
> procedure CROSSTABS. Most probably the code will not meet most R 
> programmers' standards, perhaps someone else is willing to optimize it. 
> Unfortunately, as an R beginner I am not able to write a documentation 
> file (perhaps someone is willing to put some effort in it, too)- the 
> parameters that can be used can be found next to "function".
> Including the function code here would cause nasty line breaks, you can 
> find it at
> http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Software/crosstabs.r
> Dirk


As the author of the CrossTable() function, I appreciate your additions
to the functionality of the code.

I will save your e-mail and code and look to incorporate it into the
main CrossTable() function as soon as time permits. I will include an
appropriate attribution to you for your contribution in the source code
and help files.

It is my long term goal to enhance the scope of the function with
additional outputs (as I have mentioned here and elsewhere previously),
but other work related issues have precluded me from getting back to
them sooner. 

The risk of the inclusion of these additional features is that the
function becomes something of a behemoth, given all the options for
outputs. That approach is contrary to general R philosophy. However,
this type of broad formatted cross-tabulation functionality seems to be
an issue that comes up frequently. The lack of this was my initial
reason for creating the function based upon my own requirements. Having
been a former SAS user, I tended to fashion the function on the output

I will pass on the updated files to Greg for inclusion in his bundle as
soon as I have completed the additions and testing.

Best regards and thanks again.

Marc Schwartz

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