Is there a certain R-gotcha that had you really surprised one day? I think we'd all gain from sharing these.
Here's mine: in list indexing, my.list[[1]] is not my.list[1]. Learned this in the early days of R.
[Hadley pointed this out in a comment.]
When using a sequence as an index for iteration, it's better to use the seq_along() function rather than something like 1:length(x).  
Here I create a vector and both approaches return the same thing:
> x <- 1:10 > 1:length(x)  [1]  1  2  3  4  5  6  7  8  9 10 > seq_along(x)  [1]  1  2  3  4  5  6  7  8  9 10 Now make the vector NULL:
> x <- NULL > seq_along(x) # returns an empty integer; good behavior integer(0) > 1:length(x) # wraps around and returns a sequence; this is bad [1] 1 0 This can cause some confusion in a loop:
> for(i in 1:length(x)) print(i) [1] 1 [1] 0 > for(i in seq_along(x)) print(i) > The automatic creation of factors when you load data. You unthinkingly treat a column in a data frame as characters, and this works well until you do something like trying to change a value to one that isn't a level. This will generate a warning but leave your data frame with NA's in it ...
When something goes unexpectedly wrong in your R script, check that factors aren't to blame.
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