Hi,
for fitting have you seen ?fgev in evd package, or
?gevFit in fExtremes or ?gev in evir package?
Regards,
Vito
kunnavrv at slu.edu wrote:
hi,
rgev function gives me random deviates and I have a
data
set which I am fitting to an EVD,IS there a way I can
plot
both observed and ideal evd
require( car )
set.seed(12345)
nn - sample( c( 2, 4 ), size=50, replace=TRUE )
rr - recode( nn, 2='TWO';4='FOUR' )
table( rr, exclude=NULL )
ss - recode( nn, 2='Num2';4='Num4' ) # Doesn't work as expected
table( ss, exclude=NULL )
ss - recode( nn, 2='Num2';4='Num4', TRUE ) #?
table( ss,
Answering both messges here:
1. [EMAIL PROTECTED] wrote:
Hi I appreciate your response. This is what I observed..taking
the log transform of the raw gamma does change the p value of
the test. That is what I am importing into excel (the p - values)
Well, so you made a mistake! And I still
thanks for your response. btw i am calculating the power of the wilcoxon test. i
divide the total no. of rejections by the no. of simulations. so for 1000
simulations, at 0.05 level of significance if the no. of rejections are 50 then
the power will be 50/1000 = 0.05. thats y im importing in excel
[EMAIL PROTECTED] wrote:
thanks for your response. btw i am calculating the power of the wilcoxon
test. i
divide the total no. of rejections by the no. of simulations. so for 1000
simulations, at 0.05 level of significance if the no. of rejections are 50
then
the power will be 50/1000 =
Hi
Again to come back on the question why you don't get identical
p.values for the untransformed and the transformed data.
I ran your script below and I get always 2 identical test per
loop. In your text you are talking about the first 1000 values
for the untransformed and the next 1000 values
This is a question related to WinBUGS, not to R nor to the R2WinBUGS
interface. Please ask on the appropriate lists/forums related to
WinBUGS (with plain WinBUGS code, rather than R's interface code).
BTW: Let's answer your question before:
You have specified x[1,28] to be 127, but it is from
On 27 Jul 2005, Peter Dalgaard wrote:
One thought: Integrating across input pulses is a known source of
turbulence in lsoda. You might have better luck integrating over
intervals in which the input function is continuous.
Tweaking the lsoda tolerances is another thing to try.
Yes, that's
Announcing release 0.9.6 of Rpad. This version provides bug fixes and
some improved HTML handling. This is also the first widespread release
that supports Rpad as an installed package within R.
Rpad is an interactive, web-based analysis system. Rpad pages are
interactive workbook-type sheets
Hi,
I am using locfit for regression.
After I do
out = locfit(...),
I want to save out in a file, and load it later for
prediction.
How should I do it? Thanks!
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Hi
As Uwe mentioned be careful about the difference the
significance level alpha and the power of a test.
To do power calculations you should specify and alternative
hypothesis H_A, e.g. if you have two populations you want to
compare and we assume that they are normal distributed (equal
Is there any R package that does point estimation by using the
minimum-chi-square method?
Regards,
Dragos
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PLEASE do read the posting guide!
Hi Bahoo!
I've found the R/Rpad Reference Card quite good at helping me find
this sort of information... i.e. towards the bottom of the first
column of the first page it says...
save(file,...) saves the specified ojects (...) in the XDR platform
independent binary format
if I then say ?save it
Hello,
When I use windows() to open several windows, e.g. 4 windows, device
2, device 3, device 4 and device 5. Normally using dev.set() to
specify the current active window, if there is a way to specify the
active window by mouse click? When I click device 3, device 3 becomes
active (shown on
John Sorkin wrote:
I am using read.csv to read a CSV file (produced by saving an Excel file
as a CSV file). The columns containing dates are being read as factors.
Because of this, I can not compute follow-up time, i.e.
Followup-postDate-preDate. I would appreciate any suggestion that would
Hello, anyone got an idea on how to use stl() so that the remainder eventually
becomes white noise? i used stl repeatedly but there is autocorrelation in
the remainder that i can't get rid of.
os: linux suse9.3
Sebastian Leuzinger
Institute of
On 7/28/2005 7:26 AM, Shengzhe Wu wrote:
Hello,
When I use windows() to open several windows, e.g. 4 windows, device
2, device 3, device 4 and device 5. Normally using dev.set() to
specify the current active window, if there is a way to specify the
active window by mouse click? When I click
Working with dates is not easy (for me at least). I always manage to
get it done, but the code is somewhat messy. I have not tried using
the Hmisc package as Frank suggested, but I will show you my code as
an alternate way:
w - unclass((as.Date(as.character(dataMat$fy1_period_end_date),
Hi, I wonder if anybody could help me in converting
this easy SAS program into R.
(I'm still trying to do that!)
PROC IMPORT OUT= WORK.CHLA_italian
DATAFILE= C:\Documents and
Settings\carleal\My
Documents\REBECCA\stat\sas\Allnutrients.xls
DBMS=EXCEL2000 REPLACE;
I've been talking offline with Hank Stephens about this; note that in
the example he quotes, he set hmin = 0.1, and the quoted error message
says that the stepsize had reached hmin with no convergence. I believe
that he intended to set hmax (because of the pulsed input). Then, Peter
Dalgaard's
Dear Tom and David,
The source of the problem isn't hard to see if you trace the execution of
recode() via debug(): The test for whether the result can be coerced to
numeric is faulty. I've fixed the bug and will upload a new version of car
to CRAN shortly. In the meantime, you can use
ss -
I will have added most of the solvers from the ode package odepack by
Alan Hindmarsh, LLNL, to odesolve this year. These are all solvers in
the lsode family.
I would also like to add solver(s) for DAEs, like daskr (Brown,
Hindmarsh, Petzold), but that may take a bit longer.
If other folks are
Hello.
I am looking for some help using anova's in RGui.
My experiment ie data, has a fixed burning treatment (Factor A) 2 levels,
unburnt/burnt.
Nested within each level of Factor A are 2 random sites (Factor B).
All sites are crossed with a fixed temperature treatment (Factor C) 2
levels, 0
Hi!
I am searching for the Cochran-Armitage-trend-test. Is it included in an
R-package?
Thank you!
--
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PLEASE do read the posting guide!
Hi all,
I have not looked at this CUSUM SQUARED issue since the emails at the
beginning of the year but am looking at it again. For those who are
interested the following paper gives critical values where n60 in addition
to the ones in Durbin 1969.
Edgerton, David Wells, Curt, 1994.
Hi,
I am looking for a way to replace matrix values with names from a dataframe.
Let me do this by example: I have a dataframe:
data
city.name
1munich
2 paris
3 tokio
4london
5boston
each city name corresponds to only one index number (there is only one
observation for
Hello
I can't figure out how to handle errors in R. I have a loop, e.g.
for (i in 2:n) {
.
fit - nls(model), start=list
if any type of error occur write i to a text file
.
}
I putted try around the nls-expression and this let me run through the
loop without R stopping (which I want because
To all:
After talking to Woody Setzer offline, I ran my problem scripts
again. I am embarrassed to say that it worked fine for all previously
intransigent parameter sets. I compared the results to those of my
Windows buddy, and they are essentially identical, with the average
absolute
Use the package chron. Before importing the data to R from the cvs file,
convert dates to numeric format. Dates are just a sequence from a starting
point. I use the following to work with dates. Asuming you have a column in
your cvs file with header date:
maybe something like this could be helpful
city.name - c(munich, paris, tokio, london, boston)
X - cbind(c(2, 5, 5), c(4, 1, 3))
matrix(city.name[X], ncol = 2)
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic
alessandro carletti wrote:
Hi, I wonder if anybody could help me in converting
this easy SAS program into R.
(I'm still trying to do that!)
Converting that program into R will be very feasible and the solution
will be far more elegant than SAS. But I think you are expecting other
people to
Anders Bjørgesæter wrote:
Hello
I can't figure out how to handle errors in R. I have a loop, e.g.
for (i in 2:n) {
.
fit - nls(model), start=list…
if any type of error occur write i to a text file
.
}
I putted “try” around the nls-expression and this let me run through the
loop
Simply do RSiteSearch(Armitage) would have given you:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/20396.html
Andy
From: [EMAIL PROTECTED]
Hi!
I am searching for the Cochran-Armitage-trend-test. Is it
included in an
R-package?
Thank you!
--
It's really pretty simple.
First, if you supply as.is=TRUE to read.csv() [or read.table()] then
your dates will be read as character strings, not factors. That saves
the step of converting them from factor to character.
Then, use as.Date() to convert the date columns to objects of class
Date.
Hi,
see:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/20396.html
Regards,
Vito
[EMAIL PROTECTED] wrote:
Hi!
I am searching for the Cochran-Armitage-trend-test. Is
it included in an
R-package?
Thank you!
Diventare costruttori di soluzioni
Became solutions' constructors
The business
Hi,
maybe residuals are autocorreleted, you could you use
ARIMA models. See arima() in R to fit an ARIMA model.
Regards,
Vito
Sebastian.Leuzinger at unibas.ch wrote:
Hello, anyone got an idea on how to use stl() so that
the remainder eventually
becomes white noise? i used stl repeatedly but
Don MacQueen [EMAIL PROTECTED] writes:
It's really pretty simple.
First, if you supply as.is=TRUE to read.csv() [or read.table()] then
your dates will be read as character strings, not factors. That saves
the step of converting them from factor to character.
Then, use as.Date() to
Hi there,
I often do receive some mails about this piece of code regarding
Cochran-Armitage or Mantel Chi square.
The archived mail does unfortunately lack some pieces of code (function
scores).
I copy there all my raw code that I did implement to mimic SAS PROC FREQ
statistics regarding the
Hi Duncan,
Thanks for your reply. I will try to use tcltk to do that.
Sincerely,
Shengzhe
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PLEASE do read the posting guide!
Good morning,
Is it possible to open an html file using IE but from within R? I wrote a
small function to generate tables in html but I'd like to write another
function to call IE and open the html file.
Thanks,
Walt Paczkowski
Walter R. Paczkowski, Ph.D.
Data
Walter R. Paczkowski [EMAIL PROTECTED] writes:
Good morning,
Is it possible to open an html file using IE but from within R? I
wrote a small function to generate tables in html but I'd like to
write another function to call IE and open the html file.
browseURL() (if it exists on Windows)
see ?browseURL
=== 2005-07-29 00:08:00 您在来信中写道：===
Good morning,
Is it possible to open an html file using IE but from within R? I wrote a
small function to generate tables in html but I'd like to write another
function to call IE and open the html file.
Thanks,
Walt
Can somebody please take a look at this and tell me whats going wrong?
It seems to be parsing wronly around the 'if' statement and gives me a
directory listing.
Thanks in advance
Tom
N.B. datan is an invented dataset
xvals-c(1,0.4,0.2)
Walt,
As Peter said - browsURL(), which does work on Windows (well XP SP2 for
definite).
For example, to open a google search window:
browseURL(http://www.google.co.uk;)
Regards,
Mike
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Walter
R.
On Thu, 28 Jul 2005, tom wright wrote:
Can somebody please take a look at this and tell me whats going wrong?
It seems to be parsing wronly around the 'if' statement and gives me a
directory listing.
I think the code that you posted is not quite the code you were
using.
The problem is that
tom wright [EMAIL PROTECTED] writes:
Can somebody please take a look at this and tell me whats going wrong?
It seems to be parsing wronly around the 'if' statement and gives me a
directory listing.
Thanks in advance
Tom
N.B. datan is an invented dataset
xvals-c(1,0.4,0.2)
Hi,
I have a problem that is hopefully easily solvable, but I dont find the
clue in the documentation. I am examining a linear model. One of the
variables has NA values. Even though na.action=na.omit, i get NA as
results for this variable. Can I use lm in such a case to get estimates?
Or do I
I am a new user, i was wondering how to define a collection of data in
matrix form,
this is a part of my data,there are 26 studies, 3 Treatments
Arm No Study no. Treatment Num(r) Total(n)
111 1 243
221 2 942
331
Thomas Lumley [EMAIL PROTECTED] writes:
On Thu, 28 Jul 2005, tom wright wrote:
Can somebody please take a look at this and tell me whats going wrong?
It seems to be parsing wronly around the 'if' statement and gives me a
directory listing.
I think the code that you posted is not quite
Hallo
On 28 Jul 2005 at 18:44, Andreas Cordes wrote:
Hi,
I have a problem that is hopefully easily solvable, but I dont find
the clue in the documentation. I am examining a linear model. One of
the variables has NA values. Even though na.action=na.omit, i get NA
as results for this
Hello all,
Does anyone know how to constrain/force specific coefficients when running
lm()?
I need to run recresid() {strucchange package} on the residuals of
forecast.lm, but forecast.lm's coefficients must be determined by
parameter.estimation.lm
I could estimate forecast.lm without lm()
This is a very useful resource. I also wandered around the rest of the site
when I found this. Rpad itself looks like a fanstastic tool.
On 27/07/05, Berton Gunter [EMAIL PROTECTED] wrote:
Newbies (and others!) may find useful the R Reference Card made available
by
Tom Short and Rpad
This might be slightly off topic, but Rpad() is a good library that
displays tables in HTML format in a brower very well. You can also
use it to easily make a gui for your program/code.
HTH,
Roger
On 7/28/05, Walter R. Paczkowski [EMAIL PROTECTED] wrote:
Good morning,
Is it possible to
On 7/27/05, McClatchie, Sam (PIRSA-SARDI)
[EMAIL PROTECTED] wrote:
Background:
OS: Linux Mandrake 10.1
release: R 2.0.0
editor: GNU Emacs 21.3.2
front-end: ESS 5.2.3
-
Colleagues
I have a set of lattice plots, and want to plot 4 of them on the page.
I am
Resending cos I think this didn't get through for some reason... apologies
if it arrives twice!
-- Forwarded message --
From: Rick Ram [EMAIL PROTECTED]
Date: 28-Jul-2005 18:03
Subject: Forcing coefficents in lm(), recursive residuals, etc.
To: R-help r-help@stat.math.ethz.ch
Sorry guys, resending this - none of my posts have gone through
because HTML emails where not being delivered... sending this
plaintext now!
On 28/07/05, Rick Ram [EMAIL PROTECTED] wrote:
Hi all,
I have not looked at this CUSUM SQUARED issue since the emails at the
beginning of the year but
Sorry guys, resending this - none of my posts have gone through
because HTML emails where not being delivered... sending this
plaintext now!
On 28/07/05, Rick Ram [EMAIL PROTECTED] wrote:
This is a very useful resource. I also wandered around the rest of the site
when I found this. Rpad
Sorry guys, resending this - none of my posts have gone through
because HTML emails where not being delivered... sending this
plaintext now!
On 28/07/05, Rick Ram [EMAIL PROTECTED] wrote:
Resending cos I think this didn't get through for some reason... apologies
if it arrives twice!
Hi guys
im having a problem getting R to numerically integrate for some function,
say f(bhat)*optimize(G(bhat)), over bhat. Where id like to integrate this over
some finite range, so that here as we integrate over bhat optimize would return
a different optimum.
For instance consider this
In your example, f is a function, but
optimize(f,c(0,15),maximum=TRUE)$maximum is just a number (the point at
which f reaches its maximum value). I'm not sure what you want, but if you
had say
f - function(x,y) x^3 + yx + 1
and defined
g - function(y) optimize(f,c(0,5),maximum=TRUE,y)$maximum
Gregory Gentlemen wrote:
Hi guys
im having a problem getting R to numerically integrate for some function,
say f(bhat)*optimize(G(bhat)), over bhat. Where id like to integrate this
over some finite range, so that here as we integrate over bhat optimize would
return a different optimum.
Thanks for the prompt reply.
Your right, that was a weak example.
Consider this one though:
f - function(n,x) (x-2.5)^2*n
g - function(y) optimize(f,c(0,15), maximum=TRUE,x=y)$maximum*y
then if you try:
integrate(g,lower=0,upper=5)
it produces:
Error in optimize(f, c(0, 15), maximum = TRUE, x
Again, not a good example, since f is linear in n so the max will always
be at 15.
Try this:
f - function(x, n) -(x - 2.5 * n)^2 # max is at 2.5*n
g - function(n) {
o - vector(numeric, length(n))
for(i in seq(along = n))
o[i] - optimize(f, c(0, 15), maximum = TRUE, n =
Hi. I want to create a table in latex with regression coefficients and their
corresponding p-values. My code is below. How do I format the p-values so
that values less than 0.0001 are formated as .0001 rather than just rounded
to 0.? Thank you.
model-lm(y~x1+x2)
output-summary(model)
Integrate needs a vectorized function. For your example,
integrate(function(x) sapply(x,g),lower=0,upper=5)
187.4994 with absolute error 2.1e-12
Reid Huntsinger
-Original Message-
From: Gregory Gentlemen [mailto:[EMAIL PROTECTED]
Sent: Thursday, July 28, 2005 4:37 PM
To: Huntsinger,
Hello
Is there a way to use the identify function with matplot ?
Thanks.
Hari
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
If I understand you correctly, this looks like a split-plot design.
The anova is:
aov(response~burning*temperature+Error(site), data=dataset)
Alternatively in lme:
lme(response~burning*temperature, random=~1|site, data=dataset)
At 03:09 PM 29/07/2005, you wrote:
Hello.
I am looking for some
On Thu, 2005-07-28 at 14:00 -0700, Juned Siddique wrote:
Hi. I want to create a table in latex with regression coefficients and their
corresponding p-values. My code is below. How do I format the p-values so
that values less than 0.0001 are formated as .0001 rather than just rounded
to 0.?
Background:
OS: Linux Mandrake 10.1
release: R 2.0.0
editor: GNU Emacs 21.3.2
front-end: ESS 5.2.3
-
-Original Message-
From: Deepayan Sarkar [mailto:[EMAIL PROTECTED]
Sent: Friday, 29 July 2005 3:44 AM
To: McClatchie, Sam (PIRSA-SARDI)
Cc: R-Help-Request
Hi Christopher and Uwe. thanks for your time and guidance.
I deeply appreciate it.
-dev
Quoting Christoph Buser [EMAIL PROTECTED]:
Hi
As Uwe mentioned be careful about the difference the
significance level alpha and the power of a test.
To do power calculations you should specify and
Marc Schwartz wrote:
On Thu, 2005-07-28 at 14:00 -0700, Juned Siddique wrote:
Hi. I want to create a table in latex with regression coefficients and their
corresponding p-values. My code is below. How do I format the p-values so
that values less than 0.0001 are formated as .0001 rather than
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