[R] embedFonts() and bounding box

regards, Christoph Buser ## R example postscript(test.eps, width = 14, height = 8, onefile = FALSE, horizontal=FALSE, paper=special) plot(1:10) dev.off() embedFonts(file = test.eps, outfile = test1.eps) -- Christoph Buser [EMAIL

Re: [R] Preconditions for a variance analysis

-- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632

Re: [R] Preconditions for a variance analysis

-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] Lines connecting the boxes in a boxplot

-- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44

Re: [R] Data transformation for chi-square test.

, Christoph -- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich

Re: [R] prop.test or chisq.test ..?

and provide commented, minimal, self-contained, reproducible code. Hope this helps Christoph Buser -- Credit and Surety PML study: visit our web page www.cs-pml.org

Re: [R] the value of Delta

-- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http

Re: [R] aov y lme

output, the random effects are ## standard deviations and not variance components and you ## should square them to compare them with Montgomery ## 1.307622^2 = 1.71 1.624466^2 = 2.64 ## Or you can use VarCorr(material.lme) I hope this helps you. Best regards, Christoph Buser

Re: [R] mathematical symbols in plots

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- Sebastian Weber writes: Hello everyone

Re: [R] how to compute p-value?

Christoph Buser -- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich

Re: [R] comparing 2 dataframes

Regards, Christoph -- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich

Re: [R] Simple question on a function

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] contrasts in aov

Dear John ?ordered will help you. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http

Re: [R] Merge problem

Christoph -- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich

Re: [R] lmer applied to a wellknown (?) example

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- Henrik Parn writes: Dear all

Re: [R] removing intercept from lm() results in oddly high Rsquared

Dear Joseph Have a look at the questions and answers in the two links below. There the topic has been discussed. http://finzi.psych.upenn.edu/R/Rhelp02a/archive/68905.html http://finzi.psych.upenn.edu/R/Rhelp02a/archive/6943.html Best regards, Christoph Buser

Re: [R] Help

. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] KS Test Warning Message

, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] nested mixed-effect model: variance components

(y~habitat, random = ~1|lagoon/habitat, data = dat)) anova(reg2) Best regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673

Re: [R] nested mixed-effect model: variance components

habitat. aov() will not return you the test and warn you about the singular model. lme() will estimate a variance component for lagoon, but does not provide you a test for the fixed factor. Regards, Christoph Buser set.seed(1) dat - data.frame(y = rnorm(100), lagoon = factor(rep(1:4,each = 25

Re: [R] variable row names

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- COMTE Guillaume writes: Thks for your answer

Re: [R] t-test with autocorrelation correction

do know the gls syntax. Best regards, Christoph -- Credit and Surety PML study: visit our web page www.cs-pml.org -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik

Re: [R] summary.lme: argument adjustSigma

fitted object is passed to the function. Default is 'TRUE'. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632-4673

[R] summary.lme: argument adjustSigma

in my understanding of the help page and the R code? Thank you very much. Best regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH Zurich 8092 Zurich SWITZERLAND phone: x-41-44-632

Re: [R] difftime arguments

results if the unit is chosen automatically and removed afterwards. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632

Re: [R] difftime arguments

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- Fred J. writes

Re: [R] nls number of explantory variables

it. Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] lmer

that is under development which needs some time. Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632

Re: [R] Help - lm, glm, aov results inconsistent with other stati stical package

of your coefficients, especially when you have an interaction in your model. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x

Re: [R] Help - lm, glm, aov results inconsistent with other stati stical package

Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] Extracting variance components from lmer

Hi Rick There may be a better way, but the following should work: attributes(vc.fit)$sc Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich

Re: [R] logical condition in vector operation

example above. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch

Re: [R] Mixed models and missing p-value...

mixed) Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] Randomised Block Design

Hi try ?aov That's a good starting point with references to other functions in R and some literature. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092

Re: [R] Type II SS for fixed-effect in mixed model

Dear Julien Have a look at the type argument in ?anova.lme Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632

Re: [R] linear contrasts with anova

coefficients have been estimated, due to singularities. It is possible to use other contrasts than contr.treatment, contr.sum, contr.helmert, contr.poly, but then you have to specify the correctly in the model. Regards, Christoph Buser

Re: [R] F-test degree of freedoms in lme4 ?

://finzi.psych.upenn.edu/R/Rhelp02a/archive/67414.html Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632

Re: [R] Difficulty with 'merge'

data.frame first to summarize your repeated values to unique ones and the proceed with merge, but that depends on your problem. Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst

Re: [R] Newbie - Summarize function

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- [EMAIL

Re: [R] Find main effect in 2-way ANOVA

Hi It is not so clear to me what your intention is. Could you provide a reproducible example to show what you want to do. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst

Re: [R] Compiled name to object

Dear Claus You can write earlySessions[,seconds] instead of earlySessions$seconds and with that syntax you can also use: col1 - seconds earlySessions[,col1] and you will get what you are looking for. Best regards, Christoph Buser

Re: [R] R questions

for similar problems. Lots of answers are already there and only wait to be found. So there is a good chance that you will find the information that you are looking for in these archives. Best regards, Christoph Buser -- Christoph Buser

Re: [R] solve the quadratic equation ax^2+bx+c=0

Hi Have a look at ?polyroot. This might be helpful. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673

Re: [R] Random effect models

Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] test for exponential,lognormal and gammadistribution

if it is a straight line or not (since the sample is to small) and in this case it is the correct conclusion that we can not say anything about the distribution. I hope this will be helpful. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED

Re: [R] Backtransforming regression coefficient for scaled covariate

, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] Doubt about nested aov output

) -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- Spencer Graves writes: Others

Re: [R] Dummy variables model

Hi If you'd like to fit a fixed effect model without random effects, you can use lm() or aov() (see ?lm and ?aov). If your variable is a factor (?factor) then you can specify your model in lm() without coding all dummy variables. Regards, Christoph Buser

Re: [R] plotting 3 functions on same graph

Hi Maybe matplot (see ?matplot) can help you. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673

Re: [R] gamma distribution

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser/ -- [EMAIL PROTECTED

Re: [R] gamma distribution

to the first posts about t tests and wilcoxon test. I attached the email below and recommend to read it carefully. It might be helpful for you, too. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH

Re: [R] gamma distribution

, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] how to overlook the zero in the denominator

What about x-c(0,0,0.28,0.55,1.2,2,1.95,1.85, 1.6,0.86,0.78,0.6,0.21,0.18) y-c(0,0,0,0.53,1.34,1.79,2.07,1.88, 1.52,0.92,0.71,0.55,0.32,0.19) sum(((x-y)^2/x)[x!=0]) Regards, Christoph Buser -- Christoph Buser [EMAIL

Re: [R] Question about 'text' (add lm summary to a plot)

= )), pos = 4) I do not have an elegant solution for the alignment. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41

Re: [R] initial points for arms in package HI

with the previous value of the chain it should work in my context. Best regards, Christoph [EMAIL PROTECTED] writes: Quoting Christoph Buser [EMAIL PROTECTED]: Dear R-users I have a problem choosing initial points for the function arms() in the package HI I intend to implement

Re: [R] Code Verification

of your sample, you know the true means and that they are different. It is only a question of the sample size and the power of your test, if this difference is detected. Is that something you are investigating? Maybe a power calculation or something similar. Regards, Christoph Buser

Re: [R] Code Verification

(z20.05)/1000 ## 0.81 Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http

Re: [R] Predict

]*co[x1] + co[f1b] ## prediction of observation 11 predict(reg, type=c(response))[11] Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND

[R] initial points for arms in package HI

point y.start. To show the effect I constructed a demonstration example. It is reproducible without further information. Please note that my target density is not logconcave. Thanks for all comments or ideas. Christoph Buser ## R Code: library(HI) ## parameter for the distribution para - 0.1

Re: [R] Contingency-Coefficient, Variance

it on FALSE if you do not want to apply Yates continuity correction. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44

Re: [R] Name for factor's levels with contr.sum

very much for the solution. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http

Re: [R] maps drawing

There is also the package maptools if you want or need to read ESRI shapefiles. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND

Re: [R] Name for factor's levels with contr.sum

it generally. Hope this helps Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http

Re: [R] adding a factor column based on levels of another factor

will get the values that are behind the original alphabetical ordering, meaning sp12 is 1, sp2 is 2, etc. You can change this, too if necessary, using as.character() and as.numeric() as well. I hope this is helpful fro your problem. Regards, Christoph Buser

Re: [R] How to get the minimum ?

. Therefore it will be better to use your own, hopefully better programmed function in optimize. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich

Re: [R] ks.test() output interpretation

regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] is.all.equal

minor1.1 year 2005 month06 day 20 language R Best regards, Christoph Buser -- Christoph

Re: [R] abbreviate

Down to 17 if we carry on your idea using the matching property on the left hand side, too. :-) p$h=pmax(p$h,p$s) Gabor Grothendieck writes: Agree that this definitely should be pursued. :) In fact, we can shave off several keystrokes by - replacing p[[1]] with p[1] on the left hand

Re: [R] mplot :how to deal with missing data

If you have to deal with missing values, you might be interested in na.omit(). ?na.omit Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich

Re: [R] Simplify formula for iterative programming

)])^2)) Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] many chr2factors ?

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] How to name variables in a single plot

text within the plot See ?legend?text Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673 fax: 632-1228

Re: [R] POSIX problem

2001-12-07 10:32:00 CET [3] 2001-11-16 13:58:00 CET 2001-11-28 14:00:00 CET [5] 2001-11-02 15:22:00 CET 2001-11-26 11:15:00 CET Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst

Re: [R] adjusted p-values with TukeyHSD?

check those to find out which one you prefer. Best regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-44-632-4673

Re: [R] filename

Hi the following works for me: j - box z - plot jpeg(file=paste(YOURPATH,j,z,.jpg, sep = )) boxplot(rnorm(100)) dev.off() Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C13 ETH (Federal

[R] setAs between a new S4 class and POSIXlt

) major2 minor1.0 year 2005 month03 day 22 language R Regards, Christoph Buser

Re: [R] Pb with ks.test pvalue

and got 1 or 2. I recommend to use graphical methods (e.g. normal plots) to validate the normal distribution of your data instead of testing it. See also ?qqnorm or ?qqplot. Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED

Re: [R] wilcox.test statistics

the rank sum of the smaller group is sum(1:n1) = sum(1:10) = 10*(10+1)/2 = n1*(n1+1)/2 If you compare this to the test statistics, you'll observe that in this case the test statistic is 0. Regards, Christoph Buser -- Christoph Buser [EMAIL

Re: [R] problem with se.contrast()

bit more about this issue for my better understanding. I have one last point to propose: You could include (as interim solution) a warning (that there might be an in efficiency loss) in se.contrast() if one uses non-orthogonal contrasts and a multi-stratum model. Best regards, Christoph Buser

Re: [R] problem with se.contrast()

) in this nice balanced design, I am suspicious, especially if you real design is more complicated. Even if you get no error message for your data, I'd calculate the analysis using for example lme for a second time to control the results. I wish you all the best for your analysis. Christoph Buser

Re: [R] bivariate empirical cdf

-nb.temp+1 } } nb[j]=nb.temp/n } return(nb) } Attention: I didn't look in detail what you did so you sould check my changes if it is really what you're looking for !! Best regards, Christoph -- Christoph Buser [EMAIL

Re: [R] problem with se.contrast()

. Ripley was right and you have another design. Then you just can ignore this and your life is much more easier :-) Best regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst

Re: [R] (no subject)

Hi Jim I'm not sure if I understand your problem correctly. Is this a solution? (li - list(a=1,b=200.44)) as.numeric(paste(unlist(li), collapse = )) Best regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer

Re: [R] sw

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-5414 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] How to generate labels or names?

Hi Eric If you want produce a vector with names, you can use v - rnorm(20) names(v) - paste(Lab,1:20, sep=) Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092

Re: [R] r square values for independent variables in multiple linear regr ession model -- newbie

different. As result of the balanced design the explanatory variables are orthogonal and you can decompose the sum of squares on the different variables. But if you have covariables you must be careful. I wouldn't try to assign r square values for each Variable. Regards, Christoph Buser

Re: [R] Wilcoxon test for mixed design (between-within subjects)

, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-5414 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] Cholesky Decomposition

-- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-5414 fax: 632-1228 http://stat.ethz.ch/~buser/ kolluru ramesh writes: Can we do Cholesky Decompositon in R for any matrix

Re: [R] Dropping a digit with scan() on a connection

[1] 115 135 d - scan(cn.x, n=1, sep = ) Read 1 items d [1] 175 Regards, Christoph Buser -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-5414 fax: 632-1228 http://stat.ethz.ch/~buser

Re: [R] merge data frames taking mean/mode of multiple macthes

.agr - aggregate(dat2$y, by = list(lot = dat2$lot), FUN = mean) names(dat2.agr)[2] - y2 dat.mer - merge(dat1, dat2.agr) str(dat.mer) Be careful about merging dataframes. There should always be a control that the right cases are merged together. Regards, Christoph Buser -- Christoph Buser [EMAIL

Re: [R] Kolmogorov-Smirnof test for lognormal distribution with estimated parameters

- estimated parameters I think this test is more powerful than the KS test, particularly if you must estimate the parameters from data. Regards, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632

Re: [R] Getting empirical percentiles for data

__ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Best, Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO

Re: [R] integer factorization

Hi Robin There is a function factorize() in the package conf.design library(conf.design) factorize(60) [1] 2 2 3 5 Hope this helps Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-5414

RE: [R] Random intercept model with time-dependent covariates, results different from SAS

must use the lme syntax in another way for the lme4 package. Regards, Christoph Buser __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Re: [R] Friedman test for replicated blocked data

references for more details, too. Hope this will help you Christoph -- Christoph Buser [EMAIL PROTECTED] Seminar fuer Statistik, LEO C11 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND phone: x-41-1-632-5414 fax: 632-1228 http://stat.ethz.ch/~buser

[R] drop1 with contr.treatment

3264.9 256.8 ##- Litter 3 63.6 3328.5 252.0 0.3508 0.78870 ##- Mother 3 775.1 4040.0 263.8 4.2732 0.00886 ** ##- --- ##- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 ##- Litter stays not signifikant. Best regards Christoph Buser -- Christoph