= data.frame)
Thanks,Kjetil Halvorsen
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and provide
for
RSiteSearch(best.arima), so I can't comment directly on your question.
The forecast package is at
http://www-personal.buseco.monash.edu.au/~hyndman/Rlibrary/forecast/
Kjetil
Do you have only one series or multiple? If you have only one, I
think it would be hard to justify more than a simple
an inverse
of the index function indx() --- se code below. It could for instance
return the original k indexes in strictly increasing order, to make
indx() formally invertible.
Any ideas?
Kjetil
Code:
# Implementing an S3 class for symarrays with array rank r for dimension
# [k, k, ..., k] with k=r
])
This is how I am doing this:
mapply(functuion(x,y)myfun(x, y),x, names(x)))
Kjetil
Now I would like to append the names of the list components to their
corresponding vectors with the c() function. I thought this could
be done like in the following command, but it doesn't:
lapply
Rolf Turner wrote:
A colleague asked me if there is a way to specify with a
***variable*** (say ``cflag'') whether there is an intercept in a
linear model.
She had in mind something like
lm(y ~ x - cflag)
something like
lm( if (cflag) y ~ x-0 else y ~ x, ...
Kjetil
where cflag
I am looking for.
Graphical inspection would be easy but is not an option due to the huge
amount of series.
Does function turnpoints)= in package pastecs help_
Kjetil
Questions:
1. Which (if at all) of the many packages that handle time series is
appropriate for my problem?
2
mark salsburg wrote:
How do I manipulate the read.table function to read in only the 2nd
column???
Se the colClasses argument of read.table()
Kjetil
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?scale
?
Look at:
x - rnorm(100, 5, 10)
mean(x)
[1] 4.304616
sd(x)
[1] 9.926883
x - scale(x)
mean(x)
[1] 5.39499e-17
sd(x)
[1] 1
Kjetil
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Kum-Hoe Hwang, Phone : 82-31-250-3516Email : [EMAIL PROTECTED]
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function erf if package (CRAN) NORMT3,
as help.search(error function)
could have told yoy.
Kjetil
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!
It is easier to help if you can post your example data in a way which
can be cutpasted into R, for instance by using dput and posting the result.
Kjetil
Has my e-mail transgressed R etiquette?
Don't think so --- except for the missing output from dput()!
Farrel Buchinsky, MD --- Mobile (412) 779-1073
if you have missing values in the object try:
ccf( data_ts[,var1], data_ts[,var2], na.action=na.pass)
Does anyone know how to use the lag funciton and ccf together?
Is it necessary?
Kjetil
3) Suppose var1 and var2 are both of length 20.
I would expect the correlation of the fourth lag of ccf
Ann Hess wrote:
Is there any way to increase the decimal accuracy for probability
distributions. For example (in R):
1-pchisq(90,5)
[1] 0
But in Maple, I find that the value is 0.67193x10-17.
Look at this:
1-pchisq(90,5)
[1] 0
pchisq(90,5, lower=FALSE)
[1] 6.71932e-18
Kjetil
on the list a (long) time ago, so you can
search the archives. I remember L Tierney opined they should be
implementes as a (S4) class.
Kjetil
Nevertheless I want to implement an algorithm using such linear lists,
porting a trusted program to R (S). I need:
(from Modula/Oberon)
pSC* = POINTER
)
Try:
RT - as.data.frame.table(RTyrday)
And then I tried the following regression:
mod1 - glm(RTyrday~julian+year, family=gaussian (link=identity),data=RT)
here it is simpler with lm()
Kjetil
Wich didn't work since my vector RTyrday and julian don't have the same
length. My
Marc Bernard wrote:
Dear All,
I am wondering if there is an R function to convert a covariance matrix to
a correlation matrix. I have a covariance matrix sigma and I want to compute
the corresponding correlation matrix R from sigma.
Does cov2cor do what you want?
Kjetil
Quin Wills wrote:
I am using nls to fit dose-response curves but am not sure how to approach
more robust regression in R to get around the problem of the my error
showing increased variance with increasing dose.
package sfsmisc has rnls (robust nls)
which might be of use.
Kjetil
:
sapply(1:10, function(i) your.task(i) )
sapply() will do the initialization for you!
Kjetil
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) estimate a garch model to the residuals
3) predict the residuals
4) modify the prediction from 1) with the prediction from 3)
Kjetil
I think what I am looking for is akin to the garchsim
and garchpred commands in Mathlab.
Any help is appreciated. Thanks
test.csv
Kjetil
resulting in:
test
%y-%m-%d VALUE
1 1999-01-01 100
2 2000-12-31 999
Again Thanks in advance Diethelm Wuertz
Phil Spector wrote:
Look at the check.names= argument to read.table -- you want to set it
to FALSE. But rememeber that you'l have
) or
RSiteSearch(garch)
But for me this only leads to univariate garch (at least two
implementations).
Kjetil
Sincerely yours,
--
Arun Kumar Saha, M.Sc.[C.U.]
S T A T I S T I C I A N[Analyst]
Transgraph Consulting [www.transgraph.com]
Hyderabad, INDIA
Contact # Home: +91-033-25558038
(on CRAN) might help.
Kjetil
and what function may I use?
Thank you very much
Lisa Wang
Princess Margaret Hospital
tel: 416 946 4501
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[EMAIL PROTECTED] wrote:
great!! thanks very much, mean(unlist(lapply(listdata, function(z) z$c)))
WHY unlist(lapply(... when sapply(...
is simpler?
Kjetil
works well.
and what about getting the average table $a (displaying the average elements
across all 1000 matrix)? could you please
$y,...)
or even
text(locator(), test, ...)
Kjetil
See ?locator.
HTH,
Fernando Mayer.
Thomas Steiner escreveu:
I want to write some text in a corner of my plot.
Is it possible to get the xlim and ylim of an open window?
Or is there anything similar like
legend(x=bottomright
Calc - Random Data - Discrete, and selected
the columns, and it created 50 random values in a new column.[1]
How do I do the same thing in R?
sample( 0:3, 50, prob=c(0.48, 0.24, 0.26, 0.12))
Kjetil
[1] You may be wondering why I'm telling you this. Well, it's because
if I were in your
(on CRAN).
2. Does R possess a LAD (Least Absolute Deviation) regression function?
This can be done with package quantreg (on CRAN).
Kjetil
Any help?
Thanks
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) or simulation.
Kjetil
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colClasses
Kjetil
to as 'character columns' are columns in the data that are quoted.
For columns of alphabetic strings (that aren't TRUE or FALSE) I can
suppress conversion to factor with as.is=TRUE, but what I'd like to
stop is the conversion of quoted numbers of the form 01,02
in the model, it is there, occulted,as the sum of the design
variables representing the mixture is 1! So it is correct to use the
corrected sum of squares.
Kjetil
2) Could someone indicate some reference about this subject ?
Thanks a lot.
Regards
Cleber N. Borges
, and it may be useful to
canvass them.
Another possibi8lity, of course, is language-based lists. Any interest for
r-spanish@ ...?
Kjetil
John Maindonald email: [EMAIL PROTECTED]
phone : +61 2 (6125)3473fax : +61 2(6125)5549
Mathematical Sciences Institute, Room 1194,
John
On 12/30/05, Âíµ¤ [EMAIL PROTECTED] wrote:
Hello,
I am a new R user and I need R code for GLARMA.
I will be really thankful if you help me.
You should really spell out an acronym like GLARMA.
RSiteSearch(GLARMA) does't give anything. ou could have a look at
package sspir.
Kjetil
Yours
would try mgcv (not in your list ... ), function gam.
Kjetil
Questions: Which package
should I use, and which function in the package should I use for the
regression?
Here is the Google search result, restricted to r-project.org:
http://www.google.com/search?as_q=locally+weighted+poisson
?
Is there a viable alterative to ARIMA out there to analyze a trend of 8
repeated measures w. 200 cases?
So you have 200 short time series? Maybe have a look at package nlme?
Kjetil
Many thanks
Stephen
??
http://mail.nana.co.il
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to suffciently
use R and maintain your skills with R.
Kjetil
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Jean-Luc Fontaine wrote:
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA1
I found:
max.col(matrix(c(1,3,2),nrow=1))
Is there a more concise/elegant way?
which.max
Thanks,
- --
Jean-Luc Fontaine http://jfontain.free.fr/
-BEGIN PGP SIGNATURE-
Version: GnuPG v1.4.1 (GNU/Linux)
)
comment(myobj) - made last sunday of 2005
Kjetil
Trevor In S/Splus this was always available, because objects were files.
[are you sure about always available?
In any case, objects were not single files anymore for a
long time, at least for S+ on windows, and AFAIK also
timestamp - function(obj, moretext){
comment(obj) - paste(Sys.time(), moretext, sep=\n)
}
but this does'nt work.
myobj - 1:10
timestamp(myobj, test)
Error in timestamp(myobj, test) : object obj not found
Kjetil
Trevor In S/Splus this was always available, because objects were files
there is something, and if not, maybe
simple to adapt.
Kjetil Halvorsen
or if there are other means to get the same analysis that I do not know
of. Any information regarding developments or use of this method would
be helpful.
Melanie Edwards
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mentiones it on this thread: Tha CRAN package
pastecs has function `regul' to regularize irregular time series.
maybe that is what the original poster want.
Kjetil
Also it has no underlying regularity as the warning message states.
To use as.ts one wants a series with an underlying regularity
into a vector: x-c(X1,X2,B1,C1,)
Something like:
do.call(rbind, lapply(x,get)) # not tested
should work!
Kjetil
i used y-cbind(x). but what i got is a matrix of the names, not a
combination of matrices.
anybody know how to handle this?
thanks a lot
1
43 0 0 0 1 0
48 0 1 0 0 0
52 1 0 0 0 0
57 0 0 1 0 0
which is not what you want.
Kjetil
what is the difference between the two
thanks
bragadeesh
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Doran, Harold wrote:
Sorry, didn't think about that. The mirror I used was
http://lib.stat.cmu.edu/R/CRAN/
I just tried what you did, but with firefox, and there were no
problems.
Kjetil
I checked other mirrors and they did work fine.
-Original Message-
From: [EMAIL
my.ts - ts.union(ts.1, ts.2)This latest command does not assume a
commomtime base. Then
plot(my.ts,plot.type=single, col=c(red, blue))
Kjetil
Thanks.
A man is not old until regrets take the place of dreams.
Actor John Barrymore
From: Berton
measurement of same phenomenon), are they correlated?
Kjetil
hope this helps.
spencer graves
Ling Jin wrote:
Hi All,
I have two time series, each has length 354. I tried to calculate the
coherency^2 between them, but the value I got is always 1. On a website
for single boxplots, n 12
for multiple boxplots.
Woul've it make sense to have an option to replace boxes with dotplots
for only those groups with number of observations lesser tahn nmin=20 (say)
Kjetil
Peter Ehlers
Martin Maechler wrote:
Boxplots were invented by John W. Tukey and I think
ways I might try running stl() (i.e. plot(stl(zHO))). It's
possible I've not properly specified the length of expected periodicity as
a parameter (246 days in my case).
In creating the timeseries 9ts) object you need
myts - ts(mydata,, frequency=246)
Kjetil
All suggestions
this,or is this an error?
Kjetil Halvorsen
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See
?spectrum,and especially component $coh of output.
Kjetil
now I can't make the
sample size much bigger.So I want to ask if I use the multilevel model to
analysis the data set,will it be acceptable? or unacceptable because of the
small sample size?
This kind of question I usually try to answer by
simulation, which is very easy in R.
Kjetil
- listfiles()
results - lapply(files, yourprocessing())
where yourprocessing is a function taking as argument a file name and
returning whatever you want.
Kjetil
I have tried to list all the files names in a vector
e.g.
listfiles[1:10,1]
1 H:/Rtest/AXP.txt
2H:/Rtest/BA.txt
3 H
(log(2/alpha)/(2*n)),
the lower and upper limits are pmax(F-eps ,0) and pmin(F+eps, 1).
Disadvantage: the sample size must be large.
Herwig
There is also ecdf.ksCI in CRAN package sfsmisc.
Kjetil
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, na.rm = T)) ans - FALSE
Try to double the : in place of
Kjetil
I am unable to see why the condition should have a length greater than 1,
since any should give me a single logical value.
Can any one tell me what is going on here? (I am using version 2.1.1 on
Windows
,]24
apply(te, 1, sum)
[1] 4 6
Why doesn't paste behave in apply as sum?
Kjetil
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way to get these, for instance,
use poly() or polym() as in:
lm(y ~ polym(x,z,degree=2), data=dat)
Kjetil
There are many terms in this model, however, if not quite 2^20.
The introductory manual that comes with R has information on model formulas
in Section 11.
I hope this helps,
John
Bart Joosen wrote:
Hi All,
after searching a while on the R-project help archives, I found that I can
construct factorial design with the conf.design package.
Have a look at CRAN package AlgDesign
Kjetil
But now, how can I construct a design for 2 parameters at 3 levels and 1
becoming the new maintainer of the
package, fix it such that it passes 'R CMD check' (for R-2.2.0)
and resubmit it to CRAN; so it won't be orphaned anymore ...
I just looked, this package is now neither in the orphaned
subdirectory nor the main directory on CRAN ...
Kjetil
Carlos Regards
becoming the new maintainer of the
Just checked. This package is not now in the ORPHANES
subdirectory, neither in the main CRAN listing.
Kjetil
package, fix it such that it passes 'R CMD check' (for R-2.2.0)
and resubmit it to CRAN; so it won't be orphaned anymore ...
Carlos Regards
the trick:
deb http://cran.us.r-project.org/bin/linux/debian stable/
and allthough it isn't there yet, it'll probably be there soon.
However, I played with apt-build the other day, and produced my own
build. It was quite fun, so reading up on apt-build can be a nice
exercise.
Cheers,
Kjetil
--
Kjetil
there is underdispersion.
Underdispersion could arise if you have dependent responses, for
instance, competition (say, between plants) could produce
underdispersion. Then you would be better off changing to an appropriate
model. maybe you could post more about your experimental setup?
Kjetil
Thank
result?
many thanks,
mapply(helper, yourmat)
gives you the elements of the matrix, as a vector. So you only must
reassemble as a matrix:
n - nrow(yourmat)
p - ncol(yourmat)
matrix( mapply(helper, yourmat), n, p)
Kjetil
Tim
check out the effects package on CRAN.
Kjetil
Peter Dunn wrote:
Hi all
I'm doing some things with a colleague comparing different
sorts of models. My colleague has fitted a number of glms in
Genstat (which I have never used), while the glm I have
been using is only available for R
Ramón Casero Cañas wrote:
I'd like to update MASS from version 7.2-11 to version 7-2.19. I am
running R 2.0.1 on ubuntu, that installs MASS with the package r-cran-vr.
My installed version of MASS, 7-2.20, has version requirement R= 2.1.0,
so you will need to update R first.
Kjetil
I have
This are in various packages, you could have a look at
ade4 (on CRAN).
Kjetil
C NL wrote:
Hi everyone,
I'm trying to solve a problem about how to get the
Fisher's discriminant functions of a lda (linear
discriminant analysis) object, I mean, the object
obtained from doing lda(formula
Doran, Harold wrote:
You cannot.
Yes. But when it is really needed, as the original poster
said, what would be wrong with taking the length of a
95% confidence interval and dividing into 4?
(of course it will be wrong, but so much as to be useless?)
Kjetil
Also, it's
is the proportion of rejected
null hypothesis
which really are true nulls!
To me FDR seems like a more promising avenue to multiple testing than
the old
familywise error rate. Who knows what is a family?
Kjetil
The definition of reasonably reliable FDRs
would seem to relate to the status
people in the field who
could not help me either. I would be interested in any references as well.
http://bayes.wustl.edu/
where you can download Bretthorst's book Bayesian Spectrum Analysis and
Parameter
Estimation
Kjetil
On Friday 16 September 2005 10:36, you wrote:
Sebastian
by skewing a normal family, hence the name.
You can also skew a t -family or whatever other symmetric family you like.
I found this usefull for modelling.
Kjetil
presumably mean something different from what you said, so
unless we understand this more clearly it is unlikely that
anyone can make
with(test, test$c - 1:5)
test
a b
1 1 1
2 2 2
3 3 3
4 4 4
5 5 5
with(test, test$c - 1:5)
test
a b c
1 1 1 1
2 2 2 2
3 3 3 3
4 4 4 4
5 5 5 5
So what is the best style her?
Kjetil
I think too that the creation of the value can be vectorized simply,
generalizing something like
value
the zero variance
linear combination(s) look at the nzero eigenvalues. Also, it *might*
make sense
to calculate a mahalanobis distance replacing the matrix inverse with a
pseudoinverse.
Kjetil
weiwei
On 8/8/05, Christian Hennig [EMAIL PROTECTED] wrote:
Once I had a situation where the reason
Robert Kinley wrote:
with NAs it's always safest to use the construction
if(is.na(foo))
rather than
if(foo==NA)
cheers Bob Kinley
And if it is not clear why, try:
NA == NA
[1] NA
Kjetil
tom wright [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
05/08/2005 12:30
To
r
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help.search(recurrent)
leads to CRAN pakage survrec.
You couls also have a look at CRAN package eha and at
Lindsey's package event
--
Kjetil
the best subset.
If your goal is to discriminate between two different classes, why not
calculate directly
a measure of discriminative ability, such as probability of correct
classification?
Kjetil
I read some on feature selection in text categorization (A comparative
study on feature
between two
populations. How can I do? I want to use chisquare, is is right for these
data ?
If you want to use chisquare, you need the counts and not only the
proportions.
If that is right can be answered only if we know your hypothesis.
Kjetil
can anyone help me ? Thanks!!
luan
Yellow
iterated until convergence of
them both? (Does this converge?)
Not sure about this at the moment.
Or what else? What does rescaled mean?
rescaled means multiplied with the constant which makes it a
consistent estimator
under the normal model, default in the R mad function
Kjetil
Thank
what cell contributes most to the overall chisquared.
Kjetil
Can I do this decomposition in R for the following example including
2 contingency tables?
tab1-array(c(11266, 125, 2151526, 31734), dim=c(2,2))
tab1
[,1][,2]
[1,] 11266 2151526
[2,] 125 31734
tab2-array
I
should use here to evaluate the strength of association? odds ratio?
Any suggestions are welcome!
Thanks!
You can use chisq.test with sim=TRUE, or call it as usual first, see if
there is a warning, and then recall
with sim=TRUE.
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective
0.003571163 2.61350.008962 **
TNF:IFN -0.58798 0.69162 -0.85010.395244
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Note different conclusions from the two last commands with respect to
necessity of interaction term in model.
Comments are welcome!
Kjetil
( sum(x20), sum(x25), sum(x30)))
Kjetil
We have transferred the data to a more potent Linux box running R, but
still hope to speed up the code.
I know a for loop should be avoided when looking for speed. I also know
the answer is in something like tapply, but my understanding of these
commands
have equal seeds.
I remember that I have read somewhere that destroying RNG flow over and
over to get real randomness is not a good idea. Can someone confirm this?
That's in Brian Ripley's Simulation book, and certainly in other places.
Kjetil
niter - 3
nchain - 2
for (i in 1:niter
go
about doing this within R?
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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into the settings of your mail program!
Kjetil
I think my problem is not complicated but I'm having difficulties to solve it.
v is a vector: v=c(p1 , p2 , p3 , p4), and f is a function: f : v - w , where
w=c(p1 , p2*(1-p1) , p3*(1-p2)*(1-p1) , p4*(1-p3)*(1-p2)*(1-p1))
I
regression.
Kjetil
Emmanuel Poizot
Cnam/Intechmer
B.P. 324
50103 Cherbourg Cedex
Phone (Direct) : (00 33)(0)233887342
Fax : (00 33)(0)233887339
(there is (at least) one problem with this solution: if the global
workspace contains a
variable `6`, it gives error. Why?)
Kjetil
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Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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NA NA
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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a component
$vfamily).
I thought namespaces should protect us from this happening?
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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Andreas Zankl wrote:
I have a histogram with histograms for several datasets superimposed.
How can I add a legend that indicates which dataset uses which linetype?
Thanks
Andreas
?legend
?locator
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction
!
- Could the very high significance of the coefficients in the poisson
model hint at some issue?
Maybe that the model fits better than the normal?
Kjetil
Thanking you in advance,
Costas
+++
POISSON - LOG LINK
+++
Call:
glm(formula = TotalDeadInjured[3:48
!
To assure you are uninformed, say
options(warn=-1)
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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Globe Trotter wrote:
Good point: the Bellman reference is a book:
Introduction to Matrix Analysis by Bellman (1960). McGraw-Hill Series in Matrix
Theory.
--- and republished much later by SIAM.
Kjetil
--- Robin Hankin [EMAIL PROTECTED] wrote:
Hi everyone.
The following webpage gives
. That will be difficult. Could'nt it do to prove it is better?
Kjetil
I also intend to use Weka, and for this one I have the same problem.
Can anyone help me?
Thanks
René M. Raupp
e-mail: [EMAIL PROTECTED]
[EMAIL PROTECTED]
[[alternative HTML version deleted
go for a computer algebra system with an
implemantation
of groebner basis, and use an symbolic method.
Kjetil
Note that I am not opimizing, but
rather solving the first order conditions which come from a Hamiltonian. I am
basically looking for something in R that will do the same thing as fsolve
the two first in the list above. Could it be this
(which should be allowed, is mentioned in writing R extensions)
or is it something else, or a bug?
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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correlations are zero. Anybody knows
how good this approximation is,
and how dependent on multivariate normality?
Kjetil
3,if not,is it under-developed or there is not need to do it?or there is no
good way to do it?
i hope my question is not too silly
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Do
data(package=datasets)
and look.
maybe data(UCBAdmissions)
Kjetil
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Kjetil Halvorsen
estimates?
Thanks
Christian
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try directly with optim()
Kjetil
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Kjetil Halvorsen.
Peace
.
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Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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in following standard terminology.)
By the way, ordinal does not compile under rw2010dev.
Kjetil
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Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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Vicky Landsman wrote:
Thanks to Prof. Ripley, Kjetil and Spencer Graves for help.
I will be more specific.
I have to simulate a bivariate lognormal pair (Y1,Y0) where E(Y1)=X'b,
E(Y0)=X'd, Var(Y1)=c1, Var(Y0)=c0,
X is a data matrix, and b and d are vectors of parameters.
Vicky.
You did'nt specify
Kjetil Brinchmann Halvorsen wrote:
Jason W. Martinez wrote:
Dear R-users,
I have an outcome variable and I'm unsure about how to treat it. Any
advice?
If you only concentrate on the relative proportions, this are called
compositional data. I f your data are in
mydata (n x 4), you obtain
Vicky Landsman wrote:
Dear experts!
Is there a package that enables to create the bivariate log-normal variables?
What do you mean by create? If you mean simulate, why not use mvrnorm
from MASS, and
then exponentiate?
Kjetil
Thanks a lot,
Vicky Landsman.
[[alternative HTML version
:
Min 1Q Median 3Q Max
-2.8513 -0.3955 0.2815 0.5939 1.2475
Coefficients:
Estimate Std. Error t value Pr(|t|)
[1,] -0.1999 0.1620 -1.2340.227
Residual standard error: 0.8872 on 29 degrees of freedom
Sorry for not being of more help!
Kjetil
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Kjetil Halvorsen.
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