[R] nls.control: increasing number of iterations
Hello, I'm using the nls function and would like to increase the number of iterations. According to the documentation as well as other postings on R-help, I've tried to do this using the control argument: nls(y ~ SSfpl(x, A, B, xmid, scal), data=my.data, control=nls.control(maxiter=200)) but no matter how much I increase maxiter, I get the following error message: Error in nls(y ~ cbind(1, 1/(1 + exp((xmid - x)/exp(lscal, data = xy, : number of iterations exceeded maximum of 50 The second line here suggests that the maximum number of iterations is still 50, despite changing the control argument. Also, increasing maxiter to something silly, like 5, doesn't seem to increase the process time, which made me a bit suspicious that I'm not giving the right statement to the control argument. Or is the function indeed using the increased number of maxiter, while the error message remains the same rather than reflecting the requested change to nls.control? I should say that nls converges without increasing maxiter when I use the full dataset, and it is only when I use a smaller subset that the error occurs, possibly due to noisy data. But I would very much appreciate if someone could clarify whether the error message is wrong or if my statement to the control argument is wrong. Thanks very much in advance, Martin -- Dr Martin Biuw NERC Postdoctoral research fellow Sea Mammal Research Unit Gatty Marine Laboratory University of St Andrews St Andrews, Fife KY16 8LB Scotland Ph: +44-(0)1334-462677 Fax: +44-(0)1334-462632 www: http://www.smru.st-and.ac.uk __ 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
[R] Stochastic dynamic programming
Hello all, Does anyone know of any already written functions for carrying out stochastic dynamic programming in R? Thanks! Martin -- Martin Biuw Sea Mammal Research Unit Gatty Marine Laboratory, University of St Andrews St Andrews, Fife KY16 8PA Scotland Ph: +44-(0)1334-462637 Fax: +44-(0)1334-462632 Web: http://smub.st.and.ac.uk __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] (no subject)
Hello, Does anyone know of any Stochastic Dynamic Programming functions/packages for R? Thanks! Martin -- Martin Biuw Sea Mammal Research Unit Gatty Marine Laboratory, University of St Andrews St Andrews, Fife KY16 8PA Scotland Ph: +44-(0)1334-462637 Fax: +44-(0)1334-462632 Web: http://smub.st.and.ac.uk __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] insert eps into microsft word
You can also add a Windows metafile preview to your eps image using for instance Ghostscript. Martin On Wed, 10 Sep 2003 18:12:00 +0100, Karim Elsawy [EMAIL PROTECTED] wrote: it seems that word can not read encapsupalted postscripts generated by R I used this command postscript(output.eps,horizontal=F,onefile=TRUE) since onefile=TRUE produces an encapsualted postscript actually what I'm trying to do is to insert the postsript file into a word document since other formats like jpeg and bmp do not reproduce the same quality like postscript formats any suggestions are very much appreciated Karim __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help -- Martin Biuw Sea Mammal Research Unit Gatty Marine Laboratory, University of St Andrews St Andrews, Fife KY16 8PA Scotland Ph: +44-(0)1334-462637 Fax: +44-(0)1334-462632 Web: http://smub.st.and.ac.uk __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] (no subject)
Hello, Is there a simple way to modify the circ.mean function in the CircStats package to include a vector of weights to obtain a weighted average angle? Thanks! Martin -- Martin Biuw Sea Mammal Research Unit Gatty Marine Laboratory, University of St Andrews St Andrews, Fife KY16 8PA Scotland Ph: +44-(0)1334-462637 Fax: +44-(0)1334-462632 Web: http://smub.st.and.ac.uk __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Confidence prediction limits from bootstrapped linear model
Sorry, I sent this without a subject at first.. Hello, Is there a simple function that calculates standard errors and confidence limits of response values (Y) in a linear model, where parameter estimates have been arrived at by bootstrapping (e.g. according to the first example in Angelo Canty's prsentation of the boot package in R-News, Dec 2002)? Or does anyone have any ideas as to the simplest way to write such a function, incorporating enough flexibility in terms of model structure etc? Thanks! Martin __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Comparing two regression slopes
Hello,
I've written a simple (although probably overly roundabout) function to
test whether two regression slope coefficients from two linear models on
independent data sets are significantly different. I'm a bit concerned,
because when I test it on simulated data with different sample sizes and
variances, the function seems to be extremely sensitive both of these. I am
wondering if I've missed something in my function? I'd be very grateful for
any tips.
Thanks!
Martin
TwoSlope -function(lm1, lm2) {
## lm1 and lm2 are two linear models on independent data sets
coef1 -summary(lm1)$coef
coef2 -summary(lm2)$coef
sigma -(sum(lm1$residuals^2)+sum(lm2$residuals^2))/(lm1$df.residual +
lm2$df.residual-4)
SSall -sum(lm1$model[,2]^2) + sum(lm2$model[,2]^2)
SSprod -sum(lm1$model[,2]^2) * sum(lm2$model[,2]^2)
F.val -(as.numeric(coefficients(lm1)[2]) - as.numeric(coefficients(lm2)
[2]))^2/((SSall/SSprod)*sigma)
p.val -1-pf(F.val, 1, (lm1$df.residual + lm2$df.residual-4))
cat(\n\nTest for equality between two regression slopes\n\n)
cat(\nCoefficients model 1:\n\n)
print(coef1)
cat(\nCoefficients model 2:\n\n)
print(coef2)
cat(\nF-value on 1 and, lm1$df.residual + lm2$df.residual-4, degrees of
freedom: ,F.val, \n)
cat(p =, ifelse(p.val=0.0001, p.val, 0.0001), \n)
}
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[R] Constraining asymptote in SSasymp
Hi all, Is there a simple way to constrain the Asym argument in the SSasymp function so that it does not exceed some maximum value? Thanks! Martin -- Martin Biuw Sea Mammal Research Unit Gatty Marine Laboratory, University of St Andrews St Andrews, Fife KY16 8PA Scotland Ph: +44-(0)1334-462637 Fax: +44-(0)1334-462632 Web: http://smub.st.and.ac.uk __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
[R] Regression slopes
Hi, Sorry if this is an obvious one, but is there a simple way to modify the lm function to test whether a slope coefficient is significantly different from 1 instead of different from 0? Thanks, Martin Martin Biuw SEA MAMMAL RESEARCH UNIT Gatty Marine Laboratory School of Environmental and Evolutionary Biology University of St Andrews Fife, Scotland KY16 8LB UK phone +44 (0)1334 462630 fax + 44 (0)1334 462632 http://www.smru.st-and.ac.uk http://www.smru.st-and.ac.uk/research/individuals/martinbiuw.htm [[alternate HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
