Simon
I wonder whether I can take advantage of this thread and ask you another
related question. Now, I want to get the 95%CI of the fit and their
derivatives as well. For the original fitted curves, It is straightforward
as the option "type=terms" can be used to get the CI for the fixed effect.
Don asks a good question. Here is the analogy from the grid package.
> library(grid)
> unit(12, "in")
[1] 12in
> unit(12, "cm")
[1] 12cm
> unit.c(unit(12, "in"), unit(12, "cm"))
[1] 12in 12cm
> c(unit(12, "in"), unit(12, "cm"))
[1] 12 12
> ?unit
> convertUnit(c(unit(12, "in"), unit(12, "cm")),
I think a more illuminating inspection is this:
> attributes(A)
$class
[1] "POSIXct" "POSIXt"
$tzone
[1] "UTC"
> attributes(B)
$class
[1] "POSIXct" "POSIXt"
$tzone
[1] "UTC"
> attributes(C)
$class
[1] "POSIXct" "POSIXt"
Note that the operation c(A,B) loses the $tzone attribute.
Note also
Possible clarification/correction...(apologies in advance if I'm being
redundant)
If I put the following four lines in a script whose file name is "junk.r":
log(3)
log(4)
log('a')
log(5)
then it generates an error message, as expected:
> source('junk.r')
Error in log("a") (from junk.r#3) :
Dear Joel,
are you trying to apply function mi.t.test from my package MKmisc?
Could you please try:
mi.t.test(implist, "pre_test", "post_test", alternative =
"greater", paired = TRUE, var.equal = TRUE, conf.level = 0.95)
x and y are the names of the variables, not the variables themselves.
Hola,
Creo que el problema es en el número de peticiones que puede aguantar.
Si pruebas, verás que el límite está en 250 peticiones.
Si el "country_list" lo divides en dos partes, te debiera de funcionar...
#--
wb_data_A <- wb(
indicator =
Estimado Javier:
Ciertamente, BM es por BM.
Saludos,
Sebastián.
De: Javier Marcuzzi
Enviado: viernes, 7 de abril de 2017 12:15
Para: Sebastian Kruk
CC: Lista R
Asunto: RE: [R-es] problema con wb del paquete wbstats
Estimado Sebastian
¿Qué es BM?, ¿Banco Mundial?, si pasa la dirección de
Hola Juan,
Seguramente tienes problemas al usar cu como si fuera un índice. De todas
formas, si lo entiendo bien, no necesitas un bucle para hacer esto. R
funciona vectorialmente, así que puedes hacer directamente el cálculo sobre
todo el vector:
x.c<- ifelse(x.b<=0.001,paste("***"),
Buenas, compañeros.
Se que debería tener que entenderlo, pero no lo hago y me aprieta la fecha
de entrega:
Tengo un bucle para asignar una columna de significacion a unos resultados,
el bucle lo intento guardar en un vector para agregar el vector luego a una
matriz, en pantalla me imprime el
On Fri, 7 Apr 2017, Sorkin, John wrote:
Is there an R package that will perform a piecewise continuous Poisson
regression? I want to model two linear segments that intersect at a
common knot.
The "segmented" package implements such broken stick regressions based on
either "lm" or "glm"
Finalmente está cerrado el tema, con el último correo se creó la variable
tal y como quería.
Muchas gracias.
Mensaje original
Asunto: Re: [R-es] Asignar a observaciones de una misma fecha el mismo
número de orden en una secuencia
De:
a) The email I am replying to should have been a reply to your original
email [1]... it is not a complete picture of your problem, and you are not
maintaining a thread of conversation.
b) I don't compose emails in R so I don't know what R package(s) you
should use/look for. I recommend
On Thu, 6 Apr 2017, Tintin wrote:
Hi
How do I create an element with specificiation " Class 'Date' num "
The problem arises when I try to construct my own data structure set in the
"termstrc" package. The model list should look like:
R> str(govbonds$GERMANY)
List of 8
$ ISIN
: chr [1:52]
Estimado Sebastian
Mire lo siguiente
https://datahelpdesk.worldbank.org/knowledgebase/articles/902049, si es por
donde anda usted puede utilizar Rcurl, rvest, ambas son fáciles (hay se conocer
como y donde enviar la consulta, pero no es nada del otro mundo). Yo utilicé
ambas librerías, si yo
Estimado Sebastian
¿Qué es BM?, ¿Banco Mundial?, si pasa la dirección de internet es más fácil,
aparecen varias alternativas.
Javier Rubén Marcuzzi
De: Sebastian Kruk
Enviado: viernes, 7 de abril de 2017 12:14
Para: Javier Marcuzzi
CC: Lista R
Asunto: Re: [R-es] problema con wb del paquete
Estimado Javier:
No se que pasaría.
¿Cual librería usa para descargar los datos del BM?
Saludos,
Sebastián.
El 7 de abril de 2017, 12:07, Javier Marcuzzi<
javier.ruben.marcu...@gmail.com> escribió:
> Estimado Sebastian Kruk
>
>
>
> Yo no uso esa librería, pero ¿Qué pasa si en la lista de
I think it is a fundamental characteristic of graphics drivers that output will
look different in the details... you are on a wild goose chase. Postscript in
particular has a huge advantage in font presentation over other graphics output
mechanisms.
--
Sent from my phone. Please excuse my
dear John,
The package segmented can help you. ?plot.segmented includes a Poisson example
best,
vito
"Sorkin, John" ha scritto:
Is there an R package that will perform a piecewise continuous
Poisson regression? I want to model two linear segments that
Estimados Usuarios-R:
Muy buenos días.
Tengo un problema con la librería wbstats.
Corro el siguiente programa:
>wb_cache_7_4_17 <- wbcache(lang="es")
>ed_search <- wbsearch("educacion", cache = wb_cache_7_4_17)
>ed_search <- ed_search[grepl("secundario", ed_search$indicator)==T,]
>country_list
Estimado Marcelo Arce
Como usted nombra puede ser por la versión de Microsoft R, ayer actualicé el
sistema operativo a Windows creator, es la versión estable (final) que puede
ser instalada antes del 11 (día de lanzamiento), por otro trabajo tengo que ver
por donde va la cosa, la parte de bash
hi jeff
thank you for your code, there is lot to think about it...
In the meanwhile I've managed to work out a (sort of) solution but I'm still
not completely satisfied with it
I would like to keep it all more elegant and possibly general
here it is, so far...
Thanks!
I made up a little test for converting from character matrix to tibble: dumping
to file and reading back, pasting up a big string, using pipes, using
as.data.frame and using a pipeless version. By far and away it is worth using
Ulrik's or your solution compared to dumping the matrix
Hi everyone,
I'm still new to R, and I like that's it's so compact, you can do so much in
just a few lines of code.
I wondered if there is any Content Management System built on R. I have
created websites for my clients, and I prefer to set it up in a CMS instead
and give them control to edit
Hi, Joel,
I think, according to the help page of mi.t.test,
mi.t.test(implist, x = "pre_test", y = "post_test",
alternative = "greater", paired = TRUE, var.equal = TRUE,
conf.level = 0.95)
should do it (untested).
Hth -- Gerrit
Acabo de darme cuenta que tenías casi la solución, no lo había leído,
disculpa.
Lo puedes encapsular así:
diasMes2 = function(limites){
inicio = as.Date(limites[1], format = "%Y-%m-%d")
fin = as.Date(limites[2], format = "%Y-%m-%d")
return(table(format(seq(inicio, fin, by=1), "%m")))
}
Podrías probar con algo así:
require(lubridate)
diasMes = function(limites){
inicio = as.Date(limites[1], format = "%Y-%m-%d")
fin = as.Date(limites[2], format = "%Y-%m-%d")
secuencia = seq(inicio, fin, "days")
meses = month(secuencia)
return(table(meses))
}
apply(df, 1, diasMes)
Un
blockquote, div.yahoo_quoted { margin-left: 0 !important; border-left:1px
#715FFA solid !important; padding-left:1ex !important; background-color:white
!important; } Hola, instalas desde Windows? No lo he utilizado desde hace años
pero con el ejecutable de Vincent Goulet iba muy bien. Mañana
Hola,
Partiendo de un data frame con 2 variables de fecha (inicio y fin):
df <- data.frame(inicio = c(as.Date("2016-01-01"),
as.Date("2016-02-14")),
fin = c(as.Date("2016-02-01"),
Hi Brad,
Some of the debugging functions may be of use. You can look at trace()
or setBreakpoint(). But I believe Bert is correct in saying your
concept of a "Line Number" and R's concept of a "Line Number" will
differ.
Finally, you can look at the function findLineNum(), which can be
called
Is there an R package that will perform a piecewise continuous Poisson
regression? I want to model two linear segments that intersect at a common knot.
Thank you,
John
John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of
Hi there,
I try to plot with custom fonts, which have good shape Latin and CJK
characters. I set up all the fonts correctly. However, when I plot the
same code on png() and postscript(), I get different result. The main
problem is the space between characters is narrower in postscript() than
Hi, Simon
Thank you for your explanation! I followed the instructions and
successfully get the predicted values with both fixed and random effects
incorporated: pred.new=predict.gam(gamm1$gam,newdata,type="response").
Also, what I meant to say was "plot(gamm1$gam, pages=1)" for left and right
Hi
How do I create an element with specificiation " Class 'Date' num "
The problem arises when I try to construct my own data structure set in the
"termstrc" package. The model list should look like:
R> str(govbonds$GERMANY)
List of 8
$ ISIN
: chr [1:52] "DE0001141414" "DE0001137131"
Dear all,
It is my first time posting on this list so forgive me for any rookie
mistakes I could make.
I want to conduct t-tests on a dataset that has been imputed using the mice
package:
imput_pps <- mice(pps, m=20, maxit=20, meth='pmm') # pps is my dataset. It
contains items from an 11-item
El paquete R-INLA es un muy buena opción para este tipo de suavizado.
http://www.r-inla.org/download
Implementa entre otros modelos, el de Besag-York-Mollie.
Un saludo. Olivier
- Mensaje original -
De: "Ra�l Vaquerizo"
Para: R-help-es@r-project.org
I believe the lubridate package does a good job with time zones.
> install.packages("lubridate")
> library(lubridate)
Look at the supplied functions with_tz() and force_tz().
HTH,
Bill.
William J. Michels, Ph.D.
On Fri, Apr 7, 2017 at 12:52 AM, Jeff Newmiller
R does a poor job of supporting timezone-specific objects... you have to
transfer the necessary attributes explicitly for many operations. (It does no
job of supporting element-specific timezones so don't go there.)
The good news is that R is pretty good at working with points in time, since
Thanks a lot - good idea:
I put
Sys.setenv(TZ = "UTC")
ahead of the code - solves the problem!
Thanks a lot
Den 07-04-2017 kl. 09:26 skrev Mark Leeds:
> Hi Troels: This is off-list so as to not clog the list with my noise
> because my suggestion may not work. I really don't know that much
>
Thanks a lot - perhaps it is just understanding how times dates are
handled, sorry to bother if that is just the case
C[1]==A[1] # TRUE
but
C[1]
[1] "2013-03-28 07:00:00 CET"
A[1]
[1] "2013-03-28 06:00:00 UTC"
Den 07-04-2017 kl. 08:27 skrev Ulrik Stervbo:
Hi Troels,
I get no error. I
Hi Troels,
I get no error. I think we need more information to be of any help.
Best wishes,
Ulrik
On Fri, 7 Apr 2017 at 08:17 Troels Ring wrote:
> Dear friends - I have further problems handling dates_times, as
> demonstrated below where concatenating two formatted vectors
Dear friends - I have further problems handling dates_times, as
demonstrated below where concatenating two formatted vectors of
date_times results in errors.
I wonder why this happens and what was wrong in trying to take these two
vectors together
All best wishes
Troels Ring
Aalborg, Denmark
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