problems
of the world (or something like that) and maybe one or two other things.
Your post should receive some sort of prize for consummate obtuseness.
cheers,
Rolf Turner
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ue with a
relatively large x dataset. How can I do it?
BTW, I thought the model "prodfn" should pass by (0,0), but I just
wonder why the const is unequal to zero
Because poly() produces orthonormalized polynomials, Look at poly(x1,4).
It is not much like cbind(x1,x1^2,x1^3,x1^4),
lists push messages to subscribers while web fora
require
one to use a browser, log in, then pull messages. Not nearly as
convenient.
Well expressed Rich. I agree with you completely.
cheers,
Rolf Turner
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On 11/22/13 18:47, William Dunlap wrote:
a <- 2; b <- 3; xyplot(1:10 ~ a*(1:10), sub = c(bquote(a == .(a) ~ b==.(b
the subtitle contains three copies of the "a = 2 b = 3" phrase.
Why does it do that? How do I tell it to give me only one copy?
To avoid it don't wrap bquote() with c(). The
ok
"Regression Modelling Strategies" (Springer, 2001).
cheers,
Rolf Turner
On 11/22/13 12:52, srecko joksimovic wrote:
Hi,
I'm trying to fit regression model, but there is something wrong with it.
The dataset contains 85 observations for 85 students.Those observations are
are going to use R you should learn its syntax and know about
things like the
re-cycling of vectors.
cheers,
Rolf Turner
On 11/22/13 04:46, dan wang wrote:
Hi all,
I tried below two methods to calculate the integrate of a same function.
Two different results are given.
The first
(1) The backslashes are not really there; they are an artefact of the R
print() function.
Try cat(u,"\n"). I think this might be an FAQ.
(2) Is not your problem the fact that your are setting "replacement"
equal to the
thing you are trying to get rid of? I.e. don't you want
v <- gsub(
!
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
I *do* see the same phenomenon that Bert describes and the code of
predict.lm()
*does* appear to contain a bug. There is a line:
XRinv <- if (missing(newdata) && is.null(w))
But "w" gets assigned (as object$weights) only if (is.null(scale)).
If that assignment is moved outside of the appl
RTFM!!! :-)
The help explicitly says "The default contrasts are set internally to
(contr.sum, contr.poly) ".
Set
options(contrasts=c("contr.sum","contr.poly"))
before your call to lm() and "atest" will agree with "aptest" all down
ve to pick it out.
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
nt to set
from=0 and to=100 or thereabouts.
You will probably want to plot each trace in a different colour;
plot.function() takes a "col" argument.
cheers,
Rolf Turner
On 11/13/13 18:44, kmmoon100 wrote:
Hello,
I am trying to plot multiple weibull distributions in one graph.
Do
For my take on the issue see fortune("strait jacket").
cheers,
Rolf Turner
P. S. I said that quite some time ago and I have seen nothing
in the intervening years to change my views.
R. T.
On 11/10/13 04:22, daniel schnaider wrote:
Hi,
I am working on a new credit
It is not clear to me what you want/need to do, but it is possible that
the "spatstat" package (in particular the function density.ppp()) might
help you.
cheers,
Rolf Turner
On 11/08/13 23:10, David Studer wrote:
Hi everybody,
does anyone of you know how to create a (crim
tween 0 and 1.069678e-307 then
you probably
shouldn't be using computers.
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-project.o
On 11/07/13 13:19, David Winsemius wrote:
Seen on StackOverflow. Any seconds?
"I would heed the warnings and diagnostics. They are there for a reason. The Ostrich
algorithm does not help you."
-- Dirk Eddelbuettel commenting on StackOverflow when a questioner said he
had not run R CMD che
On 11/07/13 10:57, David Winsemius wrote:
I think you need to add a statistician to your committee. The
difficulties you are facing (of which you appear to be unaware) are
not just related to being new to R.
Fortune?
cheers,
Rolf
__
(CM),"+") - 2*CM
where "CM" is the covariance matrix. And then you might want to do
DM <- sqrt(DM)
to get back to the original units (as S. Ellison indicated).
cheers,
Rolf Turner
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ht
On 10/29/13 19:44, peter dalgaard wrote:
There really is no substitute for knowledge and understanding! Did it not occur
to you that the Windspeed column needs to enter into your analysis?
Fortune!
cheers,
Rolf Turner
__
R
Please get your act together or stop cluttering up the r-help list.
cheers,
Rolf Turner
On 10/29/13 02:26, Anindita Chattopadhyay wrote:
Hi Rolf,
Thanks for the response. I have re-phrased the problem. Hope this will help.
We're working on a project where our model tries to predi
mum
[1] 4.192436e-11
$objective
[1] 1
I guess there's a problem with finding a gradient that is effectively
(numerically) zero when "k" is equal to 5.
cheers,
Rolf Turner
On 10/29/13 06:00, Shantanu MULLICK wrote:
Hello Everyone,
I want to perform a 1-D optimiz
optim(c(1,1,-1),foo,x=x,y=y,method="BFGS")
The estimates given by optim() are the same as those given by nls() with the
0.5, 0.5, -0.5 starting values.
cheers,
Rolf Turner
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-books.
cheers,
Rolf Turner
>
> Cheers,
>
> Tsjerk
>
>
> On Sat, Oct 26, 2013 at 10:14 AM, Rolf Turner <mailto:r.tur...@auckland.ac.nz>> wrote:
>
>
>
> Absolutely nothing to do with the CLT. If X_1, ..., X_n are
> i.i.d. N(mu, sigma^2
their own sense
of inadequacy.
cheers,
Rolf Turner
On 10/26/13 21:06, Liviu Andronic wrote:
Dear all,
I know that reproducibility is a big concern for the R community, so
it may be interesting to some of the readers on this list that The
Economist recently ran a series of articles deno
Absolutely nothing to do with the CLT. If X_1, ..., X_n are i.i.d.
N(mu, sigma^2) then
Xbar is N(mu,sigma^2/n). Exactly. No asymptotics, no approximations,
no CLT.
cheers,
Rolf Turner
On 10/26/13 20:17, Tsjerk Wassenaar wrote:
> Hi :)
>
> Try this with other distribu
On 10/25/13 19:24, Alexandra Kuznetsova wrote:
Thank you for the reply!
I need to use it in the package for constructing the contrast matrices.
Really?
Renaming a variable like y2 <- y^2 will not be a solution for me...
With sufficient effort and diligence (and programming skill) I
the
arima() function.
cheers,
Rolf Turner
On 10/26/13 01:19, Anindita Chattopadhyay wrote:
Hello There,
We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to
our results. Please let me know how could that be implemented in R.
Like, In SAS we can pass the varia
ight.
As a workaround, you can do:
x2 <- x^2
lm.D9 <- lm(weight ~ group + x + x2)
dummy.coef(lm.D9)
This worked for me, at least.
cheers,
Rolf Turner
On 10/24/13 21:51, Alexandra Kuznetsova wrote:
> Dear all,
>
&g
ation of the form
f(p) = p0
for p.
* the uniroot() function solves equations of the form
g(p) = 0
for p
* therefore define g(p) = f(p) - p0 and apply uniroot() to the
function g(.).
HTH.
cheers,
Rolf T
saying that the path to the executables should be set using the function
x12path().
I would suggest that you try that. And then figure out how the other
arguments that you
supply should really be handled.
Perhaps try contacting the package maintainer. Good luck.
cheers,
Rolf Tu
ain columns
of your matrix
the resulting matrix will no longer be square and inverting it is
meaningless.
If you have a (numerically) non-singular matrix, then it can, by
definition be inverted.
(And solve() will invert it for you.)
What are you actually trying to accomplish?
cheers,
, i.e. "Heart Attack" onto the mathematical
bit. E.g.:
set.seed(42)
xxx <- rnorm(300,10,2)
hist(xxx,main=bquote(paste("Heart Attack ", bar(x) == .(mean(xxx)
There are probably better ways. And don't ask me for an explanation; i
r(U <= p) = p0, i.e
Pr(h(X) <= p) = p0, so if we take p = h(x) we have
Pr(h(X) <= h(x)) = p0, whence
Pr(X <= x) = p0 as desired.
Still twists my head, but.
cheers,
Rolf Turner
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https
obvious why the procedure using uniroot() works.
I would suggest that you stick with the uniroot() procedure in that it is
readily comprehensible.
cheers,
Rolf Turner
On 10/11/13 03:56, Benjamin Ward (ENV) wrote:
Hi,
Thank you for your answers, I'm not completely sure if it's t
Please ignore. My apologies for the noise.
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented
On 10/05/13 05:15, John Kane wrote:
X[,names(X)[4]] works fine for me. I had never thought of doing this. Neat
idea.
Perhaps I am being obtuse, but how would X[,names(X)[4]] differ from X[,4]?
cheers,
Rolf Turner
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irrelevant.
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
lib=) ???
When I tried that I got a whinge about a lack of "xml2-config". After
sum yumming around
(I use Fedora Linux) I found that
sudo yum install libxml2.x86_64 libxml2-devel.x86_64
did the trick, and I was then able to install XML using install.packages().
cheers
On 09/27/13 11:07, Duncan Murdoch wrote:
On 13-09-26 5:32 PM, Rolf Turner wrote:
Just to add to the confusion, on my system I get NA --- which I
understand to be
the correct value --- from all of min(NA,"bla"), min("bla",NA),
min(c(NA,"bla")), and
min(c("bla
On 09/27/13 10:34, Duncan Murdoch wrote:
On 13-09-26 5:32 PM, Rolf Turner wrote:
Just to add to the confusion, on my system I get NA --- which I
understand to be
the correct value --- from all of min(NA,"bla"), min("bla",NA),
min(c(NA,"bla")), and
min(c("bla
Just to add to the confusion, on my system I get NA --- which I
understand to be
the correct value --- from all of min(NA,"bla"), min("bla",NA),
min(c(NA,"bla")), and
min(c("bla",NA)). When I append the argument na.rm=TRUE to each of the
calls,
I get "bla" from each.
So, no bug in my system
stion, but it should provide the necessary insight).
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and pr
I'm pretty sure that your answer has nothing to do with what the OP was
asking about.
OTOH it's up to the OP to make it clear what he ***is*** asking and he
did not do that.
cheers,
Rolf Turner
On 09/26/13 01:00, João Pedro Alves wrote:
x<-seq(0,2*pi,by=0.01)
y<
On 09/25/13 16:10, David Winsemius wrote:
There is quite a bit of misinformation about the "need for normality",
some of it presented by Six Sigma "experts" or even by college
professors who should know better. One might even say that if you
don't know how to check for normality then there i
On 09/23/13 07:52, Laz wrote:
I was wondering if we could draw some horizontal and vertical lines to
separate the blocks. Is it possible using R?
See fortune("Yoda"). :-)
cheers,
Rolf Turner
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MM!
cheers,
Rolf Turner
P.S. It is inadvisable to use "T" when you mean "TRUE". Write out
"TRUE" in
full. (The name "T" can be over-written, leading to dangers. E.g. "T <-
FALSE" !!!
The name "TRUE" cannot be over-written.)
upper(phi) or lower(phi) ?
Thanks for your help !
RTFM. From ?plotmath:
alpha -- omega Greek symbols
Alpha -- Omega uppercase Greek symbols
cheers,
Rolf Turner
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/Rlib
(if using csh) or
R_LIBS = /home/rolf/Rlib
export R_LIBS
(if using bash).
HTH
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-pro
h your task without getting an off-putting error
message, you proceed in two (three?) steps:
obj_name <- load("Robject.RData")
tempObj <- get(obj_name)
class(tempObj) <- "myClass"
assign(obj_name,tempObj)
HTH
cheers,
R
On 09/11/13 09:16, peter dalgaard wrote:
On Sep 10, 2013, at 22:56 , Rolf Turner wrote:
On 09/11/13 07:54, Davis, Brian wrote:
I'm sure this has been answered before but alas my googlefoo is not that strong.
I have several .Rdata files with a single object in them. I need to set the
number of observations --- which seems to me to be
unlikely --- then you could fit a discrete non-parametric family. (You could
try using the package hmm.discnp.)
cheers,
Rolf Turner
On 09/03/13 02:47, Claus O'Rourke wrote:
Hi r-help,
I have been using your RHmm package for some tim
en very good.
cheers,
Rolf Turner
On 09/04/13 01:08, Michael Meyer wrote:
Greetings,
I am in great anguish as the routine stats::optim shows unexplicable behaviour
of various sorts.
For one it is immune to the choice of optimization method and seems to always
do the same.
The following
install is a
***package*** (not a library)!!! (A library is a collection of packages.)
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R
On 29/08/13 12:10, Ista Zahn wrote:
On Wed, Aug 28, 2013 at 7:44 PM, Steve Lianoglou
wrote:
Hi,
On Wed, Aug 28, 2013 at 3:58 PM, Ista Zahn wrote:
Or go all the way and put
options(stringsAsFactors = FALSE)
at the top your script or in your .Rprofile. This will prevent this
kind of annoyanc
On 29/08/13 05:03, Sarah Goslee wrote:
Yes. Using my rudimentary telepathic powers, I suppose that you also
want to know how to do it, not just whether it has been done. In that
case, perhaps you should look at axis.break() from the plotrix package.
(In response to the question, from S
On 28/08/13 20:17, Prof Brian Ripley wrote:
[That is Microsoft, whose messages are infamously accurate but
maximally uninformative.]
Fortune nomination.
cheers,
Rolf
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Actually what's needed is "deparse(substitute(...))":
file = paste(deparse(substitute(x)),"csv",sep="."))
I have no idea what "deparse" and "substitute" really mean; I just treat
the forgoing as a black box/magic incantation. It
t the two fits are "visually indistinguishable". Both
methods estimate
"a" as 1.061.
cheers,
Rolf
On 22/08/13 12:54, Ben Bolker wrote:
On 13-08-21 05:17 PM, Rolf Turner wrote:
Thott about this a bit more and have now decided that I don't understand
after all.
see how to fit the model without
> transformation.
>
>
> On Tue, Aug 20, 2013 at 2:45 PM, Rolf Turner <mailto:rolf.tur...@xtra.co.nz>> wrote:
>
>
> (1) It is not acceptable to use "wanna" in written English. You
> should say
>
-linear methods, e.g. by applying the function nls().
cheers,
Rolf Turner
On 21/08/13 09:39, Ye Lin wrote:
Hey All,
I wanna to fit a model y~x/(a+x) to my data, here is the code I use now:
lm((1/y-1)~I(1/x)+0, data=b)
and it will return the coefficient which is value of a
however, if I use
ds screwed on right, and answered my
inquiry promptly,
thoroughly and comprehensibly.
I hope this is of some relevance to someone!
cheers,
Rolf Turner
On 12/08/13 06:47, Hasan Diwan wrote:
Any laptop that performs well with Linux will perform acceptably with R and
vice versa. -- H
On 08/08/13 20:27, Jim Lemon wrote:
On 08/08/2013 04:23 PM, Kevin Parent wrote:
Well that almost works, and I didn't know about duplicated() so
thanks for that. However, it only gives me the duplicated values. I
need the original ones too. So the result I want is:
[g,g,m,m,s,s,t,t,u,u,u,v,v,x,
On 05/08/13 03:15, John Kane wrote:
(In a discussion on translating R help pages into other languages.)
Personally I'd like to see the help tranlated into English too.
Fortune nomination.
cheers,
Rolf Turner
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ery minor problem, since I never do anything
useful on Windows machines.
Fortune candidate?
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R
en't got sufficient information to answer
the question that you wish to answer.
I hope that there is some value in the forgoing.
cheers,
Rolf Turner
On 18/07/13 21:50, Eric Jaeger wrote:
Dear all
I have one question that I struggle to find an answer:
Let`s assume I have 2 timeseries of da
amma distribution,
rather than doing least squares, what exactly is the relevance of R-squared
anyway?
cheers,
Rolf Turner
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PLEASE do read the posting guide
On 15/07/13 08:57, Spencer Graves wrote:
You may know that "mixed effects" is another term for "repeated
measurements".
I must of course preface this comment with an "I am no expert"
disclaimer, but I do not
believe that this assertion is correct. It would be more correct, I
beli
I think you ought to take a look at
fortune("Lewis Carroll")
cheers,
Rolf Turner
On 14/07/13 01:45, Simon Zehnder wrote:
Hi Duncan,
thank you very much for your advice! That makes it all work.
I check in addition for a "title" argument in the devic
ning the name of an object with a full stop
is to make that
object "invisible" to ls(). I.e. if you do an ls() of the environment
in which that object
"lives" then you will *not* see the name of that object unless you do
ls(.,all.names=TRUE)
See help(ls).
che
On 11/07/13 17:57, Prof Brian Ripley wrote:
> On 11/07/2013 01:22, David Winsemius wrote:
>>
>> On Jul 10, 2013, at 4:37 PM, Lucy Leigh wrote:
>>
>>> Hi,
>>> I have had a look at the manual but it makes no sense to me. I have
>>> downloaded RTools, and the InnoSetup,
>>> but I don't understand how
It is possible that splinefun() is what you are looking for.
cheers,
Rolf Turner
On 10/07/13 22:29, Xiaoyu Lu wrote:
Hi,
I want to find a functional form for my data. I have tried smoothing and
obtained a kinda perfect fit.
However, I can only draw it but cannot call it.
es --- you should easily be able to see how to
extract the
items that you desire.
(6) In respect of changing the margins, see the help for plot.fasp. Does
the argument mar.panel do what you want?
cheers,
Rolf Turner
__
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logistf
package. If you don't know, do some study and find out. You could also
try to contact the package maintainer.
(4) Your subject line is misleading. You are simply replying to replies to
a previous query (which has really nothing to do with
Please (for crying out loud!) use a meaningful subject line!!! This
list is called "r-help"!!! Using a subject line of "Help" is completely
vacuous.
cheers,
Rolf Turner
On 04/07/13 20:33, Aboagye-sarfo, Patrick wrote:
I am trying to download packages and the
t;) # Yields 1.
So I am mystified by the output of ccf().
Perhaps someone would care to explain .
Or perhaps not. :-)
cheers,
Rolf Turner
[[alternative HTML version deleted]]
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to calculate or give me some
advise about my problem?
Another nominee for the "Obtuse Question of the Month" award.
cheers,
Rolf Turner
P.S. I.e. read the posting guide.
R. T.
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htt
t; has
some capabilities in this regard, but I have no experience with it and
cannot
advise.
cheers,
Rolf Turner
On 02/07/13 05:37, Naser Jamil wrote:
Dear R-user,
May I seek your help, please. I have two matrices, u and v, elements of
which are some functions
of x. I just want to mu
On 30/06/13 15:58, Greg Snow wrote:
If you want to write really confusing code it is possible to do:
`1` <- 2
`1` + 1
and things like that, but it is probably a good idea not to.
Fortune?
cheers,
Rolf
__
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served
symbols, like TRUE, Inf, etc.?
I rather enjoy being able to set
pi <- 3
:-)
cheers,
Rolf Turner
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PLEASE do read the posting guide http://www.R-pr
y
and avoiding confusion, to give a data set set the same name as a function
(either built in, or one of your own).
fortune("dog")
is relevant.
cheers,
Rolf Turner
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I hope that Robert Gentleman is currently getting a thrill. :-)
[See fortune("lexical scoping").]
cheers,
Rolf Turner
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PLEASE do read the pos
= ..." syntax (of which you quite
understandably
say you are "unsure") anyhow? The arima() function has no such argument.
cheers,
Rolf Turner
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On 19/06/13 23:24, R. Michael Weylandt wrote:
On Wed, Jun 19, 2013 at 12:04 PM, Yanyuan Zhu wrote:
Hello all, now I'm trying to switch from Excel to R to deal with the data,
and as a newbie i got the problem as follows.
suppose I have a data named "test"
test<- data.frame(year=c(1996:2011),
Y=
The r-help list should institute a prize for "Most Obtuse Question
of the Month". This one should be a shoe-in for the June 2013 prize.
cheers,
Rolf Turner
On 16/06/13 12:08, Graham McDannel wrote:
I am attempting to optimize a function I have developed using op
re added to the package.)
The *.Rd file can be called anything you like (as long as it ends in
".Rd" and
doesn't conflict with other *.Rd filled. However a fairly common convention
is to name the file "melvin-internal.Rd" where "melvin" is the name
Your question makes no sense at all. The grid expansion
has 9 rows. In case you hadn't noticed, 9 is an odd number
(i.e. not divisible by 2). There are no "halves".
Do not expect the list to read your mind. Instead, ask a
meaningful question.
cheers,
Rolf Turn
should interpret the exhortation "RTFM" when it is
inflicted upon one.
After a few millennia it gets easier! :-)
cheers,
Rolf Turner
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PLEASE do
more sense in terms of your simulated data
to use:
mu <- c(2.4,1.3)
I haven't looked at your code below any further. Too much of a mess.
cheers,
Rolf Turner
L <- function(par,x,y) {
return (-sum(log(par[4]*dmvnorm(XY, mean=c(1,1), sigma= matrix(c(par[1],
par[1]*par[2]*par[3],par[1]*
luated in same frame
S+> .Last.value
[1] 240
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf
Of Rolf Turner
Sent: Friday, June 07, 2013 4:17 PM
To: Duncan Murdoch
Cc: r-h
On 07/06/13 23:05, Duncan Murdoch wrote:
> On 13-06-06 6:22 PM, Rolf Turner wrote:
>> On 07/06/13 03:19, Scott Raynaud wrote:
>>> I actually had tried placing arguments in the call but it didn't
>>> work. However, I did
>>> not think about writing i
you will see
[1] -0.9165215
In Splus, IIRC, the print() call is unnecessary. I.e. you would get the
same
result by sourcing "melvin" and "clyde".
Current Splus users may correct me if I am wrong about this.
cheers,
Rolf Turner
_
see in line below.
cheers,
Rolf Turner
On 17/05/13 03:05, Belair, Ethan D wrote:
I have a dataframe that I am attempting to analyze using the lmList() function
in package lme4. I'm using this funciton to select which parameters in this
model wqarrant random effects. I have a subset of the d
uns as expected.
Any thoughts?
My main thought is that you should supply a reproducible example
(as the footer at the bottom of every r-help message reminds you)
and explain where TF the function makePSOCKcluster() comes from.
cheers,
Rolf
On 30/04/13 08:34, MacQueen, Don wrote:
Just to add a little, don't get distracted by the return() function.
Functions return the value of their final expression, provided it isn't an
assignment.
Note that functions still return the value of their final expression even
if it is an assignment.
On 26/04/13 03:40, Terry Therneau wrote:
(In response to a question about computing "type III sums of squares in a
Cox regression):
If you have customers who think that the earth is flat, global warming
is a conspiracy, or that type III has special meaning this is a
re-education issue,
Sorry, this list has a "No homework" policy.
Please ask your lecturer or tutor about this.
cheers,
Rolf Turner
On 25/04/13 14:18, Andrew Cochrane wrote:
I'm a student currently working with the *sleepstudy* dataset in
matrix.pkg. It deals with the reaction times of
Fortune nomination.
cheers,
Rolf
On 23/04/13 08:31, Bert Gunter wrote:
(In response to a question about inferring causality from
observational data.)
As others have said:
(Short answer) No.
(Long Answer) Don't be ridiculous.
_
See also:
fortune("celebrity")
cheers,
Rolf Turner
On 22/04/13 07:32, Joshua Wiley wrote:
Hi,
No that is not really possible for several reasons. One is that these
posts are not archived on just one web server. There are multiple
archives managed by differ
t arise, R
creates
the dummy variables that it uses automagically , behind the scenes, from
the *factors*
whose levels correspond to the dummy variables.
Summary: Learn about and understand *factors*; forget about dummy
variables.
cheers,
R
53666
which look to be in "reasonable" agreement with the "true" values.
Note though that states 2 and 3 have been swapped. This happens.
cheers,
Rolf Turner
On 16/04/13 13:13, Richard Philip wrote:
Hi,
I am having difficulties estimating the parameters of a HMM
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