Shengzhe Wu writes:
I have a data set with 15 variables (first one is the response) and
1200 observations. Now I use pls package to do the plsr as below.
[...]
Because the trainSet has been scaled before training, I think Xtotvar
should be equal to 14, but unexpectedly Xtotvar = 16562,
Hi
I think the problem is related to specifying Tratamento both
as a fixed factor and in the error term. I attached a script
with a reproducible example that shows a similar output.
I do not know the details of the original data and the questions
of interest, but maybe a model including
how does one numerically intergate the following:
A=function(x,y)
{
xy
}
over the range: 2x0 4y10
say.
ie how would one set up the integrate function?
i forgot!__
R-help@stat.math.ethz.ch mailing list
Hi Allan
you need adapt() from the adapt package.
library(adapt)
?adapt
adapt(2,lower=c(-2,4),upper=c(0,10),functn=function(z){prod(z)})
value relerr minpts lenwrk ifail
-84 7.38275e-08 165 73 0
NB: untested
HTH
rksh
found a solution: download the rmutil package from :
http://popgen0146uns50.unimaas.nl/~jlindsey/rcode.html
for those that are interested.
note that only works for two dimensions!
/
allan
(ranges was incorrect previously: should be:-2x0 4y10)
Clark Allan wrote:
i solved the problem:
mydf - data.frame(x1=rnorm(100), x2=rnorm(100), x3=rnorm(100))
mydf$y - 0.5 * mydf$x1 + 3 * mydf$x3 + rnorm(100)
fit - glm( y ~ . , data=mydf )
coefficients( summary(fit) )
Estimate Std. Errort value Pr(|t|)
(Intercept) -0.2385855 0.2541498 -0.9387593 3.502103e-01
x1
Dear Bjørn-Helge,
Sorry, I wrote the wrong number of observation. It should be 1184.
I saw on the book that variance is defined by sd^2. If variation is a
different concept from variance and defined by sd^2*(n-1) ? Since I
formerly took variance and variation as the same.
Thank you,
Shengzhe
On Thu, 1 Sep 2005 13:09:00 + (GMT), Caio Lucidius Naberezny
Azevedo wrote:
CLNA
CLNA Could anyone tell me if there is any package (or function) that
CLNA generates values from a multivariate skew normal distribution?
try the following
library(sn)
location - c(20,4) # e.g. for a
Hi, all!
Anyone know an easy way to specify the following model.
Panel dataset, with stock through time, by firm.
I want to run a model of y on a bunch of explanatory variables, and one
dummy for each firm, which is 1 for observations that come from firm i,
and 0 everywhere else. I have over
Dear expeRts,
there is obviously a general trend to use model comparisons, LRT and AIC
instead of Wald-test-based significance, at least in the R community.
I personally like this approach. And, when using LME's, it seems to be
the preferred way (concluded from postings of Brian Ripley and
I'm looking for a Windows distribution of TeX that works with R, after a
few years' absence from Windows. On Duncan Murdoch's Rtools page fptex is
still recommended, but it turns out that fptex is defunct as of May 2005,
see
http://www.metz.supelec.fr/~popineau/xemtex-7.html
So, what is
Dear helpeRs,
I seem to be a little bit confused on the result I am getting from the
few codes below:
u=v=seq(0,1,length=30)
u
[1] 0. 0.03448276 0.06896552 0.10344828 0.13793103 0.17241379
[7] 0.20689655 0.24137931 0.27586207 0.31034483 0.34482759 0.37931034
[13] 0.41379310 0.44827586
With my windows installation, MikTeX works fine, without any problem
in compiling packages documentation.
Antonio, Fabio Di Narzo.
2005/9/5, Göran Broström [EMAIL PROTECTED]:
I'm looking for a Windows distribution of TeX that works with R, after a
few years' absence from Windows. On Duncan
Hi,
Göran Broström wrote:
So, what is suggested? TUG (tug.org) recommends something called proTeXt,
which is said to be based on MiKTeX, for Windows users. Since MikTeX
could be used with R, that sounds like a good alternative.
Any comments to that?
I've been using MikTeX on Windows for
Dear R-users,
We'd like to announce the release of our new package grouped
(available from CRAN), for fitting models for grouped or coarse data,
under the Coarsened At Random assumption. This is useful in cases
where the true response variable is known only up to an interval in
which it lies.
[EMAIL PROTECTED] wrote:
I'm looking for a Windows distribution of TeX that works with R,
after a few years' absence from Windows. On Duncan Murdoch's Rtools
page fptex is still recommended, but it turns out that fptex is
defunct as of May 2005,
see
Hey, everyone,
I am using proportional odds model for ordinal responses in dose-response
experiments. For some samll data, SAS can successfully provide estimators of
the parameters, but the built-in function polr() in R fails. Would you like to
tell me how to make some change so I can use
Thomas Petzoldt wrote:
Miktex can be used with WinEDT, Emacs, Texniccenter and others as editor.
Slightly off topic, if you want to get MikTeX working with Emacs and
ESS, the Claus Dethlefsen has a wonderful web site (in fact, best
website on this topic IMHO)
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
You can turn the identity vector of the firms into a factor and do lm
Jean
On Mon, 5 Sep 2005, Tobias Muhlhofer wrote:
Hi, all!
Anyone know an easy way to specify the following model.
Panel dataset, with stock through time, by firm.
I want to run a model of y on a bunch of
So are you guys saying to me that if I have variable firm which is the
factor of all firm identifiers, I could just go
lm(y ~ x + firm)
and that will implicitly include a dummy for each level of factor firm,
thus making this a fixed effects (aka LSDV) model?
T
Jean Eid wrote:
You can turn
On 9/5/05, Thomas Petzoldt [EMAIL PROTECTED] wrote:
Dear expeRts,
there is obviously a general trend to use model comparisons, LRT and AIC
instead of Wald-test-based significance, at least in the R community.
I personally like this approach. And, when using LME's, it seems to be
the
[[ Please use a meaningful subject line. Thank you. ]]
Dominique,
I am unable to reproduce your example in R-2.1.1. Can you reproduce this
in a fresh session of R and state which version are you using ?
u - v - seq(0, 1, length=30)
f - function(x, y){ cp=max(x+y-1,0) }
z - outer(u, v, f)
Dear all,
I am interested in performing survival analyses with an area-level random
effect (frailty term for each area of residence of individuals). I am using
coxph, and include a frailty term in the model. Here is my model:
mdcox-coxph(Surv(time,censor)~ gender + age + frailty(area,
On 05-Sep-05 Dominique Katshunga wrote:
Dear helpeRs,
I seem to be a little bit confused on the result I am getting from the
few codes below:
u=v=seq(0,1,length=30)
u
[1] 0. 0.03448276 0.06896552 0.10344828 0.13793103 0.17241379
[7] 0.20689655 0.24137931 0.27586207 0.31034483
On 9/5/05, Göran Broström [EMAIL PROTECTED] wrote:
I'm looking for a Windows distribution of TeX that works with R, after a
few years' absence from Windows. On Duncan Murdoch's Rtools page fptex is
still recommended, but it turns out that fptex is defunct as of May 2005,
see
On Tue, Sep 06, 2005 at 12:07:21AM +1000, Ko-Kang Kevin Wang wrote:
Slightly off topic, if you want to get MikTeX working with Emacs and
ESS, the Claus Dethlefsen has a wonderful web site (in fact, best
website on this topic IMHO) http://www.math.auc.dk/~dethlef/Tips/
Thanks for that tips,
You will need to ensure that firm is a factor and not numerical (i.e.
continuous). Here is an example
firm - factor( sample(1:3, 20, replace=T) )
x1 - runif(20)
y- rnorm(20)
summary( fit - lm( y ~ -1 + x1 + firm ) )
...
Coefficients:
Estimate Std. Error t value Pr(|t|)
here's an example
data(iris)
iris1-iris
iris1$setosa-0
iris1[iris1$Species%in%setosa, setosa]-1
iris1$versicolor-0
iris1$virginica-0
iris1[iris1$Species%in%virginica, virginica]-1
iris1[iris1$Species%in%versicolor, versicolor]-1
iris1-iris1[, !colnames(iris1)%in%Species]
On 9/5/05, Clark Allan [EMAIL PROTECTED] wrote:
how does one numerically intergate the following:
A=function(x,y)
{
xy
}
over the range: 2x0 4y10
say.
ie how would one set up the integrate function?
i forgot!
In this particular case its separable so you could
That's great. In your example, the aov fit is following by a warning:
res2 - aov(y ~ fix + Error(fix/R1/R2), data = dat)
Warning message:
Error() model is singular in: aov(y ~ fix + Error(fix/R1/R2), data = dat)
Moreover, to test whether your change was statistically
Hi,
I'm using mda library to solve a discriminant
analysis. I get results, but the thing is that I want
to use Fisher's method to obtain the classification
functions and I'm lost in what I should do: libraries
to use, ... Can anybody give me a clue??
Thanks.
Carlos Niharra López
On Mon, 5 Sep 2005, [EMAIL PROTECTED] wrote:
A trap easy to fall into!
So easy, in fact, that it's a FAQ.
-thomas
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
See this thread
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/34951.html
Sorry, my memory has not improved since then but there are others on
this list who know better this than myself.
Regards, Adai
On Mon, 2005-09-05 at 18:15 +0200, C NL wrote:
Hi,
I'm using mda library to solve a
Goran wrote
The consensus (so far) seems to be to stick to MikTeX and skip proTeXt.
Thanks for all the input.
Well, nothing against MikTeX, but ProteXt also works fine with R.
Peter
Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core
Center for Drug Use and HIV Research
I've spent quite a lot of the day trying to construct a fairly
standard line plot in R, and I have the feeling there is a simple way
that I haven't discovered.
I have a large vector of measurements (TIME), and each measurement
falls into one of three categories (PHASE). For each PHASE
howzit dom
i just saw your mail now!
i tried the following and got an error:
u=v=seq(1,3)
u
[1] 1 2 3
v
[1] 1 2 3
f=function(x,y){max(x+y-1,0)}
z=outer(u,v,f)
Error in outer(u, v, f) : dim- : dims [product 9] do not match the
length of object [1]
it seems s if r is not performing
Hi
Is there anyone who can help a reporter (me) with the following:
I want to use the bivirate k-function to determin if burgerbars are
clustered around schools.
To that purpose Ive been told to use the bivirate k-function, but my
program Arcview doesnt contain that.
Im stuck on a dead
Goran wrote
The consensus (so far) seems to be to stick to MikTeX and skip proTeXt.
Thanks for all the input.
Just to clarify, I have never used proTeXt and my comment was based
on having used fptex and MiKTeX and the fact that the batchfiles distribution
provides specific additional R
Dang! That's awesome!
Being at the end of an empirical PhD in which all the econometrics was
done in R, I was already a longtime R enthusiast, but you never stop
learning more neat features!!!
YAY to everyone involved in R's development
Toby
Adaikalavan Ramasamy wrote:
You will need
On 9/5/05, Gabor Grothendieck [EMAIL PROTECTED] wrote:
Goran wrote
The consensus (so far) seems to be to stick to MikTeX and skip proTeXt.
Thanks for all the input.
Just to clarify, I have never used proTeXt and my comment was based
on having used fptex and MiKTeX and the fact that
Dear Professor Bates,
Thanks, that will probably do the job.
By the way, how to cite lme4 in my work?
Shige
On 8/31/05, Douglas Bates [EMAIL PROTECTED] wrote:
On 8/30/05, Shige Song [EMAIL PROTECTED] wrote:
Dear All,
Can anyone give me some hints about how to set starting values for
On Mon, Sep 05, 2005 at 01:55:39PM -0400, Peter Flom wrote:
Goran wrote
The consensus (so far) seems to be to stick to MikTeX and skip proTeXt.
Thanks for all the input.
Well, nothing against MikTeX, but ProteXt also works fine with R.
I have made some studying; it seems as if proTeXt
On 9/5/05, Göran Broström [EMAIL PROTECTED] wrote:
On Mon, Sep 05, 2005 at 01:55:39PM -0400, Peter Flom wrote:
Goran wrote
The consensus (so far) seems to be to stick to MikTeX and skip proTeXt.
Thanks for all the input.
Well, nothing against MikTeX, but ProteXt also works fine
On Mon, 5 Sep 2005, Michael Holm wrote:
Hi
Is there anyone who can help a reporter (me) with the following:
I want to use the bivirate k-function to determin if burgerbars are
clustered around schools.
To that purpose Ive been told to use the bivirate k-function, but my
program
On 9/5/05, Shige Song [EMAIL PROTECTED] wrote:
Dear Professor Bates,
Thanks, that will probably do the job.
OK, I will add that capability.
By the way, how to cite lme4 in my work?
For now I suggest citing either the package itself or the R News
article that I wrote about it.
I'm not familiar with the term partial association model, and I
don't have the Sloane and Morgan paper you cite. Neither Google nor
RSiteSearch(partial association model) produced anything that looked
to me like what you were asking.
Part of the R culture is that one can
Hi,
I am having trouble debugging this one. The code is attached below, but
it seems to be a problem at the
C-tk interface. If I run this 1 time there are no problems if I run it
more than once I start to get warnings
that increase in multiples of 11 everytime I run it. Here is a sample
session
Thanks for providing such a concise example. I ran your example and
got the same error message with R 2.1.1 patched and with the MASS
package version 7.2-19. Moreover, I got the same error with the
following simplification:
test1 = polr(rating ~ X1)
summary(test1)
There
Göran Broström wrote:
I'm looking for a Windows distribution of TeX that works with R, after a
few years' absence from Windows. On Duncan Murdoch's Rtools page fptex is
still recommended, but it turns out that fptex is defunct as of May 2005,
see
Hello,
I need to perform a robust regression on data which contains errors in BOTH
observations and regressors. Right now I am using rlm from the MASS package
with 'method=MM' and get visually very nice results. MASS is quite clear,
however, that the described methodologies are only applicable to
Dear Professor Bates,
Thank you very much for the help. I cannot waiting to see your new book!
Best,
Shige
On 9/6/05, Douglas Bates [EMAIL PROTECTED] wrote:
On 9/5/05, Shige Song [EMAIL PROTECTED] wrote:
Dear Professor Bates,
Thanks, that will probably do the job.
OK, I will add
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