I have used your R-Tcl/Tk Examples. (Thanks! The ideas
were much appreciated.)
I am from the United Kingdom.
David
--
Professor David Firth
http://www.warwick.ac.uk/go/dfirth
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On Thursday 02 February 2006 12:53, you wrote:
...
[PLEASE REPLY _OFF_ THE LIST, i.e. DON'T CC to
[EMAIL PROTECTED]
oops! I just realised that I hit the wrong button and
replied to r-help just now...
Sorry!
I guess that *is* one of the perils of sending a request
such as this to a mailing
to be on a scale for
which the zero value has a special meaning, in order to
allow the above model to make sense. But presumably you
have thought about this already.
Hoping that helps,
David
--
Professor David Firth
http://www.warwick.ac.uk/go/dfirth
--
Professor David Firth
http://www.warwick.ac.uk/go/dfirth
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R-help@stat.math.ethz.ch mailing list
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
such as BFGS
(see ?optim for a reference on the algorithm).
I hope that helps. Please feel free to contact me off the list if
anything is unclear.
Kind regards,
David
--
Professor David Firth
http://www.warwick.ac.uk/go/dfirth
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R-help@stat.math.ethz.ch
On 27 Oct 2005, at 09:18, jinlong li wrote:
dear community,
I am a beginer in R , and can't predict with logistic model in
package
logistf,
Not exactly the answer to your question, but an alternative to the
logistf package, which purports to do similar things, is brlr (which
does
On 2 Jul 2005, at 06:01, Spencer Graves wrote:
The issue is not 30 observations but whether it is possible to
perfectly separate the two possible outcomes. Consider the following:
tst.glm - data.frame(x=1:3, y=c(0, 1, 0))
glm(y~x, family=binomial, data=tst.glm)
tst2.glm -
On 30 Jun, 2005, at 21:20, Stephen Choularton wrote:
Hi
Is there some function R that multiplies each coefficient by the
standard deviation of the corresponding variable and produces a
ranking?
Possibly you meant un-signed coefficients? In which case something like
function(model)
Dear Henric
I do not have a ready stock of other examples, but I do have my own
version of a family function for this, reproduced below. It differs
from yours (apart from being a regular family function rather than
using a modified quasi) in the definition of deviance residuals.
These
Dear Johannes
I have noticed the same complaint, and you are right that it can be
unconnected with faulty S3 methods, etc., in your package.
For example, in my relimp package (current version 0.9-1, new on CRAN
today) the DESCRIPTION file has
Suggests: tcltk
and that works fine (ie it passes
I was surprised by this (in R 2.0.1):
a - ordered(-1:1)
a
[1] -1 0 1
Levels: -1 0 1
model.matrix(~ a)
(Intercept) a.La.Q
1 1 -7.071068e-01 0.4082483
2 1 -9.073800e-17 -0.8164966
3 1 7.071068e-01 0.4082483
attr(,assign)
[1] 0 1 1
2005, David Firth wrote:
I was surprised by this (in R 2.0.1):
a - ordered(-1:1)
a
[1] -1 0 1
Levels: -1 0 1
model.matrix(~ a)
(Intercept) a.La.Q
1 1 -7.071068e-01 0.4082483
2 1 -9.073800e-17 -0.8164966
3 1 7.071068e-01 0.4082483
attr(,assign)
[1
See below for the reply I sent you when you asked me this earlier today.
David
On 16 Jan 2005, at 20:22, ebashi wrote:
Dear R users;
I'm trying to use CGIwithR on a linux machine, I have
followed the instructions on the package manual but
still it does not run,
the message that I get is as
Is there a reliable way to link to a vignette or other overview
document, which has been included in the inst/doc directory of a
source package, within a package help file in Rd format?
or maybe link to an index of such documents?
David
Professor David Firth
Dept of Statistics
University
On 21 Dec, 2004, at 13:09, Haynes, Maurice (NIH/NICHD) wrote:
Dear list members,
Where can I find code for computing the p*p variance-covariance
matrix given a vector of p variances (ordered varA, varB, ...,
varp) and a vector of all possible correlations (ordered corAB,
corAC, ..., corp-1,p)?
On 23 Sep 2004, at 01:36, array chip wrote:
Hi, how can I do multinomial logistic regression in R?
I think glm() can only handle binary response
variable, and polr() can only handle ordinal response
variable. how to do logistic regression with
multinomial response variable?
Perhaps multinom() in
On Wednesday, Sep 22, 2004, at 03:42 Europe/London, roger koenker wrote:
What is the current state of the R-art for ordered probit models, and
more
esoterically is there any available R strategy for ordered cauchit
models,
i.e. ordered multinomial alternatives with a cauchy link function.
MCMC
On Thursday, May 6, 2004, at 16:01 Europe/London, Samuelson, Frank*
wrote:
Here's a related question: Do any of the mentioned R-web interfaces
(Rweb, R-Online, CGIwithR, RSPerl) support reusing the same R process,
eliminating the startup overhead? This would be useful to me as well.
Currently
On Wednesday, May 5, 2004, at 18:09 Europe/London, foobar wrote:
Hi R-helpers
Has anyone had any experience doing CGI or Servlets or using an httpd
server in R?
yes. See the R FAQ, section 4. (Or maybe you already have, in which
case I misunderstood the question...)
Best wishes,
David
Dear Paul
Here are some attempts at your questions. I hope it's of some help.
On Tuesday, Mar 16, 2004, at 06:00 Europe/London, Paul Johnson wrote:
Greetings, everybody. Can I ask some glm questions?
1. How do you find out -2*lnL(saturated model)?
In the output from glm, I find:
Null
On Tuesday, Mar 16, 2004, at 14:51 Europe/London, BXC (Bendix
Carstensen) wrote:
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of David Firth
Sent: Tuesday, March 16, 2004 1:12 PM
To: Paul Johnson
Cc: [EMAIL PROTECTED]
Subject: Re: [R] glm questions
Dear
On Tuesday, Mar 16, 2004, at 15:15 Europe/London, Rolf Turner wrote:
David Firth wrote (in response to a question from Paul Johnson):
On the more general point: yes, if all that students need to know is
OLS, Poisson rate models and logistic regression, then GLM is
overkill.
I couldn't agree
On Tuesday, Mar 16, 2004, at 20:28 Europe/London, Paul Johnson wrote:
I'm confused going back and forth between the textbooks and these
emails. Please pardon me that I seem so pedantic.
I am pretty certain that -2lnL(saturated) is not 0 by definition.
I'm pretty certain of that too.
In the
, \ldots$ are iid $N(0, \tau^2)$.
Any suggestions would be welcomed.
David
Professor David Firth
Dept of Statistics
University of Warwick
Coventry CV4 7AL
United Kingdom
Voice: +44 (0)247 657 2581
Fax: +44 (0)247 652 4532
Web: http://www.warwick.ac.uk/go/dfirth
before it appears in a
finished package
David Firth wrote:
Are there facilities in R or packages to estimate the parameters of
a (generalized) linear mixed model like this one: the design is
crossed, and response $y_{ij}$ relates to fixed and random effects
through a linear predictor
On Sunday, Jan 25, 2004, at 18:06 Europe/London, (Ted Harding) wrote:
On 25-Jan-04 Guillem Chust wrote:
Hi All,
When I tried to do logistic regression (with high maximum number of
iterations) I got the following warning message
Warning message:
fitted probabilities numerically 0 or 1 occurred
better to maximize a different criterion (eg a penalized
likelihood, with a purposefully chosen penalty function) rather than
stop the MLE algorithm prematurely and arbitrarily?
I hope this helps!
David
Professor David Firth
Dept of Statistics
University of Warwick
Coventry CV4 7AL
United Kingdom
If the model is called mymodel, you could do
summary(mymodel)$coefficients[,2]
or
sqrt(diag(vcov(mymodel)))
This gives the estimated standard errors of the coefficients, which I
think is what you wanted.
David
On Thursday, Jan 22, 2004, at 20:35 Europe/London, jenny smith wrote:
Hi,
The function showData() in the relimp package does something like this
(and has a go at your bonus question), in a Tk widget. It's far from a
polished product, but gives some idea of what can be done using the
tcltk package. Usage is, for example,
data(trees)
showData(trees)
It will be
I am puzzled by this (with R --vanilla):
test - function(formula, ...) lm(formula, ...)
test(1:4 ~ 1, offset=rep(1,4))
Error in eval(expr, envir, enclos) : ..1 used in an incorrect
context, no ... to look in
test(1:4 ~ 1, weights=rep(1,4))
Error in eval(expr, envir, enclos) : ..1
On Wednesday, Sep 10, 2003, at 18:50 Europe/London, Christoph Lehmann
wrote:
Dear R experts
I have the follwoing data
V1 V2
1 -5.800 0
2 -4.800 0
3 -2.867 0
4 -0.867 0
5 -0.733 0
6 -1.667 0
7 -0.133 1
8 1.200 1
9 1.333 1
and I want to
Gaussian and normal are two different words for the same thing.
The example at
http://www.biostat.wustl.edu/archives/html/s-news/1999-06/msg00125.html
should give you plenty of clues.
David
On Wednesday, Jul 16, 2003, at 16:26 Europe/London, Andrew Barnes wrote:
Having read previous
: David Firth [EMAIL PROTECTED]
Subject: [R] packaged datasets in .csv format
To: [EMAIL PROTECTED]
Message-ID:
[EMAIL PROTECTED]
Content-Type: text/plain; charset=US-ASCII; format=flowed
A couple of questions in connection with using .csv format to
include data in a package:
First
A couple of questions in connection with using .csv format to include
data in a package:
First, the background. The data() function loads data from .csv
(comma-separated values) files using
read.table(..., header = TRUE, sep = ;)
But ?read.table says
## To write a CSV file for input
A couple of questions in connection with using .csv format to include
data in a package:
First, the background. The data() function loads data from .csv
(comma-separated values) files using
read.table(..., header = TRUE, sep = ;)
But ?read.table says
## To write a CSV file for input
CGIwithR works only on unix-like operating systems. Not Windows.
David
On Wednesday, Apr 2, 2003, at 14:12 Europe/London, Gianluca Emireni
wrote:
Hi, I have a (maybe stupid) question... Does CGIwithR package can be
installed in R for Windows to work with a Microsoft IIS web-server? Or
I
need
.
David Firth
Nuffield College
Oxford OX1 1NF
United Kingdom
Phone +44 1865 278544
Fax +44 1865 278621
http://www.stats.ox.ac.uk/~firth
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http://www.stat.math.ethz.ch/mailman/listinfo/r-help
statistics. But no other choice really makes sense
there.
David
quasipoisson - function (link = log)
## Amended by David Firth, 2003.01.16, at points labelled ###
## to cope with negative y values
##
## Computes Pearson X^2 rather than Poisson deviance
##
## Starting values are all equal to the global
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