)
Would be effectively testing for a trend in odds ratios?
Do I have to fiddle with contrasts to make sure I am testing the correct
parameter?
Thanks
Nicholas
On Sat, 16 Jun 2007 11:14:12 -0500, Frank E Harrell Jr
[EMAIL PROTECTED] said:
Nicholas Lewin-Koh wrote:
Hi,
I am doing a retrospective
Hi,
I am doing a retrospective analysis on a cohort from a designed trial,
and I am fitting
the model
fit-glmD(survived ~ Covariate*Therapy + confounder,myDat,X=TRUE,
Y=TRUE, family=binomial())
My covariate has three levels (A,B and C) and therapy has two
(treated and control), confounder is a
Hi,
I just saw this thread. This issue, and the larger scale issue of open
source in industry
is being addressed. One has to realize that the behemoth that is the
clinical aperatus
of the pharma industry is very conservative and very slow to change. In
many cases
switching to R would meean
Hi,
Before I write code to do it does anyone know of code for fitting
mixtures of multivariate-t distributions.
I can't use McLachan's EMMIX code because the license is For non
commercial use only.
I checked, mclust and flexmix but both only do Gaussian.
Thanks
Nicholas
Hi,
Actually that was my plan was to implement a new flexmix class.
Thanks for the pointer to the jss paper, that will be helpful.
Nicholas
On Thu, 8 Sep 2005 23:07:13 +0200, Achim Zeileis
[EMAIL PROTECTED] said:
On Thu, 08 Sep 2005 15:38:55 -0500 Nicholas Lewin-Koh wrote:
Hi,
Before I
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
, Douglas Bates [EMAIL PROTECTED]
said:
On 7/19/05, Nicholas Lewin-Koh [EMAIL PROTECTED] wrote:
Hello,
I am writing a set of functions to do prediction and calibration
intervals
for at least the subset of selfstarting models if not some more general
ones.
I need to be able to extract
Hi,
I am writing some basic smoothers in R for cleaning some spectral data.
I wanted to see if I could get close to matlab for speed, so I was
trying to compare SparseM
with Matrix to see which could do the choleski decomposition the
fastest.
Here is the function using SparseM
difsm - function(y,
Hi,
I am trying to install and get RSPerl running so that we can use it
locally in
some of our scripts. I have followed the directions in the documentation
and fixed some of the problems I found in the archives like the
bootstrap problem.
I am using R 1.9.0 and RSPerl 0.5-7
Here is the problem:
Hi James,
You can try the hexbin package at www.bioconductor.org. Do the following
bin-hexbin(x,y)
## This will give you hexagonal bins of the data
binsm-smooth.hexbin(bin)
plot(binsm)
This is an approximation to what you want. The other way is to use a 2d
bspline
on the bin center of masses of
.
difsm - function(y, lambda, d){
# Smoothing with a finite difference penalty
# y: signal to be smoothed
# lambda: smoothing parameter
# d: order of differences in penalty (generally 2)
# Paul Eilers, 2002, ported from matlab by Nicholas Lewin-Koh
require(SparseM)
m - length(y)
E
Hi
I am using R 1.7.1 on RH linux 9.0
sum(unlist(lapply(ls(),function(x)object.size(get(x)/1024^2
[1] 2.424263
so I am not using much memory (I have a gig of ram on my machine)
now in nlme
gtest-groupedData(log(X8)~Time|sub,all[,c(names(all)[1:9],X8)],outer=~A*B)
object.size(gtest)/1024
wrote:
Nicholas Lewin-Koh [EMAIL PROTECTED] writes:
Hi,
Am I hitting some limit in match? Consider the following example:
tst-seq(100,125,by=.2)%in%seq(0,800,by=.1)
sum(tst)
[1] 76
Gives the correct answer. Did I miss something?
The fact that 1/5 and 1/10 are not represented
of the two types
in R's ordering, logical integer numeric complex
character) before matching.
Nicholas
On Mon, 2003-04-07 at 11:10, Nicholas Lewin-Koh wrote:
Hi,
Thanks, I should have thought of that. If I do
tst-(10*seq(100,125,by=.2))%in%(10*seq(0,800,by=.1))
sum(tst)
[1] 122
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