Liaw, Andy [EMAIL PROTECTED] writes:
I didn't quite understand what you were looking for, but you may want to
check out ave()...
...which is implemented as split-lapply-unsplit (OK, split-).
Andy
From: Thomas Davidoff
Took me a while but I figured out how to put in common values of
I am trying to add confidence (error) bars to lattice barcharts (and
dotplots, and xyplots). I found this helpful message from Deepayan
Sarkar and based teh code below on it:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/50299.html
However, I can't get it to work with groups, as illustrated. I
On 6/25/05, Tim Churches [EMAIL PROTECTED] wrote:
I am trying to add confidence (error) bars to lattice barcharts (and
dotplots, and xyplots). I found this helpful message from Deepayan
Sarkar and based teh code below on it:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/50299.html
There is a function 'simMD()' in 'popgen' library which
simulates a sample of genotype data as follows:
library(popgen)
x - simMD(20, 2, 2, p = NULL, c(0.09, 0.05), ac = 2, beta = 1)
x
, , 1
[,1] [,2]
[1,]11
[2,]11
...
[37,]12
[38,]22
[39,]2
Sotdikov Mansor wrote:
There is a function 'simMD()' in 'popgen' library which
package, not library.
simulates a sample of genotype data as follows:
library(popgen)
x - simMD(20, 2, 2, p = NULL, c(0.09, 0.05), ac = 2, beta = 1)
x
, , 1
[,1] [,2]
[1,]11
[2,]1
Sotdikov Mansor [EMAIL PROTECTED] writes:
There is a function 'simMD()' in 'popgen' library which
simulates a sample of genotype data as follows:
library(popgen)
x - simMD(20, 2, 2, p = NULL, c(0.09, 0.05), ac = 2, beta = 1)
x
...
How can I repeat this function, for example, 1000 times
Afternoon folks:
This question may be a touch off-topic, but I had to start
somewhere.
As I become more proficient with R I would like to play up
the point in the computer skills section of my resume. Can
anybody on the list provide an idea or two as to what might
be an appropriate way to do
Brian Lunergan wrote:
Afternoon folks:
This question may be a touch off-topic, but I had to start
somewhere.
As I become more proficient with R I would like to play up
the point in the computer skills section of my resume. Can
anybody on the list provide an idea or two as to what might
I have some examples on
http://www.maths.lth.se/help/R/ExceptionHandlingInR/
I know that Luke Tierney, who wrote tryCatch(), has some slides on his
homepage at http://www.stat.uiowa.edu/~luke/.
/Henrik
Omar Lakkis wrote:
Does anyone have a good simple or a link to a tutorial in how to use
Part of the R culture is a statement by Simon Blomberg immortalized
in library(fortunes) as, This is R. There is no if. Only how.
I can't see now how I would automate a complete solution to your
problem in general. However, given a specific g(x, n), I would start by
Dear R-help,
I was wondering if somebody has a strong opinion on the following matter:
Would you see appropriate to apply the leave-one-out cross validation techinque
in time series modelling?
Thanks in advance,
Tom
__
Okay, Spencer's response points up my mistake in my
explanation. Let me put the question another way.
Here's the computer skills sections of my cv:
Office Suites: Microsoft Office, Lotus SmartSuite,
OpenOffice
Applications: SAP, Microsoft Project, AutoCAD, DesignCAD
The Internet: Internet
I would hesitate long before doing that. People do similar things,
but:
Cross-validation and bootstrapping become considerably more complicated
for time series data; see Hjorth (1994) and Snijders (1988).
http://www.faqs.org/faqs/ai-faq/neural-nets/part3/section-12.html
I
What I would say might depend on the job and the organizition to
which I was applying. At a minimum, I might list under languages R
(a primary platform of choice for new statistical algorithm development
internationally). This may be too wordy, but knowledge of R gives you
instant
Hi,
In src/nmath/dgamma.c the comment at the top says
* DESCRIPTION
*
* Computes the density of the gamma distribution,
*
* 1/s (x/s)^{a-1} exp(-x/s)
*p(x;a,s) = ---
*(a-1)!
*
* where `s' is the
I don't know Stata, and I don't know if I understand your question.
Consider the following:
(AList - as.list(rep(letters[1:3], 2))
+ )
[[1]]
[1] a
[[2]]
[1] b
[[3]]
[1] c
[[4]]
[1] a
[[5]]
[1] b
[[6]]
[1] c
(unlist(AList))
[1] a b c a b c
table(unlist(AList))
a b c
2 2 2
Spencer: Thank you for the helpful suggestions.
I have another question following some code I wrote. The function below
gives a crude approximation for the x of interest (that value of x such that
g(x,n) is less than 0 for all n).
# // btilda optimize g(n,x) for some fixed x, and then
Could someone identify a function that I might use to perform a
components of variance analysis? In addition to the variance
attributable to each factor, I would also like to obtain the SE of the
variances.
Thank you,
John
John Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
Baltimore VA
As far as I know, the best available is lme in library(nlme). For
more information, see the the following:
Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus
(Springer)
Consider the following example:
set.seed(2)
lot - rep(LETTERS[1:3], each=9)
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