I have a dataset which I am trying to smooth, using locally weighted
regression. The y values are count data, integers with Poisson
distribution, and it is important for the regression function to know
this, since assuming a Gaussian distribution will lead to substantial
errors. It is a time
Hi
I knew I encountered it somewhere. Looking into my archives gave me
an answer of similar question by Prof.Ripley
So here you are
df[eval(parse(text=paste(c(,df2[2,g], ,]
?eval
?parse
HTH
Petr
On 1 Jan 2006 at 23:27, Mikkel Grum wrote:
Date sent: Sun, 1 Jan 2006
Kort, Eric wrote:
Kjetil Halvorsen wrote...
Readers of this list might be interested in the following commenta about R.
In a recent report, by Michael N. Mitchell
http://www.ats.ucla.edu/stat/technicalreports/
says about R:
Perhaps the most notable exception to this discussion is R, a
On 1/2/06, Thomas L Jones [EMAIL PROTECTED] wrote:
I have a dataset which I am trying to smooth, using locally weighted
regression. The y values are count data, integers with Poisson
distribution, and it is important for the regression function to know
this, since assuming a Gaussian
Dear All,
I'm a Marine Biologist using R (in a most informal and applied way) for a
couple of years. Actually, I've been using R to analyse the results supporting
my thesis. I would like to put together (in the same file) the data (.txt
files) and the scripts files (.R files) for each
Hi all!
I've got a datstructure like this:
subject week value
1 1 4
2 1 8
3 1 3
4 1 5
1 2 5
2 2 6
3 2 2
4 2 6
1 3 3
2 3 7
3 3 3
4 3 7
I'd like to
On Mon, 2 Jan 2006, Eduardo Esteves wrote:
Dear All,
I'm a Marine Biologist using R (in a most informal and applied way) for
a couple of years. Actually, I've been using R to analyse the results
supporting my thesis. I would like to put together (in the same file)
the data (.txt files)
Here is one way of doing it:
x # your data
subject week value
111 4
221 8
331 3
441 5
512 5
622 6
732 2
842 6
913 3
10 23 7
11 3
Kare Edvardsen wrote:
Hi all!
I've got a datstructure like this:
subject week value
1 1 4
2 1 8
3 1 3
4 1 5
1 2 5
2 2 6
3 2 2
4 2 6
1 3 3
2 3 7
3 3 3
4 3
Dear R users,
I am interested in the expected survival probabilities of an example person,
calculated on the basis of a Cox model with shared frailty. The example person
has covariate values equal to zero and a frailty term equal to its expected
value. I calculate the expected survival
1. You can use dput. Suppose x is a data frame. Then dput(x)
will output x as R code. e.g.
dput(head(iris))
structure(list(Sepal.Length = c(5.1, 4.9, 4.7, 4.6, 5, 5.4),
Sepal.Width = c(3.5, 3, 3.2, 3.1, 3.6, 3.9), Petal.Length = c(1.4,
1.4, 1.3, 1.5, 1.4, 1.7), Petal.Width = c(0.2,
Hello all,
I would like to fit a mixed effects model, but my response is of the
negative binomial (or overdispersed poisson) family. The only (?)
package that looks like it can do this is glmm.ADMB (but it cannot
run on Mac OS X - please correct me if I am wrong!) [1]
I think that glmmML
Constantinos Antoniou antoniou at central.ntua.gr writes:
Hello all,
I would like to fit a mixed effects model, but my response is of the
negative binomial (or overdispersed poisson) family. The only (?)
package that looks like it can do this is glmm.ADMB (but it cannot
run on
On 1/2/06, Philippe Grosjean [EMAIL PROTECTED] wrote:
Kort, Eric wrote:
Kjetil Halvorsen wrote...
Readers of this list might be interested in the following commenta about R.
In a recent report, by Michael N. Mitchell
http://www.ats.ucla.edu/stat/technicalreports/
says about R:
Hi All.,
Following on from all the help I received earlier ..
Just so as you know a well known text book (TF) uses repeated
observations
- I think perhaps they meant repeated measures in retrospect
I am a total beginer to ARIMA, but have read a a basic text.
I read that ARIMA requires a
That's a good idea.
I will try to give a lexicon on Stata vs R.
=== 2006-01-02 23:59:10 您在来信中写道：===
On 1/2/06, Philippe Grosjean [EMAIL PROTECTED] wrote:
Kort, Eric wrote:
Kjetil Halvorsen wrote...
Readers of this list might be interested in the following commenta about
Hi,
I am an astronomer and somewhat new to boostrap statistics. I understand
the basic idea of bootstrap resampling, but am uncertain if it would be
useful in my case or not. My problem consists of maximizing a likelihood
function based on the velocities of a number of stars. My assumed
Are there any functions in R for running bootstraps with clustered (as
opposed to stratified) data? I can't seem to find anything obvious in boot
or Bootstrap, though I imagine boot can be manipulated to resample from
clusters. Is that what people use?
I do see some cluster bootstrap resampling
On Mon, 2 Jan 2006, Ben Bolker wrote:
Constantinos Antoniou antoniou at central.ntua.gr writes:
Hello all,
I would like to fit a mixed effects model, but my response is of the
negative binomial (or overdispersed poisson) family. The only (?)
package that looks like it can do this is
I'm having problems with environments and update() that
I expect have a simple explanation. To illustrate, suppose
I wanted to make a very primitive Tukey one-degree-of-
freedom for nonadditivity test and naively wrote:
nonadd - function(formula){
f - lm(formula)
v -
I'm a young physician and i work on the breast cancer. I made a cox
model and i want to do a test of heterogeneity. Do you know how i
can
do this with R. I'm sorry for this question wich seems to be easy
for
you. I read the manual and the help and i don't find it.
Thanks
R was changed 1.2.0 to look for variables in the environment of formula
(see ?model.frame and ?formula). So either use data() or put v there as in
nonadd - function(formula)
{
f - lm(formula)
v - f$fitted.values^2
assign(v, v, envir=environment(formula))
g - update(f, . ~
Thanks to the detailed help with previous error message, I managed to
update Design package. However, when I tried to update Matrix and lme4 I
received an error message again:
...
/usr/bin/ld: cannot find -lblas-3
collect2: ld returned 1 exit status
make: *** [Matrix.so] Error 1
ERROR:
Here is another solution in addition to the ones already
provided. This creates a proto object which is an
environment that contains v and whose parent is
the formula's environment. update will look in the proto
object and find v. It won't find x and y but will next
look to the parent of the
On 2 January 2006 at 21:56, Petar Milin wrote:
| Thanks to the detailed help with previous error message, I managed to
| update Design package. However, when I tried to update Matrix and lme4 I
| received an error message again:
| ...
| /usr/bin/ld: cannot find -lblas-3
| collect2: ld returned
On 01/02/06 21:56, Petar Milin wrote:
Thanks to the detailed help with previous error message, I managed to
update Design package. However, when I tried to update Matrix and lme4 I
received an error message again:
...
/usr/bin/ld: cannot find -lblas-3
collect2: ld returned 1 exit status
Hello,
Given the matrix M
1 5 4
2 4 6
3 8 5
4 2 7
and the vector V 4,2,1,3, I would like to order the rows in M according
to the indices in V, that is, I want output
4 2 7
2 4 6
1 5 4
3 8
On 1/2/2006 5:26 PM, Daniel Pick wrote:
Hello,
Given the matrix M
1 5 4
2 4 6
3 8 5
4 2 7
and the vector V 4,2,1,3, I would like to order the rows in M according
to the indices in V, that is, I want output
By way of review, most large Web sites allow the user to create
*bookmarks* which link to pages inside the Web site. However, here,
the pages have one of just two URL's:
http://www.r-project.org and
http://cran.r-project.org
The reason is the way HTML *frames* are used in setup of the Web
On 1/2/06, Stephen [EMAIL PROTECTED] wrote:
Hi All.,
Following on from all the help I received earlier ..
Just so as you know a well known text book (TF) uses repeated
observations
- I think perhaps they meant repeated measures in retrospect
I am a total beginer to ARIMA, but have read
Thomas L Jones [EMAIL PROTECTED] writes:
By way of review, most large Web sites allow the user to create
*bookmarks* which link to pages inside the Web site. However, here,
the pages have one of just two URL's:
http://www.r-project.org and
http://cran.r-project.org
The reason is the
The reason is the way HTML *frames* are used in setup of the Web site.
It would be very helpful if the Web site were revised so that many if
not most pages had their own URL's, allowing the use of bookmarks.
I suspect that the webmasters (and -mistresses?) in Vienna are not
thrilled by
On 1/2/2006 5:33 PM, Thomas L Jones wrote:
By way of review, most large Web sites allow the user to create
*bookmarks* which link to pages inside the Web site. However, here,
the pages have one of just two URL's:
http://www.r-project.org and
http://cran.r-project.org
The reason is
On 1/2/2006 6:14 PM, hadley wickham wrote:
The reason is the way HTML *frames* are used in setup of the Web site.
It would be very helpful if the Web site were revised so that many if
not most pages had their own URL's, allowing the use of bookmarks.
I suspect that the webmasters (and
Actually I tried it and a version of nonadd which
corresponds to my prior solution can be written
without using external packages in only 2
extra lines:
nonadd - function(formula.) {
f - lm(formula.)
e - new.env(parent = environment(formula.))
e$v - f$fitted.values^2
I'm replying to:
https://stat.ethz.ch/pipermail/r-help/2006-January/083823.html
In Firefox (a browser), right click on the frame. Then you get a
menu that has bookmark as one of the options. Firefox is
available from http://www.mozilla.org.
Jon
--
Jonathan Baron, Professor of Psychology,
You can do something similar with Microsoft's browser but it isn't quite as
easy as Foxfire:
Right-click on the frame and choose Properties. Then highlight and copy the
URL and paste into the address window and click Go.
Then save the page.
Charles Annis, P.E.
[EMAIL PROTECTED]
phone:
The subject is how to bookmark a page inside r-project.orgFrom Peter
Dalgaard:At least in Firefox, one thing you can do is to bring up the
relevant
link in a new window or tab (just right-click it) and bookmark
Hi All,
Currently I'm using DSE package for Kalman Filtering. I have a dataset
of one dependent variable and seven other independent variables. I'm
confused at one point. How to declare the input-output series using
TSdata command. Because the given example at page 37 showing some error.
A solution would be a content-management system that produced the HTML
of the site from some other form of input. Only the output HTML would
need to be mirrored. Care to put together such a thing, and import all
the existing pages into it?
One way to get around the offline problem is to
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