luan_sheng wrote:
-Original Message-
From: luan_sheng [mailto:[EMAIL PROTECTED]
Sent: Thursday, July 07, 2005 9:46 PM
To: (r-help@stat.math.ethz.ch)
Cc: ([EMAIL PROTECTED])
Subject: What method I should to use for these data?
Dear R user:
I am studying the allele data of two
selection in text categorization might be a good
ref.). Anyone here has other suggestions?
thanks,
weiwei
On 6/24/05, Gabor Grothendieck [EMAIL PROTECTED] wrote:
On 6/24/05, Kjetil Brinchmann Halvorsen [EMAIL PROTECTED] wrote:
Weiwei Shi wrote:
Hi,
I asked this question before
John Sorkin wrote:
I am trying to model data in which subjects are followed through time to
determine if they fall, or do not fall. Some of the subjects fall once,
some fall several times. Follow-up time varies from subject to subject.
I know how to model time to the first fall (e.g. Cox
Robert Kinley wrote:
with NAs it's always safest to use the construction
if(is.na(foo))
rather than
if(foo==NA)
cheers Bob Kinley
And if it is not clear why, try:
NA == NA
[1] NA
Kjetil
tom wright [EMAIL PROTECTED]
Sent by: [EMAIL PROTECTED]
05/08/2005 12:30
To
Weiwei Shi wrote:
I think the problem might be caused two variables are very correlated.
Should I check the cov matrix and try to delete some?
But i am just not quite sure of your reply. Could you detail it with some
steps?
thanks,
Why not do principal component analysis? To identify the
Prof Brian Ripley wrote:
I don't know if you can read your message, but I find it exceedingly
difficult and there seem to be several typos. Please use the space and
return keys ... and only send a message once.
You problem is perhaps that you are not looking at the data frame, but at
the
(Ted Harding) wrote:
On 01-Sep-05 Caio Lucidius Naberezny Azevedo wrote:
Hi all,
Could anyone tell me if there is any package (or function) that
generates values from a multivariate skew normal distribution?
Thanks all,
Caio
Hello, Caio
Please tell us what you mean by skew
Sebastian Leuzinger wrote:
thanks a lot. I am interested in the more complex case where the interest is
about a specific frequency being significant, not at least one frequency
being significantly different from the backgrond white noise.
I have discussed this issue with very knowledgable
Spencer Graves wrote:
Two thoughts on this:
1. Your FDR (Not Franklin Delano Roosevelt) sounds like another name
for Type I error rate.
It is certainly not the same as type I error rate. Type I error rate is
the proportion of true
nulls which are rejected, while the FDR is
Camarda, Carlo Giovanni wrote:
Iæm not really sure what you mean by generalized SVD, but have you had a
look at CRAN package PTAk, which says to have some extensions of the SVD
(but poosibly not the one you
want...?)
Kjetil Halvorsen
Dear R-users,
I couldn't find a function or some help in
Schwarz,Paul wrote:
Hi,
I've been passing the hist() function to tapply() to quickly generate histograms based
on the list of factors supplied to tapply(). However, I have not figured out how to
generate titles for each of the histograms, which paste in the unique values of the
list factors as
Jonathan Nott wrote:
Dear R list members,
Please excuse my ignorance but as a new comer to R I was wondering if anyone knows of
any functions in R or Splus that can test a time-series for non-stationarity such as
the Pettitt or the Mann-Kendall tests.
Kind regards,
Jon Nott
[[alternative
house-ball wrote:
Hi,
Would you help me solve the following question? Thanks.
Question: If I try to set the probability=0.05 and find the approximate x. (The answer
should be somewhere between 2.1782 and 2.1783.)
I write about this R program as follows but I don¡¦t know how to get the value of x
house-ball wrote:
Why do you repeat an unclear question fou times? Please read the posting
guide.
It is not clear what is your problem.
Kjetil halvorsen
Hi,
Would you help me solve the following question? Thanks.
my program is as follows:
library(mvtnorm)
value-pmvnorm(lower=-Inf,
Doran, Harold wrote:
Thank you. Quick clarification. isoMDS only works with dissimilarities.
Converting my similarity matrix into the dissimilarity matrix is done as
(from an email I found on the archives)
d- max(tt)-tt
Mardia, kent Bibby defines the standard transformation from a
John Sibert wrote:
Can someone please verify the interpretation of lag in the ccf
function in the ts package.
Suppose ccf(x,y).
Do negative lags indicate that the events in x precede the events in y
and positive lags indicate that events in y precede events in x?
Thanks,
John
This you ncan
David Forrest wrote:
Suppose I have
x-data.frame(v1=1:4, v2=c(2,4,NA,7), v3=rep(1,4),
v4=LETTERS[1:4],v5=rep('Z',4))
or a much larger frame, and I wish to test for and remove the constant
numeric columns.
I made:
is.constant-function(x){identical(min(x),max(x))}
and
apply(x,2,is.constant)
[EMAIL PROTECTED] wrote:
I am trying to do power calculations for the proportional odds model using the asypow
library.
The code
noncenta90b10-asypow.noncent(theta.ha=a9010,info.mat=infomatrixa90b10,constraints=constrt)
returns
Error in max(..., na.rm = na.rm) : invalid mode of argument.
the
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
is an option, obviously, but for a univariate latent
Schwarz,Paul wrote:
Dear R-Help readers,
I suspect that this question must be a FAQ, but my investigation of the archives has
not been very revealing. Is there an R function for calculating moving averages of
time series objects?
library(gregmisc)
?running
test - ts(rnorm(100))
test2 -
Mark Conrad wrote:
Hi all,
I am interested in obtaining R code related to geographically weighted
regression.
In particular, I am interested in building geographically weighted
Poisson GLMs. The model will contain categorical and continuous x
independent variables, with interaction effects
Ian Fiske wrote:
Hello,
I am hoping someone can help me with the following multivariate
issue: I have a model consisting of about 50 covariates. I would
like to reduce this to about 5 covariate for the reduced model by
combining cofactors that are strongly correlated. Is there a package
or
Hola!
By my understanding of reading ?qr
the following shold result a 3 x 3 matrix: (rw2000)
x - matrix( rnorm(12), 4,3)
y - matrix( rnorm(12), 4,3)
xqr - qr(x)
yqr - qr(y)
qr.qty( xqr, qr.Q(yqr) ) # dim (3,3)
[,1] [,2] [,3]
[1,] 0.16815466 -0.1970936 0.2351670
[2,]
Terry Mu wrote:
hi,
I got some questions on using R,
1. How do I check and edit definition of an object?
for example,
x - 1:100
You should'nt really redefine assignment, but something like
- - function(xyz4, value) {
v - deparse(substitute(value))
xname -
John Fox wrote:
Dear Federico,
A problem with applying a standard test of normality to LS residuals is that
the residuals are correlated and heterskedastic even if the standard
assumptions of the model hold. In a large sample, this is unlikely to be
problematic (unless there's an unusual data
John Fox wrote:
Dear Federico,
A problem with applying a standard test of normality to LS residuals is that
the residuals are correlated and heterskedastic even if the standard
assumptions of the model hold. In a large sample, this is unlikely to be
problematic (unless there's an unusual data
Liaw, Andy wrote:
.
.
.
.
Also, I was told by someone very smart that fitting OLS to data with
heteroscedastic errors can make the residuals look `more normal' than they
really are... Don't know how true that is, though.
Certainly true, since the residuals will be a kind of average, so the
Hola!
I ask here since I learnt from this list that the LaTeX package listings
should be good
for typesetting R code. I encountered one problem:
\begin{lstlisting}
X %*% V
\end{lstlisting}
in the output the * in %*% disappears! same with %/%, etc, the /
disappears.
Any ideas?
Kjetil
--
Jari Oksanen wrote:
On Thu, 2004-09-30 at 10:33, Christoph Lehmann wrote:
Hi
is there a way to plot only the loadings in a biplot (with the nice
arrows), and to skip the scores?
Just let me point out that there is a function for this in the
CRAN package ade4,s.corcircle
library(ade4)
Toby Popenfoose wrote:
Kjetil Brinchmann Halvorsen kjetil at acelerate.com writes:
Hola!
I ask here since I learnt from this list that the LaTeX package listings
should be good
for typesetting R code. I encountered one problem:
\begin{lstlisting}
X %*% V
\end{lstlisting}
in the output
Dimitris Rizopoulos wrote:
Hi Mick,
regarding your first question try the following,
#if `x' is your data vector, then
y - seq(min(x), max(x), length=200)
hist(x, prob=TRUE)
lines(y, dnorm(y, mean(x), sd(x)))
Adding to this, what I do, a little bit simpler (?) is:
hist(x, prob=TRUE)
plot(
Paolo Bulla wrote:
Hallo,
I would like to add the marginal distributions along the X and the Y axis to a
scatter plot.
Can anybody help me, please?
Thank you,
Paolo
The simplest thing you can do is like
plot(x, y)
rug(x, side=1, col=red)
rug(y, side=2, col=red)
or if there are many coincident x
pio claudio wrote:
i tried to use df(x,df1,df2) but the values arent the
same when i looked it up in a F Distribution table..
How to get the same F Distribution values in R as in
the f table?
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Dan Bolser wrote:
I have the following contingency table
dat - matrix(c(1,506,13714,878702),nr=2)
And I want to test if their is an association between events
A:{a,not(a)} and B:{b,not(b)}
| b | not(b) |
+-++
a | 1 | 13714 |
+-++
not(a) |
clara gonçalves wrote:
Hi!
Does anybody know if there is any way to do clustering of variables?
Thank you in advance,
varclust() in Hmisc
Kjetil
Clara.
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Mihai Nica wrote:
Greetings:
I would like to make a table with descriptive statistics for a data.frame. I guess the
question is how can I put together, in a table, the results from, say:
apply(df, 2, mean, na.rm =T)
apply(df, 2, median, na.rm =T)
...
Thanks,
Mihai Nica
Jackson State
Oscar A. Moreno wrote:
What happened to multiv package? I have installed R 2.0.0 in my Mac and I
multiv is ORPHANED.
If you want it you can go the orphaned subdirectory on CRAN
could not find this package. I see other things have been reorganized. I
have read What's New and I have used the
rongguiwong wrote:
i want to study R programming by studying the existing code from R itself,but
i don't know how to read the code,can any one give me some guide?
my R is installed in /usr/lib/R/
One trick which can be usefull for a start is to use debug.
Choose some function to learn, say
Christian Jost wrote:
I thought that the function
eigen(A)
will return a matrix with eigenvectors that are independent of each
other (thus forming a base and the matrix being invertible). This
seems not to be the case in the following example
A=matrix(c(1,2,0,1),nrow=2,byrow=T)
eigen(A) -ev
Fernando Prass wrote:
Hi people,
Does anybody know some Density-Based Method for clustering implemented in R?
Have you looked at CRAN package mclust?
Thanks,
Fernando Prass
___
Yahoo! Acesso Grátis - Internet rápida e grátis. Instale o
John Fox wrote:
Dear Sarah,
If the data are allegedly bivariate normal, then they are probably two
vectors, not one. Assuming that this is the case, I know of nothing quite as
neat as a univariate QQ plot to check visually for bivariate normality
(perhaps someone else has a suggestion here), but
I found the need of converting a matrix into a list of its columns
(for use with do.call), and was surprised there was no method
as.list.matrix, it could easily be a part of as.list default
I wrote
my.as.list.matrix - function(mat) {
if(!is.matrix(mat))stop(Argument must be a matrix)
n
know col()
Peter Alspach
Kjetil Brinchmann Halvorsen [EMAIL PROTECTED] 29/10/04
Daily?? You created the matrix in the first place: why not create a data
frame instead - na.omit was written for data frames? And surely do.call
is overkill for a 2-column matrix, and there seems
Hola!
Anybody knows if there exists somewhere in R some implementation of
robust Poisson regression,
where robust is taken in the sense as usen in rlm(MASS). I found
something in the package
wle, but only for the Poisson distribution, not for regression.
For the moment I try to use linear
rongguiwong wrote:
is there any existing function for computing condition index?
See
?kappa
Kjetil
analysing multivariate data say that we can use condition index to check
multicollinearity.saying that we can get it via SVD. The elements of the
diagnoal matrix are the standard deviations of
[EMAIL PROTECTED] wrote:
SNIP
SourceForge.net will consider the inclusion of a programming
language within the Trove system when we host at least 5
projects based on that language. Please advise: Do you know
of 5 projects hosted on SourceForge.net based on this language?
SNIP
Gretl, RPad and
The area
*Index of /bin/windows/contrib/2.1
(and also 2.0)
**at the main CRAN site is at the moment empty'
*
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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Go to
http://cran.r-project.org/
and find the contributed documentation section.
Kjetil
an ying wrote:
Dear Sir/Madam,
I am doing a project related to R.
However, it is always difficult find some R functions.
The R user guide seems not complete.
Is there any free document about all R functions ?
Gregor GORJANC wrote:
Hello!
I often plot average of y instead of all y values, since one can
easily see the trend if there is to many points and/or x might be like
1, 2, 3, 4, 5, ... and you might get a cloud (which can also be
informative) and/or columns of points.
Anyway, learning with R i
Sean Davis wrote:
I have vector X of length N that I want to have a running sum for
(called Y). I just need max(Y). I do this with a for loop like so:
Y - vector(length=N)
Y[1] - X[1]
for (i in 2:N) {
Y[i] - Y[i-1]+X[i]
}
return(max(Y))
Is there a faster way to do
Marc Schwartz wrote:
On Fri, 2004-11-19 at 16:44 -0600, hadley wickham wrote:
Perhaps I'm missing something, but isn't the maximum of the cumulative
sum simply the last value, ie. sum(x)?
Hadley
Indeed!
And...going back to Sean's original post he did write:
I just need max(Y).
Thus, a
Hola!
I started to search for information about multilevel survival models, and
found frailty in R. This seems to be something of the same, is it the same?
Then: why the name frailty (weekness?)
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi
Lynne Baker wrote:
I am trying to find out if someone has implemented a (McFadden-type) multivariate
binary logistic regresssion package for R? From what I can tell, this is not available for R.
Thank you,
Lynne Baker
[[alternative HTML version deleted]]
[EMAIL PROTECTED] wrote:
Hello,
I am trying to estimate a choice model with varying choice set for each
individual.
I would like to fit different kinds of model (logit ,nested logit,
probit...).
So far I have found that package *mnp* allows me to estimate a probit model
with varying choice set.
Tobias Muhlhofer wrote:
Hi!
I'm trying to do the following.
I have monthly a dataset with, among other things, marketcap, and
return.
I want to multiply return by the marketcap of the previous month. How
do I do this?
In STATA (which I have used frequently in the past) I would simply use
an
Richard A. O'Keefe wrote:
Tobias Muhlhofer [EMAIL PROTECTED] wrote:
I am trying to define a large number of variables through a loop
construct.
He wants to do
for (i in 1:100) {
assign(paste(v, i, sep=), something or other...)
}
This is, of
Hu Chen wrote:
Hi all,
any guy who knows how to print a data frame without column names printed?
I didn't find a parameter in print() function to turn off this.
Neither in options().
Thanks in advance.
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Stuart Leask wrote:
reasons! Most things in life a worth what you pay for them -
? I did'nt pay for my wife.
Kjetil
the currency
here seems to be whether folks consider that a questioner has made an
effort; if so, respondants seem happy to match it.
I think it is astonishing that the R list
Ben-Yang Liao wrote:
Hello,
I would like to combine two strings while using R.
For instance,
string1 - abcde
string2 - WXYZ
I'd like to combine string1 and string2 into Sting3;
and string3 should be abcdeWXZY.
paste(string1, string2, sep=)
Would you please tell me how to do it?
Thank you very
Charlie Sprenger wrote:
Hello All,
I'm trying to run a multinomial probit on a dataset with 28 data
points and five levels (0,1,2,3,4) in the latent choice involving
response variable.
I downloaded the latest mnp package to run the regression. It starts
ebru apaydÿfdn wrote:
Can you write an R function to generate from N samples from the given Gibbs
algorithm.
Also we must repeat the study for different N values and different L
values .And plot iterations vs F1 and iteration vs F2.
F1, F2 ~N2 (0, ( 1 L ) )
Anna Maria Paganoni wrote:
I would like to know if there exist any package on the profyle
analysis, or on repeated measures, (AUC)...
I don't know about profyle analyses, but have a look at the packages
nlme (or lme4) which can do
repeated measures.
Kjetil
Thank for answering me,
Anna Maria
Philippe Grosjean wrote:
I'd vote for the inchworm because what is more representative to stat? The
Gauss curve, of course! What looks like a Gauss curve? The inchworm:
Erling B. Andersen tells in his paper in Rasch Models: Foundations,
Recent Developments, and Applications
edited by G. H.
Xianggui QU wrote:
Does anybody have an R program to generate row-column designs and to produce
the incidence matrices? I would appreciate if you could share it with me! Thank
you!
Harvey.
CRAN package crossdes has something for row-col design, but specifically
for
crossover designs, it
Martin Maechler wrote:
Gabor == Gabor Grothendieck [EMAIL PROTECTED]
.
.
.
Many people have been lamenting about too complicated
examples on help pages.
Yes, but the help examples should be advanced too! Long time
ago, when I used excel a little,
the
Liaw, Andy wrote:
From: Marc Schwartz
On Mon, 2004-12-06 at 22:12 +0800, Hu Chen wrote:
hi all
If I wanna get the total number of lines in a big file
without reading
the file's content into R as matrix or data frame, any methods or
functions?
thanks in advance.
Regards
See
Rene Pineda wrote:
I need information about space state models in structural model and kalman
filtering. I have a univariate time serie and i nedd aplicate space state model
Please use an informative subject line! See
?arima
and the references therein.
See also the R Newsletter, volume 2/2,
Christian Schulz wrote:
hi,
i'm interested in text-mining, too and so make a trial.
In Linux (suse9.2) it works fine, but in windows i can't install
the source despite off installed perl, tools ,htmlhelp etc..
regards, christian
Just downloaded, and had no problems running Rcmd INSTALL
on the
I am trying to install a local package and get this unexpected
error:
-- Making package UMSA
adding build stamp to DESCRIPTION
installing R files
installing data files
installing man source files
installing indices
Error: couldn't find function na.omit
Execution halted
Kjetil Brinchmann Halvorsen wrote:
I am trying to install a local package and get this unexpected
error:
-- Making package UMSA
adding build stamp to DESCRIPTION
installing R files
installing data files
installing man source files
installing indices
Error: couldn't find
Liliana Forzani wrote:
Hi, I have data normal with mean 0, I was wondering how to get (using R)
the best r such that the correlation matrix of my data has the form
{r^(i-j)} where (i,j) indicate row and columm respectivly. Thanks. Liliana
Thats the correlation matrix for an autoregressive(1)
bogdan romocea wrote:
Here's something that works. I'm sure there are better solutions (in
particular the paste part - I couldn't figure out how to avoid typing
a[i,1], ..., a[i,10]).
a - matrix(nrow=1000,ncol=10)
for (i in 1:1000)
for (j in 1:10)
a[i,j] - sample(1:0,1)
b -
Fredrik Lundgren wrote:
Hello R'ers
In previous versions of R (I now use 2.0.1) there was a package
bootstrap. I wrote some programs that depended heavily on this
package but can unfortunately not find it on Cran today. Is there any
way to find an older version of bootstrap and use it with the
Fredrik Lundgren wrote:
Hello R'ers
In previous versions of R (I now use 2.0.1) there was a package
bootstrap. I wrote some programs that depended heavily on this
package but can unfortunately not find it on Cran today. Is there any
way to find an older version of bootstrap and use it with the
Berton Gunter wrote:
Jan:
One thing to keep in mind: A list is vector. So vector-type operations like
c(), [, etc. work on lists, too (but be careful). Some comments inline
below that I hope will be helpful. A good reference on the S language is
VR's S PROGRAMMING, which I recommend highly.
You
Marc Gronwald wrote:
Hi,
I want to estimate a VAR-model and calculate the impulse response function and
a variance decomposition. I am familiar with standard R-functions, like e.g.
arima. But I have not found equivalent functions to estimate a VAR-modell.
Are there any functions available or
Patrick Burns wrote:
I'm in the process of researching problems with Excel. The references
given by Tim and Marc seem to lead to discussions of most of the problems
with statistical procedures in Excel. The executive summary is that if
it is in Excel and it looks like statistics, then avoid it.
(Ted Harding) wrote:
On 20-Dec-04 Douglas Bates wrote:
This is a new version of SASmixed that was uploaded a couple of days
ago. I changed it so that the fits are done with the lme4 version of
lme. It should be faster and more reliable than the version of lme in
the nlme package.
This
Brian D Ripley wrote:
On Thu, 9 Dec 2004, Ray Brownrigg wrote:
Date: Wed, 08 Dec 2004 09:33:22 -0400
From: Kjetil Brinchmann Halvorsen [EMAIL PROTECTED]
I am trying to install a local package and get this unexpected
error:
-- Making package UMSA
adding build stamp
Snæbjörn Gunnsteinsson wrote:
Hi,
I just installed the gregmisc bundle. When I do library(gdata) (or
library(gtools), library(gmodels)) everything works fine.
When I do library(gplots) I get
Error in parse(file, n, text, prompt) : syntax error on line 1850
Error in library(gplots)
The dataset lutenhorm in package bootstrap has four
time series, while the book has only one. The one from the book is
V4. V1 is just the time indeces. Anybody knows wht is
V2, V3, V5
?
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi
Liaw, Andy wrote:
You could try googling for delta method. I believe MASS even has code for
that...
Andy
If you have the original data you can bootstrap --- else you need the
standar errors and
correlation between the means, and can use the delta methos as above.
You could even
use D or
Liaw, Andy wrote:
You could try googling for delta method. I believe MASS even has code for
that...
Andy
also,
help.search(delta)
does give nothing usefull, so if it is in MASS it would be hidden, and
need a \concept
entry in the .Rd file.
The delta method is really nothimg more (or less)
Uwe Ligges wrote:
Doran, Harold wrote:
Thanks. But, I think I am doing that. I use rm() and gc() as the code
moves along. The datasets are stored as a list. Is there a way that I
can save the list object and call each dataset within a list one at a
time, or must the entire list be in memory at
Erin Hodgess wrote:
Dear R People:
Here is another off topic question, please:
Does anyone know where to find some archaelogical data (carbon
dating), please?
http://lib.stat.cmu.edu/DASL/
has archeology as a topic.
Kjetil
When I googled, I got reseach papers but no data.
Thanks,
Sincerely,
Sean Davis wrote:
I have a binary vector and I want to find all regions of that vector
that are runs of TRUE (or FALSE).
a - rnorm(10)
b - a0.5
b
[1] TRUE TRUE TRUE FALSE TRUE FALSE TRUE TRUE TRUE TRUE
My function would return something like a list:
region[[1]] 1,3
region[[2]] 5,5
Douglas Bates wrote:
I can guarantee that this is the last time that I will fundamentally
redesign the computational methods and data structures used in fitting
mixed-effects models. This is the fifth time I have done it from
scratch and after this one I am quitting the business.
Hope that
Berton Gunter wrote:
Rug plots cannot show replicated values -- spikes at discrete values -- in
the data distribution. Quantile plots do.
But you can use rug(jitter(x))
Kjetil
-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
The business of the statistician is to
Campo Elías PARDO wrote:
Dear Users,
How can I obtain a profiles graphic in a CT similar to Excel.
Campo Elias PARDO
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Gabor Grothendieck wrote:
Michael Grottke Michael.Grottke at duke.edu writes:
: I am currently using R for fitting a model to various data sets
: (minimizing the negative log-likelihood) and calculating a number of
: metrics based on the parameter estimates. Within these calculations, I
: have
[EMAIL PROTECTED] wrote:
Hello,
following functions doesnt work correct with my data: median(),
geo.mean().
My datafiles contain more than 10.000 lines and six columns from a
flow-cytometer-measurment. I need the arithmetic and geometric mean
and median. For the calculation of the geometric
Spencer Graves wrote:
Does anyone know of research fully Bayesian stepwise procedures
assuming that models not considered by the stepwise would essentially
have zero posterior probability?
I need to analyze the results of ad hoc experiments run in
manufacturing with crazy confounding
bogdan romocea wrote:
Dear useRs,
I have an empirical distribution (not normal etc) and I want to draw
random samples from it. One solution I can think of is to compute let's
say 100 quantiles, then use runif() to draw a random number Q between 1
and 100, and finally run runif() again to pull a
Duncan Mackay wrote:
Sorry, yes, Rgui under WinXP (SP2). But while Windows date stamps the
history file
file.info(.Rhistory)
size isdir mode mtime ctime
.Rhistory 5377 FALSE 666 2005-03-04 10:37:52 2005-03-04 10:37:52
atime
A followup:
How do people treat dsaily time series, when there is a yearly cycle?
For the moment I just left out the 29 of February's, but that dsoes'nt look
really good. Is the only way to include them to use irregular time series?
Kjetil
Gabor Grothendieck wrote:
From: Matthieu Cornec [EMAIL
De la Vega Góngora Jorge wrote:
Hello,
Please forget me if I am asking something that is well documented. I have read
documentation but there are points that are not clear for me. I am not expert
in R nor Databases, but if someone direct me to a tutorial, I will appreciate
it..
1. In my
Thomas Hopper wrote:
I'm starting to do a fair amount of DOE in my day job and need to
generate full- and fractional-factorial designs.
One of the things I'd like to do is generate all possible interaction
effects, given the main effects. I've been searching through the
documentation, packages
yassir rabhi wrote:
Hi,
I'm student from canada, and i'work in survival
analysis.I want to know if there is a hazard function
or cumulative hazard function in R or not, i know how
to program it, but it is easy to use it if they exists
in R.
Thanks.
Jason W. Martinez wrote:
Dear R-users,
I have an outcome variable and I'm unsure about how to treat it. Any
advice?
I have spending data for each county in the state of California (N=58).
Each county has been allocated money to spend on any one of the
following four categories: A, B, C, and D.
Roy Werkman wrote:
Yes, it is discrete, but the underlying distribution is Gaussian.
/ I guess you mean what somebody calls the superpopulation distribution.
Kjetil
/
Just got the following from a college:
Var(mean of finite population) = ((N - n)/(N - 1)) * var(population) / n
This should be
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