ough blue, green, red, orange, yellow & white.
Many thanks & please feel free to reply directly to my email
([EMAIL PROTECTED])
Michael Hopkins
_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/
Screen <- function(...) cat("\033[2J")
>
> Some links:
> http://www.fh-jena.de/~gmueller/Kurs_halle/esc_vt100.html
> http://en.wikipedia.org/wiki/VT100
>
> Note, this is not guaranteed to work everywhere. To the best of my
> knowledge, you will not be able to do an
Hi all,
I am doing histogram using the "hist" function. For some reason, the
histogram does not look good... is there a way I can change the number of
bins, and/or change the way that data gets binned... so that I can obtain a
better looking histogram?
Thanks a lot!
[[alternative HTML ve
Hi all,
How do I directly send plots to printer, instead of showing them on the
screen device?
That's to say, with my current code for ploting on screen device, how to
modify a few lines to send automatically the plots to the printer?
If that's not doable in R, could it be possible to automatica
the.other.thing)
dev.off()
On 2/16/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Hi all,
>
> How do I directly send plots to printer, instead of showing them on the
> screen device?
>
> That's to say, with my current code for ploting on screen device, how to
> modify
locks with different layers, this editor does
not help me beautify the code...
I am looking for some editor with better debugging support and with a R-code
formatter?
Thanks a lot!
Michael.
[[alternative HTML version deleted]]
__
R
Hi all,
I have 10+ graphic windows and 10+ R help window opening now...
How do I close them all at once?
Thanks a lot!
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
Hi all,
I am wondering in R, suppose I did the principal component analysis on
training data set and obtain the rotation matrix, via:
> pca=prcomp(training_data, center=TRUE, scale=FALSE, retx=TRUE);
Then I want to rotate the test data set using the
> d1=scale(test_data, center=TRUE, scale=FALS
Hi all,
Could anybody recommend some easy-to-understand and example based
notes/tutorials on how to use cubic splines to do filtering on
multi-dimension data?
I am confused by the 1-dimensional case, and more confused by
multi-dimensional case.
I found all the books suddenly become very abstract
, last but not least: Probably you need some statistical
> backaground on spline fitting..
> Please, read some statistical papers/books on such topic (for instance
> see references in packages splines, mgcv)
>
> best,
> vito
>
> Michael wrote:
> > Hi all,
> >
> &g
you have a hard time understanding what you read in books, it's
> unrealistic to expect a mailing list about a software to teach you.
>
> Andy
>
> From: Michael
> >
> > Have you seen an example on how to do it in R? I found no practical
> > examp
Hi all,
I am using the "svm" command in the e1071 package.
Does it have an automatic way of setting the "cost" parameter?
I changed a few values for the "cost" parameter but I hope there is a
systematic way of obtaining the best "cost" value.
I noticed that there is a "cross" (Cross validation)
Get a copy of
> Prof. Harrell's Regression Modeling Strategies, and read it over and
> over until you can memorize it backward.
>
> Andy
>
> -Original Message-
> *From:* Michael [mailto:[EMAIL PROTECTED]
> *Sent:* Monday, February 27, 2006 5:31 PM
> *To:* Liaw, A
Hi Andy,
Thanks a lot for your answer! So what do I do if the model overfits?
Thanks a lot!
On 2/28/06, Liaw, Andy <[EMAIL PROTECTED]> wrote:
>
> From: Michael
> >
> > Hi all,
> >
> > I am using the "svm" command in the e1071 package.
> >
&g
e:
>
> You might find
> http://www.csie.ntu.edu.tw/~cjlin/papers/guide/guide.pdf<http://www.csie.ntu.edu.tw/%7Ecjlin/papers/guide/guide.pdf>
> helpful.
>
>
> Parameter tuning is essential for avoiding overfitting.
>
> Andy
>
> -Original Message-
>
ndy
>
> -Original Message-
> *From:* Michael [mailto:[EMAIL PROTECTED]
> *Sent:* Wednesday, March 01, 2006 3:59 AM
> *To:* Liaw, Andy
> *Cc:* R-help@stat.math.ethz.ch
> *Subject:* Re: [R] does svm have a CV to obtain the best "cost" parameter?
>
> Thanks
Hi all,
I want to substract vector B from A's each column... how can R do that
smartly without a loop?
> A=matrix(c(2:7), 2, 3)
> A
[,1] [,2] [,3]
[1,]246
[2,]357
> B=matrix(c(1, 2), 2, 1)
> B
[,1]
[1,]1
[2,]2
> A-B
Error in A - B : non-conformable arrays
hendieck <[EMAIL PROTECTED]> wrote:
>
> The following are nearly identical to what others have already
> written but just in case:
>
> A - c(B)
>
> or
>
> A - B[,1]
>
> or if B were already a vector, b, in the first place, rather than a
> matrix:
>
Hi all,
I want to use "which.max" to identify the maximum in a 2D array/matrix and I
want "argmin" and return the row and column indices.
But "which.max" only works for vector...
Is there any convinient way to solve this problem?
Thanks a lot!
[[alternative HTML version deleted]]
l <- which(apply(mat==max(mat),2,sum)!=0)
>
>
> Michael a écrit :
>
> >Hi all,
> >
> >I want to use "which.max" to identify the maximum in a 2D array/matrix
> and I
> >want "argmin" and return the row and column indices.
> &
I think this is the best solution! Thank you!
On 3/7/06, Petr Pikal <[EMAIL PROTECTED]> wrote:
>
> Hi
>
> If you do not insist on which.max() you can use
>
> which(mat==max(mat), arr.ind=T)
>
> HTH
> Petr
>
>
>
>
> On 6 Mar 2006 at 20:55, Michael wr
Hi all,
What parameter do I normally change in the rpart function? How do I set the
"cp" option?
Is there a way to read off error rate directly from the "rpart" function for
training data; I imagine for testing data I have to apply a "predict", but
for training data I guess the error count wo
Hi all,
I am trying to play around with the randomForest function for
classification. I know its performance is great.
I am currently using the default options.
It has many options.
How do I further tweak the options so that I can make its performance even
better?
What are the options that are
When I plot the randomForest object, it shows a graph with 3 lines, green,
red and black, what's the meaning of these three lines?
On 3/7/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Hi all,
>
> I am trying to play around with the randomForest function for
> classificati
help page.
>
> Andy
>
> From: Michael
> >
> > When I plot the randomForest object, it shows a graph with 3
> > lines, green, red and black, what's the meaning of these three lines?
> >
> > On 3/7/06, Michael <[EMAIL PROTECTED]> wrote:
> > &
Wow, I didn't know that. That's great! He the man!
On 3/8/06, Carlos Ortega <[EMAIL PROTECTED]> wrote:
>
> Hello Michael,
>
> Just a few words about you phrase "Do you know?"...
>
> Andy Liaw, is the creator and maintainer of the randomForest package.
Thanks a lot Joe!
I will take a further look at the article...
On 3/8/06, Joseph Retzer <[EMAIL PROTECTED]> wrote:
>
> Hi Michael,
> I've looked into this a bit and the only parameter that seems to be
> suggested (by Brieman and a Salford Systems white paper) as one whi
Hi Andy,
Does the randomForest have a Cross Validation built-in to decide what is the
best number of trees or I have to find the best number manually by myself?
Thanks a lot!
Michael.
On 3/7/06, Liaw, Andy <[EMAIL PROTECTED]> wrote:
>
> Yes, I do know. That's why I p
I see! So you mean I have to collect error counts myself manually...
By the way, what parameters do I normally change to improve the default
rpart performance?
Thanks a lot!
On 3/8/06, Carlos Ortega <[EMAIL PROTECTED]> wrote:
>
> Hello Michael,
>
> In some of the examples in
Hi all,
Why cov(y, y) only gives one value, and cov(t(y), t(y)) gives 3x3 NA matrix?
Here my y is listed below and it is a 3x1 matrix.
I am expecting that if I have a random vector y=[y1 y2 y3]', here " ' "
denotes a transposition so that
y is a column vector, where y1, y2, y3 are independent r
Hi Pete,
Thanks for your help! But I don't understand your answer... could you please
elaborate more?
thanks,
M
On 10 Mar 2006 09:32:12 +0100, Peter Dalgaard <[EMAIL PROTECTED]>
wrote:
>
> Michael <[EMAIL PROTECTED]> writes:
>
> > Hi all,
> >
> > Why
thanks a lot!
[[alternative HTML version deleted]]
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PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
something like "sprintf" in C?
so I can do:
print(sprintf("the correct result is %3.4f\n", myresult));
---
Also, I am desperately looking for a "clear console screen" function in
R...
thanks a lot!
[[alternative HTML version deleted]]
Oh yeah, it worked... I got it typed wrong in R console... that's why...
but why is cat() preferred?
On 3/10/06, Thomas Lumley <[EMAIL PROTECTED]> wrote:
>
> On Fri, 10 Mar 2006, Michael wrote:
>
> > something like "sprintf" in C?
> >
> > so I c
Thanks a lot Andy,
Do I need to have centering and scaling before sending data into rpart and
randomForest?
I knew for LDA and QDA, it does not matter...
And for ridge, it matters;
Thanks a lot!
Michael.
On 3/8/06, Liaw, Andy <[EMAIL PROTECTED]> wrote:
>
> The algorithm h
4")
> invisible(wsh)
> }
> cls() # test
>
> On 2/17/06, Gabor Grothendieck wrote:
> *> Here is a translation of Norm Olsen's vbscript code into pure R. *
> *> This is intended for use with the Windows Rgui interface. *
>
>
>
>
> On 3/10/06,
Hi all,
If I run LDA on the same data (2-class classification) with default(no
priors specified in the lda function) vs. "prior=c(0.5, 0.5)", the results
are different.
The (0.5, 0.5) priors give better 1-classify-to-1 rate, and the proportional
priors(default, no priors specified in the lda func
1
0 0.72286541 0.27713459
1 0.05119826 0.94880174
On 3/11/06, Uwe Ligges <[EMAIL PROTECTED]> wrote:
>
> Michael wrote:
>
> > Hi all,
> >
> > If I run LDA on the same data (2-class classification) with default(no
> > priors specified in the lda function)
gement that I can call "clearscreen" function from
anywhere as long as its in path?
On 3/11/06, Gavin Simpson <[EMAIL PROTECTED]> wrote:
>
> On Fri, 2006-03-10 at 22:50 -0800, Michael wrote:
> > Great! It worked! Thank you so much!
> >
> > Now since it worked gr
y, I just put the functions in a file called '.Rprofile' in put
> startup directory to have it loaded at the beginning.
>
>
> On 3/11/06, Michael <[EMAIL PROTECTED]> wrote:
> >
> > Thank you for your reminder!
> >
> > I think you don't
Yes, rpart.control() has a bunch of parameters...
I don't know which one can mostly improve the classification performance.
On 3/9/06, Carlos Ortega <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> Yes, check rpart.control() for details.
>
> Regards,
> Carlos.
&
This is very weird. Is this a bug in MASS QDA?
On 3/11/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Yes, I am using the MASS qda... How do I know which version is my MASS? I
> should be using the latest one, since I constantly update my packages from
> mirror site USA C
by rpart.control().
On 3/11/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Yes, rpart.control() has a bunch of parameters...
> I don't know which one can mostly improve the classification performance.
>
>
> On 3/9/06, Carlos Ortega <[EMAIL PROTECTED]> wrote:
&g
titled: GAM: an introduction using R. Unfornately our
local library does not have it... so that's not an option given time
constraint.
Thanks a lot for your pointers!
Michael.
[[alternative HTML version deleted]]
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R-help@stat.math.et
me, but is there any most
convinient method for this?)
thanks a lot!
Michael.
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PLEASE do read the posting guide! http
Hi all,
Does hclust provide concrete clustered results? I could not see how to use
it to make 6 clusters... and it does not give the 6 cluster labels...
How to use the result of hclust?
thanks a lot,
Michael.
[[alternative HTML version deleted
o show off
that you are an experienced user and for newbie your first response is
always something like scolding: "why didn't you search?"
I strongly believe that your answer is inappropriate!!!
On 3/15/06, Gavin Simpson <[EMAIL PROTECTED]> wrote:
>
> On Tue, 2006-03-1
Hi Templ,
That's very helpful! Indeed I've printed out the gam portion and I am
digesting now...
Thank you so much!
I really appreicate your constructive and helpful advice!
Best,
Michael.
On 3/15/06, TEMPL Matthias <[EMAIL PROTECTED]> wrote:
>
> Have you looked at:
&
a cross validation. Is there an
automatic Cross Validation inside "step" or "gam"?
Is "step" function result reliable? Or perhaps I used it incorrectly?
Thanks a lot,
Michael.
--
>
> mygam1=gam(col1 ~ col2 + col3 + col4 + s(col2, 3)
racy due to penalization
> of outliers. Following that,
> I would disregard RSS and go according to what AIC tells me.
>
> I don't think you have used step.gam incorrectly, but I think you have
> been
> observant enough to
> realize not all statistical tools agree all th
) + s(col2, 3) + s(col3,
3)
Step: AIC= 153.49
col1 ~ col2 + col3 + col4 + s(col2,
2) + s(col3, 2) + s(col4, 2) + s(col2, 3)
Step: AIC= 154.31
col1 ~ col2 + col3 + col4 + s(col2,
2) + s(col3, 2) + s(col4, 2)
On 3/16/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Hi L.
gible and
> workable suggestion.
>
>
>
>
> - Original Message -
> *From:* Michael <[EMAIL PROTECTED]>
> *To:* Dr L. Y Hin <[EMAIL PROTECTED]>
> *Cc:* R-help@stat.math.ethz.ch
> *Sent:* Friday, March 17, 2006 3:17 PM
> *Subject:* Re: [R] Did I use &quo
Hi all,
Looking at my data, I decided to try exploring regression models. Is there a
function in R that allows me to automatically explore the universe of
(almost all) the possible regression models?
Do general additive models belong to the category of regression models? Is
there a function in R
Currently I have to convert all my "xls" into "csv" before I can read it in
and process the excel data in R...
Is there a way to directly read in "xls" data?
Thanks a lot!
[[alternative HTML version deleted]]
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R-help@stat.math.ethz.ch mailin
Dear colleagues,
I've been swamped and fighting with error for a few hours but still
desperately having absolutely no clue:
What's wrong with my bootstraping code?
Thanks a lot!
Error Message:
> bootResults=boot(X, myFun, R=1);
Error in statistic(data, original, ..
btw, if you change "myFun" to any R internal function, such as "cov", or
"corr", it can run successfully...
On 4/20/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Andy,
>
> I've noticed there should be a "weight" or "frequency&q
> myAR3=ar(mytimeseries, FALSE, 3);
> print(myAR3);
Call:
ar(x = mytimeseries, aic = FALSE, order.max = 3)
Coefficients:
123
0.9220 0.0039 -0.1314
names(myAR)
[1] "order""ar" "var.pred" "x.mean"
"aic"
[6] "n.used" "order.max""partiala
How to force some AR coefficients to be ZERO and only allow the function
"ar" in R to change the other coefficients?
Thanks a lot!
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Hi all,
I am desperately looking for answer to my previous question: what are the
differences between ACF and PACF in time series and their applications? I
got confused a lot by these two functions in R... Already having ACF, why do
people decide to create PACF?
Thanks a lot
[[alternativ
you please recommend some good addon/plugins that have the above
features?
Could you please also suggest some tips/tools/tricks that can help me reduce
the learning curve?
Thank you very much!
Michael.
[[alternative HTML version deleted]]
__
home()))
:
RcallStaticMethod: cannot find specified class
Error in library(pkg, character.only = TRUE) :
.First.lib failed for 'JGR'
What's wrong?
Thanks a lot!
Michael.
[[alternative HTML version deleted]]
___
ole, every first
time I load "Rcmdr", it starts! But not second, third time...
What's wrong with it?
Thanks a lot!
Michael.
[[alternative HTML version deleted]]
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> Commander()
Error: couldn't find function "Commander"
On 1/26/06, Stefano Calza <[EMAIL PROTECTED]> wrote:
>
> Try using
>
> Commander()
>
> but, obviously, the first time.
>
> HIH,
> Ste
>
> On Thu, Jan 26, 2006 at 01:11:23AM -0800, Mic
btain help. But this is
troublesome, does any editor offer online-help for commands, so I just need
to hover my mouse on "abline" and then press F1 key then a help window will
open automatically?
Thanks a lot!
On 1/25/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Hi all,
>
>
thanks everyone, another problem is I cannot load Rcmdr at all in SCIView...
what might be the problem?
On 1/26/06, John Fox <[EMAIL PROTECTED]> wrote:
>
> Dear Michael,
>
> To elaborate slightly: You can't load the same package twice in an R
> session. As mentioned, u
th
[1] "12"
$day
[1] "20"
$"svn rev"
[1] "36812"
$language
[1] "R"
On 1/26/06, Michael <[EMAIL PROTECTED]> wrote:
>
> Here is mine. What might be wrong?
>
> > R.Version()
> $platform
> [1] "i386-pc-mingw32&quo
Hi all,
I am wondering what's wrong with my following code?
x=read.table('c:\\.txt');
Error in file(file, "r") : unable to open connection
In addition: Warning message:
cannot open file 'c:\.txt', reason 'No such file or directory'
what's wrong?
Thanks
[[alternative HTML vers
this instead:
>
> x <- read.table(file.choose())
>
> and then use the resulting GUI to locate the file.
>
>
> On 1/27/06, Michael <[EMAIL PROTECTED]> wrote:
> > Hi all,
> >
> > I am wondering what's wrong with my following code?
> >
>
Hi all,
I am reading books and tutorials about R.
I don't understand the following:
plot(salary~rank, data=salary)
plot(Ozone~date, data=airquality)
I don't understand what does "~" here, and how can plot() have a input
argument called "data"... I have looked it up in "plot"'s help but I could
Hi all,
After trial and error by myself for a few hours, I decide to ask for your
help.
I have a training set which is a matrix of size 200 x 2, where the two
columns denote each independent variable. I have 200 observations.
-
ss=data.frame(trainingSet);
result=lm(trainingClass~
Hi all,
I need to put two different axis to one plot. On the top of the plot, I need
to put one axis, with increments from left side to the right side; then at
the bottom of the same plot, I need to put another axis, with increments
from right side to the left side and showing a different unit. Ho
Hi all,
R is so difficult. I am so desperate.
What does the ":" mean in the following statement?
What does the "[, -1]" mean?
>
> # Leaps takes a design matrix as argument: throw away the intercept
> # column or leaps will complain
>
> X <- model.matrix(lm(V ~ I + D + W +G:I + P + N, election.t
;
> between the plot statements, thus:
>
> plot(x1, y1, etc ...)
> par(new=TRUE)
> plot(x2, y2, etc ...)
>
>
>
> Andrew
>
> On Mon, January 30, 2006 2:49 pm, Michael said:
> > Hi all,
> >
> > I need to put two different axis to one plot. On the top
olumn.
> 2. go to:
>http://cran.r-project.org/other-docs.html
> and read your choice of documents.
> 3. print out this reference card and keep it handy:
> http://www.rpad.org/Rpad/R-refcard.pdf
>
> On 1/29/06, Michael <[EMAIL PROTECTED]> wrote:
> > Hi all,
&g
Hi all,
Suppose I have the following matrix which is a constant matrix I've copied
from some other document:
1.2 3.4 1.4 ...
2.3 3.7 2.6 ...
...
How do I make it into a matrix or array in R?
What is the fastest way of initializing a constant matrix with this
copy/pasted values?
Thanks a lot!
you mean they are in the clipboard in the format shown?
> If that is the case then do this:
>
> as.matrix(read.table("clipboard"))
>
>
> On 1/30/06, Michael <[EMAIL PROTECTED]> wrote:
> > Hi all,
> >
> > Suppose I have the following matrix
No I don't want to adapt them manually by adding "," and format them by
hand... that's tedious and daunting...
you cannot just paste it, you have to adapt it either like this
>
> x <- matrix( c( 1.2, 3.4, 1.4,
> 2.3, 3.7, 2.6 ),
> nrow = 2, byrow = TRUE)
>
I am lost:
> plot(testError, col="red")
> lines(testVar, col="black")
Only one plot (the red one) appear on the Window, the black line did not
appear...what's wrong?
Thanks a lot!
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.
Hi all,
I tended to use rbind, or cbind to force a vector be be deemed as a column
or row vector. This is very important if I want to do things like u' * A *
u, where u' is a row vector and u is a column vector, regardless of what
originall format the "u" is... I want to recast it to column vecto
Hi all,
How do I visualize a contour of a tri-variate normal distribution?
I just like to see the ellipsoid very much. I hope there is a easy way or
existing method in R.
Thank you a lot!
Michael.
[[alternative HTML version deleted]]
__
R
shape3d only gives rigid sphere... not the free form ellipsoid that I
want...
On 2/2/06, Ben Bolker <[EMAIL PROTECTED]> wrote:
>
> Duncan Murdoch stats.uwo.ca> writes:
>
> >
> > On 2/2/2006 3:39 AM, Michael wrote:
> > > Hi all,
> > >
> >
Thanks a lot John. Thanks a lot everybody!
I guess that I just need an ellipsoid, not contour... in 3D, ...
How do I do that most conviniently and efficiently given that I have the
covarance matrix for the gaussian density...
On 2/2/06, John Fox <[EMAIL PROTECTED]> wrote:
>
>
Hi all,
I am not sure if this feature exists in the R-console command line prompt:
In Matlab, if I want to enter a command which is similar to what I have
entered before,
I can enter a few prefix, then press "->", the previous command that matches
with this prefix will then appear on this comman
Hi all,
I have a question about standardization.
Suppose I have training data which is a X matrix, of size N x p, where N is
the number of samples, p is the number of variables in the data set. Y is a
response vector of size N x 1, each element correspoding to each row of the
X matrix.
I do stan
Hi all,
I am using R-console. However when I do plot(xx, yy), it always overwrites
the existing plot window.
How can I make it open a new plot window and plot onto the new window?
Thanks a lot!
[[alternative HTML version deleted]]
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Hi all,
I am experimenting the function "manova" in R.
I tried it on a few data sets, but I did not understand the result:
I used "summary(manova_result)"
and "summary(manova_result, test='Wilks')"
and they gave a bunch of numbers...
But I need the Sum-of-Squares of BETWEEN and WITHIN matrice
HI all,
How to clear the screen in R-console?
Thanks a [EMAIL PROTECTED]
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Any funcation that is callable from my program, instead of pressing keys?
Thanks a lot!
On 2/16/06, Christian Schulz <[EMAIL PROTECTED]> wrote:
>
> ctrl - e & l
>
> >HI all,
> >
> >How to clear the screen in R-console?
> >
> >Thanks a [EMAIL PROTECTED]
> >
> > [[alternative HTML version de
Hi all,
I am doing a two-sided DW test:
H0: rho = 0
H1: rho =/= 0
My understanding is that most test statistics tables are one-sided. It's the
way they created the table.
So from online, by doing Googling, I found a bunch of DW tables for
Confidence Level 5%.
Those tables can answer my two-sid
Hi all,
I have some residuals from regression, and i suspect they have correlations
in them...
I am willing to cast the correlation into a ARMA(p, q) framework,
what's the best way to identify the most suitable p, and q, and fit ARMA(p,
q) model and then correct for the correlations in regressio
> myfit1 <- gls(col1 ~ col2+col3+col4+col5+col6-1, data=data2, corr=corAR1(
0.3202), method='ML')
Error: cannot allocate vector of size 199712 Kb
if I get rid of the "corr=corAR1(0.3202)" option, it works okay...
can anybody help me?
thanks a lot!
[[alternative HTML version deleted]]
_
I tried to find a function called "bestARIMA" but it did not show up... even
on google it does not show up often:
I've only found the following link with "bestARIMA" in it:
http://sirio.stat.unipd.it/files/ts02-03/tsR.pdf
but where is the package and the function in R?
[[alternative HTM
Can the packages that I've installed in R 2.2.1 be automatically imported to
R 2.3.0?
Otherwise it is a hassle everytime I update a new version of R...
[[alternative HTML version deleted]]
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R-help@stat.math.ethz.ch mailing list
https://stat.e
Press "ESC" is supposed to be able to stop the current computation... but
often times it does not really work... I had to kill the R process to stop
and restart the session...
What is a good way to stop/cancel the current computation?
[[alternative HTML version deleted]]
uot; - George E. P. Box
>
>
>
> > -Original Message-
> > From: [EMAIL PROTECTED]
> > [mailto:[EMAIL PROTECTED] On Behalf Of Michael
> > Sent: Tuesday, May 16, 2006 2:41 PM
> > To: R-help@stat.math.ethz.ch
> > Subject: [R] everytime I download a new ve
think.
>
>
> -- Bert
>
>
> > -Original Message-
> > From: [EMAIL PROTECTED]
> > [mailto:[EMAIL PROTECTED] On Behalf Of Michael
> > Sent: Tuesday, May 16, 2006 4:04 PM
> > To: R-help@stat.math.ethz.ch
> > Subject: [R] stop current computation does n
two ARIMA models, both have several bars signicant in ACF and PACF plots of
their residuals,
but when run Ljung Box tests,
both don't show any significant correlations...
however, one model has p-value that is larger than the other model,
based on the p-values,
can I say the model with larger p-va
If first fit my data column V1 to column V2 using normal "lm" fitting,
call it "fit1",
then I used "acf(fit1$residuals, type='cov', 40) " function to obtain the
autocovariance of the residuals,
and then constructed a autocovariance matrix, I chose it to be 40x40.
Call this autocovariance matrix
This is very strange:
I want compute the following in R:
g = B/D * solve(A)
where B and D are quadratics so they are just a scalar number, e.g. B=t(a)
%*% F %*% a;
I want to multiply B/D to A^(-1),
but R just does not allow me to do that and it keeps complaining that
"nonconformable array, et
tempt. What you are doing is not really
> a matrix computation.
>
>
> Patrick Burns
> [EMAIL PROTECTED]
> +44 (0)20 8525 0696
> http://www.burns-stat.com
> (home of S Poetry and "A Guide for the Unwilling S User")
>
> Michael wrote:
>
> >This is very s
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