[R] 3-day R course in Lisbon

. Springer. 680 p. URL: www.springer.com/0-387-45967-7 Other books: http://www.brodgar.com/books.htm Statistical consultancy, courses, data analysis and software Highland Statistics Ltd. 6 Laverock road UK - AB41 6FN Newburgh Tel: 0044 1358 788177 Email: [EMAIL PROTECTED] URL: www.highstat.com URL

[R] 2 places on R course

Apologies for cross-posting There are two places available on a 3-day R course in Newburgh, UK (28-30 August 2006). Full details can be found at: www.brodgar.com Kind regards, Alain Zuur Highland Statistics Ltd. __ R-help@stat.math.ethz.ch

[R] gamm error message

Hello, Why would I get an error message with the following code for gamm? I want to fit the a gam with different variances per stratum. library(mgcv) library(nlme) Y-rnorm(100) X-rnorm(100,sd=2) Z-rep(c(T,F),each=50) test-gamm(Y~s(X),weights=varIdent(form=~1|Z)) summary(test$lme) #ok

[R] R course

We would like to announce a 3-day R course in the UK. Full details can be found at: www.brodgar.com/statscourse.htm Kind regards, Alain Zuur __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the

[R] R and stats courses

in Newburgh. Host: Organised by Highland Statistics Ltd. Information and registration: www.brodgar.com/statscourse.htm Kind regards, Alain Zuur Dr. Alain F. Zuur Highland Statistics Ltd. 6 Laverock road UK - AB41 6FN Newburgh Tel: 0044 1358 788177 Email: [EMAIL PROTECTED] Our statistics courses

[R] R course

on this course. Registration: http://www.brodgar.com/statscourse.htm Kind regards, Alain Zuur Dr. Alain F. Zuur Highland Statistics Ltd. 6 Laverock road UK - AB41 6FN Newburgh Tel: 0044 1358 788177 Email: [EMAIL PROTECTED] URL: www.highstat.com URL: www.brodgar.com (Brodgar complies with R GNU license

[R] stats courses in Aberdeen (UK) and Ancona (Italy)

__ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

[R] RE: trend turning points

anybody know of a nice test to detect trend turning points in time series? Possibly with reference? Thanks, joerg - Dr Alain Zuur Highland Statistics Ltd. www.highstat.com www.brodgar.com __ [EMAIL PROTECTED] mailing list

Re: [R] Time Varying Coefficients

...which includes your time varying coefficients. You will also need to add an optimisation routine on top of the Kalman filter to estimate any unknown parameters. Not difficult...requires a bit of programming. Alain - Dr Alain Zuur Highland Statistics Ltd. www.highstat.com