Spencer Graves wrote:
Regarding AIC.c, have you tried RSiteSearch(AICc) and
RSiteSearch(AIC.c)? This produced several comments that looked to me
like they might help answer your question. Beyond that, I've never
heard of the forecast package, and I got zero hits for
Hola!
I am programming a class (S3) symarray for
storing the results of functions symmetric in its
k arguments. Intended use is for association indices
for more than two variables, for instance coresistivity
against antibiotics.
There is one programming problem I haven't solved, making an
Thomas Girke wrote:
I have a question regarding accessing the names of list
components when applying a function with lapply.
Here is an example that demonstrates what I'd like to do.
I have a list like this one:
mylist - list(a=letters[1:10], b=letters[10:1], c=letters[1:3])
Rolf Turner wrote:
A colleague asked me if there is a way to specify with a
***variable*** (say ``cflag'') whether there is an intercept in a
linear model.
She had in mind something like
lm(y ~ x - cflag)
something like
lm( if (cflag) y ~ x-0 else y ~ x, ...
Kjetil
where cflag
Andreas Neumann wrote:
Dear all,
I have hundreds of thousands of univariate time series of the form:
character seriesid, vector of Date, vector of integer
(some exemplary data is at the end of the mail)
I am trying to find the ones which somehow have a shape over time that
looks like the
mark salsburg wrote:
How do I manipulate the read.table function to read in only the 2nd
column???
Se the colClasses argument of read.table()
Kjetil
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch mailing list
Kum-Hoe Hwang wrote:
HOwdy
I read R books about scale function for variable transformation.
Acoording to this book
scale function leads me to better regression results. Or am I worng?
I hope somebody tell me about a scale function?
Is it for variable transformation?
Did you try to read
Nongluck Klibbua wrote:
hi all,
Does anyone know which command to use for error function(erf)?
Thanks
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
Farrel Buchinsky wrote:
I followed the threads that enquired about doing post-hoc tests after doing
Kruskal testing. It took me to npmc. But npmc is giving an output I do not
understand.
I noticed a thread entitled npmc function: 'x' must be atomic but there
never appeared to be a
Pallavi Naresh wrote:
I am new to R and new to time series modeling.
I have a set of variables (var1, var2, var3, var4, var5) for which I have
historical yearly data.
I am trying to use this data to produce a prediction of var1, 3 years into
the future.
I have a few basic questions:
Ann Hess wrote:
Is there any way to increase the decimal accuracy for probability
distributions. For example (in R):
1-pchisq(90,5)
[1] 0
But in Maple, I find that the value is 0.67193x10-17.
Look at this:
1-pchisq(90,5)
[1] 0
pchisq(90,5, lower=FALSE)
[1] 6.71932e-18
Kjetil
Christian Hoffmann wrote:
Hi,
In a second try I will ask this list to give me some useful pointers.
Linear lists, as described e.g. by N.Wirth in Algorithms and Data
Structures, seem not to be implemented in S/R, although in lisp we have
cons, car, cdr.
This has been discussed on the
Emilie Berthiaume wrote:
Hi,
I'm a SAS user trying to convert myself to R but I still have problems with
some
pretty simple commands.
First I wanted to add up a number of red-tailed hawks seen per day (
julian day) per year. So I tried:
RTyrday - tapply(RThr,list(year,julian),sum)
Marc Bernard wrote:
Dear All,
I am wondering if there is an R function to convert a covariance matrix to
a correlation matrix. I have a covariance matrix sigma and I want to compute
the corresponding correlation matrix R from sigma.
Does cov2cor do what you want?
Kjetil
Quin Wills wrote:
I am using nls to fit dose-response curves but am not sure how to approach
more robust regression in R to get around the problem of the my error
showing increased variance with increasing dose.
package sfsmisc has rnls (robust nls)
which might be of use.
Kjetil
Atte Tenkanen wrote:
Question 1) I want to read many csv-tables and run the same commands for
all of them. Is there some simpler solution than this below to solve this
problem?
for (g in 1:6)
{
if (g==1){k=kt1_0057}
if (g==2){k=kt1_0101}
if (g==3){k=kt1_0613}
if (g==4){k=staten}
if
oliver wee wrote:
hello,
In my time series data, I was able to successfully fit
its ARIMA model (Box-Jenkins) and its GARCH model and
estimate their parameters. I was also able to forecast
future values of the time series based on my fitted
ARIMA model using the predict() function call.
Diethelm Wuertz wrote:
Thanks a lot that works fine!
Next problem, if I would have my own package, and the file test.csv
would be located in the data directory
How to use the function data to get
data(test)
Also put in the data subdirectory the file test.R
with the commands to read
Arun Kumar Saha wrote:
Dear aDVISOR,
Hope I am not disturbing you. Can you tell me how I can perform Multivariate
Garch analysis in R. Also please, it is my humble request let me know some
resource materials on Multivariate Garch analysis itself.
You could tryhelp.search(garch) or
Lisa Wang wrote:
Hello there,
In the e1071 package,'lca' function only works for binary data for
Latent class analysis. Am I right?
I would like to test the agreement amongst 6 raters for nominal data
ona scale from 1-4, and conduct a latent class analysis. What package
package irr (on
[EMAIL PROTECTED] wrote:
great!! thanks very much, mean(unlist(lapply(listdata, function(z) z$c)))
WHY unlist(lapply(... when sapply(...
is simpler?
Kjetil
works well.
and what about getting the average table $a (displaying the average elements
across all 1000 matrix)? could you please
Fernando Mayer wrote:
You can get the x and y position of any place of an open graphic device
with the mouse cursor, using the function locator(), and even assing
this values to an object, as in:
xy-locator()
You will have a list with x and y positions. Then you can use:
Jan Danielsson wrote:
Hello,
Given a probability function: p(x) = 12 / (25(x+1)) , x=0, 1, 2, 3 we
generate the following values:
C1 C2
0 0.48
1 0.24
2 0.16
3 0.12
Now, I'm supposed to create 50 random values using this table. In
MiniTab, I simply selected
Angelo Secchi wrote:
Hi,
after looking around I was not able to get info about these two questions:
1. Is there a function to have a jackknifed corrected var/cov estimate
(as described in MacKinnon
and White 1985) in a standard OLS regression?
Not sure, but look at package sandwich
Craig A Faulhaber wrote:
Hi all,
I would like to estimate power and necessary sample size for a GLM with
a response variable that has a poisson distribution. Do you have any
suggestions for how I can do this in R? Thank you for your help.
Sincerely,
Craig
package asypow (on CRAN)
Douglas Grove wrote:
Hi,
I'm trying to figure out if there's an automated way to get
read.table to read in my data and *not* convert the character
columns into anything, just leave them alone. What I'm referring
?Did you read the help page?
What about argument as.is=TRUE?
See also argument
Cleber N. Borges wrote:
I was quite interested in this thread (discussion),
once that I am chemistry student and I work with Mixtures Designs that are
models without intercept.
I thought quite attention the follow afirmation:
' Thus SST, the corrected total
sum of squares, should be
Jean-Luc Fontaine wrote:
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA1
I found:
max.col(matrix(c(1,3,2),nrow=1))
Is there a more concise/elegant way?
which.max
Thanks,
- --
Jean-Luc Fontaine http://jfontain.free.fr/
-BEGIN PGP SIGNATURE-
Version: GnuPG v1.4.1 (GNU/Linux)
Philippe Grosjean wrote:
Martin Maechler wrote:
Trevor == Trevor Hastie [EMAIL PROTECTED]
on Tue, 13 Dec 2005 12:51:34 -0800 writes:
Trevor It would be nice to have a date stamp on an object.
One way to do this with important objects is to use the comment function
(in package base)
Philippe Grosjean wrote:
Martin Maechler wrote:
Trevor == Trevor Hastie [EMAIL PROTECTED]
on Tue, 13 Dec 2005 12:51:34 -0800 writes:
Trevor It would be nice to have a date stamp on an object.
Following up on my post of a few minutes ago, I tried to write an
timestamp function
Melanie Edwards wrote:
I am curious whether anybody has or is developing this capability within
R. I have not found any software yet that has this capability and I am
not sure whether it is too new a method and nobody is actually using it,
googling around I found that this (PVA) is a variant
Gabor Grothendieck wrote:
Yes, this is the definition of a time series and therefore of a zoo object.
A time series is a mathematical function, i.e. it assigns a single element
of the range to each element of the domain. This data does not describe
a time series.
Since nobody else has
zhihua li wrote:
hi netters,
suppose i have a series of objects X1, X2, B1,C1... they all
have the same dimensions. i want to combine into one by using cbind:
y-cbind(X1,X2,B1,C1.)
but i don't want to type the names of these objects one by one. instead,
i've put their names
Thanjavur Bragadeesh wrote:
I have two groups of patients (improved or not improved) named x and y group
respectively after being treated with 5 different drugs
X-c(43,52,25,48,57) and
Y-c(237,198,245,212,233)
when I run
chisq.test(cbind(x,y))
This takes cbind(X,Y) as a
Doran, Harold wrote:
Sorry, didn't think about that. The mirror I used was
http://lib.stat.cmu.edu/R/CRAN/
I just tried what you did, but with firefox, and there were no
problems.
Kjetil
I checked other mirrors and they did work fine.
-Original Message-
From: [EMAIL
Ed Wang wrote:
Yes, I have gone through the manual. My best reference for plotting has
been examples either through the list archive or searches on the internet.
Nothing in the introductory manual could get me to what I have been
able to do so far, but that is limited to plotting componenets
Spencer Graves wrote:
I haven't seen a reply, so I will comment even though I've never used
coherency / coherence nor spectrum. RSiteSearch(coherence)
produced 13 hits, the third of which looked like it might be relevant to
your question
P Ehlers wrote:
I'd like to add two comments to Martin's sensible response.
1. I've seen several intro-stats textbooks that define a
boxplot to have whiskers to the extreme data values
and then define Tukey's boxplot as a modified boxplot.
I wish authors wouldn't do that.
2. I've also
Ed Wang wrote:
Morning,
I've downloaded the precompiled R 2.1.1 version and am using Windows XP
on my office workstation. As mentioned previously, I've resorted to batch
jobs to avoid the hanging that occurs when I try to plot the 3690 length
vector of data. If it's warranted, I can do a
I am trying to use KalmanSmooth to smooth a time series
fitted by arima (and with missing values), but the $smooth component
of the output baffles me. Look at the following example:
testts - arima.sim(list(ar=0.9),n=100)
testts[6:14] - NA
testmod - arima(testts, c(1,0,0))
testsmooth -
[EMAIL PROTECTED] wrote:
hello!
My name is Stefanos, from Athens.
I'm a new user of R and I'm studying multivariate time series. I can't find
in the help menu how to calculate the cross spectrum and the coherency of 2
Time Series. Would you like to help me?
Thanks
ronggui wrote:
It is not a pure R question,but I hope some one can give me advices.
I want to use analysis my data with the multilevel model.The data has 2
levels the second level has 52 units and each second level unit has 19-23
units.I think the sample size is quite small,but just
Ron Piccinini wrote:
Hello,
I have 2700 text files in a folder and need to apply
the same program/procedure to each individually. I'm
trying to find how to code something like:
For each file in Folder do {Procedure}
is there an easy way to do this? other suggestions?
files -
Dr. Herwig Meschke wrote:
To construct a nonparametric (1-alpha) confidence set for an arbitrary
CDF F, you can use the Dvoretzky-Kiefer-Wolfowitz (DKW) inequality
(e.g., see Wasserman, L. (2005). All of Statistics. 2nd, corr. printing.
NY: Springer, p. 99).
With n=sample size and
Ravi Varadhan wrote:
Hi,
I apologize for the previous posting, where the message was not formatted
properly. Here is a better version:
I have written the following function to check whether a vector has elements
satisfying monotonicity.
is.monotone - function(vec,
I was surprised by:
test - matrix( as.character(1:4), 2)
test
[,1] [,2]
[1,] 1 3
[2,] 2 4
apply(test, 1, paste, sep=+)
[,1] [,2]
[1,] 1 2
[2,] 3 4
apply(test, 1, paste, sep=*)
[,1] [,2]
[1,] 1 2
[2,] 3 4
te - matrix(1:4, 2)
te
[,1] [,2]
[1,]13
John Fox wrote:
Dear Leaf,
I assume that you're using lm() to fit the model, and that you don't really
want *all* of the interactions among 20 predictors: You'd need quite a lot
of data to fit a model with 2^20 terms in it, and might have trouble
interpreting the results.
If you know
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
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
(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
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
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
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
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
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
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
Christian Hennig wrote:
Hi list,
1) How can the MM-estimator method=MM in function rlm be tuned to 85%
efficiency? It seems that there is a default tuning to 95%. I presume, but
am not sure, that the MM-estimator uses phi=phi.bisquare as default and
the tuning constant could be set by adding a
Weiwei Shi wrote:
Hi,
I asked this question before, which was hidden in a bunch of
questions. I repharse it here and hope I can get some help this time:
I have 2 contingency tables which have the same group variable Y. I
want to compare the strength of association between X1/Y and X2/Y. I
am not
Weiwei Shi wrote:
Hi,
I have a text mining project and currently I am working on feature
generation/selection part.
My plan is selecting a set of words or word combinations which have
better discriminant capability than other words in telling the group
id's (2 classes in this case) for a dataset
Spencer Graves wrote:
How might you fit a generalized linear model (glm) with variance
= mu+theta*mu^2 (where mu = mean of the exponential family random
variable and theta is a parameter to be estimated)?
This appears in Table 2.7 of Fahrmeir and Tutz (2001)
Multivariate
Sander Oom wrote:
Dear all,
We have a large data set with temperature data for weather stations
across the globe (15000 stations).
For each station, we need to calculate the number of days a certain
temperature is exceeded.
So far we used the following S code, where mat88 is a matrix
Gorjanc Gregor wrote:
Thanks to Paul and Gabor for additional tips/examples. Actually, I find
Pauls suggestion with setRNG also nice and is exactly what I wanted.
Paul, if I understand this correctly, your suggestion with setRNG does not
alter RNG flow, it just takes care that chains really
Ajay Narottam Shah wrote:
I learned R MLE in the last few days. It is great! I wrote up my
explorations as
http://www.mayin.org/ajayshah/KB/R/mle/mle.html
I will be most happy if R gurus will look at this and comment on how
it can be improved.
I have a few specific questions:
* Should
jose silva wrote:
Dear all
Its very difficult to read your post due to all the blank lines, so I
cannot really
read it very well, but what about writing your function as (not tried)
fun - function(x) c(x[1],
or if that doesn't work look into
?mapply
But you should really look into
Poizot Emmanuel wrote:
Hi,
is it possible to perform a geometric mean regression with R ?
Thanks.
As has been said on this list before, This is R, there is no if, only
how,
but if you actually wanted to ask how it is possible, it would help if
you explained what is geometric mean
Prof Brian Ripley wrote:
On Thu, 2 Jun 2005, hadley wickham wrote:
An environment is a hash table, and copying occurs only on
modification,
when any language would have to copy in this context.
Caveat: the default is new.env(hash=FALSE), so an environment is a
hash table in one sense
Duncan Murdoch wrote:
Gabor Grothendieck wrote:
On 6/2/05, Prof Brian Ripley [EMAIL PROTECTED] wrote:
On Thu, 2 Jun 2005, hadley wickham wrote:
An environment is a hash table, and copying occurs only on
modification,
when any language would have to copy in this context.
Caveat: the
I just discovered that when the VGAM package (not on CRAN) is loaded,
glm() doesn't work. This is because VGAM defines a family function()
which gets found
by glm() in place of the family function from stats.
Then VGAM:::family returns an object which doesn't have a $family
component, (it has
Andreas Zankl wrote:
I have a histogram with histograms for several datasets superimposed.
How can I add a legend that indicates which dataset uses which linetype?
Thanks
Andreas
?legend
?locator
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
Constantinos Antoniou wrote:
Hello,
I am a new R user and I am trying to estimate some generalized linear
models (glm). I am trying to compare a model with a gaussian
distribution and an identity link function, and a poisson model with
a log link function. My problem is that while the
Tolga Uzuner wrote:
How do I suppress the following ?
Warning messages:
1: the condition has length 1 and only the first element will be used
in: if (strike == forward) atmvol(forward, t, alpha, beta, rho, upsilon)
else {
2: the condition has length 1 and only the first element will be used
in:
Globe Trotter wrote:
Good point: the Bellman reference is a book:
Introduction to Matrix Analysis by Bellman (1960). McGraw-Hill Series in Matrix
Theory.
--- and republished much later by SIAM.
Kjetil
--- Robin Hankin [EMAIL PROTECTED] wrote:
Hi everyone.
The following webpage gives a
rene.raupp wrote:
Does anybory knows any work comparing R with other (charged) statistical softwares (like Minitab, SPSS, SAS)?
I work in a brasilian government bureau and I intend to use R as our preferable statistical software, but I have to show it's as good as the others.
Sorry. That will be
John Janmaat wrote:
Hello,
I have a system of quadratic equations (results of a Hamiltonian optimization)
which I need to find the roots for. Is there a package and/or function which
will find the roots for a quadratic system?
Certainly you cxould use solve, see
?solve
Alternatively you could
This is rw2010 from CRAN.
When running Rcmd check
on a package I get:
Warning in utils::data(list = al, envir = data_env) :
data set 'vowel.test' not found
Warning in utils::data(list = al, envir = data_env) :
data set 'vowel.train' not found
Warning in utils::data(list = al, envir =
ronggui wrote:
i have try hard to find the answer by google,but i can not find any solution.
so i wan to ask:
1,can we test the if canonical relationship is significant after using cancor?
One reference is T. W. Anderson: An Introduction to Multivariate
Statistical Analysis, second edition,
Warfield Jr., Joseph D. wrote:
Dear users
I need to perform a loglinear analysis of a real data set for a course
project. I need a real data set with contingency tables in at least 3
dimensional, each with
more than 2 levels.
Thanks
Joe Warfield
[[alternative HTML version deleted]]
Christian Mora wrote:
Hi all;
I'm trying to fit a reparameterization of the
assymptotic regression model as that shown in
Ratkowsky (1990) page 96.
Y~y1+(((y2-y1)*(1-((y2-y3)/(y3-y1))^(2*(X-x1)/(x2-x1/(1-((y2-y3)/(y3-y1))^2))
where y1,y2,y3 are expected-values for X=x1, X=x2, and
Ashraf Chaudhary wrote:
Hi All;
The following question is directed more to statisticians on the list.
Suppose I have a normal random variable. Is there a transformation that I
can apply so that the new variable is slightly positively skewed.
I greatly appreciate your help.
Ashraf
Peter Dalgaard wrote:
¢é ¨ [EMAIL PROTECTED] writes:
Hello,dear all:
I want to install the package ordinal,but I don't see the package listed
under package sources.
I try to search it by google,then I found this:
http://euridice.tue.nl/~plindsey/rlibs.html
but the connect does not work.
Vicky Landsman wrote:
Thanks to Prof. Ripley, Kjetil and Spencer Graves for help.
I will be more specific.
I have to simulate a bivariate lognormal pair (Y1,Y0) where E(Y1)=X'b,
E(Y0)=X'd, Var(Y1)=c1, Var(Y0)=c0,
X is a data matrix, and b and d are vectors of parameters.
Vicky.
You did'nt specify
Kjetil Brinchmann Halvorsen wrote:
Jason W. Martinez wrote:
Dear R-users,
I have an outcome variable and I'm unsure about how to treat it. Any
advice?
If you only concentrate on the relative proportions, this are called
compositional data. I f your data are in
mydata (n x 4), you obtain
Vicky Landsman wrote:
Dear experts!
Is there a package that enables to create the bivariate log-normal variables?
What do you mean by create? If you mean simulate, why not use mvrnorm
from MASS, and
then exponentiate?
Kjetil
Thanks a lot,
Vicky Landsman.
[[alternative HTML version
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
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.
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
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
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
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
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
[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
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
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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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
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
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,
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