jenny tan jennytimp at hotmail.com writes:
May I know how does one superimpose the 95% confidence and prediction
intervals on the linear regression line of a scatterplot?
Check
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/8380.html
Dieter
__
Li, Hua HUL at stowers-institute.org writes:
I am using extract.lme.cov to extract the covariance matrix of lme. But
the results are not expected.
b - lme(travel~1,Rail,~1|Rail)
The default correlation for lme is no correlation within groups.
extract.lme.cov(b,Rail)
The part of
May I know how does one superimpose the 95% confidence and prediction
intervals on the linear regression line of a scatterplot?
You could use ggplot:
install.packages(ggplot)
library(ggplot)
qplot(wt, mpg, data=mtcars, type=c(point,smooth), method=lm)
(which gives the 95% confidence
-
Howdy, Gurus
I am appying R package for regression analysis as followings.
A dependent variable is jhnet that means ratio of dividing internal trip
with all trips in a traffic zone. There are
Hello all,
I have some histograms of amount of DNA in some cells (DU145 cells
overexpressing Bax and Bcl-xL for those who wish to know). The histograms
show not only two peaks as expected, but three, indicating that some cells
have more than normal amounts of DNA.
I am interested in knowing how
Hi together,
I always get an error message with using ylim in termplot(), like this:
x-(1:10)
y-(10:1)
l-lm(y~x)
termplot(l,ylim=c(1,2))
Is this a bug, or is there another possibility to do that? Especially, I would
like to use term.plot() for gamlss objects.
Thanks for your help!
Andreas
[EMAIL PROTECTED] wrote:
Dear Users,
I loaded my dataset as following:
presu - read.table(C:/_Ricardo/Paty/qtdata_f.txt, header=TRUE, sep=\t,
na.strings=NA, dec=., strip.white=TRUE)
dep-presu[,3];
exo-presu[,4:92];
When I try:
rq(dep ~ exo, ...) or mle.stepwise(dep ~ exo, ...)
I got
It looks like a bug or at least an omission.
Try the following. It creates a new termplot function which
in turn defines a plot function which looks for a ylims= arg
and, if present, replaces the ylim= arg with ylims= and
then calls the real plot from the graphics package with the
new set of
Hi peolple!
I have a many excel tables with mode than 100 variables. And I want
use R to analize that.
But I have a problem, a group of this variables (more than 50) in any
table is a factor and other part is a number.
Tha factors variables have tha values enconde this form (1=Yes,2=No and
Hello All,
I would like to retrieve some of the results from the lmer(...)
function in library lme4. If I run a model, say
fm.1 - lmer(y ~ 1 + (1 | x), data = dog)
and try names(fm.1), I get NULL. Is there anyway to retrieve the information?
Thanks
comments in line
Grathwohl, Dominik, LAUSANNE, NRC-BAS wrote:
Dear r-helpers,
I have a question about multiple testing.
Here an example that puzzles me:
All matrixes and contrast vectors are presented in treatment contrasts.
1. example:
library(multcomp)
n-60; sigma-20
# n = sample
On 7/15/06, A.R. Criswell [EMAIL PROTECTED] wrote:
Hello All,
I would like to retrieve some of the results from the lmer(...)
function in library lme4. If I run a model, say
fm.1 - lmer(y ~ 1 + (1 | x), data = dog)
and try names(fm.1), I get NULL. Is there anyway to retrieve the
lme4 is S4 package.So you should use slotNames to see what slots an
object has,and use @ instead of $ to extract the slot you want.
library(lme4)
Loading required package: Matrix
Loading required package: lattice
Loading required package: lattice
example(lmer)
slotNames(fm2)
[1] assign
The structure of 'lmer' objects and helper functions is outlined in
the 'lmer' and 'lmer-class' help pages. The latter mentions 'vcov
'signature(object = mer)': Calculate variance-covariance matrix of the
_fixed_ effect terms, see also 'vcov'. Thus,
sqrt(diag(vcov(lmer.object)))
p.s. I intended to include the following extension to an example from
the 'lmer' help page:
fm1 - lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
(fm1.fix - fixef(fm1))
(fm1.fix.se - sqrt(diag(vcov(fm1
fm1.fix/fm1.fix.se
fm1.ran - VarCorr(fm1)
diag(fm1.ran$Subject)
Hi Spencer,
On 7/15/06, Spencer Graves [EMAIL PROTECTED] wrote:
p.s. I intended to include the following extension to an example from
the 'lmer' help page:
fm1 - lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
(fm1.fix - fixef(fm1))
(fm1.fix.se - sqrt(diag(vcov(fm1
Dear Users,
I've got some problems with LaTeX from the Hmisc package.
I write a table to LaTeX from ftable. The table is correctly converted
but the headers vanish. What should I do to copy the headers of the
table into LaTeX?
Thanks,
Wilfred
__
Hi,
I have a matrix containing ID numbers in each column. I would like to
program function which calculate common number of ID numbers between
each pair of columns.
Suppose:
5 6 7
1 5 3
6 7 2
Then the result should be:
0 2 0
2 0 1
0 1 0
The main problem is how to implement intersect()
Define a generalized crossproduct and then apply it with
the indicated function. Multiply the diagonal elements by
zero as the sample output seems to be forcing them that way.
mm - matrix(c(5, 1, 6, 6, 5, 7, 7, 3, 2), 3) # test matrix
# generalized crossproduct
inner -
Gabor Grothendieck wrote:
Define a generalized crossproduct and then apply it with
the indicated function. Multiply the diagonal elements by
zero as the sample output seems to be forcing them that way.
mm - matrix(c(5, 1, 6, 6, 5, 7, 7, 3, 2), 3) # test matrix
# generalized crossproduct
Bi-Info (http://members.home.nl/bi-info) wrote:
Dear Users,
I've got some problems with LaTeX from the Hmisc package.
I write a table to LaTeX from ftable. The table is correctly converted
but the headers vanish. What should I do to copy the headers of the
table into LaTeX?
Thanks,
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
RSiteSearch(best.arima), so I can't
I found references on Google but not RSiteSearch for dynamic time
warping.
What do you want to do? Unless you've received a conflicting reply
that I haven't seen, it looks like you would have to code it yourself.
If you can find something written in another language, you
The ftable structure is not an ordinary matrix. Instead, it has the
body of the table with several cbind- and rbind-ed rows and columns of
label information. The example in ?ftable has two row factors and two
column factors.
Continuing with the example in ?ftable, enter
tmp -
I am looking for ready to install binaries of the last,
and I assume most stable, version of R for OSX 3.9.
I believe this is 2.2.1. I have downloaded the sources,
but to not have to time or resources to compile them.
-.-. --.- Roger Coppock [EMAIL PROTECTED]
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
Hi, Kjetil: Thanks. Spencer Graves
Kjetil Brinchmann Halvorsen wrote:
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
Dear R People:
Has anyone put R on a web server any time, recently, please?
(Red Hat Linux)
The University of Montana put a version up in 2003, but
I was wondering if anyone had done so, please?
Also, where would I find information on such an installation, please?
thanks,
Sincerely,
Erin
Consider the following output [R2.2.0; Windows XP]
set.seed(160706)
X - matrix(rnorm(40),nrow=10,ncol=4)
Xpc - princomp(X,cor=FALSE)
summary(Xpc,loadings=TRUE, cutoff=0)
Importance of components:
Comp.1Comp.2Comp.3 Comp.4
Standard deviation
From what I've heard, the primary reason for using Bayesian Model
Averaging (BMA) is to get better predictions, both better point
estimates and better estimates of the uncertainties. I could not find a
function to compute that.
However, if you've got point estimates of
Murray Jorgensen wrote:
set.seed(160706)
X - matrix(rnorm(40),nrow=10,ncol=4)
Xpc - princomp(X,cor=FALSE)
summary(Xpc,loadings=TRUE, cutoff=0)
Importance of components:
Comp.1Comp.2Comp.3 Comp.4
Standard deviation 1.2268300 0.9690865
Richard M. Heiberger wrote:
The ftable structure is not an ordinary matrix. Instead, it has the
body of the table with several cbind- and rbind-ed rows and columns of
label information. The example in ?ftable has two row factors and two
column factors.
Continuing with the example in
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