end up with a
modified version of the list argument. I believe passing to the function a deep
copy of the list argument would solve my problem.
Thank you in advance for the help!
Giovanni
--
Giovanni Petris
Professor and Director of Statistics
Department of Mathematical Sciences
University
hods base
loaded via a namespace (and not attached):
[1] compiler_3.6.0 tools_3.6.0
Thank you in advance for your help!
Best,
Giovanni Petris
--
Giovanni Petris, PhD
Professor
Director of Statistics
Department of Mathematical Sciences
University of Arkansas - Fayetteville,
That's exactly what I was looking for!
Thank you,
Giovanni
From: David L Carlson <dcarl...@tamu.edu>
Sent: Thursday, December 1, 2016 10:18
To: Giovanni Petris; r-help@r-project.org
Subject: RE: Ajdustment of data symbols
Try this. The par("
oints(0.25, par("usr")[3], pch = 17, col = "red", cex = 2, xpd = TRUE)
I would like to draw the triangle completely outside the plotting area, with
the upper vertex touching the x-axis...
Thank you in advance!
Best,
Giovanni
--
Giovanni Petris, PhD
Professor
Director
not matter, is choose(n
+ k -1, k). Does anyone have a suggestion about how to simulate (uniformly!)
one of these possible samples? In a Monte Carlo framework I would like to do it
repeatedly, so efficiency is of some relevance.
Thank you in advance!
Best,
Giovanni
Giovanni Petris
Associate
13:49
To: Giovanni Petris; r-help@R-project.org
Subject: Re: [R] Generating unordered, with replacement, samples
Hello,
Try function ?sample. Something like, if 'x' is a vector of size n,
sample(x, k, replace = TRUE)
If you want indices into 'x', try instead
sample(n, k, replace = TRUE)
Hope
, 2014 14:07
To: Giovanni Petris; r-help@R-project.org
Subject: Re: [R] Generating unordered, with replacement, samples
On 17/09/2014 2:25 PM, Giovanni Petris wrote:
Hello,
I am trying to interface in my teaching some elementary probability with
Monte Carlo ideas. In sampling from a finite
Thank you!
That does exactly what I was looking for.
Best,
Giovanni
From: Duncan Murdoch [murdoch.dun...@gmail.com]
Sent: Wednesday, September 17, 2014 15:02
To: Giovanni Petris; r-help@R-project.org
Subject: Re: [R] Generating unordered
.
Best,
Giovanni
From: Bert Gunter [gunter.ber...@gene.com]
Sent: Monday, July 01, 2013 10:25 PM
To: Giovanni Petris
Cc: Csima Gabriella; r-help@r-project.org
Subject: Re: [R] KalmanForecast (stats)
Below...
On Mon, Jul 1, 2013 at 7:24 PM, Giovanni Petris
Gabriella,
There is no function KalmanForecast in package stats, so I am not quite sure
about what you are talking about. That said, it may help a review paper that I
wrote a couple of years ago about the different packages available in R for
state space modeling (Petris Petrone, State space
Oops...
Correction: The function KalmanForecast does exist in package stats.
The references that I gave in my other reply are still valid, though. It is my
impression that Kalman filtering facilities in stats are not meant to be used
directly by the end user of R, but their main purpose is to
Hi Samantha,
I had not anticipated such kind of requests, so getting what (I believe) you
want is not totally trivial. However, what 'dlmFilter' does, when dealing with
a time-varying DLM, is to build, at each time, the appropriate matrix W from
'JW' and 'X'. So, I suggest that you look at
How about
c(a, b)
?
HTH,
Giovanni
From: r-help-boun...@r-project.org [r-help-boun...@r-project.org] on behalf of
Nordlund, Dan (DSHS/RDA) [nord...@dshs.wa.gov]
Sent: Thursday, February 14, 2013 7:19 PM
To: r-help
Subject: Re: [R] How to stack row
Package dlm does it, as well as other contributed packages (KFAS, sspir,
dse,...)
Best,
Giovanni
From: r-help-boun...@r-project.org [r-help-boun...@r-project.org] on behalf of
nserdar [snes1...@hotmail.com]
Sent: Thursday, October 18, 2012 8:40 AM
To:
would do
\fvset{listparameters={\setlength{\topsep}{0pt}}}
\renewenvironment{Schunk}{\vspace{\topsep}}{\vspace{\topsep}}
Sorry for the many questions and thank you in advance for any help and
insight you can give me.
Best,
Giovanni
--
Giovanni Petris gpet...@uark.edu
Associate Professor
In addition to the papers suggested by Roy, if you are interested in a
book-length treatment of state space models and Kalman filter in R, I
would look at
http://www.springer.com/978-0-387-77237-0
And I would carry out the implementation in R using package dlm
Just my (biased) 2 cents
)) \alert2{# V must be positive}
mleOut$convergence \alert3{# always check this!!!}
[1] 0
\end{semiverbatim}
How can I get a similar effect using Sweave?
Thank you in advance!
Best,
Giovanni Petris
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department
://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http
I haven't tried this, but I am pretty confident that using dlmFilter()
with fictitious future values of the observations set to NA should do
the job.
Hope this helps,
Giovanni Petris
On Sat, 2011-10-08 at 13:21 +, YuHong wrote:
May I have a question about dlmForecast() function
About the numerical calculation of the Hessian matrix, I have found
numDeriv:::hessian to be often more accurate than the Hessian returned
by optim.
Best,
Giovanni Petris
On Sat, 2011-09-03 at 13:39 -0400, John C Nash wrote:
Unless you are supplying analytic hessian code, you are almost
, Giovanni Petris gpet...@uark.edu
wrote:
Hello!
I am using R on two different machines (under Ubuntu and OS X,
but this
is probably irrelevant) and I would like to keep the two
installations
'synchronized', in particular in terms
.
Hope this clarifies the issue.
Best,
Giovanni Petris
On Thu, 2011-08-25 at 19:30 -0700, quantguy wrote:
I get the identical error even when applying the sample code from the dlm
vignette on state space models: http://www.jstatsoft.org/v41/i04/paper
The sample code is here:
tmp - ts
values for the optimizer.
Best,
Giovanni Petris
Michael Ash-2 wrote:
This question pertains to setting up a model in the package dlm
(dynamic linear models,
http://cran.r-project.org/web/packages/dlm/index.html
I have read both the vignette and An R Package for Dynamic Linear
Models (http
), start = start(market),
freq = frequency(market))
On Fri, Aug 26, 2011 at 9:41 AM, Giovanni Petris [via R]
ml-node+3770873-1409921251-254...@n4.nabble.com wrote:
Oops..
You need to add the following line, right after the m - NCOL(y)
statement:
k - m * (m+1) / 2
'k
it installed also on my Mac, and vice versa.
I imagine this to be a fairly common problem, so I would like to ask if
anybody has suggestions to share about it. Is there a way to make the
synchronization automatic? Painless?
Thank you in advance for the suggestions.
Best,
Giovanni
--
Giovanni
read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575
suppose these m random variables are jointly m-dimensional normal
This is not related to R, so you should probably ask the question
somewhere else. The short answer is that the Z_i cannot be jointly
Normally distributed, since they are not marginally Normally
distributed.
Giovanni Petris
.
Thanks again for the help from this great list!
Best,
Giovanni
On Wed, 2011-03-09 at 15:10 -0800, David Wolfskill wrote:
On Wed, Mar 09, 2011 at 04:32:29PM -0600, Giovanni Petris wrote:
Hello,
I have a file that looks like this:
Date,Hour,DA_DMD,DMD,DA_RTP,RTP,,
1/1
data into R?
Thanks in advance,
Giovanni
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
wrote on 03/01/2011 09:37:31 AM:
[image removed]
Re: [R] bootstrap resampling question
Giovanni Petris
to:
Bodnar Laszlo EB_HU
03/01/2011 11:58 AM
Sent by:
r-help-boun...@r-project.org
Cc:
'r-help@r-project.org'
A simple way of sampling
Is there a way of getting line numbers in Schunks? Ideally, I would like
to have numbers printed every two or five lines.
Thank you in advance,
Giovanni
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR
But this seems to me to be equivalent to sample(rep(1:20, 5), 20),
which I previously suggested and was pointed out to be wrong
Giovanni
On Wed, 2011-03-02 at 11:05 -0700, Vokey, John wrote:
On 2011-03-02, at 4:00 AM, r-help-requ...@r-project.org wrote:
Hello there,
I have a
}}
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/
__
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https
this issue, but
probably not well enough.
Bill Venables.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Giovanni Petris
Sent: Thursday, 17 February 2011 7:58 AM
To: r-help@r-project.org
Subject: [R] Saturated model in binomial
in advance,
Giovanni
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/
__
R-help@r-project.org
I would probably use a Dynamic Linear Model, combining seasonal
component and regression. See package dlm and its vignette for
examples.
HTH,
Giovanni
On Tue, 2011-02-01 at 11:01 +, Paolo Rossi wrote:
Hi list,
I would like to estimate and forecast the seasonal component of a series.
Package dse does.
HTH,
Giovanni
On Wed, 2010-12-08 at 17:45 +0100, Garten Stuhl wrote:
Hi all,
I want to estimate parameters from a VARMA(p,q)-Modell.
The equations of the model or the model structures is given by:
Xt=beta1+beta2*Xt-1+beta3*Yt-1+epsilon1
read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324
What made you think that a cross-covariance matrix should be positive
definite? Id does not even need to be a square matrix, or symmetric.
Giovanni Petris
On Mon, 2010-11-15 at 12:58 -0500, Jeff Bassett wrote:
I am creating covariance matrices from sets of points, and I am having
frequent
For a Pareto distribution, even a truncated one, the inverse CDF method
should be straightforward to implement.
Giovanni Petris
On Tue, 2010-11-09 at 10:50 -0600, cassie jones wrote:
Dear all,
I am trying to simulate from truncated Pareto distribution. I know there is
a package called
Hola Raquel,
As Ben already told you, ergodic means are pretty easy to compute from
scratch. If you are lazy, or you want something more, like estimated
standard errors, you can check out the functions ergMean and mcmcMean in
package dlm.
Best,
Giovanni Petris
On Sun, 2010-11-07 at 14:34 -0200
more
carefully.
Giovanni Petris
On Mon, 2010-11-08 at 19:31 +1100, Michael Bedward wrote:
Hello Jumlong,
For Normal distribution see the help page for pnorm.
For dealing with unknown (empirical) distributions, look at ecdf.
Hope this helps
Michael
On 8 November 2010 16:29, Jumlong
0.4973270 0.6544219
[8] 0.1257485 0.2756357 0.5672207
.Random.seed - x
runif(10)
[1] 0.5610780 0.5911841 0.5868183 0.3833801 0.7397059 0.4973270 0.6544219
[8] 0.1257485 0.2756357 0.5672207
Best,
Giovanni Petris
On Mon, 2010-11-08 at 16:05 -0500, Jorge Ivan Velez wrote:
Hi Xiaoxi,
Take a look
the observation variance for u_t and/or r_t to be a parameter and you
will end up with a random walk plus noise model (local level model) for
u_t (and/or r_t).
HTH,
Giovanni Petris
On Tue, 2010-10-05 at 22:30 -0400, Christian Schoder wrote:
Dear r-users!
I have another question regarding the dlm package
Unless you tell us what model or what forecasting technique you want to
use, it seems to me that this is more a question about Statistics than
about using R.
Best,
Giovanni Petris
On Mon, 2010-09-27 at 23:02 +0100, Dr. Alireza Zolfaghari wrote:
Hi list,
I have a set of data which I want
:6787: gcc -E -I/usr/local/include conftest.c
conftest.c:17:28: error: ac_nonexistent.h: No such file or directory
...other stuff here...
Could anybody help me?
I am also attaching the file config.log for more info.
Thank you in advance,
Giovanni Petris
--
Giovanni Petris gpet...@uark.edu
model,
a model state space. I am wondering all the commands in R, to represent the
linear dynamic model and Kalman filter.
I am available for any questions.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR
.
finally I solve my problem with a brute-force algorithm. Searching in
the web I found some pages about random walks and neural networks where
people said that this task is very difficult and is in a exploratory
step nowadays.
Thank you very much for your help
Sergio
Giovanni
Hi Sergio,
Your function does not estimate what you want. In fact it does not
estimate anything useful. A random walk is not stationary; in
particular, the variance at time t is t. Therefore, estimating variances
based on one run, averaging over time, does not make any sense. This is
what you are
, Giovanni Petris wrote:
Sorry for asking again, but I did not receive any answers - I
know
it's a busy time... ;-)
Shell I conclude that it is not possible to obtain standard
errors
from StructTS()
or its output?
Thanks,
Giovanni Petris
- Original Message -
From
Sorry for asking again, but I did not receive any answers - I know it's a busy
time... ;-)
Shell I conclude that it is not possible to obtain standard errors from
StructTS()
or its output?
Thanks,
Giovanni Petris
- Original Message -
From: Giovanni Petris gpet...@uark.edu
Date
Hello,
Does anybody know if (and how) it is possible to obtain standard errors of
estimated variances from StructTS? (R 2.10.0).
Thank you in advance,
Giovanni
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PLEASE
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet
Unless this is a homework problem, you would be much better off using
glm().
Giovanni
Date: Fri, 30 Oct 2009 12:23:45 -0700
From: parkbomee bbom...@hotmail.com
Sender: r-help-boun...@r-project.org
Importance: Normal
Precedence: list
--Boundary_(ID_/D+lL9iK1qLhrkPBeoxH+Q)
-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--===0554064772==--
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630
__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet
The standard asymptotic theory of likelihood ratio tests assumes that
you are testing a submodel, which is not the case here. Moreover, even
when testing submodels, there are other assumptions that often are not
met in the case of DLMs - the typical example being hypothesised
values on the
, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/
__
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Emacs + ESS does too.
Giovanni
Date: Tue, 06 Oct 2009 12:34:28 -0400
From: Gabor Grothendieck ggrothendi...@gmail.com
Sender: r-help-boun...@r-project.org
Cc: r-help@r-project.org
Precedence: list
DKIM-Signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma;
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
) and
opinions about the different packages, but I would also like to
summarize in my paper the feedback I get from the R community.
Thank you in advance.
Best,
Giovanni Petris
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas
the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630
mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical
With n = 100 I can see the two modes well separated in a density
plot.
However, I don't see why you cannot plot the density function, if
that's what you need:
curve(0.6 * dnorm(x, 0.4, 0.1) + 0.4 * dnorm(x, 0.8, 0.1), 0, 1.2)
Best,
Giovanni
Date: Tue, 25 Aug 2009 13:55:26 +0100
From:
periods
Thanks.
Giovanni Petris wrote:
Please do read the posting guides and give us a reproducible
example. We don't know what the errors you get from HoltWinters
are. I guess we need to see the data you are using etc.
Giovanni Petris
Date: Thu, 06 Aug 2009 11:33:58 -0700
Please do read the posting guides and give us a reproducible
example. We don't know what the errors you get from HoltWinters
are. I guess we need to see the data you are using etc.
Giovanni Petris
Date: Thu, 06 Aug 2009 11:33:58 -0700 (PDT)
From: voidobscura nshah...@gmail.com
Sender: r-help
I ran an instant experiment...
typeof(0)
[1] double
typeof(-0)
[1] double
identical(0, -0)
[1] TRUE
Best,
Giovanni
By the way:
Are there difference between -0 and 0?
__
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12.887
### ...while using multinomial resampling:
system.time(
+ index - sample(N, N, replace = TRUE, prob = w)
+ )
user system elapsed
0.344 0.020 0.366
Date: Wed, 29 Jul 2009 13:32:14 -0500 (CDT)
From: Giovanni Petris gpet...@uark.edu
Sender: r-help-boun...@r-project.org
Dear all,
Here is a little coding problem. It falls in the category of how can I do
this efficiently? rather than how can I do this? (I know how to do it
inefficiently). So, if you want to take the challenge, keep reading, otherwise
just skip to the next post - I won't be offended by that ;-)
, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
It is not clear to me whether you are talking about a covariance (a
theoretical quantity depending on the distribution of A and x) or an
empirical covariance, estimated from some data.
In the first case you don't need to solve anything because, as long as
A is fixed, i.e. non-random, its
Here is one way:
x - rnorm(100)
y - rnorm(100)
z - residuals(lm(y ~ x))
cor(x, z)
[1] 3.610290e-17
Best,
Giovanni
Date: Tue, 07 Jul 2009 16:26:02 +0200
From: Stein, Luba (AIM SE) luba.st...@allianz.com
Sender: r-help-boun...@r-project.org
Accept-Language: en-US, de-DE
Precedence: list
sum(!is.na(x))
Date: Tue, 07 Jul 2009 14:56:54 -0400
From: Godmar Back god...@gmail.com
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DomainKey-Signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma;
Hi,
-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
in advance for your suggestions!
Giovanni
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
Hi Michael,
There was a bug in dlmForecast that I have fixed. While the new
version of the package makes its way to CRAN, you can source the
attached file, which contains the amended version of dlmForecast.
Best,
Giovanni Petris
Date: Wed, 11 Mar 2009 13:39:36 +
From: Michael Pearmain
://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University
elementary algebra, is enough to compute the
probability you are interested in.
two types of inequalities ( and ) can be mixed? (The user would
have to specify the set of indexes with inequalities of the type )
Giovanni
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department
commented, minimal, self-contained, reproducible code.
--
Giovanni Petris gpet...@uark.edu
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
with a legend in which the dot-dash patterns of the
different line types are hard to distinguish. With a longer piece of
line that would be easier.
Thank you in advance,
Giovanni
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas
-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
be addressed to the package maintainer
first.
Best,
Giovanni Petris
(author of package dlm)
Date: Mon, 08 Dec 2008 00:17:29 -0500
From: [EMAIL PROTECTED]
Sender: [EMAIL PROTECTED]
Precedence: list
Is there a way to add covariates to the system equation in a time-varying
approach:
Y[t] = F'[t
Also something along the following lines:
x - 1:100
y - split(x, (seq(along = x) - 1) %/% 5)
HTH,
Giovanni Petris
Date: Fri, 21 Nov 2008 07:48:09 -0800 (PST)
From: Rajasekaramya [EMAIL PROTECTED]
Sender: [EMAIL PROTECTED]
Precedence: list
Hi,
I have a vector of Size 7420. I wanna
code.
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/
__
R-help@r-project.org
-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
^
Please do so. It makes much more easy to understand and answer your
questions.
Best,
Giovanni Petris
--
Giovanni Petris [EMAIL
= substitute(n == k, list(k = k)))
### this works
plot(0,0, main = substitute(N[eff] == neff, list(neff = n.eff[k])))
### this doesn't work
plot(0,0, main = substitute(n == k * N[eff] == neff, list(k = k, neff =
n.eff[k])))
Thanks in advance,
Giovanni
--
Giovanni Petris [EMAIL PROTECTED
that applies to
a discrete distribution specified by values and their probabilities.
Thanks in advance.
Best,
Giovanni Petris
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630
*mu)/sqrt(2*sig))/ sqrt(2*sig))
Best,
Giovanni Petris
Date: Thu, 28 Aug 2008 21:47:38 -0700 (PDT)
From: kathie [EMAIL PROTECTED]
Sender: [EMAIL PROTECTED]
Precedence: list
Dear R users...
I made the R-code for this double summation computation
http://www.nabble.com/file/p19213599
, minimal, self-contained, reproducible code.
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris [EMAIL PROTECTED]
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris [EMAIL PROTECTED]
Associate
read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575
]
[0 e 0 ]
[0 0 C_0]
The 'e' on the diagonal of C^*_0 should be zero, but since the matrix
must be nonsingular youcan put a very small number, such as e = 1e-8.
Best,
Giovanni Petris
Thanks,
Tsvetan
? If this is the case, what is a clean way
of doing it?
Thank you in advance,
Giovanni Petris
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http
Thank you again,
Giovanni
Date: Sat, 03 May 2008 06:43:22 +1000
From: Andrew Robinson [EMAIL PROTECTED]
Cc: r-help@r-project.org
User-Agent: Mutt/1.4.2.3i
On Fri, May 02, 2008 at 03:06:31PM -0500, Giovanni Petris wrote:
Hello,
I posted a question yesterday but I got no replies, so
-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department
32 19 356
Female 440 25 14 18 14 47 22 457
(Here '111' means (Yes, Yes, Yes) on the three items, etc.)
How can I tranform elegantly this table into a dataframe that I can
feed to lmer?
Thank you in advance for your replies!
Giovanni Petris
--
Giovanni Petris [EMAIL PROTECTED
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Giovanni Petris [EMAIL PROTECTED]
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph
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