On Fri, 15 Oct 2010, Megh Dal wrote:
Dear all, I have following 2 zoo objects. However when I try to merge those 2
objects into one, nothing is coming as intended. Please see below the objects
as well as the merged object:
dat11
V2 V3 V4 V5
2010-10-15 13:43:54
On Fri, 15 Oct 2010, Megh Dal wrote:
Hi Gabor, please see the attached files which is in text format. I have
opened them on excel then, used clipboard to load them into R. Still
really unclear what to do.
I've read both files using read.zoo():
R z1 - read.zoo(dat1.txt, sep = ,, header =
On Wed, 20 Oct 2010, max.e.br...@gmail.com wrote:
Hi,
I am estimating a (fixed-effects) model with plm, for which I would like
to get the fitted values. If I call fitted() on my estimated model, it
returns NULL.
How do I get the fitted values out of the plm object?
I think there is
On Mon, 25 Oct 2010, Immanuel wrote:
Hello all,
I'm trying to use zoo.read
Just for the record: read.zoo().
but can't figure out
how to deal with the time format. (example below)
Yes, the problem is only the chron conversion (and not read.zoo).
would be nice if someone could help.
On Tue, 26 Oct 2010, Marc Schwartz wrote:
On Oct 26, 2010, at 2:59 PM, Ben Hunter wrote:
Hi everyone,
Why am I having such a tough time finding a way to put an mlogit summary
table into latex? Everywhere I read says that using Sweave and latex is the
most sophisticated, dynamic way to get
On Wed, 3 Nov 2010, h0453...@wu.ac.at wrote:
Hi
I fitted an ARIMA model using the function arima(). The output consists of
the fitted coefficients with their standard errors.
However i need information about the significance of the coefficients, like
p-values. I hope you can help me on
On Tue, 23 Nov 2010, Liang Peng wrote:
Appreciate any suggestions regarding how to fit an unbalanced panel data to
a Tobit model using R functions. I am trying to analyze how real estate
capital expenditures (CapEx) are affected by market conditions using a panel
Tobit model. The CapEx is
On Tue, 30 Nov 2010, Ben Kenward wrote:
Hi!
I am a psychologist who suspects that the only sensible way to analyse
a particular data set is to use generalised linear mixed models. I am
hoping that someone might be able to point me in the right direction
to find some very practical hands on
You do not provide a reproducible example, as the posting guide asks you
to. But I guess that your time series setup using ts() is insufficient,
see ?ts. If the data starts in January 2008, why do you tell R that it
starts in 1? Presumably you have monthly data and
unem1 - ts(unem$a, start
On Wed, 14 Jul 2010, Megh Dal wrote:
Hi all, can somebody help me to split a time series (zoo) object on monthwise.
For example, suppose I have following time series object:
library(zoo)
dat1 - zooreg(rnorm(300), start=as.Date(2009-01-01), frequency=1)
From dat1, I want to create a
information
about the number and timing of potential breaks),
- estimate breakpoints for m = 1, ..., M.
- visualize associated RSS and BIC (or the modified BIC called LWZ),
- choose number of breaks.
A paper showing this strategy in practice is:
Achim Zeileis, Christian Kleiber, Walter
On Tue, 27 Jul 2010, Matthew OKane wrote:
Hi,
Could anyone help me understand how the mincriterion threshold works in
ctree and cforest of the party package? I've seen examples which state that
to satisfy the p 0.05 condition before splitting I should use mincriterion
= 0.95 while the
On Tue, 27 Jul 2010, John Sorkin wrote:
Do not worry about the SE. The SE listed on the output is the SE of the log
odds. You can use the estimate (beta) and SE from the listing to compute a
confidence interval (CI)as follows:
CI exp(beta-1.96*SE) to exp(beta-1.96*SE)
The standard errors
On Mon, 2 Aug 2010, Costas wrote:
Hi,
I have to zoo real valued time series a and b same length.
is index(a)-index(b) same as time(a)-time(b)?
Yes.
Which one is better?
Neither.
index() has been introduced because zoo series do not necessarily have to
be indexed by time. In such
On Fri, 13 Aug 2010, Maha Bakoben wrote:
Hi,
I'm trying to fit a multinomial logistic regression to my data which
consists of 5 discrete variables (scales 1:10) and 1000 observations.
I get the following error:
Error in `row.names-.data.frame`(`*tmp*`, value = c(NA.NA, NA.NA, :
duplicate
On Fri, 13 Aug 2010, Steffen Krutzinna wrote:
Hi,
my first email, I hope I don't violate any rules.
I want to run a panel (cross-section-time-series) regression with
fixed effects. I have count data (patent citations) so a Poisson
distribution applies. But I also want to control for
The function rollapply() in package zoo can be used to run rolling
regressions. See the examples in the manual page for a worked example.
On Thu, 19 Aug 2010, siddharth.gar...@gmail.com wrote:
Thanks, I will try it.
Regards
Sid
Sent on my BlackBerry? from Vodafone
-Original Message-
computations are not efficient but use a brute-force
approach. I'm not sure whether there is a rolling regression
implementation that uses an updating algorithm.
Z
Regards
Sid
--Original Message--
From: Achim Zeileis
To: siddharth.gar...@gmail.com
Cc: Dennis Murphy
Cc: R-help@r-project.org
On Thu, 19 Aug 2010, wyd...@msn.com wrote:
Hi, I have a dataset including monthly date from 1971-01-01 to
2009-01-01. The dates are character variables.
I would suggest to use a more suitable class for the index, such as
yearmon (if you only want to indicate the month anyway) or Date (if
On Thu, 19 Aug 2010, Gavin Simpson wrote:
On Thu, 2010-08-19 at 13:42 -0700, Kay Cichini wrote:
hello everyone,
i sampled 100 stands at 20 restoration sites and presence of 3 different
invasive plant species.
i came across logistic regression trees and wonder if this is suited for my
purpose
On Fri, 20 Aug 2010, Kay Cichini wrote:
hello gavin achim,
thanks for responding.
by logistic regression tree i meant a regression tree for a binary
response variable. but as you say i could also use a classification tree
- in my case with only two outcomes.
i'm not aware if there are
On Wed, 22 Sep 2010, ivo welch wrote:
dear R experts: I am writing my own little newey-west standard error
function, with heteroskedasticity and arbitrary x period
autocorrelation corrections. including my function in this post here
may help others searching for something similar. it is
, Sep 22, 2010 at 7:41 PM, Achim Zeileis achim.zeil...@uibk.ac.at wrote:
On Wed, 22 Sep 2010, ivo welch wrote:
dear R experts: I am writing my own little newey-west standard error
function, with heteroskedasticity and arbitrary x period
autocorrelation corrections. including my function
On Wed, 22 Sep 2010, Alex van der Spek wrote:
plot.ts has an argument yax.flip, plot.zoo does not.
Thanks for the info. I've just added an yax.flip argument to plot.zoo in
the devel version of zoo on R-Forge.
hth,
Z
Is there a way to make the yaxis flip in plot.zoo?
I tried using a
On Mon, 27 Sep 2010, bo...@hsu-hh.de wrote:
Dear R-help list members,
I have the following question concerning the strucchange()-package: is it
possible to get the boundaries for one-sided (upper / lower) CUSUM and MOSUM
tests?
Not out of the box, at least not exactly. You can do this:
Tudor:
I successfully model-based partitioned several datasets through the use
of mob from the party package (thanks Achim et al. once again !!!). At
times, however, the partitioning leads to terminal nodes in which the
parameter estimates of the model are not significant (although the split
On Thu, 7 Oct 2010, Huso, Manuela wrote:
Dear R users,
I would like to fit a glm with Poisson distribution and log link with a known
dispersion parameter. I do not want to estimate the dispersion parameter. I
know what it is, so I simply want to fix it at a constant for this and other
needed to produce a given palette? ie., the
'h', 'c' and 'l' (and 'alpha' if appropriate) values for a given
color/shade??
The ideas underlying rainbow_hcl(), sequential_hcl(), and diverge_hcl()
are described in the following paper
Achim Zeileis, Kurt Hornik, Paul Murrell (2009
On Mon, 11 Oct 2010, jagdeesh_mn wrote:
Hi,
Being a novice this is my first usage of R.
I am trying to use rpart for building a decision tree in R. And I have the
following dataframe
Outlook TempHumidityWindy Class
Sunny 75 70 Yes Play
Sunny 80 90
On Wed, 13 Oct 2010, Max Brown wrote:
Hi,
I would like to estimate a panel model (small N large T, fixed effects),
but would need robust standard errors for that. In particular, I am
worried about potential serial correlation for a given individual (not so
much about correlation in the cross
On Thu, 1 Oct 2009, kayj wrote:
I am having difficulties interpreting a cdplot, I have a binary variable y
that I want to cdplot against a continuous variable x,below is the R command
cdplot(y~x, data=mydata)
you get a plot with a dark shaded area and a light shaded area. what do
these areas
Marianne:
I would like to start some R workshops at King's College London, and
to do so, I would like to use the Use R! logo at
http://www.agrocampus-ouest.fr/math/useR-2009//useR%21%202008_fichiers/useR-middle.png
Since it seems to be difficult to get a shell account at KCL, I also went
ahead
On Fri, 16 Oct 2009, Gautier RENAULT wrote:
Hi r-programmers,
I performe Breusch-Pagan tests (bptest in package lmtest) to check the
homoscedasticity of the residuals from a linear model and I carry out carry
out White's test via
bptest (formula, ~ x * z + I(x^2) + I(z^2)) include all
On Tue, 27 Oct 2009, David Croll wrote:
Dear R friends,
here I write again about the wilcox.exact() problem. I want to compare two sets of categorical
data, and in one case it says negative length vectors not allowed, and in the other one
I get the error cannot allocate vector of length
On Wed, 28 Oct 2009, David Croll wrote:
Dear Achim,
let me thank you for this assurance!
The sample size is too large (~4000 observations per group) to solve this
problem exactly. The error message could maybe be improved, but the message
is clear: This is too large to deal with.
Julia:
I'm trying now to apply the package strucchange to see whether there is a
structural change in linear regression. I have noted the following problem
that arises in my case with recursive-based CUSUM: generic function
recresid() in efp() generates an error, since (probably) it cannot
On Mon, 9 Nov 2009, Johann Hibschman wrote:
I'm using R 2.10.0, with zoo 1.5-8. The release notes for zoo 1.5-8
claim a bug with unique for yearmon objects has been fixed, but I'm
still having problems.
1. Please report such problems (also) to the maintainers and not (only)
to the list.
2.
On Mon, 9 Nov 2009, Achim Zeileis wrote:
On Mon, 9 Nov 2009, Johann Hibschman wrote:
I'm using R 2.10.0, with zoo 1.5-8. The release notes for zoo 1.5-8
claim a bug with unique for yearmon objects has been fixed, but I'm
still having problems.
1. Please report such problems (also
On Fri, 13 Nov 2009, Michael Friendly wrote:
In a package I'm working on there is a vignette with a number of graphs that
result in huge .pdf files, so
the .pdf for the vignette is around 17 Mb. If these graphs are converted to
.png, and the .tex file
is compiled with pdflatex, the resulting
On Wed, 18 Nov 2009, Michael Friendly wrote:
Achim Zeileis wrote:
On Fri, 13 Nov 2009, Michael Friendly wrote:
Alternatively, is there a way to generate .png graphs from the .Rnw file
so that those are used in building
the .pdf for the package? AFAICS, \SweaveOpts{} offers only the choices
On Mon, 12 Apr 2010, David Fortunato wrote:
Hello,
I am working with zero inflated models for a current project and I am
getting wildly different results from R's zeroinfl(y ~ x, dist=negbin)
command and Stata's zinb command. Does anyone know why this may be? I find
it odd considering that
On Fri, 23 Apr 2010, Greg Snow wrote:
The perm.test function in exactRankTests makes reference to the StatXact
manual, so presumably that would have the exact details. The details
section of the help file refers to converting real values to integers,
so I expect that it is not doing what
On Wed, 28 Apr 2010, Giuseppe Milicia wrote:
Hi all,
I bumped into this awkward zoo behaviour. I'd be half tempted to call it
a bug, what do you think?
The situation could probably be improved on the zoo side but the source of
the problem is clearly user error.
It's annoying to work
to handle the two cases slightly
different. Not a bit deal, but kind of inelegant.
Cheers,
//Giuseppe
From: Achim Zeileis [achim.zeil...@uibk.ac.at]
Sent: 28 April 2010 16:25
To: Giuseppe Milicia
Cc: r-help@r-project.org
Subject: Re: [R] Strange zoo
Hi Marc,
this list speaks English please.
For all others: Marc wants to implement the algorithm of
Langstaff/Schwartz via dynamic programming. He asks whether this could be
done in R and whether there are good examples for existing dynamic
programming functions in R.
First, this fortune
On Sun, 2 May 2010, Dipankar Basu wrote:
Hi All,
I am using R 2.11.0 on a Ubuntu machine. I estimated a model using tsls
from the package sem. Is there a way to get Newey West standard errors for
the parameter estimates?
When estimating the model by OLS, I used NeweyWest from the package
On Wed, 5 May 2010, Ralf B wrote:
Hi R friends,
I am posting this question even though I know that the nature of it is
closer to general stats than R. Please let me know if you are aware of
a list for general statistical questions:
I am looking for a simple method to distinguish two groups of
On Wed, 5 May 2010, Ralf B wrote:
Are there R packages that allow for dynamic clustering, i.e. where the
number of clusters are not predefined?
Yes.
I have a list of numbers that
falls in either 2 or just 1 cluster. Here an example of one that
should be clustered into two clusters:
two -
On Mon, 10 May 2010, RATIARISON Eric wrote:
Hi,
I'm using maxlik with functions specified (L, his gradient hessian).
Now I would like determine some robust standard errors of my estimators.
So I 'm try to use vcovHC, or hccm or robcov for example
but in use one of them with my result of
On Tue, 11 May 2010, Arne Henningsen wrote:
On 11 May 2010 00:52, Achim Zeileis achim.zeil...@uibk.ac.at wrote:
On Mon, 10 May 2010, RATIARISON Eric wrote:
I'm using maxlik with functions specified (L, his gradient hessian).
Now I would like determine some robust standard errors of my
: RATIARISON Eric
Envoyé : mardi 11 mai 2010 11:47
À : 'Arne Henningsen'; Achim Zeileis; r-help@r-project.org; Ott-Siim Toomet
Objet : RE: [R] Robust SE Heteroskedasticity-consistent estimation
Thank you all of you,;
I submit you my case:
( Pseudo likehood for exponential family with offset )
loglik
On Thu, 13 May 2010, Simon Kiss wrote:
Dear Colleagues,
Thanks for that JIm, but It strikes me that printing the residual values in
the cells might be a simpler way of communicating the direction of each cell.
I can get the residuals printed via the labeling_values commands in mosaic,
but I
On Wed, 12 May 2010, Simon Kiss wrote:
I'm working with the following code below to generate a
how do I set the h,c, and l values such that the significant, positive
residuals appear different on a grayscale printer from significant grayscale
residuals. The challenge as I see it is that one
On Thu, 13 May 2010, Hutchinson,David [PYR] wrote:
I have been using aggregate function to determine the annual minimum in
a daily time series. However, I was also hoping to determine the date of
occurrence without having to loop through each year to identify the date
of each minimum returned
On Mon, 17 May 2010, ivan popivanov wrote:
library(xts)
library(TTR)
ndx = getYahooData(^NDX)
aa = ndx$Close
bb = aggregate(aa, as.yearweek, tail, 1)
The last operation takes forever, and then the bb dates are messed up.
The problem is problem due to the as.yearweek() function which is
On Thu, 20 May 2010, ivo welch wrote:
hi thomas---
thanks for the answer. the problem with the +factor(fmid) is not just
that it provides uninteresting coefficients and that it eats more memory,
but that it is also MUCH slower when there are (hundred of) thousands of
fixed effects.
There is
On Thu, 19 Nov 2009, Ricardo Gonçalves Silva wrote:
Hi,
I'm trying to plot the forecasts I generated using the Plot.Fore function of
the BootPR package.
But I got an error from zoo:
My data:
Time Series:
Start = 1
End = 18
Frequency = 1
[1] 38731 38628 39117 92809 71984 31226 58613
On Fri, 20 Nov 2009, Sam Thomas wrote:
When plotting Binary Trees (ctree) from the party package, is there a
way to adjust the font sizes of the leaves?
Currently, this is not implemented in party. In interactive usage it is
not easy to change the fontsize. If you're printing to PDF, you
On Sun, 22 Nov 2009, zubin wrote:
Hello, can one use predict, as you can with other model objects like lm,
with dynlm to predict a new data set that is identical in field names,
just a different time period.
Be nice if you could, I don't really want to create a new data set with
all the lags,
On Wed, 25 Nov 2009, Jose Narillos de Santos wrote:
Imagine I have a variable X
I use plot (X, type=l).
I want to show with colour the area between the line of X and the Zero
Axis.
So that if X have negative values the colored area will be below zero.
I?m trying to make this with polygons()
On Sat, 28 Nov 2009, Sarah Valencia wrote:
Hello,
I have a data frame with 1425 observations, 539 of which are zeros. I
am trying to fit the following ZINB:
f3-formula(Nbr_Abs~ Zone * Year + Source)
ZINB2-zeroinfl(f3, dist=negbin, link= logit, data=TheData,
offset=log(trans.area), trace=TRUE)
On Tue, 1 Dec 2009, Itziar Frades Alzueta wrote:
Dear All,
I am finding trouble trying to guild a Wrapper using random forest to
evaluate the subsets:
I do:
nombi -
make_Weka_filter(weka/filters/supervised/attribute/AttributeSelection)
datbin- nombi(gene ~., data=X1X2X4X5W, control
On Fri, 4 Dec 2009, d.m.perk...@qmul.ac.uk wrote:
Hello all,
Quick question: I want to do posthoc contrasts for a linear mixed effects
model. However, when trying to use the csimtest function in multcomp package
I receive an error message saying it cannot find the function, even after
On Mon, 7 Dec 2009, Subodh Acharya wrote:
Hello everybody,
I have two datasets, observed and predicted.
Since my observed dataset is not in regular intervals, I need to filter my
predicted dataset based on the measurement date of my observed data.
Here, is an example similar to what I have
On Mon, 7 Dec 2009, Titus von der Malsburg wrote:
When loading mclust, it shows a license agreement message. This
message shows up in my document when I use Sweave. I did the
following:
echo=FALSE,include=FALSE=
library(mclust)
@
Is this a problem with mclust, Sweave or with me? How can
On Tue, 8 Dec 2009, Bogaso wrote:
Hi all, I would like to ask how to order a Zoo object? Consider following
code
dat - zooreg(rnorm(5), as.yearmon(as.Date(2001-01-01)), frequency=12)
dat
Jan 2001 Feb 2001 Mar 2001 Apr 2001 May 2001
-0.8916124 -0.4516505 1.1305884 -1.4881309
On Fri, 11 Dec 2009, Rainer M Krug wrote:
Hi
is there an easy and fast way, to generate a BibTeX file of all installed /
loaded packages and R?
I know about toBibtex(citation()) to extract the BibTeX for a single
package, but how can I generate a file containg citations for all installed
/
On Fri, 11 Dec 2009, Xiongqing Zhang wrote:
Hello all, I am Xiongqing Zhang, come from Beijing of China. I know you from
the web site: http://finzi.psych.upenn.edu/Rhelp08/2008-February/154627.html.
I am not very clear about the R-project software.
Look at
http://www.R-project.org/
On Mon, 14 Dec 2009, Bender, Marina wrote:
Hi,
As I didn't get a response last week, I try it again.
I want to calculate the t- and p-values for a linear model using the Newey West
estimator.
I tried this Code and it usually worked just fine:
oberlm - lm(DYH ~ BIP + Infl + EOil,
-Ursprüngliche Nachricht-
Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im
Auftrag von Achim Zeileis
Gesendet: Montag, 14. Dezember 2009 12:42
An: Bender, Marina
Cc: r-help@r-project.org
Betreff: Re: [R] Problem with coeftest using Newey West estimator
On Mon
On Tue, 15 Dec 2009, Jinsong Zhao wrote:
Hi there,
I hope to build a model Y ~ X1 + X2 + X3 + X4 with X1 has two
instrumental variable A and B, and X2 has one instrumental variable A. I
have searched the R site and mailling list, and known that the tsls()
from sem package and ivreg() from AER
On Tue, 15 Dec 2009, Michael Friendly wrote:
Achim and others:
Achim's solution could be directly usable if it also added a BibTeX key,
perhaps just the name of the package to the '@Manual{,' initial line of each.
I wrapped the previous suggestions in a function, and played around with the
On Wed, 16 Dec 2009, Romain Francois wrote:
On 12/16/2009 08:32 AM, Achim Zeileis wrote:
On Tue, 15 Dec 2009, Michael Friendly wrote:
Achim and others:
Achim's solution could be directly usable if it also added a BibTeX key,
perhaps just the name of the package to the '@Manual{,' initial
On Wed, 16 Dec 2009, S Devriese wrote:
On 12/16/2009 08:32 AM, Achim Zeileis wrote:
On Tue, 15 Dec 2009, Michael Friendly wrote:
Achim and others:
Achim's solution could be directly usable if it also added a BibTeX key,
perhaps just the name of the package to the '@Manual{,' initial line
On Wed, 16 Dec 2009, whitaker m. (mw1006) wrote:
Hi,
I am trying to create a set of dummy variables to use within a multiple linear
regression and am unable to find the codes within the manuals.
For example i have:
Price Weight Clarity
IF VVS1VVS2
On Fri, 18 Dec 2009, chrischizinski wrote:
Just in case anyone ever has similar issues, it appears that 'glht' does
not work without an intercept.
That is not precise enough to be useful. I've had a look again and appears
to be the case that mcp() (or rather the internal function mcp2matrix)
Hans Christian:
Am I right supposing that the breakpoints() function in the strucchange
package is an implementation of the pure structural change model proposed
by Bai and Perron (1997, 2003)?
Yes, see ?breakpoints. In the references section there is a pointer to our
CSDA 2003 paper, a
On Tue, 22 Dec 2009, D Kelly O'Day wrote:
I am trying to get monthly means for a daily data series using zoo(). I have
found an odd problem, that seems to be caused by zoo()'s handling of leap
years.
It's not really zoo's odd handling, but yours ;-) More seriously, do not
use ts() with
On Tue, 5 Jan 2010, Geoffrey Smith wrote:
Hello, does anyone know how to take the mean for a subset of observations?
For example, suppose my data looks like this:
OBS NAME SCORE
1 Tom 92
2 Tom 88
3 Tom 56
4 James85
5
Dear useRs,
it's a new year and time for a new CRAN-version of the fortunes package.
Version 1.3-7 is now online at
http://CRAN.R-project.org/package=fortunes
which contains the 250th fortune:
R fortune(250)
As Obi-Wan Kenobi may have said in Star Wars: Use the source, Luke!
-- Barry
On Fri, 8 Jan 2010, Erin Hestir wrote:
I am trying to conduct a time series analysis on historic hydrologic data,
but I cannot coerce it into class ts because it does not have regular
sampling intervals (some years have 20 samples, other have 8). Specifically
I am trying to perform a CUSUM or
On Tue, 12 Jan 2010, Al Leong wrote:
Hi,
In using the betareg package, I encounter the following error message:
Error in lm.wfit(x, linkfun(y), weights, offset = offset) :
NA/NaN/Inf in foreign function call (arg 4)
Any help will be most appreciated. Thanks in advance.
We can't possibly
On Sat, 29 May 2010, Bryan Keller wrote:
Anyone know if coin can run a permutation test based on a (user-defined)
statistic other than the mean difference? The function
independence_test does the permutation t-test via difference in means.
...by default, that is.
I'm wondering if it's
On Sun, 30 May 2010, Sherrie Jin wrote:
Hi,
I want to fit a linear model (without any random effect) with method ml. I
tried to use glm I found that there is no option for ml or reml and
the default one is reml. THen I tried to use lme but it requires a
random effect. How can I fix this
On Wed, 2 Jun 2010, Misha Spisok wrote:
Hello,
I can't figure out why using and not using weights in mlogit yields
identical results. My motivation is for the case when an
observation or individual represents a number of individuals. For
example,
library(mlogit)
library(AER)
On Sun, 6 Jun 2010, suman dhara wrote:
Sir, I want to fit a multinomial logistic regression in R.I think
mlogit() is the function for doing this. mlogit () is in packege
globaltest.But, I can not install this package. I use the following:
To add to some of the previously given advice:
-
On Mon, 7 Jun 2010, nuncio m wrote:
HI all.,
I have some univariate time series that need to be prewhitened. HOw this can
be performed in R.
That depends on what exactly you want to do for prewhtening. For example,
if you want to prewhiten using an AR(1) model, you could apply ar() and
then
On Fri, 11 Jun 2010, tudor wrote:
Dear useRs:
I try to use mob from the party package (thanks Achim and Co.!) to model
based recursive partition a data set. The model is a logistic regression
specified with model=glinearModel and family=binomial(). Running mob
results in a few warnings of
On Fri, 18 Jun 2010, Ambikesh Jayal wrote:
Hi All,
I am new to R and want to use R to solve search problems (like Traveling
salesman problem, finding nearest neighbor, hill climbing). Is this possible
in R?
For the TSP there is a dedicated package of the same name on CRAN. For
the other
On Mon, 21 Jun 2010, cahyo kristiono wrote:
Dear all..
I have a respon variable y. Predictor variable are x1, x2, x3, x4, x5
(1)?What is?the syntax to get paramater estimation of?ZINB Model by
Newton Raphson (not BFGS)
I guess you are talking about the function zeroinfl() from the package
On Mon, 21 Jun 2010, steve_fried...@nps.gov wrote:
Hello,
This is a re-submittal of question I submitted last week, but haven't rec'd
any responses.
I need to extract the probabilities used to construct the barplots
displayed as part of the graph produced by plot(ctree).
For example,
On Tue, 22 Jun 2010, Research wrote:
Hello,
I have a zoo time series read from an excel file which has some dates the
same, such as the following example:
02/10/1995 4925.5
30/10/1995 4915.9
23/01/1996 4963.5
23/01/1996 5009.2
04/03/1996 5031.9 # here
04/03/1996
On Tue, 22 Jun 2010, Joris Meys wrote:
Try this :
x.Date - as.Date(2003-02-01) + c(1, 3, 7, 7, 14) - 1
x - zoo(1:5, x.Date)
x
2003-02-01 2003-02-03 2003-02-07 2003-02-07 2003-02-14
1 2 3 4 5
i - match(unique(index(x)),rev(index(x)))
x[i]
John,
thanks for the comments, very useful.
Just three short additions specific to the ZINB case:
1. zeroinfl() doesn't uses BFGS (by default) and not Newton-Raphson
because we have analytical gradients but not an analytical Hessian.
2. If the default starting values do not work,
Bert,
thanks for the pointer, added to the devel version of fortunes on
R-Forge.
thx,
Z
On Fri, 25 Jun 2010, Bert Gunter wrote:
On average, any data manipulation that can be described in a sentence or
two of English can be programmed in one line in R. If you find yourself
writing a long
On Sun, 27 Jun 2010, Jurica Brajkovi? wrote:
I want to calculate Newey West robust standard error using NeweyWest.
Comparing the results to what I get in STATA, in order to get the same
results in I need to specify prewhite=0. Can someone explain what this
prewhite command means?
It
On Tue, 29 Jun 2010, Jonathan Greenberg wrote:
Folks:
I have two sets of dates, and one set of data:
***
require(chron)
require(zoo)
reference_dates=seq.dates(01/01/92, 12/31/92, by = months)
data_dates=seq.dates(01/15/91, 12/15/93, by = months)
data=1:length(data_dates)
I've thought about adding a plot() method for the coeftest() function in
the lmtest package. Essentially, it relies on a coef() and a vcov()
method being available - and that a central limit theorem holds. For
releasing it as a general function in the package the code is still too
raw, but
On Fri, 2 Jul 2010, Thomas Lumley wrote:
On Fri, 2 Jul 2010, Achim Zeileis wrote:
I've thought about adding a plot() method for the coeftest() function in
the lmtest package. Essentially, it relies on a coef() and a vcov()
method being available - and that a central limit theorem holds
On Sat, 3 Jul 2010, Nicholas R Frazier wrote:
I'm trying to convert a column of a table into a ts object. The data is
monthly, so I want the ts frequency to be 12.
I did this ...
filings.ts = as.ts(Filings.100K, frequency=12)
Use the constructor function ts(), not the coercion function
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