[R] predict.arima
Hi *, Firstly, thank you so much for your time to read my email. I am currently interested in how to use R to predict time series from models fitted by ARIMA. The package I used is basic stats package, and the method I used is predict.Arima. What I know is that ARIMA parameters are estimated by Kalman Filter, but I have difficulty in understanding how exactly maximum likelihood (ML) estimator can be computed based on Kalman Filter, i.e. given a time series and an ARIMA model, how can I compute the ARIMA parameters for prediction. Could you please give me some help or provide some materials for it? Thank you so much! will _ 享用世界上最大的电子邮件系统― MSN Hotmail。 http://www.hotmail.com __ R-help@stat.math.ethz.ch 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.
[R] About grep
Hi,everyone. I have a problem when using the grep. for example: a - c(aa,aba,abac) b- c(ab,aba) I want to match the whole word,so grep(^aba$,a) it returns 2 but when I used it a more useful way: grep(^b[2]$,a), it doesn't work at all, it can't find it, returning integer(0). How can I chang the format in the second way? Thanks. -- Shao [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] About grep
Oh,great. Thanks. On 8/7/07, Stephen Tucker [EMAIL PROTECTED] wrote: try grep(paste(^,b[2],$,sep=),a) your version will match b2: grep(^b[2]$,c(b,b2,b3)) [1] 2 --- Shao [EMAIL PROTECTED] wrote: Hi,everyone. I have a problem when using the grep. for example: a - c(aa,aba,abac) b- c(ab,aba) I want to match the whole word,so grep(^aba$,a) it returns 2 but when I used it a more useful way: grep(^b[2]$,a), it doesn't work at all, it can't find it, returning integer(0). How can I chang the format in the second way? Thanks. -- Shao [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. Pinpoint customers who are looking for what you sell. http://searchmarketing.yahoo.com/ -- Shao [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
[R] How to identify and exclude the outliers with R?
Hello, everyone, I want to ask a simple question. If I have a set of data,and I want to identify how many outliers there are in the data.Which packages and functions can I use? Thanks. Shao chunxuan. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] How to identify and exclude the outliers with R?
Thanks. I think the package outliers is what I need. Shao chunxuan On 4/25/07, Horace Tso [EMAIL PROTECTED] wrote: It depends on the nature of your data set. There is a package simply called 'outliers', which has the Grubbs/Dixon/Cochran tests. There is also the Bonferroni outlier test in 'car' package. I'm sure there are more in the hundreds of packages on CRAN. HTH Horace Shao [EMAIL PROTECTED] 4/25/2007 6:27:37 AM Hello, everyone, I want to ask a simple question. If I have a set of data,and I want to identify how many outliers there are in the data.Which packages and functions can I use? Thanks. Shao chunxuan. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
[R] How to solve differential and integral equation using R?
Hello, I want to know if there are some functions or packages to solve differential and integral equation using R. Thanks. Shao chunxuan. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] How to solve differential and integral equation using R?
Thanks, I have much to learn~~~ Shao chunxuan On 4/9/07, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote: i think 'odesolve' and MASS package may help you. rest is below help.search(differential) help.search(integration) HTH help.search(differential) Help files with alias or concept or title matching 'differential' using fuzzy matching: distfacmap(adehabitat) Compute distances to the different levels of a factor map Citrus(BSDA) Percent of peak bone density of different aged children Clean(BSDA) Residual contaminant following the use of three different cleansing agents Fabric(BSDA) Measures of softness of 10 different clothing garments washed with and without a softener Differential Equation System pda.fd(fda) Principal Differential Analysis summary.Lfd(fda) Summarize a Linear Differential Operator Object vec2Lfd(fda) Make a Linear Differential Operator Object from a Vector cellular(forward)Cellular differentiation data diffseries(fracdiff) Fractionally Differenciate Data test.between(hierfstat) Tests the significance of the effect of test.lev on genetic differentiation test.between.within(hierfstat) Tests the significance of the effect of test.lev on genetic differentiation test. g(hierfstat)Tests the significance of the effect of level on genetic differentiation test.within(hierfstat) Tests the significance of the effect of inner.level on genetic differentiation within blocks defined by outer.level poster.plot(IDPmisc) Convenient xyplot with Differently Colored Margin and Plot Region ebayes(limma)Empirical Bayes Statistics for Differential Expression nlmeODE(nlmeODE) Non-linear mixed-effects modelling in nlme using differential equations Dmean(nlreg) Differentiate the Mean Function of a Nonlinear Model Dvar(nlreg) Differentiate the Variance Function of a Nonlinear Model lsoda(odesolve) Solve System of ODE (ordinary differential equation)s. rk4(odesolve)Solve System of ODE (ordinary differential equation)s by classical Runge-Kutta 4th order integration. deriv.polynomial(polynom)Differentiate a Polynomial sde.sim(sde) Simulation of Stochastic Differential Equation crossdist.psp(spatstat) Pairwise distances between two different line segment patterns compare.method(varmixt) Compare the different analysis methods fdr.compare.method(varmixt) Comparison of the different analysis methods help.search(integration) Help files with alias or concept or title matching 'integration' using fuzzy matching: interaction(base)Compute Factor Interactions plot.bim.mcmc(bim) Bayesian MCMC sequence plots for burnin and iterations. plot.nDesign(binGroup) Plot iteration of nDesign boa.getiter(boa) Extract Iterations boa.iter(boa)Extract Iteration Numbers boa.sortiter(boa)Sort by Iteration Numbers sintegral(Bolstad) Numerical integration using Simpson's Rule modelIteration(BRugs)Returns number of iterations modelSetSeed(BRugs) Seed of Random Number Generator modelSetAP(BRugs)Changing settings of updating algorithms modelUpdate(BRugs) Updating the model samplesSample(BRugs) Stored values samplesStats(BRugs) Calculate summary statistics Angell(car) Moral Integration of American Cities trapz(caTools) Trapezoid Rule Numerical Integration E(distrEx) Generic Function for the Computation of (Conditional) Expectations GLIntegrate(distrEx) Gauss-Legendre Quadrature distrExIntegrate(distrEx)Integration of One-Dimensional Functions distrExOptions(distrEx) Function to change the global variables of the package 'distrEx' Mofa(Ecdat) International Expansion of U.S. Mofa's (majority-owned Foreign Affiliates in Fire (finance, Insurance and Real Estate) myintegrate(elliptic)Complex integration newton.rapheson(elliptic)Newton Rapheson iteration to find roots of equations ilspline(fame) Linear Spline Integration strongx(faraway) Strong interaction experiment data itnumber(fpc)Number
Re: [R] How to set the scale of axis?
Thanks. The axis() works very well. And this websit: http://addictedtor.free.fr/graphiques/ is very fancy. Shao chunxuan. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
[R] How to set the scale of axis?
Hello,everyone. I want to know how to control the scale of axises. For example, the range of x axis is (1,100),and I want to show the scale in the axis as this: 1 20 40 60 80 100. Is there any parameters in plot() or other functions to set the scale? Thands! [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] Linker problem in installing 64-bit R
It turned out that I do not have the 64-bit readline library installed. After disabling it using the -without-readline option for ./configure, I successfully made a 64-bit build under Solaris 9. Thanks for your help. On 4/20/06, Prof Brian Ripley [EMAIL PROTECTED] wrote: Note: configure:4041: checking whether the C compiler works configure:4059: error: cannot run C compiled programs. so your compiler installation is broken, seriously enough that configure can make no progress. Also, gcc 3.4.2 is old and has a known bug that stops some R packages using Fortran working correctly, so please avoid it. Please seek local help with your OS. On Thu, 20 Apr 2006, Min Shao wrote: Hi, I am trying to compile R-2.2.1 on Solaris 2.9 with a 64-bit build. Following the instructions in R Installation and Adminstration, I changed the Note, those are example settings that have been tested, but not `instructions'. following settings in config.site: CC=gcc -m64 F77=g77 -64 CXX=g++ -m64 LDFLAGS=-L/usr/local/lib/sparcv9 -L/usr/local/lib But I got the following error messages: configure:3987: gcc -m64 -I/usr/local/include -L/usr/local/lib/sparcv9 -L/usr/local/lib conftest.c 5 /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/sparcv9/libgcc.a when search ing for -lgcc /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/sparcv9/libgcc_eh.a when sea rching for -lgcc_eh /usr/ccs/bin/ld: skipping incompatible /lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/sparcv9/libgcc.a when search ing for -lgcc /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/sparcv9/libgcc_eh.a when sea rching for -lgcc_eh /usr/ccs/bin/ld: skipping incompatible /lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc- sun-solaris2.9 /3.4.2/spar cv9/crt1.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc- sun-solaris2.9 /3.4.2/spar cv9/crti.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/usr/ccs/lib/sparcv9/values-Xa.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc- sun-solaris2.9 /3.4.2/spar cv9/crtbegin.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/var/tmp//cckWp3Sb.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc- sun-solaris2.9 /3.4.2/spar cv9/crtend.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc- sun-solaris2.9 /3.4.2/spar cv9/crtn.o' is incompatible with sparc output configure:3990: $? = 0 configure:4036: result: a.out configure:4041: checking whether the C compiler works configure:4047: ./a.out configure: line 1: 25817 Bus Error (core dumped) ./$ac_file configure:4050: $? = 138 configure:4059: error: cannot run C compiled programs. I would appreciate any help with resolving the problem. Thanks, Min [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Memory usage and limit
Hello everyone, I recently made a 64-bit build of R-2.2.1 under Solaris 9 using gcc v.3.4.2. The server has 12GB memory, 6 Sparc CPUs and plenty of swap space. I was the only user at the time of the following experiment. I wanted to benchmark R's capability to read large data files and used a data set consisting of 2MM records with 65 variables in each row. All but 2 of the variables are of the character type and the other two are numeric. The whole data set is about 600 MB when stored as plain ASCII file. The following code was used in the benchmarking runs: c = list(var1=0, var2=0, var3=, var4=, .var65=) A - scan(test.dat, skip = 1, sep = ,, what = c, nmax=X, quiet=FALSE) summary(A) where = 100 or 200 I made two runs with nmax=100 and nmax=200 respectively. The first run completed successfully, in about hour of CPU time. However, the actual memory usage exceeded 2.2GB, about 7 times of the acutal file size on disk. The second run aborted when the memory usage reached 4GB. The error messgae is vector memory exhausted (limit reached?). Three questions: 1) Why were so much memory and CPU consumed to read 300MB of data? Since almost all of the variables are character, I expected almost of 1-1 mapping between file size on disk and that in memory 2) Since this is a 64-bit build, I expected it could handle more than the 600MB of data I used. What does the error message mean? I don't beleive the vector length exceeded the theoretic limit of about 1 billion. 3) The original file was compressed and I had to uncompress it before the experiement. Is there a way to read compressed files directly in R Thanks so much for your help. Min [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Linker incompatability in stalling R on Solaris 2.9
Hi, I am trying to compile R-2.2.1 on Solaris 2.9 with a 64-bit build. Following the instructions in R Installation and Adminstration, I changed the following settings in config.site: [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Linker problem in installing 64-bit R
Hi, I am trying to compile R-2.2.1 on Solaris 2.9 with a 64-bit build. Following the instructions in R Installation and Adminstration, I changed the following settings in config.site: CC=gcc -m64 F77=g77 -64 CXX=g++ -m64 LDFLAGS=-L/usr/local/lib/sparcv9 -L/usr/local/lib But I got the following error messages: configure:3987: gcc -m64 -I/usr/local/include -L/usr/local/lib/sparcv9 -L/usr/local/lib conftest.c 5 /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9/3.4.2/sparcv9/libgcc.a when search ing for -lgcc /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9/3.4.2/sparcv9/libgcc_eh.a when sea rching for -lgcc_eh /usr/ccs/bin/ld: skipping incompatible /lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9/3.4.2/sparcv9/libgcc.a when search ing for -lgcc /usr/ccs/bin/ld: skipping incompatible /work/net-local-b/sparc- sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9/3.4.2/sparcv9/libgcc_eh.a when sea rching for -lgcc_eh /usr/ccs/bin/ld: skipping incompatible /lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: skipping incompatible /usr/lib/sparcv9/libc.so when searching for -lc /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/spar cv9/crt1.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/spar cv9/crti.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/usr/ccs/lib/sparcv9/values-Xa.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/spar cv9/crtbegin.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/var/tmp//cckWp3Sb.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/spar cv9/crtend.o' is incompatible with sparc output /usr/ccs/bin/ld: warning: sparc:v9 architecture of input file `/work/net-local-b/sparc-sun-solaris2.9/bin/../lib/gcc/sparc-sun-solaris2.9 /3.4.2/spar cv9/crtn.o' is incompatible with sparc output configure:3990: $? = 0 configure:4036: result: a.out configure:4041: checking whether the C compiler works configure:4047: ./a.out configure: line 1: 25817 Bus Error (core dumped) ./$ac_file configure:4050: $? = 138 configure:4059: error: cannot run C compiled programs. I would appreciate any help with resolving the problem. Thanks, Min [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Source code for extractAIC?
Dear R users: I am looking for the source code for the R function extractAIC. Type the function name doesn't help: extractAIC function (fit, scale, k = 2, ...) UseMethod(extractAIC) environment: namespace:stats And when I search it in the R source code, the best I can find is in (R source root)/library/stats/R/add.R: extractAIC - function(fit, scale, k = 2, ...) UseMethod(extractAIC) Could anyone point out to me where I can its source code? And my R version is: version _ platform sparc-sun-solaris2.9 arch sparc os solaris2.9 system sparc, solaris2.9 status major1 minor9.0 year 2004 month04 day 12 language R Thanks, -- Yu Shao Bioinformatics Group, Wadsworth Research Center New York State Department of Health __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] counting numbers without replicates in a vector
table will probably do. The following is probably is what you want: a - c(1,1,2,2,3,4,5) a.tab - table (a) a.tab a 1 2 3 4 5 2 2 1 1 1 as.vector(which (a.tab == 1)) [1] 3 4 5 Cheers, Yu Jun Ding wrote: Hi, I am just wondering if there is an easy way to count in a numeric vector how many numbers don't have replicates. For example, a=c(1,1,2,2,3,4,5), how can I know there are three numbers (3, 4 and 5) without replicates? Thank you! Jun = __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Weighted regresion using lm
Hi: Could anyone help me to clarify this: are the weights normalized inside lm function (package:stats) before applied to the error term? For example: lm (cost ~ material, weights=quatity, data=receipt) will lm normalize quatity such that sum(quatity) = 1? I traced to lm.wfit and then the weights get transferred into a precompiled FORTRAN module so I can't figure out. Thanks! version _ platform sparc-sun-solaris2.9 arch sparc os solaris2.9 system sparc, solaris2.9 status major1 minor9.0 year 2004 month04 day 12 language R Yu Shao Wadsworth Center NY Department of Health Albany, NY 12208 __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Using model operator in stepwise function's upper scope formula
Hello: I am doing forward stepwise analysis on the glm model. I am trying to use model operator in the upper scope formula, for example, scope=list(lower=~1,upper=~ .^2) but the upper bound of the scope seems to be ignored and add1 is not performed at all, while if the terms are explicitly listed in the formula, the step function seems to work properly. Example: version platform sparc-sun-solaris2.9 arch sparc os solaris2.9 system sparc, solaris2.9 status major1 minor9.0 year 2004 month04 day 12 language R testdata effect fa1 fa2fa3 1 0.5054526 -1.4 1 -15.42 2 0.1366526 -2.5 3 -14.72 3 0.4798526 -1.1 3 -16.43 4 0.5566526 -4.6 2 -17.62 5 0.6568526 -3.5 7 -5.41 6 0.6653526 0.0 5 -11.88 7 0.6376526 0.0 5 -11.72 8 0.5203526 -2.9 -1 -14.72 9 0.4905526 -2.1 2 -17.68 10 0.6376526 -1.1 1 -13.39 step (glm(effect ~ 1 , data=testdata), scope=list(lower=~1,upper=~.), direction='forward') Start: AIC= -5.89 effect ~ 1 Call: glm(formula = effect ~ 1, data = testdata) Coefficients: (Intercept) 0.5287 Degrees of Freedom: 9 Total (i.e. Null); 9 Residual Null Deviance: 0.2178 Residual Deviance: 0.2178 AIC: -5.89 But if I listed the term explicitly in the formula, then step function seemed to work correctly: step (glm(effect ~ 1 , data=testdata), scope=list(lower=~1,upper=~fa1+fa2+fa3), direction='forward') Start: AIC= -5.89 effect ~ 1 Df Deviance AIC + fa3 1 0.1778 -5.9188 none 0.2178 -5.8901 + fa2 1 0.2023 -4.6271 + fa1 1 0.2065 -4.4194 Step: AIC= -5.92 effect ~ fa3 Df Deviance AIC none 0.1778 -5.9188 + fa1 1 0.1698 -4.3783 + fa2 1 0.1770 -3.9605 Call: glm(formula = effect ~ fa3, data = testdata) Coefficients: (Intercept) fa3 0.78310 0.01830 Degrees of Freedom: 9 Total (i.e. Null); 8 Residual Null Deviance: 0.2178 Residual Deviance: 0.1778 AIC: -5.919 I've lookup the online manual of step function but couldn't find a solution. Thanks in advance, Yu Shao Wadsworth Center, New York State Department of Health, Albany, NY 12208 __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Cross-validation for Linear Discrimitant Analysis
Hello: I am new to R and statistics and I have two questions. First I need help to interpret the cross-validation result from the R linear discriminant analysis function lda. I did the following: lda (group ~ Var1 + Var2, CV=T) where CV=T tells the lda to do cross-validation. The output of lda are the posterior probabilities among other things, but I can't find an error term (like delta returned by cv.glm). My question is how to get such an error term from the output? Can I just simply calculate the prediction accuracy using the posterior probabilities from the cross-validation, and use that to measure the quality of the model? Another question is more basic: how to determine if a lda model is significant? (There is no p-value.) Thanks, Yu Shao Wadsworth Research Center Department of Health of New York State Albany, NY 12208 __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
