Wolfgang,
Thank you for both the explanation and the beautiful R code to
demonstrate your point. Even after seeing the empirical evidence,
however, I couldn't get the underlying mechanism into my head. I
tweaked your code a bit to make the batch effect even bigger, to the
point where, ah ha, the
Jonathan Baron wrote:
On 06/05/08 09:28, RobertsLRRI wrote:
I'm in need of a version of R that will run on fedora 9 and haven't been able
to find one. I need this in order to run Bioconductor. Any advice?
Why not say (as root)
yum install R
?
Worked for me. The point is that there
On Sun, Jun 8, 2008 at 9:33 AM, Peter Dalgaard [EMAIL PROTECTED] wrote:
I'm in need of a version of R that will run on fedora 9 and haven't been
able
to find one. I need this in order to run Bioconductor. Any advice?
Why not say (as root)
yum install R
?
Worked for me. The point is
Hi,
?read.fwf
Try,
read.fwf(filename.ext,width=c(3,rep(1,298)),header=F)
Blay
yyan liu wrote:
Hi:
I have a data file in the following format. The first three digits
stand for the ID of a respondent such as 402, 403. Different respondents
may have the same ID. Followed the ID are
Hi..
I get a below data from sofeware . For the SARIMA equation should be
(1 - 0.991B^{12})z_t + 43.557 = (1+0.37B)(1-0,915B^{12})a_t as somebody
advise me ..
Then I use it to confrim the forecasting output but it look like this
equation is not correct ..
because it
At 15:16 07/06/2008, Carl Witthoft wrote:
Hi,
I'm relatively new to R, so I don't know the full list of base (or
popular add-on packages) functions and tools available. For
example, I tripped across mention of rle() in a message about some
other problem. rle() turned out to be a handy
Hi
Consider the following graph:
x - rnorm(1000)
x - x + exp(-x/2)
layout(matrix(rep(c(1,1,2), 2), 2, 3, byrow=TRUE))
boxplot(x)
rug(jitter(x), side=2)
plot(density(x))
What I would really like to do is to have the density plot rotated by 90
degrees so that I can see it line up with the rug
I am not sure exactly what you were trying to do. read.table will read your
data into an object with R and you can change the row names:
dat - read.table(textConnection(H1 H2 H3
+ 1 2 3
+ 4 54 6
+ 6 7 8
+ 3 2 1), header=TRUE)
closeAllConnections()
dat
H1 H2 H3
1 1 2 3
2 4 54 6
3 6 7
This gets you close to the solution that you want:
x - rnorm(1000)
x - x + exp(-x/2)
layout(matrix(rep(c(1,1,2), 2), 2, 3, byrow=TRUE))
boxplot(x)
rug(jitter(x), side=2)
y - density(x)
plot(y$y, y$x, type='l')
On Sun, Jun 8, 2008 at 7:07 AM, Rory Winston [EMAIL PROTECTED] wrote:
Hi
I forgot to make sure the axis ranges were the same:
x - rnorm(1000)
x - x + exp(-x/2)
layout(matrix(rep(c(1,1,2), 2), 2, 3, byrow=TRUE))
boxplot(x, ylim=c(0.5,4))
rug(jitter(x), side=2)
y - density(x)
plot(y$y, y$x, type='l',ylim=c(0.5,4))
On Sun, Jun 8, 2008 at 7:07 AM, Rory Winston [EMAIL
is there any function under R that allows me to test the normality of my 92
sumples?
--
View this message in context:
http://www.nabble.com/multinormality-tp17717230p17717230.html
Sent from the R help mailing list archive at Nabble.com.
__
Dear all,
I've tried to solve the Es. 12, cap 4 of Introduction to GLM by Annette
Dobson.
It's about the relationship between survival time of leukemia patients and
blood cell count.
I tried to fit a model with exponential distribution, first by glm (family
gamma and then dispersion parameter
Hi,
a collegue has send me an excel sheet with some plasma values, and now he wants
to know the AUC steady state.
I took a look at the CRAN taskviews, and came up with PK, PKtools, ...
The AUC calculation, no problem with that, but how do I calculate the steady
state?
One way of thinking was
Thanks Jim! Thats just what I want.
Cheers
Rory
jim holtman wrote:
I forgot to make sure the axis ranges were the same:
x - rnorm(1000)
x - x + exp(-x/2)
layout(matrix(rep(c(1,1,2), 2), 2, 3, byrow=TRUE))
boxplot(x, ylim=c(0.5,4))
rug(jitter(x), side=2)
y - density(x)
plot(y$y, y$x,
For a test of multivariate normality, there is mvnorm.etest in the
energy package.
Maria Rizzo
On Sun, Jun 8, 2008 at 6:01 AM, hanen [EMAIL PROTECTED] wrote:
is there any function under R that allows me to test the normality of my 92
sumples?
--
View this message in context:
On Fri, Jun 06, 2008 at 02:30:56PM -0700, RobertsLRRI wrote:
when I load my data file in txt format into the R workstation I lose about
6000 rows, this is a problem. Is there a limit to the display capabilities
for the workstation? is all the information there and I just can't see the
first
I typically use a Mac (I love it) with Aquamacs, LaTeX, and R, and
recently started using Linux Ubuntu as well. Ubuntu is the only
distribution I have ever tried, and I really like it. I like it so
much that I would have made my switch complete, but cannot find
replacement for the PDF cut
Try this. From your printout it seems that there are some
extraneous spaces in the file so first we read it in and remove
the spaces and just in case remove any completely blank lines.
Then we re-read it using read.fwf. Note that the widths= argument
in read.fwf can be a list where we specify
On 6/7/08, John Fox [EMAIL PROTECTED] wrote:
Dear Dieter,
I don't know whether I qualify as a master, but here's my brief take on
the subject: First, I dislike the term least-squares means, which seems to
me like nonsense. Second, what I prefer to call effect displays are just
Dear all,
I am trying to install a package of R bindings for the Ruby language on Windows
Vista ...
this involves some compilation work with Mingw. (The analogous process on Linux
Ubuntu went fine, but for the Windows installation, I need to provide the
location of the
file analogous to the
On Sun, Jun 8, 2008 at 12:58 PM, Douglas Bates [EMAIL PROTECTED] wrote:
On 6/7/08, John Fox [EMAIL PROTECTED] wrote:
Dear Dieter,
I don't know whether I qualify as a master, but here's my brief take on
the subject: First, I dislike the term least-squares means, which seems to
me like
Hello, and apologies for the upcoming naive questions. I am a biologist who is
trying to teach himself the appropriate areas of math and stats. I welcome
pointers to suggested background reading just as much as I do direct answers to
my question.
Let's say I have a function F() that takes
Dear Doug,
Your point is correct, of course, but if people are interested in computing
marginal means (or marginal cell means), then they can do so simply and
don't need a statistical model. I think that when such a model is fit,
interest is typically in conditioning on the other explanatory
Dear Hadley,
Unfortunately, the term marginal gets used in two quite different ways,
and Searle's population marginal means would, I believe, be more clearly
called population conditional means or population partial means. This is
more or less alternative terminology for least-squares means (to
Well put Doug. I would add another condition, which I don't know how to
state precisely. The settings for the other terms, which are usually
marginal medians, modes, or means, must make sense when considered jointly.
Frequently when all adjustment covariates are set to overall marginal
If 'F' is twice differentiable, this could be done fairly easily
by writing 'F' as a function to be maximized with a1 = a + da, etc., and
using the 'activePars' argument in maxNR{maxLik} to specify the
constraints you want.
More specifically, consider the following:
Fmax -
Here is an example w/optim where you have an objective function
F(x) where you have (possibly a few) constraints of form x_i=x_j, and you
can specify the constraints flexibly, which is what I _think_ you want.
An example from you would have been nice.
## objective function that depends on all
From within R try this:
file.path(R.home(), bin, R.dll, fsep = \\)
On Sun, Jun 8, 2008 at 2:19 PM, Axel Etzold [EMAIL PROTECTED] wrote:
Dear all,
I am trying to install a package of R bindings for the Ruby language on
Windows Vista ...
this involves some compilation work with Mingw. (The
the example I just mailed had an error; it should have been:
## objective function that depends on all parameters, here a, b, c
obfun - function(a,b,c,dd)
sum((dd - (exp(a * 1:100) + exp(b * 1:50) + exp(c * 1:25) ))^2)
fr - function(x, eqspec, dd, obfun) {
## assign variables for parameter
Dear Hadley,
Actually, the effects package does exactly what you suggest for continuous
predictors.
Regards,
John
--
John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox
-Original Message-
bootstrap() and samp.bootstrap() are part of the S+Resample package,
see http://www.insightful.com/downloads/libraries
You could modify boot() to allow sampling with size other than n.
Use caution when bootstrapping with a sample size other than n.
The usual reason for bootstrapping is inference
I want to call C/C++ in R to do the loops. Is it doable?
If my whole code is a big loop, is it better to do the inverse thing, i.e.
call R function in C/C++?
Whichever is better, is there any online material which guide me the
procedure?
Thank you!
--
View this message in context:
Hi all,
Currently I run R script with arguments the following ways
$ R --vanilla myscript.R ARGUMENT1
And in my script it is encoded as:
__BEGIN__
args-commandArgs()
do_sth(args[3])
My question is that is there a way to set a default
argument inside the R script?
In Perl analogically
What do you mean by 'correct' here? If you do manually what glm() does,
you would expect to get the same answer, but that is not independent
verification.
As far as I recall either glm nor survreg are calculation the exact
variance in this case -- they are both making use of asymptotic
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