Thanks everyone for your help! This seems to have worked!
Best regards,
Dustin
-Original Message-
From: Uwe Ligges [mailto:lig...@statistik.tu-dortmund.de]
Sent: Wednesday, January 07, 2015 2:35 AM
To: Jeff Newmiller; Dustin Batt; r-help@r-project.org
Subject: Re: [R] Trouble with
Hi Marc,
This may be a helpful link:
http://stackoverflow.com/questions/16074384/specify-different-types-of-missing-values-nas
> On Nov 9, 2014, at 1:07 PM, Marc Girondot wrote:
>
> Dear member list,
>
> In many experimental sciences, there is a lower detection limit (LDL) when a
> dosage of
Hi,
In my work, I often investigate relationships between highly skewed data.
Example:
set.seed(111)
require(MASS)
d = data.frame(mvrnorm(1000, mu=c(0,0), Sigma=matrix(c(1,.6,.6,1), nrow=2)))
names(d) = c("x","y")
## Skew Y
d$y = d$y^4
plot(d$x, d$y)
lines(lowess(d$x, d$y), lwd=2, col="blue")
Un
m supposed to type this R at the >. I'm
also not entirely sure where the directory is supposed to be.
Thanks,
Dustin
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Perfect. Thanks!
On Tue, Mar 18, 2014 at 2:26 PM, Thomas Lumley wrote:
> On Tue, Mar 18, 2014 at 12:43 PM, Dustin Fife wrote:
>
>> I've got a dataset with really long column names (e.g.,
>> CYJ.OSU.OAV.UJC.BUT.RDI). What I'd like to do is replace the fourth peri
I've got a dataset with really long column names (e.g.,
CYJ.OSU.OAV.UJC.BUT.RDI). What I'd like to do is replace the fourth period
with a break ("\n") so that when it plots, it will not run off the page.
Here's what I've got so far:
create fake names function
fake.names = function(x){
pas
here a way to supply a string? e.g.,
k = 2
VarNames = paste0("Var", 1:k)
paste(someFunction(VarNames), collapse="")
Suppose Var1 = A, B, C and Var2 = 1, 2. The result should return A1, A2,
B1, B2, C1, C2.
I've tried using eval, and get, but with no luck. Thanks in adva
ot; "B1" "C1" "A2" "B2" "C2"
> A.K.
>
>
>
>
> On Tuesday, February 11, 2014 3:18 PM, Dustin Fife
> wrote:
> I have a list of variables of a variable length (e.g., Var1, Var2, Var3,
> ... Vark). What I want to do is somehow feed t
t; plotx(1:100,1:100,xlab="I Don't Work!")
> A.K.
>
>
> On Wednesday, February 5, 2014 11:14 AM, Dustin Fife <
> fife.dus...@gmail.com> wrote:
> Suppose I'm creating a function that sets default ylab and xlab behaviors:
>
> plotx = function(x, y, ...){
&
IBCO Software
> wdunlap tibco.com
>
>
>> -Original Message-
>> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
>> Behalf
>> Of Dustin Fife
>> Sent: Wednesday, February 05, 2014 8:11 AM
>> To: r-help
>
Suppose I'm creating a function that sets default ylab and xlab behaviors:
plotx = function(x, y, ...){
plot(x,y, ylab="", xlab="",...)
}
The problem is, on occasion, I actually want to override the defaults
in my function. I would like to do the following:
plotx(1:100, 1:100, xlab="I Don't
c1,vec1)[,3:1],1,paste,collapse=""))[1:n]
> }
> else {
> NA
> }
> res
> }
> fun1(0)
> #character(0)
> fun1(2)
> #[1] "A" "B"
>
> fun1(28)
> A.K.
>
>
>
>
> On Monday, January 27, 2014 4:41 PM, Dustin Fife
>
Hi all,
I frequently get requests to do data analysis where the person
references an excel column. e.g., "I want to analyze [insert complex
variable name], located at column AAQ in Excel." I've been doing is
gsub and inserting a part of the string for the complex variable name,
then going from th
;
> Hope this helps,
> Pascal
>
>
>
> 2013/9/5 Dustin Fife
>
>> I've been working on a way to visualize a spearman correlation. That
>> seemed
>> pretty simple:
>>
>> generate skewed data
>> x = rnorm(100)^2
>> y = .6*x + r
I've been working on a way to visualize a spearman correlation. That seemed
pretty simple:
generate skewed data
x = rnorm(100)^2
y = .6*x + rnorm(100, 0, sqrt(1-.6^2))
plot(x,y) regular plot
plot(rank(x),rank(y), xaxt="n", yaxt="n") ### spearman-like plot
make axis labels
axis(
apply with AIC selection.
Thanks in advance for the help!
Dustin
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PLEASE do read the posting guide http://www.R-project.org/post
me(y, subj, occ, pred, xcol, zcol) :
NA/NaN/Inf in foreign function call (arg 26)*
The problem is that ecme is an imputation algorithm. But it only works if
there's no missing data on y. Is there any way around this? Or is it just a
coding error on the part of the maintainer?
Dustin
P.S. I
I did have it loaded with the newest version of igraph, but apparently it
requires the newest version of R. I now have R-2.15.2 loaded and it works!
Thanks for all the help!
Dustin
On Tue, Jan 29, 2013 at 11:21 AM, William Dunlap wrote:
> Is package:igraph loaded in your R session on the
>
>
> > -Original Message-
> > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
> On Behalf
> > Of Dustin Fife
> > Sent: Tuesday, January 29, 2013 8:52 AM
> > To: Duncan Murdoch
> > Cc: r-help
> > Subject: Re: [R] identify
ecause the
path goes from 1-2-3, then back into 1:
is.simple(graph(c(1,2,2,3,3,1,3,4)))
But, it returns TRUE.
On Tue, Jan 29, 2013 at 10:21 AM, Duncan Murdoch
wrote:
> On 29/01/2013 11:12 AM, Dustin Fife wrote:
>
>> Hi,
>>
>> I'm working on a project that will generate
tion is this: is there a better way to approach the problem? Is
there a more efficient way?
I know that I could probably identify which models are non-recursive after
estimation (via convergence failures or negative parameter estimates). But
I want to be able to identify them before estimation. Any help w
Perfect! That did it, and I learned a new function :)
On Sun, Jan 20, 2013 at 2:49 PM, John Fox wrote:
> Dear Dustin and Steve,
>
> For some reason, I didn't see Dustin's original message.
>
> As documented in ?sem, the warn argument to sem() covers only warnings
&
still get warnings. I've also tried adding "check.analytic = FALSE,
debug = FALSE," and that doesn't seem to do it either. Any ideas why it's
not working?
It may be important to note that the command above is wrapped within a
function and I'm using "try()" to avoid
plot(x,y)
}
On Mon, Jul 9, 2012 at 6:03 PM, R. Michael Weylandt <
michael.weyla...@gmail.com> wrote:
> Take a look at ?layout
>
> Michael
>
> On Jul 9, 2012, at 5:15 PM, Dustin Fife wrote:
>
> > Let me start with an example:
> >
> > par(mfrow=c(2,3))
&g
ed? I think it looks weird to have them left-justified. Thanks in
advance for the help!
--
Dustin Fife
PhD Student
Quantitative Psychology
University of Oklahoma
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n. I'm actually trying to do propensity score
matching to estimate the effect of treatment on a dichotomous variable.
Would the function change at all if the estimated effect is on a
dichotomous scale?
--
Dustin Fife
PhD Student
Quantitative Psychology
University of Oklahoma
[[alte
> ensure that a reasonable answer can be extracted from a given body of data.
> ~ John Tukey
>
>
> -Oorspronkelijk bericht-----
> Van: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
> Namens Dustin Fife
> Verzonden: dinsdag 29 mei 2012 14:56
> Aan: Ru
gt; # The same.
> linMod3 = lm(Y ~ 0 + I(X1 + X3) + X2, data=data.set)
> summary(linMod3)
>
> With set.seed(1) your common slope is
>
> coef(linMod2)
> I(X1 + X3) X2
> 0.4237869 3.3626984
>
> Also, I find it better to put 'library', 'require'
.
Unfortunately, the linearHypothesis is always compared to a full model
(where the parameters are freely estimated). I want to have an ANOVA
summary table for the reduced model. Any ideas? Thanks in advance for the
help!
--
Dustin Fife
PhD Student
Quantitative Psychology
University of Oklahoma
update covers
new models, designs, and includes many new functionalities.
Dustin Tingley
Government Department
Harvard University
http://scholar.harvard.edu/dtingley
Director, Program on Experience Based Learning in the Social Sciences
http://projects.iq.harvard.edu/peblss/
Contribute to the
require me to learn a new syntax, and I guess
I'm just lazy. I'm comfortable with sem.
>
> On Thu, Dec 1, 2011 at 6:27 AM, Dustin Fife wrote:
> > Good idea. I'll give it a try. Thanks!
> >
> > On Thu, Dec 1, 2011 at 6:18 AM, John Fox wrote:
> >
&g
Good idea. I'll give it a try. Thanks!
On Thu, Dec 1, 2011 at 6:18 AM, John Fox wrote:
> Dear Dustin,
>
> > -Original Message-
> > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r-
> > project.org] On Behalf Of Dustin Fife
> > Sent: Nove
, but I couldn't find anything in the documentation for the sem
package. Thanks!
--
Dustin Fife
Graduate Student
Quantitative Psychology
University of Oklahoma
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]])
That seems to do just what I want. Thanks again John!
On Wed, Nov 9, 2011 at 5:40 PM, Dustin Fife wrote:
> Perfect! Thanks for the help.
>
> On Wed, Nov 9, 2011 at 4:27 PM, John Fox wrote:
>> Dear Dustin,
>>
>>> -Original Message-
>>> From: Dus
Perfect! Thanks for the help.
On Wed, Nov 9, 2011 at 4:27 PM, John Fox wrote:
> Dear Dustin,
>
>> -Original Message-----
>> From: Dustin Fife [mailto:fife.dus...@gmail.com]
>> Sent: November-09-11 2:12 PM
>> To: John Fox
>> Cc: r-help@r-project.org
>
Thanks for the quick response...I've never edited someone else's
package before. How do I go about doing that?
On Wed, Nov 9, 2011 at 12:47 PM, John Fox wrote:
> Dear Dustin,
>
>> -Original Message-
>> From: r-help-boun...@r-project.org [mailto:r-help-bounces@
/plot', ignore.double=FALSE,
edge.labels="values", standardize=TRUE, min.rank=c("IWF", "SOF",
"PWF"))
The diagram is produces is hard to read because of the many variances
that are shown. The covariance estimates are important for my diagram,
but the var
error
appears (after hours). But this is only to set starts and stops; for the
original issue I further would try to number the starts and then maybe to
subset the single events using subset(). Do you think this could work, or
does anyone know a way to number the events? This would help
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