Wonderful!
Thank you Arun!
Irene
Â
Irene Ruberto
Da: arun kirshna [via R]
Inviato: Giovedì 3 Ottobre 2013 22:51
Oggetto: Re: String substitution
Hi,
Try:
dat$y<- as.character(dat$y)
dat1<- dat
dat2<- dat
library(stringr)
 dat$y[NET]
{
L<-L1(pe,rho)+L2(pe,rho)-L3(pe,rho)
return(L)
}
Max<- function(x){ -L(x[1], x[2])}
opt<-nlminb(c(0.01,0.01), Max,lower = rep(0.001,2), upper =
rep(0.999,2),control=list(rel.tol=1e-6))
prob[i]=opt$par[1]
ro[i]=opt$par[2]
}
Thanks,
Irene Castro Conde.
.")
> > grid.arrange(myplot, sub=mytext)
> >
> > Is there any way to wrap the lines of the text or some other of workaround
> > to this problem?
> >
> > I've tried figuring it out myself, but it's a rather urgent problem and
> > therefore I wa
It works perfectly, thank you!
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Hello,
I have two variables (of different length and from two different data
frames):
code<- c("101001", "1032", "102", "101001", "102", "1032");
name<- c("101001 Alta", "102 Bassa", "1032 Media");
and I would like to substitute the first variable with the second variable
according to their sh
Hello,
I have a list of dates, such as
dates<- as.Date(c("1996-03-29","1996-05-30","1996-09-28","1996-05-09"))
from which I would like to extract the week number for each date, with week
n°1 being the week going from Dec 30th 1995 to Jan 6th 1996 ("1995-30-12" to
"1996-06-01"). Any suggestion fo
It worked perfectly!
Thank you
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Hello,
I have a file which contains a column with age, which is represented in the
two following patterns
1. "007/A" or ''007/a" or ''7 /a" . In this case A or a means year and I
would like to extract only the numeric values eg 7 in the above case if this
pattern exits in a line of file.
2.
ic symbol...
I'd be grateful for any advice,
Irene
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Hi all,
I would like to fit a gamm model of the form:
Y~X+X*f(z)
Where f is the smooth function and
With random effects on X and on the intercept.
So, I try to write it like this:
gam.lme<- gamm(Y~ s(z, by=X) +X, random=list(groups=pdDiag(~1+X)) )
but I get the error messag
Hi all,
I would like to fit a gamm model of the form:
Y~X+X*f(z)
Where f is the smooth function and
With random effects on X and on the intercept.
So, I try to write it like this:
gam.lme<- gamm(Y~ s(z, by=X) +X, random=list(groups=pdDiag(~1+X)) )
but I get the error messag
et the range for min, so that it only looks at
what would originally have been consecutive rows, and searching the
help has not proved particularly useful.
Thanks in advance,
Irene Gallego Romero
--
Irene Gallego Romero
Leverhulme Centre for Human Evolutionary Studies
University of Cambridge
Fitz
Dear Helpers,
I would like to export a large dataset to a txt file in order to use it
in an other programm.
Unfurtunatly the R the scientific format is a small e:
2 e-1
while the other programm requires the format to be a capital E:
2E-1
How can I change this in R?
Thanks for your help
PS
we would
get quite different results when estimating robustly.
I would be very grateful if someone could help!
Thanks a lot!
Irene.
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Hello,
Does anyone know about an R-package on multivariate ARMA-GARCH models? Or in
Matlab?
I would be very grateful if someone could help!
Thanks a lot!
[[alternative HTML version deleted]]
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h
his problem would be vastly appreciated.
Thanks,
Irene
--
Irene Gallego Romero
Leverhulme Centre for Human Evolutionary Studies
University of Cambridge
Fitzwilliam St
Cambridge
CB2 1QH
UK
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Hello,
I am trying to model a bivariate time series called 'residuals' as a
dcc-garch model.
I want to use the function dcc.estimation(a, A, B dcc.para, dvar, model) to
estimate the parameters.
No matter how I tried to define a, A and B, I always got the message "Error
in constrOptim(theta =
Hello,
I am trying to model a bivariate time series called 'residuals' as a
dcc-garch model.
I want to use the function dcc.estimation(a, A, B dcc.para, dvar, model) out
of the package ccgarch to estimate the parameters.
No matter how I tried to define a, A and B, I always got the message "Er
J'ai un projet à finir et je suis
complètement bloquée :(
Merci d'avance,
Irene Vicari
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Hi all!
I would like to estimate confidence intervals for a non lm model.
For example, I use a mixed model of the form:
md=lme(y~x1+I(x1^2)+x2 ...)
Parameters x1+I(x1^2) are fixed effects and I would like to plot the predicted
(partial) curve corresponding to these ones, along with 90%
Hi all!
I would like to estimate confidence intervals for a non lm model.
For example, I use a mixed model of the form:
md=lme(y~x1+I(x1^2)+x2 ...)
Parameters x1+I(x1^2) are fixed effects and I would like to plot the predicted
(partial) curve corresponding to these ones, along with 90% CI
Dear all,
I have an annual time-series of population numbers and I would like to
estimate the auto-correlation. Can I use acf() function and judge
whether auto-correlation is significant by the plots? The acf array
produced by this functions gives the auto-correlation at lags 1, 2
Is that
Dear all,
I have an annual time-series of population numbers and I would like to
estimate the auto-correlation. Can I use acf() function and judge
whether auto-correlation is significant by the plots? The acf array, eg:
Autocorrelations of series 'x$log.s.r', by lag
0 1
Dear all,
I am trying to estimate partial residuals for the multiple regression lm
model:
a.lm=lm(y~x1+x2)
I use the function
residuals(a.lm, type="partial")
However, the results are much different when I use the "manual" method
to get partial residuals for x2 (or for x1):
Dear list,
I would like to produce a plot of variables where the size of the points
will be indicative of their standard errors.
How is that possible?
Thank you!
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Hi all!
This is a rather statistical question;
Which effect sizes (parametric or not) could I use in order to estimate
the amount of non-linear correlation between 2 variables?
Is it possible to correct for auto-correlation within the correlated
times series?
Any suggestions for the ap
Hi all!
I am trying to run a regression where the predictor values are not real
data but each is estimated from a different model. So, for each value I
have a mean and variance.
Which package/function should I use in this case?
Thank you!
Irene
[[alternative HTML version
Hi all!
I try to estimate a statistic of the form: (x1-x2)/(y1-y2), where
x1,x2,y1,y2 represent variable means, so each has an estimate and
standard error associated with it.
How is it possible to estimate the mean and the variance of this ratio?
Thank you!
[[alternative HTML v
use it as input somehow?
thank you!
Irene
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Hi all!
I am fitting a (mixed) model with a factor (F) and continuous response and
predictor:
y~F+F:x
(How) can I check the significance of the model at each factor level (i.e. the
model could be significant only at one of the levels)?
Thank you!
___
Hi all!
this is a rather statistical question:
is it meaningful to consider an interaction effect between 2 continuous
covariates?
for example: lm(y~x1+x2+x1:x2)
Should one of continuous x1, x2 be "transformed" to a categorical variable,
i.e. be classified into groups?
Is it easier to interpre
Hi all!
Is it possible to model a multiple regression in which the response becomes
zero when one of the two covariates is zero?
lm(y~ x1+x2) and y=0 if x1=0.
However, when x1=0, y=x2+1(intercept).
Does this mean I cannot have a second covariate and intercept or should I
eliminate only the
Hi!
Yes, I think that you understood it right and made it clear enough to me too!
thank you! :)
Από: Daniel Malter [mailto:[EMAIL PROTECTED]
Αποστολή: Κυρ 11/11/2007 10:55 μμ
Προς: 'Rolf Turner'; Irene Mantzouni
Κοιν.: [EMAIL PROTECTED]
Θέ
Dear all,
probably this is quite clear for most of you but for me it is a headache...
I am regressing response A against the continuous covariate B and the
relationship is clearly quadratic.
When I add a second covariate B, the relationship becomes linear for both B and
C.
So, I expect that
Is there a formal way to prove the need of a mixed model, apart from e.g.
comparing the intervals estimated by lmList fit?
For example, should I compare (with AIC ML?) a model with seperately (unpooled)
estimated fixed slopes (i.e.using an index for each group) with a model that
treats this par
I would like to fit a 2-level mixed model:
yit=a+a[i]+a[it] +(b+b[i]+b[it])*xit+eps[it]
However, the variance of the second level components should depend on the
group, i.e. sigma for a[it] and b[it] should be [i] specific.
I do not know whether this is conceptually right in the mixed model
parameter that is linear combination of these quantities?
All the best,
Irene
Από: [EMAIL PROTECTED] εκ μέρους Douglas Bates
Αποστολή: Τετ 17/10/2007 10:04 μμ
Προς: Doran, Harold
Κοιν.: Irene Mantzouni; [EMAIL PROTECTED]; R-SIG-Mixed-Models
Θέμα: Re: [R] coef se
intercept and slope
respectively.
Is there some way to drop b*zi for the missing value cases or some other way to
deal with them?
thank you!
Irene
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PLEASE do read th
random
and x the fixed part of the F1:x interaction so I should simply add these
columns for the final group-level coefficient.
Is that right?
Can I formally check or fix that to get a straightforward result?
Thank you!
Irene
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Let's say that I can estimate se for ranef by group
and the se for fixef (modifying the se.fixef and se.ranef functions of "arm"
package for lmer).
Since, I need the se for coef=ranef+fixef
can I estimate it based on the SEs of ranef and fixef?
Tha
Hi all!
How is it possible to estimate standard errors for coef obtained from lme?
Is there sth like se.coef() for lmer or what is the anaytical solution?
Thank you!
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P
Hi all!
I would like to extract the residual standard error by group in a lme() model...
Is there a direct method?
Also, a rather statistical question;
I need to estimate the standard error of the mean(residuals) in a model..is
this the same as the residual s.e.?
Thank you!!
Irene
:
F1
F2
x
F1:x
What kind of contrasts should I use and how can I get a random effect only on
both slopes?
Thank you!
Irene
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found out that it gives 2-3 residuals less in each subgroup.
Any ideas what might be wrong?
Thank you!
Irene
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Thank you all!
Yes, try works!
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you!
Irene
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derive the "initial"
argument and get the initial values?
Thank you for being always there!:)
Irene
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g, so this
has to be taken into account in the model formulation.
What options do I have?
Also, how is it possible to fit a partially linear model?
Thank you!!
Irene Mantzouni
PhD student
DIFRES
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