On Thu, Jan 13, 2005 at 11:33:33PM -0500, Mohamed Abdolell wrote:
> Hi Tom,
>
> [1] go to http://packages.debian.org/testing/math/ and download r-base and
> other
> essential packages to your computer
> [2] install packages using Xandros Networks; from the pull-down menu select
> File-->Install D
On Thu, 2005-01-13 at 21:48 -0500, Liaw, Andy wrote:
> This is not an R problem, but LaTeX.
>
> Seems like the `slides' document class you're using doesn't recognize the
> `figure' environment. You should check that.
>
> I seem to recall that you need to specify a driver option for graphicx, s
I'm looking for something like Brian Ripley's glmmPQL that will handle
multinomial data. Does anyone know of anything?
Thanks, Ted.
--
Dr E.A. Catchpole
Visiting Fellow
Univ of New South Wales at ADFA, Canberra, Australia
and University of Kent, Canterbury, England
- [EMAIL PROTECTED]
- www.ma
Hi Tom,
[1] go to http://packages.debian.org/testing/math/ and download r-base and other
essential packages to your computer
[2] install packages using Xandros Networks; from the pull-down menu select
File-->Install DEB file...
[3] once you have a functional R 2.0.1 working install the rest of the
[1] go to http://packages.debian.org/testing/math/ and download the essential
r-base packages to your hard drive
[2] install downloaded files using xandros networks
File --> Install DEB file ...
[3] once it's working install remaining packages from within R using
install.packages(pk
Jean,
The standard treatment of overdispersed data when using the
Poisson distribution to model count data is to switch to the
negative binomial distribution. Hope this helps,
Tim Liao
Original message
>Date: Thu, 13 Jan 2005 18:22:29 -0500
>From: "Jean G. Orelien" <[EMAIL PROTECTED]>
Gabor Grothendieck myway.com> writes:
:
: Dr Carbon gmail.com> writes:
:
: :
: : I have a seasonal time series. I want to calculate the annual mean
: : value of the time series at its peak
: :
: : (say the mean of the three values before the peak, the peak, and the
: : three values after th
Dr Carbon gmail.com> writes:
:
: I have a seasonal time series. I want to calculate the annual mean
: value of the time series at its peak
:
: (say the mean of the three values before the peak, the peak, and the
: three values after the peak).
:
: The peak of the time series might change cyc
This is not an R problem, but LaTeX.
Seems like the `slides' document class you're using doesn't recognize the
`figure' environment. You should check that.
I seem to recall that you need to specify a driver option for graphicx, such
as `epsfig' for some such. You should check the documentatio
Hi,
I try to insert R graphs into a latex file and I am using a Texniccenter/MikTex
combination in my Windows XP. Here are the errors I got. Could someone give me
some clues?
In R, I did
> plot(sin(1:10), pch="+")
> dev.print(device=postscript, "C:\\myFigure.eps",onefile=FALSE,
> horizontal=F
Just for the sake of clarity:
Ubuntu does include developer tools ('apt-get install build-essential').
Liaw, Andy wrote:
If I have to guess, `desktop Linux' such as Xandros do not come with
compilers and other development tools, so compiling from source will be a
bit of a challenge. I recall havin
Professor Ripley,
You are quite correct, I did have some S3/S4 confusion. Thank you. By
using an S3 method with the documented usage, I had no trouble writing
an appropriate as.character method.
I had also not absorbed the fact that S3 and S4 generics might (and do!)
have different argument lists
Federico:
You might also look at Professor Agresti's observations on exact vs
approximate, which appeared in the American Statistician a few years ago.
(I believe it was the AS; my memory isn't what it once was.)
Google produced this
http://www.amstat.org/publications/tas/index.cfm?fuseaction=agr
I'm by no means expert in such matter, but where did you get the idea that
such manipulation is needed? If you center the response by its mean, that's
the same as taking out the intercept. There's no reason to do that
beforehand. As to centering by median, that's a first for me, and quite
frankl
"Exact confidence limits" are highly conservative. I have not
studied this for the Poisson distribution, but for the binomial
distribution, Brown, Cai and DasGupta (2001, 2002) showed that the exact
coverage probabilities exhibit increasingly wild oscillations as the
binomial probability
Hi ,
I apologize to send again the message but I realized that i didn't
put the subject and so people could not reply correctly
>Date: Wed, 12 Jan 2005 10:29:09 -0500
>To: r-help@stat.math.ethz.ch
>From: saverio vicario <[EMAIL PROTECTED]>
>Subject:
>Cc:
>Bcc:
>X-Attachments:
>
>Dear help desk an
Given that you are doing a Q-Q plot, I strongly suspect that other then in
the extreme tails, there will be no loss of visible information if you plot
only 1 out of every 10 of the ordered values instead of all of them (as the
ordered values are highly correlated). This makes the file size manageab
On Thu, 2005-01-13 at 17:11 -0600, Jindan Zhou wrote:
> Hello R-List,
>
> The question is related to R, but not strictly:
>
> I have generated a Q-Q plot with some 15,000 data points, when saved in
> postscript format, the file became really large, which is not good to be
> included in a LaTex fi
I fitted a GAM model with Poisson distribution to a data with about 200
observations. I noticed that the plot of the residuals versus fitted values
show a trend. Residuals tend to be lower for higher fitted values. Because,
I'm dealing with count data, I'm thinking that this might be due to
overd
Hello R-List,
The question is related to R, but not strictly:
I have generated a Q-Q plot with some 15,000 data points, when saved in
postscript format, the file became really large, which is not good to be
included in a LaTex file, as the output pdf file will be too big in file
size, too. If I s
You seem to be confusing `generic' with `S4 generic', and `method' with
`S4 method'.
Note that all references to `generic' and `method' outside the `methods'
package are not to S4 concepts unless explicitly stated.
On Thu, 13 Jan 2005, McGehee, Robert wrote:
Hello,
?as.character says that the a
Thanks to all for clarifying that it isn't an element by element test
and evaluation, rather an "any" test as the code says.
Peter Dalgaard <[EMAIL PROTECTED]> wrote on 2005-01-13 14:22:50:
> [EMAIL PROTECTED] writes:
>
> > This seems to contradict the help file.
> >
> > "... 'yes' will be evalu
Thank you, Uwe,
I probably phrased my question wrong, but I'm not into compiling my own
software.
Thank you Martin,
It was definitely worth the few weeks spent learning to use the grid
package.
I want to share with others making that same step some of the functions I
wrote as I tried to convert f
Hi Angela
I'm not sure what you want to do with these 2 plots:
1) getting them on the same screen ( >par(mfrow=c(1,2))
2) if you need them on separate files try the appropiate Hmisc functions
(for instance psslide(), whih are in the words of the author "Postscript and
Adobe PDF Setup for 35mm S
On Thu, 2005-01-13 at 17:06 -0500, Liaw, Andy wrote:
> If I have to guess, `desktop Linux' such as Xandros do not come with
> compilers and other development tools, so compiling from source will be a
> bit of a challenge. I recall having played with Corel Linux during its
> rather short lifetime (
Federico Gherardini wrote:
Hi all,
Is there any R function to compute exact confidence limits for a Poisson
distribution with a given Lambda?
For sure you are looking for certain quantiles of the poisson
distribution? See ?Poisson.
Uwe Ligges
Thanks in advance
Federico
_
[EMAIL PROTECTED] wrote:
This seems to contradict the help file.
"... 'yes' will be evaluated if and only if any element of 'test' is
true,
and analogously for 'no'..."
Note: "Evaluated", not "returned"!
So both "0" and "b[a]" are evaluated, because a==0 is true for a[1], and
false for a[2], a[3]
If I have to guess, `desktop Linux' such as Xandros do not come with
compilers and other development tools, so compiling from source will be a
bit of a challenge. I recall having played with Corel Linux during its
rather short lifetime (also Debian based), and was horrified to find it
lacking GCC.
Das, Rajdeep wrote:
Hi,
I am running a program in --vanilla mode.
What does "program" refer to?
Is the "program" called "R", or do you mean some R code you are trying
to run within R?
I would like to know how to load
saved functions in the program that it calls. EVerytime I call those objects
i
Hello,
?as.character says that the as.character function is a generic with
usage: as.character(x, ...). So, I want to create an S4 object with an
as.character method following the above usage, but I get the below error
telling me that ... isn't in the generic for as.character.
> setClass("tmp", "n
Thanks to Zeileis and Spencer for commenting. I case anyone wants to
see an example of portfolio optimization using solve.QP directly and
verify that the answer matches that of portfolio.optim, here is the
code:
library(quadprog, lib.loc="C:\\Program Files\\R\\tools")
library(MASS, lib.loc="C:\\P
Thomas W Volscho wrote:
Dear List,
After obtaining a second-hand PC and because XP costs too much, I installed
Xandros 3.0 (based on Debian) but pretty easy to use if migrating from WinXP.
Does anyone know how to install R on this OS?
No, but I'd try to install like on Debian, either using apt-ge
This seems to contradict the help file.
"... 'yes' will be evaluated if and only if any element of 'test' is
true,
and analogously for 'no'..."
Peter Dalgaard <[EMAIL PROTECTED]> wrote on 2005-01-13 13:24:31:
> [EMAIL PROTECTED] writes:
>
> > I don't understand this behavior:
> >
> > > a <- c(0
On Thu, 2005-01-13 at 16:15 -0500, Thomas W Volscho wrote:
> Dear List,
> After obtaining a second-hand PC and because XP costs too much, I installed
> Xandros 3.0 (based on Debian) but pretty easy to use if migrating from WinXP.
>
> Does anyone know how to install R on this OS?
>
> Thank you fo
I'm guessing this is a Linux based system. Does
./configure
make
make install
work?
-roger
Thomas W Volscho wrote:
Dear List,
After obtaining a second-hand PC and because XP costs too much, I installed
Xandros 3.0 (based on Debian) but pretty easy to use if migrating from WinXP.
Does anyone know
[EMAIL PROTECTED] writes:
> I don't understand this behavior:
>
> > a <- c(0, 1, 2, 3)
> > b <- c(1, 2, 3, 4)
> > ifelse (a == 0, 0, b[a])
> [1] 0 2 3 1
>
> rather than the desired 0 1 2 3. Thanks for any explanation.
b[a] is c(1,2,3), recycling to length 4 gives c(1,2,3,1), get it?
--
O_
Dear List,
After obtaining a second-hand PC and because XP costs too much, I installed
Xandros 3.0 (based on Debian) but pretty easy to use if migrating from WinXP.
Does anyone know how to install R on this OS?
Thank you for your time,
Tom Volscho
Th
Dear Denis,
b[a] gives you c(1, 2, 3) (try it), which is recycled as c(1, 2, 3, 1); the
elements in positions 2, 3, and 4 of this vector (i.e., where a != 0) are 2,
3, 1.
Regards,
John
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada
Hi,
I am running a program in --vanilla mode. I would like to know how to load
saved functions in the program that it calls. EVerytime I call those objects
it returns error and complains that it cannot find the function object I am
calling. Please let me know. Thanks in advance.
Regards,
Raj
__
> Date: Thu, 13 Jan 2005 12:42:59 -0800
> From: [EMAIL PROTECTED]
>
> I don't understand this behavior:
>
> > a <- c(0, 1, 2, 3)
> > b <- c(1, 2, 3, 4)
> > ifelse (a == 0, 0, b[a])
> [1] 0 2 3 1
>
> rather than the desired 0 1 2 3. Thanks for any explanation.
>
Look at b[a].
Ray
I don't understand this behavior:
> a <- c(0, 1, 2, 3)
> b <- c(1, 2, 3, 4)
> ifelse (a == 0, 0, b[a])
[1] 0 2 3 1
rather than the desired 0 1 2 3. Thanks for any explanation.
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listi
Jeff> I'm interested in finding a better way to add a column to a data
Jeff> frame when calculating the new column requires more than one
Jeff> conditional.
[description of doing this with lots of ifelse's deleted]
Jeff
If all you are doing is slicing one quantitative variable into categories,
t
I want to fit a linear mixed-model with my data but I want to know if I have
to center all my responses variables on their median and why I have to do
it?
Thank
Julien Martin
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch
(Ted Harding) <[EMAIL PROTECTED]> writes:
> This is not more difficult, since the hard work is in
> calculating the elements of p. After that, with E=N*p,
>
> X2 <- sum(((O-E)^2)/E)
>
> has the chi-squared distribution with df=(k-r) d.f. where
> k is the number of "bins" and r is the number of
Hi,
thanks for everyone.
I think function "get" is what I wanted.
?get returns like:
Description:
Search for an R object with a given name and return
it.
Actually I need such reference to handle this obj.
Sorry if there is a misleading description in my
previous email.
weiwei
--- Ray Brownrigg <
> From: Douglas Bates <[EMAIL PROTECTED]> Fri Jan 14 08:35:33 2005
>
> Weiwei Shi wrote:
> > Hi,
> > I happen to re-write my codes to save memory and my
> > approach is write my obj into file first and later I
> > load it.
> >
> > However, it seems like:
> > load(filename) can load the object but
Also, ' methods("portfolio.optim")' revealed 2 functions for this
generic:
[1] portfolio.optim.default portfolio.optim.ts
Typing "portfolio.optim.ts" exposes the code for the second one.
If the class of the first argument "x" is "ts", R dispatches
"portfiolio.optim(x, ...)" to
On Thu, 2005-01-13 at 11:00 -0800, Weiwei Shi wrote:
> Hi,
> I happen to re-write my codes to save memory and my
> approach is write my obj into file first and later I
> load it.
>
> However, it seems like:
> load(filename) can load the object but the function
> returns the name of the object inst
Hi,
Does anyone know whether there is an R program constructing
optimal balanced arrays in experimental design?
Thanks a lot!
Harvey.
Xianggui (Harvey) Qu
Assistant Professor in Statistics
Department of Mathematics & Statistics
Oakland University, Rochester, MI 48309
Tel. 248-370-4029 (O)
_
Weiwei Shi wrote:
Hi,
I happen to re-write my codes to save memory and my
approach is write my obj into file first and later I
load it.
However, it seems like:
load(filename) can load the object but the function
returns the name of the object instead of the
reference to it. For example, I have an o
On Thu, 13 Jan 2005 14:07:29 -0500 roger bos wrote:
> Zeileis,
>
> Thanks, I didn't know about "portfolio.optim". I wanted to see how it
> works, but when I try showMethods, it doesn't show it to me. Does
> that mean I am not allowed to see the inner workings?
1. All of this is open source, so
Prof. Javier Cabrera will be giving the online course DNA Microarray Data
Analysis from Jan. 28 Feb. 25 at statistics.com. Dr. Cabrera is
co-author of Exploration and Analysis of DNA Microarray and Protein Array
Data (the course text; Wiley) and has published a number of articles on
gene
Hi R Users,
I've struck a problem with 'optim', which has previously worked very
well for me. I cannot find a way to set the size of starting simplex
when using the Nelder Mead method. The "parscale" argument will control
the relative sizes of sides, but not the global magnitude.
A short exam
Zeileis,
Thanks, I didn't know about "portfolio.optim". I wanted to see how it
works, but when I try showMethods, it doesn't show it to me. Does
that mean I am not allowed to see the inner workings?
Thanks,
Roger
> showMethods("portfolio.optim")
Function "portfolio.optim":
>
On Thu, 13 J
Hi,
I happen to re-write my codes to save memory and my
approach is write my obj into file first and later I
load it.
However, it seems like:
load(filename) can load the object but the function
returns the name of the object instead of the
reference to it. For example, I have an object called
r0.p
On Thu, 13 Jan 2005 13:44:58 -0500 roger bos wrote:
> At the risk of ridicule for my deficient linear algebra skills, I ask
> for help using the solve.QP function to do portfolio optimization. I
> am trying to following a textbook example and need help converting the
> problem into the format req
On 13-Jan-05 Vito Ricci wrote:
> Dear R-Users,
>
> How can I use chisq.test() as a goodness of fit test?
> Reading man-page I've some doubts that kind of test is
> available with this statement. Am I wrong?
>
>
> X2=sum((O-E)^2)/E)
>
> O=empirical frequencies
> E=expected freq. calculated with
At the risk of ridicule for my deficient linear algebra skills, I ask
for help using the solve.QP function to do portfolio optimization. I
am trying to following a textbook example and need help converting the
problem into the format required by solve.QP. Below is my sample code
if anyone is will
On Thu, 13 Jan 2005 18:23:37 +0100 (CET) Vito Ricci wrote:
> Dear R-Users,
>
> How can I use chisq.test() as a goodness of fit test?
> Reading man-page Ive some doubts that kind of test is
> available with this statement. Am I wrong?
>
> X2=sum((O-E)^2)/E)
>
> O=empirical frequencies
> E=expec
On Thu, 2005-01-13 at 16:43 +, michael watson (IAH-C) wrote:
> Hi
>
> I am trying to understand the "space" argument to barplot() and I think
> it is not working as stated. The docs say:
>
> space: the amount of space (as a fraction of the average bar width)
> left before each ba
Yulei,
There are tests for multivariate normality and for equal multivariate
distributions in the energy package. The reference mentioned in the help
file for the multivariate normality test is in JMVA March 2005 Vol. 93(1),
58-80.
Some other tests for multivariate normality include Mardia's mu
You can do this in Perl (see e.g. Interchange, using Perl-DBI and TCP-IP
instead of sockets). If you're familiar with Perl, that is
..
Mike
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of
[EMAIL PROTECTED]
Sent: 13 January 2005 14:07
On Jan 13, 2005, at 6:07 AM, [EMAIL PROTECTED] wrote:
I usually work with R on a windows querying data through RODBC from a
postgresql
db on a freebsd machine on my offcie lan.
Now I have the chance to use R also on a linux gentoo client box and to
connect to the same db.
I know that I can install
Hi all,
Is there any R function to compute exact confidence limits for a Poisson
distribution with a given Lambda?
Thanks in advance
Federico
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the postin
This is inelegant, but works:
# (following the example)
nPts <- 254
foo <- sin((2 * pi * 1/24) * 1:nPts)
foo <- foo + rnorm(nPts, 0, 0.05)
bar <- ts(foo, start = c(1980,3), frequency = 24)
mean.in.i <- numeric(length(start(bar)[1]:end(bar)[1]))
peak.ts <- ts(rep(NA, length(foo)), start = c(1980,
Dear R-Users,
How can I use chisq.test() as a goodness of fit test?
Reading man-page Ive some doubts that kind of test is
available with this statement. Am I wrong?
X2=sum((O-E)^2)/E)
O=empirical frequencies
E=expected freq. calculated with the model (such as
normal distribution)
See:
http://
This got rejected by SpamCop but I didn't see another reply so am trying
again.
-Original Message-
From: Huntsinger, Reid
Sent: Wednesday, January 12, 2005 4:29 PM
To: 'bogdan romocea'; r-help@stat.math.ethz.ch
Subject: RE: [R] global objects not overwritten within function
Assigning vi
On Thu, 13 Jan 2005, Spencer Graves wrote:
Also, while any character string is allowed, the use of strings that
are not legal names limits their utility, especially for the columns of
a data.frame, which could normally be used in a formula for something
like "lm" or even more general using "
Hi
I am trying to understand the "space" argument to barplot() and I think
it is not working as stated. The docs say:
space: the amount of space (as a fraction of the average bar width)
left before each bar.
Which means that I can pass a vector, the same length as the no. of
bars, a
Also, while any character string is allowed, the use of strings
that are not legal names limits their utility, especially for the
columns of a data.frame, which could normally be used in a formula for
something like "lm" or even more general using "with" or "attach".
hope this helps.
Good morning,
I wrote a little code in R which has to show two graphs but I can get
only one. How can I adress the graphs in two files?
Second, I'd like, always in the same code, to add a legend to a graph.
Better, I'd like to put in such a legend a new item whose color
could remind t
On Thu, 13 Jan 2005, Vegard Andersen wrote:
Hello!
I am using the coxph() function for counting process data. I want to include
an intervening event as one of my covariates. In order to do this I have
split the relevant observations in my data at the time of intervention. But I
have not found an
Good morning,
I wrote a little code in R which has to show two graphs but I can get
only one. How can I adress the graphs in two files?
Second, I'd like, always in the same code, to add a legend to a graph.
Better, I'd like to put in such a legend a new item whose color
could remind t
I usually work with R on a windows querying data through RODBC from a postgresql
db on a freebsd machine on my offcie lan.
Now I have the chance to use R also on a linux gentoo client box and to
connect to the same db.
I know that I can install the unixodbc stuff and stick to RODBC, BUT my
quest
On Thu, Jan 13, 2005 at 01:50:38PM +0100, [EMAIL PROTECTED] wrote:
> I need to divide the array
>
> > A<-c(1:200)
>
> into two subsets at random. Therefore I use the function "sample" in R:
I suggest a slightly different approach which is probably faster than
using setdif() or %in% and friends
Dear Nicolas,
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of
> [EMAIL PROTECTED]
> Sent: Thursday, January 13, 2005 7:51 AM
> To: r-help@stat.math.ethz.ch
> Subject: [R] random samples
>
> hi,
> I am encoutering a very little problem that seemed
On Thu, 13 Jan 2005, Achim Zeileis wrote:
On Thu, 13 Jan 2005 13:54:43 +0100 (CET) Vito Ricci wrote:
you can address to a single ts in a multivariate ts
object by namets[,index]. See this example:
Note, that index can also be a string and not only the index number. You
wanted to have the analogue o
On Thu, 13 Jan 2005 13:54:43 +0100 (CET) Vito Ricci wrote:
> Hi,
>
> you can address to a single ts in a multivariate ts
> object by namets[,index]. See this example:
Note, that index can also be a string and not only the index number. You
wanted to have the analogue of z$energy which could also
Hi Denis
maybe unique() can choose unique entries from your data set
without need for sorting.
Cheers
Petr
On 13 Jan 2005 at 11:52, Denis Chabot wrote:
> Hi,
>
> Being in the process of translating some of my SAS programs to R, I
> encountered one difficulty. I have a solution, but it is not
See ?setdiff.
Andy
> From: [EMAIL PROTECTED]
>
> hi,
> I am encoutering a very little problem that seemed to be so
> easy to solve
> I need to divide the array
>
> > A<-c(1:200)
>
> into two subsets at random. Therefore I use the function
> "sample" in R:
>
> > S<-sample(A,100)
>
> f
Hi,
On Thu, 13 Jan 2005 [EMAIL PROTECTED] wrote:
>
> > A<-c(1:200)
> > S<-sample(A,100)
> selected in S to be put in another array, there is my problem!
> Is there anyway to do this with a function of R or should I do one by myself?
Something like:
A[-S]
should do, I think.
Kev
--
which(A%in%S==FALSE)
Best
Matthias
> -Ursprüngliche Nachricht-
> Von: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] Im Auftrag von
> [EMAIL PROTECTED]
> Gesendet: Donnerstag, 13. Jänner 2005 13:51
> An: r-help@stat.math.ethz.ch
> Betreff: [R] random samples
>
>
> hi,
> I am encouterin
try this:
S. <- A[!A%in%S]
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
Hi,
you can address to a single ts in a multivariate ts
object by namets[,index]. See this example:
> dati
X Y
1 100 200
2 150 210
3 180 220
4 200 230
5 220 250
> serie<-ts(dati,start=1999)
> serie
Time Series:
Start = 1999
End = 2003
Frequency = 1
X Y
1999 100 200
2000 150 210
hi,
I am encoutering a very little problem that seemed to be so easy to solve
I need to divide the array
> A<-c(1:200)
into two subsets at random. Therefore I use the function "sample" in R:
> S<-sample(A,100)
for a random sample of size 100. Then I need the values in A that are not
selec
In a dataframe you call one of the variable (or the column) connecting the
name of the column to the dataframe name by means of the $ sign:
so z$energy is the column named energy in the dataframe z.
I don't know how to do the same with a multi-variable time-series. I tried
both z.energy, z$ener
Unless you have repeated events per person, you do not need to
keep tack of which follow-up belongs to whom.
The likelihood contribution from the two parts is a product.
See any textbook on survival anlysis or p. 50 ff. of:
http://staff.pubhealth.ku.dk/~bxc/Melbourne/Staff/foils.pdf
or another of
Hello!
I am using the coxph() function for counting process data. I want to
include an intervening event as one of my covariates. In order to do this
I have split the relevant observations in my data at the time of
intervention. But I have not found any way to "inform" coxph() of the id
of
Thanks to Tom for this. It was simpler than I thought. Apparently "at"
will do the trick very simply. It was not entirely clear to me (from
the help pages) whether the axis parameters can operate independently of
the dimensions/resolution of the diagrams
Here is an example for future ref.:
Hi,
Being in the process of translating some of my SAS programs to R, I
encountered one difficulty. I have a solution, but it is not elegant
(and not pleasant to implement).
I have a large dataset with many variables needed to identify the
origin of a sample, many to describe sample characteris
On Thu, 13 Jan 2005, [ISO-8859-1] Romain François wrote:
Christoph Scherber a écrit :
Dear Reinhold,
All entries are allowed except "price swap" or "price_swap"
As a matter of fact, the syntax price_swap is now allowed (since R 1.9.1 I
think). The rest is a choice issue ... deprends on you.
Even "
Hi,
Not right: any entry is allowed as long as it is a character. Though, some
are not recommanded...
See:
> M=diag(2)
> rownames(M)=c("with a space", "without")
> colnames(M) <- c("%*%","~")
> M
%*% ~
with a space 1 0
without0 1
Problem araised for data.frame if you want t
Christoph Scherber a écrit :
Dear Reinhold,
All entries are allowed except "price swap" or "price_swap"
Hi,
As a matter of fact, the syntax price_swap is now allowed (since R 1.9.1
I think). The rest is a choice issue ... deprends on you.
Romain.
Of course it´s most convenient to use short nam
Dear Reinhold,
All entries are allowed except "price swap" or "price_swap"
Of course it´s most convenient to use short names and small letters for quicker
typing.
Regards
Christoph
Quoting "Hafner, Reinhold (Risklab)" <[EMAIL PROTECTED]>:
> I was wondering whether there exists a naming conve
Hello R-people,
I have a function which plots two figures next to each other
using if(dev.cur()==1) x11(width=14,height=7) to create a new window
and set the size of the window automatically if no device is open.
This works fine in interactive mode but I don't know how Sweave gets the
parameter
I was wondering whether there exists a naming convention for row and column
names in R data frames and matrices.
E.g: PriceSwap or PRICESWAP or PRICE.SWAP
Many thanks.
Reinhold
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R-help@stat.math.ethz.ch m
Hi,
give a look to the package:
mvnormtest
Normality test for multivariate variables
http://www.biometrics.mtu.edu/CRAN/src/contrib/Descriptions/mvnormtest.html
it includes a multivariate extention of Shapiro test.
I believe in statistical literature, I read somewhere,
exists a multiva
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