BertG == Berton Gunter [EMAIL PROTECTED]
on Fri, 20 Jan 2006 14:15:49 -0800 writes:
BertG I'm not sure what you mean by a fractional
BertG factorial design here.
it's a pretty well known term, in (at least some schools of)
classical analysis of variance, e.g.
in the famous Box,
I just updated the packages on my pc (windows xp). When loading lme4 I get
library(lme4)
Error: package 'Matrix' 0.995-1 was found, but = 0.995.2 is required by 'lme4'
'Matrix' 0.995-1 is indeed installed on my computer, but update.packages()
does not capture a never version; and seemingly
Søren Højsgaard [EMAIL PROTECTED] writes:
I just updated the packages on my pc (windows xp). When loading lme4 I get
library(lme4)
Error: package 'Matrix' 0.995-1 was found, but = 0.995.2 is required by
'lme4'
'Matrix' 0.995-1 is indeed installed on my computer, but
Sorry that was a typo when I said 'resposnse'... I meant predictor. I
want to fit lm(y ~ log(x)) and plot the line with confidence
intervals on a log=x plot so that I can see the real units of x
rather than the log(x) units. I can't get the real line using
predict.lm() without removing the
Peter Dalgaard wrote:
Søren Højsgaard [EMAIL PROTECTED] writes:
I just updated the packages on my pc (windows xp). When loading lme4 I get
library(lme4)
Error: package 'Matrix' 0.995-1 was found, but = 0.995.2 is required by
'lme4'
'Matrix' 0.995-1 is indeed installed on my computer,
We (Doug, Martin and I) are trying hard to debug an error in Matrix.
Martin and Doug have ideas for a bugfix and I am checking right now.
The latest version of Matrix that passed the checks was Matrix_0.995-1
which is still available from
http://cran.r-project.org/bin/windows/contrib/2.2/last/
Søren Højsgaard wrote:
We (Doug, Martin and I) are trying hard to debug an error in Matrix.
Martin and Doug have ideas for a bugfix and I am checking right now.
The latest version of Matrix that passed the checks was
Matrix_0.995-1 which is still available from
My search just now found no mention of Cook's distance or influenc
measures. The closest I found was an unanswered question on this from
April 2003 (http://finzi.psych.upenn.edu/R/Rhelp02a/archive/4797.html).
Beyond that, there is an excellent discussion of Examining a
As far as I understood, this mailing list is not intended for basic statistical
teaching or for arguments. Your first question was
In particular I'd like to know: what bandwidth is used
which can be answered simply with ?kde2d.
Now your question is
I just wanted to know what does
Dear list,
I would like to convert several .d files to several .Rd files
in cmd.exe (Win XP home):
R CMD Sd2Rd *.d
prints all files to the screen, I want the individual files saved to
disk
R CMD Sd2Rd *.d foo.Rd
puts them into one file, I want the individual files
R CMD Sd2Rd *.d *.Rd
Fredrik Lundgren wrote:
Dear list,
I would like to convert several .d files to several .Rd files
in cmd.exe (Win XP home):
R CMD Sd2Rd *.d
prints all files to the screen, I want the individual files saved to
disk
R CMD Sd2Rd *.d foo.Rd
puts them into one file, I want the
On Sat, 21 Jan 2006, Peter Dalgaard wrote:
Søren Højsgaard [EMAIL PROTECTED] writes:
I just updated the packages on my pc (windows xp). When loading lme4 I get
library(lme4)
Error: package 'Matrix' 0.995-1 was found, but = 0.995.2 is required by 'lme4'
[...]
2) When actually trying to
Here is a slightly shorter version:
## Start R and type:
setwd(path_to_.d_files)
pat - \\.d
for(f in list.files(pattern = pat))
shell(paste(R CMD Sd2Rd, f, , sub(pat, .Rd, f)))
q(no)
On 1/21/06, Uwe Ligges [EMAIL PROTECTED] wrote:
Fredrik Lundgren wrote:
Dear list,
I would like to
Dear Prof. Gelman:
Thanks for providing such a simple, replicable example. I got the
same results you describe under Windows XP Pro with:
sessionInfo()
R version 2.2.1, 2005-12-20, i386-pc-mingw32
attached base packages:
[1] methods stats graphics grDevices utils
On 1/21/06, Spencer Graves [EMAIL PROTECTED] wrote:
Dear Prof. Gelman:
Thanks for providing such a simple, replicable example. I got the
same results you describe under Windows XP Pro with:
sessionInfo()
R version 2.2.1, 2005-12-20, i386-pc-mingw32
attached base packages:
[1]
Please ignore my last message, I've realized that Peter's first reply
was all I needed...thanks.
Richard
Quoting Richard Chandler [EMAIL PROTECTED]:
Sorry that was a typo when I said 'resposnse'... I meant predictor.
I
want to fit lm(y ~ log(x)) and plot the line with confidence
Hi, Doug:
Thanks for all your hard work and creativity with mixed-effects
models -- and for your quick reply to my question about how to use
'showMethods' to view the source.
Best Wishes,
spencer graves
Douglas Bates wrote:
On 1/21/06, Spencer Graves [EMAIL
DougB == Douglas Bates [EMAIL PROTECTED]
on Sat, 21 Jan 2006 16:13:37 -0600 writes:
DougB On 1/21/06, Spencer Graves [EMAIL PROTECTED]
DougB wrote:
Dear Prof. Gelman:
Thanks for providing such a simple, replicable example.
I got the same results you describe
The code below is intended to analyse a textbook example of a balanced
incomplete block design:
#
# Data taken from pp. 219-230 in
# Cox, D.R. (1958) Planning of Experiments. John Wiley and Son, Inc. New
York. 308 pp.
#
day - factor(rep(1:10, each = 3))
T -
Folks,
I am holding a dataset where firms are observed for a fixed (and
small) set of years. The data is in long format - one record for one
firm for one point in time. A state variable is observed (a factor).
I wish to make a markov transition matrix about the time-series
evolution of that
Is this what you want:
set.seed(1001)
# Raw data in long format --
raw - data.frame(name=c(f1,f1,f1,f1,f2,f2,f2,f2),
year=c(83, 84, 85, 86, 83, 84, 85, 86),
state=sample(1:3, 8, replace=TRUE)
)
# Shift to wide format --
fixedup -
Ignore last reply. I sent the wrong script.
set.seed(1001)
# Raw data in long format --
raw - data.frame(name=c(f1,f1,f1,f1,f2,f2,f2,f2),
+ year=c(83, 84, 85, 86, 83, 84, 85, 86),
+ state=sample(1:3, 8, replace=TRUE)
+ )
# Shift to
If you can be sure that there are no missing years within firms, I think
I would do it this way:
raw - raw[do.call(order, raw), ] # not needed here
raw01 - subset(data.frame(raw[-nrow(raw), ], raw[-1, ]), name ==
name.1)
with(raw01, table(state, state.1))
state.1
state 1 2 3
1 1 0
See:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/42934.html
On 1/21/06, Ajay Narottam Shah [EMAIL PROTECTED] wrote:
Folks,
I am holding a dataset where firms are observed for a fixed (and
small) set of years. The data is in long format - one record for one
firm for one point in time. A
On Sun, Jan 22, 2006 at 01:47:00PM +1100, [EMAIL PROTECTED] wrote:
If this is a real problem, here is a slightly tidier version of the
function I gave on R-help:
transitionM - function(name, year, state) {
raw - data.frame(name = name, state = state)[order(name, year), ]
raw01 -
I've never used numericDeriv before, but from reading the
documentation and working throught the example, a little thought led me
to the following example:
f - function(g., A){
A %*% g.
}
g - function(x1, x2, x3, x4, G){
G %*%c(x1, x2, x3, x4)
}
env234 - new.env()
A - array(1:6,
26 matches
Mail list logo
