On Sat, 16 Dec 2006, Ken Knoblauch wrote:
In theory, the probability of correct responses ranges between 0.5 and 1
here, but in practice it is frequent to find cases where the observed
proportion of correct responses is a little less. The number of trials
is limited, after all. The inverse o
In theory, the probability of correct responses ranges between 0.5
and 1 here,
but in practice it is frequent to find cases where the observed
proportion of correct
responses is a little less. The number of trials is limited, after
all. The inverse
of this link function generates a Nan when
The problem looks to be that you are specifying the types of symbols in two
ways:
> pch=c(0,3,6,5),
> points = Rows(trellis.par.get("superpose.symbol"),1:4),
The simplest thing to do is to run your code directly on the pdf() device,
but you could experiment with other ways of setting the key.
On Sat, 16 Dec 2006, [EMAIL PROTECTED] wrote:
> I have would like to use logistic regression to analyze the
> percentage of correct responses in a 2 alternative forced
> choice task. The question is whether one needs to take into
> account the fact expected probabilities for the percentage of
> co
Dear all,
I am using the R 2.4.0 environment on Windows XP SP2
machine and trying to use the lattice package version
0.14-9 which you have kindly written to share with the
R community.
I have a question concerning the stripplot which I'd be very
grateful if you can kindly advise me on:
I us
I have would like to use logistic regression to analyze the
percentage of correct responses in a 2 alternative forced
choice task. The question is whether one needs to take into
account the fact expected probabilities for the percentage of
correct responses ranges between 0.5 and 1 in this case an
And there is the rename.vars() function in the gdata package.
-Don
At 11:39 AM -0600 12/14/06, Ben Fairbank wrote:
>Hello R users --
>
>
>
>If I have a dataframe such as the following, named "frame" with the
>columns intended to be named col1 through col6,
>
>
>
>> frame
>
> col1 col2 cmlo3
On 12/15/06, RMan54 <[EMAIL PROTECTED]> wrote:
>
> I added logY as the last argument to xyplot and in my curve function. I got
> the following error message:
>
> Error in myCurve(x) : argument "log" is missing, with no default
>
> myCurve <-function(x, log) {
> f <- ... # calculate curve here
>
2006/12/15, Carmen Meier <[EMAIL PROTECTED]>:
> Hello r-group
> I have a question to the ks.test.
> I would expect different values for less and greater between data1 and
> data2.
> Does anybody could explain my point of misunderstanding the function?
>
> data1<-c(8,12,43,70)
> data2<- c(70,43,12,
I added logY as the last argument to xyplot and in my curve function. I got
the following error message:
Error in myCurve(x) : argument "log" is missing, with no default
myCurve <-function(x, log) {
f <- ... # calculate curve here
if (log==T) f <- log10(f)
return(f)
}
logY=T
xyplot(
On 12/15/06, RMan54 <[EMAIL PROTECTED]> wrote:
>
> Please take no offence since none was intended. What I meant is that it
> should be simple for me to know how to do this but it isn't because of my
> inexperience. I think that the lattice package is great.
I didn't mean to suggest that I was off
Please take no offence since none was intended. What I meant is that it
should be simple for me to know how to do this but it isn't because of my
inexperience. I think that the lattice package is great.
However, how can I pass on my own varaibles through xyplot?
Thanks, -Rene
Deepayan Sarkar
For summary(GAM) in the mgcv package smooth the degrees of freedom for
the F value for test of smooth terms are the rank of covariance matrix
of \hat{beta} and the residuals df. I've noticed that in a lot of GAMs
I've fit the rank of the covariance turns out to be 9. In Simon Wood's
book, the ran
On 12/15/06, RMan54 <[EMAIL PROTECTED]> wrote:
>
> This should be simple but I am struggling. I like to easily switch in xyplot
> between a linear or logarithmic y-axis by setting a logical flag logY to
> False or True. This switch changes the scales argument of xyplot. I found
> out that the origi
This should be simple but I am struggling. I like to easily switch in xyplot
between a linear or logarithmic y-axis by setting a logical flag logY to
False or True. This switch changes the scales argument of xyplot. I found
out that the original two-dimentional data (Conc vs Time in my case) are
c
On 12/15/06, RMan54 <[EMAIL PROTECTED]> wrote:
>
> Does anybody know how in xyplot to put the legend title on one line with the
> legend? I can get the legend on one line with columns=... but the title is
> always on top. I tried a custom key with key=... and text=... but I can't
> put the title te
Does anybody know how in xyplot to put the legend title on one line with the
legend? I can get the legend on one line with columns=... but the title is
always on top. I tried a custom key with key=... and text=... but I can't
put the title text in front of the plotting symbol.
I am looking for th
Hi All,
I'm perplexed by the way the unclass function displays a factor whose
labels have been swapped with the relevel function. I realize it won't
affect any results and that the relevel did nothing useful in this
particular case. I'm just doing it to learn ways to manipulate factors.
The displa
2006/12/15, Santiago Cilintano <[EMAIL PROTECTED]>:
> Existe algún paquete en donde puedo modelizar específicamente series diarias
> univariadas siguiendo la metodología de Box-Jenkins?
> Cómo modelizar mas de una estacionalidad en dichas series por ejemplo una
> estacionalidad semanal y anual?
>
>
Hi
you can either use supsmu smoother
plot(d1) # make sure limits for axes are OK (which is not in this
case and you need to set xlim and ylim accordingly
lines(supsmu(d1[,1], d1[,2]))
points(d2, pch=2)
lines(supsmu(d2[,1], d2[,2]))
or you can use loess smoother which is used in scatter.smooth
I think you can fit them using arima() whch I think is part of the
base.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Santiago
Cilintano
Sent: Friday, December 15, 2006 10:41 AM
To: r-help@stat.math.ethz.ch
Subject: [R] daily time series
Is there some
> On 15 December 2006 at 16:01, Ivailo Stoyanov wrote:
> | It seems that the r-base-dev package from the Ubuntu R backport doesn't
> | provide *all* the packages necessary to build add-on libraries.
>
> Re-read and re-think what you wrote there: you expect the r-base-dev package
> to provide _all_
Is there some package in R to model daily univariate time series? We want to
model more than one seasonality using the Box-Jenkins' method. That is, we
want to model a series with both a yearly and weekly seasonal component.
thanks , Santiago Cilintano
[[alternative HTML version deleted]]
Sundar Dorai-Raj wrote:
>
>
> Joerg van den Hoff said the following on 12/14/2006 7:30 AM:
>> I have encountered the following problem: I need to extract from
>> a list of lists equally named compenents who happen to be 'one row'
>> data frames. a trivial example would be:
>>
>> a <- list(list(
>
Existe algún paquete en donde puedo modelizar específicamente series diarias
univariadas siguiendo la metodología de Box-Jenkins?
Cómo modelizar mas de una estacionalidad en dichas series por ejemplo una
estacionalidad semanal y anual?
GRacias
Santiago Cilintano
[[alternative HTML version
To the extent that 'persistent' means 'global', global in R is: <<-, so
r <- 1 is local scope and r <<- 1 is global scope.
HTH,
Roger
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Charles C. Berry
Sent: Thursday, December 14, 2006 3:34 PM
To: Bernar
On 15 December 2006 at 16:01, Ivailo Stoyanov wrote:
| It seems that the r-base-dev package from the Ubuntu R backport doesn't
| provide *all* the packages necessary to build add-on libraries.
Re-read and re-think what you wrote there: you expect the r-base-dev package
to provide _all_ possible d
On Fri, 2006-12-15 at 09:03 -0500, Duncan Murdoch wrote:
[snip]
> I don't think it could: package writers are free to require anything
> they like. rgl may be the only package requiring the OpenGL
> headers/libs, for instance.
>
> Duncan Murdoch
You're right, but until I had libxt-dev on my s
Eleni Rapsomaniki wrote:
> Hi
>
> Say we have the following data sets:
> d1=cbind(rnorm(100,1,1), rnorm(100,10,50))
> d2=cbind(rnorm(100,5,1), rnorm(100,1,5))
>
> I want to plot them both on the same graph with a curve fitted for each.
> I could call scatter.smooth to plot the first curve, but h
Dear Ronggui,
The Commander() function is called in the Rcmdr .onAttach() function, so
library(Rcmdr) automatically starts up the GUI. You could use
Rcmdr:::reliability(S), where S is the covariance matrix among the items,
without libraryI(Rcmdr). Perhaps somewhat better would be to make a copy of
On 12/15/2006 9:01 AM, Ivailo Stoyanov wrote:
> On Fri, 2006-12-15 at 08:55 -0500, Duncan Murdoch wrote:
> [snip]
>> rgl needs to know where the X11 headers and libs are, and it appears
>> that the configure script (which was written by autoconfig) isn't
>> finding them. You probably need to spe
On Fri, 2006-12-15 at 08:55 -0500, Duncan Murdoch wrote:
[snip]
> rgl needs to know where the X11 headers and libs are, and it appears
> that the configure script (which was written by autoconfig) isn't
> finding them. You probably need to specify them manually, when you run
> configure:
>
>
On 12/15/2006 8:35 AM, Ivailo Stoyanov wrote:
> On Fri, 2006-12-15 at 14:14 +0100, Peter Dalgaard wrote:
>> I don't think that is the right package (xserver...dev sounds like
>> something for developing X11 servers). Look for something like
>> xorg-x11-devel or thereabouts. You likely also need s
On Fri, 2006-12-15 at 14:14 +0100, Peter Dalgaard wrote:
> I don't think that is the right package (xserver...dev sounds like
> something for developing X11 servers). Look for something like
> xorg-x11-devel or thereabouts. You likely also need some packages with
> "GL" or "Mesa" in the name plus
Hi
Say we have the following data sets:
d1=cbind(rnorm(100,1,1), rnorm(100,10,50))
d2=cbind(rnorm(100,5,1), rnorm(100,1,5))
I want to plot them both on the same graph with a curve fitted for each.
I could call scatter.smooth to plot the first curve, but how do I add the
second?
scatter.smooth(d
On Fri, 2006-12-15 at 14:14 +0100, Peter Dalgaard wrote:
> I don't think that is the right package (xserver...dev sounds like
> something for developing X11 servers). Look for something like
> xorg-x11-devel or thereabouts. You likely also need some packages with
> "GL" or "Mesa" in the name plus
Ivailo Stoyanov wrote:
> On Fri, 2006-12-15 at 13:44 +0100, Van Campenhout Bjorn wrote:
>
> [snip]
>
>
>> On my ubuntu 6.06 LTS, I pass the test (tho I do get errors later during
>> compilation). When checking for X, it says:
>>
>> ...
>> Checking for X... Libraries /usr/X11R6/lib, headers
>>
On Fri, 2006-12-15 at 13:44 +0100, Van Campenhout Bjorn wrote:
[snip]
> On my ubuntu 6.06 LTS, I pass the test (tho I do get errors later during
> compilation). When checking for X, it says:
>
> ...
> Checking for X... Libraries /usr/X11R6/lib, headers
> ...
>
> I compiled R 2.4.0 from source
> Dear Rexperts,
>
> lately I'm having troubles installing the rgl package via
> install.packages("rgl", dependencies=T) in the R 2.4.0
> backport running under Ubuntu 6.06 LTS. I get the following
> error messages, despite having installed libx11-dev (as
> recommended in a similar post about
[resend - hopefully HTML switched off this time]
Not sure why you feel the need to use gnm here - are you working with
non-normal data? From your description it would seem that nls is more
appropriate,
Heather
Dr H Turner
Research Fellow
Dept. of Statistics
The University of Warwick
Coventry
Thank you sir for your prompt reply.
Currently i am stuck at point where I need to call an available Matlab
program from an R 2.4.0 interface. How can I do this? I have downloaded the
R.matlab file and also the manual in pdf. But still i am not able to get
through the problem. I will be grat
Not sure why you feel the need to use gnm here - are you working with
non-normal data? From your description it would seem that nls is more
appropriate,
Heather
Dr H Turner
Research Fellow
Dept. of Statistics
The University of Warwick
Coventry
CV4 7AL
Tel: 024 76575870
Fax: 024 76524532
Url:
Dear Rexperts,
lately I'm having troubles installing the rgl package via
install.packages("rgl", dependencies=T) in the R 2.4.0 backport running
under Ubuntu 6.06 LTS. I get the following error messages, despite
having installed libx11-dev (as recommended in a similar post about SUSE
10.1):
tryin
On Thu, 14 Dec 2006, Rajesh Krishnan wrote:
> Hi all,
>
> I was wondering if there is a function available in any of the R add-on
> packages that could be used to fit a STARIMA (Phillip E. Pfeifer and
> Stuart Jay Deutsch. (1980). "A STARIMA Model-Building Procedure with
> Application to Descr
Hello r-group
I have a question to the ks.test.
I would expect different values for less and greater between data1 and
data2.
Does anybody could explain my point of misunderstanding the function?
data1<-c(8,12,43,70)
data2<- c(70,43,12,8)
ks.test(data1,"pnorm")
ks.test(data1,"pnorm",alternative
Hello Hong,
Thanks a lot for the solution you sent. It works fine now.
2006/12/14, Hong Ooi <[EMAIL PROTECTED]>:
>
> ___
>
> Note: This e-mail is subject to the disclaimer contained at the bottom of
> this messag
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