Re: [R] sin(pi)?

= 1.2246e-16 octave:2 sin(3.141593) ans = -3.4641e-07 octave:3 To paraphrase someone else on this list: I think it is strange that you think it is strange. Simon. As someone On Mon, 2007-09-03 at 16:43 +1000, Nguyen Dinh Nguyen wrote: Dear all, I found something strange when calculating sin of pi

[R] Variance explained in mixed models

is impossible right? Any better ideas? Thanks in advance, Simon. Simon Pickett PhD student Centre For Ecology and Conservation Tremough Campus University of Exeter in Cornwall TR109EZ Tel 01326371852 http://www.uec.ac.uk/biology/research/phd-students/simon_pickett.shtml

[R] percentage explained by fixed effects in random model

I was thinking of (cheating by) taking the residuals from a regression with the random effect (fosterbrood) as a fixed effect, then correlating these with my two x variables? Any better ideas? Thanks in advance, Simon. [[alternative HTML version deleted

Re: [R] Interpreting the eigen value of a population matrix (2nd try)

a Bayesian posterior density for lambda using the Bayesian melding methods developed by Adrian Raftery et al., and calculate an HPD interval from that. I've done that too. It's slightly more difficult, however. Simon. Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant Statistician

Re: [R] Interpreting the eigen value of a population matrix (2nd try)

in Caswell (2001) Matrix Population Models, 2nd Ed., Chapter 12. Simon. On Wed, 2007-08-29 at 13:31 -0400, Anouk Simard wrote: Thanks a lot for your help! Following you advice I have a couple more questions. I you could help me with it I would really appreciate although I would understand if you

[R] Adding new points to a metaMDS ordination (vegan pkg)

on the whole set of points (test.set combined with New.points) since I am afraid adding New.points will change the underlying relationship between the test.set points. Thanks in advance. Simon Goring __ R-help@stat.math.ethz.ch mailing list https

Re: [R] Sphericity test in R for repeated measures ANOVA

?mauchly.test also ?anova.mlm Another approach would be to do a direct test of compound symmetry by fitting models with and without that structure, and compare them via a likelihood ratio test. Simon. On Mon, 2007-08-20 at 19:08 -1000, Orou Gaoue wrote: Hi, Is there a way to do a sphericity

[R] graph dimensions default

with lots of graphs all over the place until I get the one I want! Thanks in advance, Simon Simon Pickett PhD student Centre For Ecology and Conservation Tremough Campus University of Exeter in Cornwall TR109EZ Tel 01326371852 http://www.uec.ac.uk/biology/research/phd-students/simon_pickett.shtml

Re: [R] graph dimensions default

Yes, Thankyou, that does the trick nicely. I thought that kind of thing could be specified using par() but I guess not. Thanks again. On Tue, 14 Aug 2007, Simon Pickett wrote: Hi, I would like to (if possible) set the default width and height for graphs at the start of each session

Re: [R] prediction using gam

to however, as I've one or two local difficulties here at the moment. best, Simon On Wednesday 08 August 2007 16:58, Johnson, Elizabeth wrote: I am fitting a two dimensional smoother in gam, say junk = gam(y~s(x1,x2)), to a response variable y that is always positive and pretty well behaved

Re: [R] plotting gam models

: Henrique Dallazuanna [mailto:[EMAIL PROTECTED] Enviado el: martes, 24 de julio de 2007 13:36 Para: Lucia Zarauz CC: r-help@stat.math.ethz.ch Asunto: Re: [R] plotting gam models see ?predict.gam -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603

Re: [R] plotting gam models

(temperature)) I would like to extract the information to build the effects for each explanatory factor (one graph for s(lat,long) and another for s(temperature)), as R does when you use 'plot(model)' and you press return for subsequent pages. Again, try predict.gam with type=terms best, Simon

Re: [R] LSD, HSD,...

@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant

Re: [R] type III ANOVA for a nested linear model

I second the nomination! Simon. On Tue, 2007-07-10 at 10:02 -0600, Greg Snow wrote: I nominate the following 2 pieces from Bill's reply for fortunes (probably 2 separate fortunes): All this becomes even more glaring if you take the unusal step of plotting the data. and What

Re: [R] EM algorithm for Missing Data.

Sure! Read this: MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM Author(s): DEMPSTER AP, LAIRD NM, RUBIN DB Source: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL 39 (1): 1-38 1977 then read the posting guide. Simon. On Sun, 2007-07-08 at 23:20 -0300, Marcus

Re: [R] Fees to use R

Of course, if your company would like to donate some money to the R foundation, I'm sure it would be greatly appreciated. http://www.r-project.org/foundation/donations.html Cheers, Simon. Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant Statistician Faculty of Biological

Re: [R] ?replace characters within vector data

sub(xxx, aaa, vectorx) or maybe gsub, depending on your application. Cheers, Simon. On Fri, 2007-07-06 at 12:40 +1000, [EMAIL PROTECTED] wrote: Hi List, I want replace characters within a vector. Outside R I could use sed, but I'd like to automate it in R. For example vectorx xxxyyz

Re: [R] Parsimony Analysis of Encemism in R?

Short answer: No. Longer answer: R currently has some useful but relatively limited functions for phylogenetics. See the Statistical genetics task view on CRAN. The ape package is the most full-featured. Simon. On Tue, 2007-07-03 at 07:59 -0700, Milton Cezar Ribeiro wrote: Hi R-gurus

Re: [R] Extracting sums for individual factors in data frames

Does this do what you want? with(dat, tapply(BA, Species, sum)) ACSA AEGL Dead FRAM VIPR 565.172518 11.780972 157.393792 122.993352 3.926991 Cheers, Simon. On Sun, 2007-07-01 at 23:15 -0400, James R. Milks wrote: I have a data frame with two columns, one

Re: [R] why this doesn't work for qqnorm

in stripchart(x1, ...) : invalid plotting method. What happen? How can I make a function that qqnorms every column? Try this: dat - data.frame(x=rnorm(20), y= rnorm(20), z =rnorm(20)) par(mfrow=c(3,1)) sapply(dat, function (x) {qqnorm (x) ; qqline (x) } ) Cheers, Simon thanks a lot. -jiong

Re: [R] unequal variance assumption for lme (mixed effect model)

to have its own variance, use: lme(...,random=~1|group, weights=varIdent(form=~1|group),...) You really really should read Pinheiro Bates (2000). It's all there. HTH, Simon. , On Wed, 2007-06-27 at 21:55 -0400, shirley zhang wrote: Dear Douglas and R-help, Does lme assume normal distribution

Re: [R] ANOVA non-sphericity test and corrections (eg, Greenhouse-Geisser)

On Mon, 2007-06-25 at 17:53 +1000, Simon Blomberg wrote: If you use lme, you can fit a general correlation structure to the within-subject data, and compare the fit to a model assuming uncorrelated within-subjects errors. That should tell you whether your data are ... correlated... (damn

Re: [R] ANOVA non-sphericity test and corrections (eg, Greenhouse-Geisser)

with a model that actually fits your data, rather than using ad hoc adjustments towards a model that doesn't quite fit. But I'm no psychologist. :-) Cheers, Simon. On Mon, 2007-06-25 at 08:22 +0200, Peter Dalgaard wrote: DarrenWeber wrote: I'm an experimental psychologist and when I run ANOVA

Re: [R] gam function in the mgcv library

). best, Simon Sincerely, Bill - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R

Re: [R] two basic question regarding model selection in GAM

/AIC/UBRE criterion? Yes (assuming you're not using neg bin with unknown theta). But are the models very different? simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603 www.maths.bath.ac.uk/~sw283 __ R

Re: [R] mgcv: lowest estimated degrees of freedom

product penalties. So, with high enough smoothing parameters, the term will be shrunk to zero (and hence have zero EDF). Simon Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603 www.maths.bath.ac.uk/~sw283 __ R

Re: [R] interpretation of F-statistics in GAMs

science). best, Simon ### example 1 ### Family: gaussian Link function: identity Formula: dep[sel, i] ~ s(date, k = 3) + s(depth, k = kn) + s(temp, k = kn) + s(light, k = kn) + s(PO4, k = kn) + s(DIN, k = kn) + s(prop.agpla, k = kn) Parametric coefficients: Estimate

Re: [R] How to compare GLM and GAM models

selection, but bearing in mind that in that case it's an approximation without good supporting theory, best, Simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603 www.maths.bath.ac.uk/~sw283 __ R-help

Re: [R] GLM dist Gamma-links identity and inverse

mean. The upshot is that when the model deviance is calculated there are negative logs to evaluate, which is the likely cause of the error. If you use a log link then -ve linear predictor still implies strictly positive fitted values, and everything is fine. Simon On Saturday 16 June 2007

Re: [R] R vs. Splus in Pharma/Devices Industry

Furthermore, one day we will all be doing our statistics in C. So higher level programming is predicted to become more difficult! Cheers, Simon. Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant Statistician Faculty of Biological and Chemical Sciences The University

Re: [R] if statement

My solutions are usually too baroque, but does this do what you want? x - rnorm(100) quants - quantile(x, c(.3, .7)) Case - rep(2, length(x)) # 2 lies in the middle of the distribution Case[x = quants[1]] - 0 Case[x = quants[2]] - 1 Case Cheers, Simon. On Mon, 2007-06-11 at 15:14 -0700, Jiong

Re: [R] PCA for Binary data

. There seems to be 2 schools of ordination. The Europeans like eigenanalysis methods (PCA, correspondence analysis, multiple correspondence analysis, coinertia analysis etc.). The Americans seem to prefer MDS. Cheers, Simon. This is On Tue, 2007-06-12 at 20:17 -0700, Spencer Graves wrote

Re: [R] Expand duplicated observations

Does this do what you want? dat - c(NA, 0, 3.2, 4) fn - function (x) { z - round(x) if (is.na(x) | x = 1) z else rep(z, each=z) } unlist(sapply(dat, fn)) [1] NA 0 3 3 3 4 4 4 4 HTH, Simon. On Wed, 2007-06-06 at 01:54 +0100, M. P. Papadatos wrote: Dear all, I am trying to expand

Re: [R] Expand duplicated observations

D'Oh! yet again my first inclination is to write something complicated when a little thought shows a short, neat solution. Ah, well, I live and learn. Cheers, Simon. On Wed, 2007-06-06 at 09:59 +0800, Jared O'Connell wrote: Also, to handle NAs and non-integers: x = c(1:3,9.4,NA) tmp

Re: [R] fixed effects anova in lme lmer

?gls in package nlme. It's like lme but with no random effects. But you can still model the variance-covariance properties of the data. Simon. On Tue, 2007-06-05 at 19:11 -0700, [EMAIL PROTECTED] wrote: Can lme or lmer fit a plain regular fixed effects anova? Ie a model without a random

Re: [R] comparing fit of cubic spline

mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603

[R] linux update probelm

of packages, and the computer seemed to be running fine; so I left it. However next time I booted up, it can't start the xserver and I don't seem to be online. Can any one suggest what I need to do? THanks very much Simon Bond

[R] welcome message upon loading data

of the authors Would this message be within the terms of GPL? Looking at the ?data page, it seems packageIQR might be the way forward, but I couldn't find any further information on this. Thanks Simon Bond. ___ [[alternative

[R] Problem with R CMD BATCH on R-2.5.0 due to Sys.unsetenv not available

fine with the R-patched version :R version 2.5.0 Under development (unstable) (2007-03-18 r40854) Thanks for your help Simon -- Simon Penel Laboratoire de Biometrie et Biologie Evolutive Bat 711 - CNRS UMR 5558 -Universite Lyon 1 43 bd du 11 novembre 1918 69622

Re: [R] Problem with R CMD BATCH on R-2.5.0 due to Sys.unsetenv not available

Prof Brian Ripley a écrit : On Mon, 14 May 2007, Peter Dalgaard wrote: Simon Penel wrote: Hello, I am working on an unix SunOS machine ( sun4u sparc) and since the last release of R -R version 2.5.0 (2007-04-23) - , I have got troubles during the execution of batch command

[R] how to be clever with princomp?

for all your help, very much appreciated, Simon. Simon Pickett PhD student Centre For Ecology and Conservation Tremough Campus University of Exeter in Cornwall TR109EZ Tel 01326371852 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch

Re: [R] ANOVA results in R conflicting with results in other software packages

contrast codings. That would be tempting the wrath of the gods. See section 7.18 in the R FAQ. John Fox's Companion book also has a brief discussion (p. 140). Cheers, Simon. -- Simon Blomberg, BSc (Hons), PhD, MAppStat. Lecturer and Consultant Statistician Faculty of Biological and Chemical

Re: [R] Reduced Error Logistic Regression, and R?

have ownership over an idea that is the result of a collaborative effort such as this. Cheers, Simon. On Thu, 2007-04-26 at 12:29 +1000, Tim Churches wrote: This news item in a data mining newsletter makes various claims for a technique called Reduced Error Logistic Regression: http

[R] [R-pkgs] new version of seqinR

alphabet which is forwarded to count(). Best, the seqinR team http://pbil.univ-lyon1.fr/software/SeqinR/seqinr_accueil.php -- Simon Penel Laboratoire de Biometrie et Biologie Evolutive Bat 711 - CNRS UMR 5558 -Universite Lyon 1 43 bd du 11 novembre 1918 69622

Re: [R] Suggestions for statistical computing course

are terrified of anything that doesn't look like a Microsoft OS. The only caveat is the disk space utilization. Having a complete OS image for every student for every class could eat up terabytes of space. But heck, terabyte RAID arrays are readily available these days. Fred -- Simon

Re: [R] [Rd] Error loading libraries in MAC

as we speak. (For those impatient, you can use http://r.research.att.com as a mirror to get the updated packages right now). Cheers, Simon PS: To all: for Mac-related issues, please, always use R-SIG-Mac - read it and post there if you have problems. I usually try to respond ASAP. On Apr

[R] general question about plotting multiple regression results

in it or when one of the independent variables is only significant when the other independent variables are in the equation, it gives me strange lines. Please can someone show me the light? Thanks in advance, Simon. Simon Pickett PhD student Centre For Ecology and Conservation Tremough Campus

Re: [R] value of complexity parameter in ridge regression

referenced in ?gam from mgcv package). best, Simon Thanks a lot, Sikander - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE

Re: [R] Does the smooth terms in GAM have a functional form?

to it. What were you plan to use the functional form for? Simon On Monday 16 April 2007 02:13, Jin Huang wrote: Hi, all, Does anyone know how to get the functional form of the smooth terms in GAM? eg. I fit y=a+b*s(x) where s is the smooth function. After fitting this model with GAM

Re: [R] Use estimated non-parametric model for sensitivity analysis

to the estimated linear predictor of the GAM. The columns of this matrix are made up of the evaluated basis functions for the smooth terms, which is usually all you need. There are some examples of this sort of thing in ?predict.gam. best, Simon Thank you in advance! Jin Huang North Carolina

Re: [R] Relative GCV - poisson and negbin GAMs (mgcv)

families (and the default `outer' fitting method) then simply choosing the lowest score is reasonable. For the negative binomial, I think the answer is not to use the GCV score. best, Simon Thanks in advance! Jordan library(mgcv) set.seed(0) n-400 sig-2 x0 - runif(n, 0, 1) x1 - runif(n, 0

Re: [R] Rserve and R to R communication

On Apr 7, 2007, at 10:56 AM, Ramon Diaz-Uriarte wrote: Dear All, The clients.txt file of the latest Rserve package, by Simon Urbanek, says, regarding its R client, (...) a simple R client, i.e. it allows you to connect to Rserve from R itself. It is very simple and limited, because

Re: [R] Testing additive nonparametric model

alternative would be to use Chong Gu's `gss' package which is set up to do `smoothing spline anova' modelling: this is quite a natural way to address your problem best, Simon On Tuesday 03 April 2007 09:36, Donal O'Neill wrote: I have estimated a multiple nonparametric regression using

Re: [R] How to choose the df when using GAM function?

GCV or (generalized) AIC. Simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603 www.maths.bath.ac.uk/~sw283 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

[R] legend with density and fill

,male,female), col=black,cex=1.5, fill=c(white,dark grey,0,0),density=c(NA,NA,0,100),angle=45) any suggestions much appreciated, Thanks, Simon. Simon Pickett PhD student Centre For Ecology and Conservation Tremough Campus University of Exeter in Cornwall TR109EZ Tel 01326371852

[R] gls bug?

Dear R-help, I found that the following code crashes R (version 2.4.0 in windows). x=rnorm(10,0.1,1) library(nlme) gls(x~0) I quickly found a work-around for what I was trying to do, but I thought I should report this. Best wishes Simon Bond

[R] Tracking when an object/function was modified (Mona Kanaan)

You might find this useful. I have modified the R 'edit' function by adding attr(x,date.modified) - substring(Sys.time(),1,19) before the last line. I then changed to ls() to sort functions, paste function name and time stamp from the contents of the date.modified

[R] link function

appreciated. Simon Pickett PhD student Centre For Ecology and Conservation Tremough Campus University of Exeter in Cornwall TR109EZ Tel 01326371852 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting

Re: [R] interactions and GAM

Don't know if this helps, but... gam in package mgcv will let you set up smooths that interact with factors using the `by' variable mechanism. See ?gam.models, particularly the last example. Prediction is supported. Simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2

Re: [R] Help on GAM

with something like te(x,z) then the effect of the response could be positive or negativedepending on the values of x and z. Simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603 www.maths.bath.ac.uk/~sw283

[R] str() to extract components

[1:2] 0.00702 0.00702 .. .. ..$ b$size : num [1:2] 0.0343 0.0343 .. .. ..$ b$pcfat: num [1:2] 0.0451 0.0451 ..@ varFac: list() ..@ stdErr: num(0) how do I get inside the first table to get the value 1.07 for instance? Any help much appreciated. Simon Pickett PhD student Centre

[R] Diagnostic Tests: Jarque-Bera Test / RAMSEY

works in general. What other tests exist? Again, I would like to apologize for the asking no specific R-technical questions. But I would really appreciate any help. Thanks, Simon [[alternative HTML version deleted]] __ R-help

[R] subset function

What am I doing wrong? Thanks in advance for any help and suggestions, Simon [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting

[R] LM Model

. Is there any way to do so? Or maybe somebody has another solution? Thanks in advance, Simon [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

[R] Convert Class numeric to class lm

to convert an object of class numeric to a class lm. For any suggestion thanks in advance, Simon [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

[R] enhanced question / standardized coefficients

coefficients. How can I do this? Simon [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting

Re: [R] novice/beginner's reading list for non-programmers learning R?

You will find a lot of information on CRAN, from simple cheat sheets, through to advanced books. Perhaps start with the freely-downloadable documents until you find your feet? Cheers, Simon. new ruser wrote: Can someone please recommend a novice/beginner's reading list for non-programmers

Re: [R] Using boot.ci to find lower confident bound

Start by reading the references in ?boot.ci, to understand the different methods. Then you pays your money and you takes your choice. (Hint: R is free.) Cheers, Simon. Nguyen Manh The wrote: Dear R-users, I am trying to find lower confident bound (one side CI) for a variable of interest

Re: [R] [R-SIG-Mac] lmer2 error under Mac OS X on PowerPC G5 but not on Dual-Core Intel Xeon

-8 0.14-16 Cheers, Simon On Jan 29, 2007, at 10:40 AM, Benilton Carvalho wrote: So, I decided to give it a try (and just now noticed that this is the example in lmer2) I just gave it a try on a PPC G4 and it worked as expected. I'm copying R-sig-mac (sorry for the crosspost) as the experts

Re: [R] Help on variable ranking

Before you do that, you might try reading this paper: Bring, J. 1995. Variable importance by partitioning R^2. Quality and Quantity 29:173-189. Cheers, Simon. Andrew Robinson wrote: Rupendra, depending on the nature of your data (which you haven't mentioned), you might try hierarchical

Re: [R] DF for GAM function (mgcv package)

of the covariance turns out to be 9. In Simon Wood's book, the rank of covariance matrix is usually either 9 or 99 (pages 239-230 and 259). Can anyone comment on why so many smooth terms have a denominator degree of freedom involving 9. Simon Wood writes r is usually determinted numerically, while

[R] problems with optim, for-loops and machine precision

tell me where I should be looking for the problem, or what it is and how I could solve it? Thanks a lot for your help Sincerely Simon Simon Ruegg Dr.med.vet., PhD candidate Institute for Parasitology

[R] R and threading

Hi, I am considering using R to integrate with a Java application. However, before deciding upon R I need to understand if R is capable of dealing with multiple requests simulataneously. Is a single instance of R capable of dealing with multiple simulataneous requests or does a new instance

[R] R's capaability of dealing with multiple requests

for future releases of R at http://www.stat.uiowa.edu/~luke/R/thrgui/thrgui.pdf Is a single instance of R capable of dealing with multiple requests simultanouesly or does a new instance of R have to be created for each request? Regards, Dr. Simon Pears __ R

Re: [R] SNA Matrix

the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Simon Blomberg, B.Sc.(Hons.), Ph.D, M.App.Stat. Centre for Resource and Environmental Studies The Australian National University Canberra ACT 0200

Re: [R] Geometric Brownian Process

, frequency=1000) { z - S0 * exp((mu - 1/2 * sigma^2) * seq(0, 1, length=frequency) + sigma * cumsum(rnorm(frequency)/sqrt(frequency))) ts(z, start = 1/frequency, frequency=frequency) } plot(gwiener(), type=l) Looks ok. Cheers, Simon. Michael Graber wrote: Dear R People, Consider I

[R] plot.mids / Error in plot.new() : figure margins too large

actually have the same problem. Is it now possible to plot subsets of mids.objects. If yes, how? My datasets has 8 variables with missing values. Thanks in advance, Simon Attachment: From: Roel de Jong dejongroel mailto:dejongroel?Subject=Re:%20%5bR%5d%20plot%20of%20mice.mids%20objects

Re: [R] iplots/JGR on OS X 10.4.8

Pointers only hopefully of some help. iplots should work as you have described, however there have been a number of different versions of JGR each for a different version of R - have you got the correct version? I believe JGR shouldn't work as you have described, even though I have no experience

[R] Spline models in sspir

Dear R-Help, I'm trying to learn the sspir package for state space modeling. Has anyone coded a cubic spline smoother (continuous time) in state space format in sspir? The syntax for setting up the various matrices would be really helpful. Best Simon -- Simon D.W. Frost, D.Phil. Assistant

Re: [R] How to sum one column in a data frame keyed on other columns

You could look at the reshape package, using sum as the aggregate function. HTH, Simon. George Nachman wrote: I have a data frame that looks like this: url time somethingirrelevant visits www.foo.com 1:00 xxx 100 www.foo.com 1:00 yyy 50 www.foo.com

[R] Multiple Imputation / Non Parametric Models / Combining Results

question than a technical question on R. Thanks in advance for any hints and advices. Simon Simon P. Kempf Dipl.-Kfm. MScRE Immobilienökonom (ebs) Wissenschaftlicher Assistent Büro: IREBS Immobilienakademie c/o ebs Immobilienakademie GmbH Berliner Str. 26a 13507

Re: [R] lmer, p-values and all that

Try using mcmcsamp() to sample from the posterior distribution of the parameter estimates. You can calculate a p-value from that, if that is your desire. Instructions are in the R wiki: http://wiki.r-project.org/rwiki/doku.php?id=guides:lmer-tests HTH, Simon. Dan Bebber wrote: Hello

Re: [R] Adding terms to a function

How about this: form - formula(paste(y ~, paste(x, 1:n, sep=, collapse= + ))) model - lm(form) HTH, Simon. Brooke LaFlamme wrote: Hi all, I am running R version 2.4.0 on Windows XP. I am new and have the following question: I have a dataset of columns named x1, x2, x3...xn. I would

Re: [R] GAM model selection and dropping terms based on GCV

like GCV, AIC, confidence interval coverage and approximate p-values for guidance, but not as the basis for rules... modelling context has to play a part as well. Sorry if that's all a bit vague. Simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225

Re: [R] package mgcv, command gamm

the `knots' argument as detailed at the end of the ?gam examples. - I would need to know more about the model structure to make any further suggestions here best, Simon Many thanks in advance, Zia ** Zia Wadud PhD Student

Re: [R] Nested for loop

Please supply some code that reproduces the problem! cheers, Simon. Natalie Zayats wrote: Hi all, Does anybody know whether one can nest IF statement in multiple FOR loops ? According to results of my code, only the first iteration of each loop is performed... Thanks, Regards

Re: [R] Chi-Square Goodness-of-Fit test

See pearson.test in the nortest package. Also, read the notes section in ?pearson.test. You may not really want to do this test. HTH, Simon. Ethan Johnsons wrote: Do you know/have a function that takes a vector x and provides a returned p-value that uses the Chi-Square Goodness-of-Fit test

Re: [R] lmer and a response that is a proportion

Would beta regression solve your problem? (package betareg) Simon. John Fox wrote: Dear Cameron, Given your description, I thought that this might be the case. I'd first examine the distribution of the response variable to see what it looks like. If the values don't push the boundaries

[R] Box Tidwell / Error Message / Error in parse(file, n, text, prompt) : syntax error in

set does not have any missing values - The data set contains more than 19000 observations. Thanks in advance and if you need more information about the data, please let me know, Simon Simon P. Kempf Dipl.-Kfm. MScRE Immobilienökonom (ebs) Wissenschaftlicher

[R] Box Tidwell / Error Message

is a factor with 20 levels - The data set contains more than 19000 observations. Now, I am bit confused. Why does the function works when I use B_YEAR respecitvely why does it work with B_HALF when I delete I(age2+1) Thanks in advance, Simon Simon P. Kempf Dipl.-Kfm

Re: [R] GAMS and Knots

simply being the number of knots. The degree of penalization is selected automatically by GCV or AIC/UBRE. See ?choose.k in the `mgcv' help files for more information on this, as well as information on checking whether the assumed number of knots was large enough. Simon On Tuesday 28

Re: [R] comments in scan

. So, set comment.char=# and you should be fine. Cheers, Simon. Jarrett Byrnes wrote: I had a question about scan in R. For better code readability, I would like to have lines in the block of data to be scanned that are commented - not just lines that have a comment at the end

Re: [R] comments in scan

You may want to set blank.lines.skip=TRUE too. Simon. From ?scan : If |comment.char| occurs (except inside a quoted character field), it signals that the rest of the line should be regarded as a comment and be discarded. Lines beginning with a comment character (possibly after white

Re: [R] gam() question

I'll try and get uploaded to CRAN today. Simon -- Simon Wood, Mathematical Sciences, University of Bath, Bath, BA2 7AY UK +44 1225 386603 www.maths.bath.ac.uk/~sw283 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r

Re: [R] solve computationally singular

, for larger matrices. Simon but this seems doesnot work to prevent the singularity when inverting a matrix. I am some confused about the relationship between reciprocal condition number and determinant. Can anybody give me some idea how to prevent this situation? Thanks a lot! Xiaohui

Re: [R] gamm(): nested tensor product smooths

sanity check. I'll fix it. best, Simon # which i don't really understand, since the penalty matrix for the # p-spline should be S-t(diff(diag(5),diff=1))%*%(diff(diag(5),diff=1)) # penalizing deviations from constant function # for the tensor product spline -- m=c(3,1) S # [,1] [,2

[R] get compressed data via a socket connection

may finally have to write a modified version of the C function readLines, but I think this not the best solution. This my second question I hope this mail is not irrelevant, thanks for any help about these questions All the best, Simon -- Simon Penel Laboratoire de Biometrie et Biologie

Re: [R] ANOVA in Randomized-complete blocks design

You have mis-transcribed the data: SeriesGenotypeWeight 1pb0.986 3bb0.829 anova(aov(weight ~ series + genotype, data=dat)) gives the correct results when compared to SR. Cheers, Simon. January Weiner wrote: Dear all, I am

Re: [R] ANOVA in Randomized-complete blocks design

) This treats both cage and female as random effects. VarCorr(fit) will give you the variance components, or you can read off the standard deviations (sqrt of variance components) from summary(fit). Yet another way to analyse the problem is with the lmer function (package lme4). Cheers, Simon. How

[R] arrows and points for error bars

solutions to this problem, or maybe even a different way of making error plots? Sorry if this seems a bit pedantic, but it would be great if I could resolve this problem and so enable me to use R for publication standard graphs... Thanks everyone :-) Simon Pickett PhD student Centre For Ecology

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