Displaying 20 results from an estimated 38 matches for "0.0125".
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0.0025
2013 Feb 21
2
ggplot2, geomtile fill assignment
Dear R help,
I have some readings in three dimensions (x, y, z) and an amplitude for
each. I'd like to visualize the data using ggplot, using tile plots, as I
have some additional point data I would like to eventually overlay on the
tile plots.
I would like to subset the data by sections, slices if you will, in the z
dimension, and plot the data for that slice.
I can do all of this, but am
2008 Mar 06
2
How to hold a value(Mean sq) with a string
Hi all:
Can someone advice me on how to hold the residuals
Mean sq value on a string
so it can be used in other calculations.
I was trying something like this:
Msquare<-dfr$Mean sq but fails..Thanks
dfr <- read.table(textConnection("percentQ
Efficiency
1.565 0.0125
1.94 0.0213
0.876 0.003736
1.027 0.006
1.536 0.0148
1.536 0.0162
2.607 0.02
1.456 0.0157
2.16 0.0103
2012 Apr 07
1
Uniroot error
Dear All
I am trying to find a uniroot of a function within another function (see
example) but I am getting an error message (f()values at end points not of
opposite sign). I was wondering if you would be able to advise how redefine
my function so that I can find the solution. In short my first function
calculates the intergrale which is function of "t" , I need to find the
uniroot of
2006 May 11
2
greco-latin square
Hi,
I am analyzing a repeated-measures Greco-Latin Square with the aov command.
I am using aov to calculate the MSs and then picking by hand the appropriate
neumerator and denominator terms for the F tests.
The data are the following:
responseFinger
mapping.code Subject.n index middle ring
little
----------------------------------------------------------------------------
1 1
2005 Feb 01
0
RV: problems checking a package
Dear R-listers,
I have a very strange problem. I made a package (under Windows and
Linux). The package passed the R CMD Check without problem. Then, I
installed the package and executed a function which calls to a 'dll'
mod<-frailtyPenal(Surv(time,status)~sex+age+cluster(id),
+ n.knots=8,kappa1=10000,data=kidney)
mod
Call:
frailtyPenal(formula = Surv(time, status)
2001 Nov 26
1
Sorting Posix Data
I have a fairly large set of data with the following attributes:
>str(raw.data)
`data.frame': 1429 obs. of 16 variables:
$ TStamp :`POSIXlt', format: chr "2001-11-25 02:00:00" "2001-11-25
01:55:00" "2001-11-25 01:50:00" "2001-11-25 01:45:00" ...
$ iPDT.AHU14.14: num 0.0122 0.0125 0.0120 0.0120 0.0122 ...
$ iPDT.AHU14.15: num 0.0121
2009 Feb 08
0
Initial values of the parameters of a garch-Model
Dear all,
I'm using R 2.8.1 under Windows Vista on a dual core 2,4 GhZ with 4 GB
of RAM.
I'm trying to reproduce a result out of "Analysis of Financial Time
Series" by Ruey Tsay.
In R I'm using the fGarch library.
After fitting a ar(3)-garch(1,1)-model
> model<-garchFit(~arma(3,0)+garch(1,1), analyse)
I'm saving the results via
> result<-model
2006 Dec 30
2
Error: cannot take a sample larger than the population
Hi,
In Splus7 this statement
xlrmN1 <- sample(c(0,1,2),400 ,prob=c(0.02 ,0.93 ,0.05 ))
worked fine, but in R the interpreter reports that the length of the
vector to chose c(0,1,2) is shorter than the size of many times I want
to be selected from the vector c(0,1,2).
Any good reason?
See below the error.
> xlrmN1 <- sample(c(0,1,2),400 ,prob=c(0.02 ,0.93 ,0.05 ))
Error in
2011 Sep 27
1
compare proportions
Hi, I have a seemingly simple proportional test. ?here is the question I am trying to answer:
?
There is a test running each day in the lab, the test comes out as
either positive or negative. So at the end of each month, we can calculate a
positive rate in that month as the proportion of positive test results. The
data look like:
?
Month??? ??# positive?????? # total tests??? positive rate
2014 Aug 15
2
[PATCH net-next] vhost_net: stop rx net polling when possible
After rx vq was enabled, we never stop polling its socket. This is sub optimal
when may lead unnecessary wake-ups after the rx net work has already been
queued. This could be optimized by stopping polling the rx net sock when
processing both rx and tx and restart it afterward. This could save unnecessary
wake-ups and even unnecessary spin locks acquiring with the help of commit
2014 Aug 15
2
[PATCH net-next] vhost_net: stop rx net polling when possible
After rx vq was enabled, we never stop polling its socket. This is sub optimal
when may lead unnecessary wake-ups after the rx net work has already been
queued. This could be optimized by stopping polling the rx net sock when
processing both rx and tx and restart it afterward. This could save unnecessary
wake-ups and even unnecessary spin locks acquiring with the help of commit
2018 Mar 11
3
Empirical density estimation
Hi,
Let say I have below vector of data-points :
Dat = c(-0.444444444444444, -0.25, -0.237449799196787, -0.227467046669042,
-0.227454464682363, -0.22, -0.214876033057851, -0.211781206171108,
-0.199891067538126, -0.192920353982301, -0.192307692307692, -0.186046511627907,
-0.184418145956608, -0.181818181818182, -0.181818181818182, -0.181266261925412,
-0.181003118503119, -0.179064587973274,
2018 Mar 11
0
Empirical density estimation
You need to re-read ?density and perhaps think again -- or do some study --
about how a (kernel) density estimate works. The points at which the
estimate is calculated are *not* the values given, nor should they be!
Cheers,
Bert
Bert Gunter
"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his
2018 Mar 11
2
Empirical density estimation
But for my reporting purpose, I need to generate a bell curve like
plot based on empirical PDF, that also contains original points.
Any idea would be helpful. Thanks,
On Mon, Mar 12, 2018 at 3:49 AM, Bert Gunter <bgunter.4567 at gmail.com> wrote:
> You need to re-read ?density and perhaps think again -- or do some study --
> about how a (kernel) density estimate works. The points at
2002 Jul 23
0
Comparing slopes of several linear models
Dear all
I have the following data (a shortened extract
shown; some replictates of time deleted) to which I
fitted the linear model given below:
time group mass
11 control 0.019
11 control 0.014
14 control 0.0306
14 control 0.0289
14 control 0.0236
17 control 0.0469
17 control 0.0709
11 five 0.0077
11 five
2003 Mar 10
1
help--Cox ph model
Dear r-users,
I want to use the Cox's ph model to analyze survival data set. How can I
extract the model coefs. and Wald test p-value or Score?
For example: I use the data set melanom in iSwR package.
> library(survival)
> data(melanom)
> attach(melanom)
> cox.model <- coxph(Surv(days,status==1)~sex)
> summary(cox.model)
Call:
coxph(formula = Surv(days, status == 1) ~
2008 Mar 07
0
How to Estimate Covariance by Week based on a linear regression model
Hi all:
I have always used SPSS to estimate weekly
covariance based on a linear regression model
but have to hard code the model Std. Error and the
Mean-Square and then execute
one week a the time. I was wondering if someone
could give me an idea on how to estimate
weekly(WK) covariance using the summary and anova of
"dfr"(lineal model below). I have
to do this for 52
2008 Oct 07
0
Algorithm = "port" convergence codes
Hello all,
I am fitting a Gamma distribution to some data I have using nls(). The
function obviously runs into issues when using a 0 as a parameter value. I
understand the line alg = "port" can be used to set the lower bounds to
prevent this from happening. When I run the code I get the following:
Algorithm "port", convergence message: relative convergence (4). I have
2012 Apr 09
0
Question on harmonic (Fourier) analysis of sinusoidal time series
Hello,
I will try to explain the problem, sorry if it will be a little long...
I'm using R to analyze results of cyclic mechanical testing, like this:
- apply quasi-sinusoidal load
- measure quasi-sinusoidal vertical and horizontal deformations
(quasi-sinusoidal load means that load "should be" sinusoidal, but testing
machine puts in some noise...)
I enclose a sample of data at
2012 Jun 28
1
add constraints to nls or use another function
Hello,
I'm trying to fit experimental data with a model and nls.
For some experiments, I have data with x from 0 to 1.2 and the fit is quite
good.
But it can happen that I have data only the [0,0.8] range (see the example
below) and, then, the fit is not correct.
I would like to add a constraint, for example : the second derivative must
be positive.
But I don't know how to add this to