Displaying 20 results from an estimated 32 matches for "0.443".
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0.44
2010 Apr 14
6
sum specific rows in a data frame
I have a data frame called "pose":
DESCRIPTION QUANITY CLOSING.PRICE
1 WHEAT May/10 1 467.75
2 WHEAT May/10 2 467.75
3 WHEAT May/10 1 467.75
4 WHEAT May/10 1 467.75
5 COTTON NO.2 May/10 1 78.13
6 COTTON NO.2 May/10 3 78.13
7 COTTON NO.2 May/10 1 78.13
2006 Sep 13
1
S in cor.test(..., method="spearman")
Dear HelpeRs,
I have some data:
"ice" <- structure(c(0.386, 0.374, 0.393, 0.425, 0.406, 0.344,
0.327, 0.288, 0.269, 0.256, 0.286, 0.298, 0.329, 0.318, 0.381,
0.381, 0.47, 0.443, 0.386, 0.342, 0.319, 0.307, 0.284, 0.326,
0.309, 0.359, 0.376, 0.416, 0.437, 0.548, 41, 56, 63, 68,
69, 65, 61, 47, 32, 24, 28, 26, 32, 40, 55, 63, 72, 72, 67,
60, 44, 40, 32, 27, 28, 33,
2005 Nov 27
1
the output of coxph
Dear All:
I have some questions about the output of coxph.
Below is the input and output:
----------------------------------------
> coxph(formula = Surv(futime, fustat) ~ age + rx + ecog.ps, data =
+ ovarian, x = TRUE)
Call:
coxph(formula = Surv(futime, fustat) ~ age + rx + ecog.ps, data =
ovarian, x = TRUE)
coef exp(coef) se(coef) z p
age 0.147 1.158
2009 Jan 31
1
thurston case 5
Hi, I hope some one can help. I need to compute Thurston's case 5 on a large
set of data. I have gotten as far as computing the proportional preference
matrix but the next math is beyond me.
Here us my matrix
0.500 0.472 0.486 0.587 0.366 0.483 0.496 0.434
0.528 0.500 0.708 0.578 0.633 0.554 0.395 0.620
0.514 0.292 0.500 0.370 0.557 0.580 0.615 0.329
0.413 0.422 0.630 0.500 0.783 0.641 0.731
2012 Sep 06
2
merge a list of data frames
I have a list of data frames:
> str(data)
List of 4
$ :'data.frame': 700773 obs. of 3 variables:
..$ V1: chr [1:700773] "200130446465779" "200070050127778" "200030633708779" "200010587002779" ...
..$ V2: int [1:700773] 0 0 0 0 0 0 0 0 0 0 ...
..$ V3: num [1:700773] 1 1 1 1 1 ...
$ :'data.frame': 700773 obs. of 3 variables:
..$
2009 Feb 23
1
why results from regression tree (rpart) are totally inconsistent with ordinary regression
Hi,
In my analysis of impacts of insecticide-treated bednets on malaria, I
look at the relationship between malaria incidence and mosquito
behaviors. The condensed data set is copied here. Ordinary regression
(lm) shows that Incidence was negatively related to Mortality. This
makes sense because the latter reflected the strength of killing
mosquitoes by insecticide-treated nets. Since the
2009 Jul 09
2
Improvement of [dpq]wilcox functions
Hi,
I believe I have significantly improved [dpq]wilcox
functions by implementing Harding's algorithm:
Harding, E.F. (1984): An Efficient, Minimal-storage Procedure
for Calculating the Mann-Whitney U, Generalized U and Similar
Distributions, App. Statist., 33, 1-6
Results on my computer show (against R-2.9.1):
> system.time( dwilcox( 800, 800, 80) )
user system elapsed
0.240
2006 Nov 13
3
Profile confidence intervals and LR chi-square test
System: R 2.3.1 on Windows XP machine.
I am building a logistic regression model for a sample of 100 cases in
dataframe "d", in which there are 3 binary covariates: x1, x2 and x3.
----------------
> summary(d)
y x1 x2 x3
0:54 0:50 0:64 0:78
1:46 1:50 1:36 1:22
> fit <- glm(y ~ x1 + x2 + x3, data=d, family=binomial(link=logit))
>
2018 Jun 22
0
bug in 'optim' documentation : "Brent" method doesn't copy 'par' names
The optim documentation states (second from last sentence of Details Section) that "Any names given to par will be copied to the vectors passed to \code{fn} and \code{gr}." This does not seem to be the case when the method argument is set to "Brent".
Consider finding an optimum with the "Brent" method and a fn argument that does not rely on a named par argument,
2009 Oct 08
1
acf for a univariate time series in a data frame
hi everyone!
i want to check the autocorrelation function for a univariate time series
(streamflow) in a data frame as below:
< DF <- read.table("D:/file path....")
< DF
year jan feb mar apr ...... dec
1966 0.504 0.406 0.740 0.241 0.429
1967 0.683 0.529 0.780 0.443 0.503
.
.
.
.
what i first tried is:
acf (DF, plot = TRUE)
2006 Jul 16
1
princomp and eigen
Consider the following output [R2.2.0; Windows XP]
> set.seed(160706)
> X <- matrix(rnorm(40),nrow=10,ncol=4)
> Xpc <- princomp(X,cor=FALSE)
> summary(Xpc,loadings=TRUE, cutoff=0)
Importance of components:
Comp.1 Comp.2 Comp.3 Comp.4
Standard deviation 1.2268300 0.9690865 0.7918504 0.55295970
Proportion of Variance 0.4456907 0.2780929
2016 May 26
0
Failed to join domain: failed to lookup DC info for domain '<EXAMPLE.COM>' over rpc: The object name is not found.
Try to ping from client to server with its hostname. Sounds like dns problem.
ping server
Then try to ping its ip address.
Then try to add server address to host file.
Ex
192.168.8.30 server.example.com[1] server
Best
M
On May 26, 2016 12:02, "Nico Speelman" <nico at speelmanrobben.nl[2]> wrote:
Hello,
I've been trying to add a new server to my Samba 4 Active directory, but
2010 Feb 17
2
extract the data that match
Hi r-users,
I would like to extract the data that match. Attached is my data:
I'm interested in matchind the value in column 'intg' with value in column 'rand_no'
> cbind(z=z,intg=dd,rand_no = rr)
z intg rand_no
[1,] 0.00 0.000 0.001
[2,] 0.01 0.000 0.002
[3,] 0.02 0.000 0.002
[4,] 0.03 0.000 0.003
[5,] 0.04 0.000 0.003
[6,]
2009 Mar 26
1
Extreme AIC in glm(), perfect separation, svm() tuning
Dear List,
With regard to the question I previously raised, here is the result I
obtained right now, brglm() does help, but there are two situations:
1) Classifiers with extremely high AIC (over 200), no perfect separation,
coefficients converge. in this case, using brglm() does help! It stabilize
the AIC, and the classification power is better.
Code and output: (need to install package:
2010 Apr 09
0
step function
Hello I am using the step function in order to do backward selection for a
linear model of 52 variables with the following commands:
object<-lm(vars[,1] ~ (vars[,2:(ncol(predictors)+1)]-1))
BackS<-step(object,direction="backward")
but it isn't dropping any if the variables in the model, but there are lots
of not significant variables as you can see here
>
2006 Mar 09
1
bugs in simtest (PR#8670)
# R for Windows will not send your bug report automatically.
# Please copy the bug report (after finishing it) to
# your favorite email program and send it to
#
# r-bugs at r-project.org
#
######################################################
This report is joint from Richard Heiberger <rmh at temple.edu>
and Burt Holland <bholland at temple.edu>.
Burt Holland is the coauthor
2008 Feb 19
4
[LLVMdev] 2008-01-25-ByValReadNone.c Failure
Hi all,
I'm seeing this failure on my PPC G4 box running TOT with llvm-gcc
4.2. Is anyone else seeing this? I'm sure it's related to the byval
stuff that's recently gone into LLVM. I'm attaching the output of
this command:
$ llvm-gcc -emit-llvm -O3 -S -o - -emit-llvm /Users/wendling/llvm/
llvm.src/test/CFrontend/2008-01-25-ByValReadNone.c
As you can see in it, there
2011 Aug 18
1
Comparison of means in survey package
Dear list colleagues,
I'm trying to come up with a test question for undergraduates to illustrate comparison of means from a complex survey design. The data for the example looks roughly like this:
mytest<-data.frame(harper=rnorm(500, mean=60, sd=1), party=sample(c("BQ", "NDP", "Conservative", "Liberal", "None", NA), size=500,
2000 Jan 11
1
a +1 shift overlaying lines/points on a boxplot (PR#398)
Full_Name: Adrian Custer
Version: 0.90.0
OS: Linux on Thinkpad (pentium) and desktop (K6)
Submission from: (NULL) (128.32.251.234)
When I create a boxplot, and then try to overlay a lowess fit or just the
points,
the points do not appear in the highest level and the lowess curve does not
reach
the highest level. However, if I add one to each of the models, the problem is
solved.
I tried this
2012 Aug 03
1
Multiple Comparisons-Kruskal-Wallis-Test: kruskal{agricolae} and kruskalmc{pgirmess} don't yield the same results although they should do (?)
Hi there,
I am doing multiple comparisons for data that is not normally distributed.
For this purpose I tried both functions kruskal{agricolae} and
kruskalmc{pgirmess}. It confuses me that these functions do not yield the
same results although they are doing the same thing, don't they? Can anyone
tell my why this happens and which function I can trust?
kruskalmc() tells me that there are no