search for: augmented

All, I'm re-running some analysis that has been augmented with additional data. When I use the exact same code for the augmented data, the behavior of the aggregate function is very strange, viz., one of the resulting variables is now coded as a factor while it was coded as numeric for the original data. Unfortunately, I cannot provide a reproducible code...

Hi R users,I have a question about augmented prediction plot (?augPred). The covariate of my data set is c(0, 0.01, 0.1, 1, 10, 100, 1000) and I have fitted a nonlinear mixed effects model.I use plot(augPred(out.nlme....)) to get the augmented prediction plot. However, because the scale of the covariate is too large thus I am not able to see...

Short question: Is it possible to use statistical tests, like the Augmented Dickey-Fuller test, in functions with for-loops? If not, are there any alternative ways to scale measures? Detailed explanation: I am working with time-series, and I want to flag curves that are not stationary and which display pulses, trends, or level shifts. >df DATE ID VALUE2012-0...

Hello all, I found OS X still has one remaining issue in the autotools. OS X does not include pkg-config by default, and whatever mechanism installs it places pkg.m4 in some location among: /opt/local/share/aclocal/pkg.m4 /usr/local/share/aclocal/pkg.m4 PKG_CHECK_MODULES isn't defined if pkg.m4 isn't in /usr/share/aclocal, so ./configure dies without augmenting aclocal's search

Hi all, A short while ago I asked a question about multiple imputation and I got several helpful replies, thanks! I have untill now tried to use the packages mice and norm but both give me errors however. mice does not even run to start with and gives me the following error right away: iter imp variable 1 1 Liquidity.ratioError in chol((v + t(v))/2) : the leading minor of order 1 is not

>>>>> "SH" == Scott Hyde <hydes at byuh.edu> >>>>> on Mon, 18 Jun 2007 16:59:00 -1000 (HST) writes: SH> Martin, How does Matrix implement augmented matrices? I SH> tried this and got the expected result: {Replying to R-help, since this question has come up several times } >> V=matrix(1,2,3) >> V=cbind(V,V) >> V SH> [,1] [,2] [,3] [,4] [,5] [,6] SH> [1,] 1 1 1 1 1...

Hello, I want to compute Wainer et al's augmented subscore(2001) using IRT but I can't find any packages or relevant code. There is a 'subscore' package in R, but I think it only gives functions to calculate augmented subscores using CTT(classical test theory). Is there other package or code to compute subscores using IRT? If it is n...

Hello all, I have matrices V.i of dimension n.i x n.i, where i = 1, ..., J, and the sum of n.i equals N. (and n.i ! = n.j) goal: create one large matrix V, where V has matrices V.i on diagonal. I create each matrix V.i in a for loop (1 to J), so each time I'd like to augment V with the most recently calculated V.i, such that I'll have V after the final iteration of the for loop.

The linker is going off in the weeds trying to parse the dwarf unwind info. The CIE has: Leh_frame_common_begin0: .long 0 ## CIE Identifier Tag .byte 1 ## DW_CIE_VERSION .asciz "zLR" ## CIE Augmentation .byte 1 ## CIE Code Alignment Factor .byte 120 ## CIE Data Alignment

...n it, only the output of the last test is displayed. How can I ensure that the function root(var) will run and display the output from all tests, and not just the last one? Thank you, b. root <- function(var) { #---Phillips-Perron PP.test(var, lshort = TRUE) PP.test(var, lshort = FALSE) #---Augmented Dickey-Fuller adf.test(var, alternative = "stationary", k = trunc((length(var)-1)^(1/3))) #---KPSS kpss.test(var, null = "Level", lshort = TRUE) kpss.test(var, null = "Trend", lshort = FALSE) }

...is a follow up to the message I posted 3 days ago about how to estimate mixed ordinal logit models. I hope you don't mind that I am just pasting in the code and comments from an R file for your feedback. Actual estimates are at the end of the post. ### Subject: mixed ordinal logit via "augmented" data setup. ### I've been interested in estimating an ordinal logit model with ### a random parameter. I asked in r-help about it. It appears to be ### a difficult problem because even well established commercial ### programs like SAS are prone to provide unreliable estimates. ### So f...

...,5841,5832,5505,5573,5331,5355,6057,6055,6771,6669,6375,6666,6383,6118 ,5927,5750,5122,5398,5817,6163,6763,6835,6678,6821,6421,6338,6265,6291 ,5540,5822,6318,6268,7270,7096,6505,7039,6440,6446,6717,6320) YY=as.timeSeries(Y) adf.test(Y) adf.test(YY) ======== Output ==== > adf.test(Y) Augmented Dickey-Fuller Test data: Y Dickey-Fuller = -6.1661, Lag order = 5, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(Y) : p-value smaller than printed p-value > adf.test(YY) Augmented Dickey-Fuller Test data: YY Dickey-Fuller = 12.4944, Lag order = 5...

Hi, If I type define i32 @main() gc "shadow-stack" { entry: %0 = alloca i8* %1 = call i8* @malloc(i64 1) store i8* %1, i8** %0 call void @llvm.gcroot(i8** %0, i8* null) ret i32 0 } declare i8* @malloc(i64) declare void @llvm.gcroot(i8**, i8*) nounwind in test.ll and then do > llc test.ll > gcc test.s I get the error ld: in

Dear Developers Team, I have two items: 1. wilcox.test with the paired=T option appears to delete zeros before ranking absolute differences. Would it be possible to add the feature of removing zeros after ranking, which is given in Lehmann's Nonparametrics as the preferred choice. See also Pratt (1959), JASA 54, 655-667. It is given in wilcoxsign_test of the coin package as an option

...| = Q_(i) | | | Delta 0 0 | | 0 R_00(i) c_0(i) | \ / \ / the text indicates that the Q-R factorization is limited to the first q columns of the augmented matrix on the left. If one plunks the first q columns of the augmented matrix on the left into a qr factorization, one obtains an orthogonal matrix Q that is (n_i + q) x q and a nonsingular upper triangular matrix R that is q x q. While the text describes R as a nonsingular upper triangular q x q...

This is an interesting problem. The GC code is being converted into 'invokes' instead of calls: define i32 @main() gc "shadow-stack" { entry: %gc_frame = alloca %gc_stackentry.main %gc_currhead = load %gc_stackentry** @llvm_gc_root_chain %gc_frame.map = getelementptr %gc_stackentry.main* %gc_frame, i32 0, i32 0, i32 1 store %gc_map* getelementptr inbounds (%gc_map.0*

Le 04/03/2023 ? 01:21, Pavel Krivitsky a ?crit?: > Dear All, > > Currently, list= in base::replace(x, list, value) has to be an index > vector. For me, at least, the most common use case is for list= to be > some simple property of elements of x, e.g., > > x <- c(1,2,NA,3) > replace(x, is.na(x), 0) > > Particularly when using R pipes, which don't allow multiple

I have no idea, but Google pointed me to this https://cran.r-project.org/web/packages/subscore/index.html Hth Ulrik "Hyunju Kim" <asdfg4882 at yonsei.ac.kr> schrieb am Di., 15. Mai 2018, 07:21: > > > > Hello, > > > > I want to compute Wainer et al's augmented subscore(2001) using IRT but I > can't find any packages or relevant code. > > There is a 'subscore' package in R, but I think it only gives functions to > calculate augmented subscores using CTT(classical test theory). > > Is there other package or code to compute sub...

This could be extended to sub and gsub as well which gsubfn in the gusbfn package already does: library(gsubfn) gsubfn("^..", toupper, c("abc", "xyz")) ## [1] "ABc" "XYz" On Fri, Mar 3, 2023 at 7:22?PM Pavel Krivitsky <p.krivitsky at unsw.edu.au> wrote: > > Dear All, > > Currently, list= in base::replace(x, list, value)

Hi all, Can anyone clear my doubts about what conclusions to take with the following what puts of some time series tests: > adf.test(melbmax) Augmented Dickey-Fuller Test data: melbmax Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 alternative hypothesis: stationary Warning message: p-value smaller than printed p-value in: adf.test(melbmax) >adf.test(melbmax,k=0,alternative="stationary") Augmented Dickey-Ful...