search for: dalgaard

Hi, I just started with R and I found that there are many options to rearrange the data to do mixed models. I want to use the reshape function. I have 2 between subject variables and one within. I was able to change the data structure but still - the result of the aov functions are calculating everything as a within subject. the table looks like this: SerialNo breed treatment distance_1

Dear R-list members, I would like to pose a question about the use and results of the glm() function for logistic regression calculations. The question is based on an example provided on p. 229 in P. Dalgaard, Introductory Statistics with R, 2nd. edition, Springer, 2008. By means of this example, I was trying to practice the different ways of entering data in glm(). In his book, Dalgaard provides data from a case-based study about hypertension summarized in the form of a table. He shows two ways of ent...

Full_Name: Stefan Raberger Version: 2.8.1 OS: Windows XP Submission from: (NULL) (213.185.163.242) Hi there, I recently noticed some strange behaviour of the command "type.convert", depending on the startup mode used. But there also seems to be different behaviour on different PCs (all running the same OS and the same version of R). On PC1: When I start R in SDI mode (RGui --no-save

Dear List, Does anyone know when will be available Peter Dalgaard's book: "Introductory Statistics with R" ?. According to Amazon: "This item will be published on August 15, 2002", but it continues unpublised. Thanks, Carlos Ortega. _______________________________________________________________ Yahoo! Messenger Nueva versi?n: Webcam, v...

The following can't be right, first rw2010: > 1 %% 0.001 [1] 0.001 Then rw2001: > 1 %% 0.001 [1] -2.081668e-17 > and the last seems about right. -- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra -- No virus found in this outgoing message. Checked by AVG Anti-Virus.

Hi, I'm going through the book "Introductory Statistics with R" by Dalgaard to teach myself R. At the end of each chapter there are some exercises. Does anyone know of any place on the net where someone has posted the answers to these? I've looked at the author's and the publisher's site with no luck. And no, this is not cheating for a class, I graduated...

Hi all, Does anyone know a solution for this error ? > tkwidget(dlg, "iwidgets::spinint", range="{0 23}") Error in structure(.External("dotTclObjv", objv, PACKAGE = "tcltk"), class = "tclObj") : [tcl] wrong # args: should be ".31.1.19 configure -range {begin end}". Thanks, Matthew [[alternative HTML version

...: +61 2 (6125)3473 fax : +61 2(6125)5549 Centre for Mathematics & Its Applications, Room 1194, John Dedman Mathematical Sciences Building (Building 27) Australian National University, Canberra ACT 0200. On 18 Jul 2007, at 8:00 PM, r-devel-request at r-project.org wrote: > From: Peter Dalgaard <P.Dalgaard at biostat.ku.dk> > Date: 18 July 2007 1:39:50 AM > To: Deepayan Sarkar <deepayan.sarkar at gmail.com> > Cc: R Development Mailing List <r-devel at stat.math.ethz.ch> > Subject: Re: [Rd] substitute and expression > > > Deepayan Sarkar wrote: >&g...

Hello, I'm trying to plot a fitted lm() line on a plot when the one explanatory variable is log transformed and log="x". I get different lines using abline and predict.lm(). #Example x <- 1:100 y <- rnorm(100) plot(y ~ x, log="x") abline(lm(y ~ log(x))) lines(x, predict(lm(y ~ log(x))), lwd=2) I'm sure I'm missing something but could someone tell me which

Full_Name: Derek Elmerick Version: 2.4.0 OS: Windows XP Submission from: (NULL) (38.117.162.243) hello - i have some code that i run regularly using R version 2.3.x . the final step of the code is to build a multinomial logit model. the dataset is large; however, i have not had issues in the past. i just installed the 2.4.0 version of R and now have memory allocation issues. to verify, i ran

Does anyone know of a resource for learning the basics of how to manage and manipulate dates and times in R? I have been reading "Introductory Statistics with R" by Peter Dalgaard which is fantastic. But alas, I could find no reference to date and time. I have looked at the reference manual but it is particularly unapproachable. So rather than dense technical talk I would rather see a dataset, several arguments and commentary of what is happening. The alternative to is to ma...

The first issue of the second volume of The R Journal will shortly be available at journal at r-project.org/current.html. Thanks to everyone involved. Peter Dalgaard Editor-in-chief -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com _______________________________________________ R-announce at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-announ...

The first issue of the second volume of The R Journal will shortly be available at journal at r-project.org/current.html. Thanks to everyone involved. Peter Dalgaard Editor-in-chief -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com _______________________________________________ R-announce at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-announ...

Hello, I use t.test for normal distributed and wilcox.test for non-normal distributed samples. It is easy to write a function for t.test that calculates the effect size, because all parts of the formula are available from the t.test result: r = sqrt(t*t / (t*t + df)) However, for Wilcoxon tests, the formula for effect sizes is: r = Z / sqrt(N) I wonder how I can calculate the Z-score in R for

...1) t = r * pow(t, 3.); return xinbta; } main(){qbeta(.5,.5,.5);} [pd@butterfly sandbox]$ egcs -O qbeta.c -lm [pd@butterfly sandbox]$ ./a.out Segmentation fault (core dumped) [pd@butterfly sandbox]$ egcs qbeta.c -lm [pd@butterfly sandbox]$ ./a.out -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-....

Dear R users,   I need to do a F test on the hypothesis that a 2 by 1 vector (X_1, X_2)' has the mean vector  (M_1, M_2)'. Specifically, I would like to assume the X vector comes from a bivariate Normal distribution (M, Sigma). Then, given 1000 observations on X, I wanted to test if the means of X agree with the means of the target Normal distribution. Any function or package in R could do

...ned above disappears (since all eigenvalues of A are positive) and when I perform the calculation above I get approximately the right answer. The approximation is quite good. However it is an approximation. Any suggestion? Thank you very much! Simon >----Messaggio originale---- >Da: P.Dalgaard at biostat.ku.dk >Data: 23-nov-2009 14.09 >A: "simona.racioppi at libero.it"<simona.racioppi at libero.it> >Cc: "Charles C. Berry"<cberry at tajo.ucsd.edu>, <r-help at r-project.org> >Ogg: Re: R: Re: [R] chol( neg.def.matrix ) WAS: Re: Choleski and...

...yielded [1] "<c4>rzte Chirurgie" and c4 corresponds in most encodings to ?. What can I do next? I wonder whether there is a more comfortable way then to change the occurences of <..> by the adequate character. Regards, Matthias -----Urspr?ngliche Nachricht----- Von: Peter Dalgaard [mailto:p.dalgaard at biostat.ku.dk] Gesendet: Dienstag, 1. Januar 2008 20:21 An: Matthias Wendel Betreff: Re: AW: [R] Another problem with encoding Matthias Wendel wrote: > Happy new year and my apologies, Peter. Here are the missing facts: > I'm reading in a spss-file, doing some calc...

I did not realize that ++ was available. Is there a comprehensive list somewhere of which operators are available for definition? I searched the R Language manual for ++ but that only came up with a reference to C++ . On 17 Nov 2006 11:38:43 +0100, Peter Dalgaard <p.dalgaard at biostat.ku.dk> wrote: > rfrancois at mango-solutions.com writes: > > > Hi, > > > > You could stack your list in an array and then use apply : > > > > myArray <- array( unlist(lapply(1:3, f) ) , dim =c(2, 3, 3)) > > apply(myArray, c(1...

Hello all: Why arbitrage rarely works. Peter Dalgaard's "Introductory Statistics with R" sells on AMAZON U.S. website at USD 44.95 and on AMAZON U.K at GBP 21.00. At the current exchange rate, the U.K. price translates to USD 32.68, a 27% savings BUT for delivery: the U.S. AMAZON promises 6-10 days whereas in the U.K. 4-6 weeks is prom...