search for: deshon

...r variance components easy enough. For example... vc.person <- vc.fit$person@x I'm sure it's simple but I have not been able to grab the residual variance in the last matrix. I simply wish to asign the residual to a scalar variable. Any suggestions would be appreciated! Thanks! Rick DeShon -- Rick DeShon 306 Psychology Building Department of Psychology Michigan State University East Lansing, MI 48824-1116 [[alternative HTML version deleted]]

...the covariances depend on the number of "steps" between trials. So, the first off-diagonal of the matrix is sigma*rho, the second off-diagonal is sigma*rho^2, the third off-diagonal is sigma*rho^3, and so forth. Any suggestions for an elegant method to flexibly create this matrix? Rick DeShon

In the following example, how can I drop the group index from the list after I perform a split? n <- 3 nn <- 10 g <- factor(round(n * runif(n * nn))) x <- rnorm(n * nn) + sqrt(as.numeric(g)) df <- data.frame(g,x) df.s <- split(df,g) Thanks! Rick DeShon [[alternative HTML version deleted]]

...rl, trl^p) data: df.one p .lin1 .lin.trl .lin3 -0.2845 200.3230 -8.9467 904.7582 residual sum-of-squares: 555915 Number of iterations to convergence: 11 Any idea why having a zero for the first value of X causes this problem? Thanks in advance, Rick DeShon [[alternative HTML version deleted]]

...change the color of the lines and points. However, the axes and labels remain in black (i.e., the first color in the default palette). Is there a way to change the color used to when forming the axes, labels, and ticks in the Scatterplot routine? Thanks in advance for any ideas! Rick -- Rick DeShon 306 Psychology Building Department of Psychology Michigan State University East Lansing, MI 48824-1116 [[alternative HTML version deleted]]

...1097 898 ... $ block: int 1 1 1 1 1 1 1 1 1 1 ... - attr(*, "formula")=Class 'formula' length 3 RT ~ trial | id .. ..- attr(*, ".Environment")=<R_GlobalEnv> - attr(*, "FUN")=function (x) - attr(*, "order.groups")= logi TRUE Thanks! Rick DeShon > version _ platform i386-apple-darwin8.10.1 arch i386 os darwin8.10.1 system i386, darwin8.10.1 status major 2 minor 6.1 year 2007 month 11 day 26 svn rev 43537 language R version.st...

Hi All. Imagine you have a large block diagonal matrix. I'd like to replace the zeros in this matrix with small random (runif) numbers. Any ideas for a simple and efficient way to do this? Best regards, Rick DeShon

...? ? ? ? ?cormat[j,i]=cormat[i,j] ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?count1=count1+1 ? ? ? ? ? ? ? ? ? ? ? ? ? ? } ? ? ? ?} } eigen(cormat) ? ? # if negative eigenvalue, then the matrix violates the triangle inequality x <- ?rmnorm(n, rep(0, c), cormat) ?# Sample the data Thanks in advance, Rick DeShon

...annot coerce type S4 to list vector Any idea what I'm doing wrong? sessionInfo() R version 2.5.0 (2007-04-23) i386-pc-mingw32 other attached packages: lme4 Matrix lattice nlme "0.9975-13" "0.99875-1" "0.15-4" "3.1-80" Rick DeShon [[alternative HTML version deleted]]

...ix of responses where the first row of the matrix is a correct answer key. How could you transform the raw item responses into 1s (correct response) and 0s (incorrect responses) by comparing each test takers response to the correct answer key? Any direction would be appreciated! Rick -- Rick DeShon 306 Psychology Building Department of Psychology Michigan State University East Lansing, MI 48824-1116 [[alternative HTML version deleted]]

...his plot across UNITS using a trellis graph? Second, the trellis graphs I have been able to make result in plots that are too small to read. How could I loop this graphing routine to yield the graph I get above in my zoo code for each of the 100 distinct units? Thanks in advance, Rick -- Rick DeShon 306 Psychology Building Department of Psychology Michigan State University East Lansing, MI 48824-1116 "Prediction is very difficult, especially if it's about the future." --Nils Bohr, [[alternative HTML version deleted]]

Hi All. I would like to compute a separate covariance matrix for a set of variables for each of the levels of a factor and then compute the average covariance matrix over the factor levels. I can loop through this computation but I need to perform the calculation for a large number of levels and am looking for something more elegant. To be concrete.... u <- 3 n <- 10 x <-

...s, dif.s, p.s) ? names(value) <- mCall[c("min","dplt","dif","p")] ? value } SSpowrDplt<-selfStart(~min + dplt*x + dif*x^p,initial=powrDpltInit, parameters=c("min","dplt","dif","p")) Thanks for your help! Rick DeShon

...;min","dplt","dif","p")] > value > } > > SSpowrDplt<-selfStart(~min + dplt*x + dif*x^p,initial=powrDpltInit, > parameters=c("min","dplt","dif","p") > > > > Thanks for your help! > > Rick DeShon > > ______________________________________________ > [[alternative HTML version deleted]]

...ot;structure". lapply, gsub, list...? (Marc > Schwartz) > 43. read.table opening a website incl Password > (Roland Rau) > 44. Re: lmer function (Douglas Bates) > 45. Re: Unable to compile "Matrix" package > (Douglas Bates) > 46. lmer error confusion (Rick DeShon) > 47. Re: read.table opening a website incl Password > (Chuck Cleland) > 48. Re: substitute "x" for "pattern" in a list, > while preservign > list "structure". lapply, gsub, list...? > (Gabor Grothendieck) > 49. Re: lmer error confusio...