Displaying 13 results from an estimated 13 matches for "dfirth".
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firth
2008 Mar 05
2
update rysnc 3.0 on ubuntu 7
I am runninng rsync on Ubuntu. It was installed using apt-get install rysnc.
I note that the package has not yet been updated to rysnc 3.0.
I would like to update using the tar but I am confused how to update the
existing installation.
On this machine, I am mainly using rsync to send to a cwrsync server (which
I have updated already). Can I just overwrite the rsync executable?
Any help
2008 Aug 30
2
Strange sender log file characters
Is there a reason I get the following strange characters in my log file?
2008/08/29 19:48:13 [7138] Number of files: 42321
2008/08/29 19:48:13 [7138] Number of files transferred: 78
2008/08/29 19:48:13 [7138] Total file size: +)*)/.+),00//,+)),( bytes
2008/08/29 19:48:13 [7138] Total transferred file size: +)*)/.+),(*0,+-.,0'
bytes
2008/08/29 19:48:13 [7138] Literal data: -+,((0),' bytes
2005 Mar 20
1
Re: [R-SIG-Mac] NaN and linear algebra
...gt;>> Professor David Firth
>>> Dept of Statistics
>>> University of Warwick
>>> Coventry CV4 7AL
>>> United Kingdom
>>>
>>> Voice: +44 (0)247 657 2581
>>> Fax: +44 (0)247 652 4532
>>> Web: http://www.warwick.ac.uk/go/dfirth
>>>
>>> _______________________________________________
>>> R-SIG-Mac mailing list
>>> R-SIG-Mac@stat.math.ethz.ch
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mac
>>
>>
>> --
>> --------------------------------------
>>...
2004 Dec 21
0
link to a vignette/overview document in .Rd file?
...a
source package, within a package help file in Rd format?
or maybe link to an index of such documents?
David
Professor David Firth
Dept of Statistics
University of Warwick
Coventry CV4 7AL
United Kingdom
Voice: +44 (0)247 657 2581
Fax: +44 (0)247 652 4532
Web: http://www.warwick.ac.uk/go/dfirth
2006 Feb 01
1
: Model formula question
Hi,
I have a data set with a continuous predictor X, a factor A and a continuous
dependent
variable Y.
I am trying to build a linear model of the form:
Y = (b0 + b1*X1)*B(A)
where B(A) is a constant for each level of the factor A.
I am not quite sure how to formulate the appropriate model formula. If I
write:
Y ~ ( 1 + X)/A
, I get estimates for as many constants and slopes as the number of
2006 Feb 02
2
Request for users of my R-Tcl/Tk examples, limmaGUI or affylmGUI
[PLEASE REPLY _OFF_ THE LIST, i.e. DON'T CC to r-help at ...]
Hi,
I don't see this sort of thing very often on the mailing lists, so list
moderators and others should feel free to tell me if it breaches list
etiquette and/or delete my post if necessary. But I can't see what harm
it could do...
I am just wondering approximately how many people use / have used some of
the R stuff
2008 Sep 03
1
User permissions - nil authorised users
I am a bit surprised by the behaviour of Samba user permissions (security =
user) - although in fact it produces exactly what I want! Can I confirm it
is correct, and ask one question?
I have one class of shares (private) which I want only specified users to
access. And another class which I want everyone to be able to access
(public) but with a common password protection for some element of
2006 Jan 12
1
Firths bias correction for log-linear models
Dear R-Help List,
I'm trying to implement Firth's (1993) bias correction for log-linear models.
Firth (1993) states that such a correction can be implemented by supplementing
the data with a function of h_i, the diagonals from the hat matrix, but doesn't
provide further details. I can see that for a saturated log-linear model, h_i=1
for all i, hence one just adds 1/2 to each count,
2006 Jan 12
4
edit.data.frame
Dear list,
Sometimes I have huge data.frames and the small spreadsheetlike
edit.data.frame is quite handy to get an overview of the data. However,
when I close the editor all data are rolled over the console window,
which takes time and clutters the window. Is there a way to avoid this?
Fredrik
2006 Jul 11
1
Linux/MacOSX and "X11 protocol error: BadWindow..." warnings
...to test this, or the necessary knowledge of X11, Tk etc to
be able to debug it. I am noting it here only in the hope
that it might be useful to someone else on R-devel who is
better placed to identify the likely cause(s).
best wishes,
David
--
Professor David Firth
http://www.warwick.ac.uk/go/dfirth
********* On Linux (SUSE 10.0) with R 2.3.1 ********
********* and xorg-x11 version 6.8.2-100 ********
david at blackbox2:~> R --vanilla
R : Copyright 2006, The R Foundation for Statistical
Computing
Version 2.3.1 (2006-06-01)
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTE...
2009 Mar 24
3
r online
Hi,
I'd like to execute simple commands and functions in R through a
website, is there any service like this somewhere?
I only found http://www.osvisions.com/r-online/ but it does not work
(last update 2003) and the links to releated websites only give errors
(if I calculate 7+3).
Thanks for help & hints,
Thomas
2004 Mar 15
4
effect size
Hi,
Having searched google '[R] aov effect size' without any results I
wonder if I not completely miss something.
Is there any R function that calculates the effect size of an AOV's main
effect or interaction effect? It should be related to the F's and the
degree of freedom of the error, but the multitude in numbers in aov()
baffle me a bit.
Thanks,
---david
2005 Jun 16
1
mu^2(1-mu)^2 variance function for GLM
Dear list,
I'm trying to mimic the analysis of Wedderburn (1974) as cited by
McCullagh and Nelder (1989) on p.328-332. This is the leaf-blotch on
barley example, and the data is available in the `faraway' package.
Wedderburn suggested using the variance function mu^2(1-mu)^2. This
variance function isn't readily available in R's `quasi' family object,
but it seems to me