search for: dprime

...ely made mistakes. Thanks for help. Kind regards, Christiane #0 library(car) P<-read.table("rhoPgegenrhoAgewichtet-mit Befruchtungssystem0912.txt", sep="\t",dec=",", header=T,encoding="latin1") summary(P) str(P) #1 modD3 <- lm(P$rhoPug ~ P$rhoAg*P$dprime*P$Befruchtungssystem, data=P) Anova(modD3,contrasts=list(rhoAg=contr.sum, dprime=contr.poly), type="III") ###liefert dieses Ergebnis, wenn der Befehl als erster l?uft #Response: P$rhoPug # Sum Sq Df F value Pr(>F) #(Intercept) 0.07719 1 4.5075 0.03530 * #P$rhoAg 0.00687 1 0.4014 0.52...

Hi all, I have an easy data set. It has three columns: Subject, Condition, dprime. A small excerpt follows, in order to illustrate: Subject Condition dprime HY s 3.725846 CM s 2.877658 EH s 5 HY st 2.783553 CM st 2.633955 EH st 5 I want to visualize this. What I thought of was having dprime on the y-axis (scale 0-5), Subject on the x-axis, and then two lines plotted to show th...

I am labelling the axes of a persp() plot manually using text(). For one spot in the plot I use: text(-.62,.37,max(dprime)) The problem is that the label is printed as 1.6456330961. I would like 1.6. I tried options(digits=2) and str(digits.d=2)--no effect. (I don't like these methods anyway since I just want to modify how the label in the plot is printed; I want to print all the digits otherwise.) How should I...

I did some serach around. It seems that ROC curve computation is not supported on R. Anyone has some leads? Thanks. Jason ===== Jason G. Liao, Ph.D. Division of Biometrics UMDNJ School of Public Health 335 George Street, Suite 2200 New Brunswick, NJ 08903-2688 phone (732) 235-9748, fax (732) 235-9777 http://www.geocities.com/jg_liao __________________________________________________ Great

...of the main function. I've been using R for awhile but there are still many nuances about the scoping and the use of environments that I'm weak on and would like to understand better. I would appreciate any suggestions or solutions that anyone might offer for fixing my error. Thank you. dprime.mAFC <- function(Pc, m) { est.dp <- function(dp, Pc = Pc, m = m) { pr <- function(x, dpt = dp, m0 = m) { dnorm(x - dpt) * pnorm(x)^(m0 - 1) } Pc - integrate(pr, lower = -Inf, upper = Inf, dpt = dp, m0 = m)$value } dp.res <- uniroot(est.dp, interv...

...sv". I had to resort to using "write.table". Is this always the case? As for the historical interest rates, thank you all very much for providing me with the information (Finance mailing list). I used the fImport package and called the method "fredSeries" to download "DPRIME" data for the same time frame as currency data I have (Thank you, Mr. Gallon). But that is only data for US. What about other countries? I was talking to a professor and he said that there was a way to read data from a website into R if you know the url. Would this help in getting the intere...

Hi, Sorry to bother you again. I would like to estimate the effect of several categorical factors (two between subjects and one within subjects) on two continuous dependent variables that probably covary, with subjects as a random effect. *I want to control for the covariance between those two DVs when estimating the effects of the categorical predictors** on those two DVs*. The thing is, i