Displaying 20 results from an estimated 29 matches for "duite".
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2008 Nov 28
1
confidence interval for glm
Hi all,
simple Q:
how do I extract the upper and lower CI for predicted probabilities
directly for a glm - I'm sure there's a one line to do it but I can't find
it.
the predicted values I get with the predict (.. "response")
Thanks
Gerard
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2008 Dec 22
2
queue simulation
Hi all,
I have a multiple queing situation I'd like to simulate to get some idea of
the distributions - waiting times and allocations etc.
Does R has a package available for this - many years ago there used to be a
language called "simscript" for discrete event simulation and I was
wondering if R has an equivalent (or hopefully with graphics, something
better!).
Apologies if there
2009 Jan 14
1
loglm fitting
Dear all,
sorry to bother you all with this but I've been trying to use the loglm in
MASS package (v2.8.0) and cannot get any sensible output.
I'm wondering am I doing something very foolish or missing something
obvious.
For example, I tried the documentation help(loglm) example - here's the
code
# Case 1: frequencies specified as an array.
sapply(minn38,
2009 Jan 13
1
deviance in polr method
Dear all,
I've replicated the cheese tasting example on p175 of GLM's by McCullagh
and Nelder. This is a 4 treatment (rows) by 9 ordinal response (cols)
table.
Here's my simple code:
#### cheese
library(MASS)
options(contrasts = c("contr.treatment", "contr.poly"))
y = c(0,0, 1, 7, 8,8,19, 8,1, 6,9,12,11, 7,6, 1, 0,0, 1,1, 6, 8,23,7,
2008 Dec 09
2
for loop query
Hi all,
apologies if this is obvious - but I can't see it and would appreciate some
quick help!
the matrix mhouse is 26x3 and I'm computing odds ratios. The simple code
below "should" compute the odds vector for every pair (325) i.e. 26C2 in
cols 1 and 2.
On the first i=1 outer loop the inner j loop runs from 2 to 26 ok and then
I get the error (Error: subscript out of bounds)
2002 Feb 04
1
A little patch
I' ve write a little patch for rsync.
I'm not a programmer but when I mirror pas cooker package of mandrake, I want
to the file for 15 days, even if the file has been delete on the server.
I add the option --heeptime=x where x is the time of validity in second after
it creation.
But I don't want to keep very large file:
--keepmaxsize=y where y is the maximum size for a file in
2009 Mar 04
0
R under Citrix and access to Lotus notes
Dear All,
1. Does anyone have experience of running R on a server inside a Citrix
shell - I'd like to get R onto the server and would be greatful for any
tips or direction on the matter.
2. This may seem like a silly question so forgive my ignornace.
Most of the data I currently work with is held on a number of Lotus Notes
(LN) Databases (well it's called a DB here but it's really a
2002 Oct 08
1
new box can't join domain since switch to ldapsam
...ntlm_password(266)
check_password: authentication for user [root] -> [root] -> [root] suceeded
[2002/10/08 18:06:32, 2] smbd/server.c:exit_server(533)
Closing connections
--
HIPPOLYTE: Je permets tout le reste ? mon libre courroux.
Sortez de l'esclavage o? vous ?tes r?duite.
(Ph?dre, J-B Racine, acte 5, sc?ne 1)
2009 Jan 27
2
optim() and ARIMA
dhabby wrote:
Last week I run in to a lot a problems triyng to fit an ARIMA model to a
time series. The problem is that the internal process of the arima
function
call function "optim" to estimate the model parameters, so far so good...
but my data presents a problem with the default method "BFGS" of the
optim
function, the output error looks like this:
2009 Apr 09
1
arima on defined lags
Dear all,
The standard call to ARIMA in the base package such as
arima(y,c(5,0,0),include.mean=FALSE)
gives a full 5th order lag polynomial model with for example coeffs
Coefficients:
ar1 ar2 ar3 ar4 ar5
0.4715 0.067 -0.1772 0.0256 -0.2550
s.e. 0.1421 0.158 0.1569 0.1602 0.1469
Is it possible (I doubt it but am
2009 May 07
2
Linear least squares fit with errors in both x and y values.
HI,
I'd like to perform a weighted linear least squares fit with R on data
with varying errors on both vectors. I can do this with one axis using
lm, but have no idea where to go from here. I've tried googling, but no
idea. Any suggestions?
Thanks,
James
2008 Nov 20
1
binomial glm???
Hi everyone,
newbee query!
I've installed R 2.8.0 and tried to run this simple glm -
x is no of cars in a given year, y is the number voted in an election
that year while n is the population 18+:
votes <- data.frame(x = c(0.62,0.77,0.71,0.74,0.77,0.86,1.13,1.44),
+ y=c(502,542,711,653,771,806,934,1123), n=
2009 Feb 03
1
SAS language to R :interview
Dear List,
Please find a frank interview with Phil Rack, creator of Bridge to R (
from both SAS and WPS interfaces).
For those unaware of WPS- it is basically a SAS language compiler
(read SAS code,writes SAS code,Reads and writes SAS datasets) ,priced
at 660 $ a licence ( or estimated 10 times cheaper than Base SAS.
The UK based WPC held, WPS doesnt have advanced statistical facilities
like
2009 Jun 03
2
how can I ordinal regression??
What function and package I use to conduct ordinal regression??
My data is composed 2colums and 180rows.
The first colum indicate level of mass and second colum is intensity.
So, I want to calculate how much intensity are related mass.
[[alternative HTML version deleted]]
2009 Jan 15
1
noise in time series
Hi!
I have two time series. Both measure the same thing and I would like
to determine which one is noisier.
Would it be a good measure of the noise in each time series the
absolute lag difference?
Is this a good measure? Any other measure I could use?
Thanks for help :)
David Riano
Center for Spatial Technologies and Remote Sensing (CSTARS)
University of California
250-N, The Barn
One Shields
2009 Mar 23
1
Iterative Proportional Fitting, use
Hi list,
I would like to normalize a matrix (two actually for comparison) using
iterative proportional fitting.
Using ipf() would be the easiest way to do this, however I can't get my
head around the use of the function. More specifically, the margins
settings...
for a matrix:
mat <- matrix(c(65,4,22,24,6,81,5,8,0,11,85,19,4,7,3,90),4,4)
using
fit <-
2009 Jun 03
1
Validity of Pearson's Chi-Square for Large Tables
Is Pearson's Chi-Square test for contingency tables asymptotically unbiased
for large tables (large degrees of freedom) regardless of the expected
values in each cell? The rule of thumb is that Pearson's Chi-square should
not be used when large numbers of cells have expected values < 5. However,
I compared the results on 4x4 contingency tables for R's chisq.test using
chi-square
2008 Nov 24
1
How to measure the significant difference between two time series
Dear R experts and statisticians,
I have some time series datasets, they are several years vegetation indices (about 50 data points per year) sampled from different station. These indices have similar dynamics with seasonal change.
My questions are,
1) How can I compare the difference among the indices, and how can I say there is significant differnce between two time series. They
2009 Jun 15
4
books on Time series
Dear list fellows,
I want to study time series and use R to analyse time series of fishing
data from several species (landings and cpue) investigating the
correlation between them and with environmental factors (water
temperature, wind, etc.).
Searching at Amazon I found three books with examples in R:
Time Series Analysis: With Applications in R by Jonathan D. Cryer and
Jonathan D. Cryer
2008 Dec 04
2
Simulating underdispersed counts
Hello,
Anyone who knows a fast and accurate algorithm for generating draws from an underdispersed Poisson distribution. Or even better, if there is a package containing such an implementation.
Thanks
Rene