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Become a Pennsylvania Real Estate Agent There are many different reasons to become a real estate agent. Many like to work with different types of people. Some want to set their own schedules. Others are interested in buying real estate for themselves and think that agents have access to ?the best deals.? No matter what your motivations, Fairmount Academy can make sure that you have the best

Hello r-help, I try to fit birds counts over years using glm. I have done (with Estate and year as factors): Model1 <- glm(Females~Estate+Year+offset = log(area)), family = quasipoisson(link = log), na.action = "na.exclude") After I have calculated the prediction using: Pred1 <- predict(Model1, type = "response", na.action = "na.exclude") My question

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Hello r-help, I'm trying to fit birds counts over years using glm. In fact I'm trying to reproduce an analysis already perform with genstat (attach document). I have done (with Estate and year as factors): Model1 <- glm(Females~Estate+Year+offset = log(area)), family = quasipoisson(link = log), na.action = "na.exclude") After I have calculated the prediction using: Pred1

I'm kind of at a loss to diagnose problems like this, yet we get them a lot. - The ATA (Thomson 784 in this particular case) is logged into the Asterisk server. 'sip show peer' shows their IP address, port, and useragent. - The ATA is connected directly to the internet (no NAT, but the sip configuration has nat=always) and logs in to our server, which is also directly connected to the

Dear R-mates, # Here's what I am trying to do. I have a dataset like this: id = c(rep(1,8), rep(2,8)) dur1 <- c( 17,18,19,18,24,19,24,24 ) est1 <- c( rep(1,5), rep(2,3) ) dur2 <- c(1,1,3,4,8,12,13,14) est2 <- rep(1,8) mydata = data.frame(id, estat=c(est1, est2), durat=c(dur1, dur2)) # I want to one have this: id = c(rep(1,8), rep(2,8))

Hi, I'm a group of functions and I would like to create a package for load in R. I have created a directory named INE and a directory below that named R, for the files of R functions. A have created the files DESCRIPTION and INDEX in the INE directory. The installation from local zip files, in the R 2.3.0, results but to load the package I get an error like: 'INE' is not a

Dear R users, In my data, there are two variables t1 and t2. For each observation of t1 and t2, two location indicators (x, y) were provided. The data format is # x y t1 t2 Since the both t1 and t2 are depended on x and y, t1 and t2 are autocorrelated variables. My question is how to calculate the correlation between t1 and t2 by taking into account the structure of residual variance

Hi I have a FORTRAN version of the L-BFGS-B algorithm and I was comparing it to the code in the lbfgsb.c file available at R-4.0.0.tar.gz Everithing looks the same, except for those two lines that must be printed by the prn3lb function in case of an error (lines 3559 and 3561 in lbfgsb.c): case -5: Rprintf("l(%d) > u(%d). No feasible solution", k, k); break; case -7:

Hi, I'm using the Sweave and I would like include codes of the R in my LaTeX file. I extracts the R code with Stangle (), whose name is Relatorio.R but I can't include it in the Latex file as an appendix. Suggests? Thanks, -------------------------------------- Silvano Cesar da Costa Departamento de Estat?stica Universidade Estadual de Londrina Fone: 3371-4346

Hi. I have 2 tables, with same dimensions (8000 x 5). Something like: tab1: V1 V2 V3 V4 V5 14.23 1.71 2.43 15.6 127 13.20 1.78 2.14 11.2 100 13.16 2.36 2.67 18.6 101 14.37 1.95 2.50 16.8 113 13.24 2.59 2.87 21.0 118 tab2: V1 V2 V3 V4 V5 1.23 1.1 2.3 1.6 17 1.20 1.8 2.4 1.2 10 1.16 2.6 2.7 1.6 11 1.37 1.5 2.0 1.8 13 1.24 2.9 2.7 2.0 18 I need generate a table of averages, the

I am attempting to develop a multiple regression model using selected model variables that should all be treated as numeric (mostly real) values. However, R considers one specific variable "mass" automatically to be of class "factor", probably because "mass" consists of integer values that are repeated. I now want to force R to treat "mass" as a numeric

Today we finally opened the doors to "Street Easy" (http:// www.streeteasy.com/), a Real Estate Research Site for New York City. It was built by two guys in three months. It doesn''t have tags, but it has google maps. It rides two bubbles at the same time. It''s like road kill: the price tags will shock you, but you won''t be able to stop browsing around.

Hi everyone, I know someone makes a product that's a POTS phone to SIP converter, where you just plug your POTS phone in one side and the network cable in the other. Has anyone successfully used any of these with Asterisk, and if so how expensive were they? I ask partly out of frustration with the FXS cards but mostly because it would make installation MUCH easier for what we're

I have defined a function to compute the value of a beta distribution of the second kind (the existing beta distribution of th stats package is the beta distribution of the first kind). It works perfectly for a single value, but I want to apply it to a vector of 22 000 values. I can use a loop for the calculation of each value but it runs very very slowly. So, what can I change ? Hers's the

Hey, one last change maybe - with the 3% padding on top and bottom, we really lose screen estate at the top. How does it look to you without any padding at top/bottom (leaving a 10px white line there)? That's what's live on wiki-m.centos.org at the moment. Or, if all of you want to have some more space above there (and the background pattern) go with 1% padding? 1% padding means that

Hello Everyone I'm looking into the best way to have locked version repos for my CentOS systems. The systems are all set up with Chef and have a couple different recopies/roles. I'd like to have locked version repos for each role with tested RPMs. Then perhaps quarterly apply any updates. It would be nice to have something showing which updates are available for these locked repos.

Hi, I want to build the table of a football league with 11 teams. All play together. So will 55 games. Since there are an odd number of teams in each round a team will not play. The games will be: games = urnsamples(1:11, x = c('A','B','C','D','E','F','G','H','I','J','K'), size=2, replace=F,

Hi I have a FORTRAN version of the L-BFGS-B algorithm and I was comparing it to the code in the lbfgsb.c file available at R-4.0.0.tar.gz Everithing looks the same, except for those two lines that must be printed by the prn3lb function in case of an error (lines 3559 and 3561 in lbfgsb.c): case -5: Rprintf("l(%d) > u(%d). No feasible solution", k, k); break; case -7:

Quantitative Research Analyst Description Boxwood Means Inc., a quantitative research firm that specializes in real estate automated valuation modeling and evaluation, risk analysis, and debt/equity portfolio management, and market analysis is seeking a Quantitative Analyst. The candidate will work closely with the firm's Principals to develop and maintain quantitative models to