search for: fitts

Dear R users, i am using locfit package developed by loader in R software, my problem is that as i am doing independont forecast using locfit object , i am able to do independont forecast for more than one years simultaniously. But when i am doing one year forecast(single) this code is giving following error... "Warning message: 'newdata' had 1 rows but variable(s) found have 24

Hello, I am analyzing some climate time series data using the Mann Kendall package and was wondering if there was a way to calculate the trend using Sen's nonparametric estimator slope in R? Thank you in advance, Barry _________________________ Barry Baker, Ph.D. Global Climate Change Initiative The Nature Conservancy 2424 Spruce St., Suite 100 Boulder, CO 80302 Tel: (303)-541-0322 Fax:

I am fittting a linner regression with constrained parameters, saying, all parameters are non-negative and sum up to 1. I have searched historical R-help and found that this can be done by solve.QP from the quadprog package. I need to assess the significance of the coefficient estimates, but there is no standard error of the coefficient estimates in the output. So I can not compute the p-value.

hi there, can anyone help me on the topic of frag polynoms? i just heard of a friend of mine, that i could build in a functioon called fragpoly (he was talking of such a function in the 'stata' language) in order to improve my process of finding an optimal linear model. instead of trying a vast amount of transformed inputdata to find the best fit and then step backwards down to e.g.

Hello I?m need fitt growth curve with data length-age. I want to evaluate which is the function that best predicts my data, to do so I compare the Akaikes of different models. I'm now need to evaluate if changing the initial values changes the parameters and which do not allow to estimate the model. To do this I use the function nls(); and I randomize the initial values (real positive number).

Dear colleagues, ?arima? returns directly the 1-step ahead errors but I am interested in obtaining other h-step ahead errors for several ARIMA models I have fitted. Is there any way I can obtain this with R? Any help would be appreciated. Sincerely, Nuno Prista _________________________ CO - FCUL, Lisboa, Portugal CQFE - ODU, Norfolk, USA

Hi all, need help very urgently I did stepwise logistic regression for 35 covariates and added one SNP out of (500000) to get the best model for each model As my professor asked me using this command, outfiles <- paste(colnames(snps), ".txt", sep="") # list of output files for the best models for(i in 1:ncol(snps)) { model <- glm (Pheno~var1+var2+var3+..(all

Hi, You may have seen a thread about this issue on the forums, but I wanted post a mail about it here to be sure that it gets noticed by you compiz developers. The problem is that compiz seems to make the screen edges insensitive to clicks, meaning that e.g. a panel item isn't clickable when the pointer is directly at the screen edge. This breaks Fitt's Law and should therefore be fixed

...8 EDT .Commissioners/ drwx------ 5 vmail vmail 512B 2014-07-08 13:41:19 EDT .Commissioners.Cordrey/ drwx------ 5 vmail vmail 512B 2014-07-03 17:01:31 EDT .Dover/ drwx------ 5 vmail vmail 512B 2014-07-19 08:32:05 EDT .Drafts/ drwx------ 5 vmail vmail 512B 2014-07-18 19:07:15 EDT .Fitts/ drwx------ 5 vmail vmail 512B 2014-07-08 13:41:19 EDT .Gering/ drwx------ 5 vmail vmail 512B 2014-07-19 08:32:05 EDT .Green/ drwx------ 5 vmail vmail 512B 2014-07-18 18:59:06 EDT .Haywood/ drwx------ 5 vmail vmail 512B 2014-07-03 17:01:31 EDT .Hornik/ drwx------ 5 vmail vmai...

...Accept Sess-Refresh : uas Sess-Expires : 1800 secs Min-Sess : 90 secs RTP Engine : asterisk Parkinglot : parkinglot_test Use Reason : No Encryption : No File "debug.txt" shows that when a call is parked, it is NOT sending over to parkinglot_test, but parkinglot_fitts. Debug.txt CODE: SELECT ALL == Using UDPTL CoS mark 5 == Using SIP RTP CoS mark 5 -- Called 101-test == Extension Changed 101[local-extensions-test] new state Ringing for Notify User 102-test -- SIP/101-test-00000035 is ringing -- SIP/101-test-00000035 is ringing == Extension C...

Hello, i want to estimate a complex GARCH-model (see below). http://r.789695.n4.nabble.com/file/n4112396/GJR_Garch.png W stands for the Day of the Week Dummies. r stands for returns of stock market indices. I stands for the GJR-term. I need some help with three problems: 1.) implementation of the GJR-term in the variance equation 2.) compute robust covariance matrix

?tryCatch -- Sent from my phone. Please excuse my brevity. On October 20, 2017 7:37:12 AM PDT, Evangelina Viotto <evangelinaviotto at gmail.com> wrote: >Hello I?m need fitt growth curve with data length-age. I want to >evaluate >which is the function that best predicts my data, to do so I compare >the >Akaikes of different models. I'm now need to evaluate if changing the