search for: haugh

...w=TRUE) between calls to persp() to get plots overlayed: persp.gam() in package mgcv does this, for example. ______________________________________________________________________ > Simon Wood snw at st-and.ac.uk http://www.ruwpa.st-and.ac.uk/simon.html > The Mathematical Institute, North Haugh, St. Andrews, Fife KY16 9SS UK > Direct telephone: (0)1334 463799 Indirect fax: (0)1334 463748 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help&...

...enssh-2.3.0p1.orig/contrib and openssh-2.3.0p1/contrib diff -N -u openssh-2.3.0p1.orig/limits.c openssh-2.3.0p1/limits.c --- openssh-2.3.0p1.orig/limits.c Thu Jan 1 02:00:00 1970 +++ openssh-2.3.0p1/limits.c Wed Feb 7 22:43:55 2001 @@ -0,0 +1,340 @@ +/* + * Copyright 1989 - 1994, Julianne Frances Haugh + * All rights reserved. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and th...

...960 @ 3.20GHz MemTotal: 24676112 kB Cheers, Steve -- Dr Stephen Brooks http://www-solar.mcs.st-and.ac.uk/ Solar MHD Theory Group Tel :: 01334 463735 Fax :: 01334 463748 E-mail :: steveb at mcs.st-andrews.ac.uk --------------------------------------- Mathematical Institute North Haugh University of St. Andrews St Andrews, Fife KY16 9SS SCOTLAND ---------------------------------------

...1 minor 4.0 year 2002 month 01 day 23 language R (but also tried on a couple of other machines) ---------------------------------------------------------------- Mike Lonergan Research Unit for Wildlife Population Assessment Mathematical Institute University of St Andrews North Haugh Tel: +44 (0) 1334 463760 St Andrews Fax: +44 (0) 1334 463714 Fife KY16 9SS Email: mel at mcs.st-and.ac.uk Scotland ---------------------------------------------------------------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-....

Would anyone be able to provide insight for the following question, please? Setting: estimation of prediction intervals for age-period-cohort models using GAMs (rate ~ s(age,period)) Method: bootstrap (Davison and Hinkley, 1997) Issue: standardisation of the residuals for resampling requires an adjustment using the diagonals of the hat matrix. Is there a simple way to get the hat values out of a

Hi I am still trying to run SAMBA on AIX with "security = ads" and I have a few questions: - on AIX is no such file as /etc/nsswitch.conf --> Do I have to add the configuration somewhere else? - I allways get this "User xy is invalid on this system" if try to map a share from Windows. What does this mean? Is the user invalid on the Domain? on AIX? on SAMBA? Is the User

I hope this is the right place for my question, my apologise if it is not. I am a long time Mac/UNIX user and my local machine is a Mac. At present I run an orphan version of R which a worried out of (*****). On reflection I guess I'd better not say, but it changed my life. It is howerver a little out of date ( say 0.6ish) So the obvious question, do I move to MacLinux or is there likely

Hello Is there a simple way of fitting a 'smooth curve' to a time series with the additional constraint that the first derivative be not negative? I know that if I choose a "large enough" window for a moving average sort of filter on my data I end up with a non-decreasing curve anyway, but I'm wondering if there is a pre-built method that can include the constraint from

To R users: I am running an R program with .Fortran() calls, and discovered that the memory, as reported by gc(), continues to grow with new loop iterations. I hadn't been able to find information on how to 'destroy' objects in earlier loops to keep the program size from continuous growth; calling rm() to remove some what I thought to be large arrays didn't seem to help. Any

...ot;) [1] TRUE My problem now is how to actually use it, as the author of the library does not use R. I was wondering if anyone in the community has used this library before, and if so how? Thankyou in advance, Lee Kelvin -- School of Physics & Astronomy University of St Andrews North Haugh St Andrews KY16 9SS United Kingdom Phone (+44) [0]1334461668 Email lsk9 at st-andrews.ac.uk

...ve. A number (and increasing number) of other users are in the same boat. best Jim James H. Naismith | Research mailto:naismith@st-and.ac.uk Centre for Biomolecular Sciences | Teaching mailto:jhn@st-and.ac.uk BMS Laboratories | Office: 1334-463792 (24 hr) The North Haugh | Lab : 1334-463776 The University | Fax : 1334-467229 St. Andrews | In UK add 0 to start of number Fife Scotland | Overseas add 44 to start of number U.K., KY16 9ST | www http://speedy.st-and...

I have two Samba PDC's and I want to set them both up to trust each other. How can I go about doing this ? Cheers Andy Andrew J Robinson Computing Officer, School of Computer Science University of St Andrews North Haugh, St Andrews, KY16 9SS Telephone (0)1334 463272 http://www.dcs.st-and.ac.uk/~andyjr

...not the polished R.app available on Macs - which coincidentally do display function inputs in the correct order). I welcome any thoughts, disagreements or tips any of you may have, Thanks in advance, Lee Kelvin -- Lee Kelvin School of Physics & Astronomy University of St Andrews North Haugh St Andrews KY16 9SS United Kingdom Phone (+44) [0]1334461668 Email lsk9@st-andrews.ac.uk [[alternative HTML version deleted]]

...cessary. Any thoughts would be much appreciated. Steve -- Dr Stephen Brooks http://www-solar.mcs.st-and.ac.uk/ Solar MHD Theory Group Tel :: 01334 463735 Fax :: 01334 463748 E-mail :: steveb at mcs.st-andrews.ac.uk --------------------------------------- Mathematical Institute North Haugh University of St. Andrews St Andrews, Fife KY16 9SS SCOTLAND ---------------------------------------

Hi Allstaters, Does anybody know if the R package can fit Generalised Additive Models?. Thanks indeed, Aurelio. atobias at ole.com ___________________________________________________________________ Consigue tu e-mail gratuito TERRA.ES Haz click en http://www.terra.es/correo/ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

I have a machine that has worked fine for years on CentOS5. kernel-PAE-2.6.18-164.15.1.el5 is the last "works fine" kernel, but kernel-PAE-2.6.18-194.3.1.el5 crashes at boot every time. I tried banging on the side of the monitor to no avail. All kidding aside, here are pictures of my monitor when booting 194 in case that is helpful.

Dear R-users, I've a question regardiing multiple linear regression. Is it possible to regress a function of the type y=b0+b1*x1+b2*x2 constraining the partial derivatives dy/dx1 and dy/dx2 to be greater than 0 ??? Thank you very much for any possible suggestion. Best regards Marco -- Marco Pagani - PhD Student Dipartimento di Scienze della Terra - Sezione Geofisica Universita' degli

Hi, I need help regarding estimating a linear model where restrictions are imposed on the coefficients. An example is as follows: Y_{t+2}=a1Y_{t+1} + a2 Y_t + b x_t + e_t restriction a1+ a2 =1 Is there a function or a package that can estimate the coefficient of a model like this? I want to estimate the coefficients rather than test them. Thank you for your help Ahmad Abu Hammour --------------

Hello everybody, I think my question has been asked before but I am posing it once again since I need it. Is there any way to find the rank of a matrix in R or Splus? ______________________ Indrajit SenGupta Department Of Statistics St. Xavier's College Calcutta University mailto:indra_calisto at yahoo.com mailto:indrajitsg at vsnl.net

I'm trying to figure out a good way to smooth binary data. The ideal approach appears to be the "sm.logit" function in library "sm", but I haven't had success with it. Below, is some code illustrating what I've come up with so far, but I'm hoping there is a better approach. I'm using R 1.2 (development) under Windows 98. -Bill library(MASS) data(birthwt)