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I have the complete data like id time censor 1 10 0 1 20 0 1 30 0 2 10 0 2 20 1 2 30 0 2 40 0 3 10 0 3 20 0 3 30 1 .... for id 1, i want to select the last row since all censor indicator is 0; for id 2, i want to select the row where censor ==1; for id 3, i also want to select the row where censor==1. So if there is a 1 for censor, then I want to select such a row, otherwise I want to select the

...with its own GUI etc.) using R functions inside? (via the R.dll in the Windows case) I understand that it is possible to write C-code to be used inside R, which 1. do not use R-functions itself (called with .C) 2. do use R-structures inside (called with .Call) Is this right? Are there very simple introductionary examples for my case - if this is possible at all? Best regards, Holger -- PD Dr. habil. Holger Perlt Diplomphysiker/Gesch?ftsf?hrer Reinforcement Control GmbH Karl-Heine-Str. 99 04229 Leipzig Germany Phone: ++49 (0)341 9410370 Fax: ++49 (0)341 9410372 http://www.reinforcement.de -.-.-.-.-.-.-....

...question using repeatability, defined as r = sa^2 / (sa^2 + s^2) where sa^2 is the among-groups variance component and s^2 is the within-group variance component (Lessells & Boag, 1987). Usually, repeatability is used together with one-way ANOVA, but I'd rather stick to lme. So for the introductionary example to lme in Pinheiro and Bates (2001) with Rails, I thought it would be appropriate to follow this procedure: > library(nlme) > fm1Rail.lme <- lme(travel ~ 1, data = Rail, random = ~ 1 | Rail) > summary(fm1Rail.lme) ... Random effects: Formula: ~1 | Rail (Intercept) Re...

Dear all R users, I have a small doubt about panel data analysis. My basic understanding on Panel data is a type of data that is collected over time and subjects. Vector Autoregressive Model (VAR) model used on this type of data. Therefore can I say that, one of statistical tools used for analysis of panel data is VAR model? If you clarify my doubt I will be very grateful. Thanks and regards,

...ata handling, while the M-step can be supplied by the user to easily define new models. Existing drivers implement mixtures of standard linear models, generalized linear models and model-based clustering. Compared to the porvious version on CRAN the code has not changed, but the package has now an introductionary vignette, see vignette("flexmix-intro") after installing the package. The vignette has also been published in the Journal of Statistical Software, see http://www.jstatsoft.org. Best regards, Fritz Leisch ** DESCRIPTION ******************************************* Package: flexmix Vers...

...ata handling, while the M-step can be supplied by the user to easily define new models. Existing drivers implement mixtures of standard linear models, generalized linear models and model-based clustering. Compared to the porvious version on CRAN the code has not changed, but the package has now an introductionary vignette, see vignette("flexmix-intro") after installing the package. The vignette has also been published in the Journal of Statistical Software, see http://www.jstatsoft.org. Best regards, Fritz Leisch ** DESCRIPTION ******************************************* Package: flexmix Vers...

Admittedly, I don't have much experience with R. I have dowloaded and installed some add-on packages (leaps, for one). When I try to run the leaps function I get the following error: Error: could not find function "leaps" Any idea on what the problem could be? Thanks, -- John R Pleis

Dear gls-experts, while reading and testing some examples of the book "introductionary time series analysis with R", I encountered the following fact which puzzles me. Confidence intervals for global temperature time series (P99) computed from general least squares (GLS) to fit the time series. I repeat the example from the book and get the same results: temp.gls=gls(temp ~ t...