search for: inves

Displaying 20 results from an estimated 264 matches for "inves".

Did you mean: invest
2013 Jan 11
0
Manual two-way demeaning of unbalanced panel data (Wansbeek/Kapteyn transformation)
Dear R users, I wish to manually demean a panel over time and entities. I tried to code the Wansbeek and Kapteyn (1989) transformation (from Baltagi's book Ch. 9). As a benchmark I use both the pmodel.response() and model.matrix() functions in package plm and the results from using dummy variables. As far as I understood the transformation (Ch.3), Q%*%y (with y being the dependent variable)
2010 Dec 06
1
waldtest and nested models - poolability (parameter stability)
Dear All, I'm trying to use waldtest to test poolability (parameter stability) between two logistic regressions. Because I need to use robust standard errors (using sandwich), I cannot use anova. anova has no problems running the test, but waldtest does, indipendently of specifying vcov or not. waldtest does not appear to see that my models are nested. H0 in my case is the the vector of
2011 Jan 16
1
\examples{} in Rd file
[Hope this is the right list where to send...] An attempt to update package 'mnormt' involves the addition of a small new function called 'pd.solve'. When I come to the package checking stage, an error occurs in parsing pd.solve.Rd. The full transcript of the outcome is copied below (it includes details on my installation) but the critical point is where the \examples{} section
2006 Jul 17
1
sem: negative parameter variances
...ies. I'll very appreciate, if you have any ideas concerning the problem described below. First, I'd like to describe the model in brief. In general I consider a model with three equations. First one is for annual GRP growth - in general it looks like: 1) GRP growth per capita = G(investment, migration, initial GRP per capita, spatial lag on GRP growth + some additional explanatory variables to control for regional disparities), where spatial lag on GRP growth in year t is simply spatial weights matrix W(n*n) (weights - are inverse square distances between regional centers; w...
2005 Mar 24
3
Caching computation in rails?
Caching computation in rails? Simple example: factorial modulus a large number input: integer x output: factorial( x ) % 12345678901234567 I want it so that if it computes factorial of N once, it will not have to compute for N again. code: class SiteController < ApplicationController caches_action :factorial, :inv def examine @inv = @params[''inv''] @outv =
2010 Jan 31
3
combining data frames in a list - how do I add breaks?
I'm a week-old R user, and have become stuck trying to create usable CSV outputs for post-processing. I am using the package Rioja, which provides small datasets of results. I am running several analyses in a loop and iteratively adding the results to a *list* ("combined"). Within each iteration I use the following: > combined[[i]] <- performance(fit) With two iterations I
2012 Aug 28
4
predict.lm(...,type="terms") question
Hello all, How do I actually use the output of predict.lm(..., type="terms") to predict new term values from new response values? I'm a chromatographer trying to use R (2.15.1) for one of the most common calculations in that business: - Given several chromatographic peak areas measured for control samples containing a molecule at known (increasing) concentrations, first
2009 Jan 30
3
Matlab inv() and R solve() differences
I submit the following matrix to both MATLAB and R x= 0.133 0.254 -0.214 0.116 0.254 0.623 -0.674 0.139 -0.214 -0.674 0.910 0.011 0.116 0.139 0.011 0.180 MATLAB's inv(x) provides the following 137.21 -50.68 -4.70 -46.42 -120.71 27.28 -8.94 62.19 -58.15 6.93 -7.89 36.94 8.35 11.17 10.42 -14.82 R's solve(x) provides: 261.94 116.22 150.92 -267.78 116.22 344.30 286.68
2011 Jul 09
2
Meta-analysis with zero values for mean and sd. Continuous data.
Hi, I want to do a meta-analysis with count data for treatement/control cases. Mi problem is that I need to use zero values (an informative zero value) for the mean and standard deviation for one of the treatement, but R has a problem: "Studies with zero values for sd.e or sd.c get no weight in meta-analysis". I can agroup the case by Family (byvar=Family). ¿Can you help me? Thanks!
2012 Aug 07
2
Error using ddply inside user-defined function
Hi All, I *think* it's ddply because the function recognizes vr1, etc, in other parts of the function. Here's some code: # create dataset PROV.PM.FBCTS <- c(0.00 ,0.00, 33205.19, 25994.56, 23351.37, 26959.56 ,27632.58, 26076.24, 0.00, 0.00 , 6741.42, 18665.09 ,18129.59 ,21468.39 ,21294.60 ,22764.82, 26076.73) FBCTS.INV.TOT <- c(0 , 0, 958612, 487990, 413344, 573347,
2002 Dec 25
2
inv.logit (package boot) (PR#2394)
Full_Name: Ole Christensen Version: 1.6.1 OS: linux-gnu Submission from: (NULL) (130.225.18.176) In package boot : > inv.logit(800) [1] NaN where it should have been 1. The problem is caused by exp(x) returning Inf when x is large. One way of fixing the problem [there may be better ways] would be to include the line out[x > 709] <- 1 in inv.logit() Cheers Ole >
2004 Jul 12
6
proportions confidence intervals
Dear R users this may be a simple question - but i would appreciate any thoughts does anyone know how you would get one lower and one upper confidence interval for a set of data that consists of proportions. i.e. taking a usual confidence interval for normal data would result in the lower confidence interval being negative - which is not possible given the data (which is constrained between
2011 Apr 19
4
Simple question about symbols()
I'm new to R and i'm having some trouble with a bubble chart. Basically I have 3 series (a,b,c), but the third one is a binnary variable (assumes only 0 or 1 to the entire data). How can I use these binnary information to make 2 different colours in a bubble chart?. I.e., I'm using this code: symbols(inv$a, inv$b, circles=radius, inches=0.35, fg="white", bg="red",
2010 Jan 07
1
faster GLS code
Dear helpers, I wrote a code which estimates a multi-equation model with generalized least squares (GLS). I can use GLS because I know the covariance matrix of the residuals a priori. However, it is a bit slow and I wonder if anybody would be able to point out a way to make it faster (it is part of a bigger code and needs to run several times). Any suggestion would be greatly appreciated. Carlo
2005 Jul 08
5
Help with Mahalanobis
Dear R list, I'm trying to calculate Mahalanobis distances for 'Species' of 'iris' data as obtained below: Squared Distance to Species From Species: Setosa Versicolor Virginica Setosa 0 89.86419 179.38471 Versicolor 89.86419 0 17.20107 Virginica 179.38471 17.20107 0 These distances were obtained with proc 'CANDISC'
2001 Apr 09
4
fastest R platform
...nd Graphical Statistics, 9, 491-508. I have coded a simulation program which runs at 1/5 the speed of minimum usability on a Pentium 700 PC (windows me). I have spent quite some time trying to optimize the program. So my question is: on which platform does R run the fastest? I would be willing to invest on a faster platform. Thanks in advance. My program follows in case someone can help me improve it. Thanks. Jason # Liao and Lipsitz (2001) # A REML type estimate of variance components in generalized linear mixed models # This program runs on R. It does not run on S-plus. rm(list=ls(all=TR...
2011 Apr 03
0
Avoiding loops in creating a coinvestment matrix
Hi, I am working on a dataset in which a number of venture capitalists invest in a number of firms. What I am creating is an asymmetric matrix M in which m(ij) is the volume (sum) of coinvestments of VC i with VC j (i.e., how much has VC i invested in companies that VC j also has investments in). The output should look like the "coinvestments" matrix produced with...
2012 Jul 31
1
about changing order of Choleski factorization and inverse operation of a matrix
Dear All, My question is simple but I need someone to help me out. Suppose I have a positive definite matrix A. The funtion chol() gives matrix L, such that A = L'L. The inverse of A, say A.inv, is also positive definite and can be factorized as A.inv = M'M. Then A = inverse of (A.inv) = inverse of (M'M) = (inverse of M) %*% (inverse of M)' = ((inverse of
2009 Dec 11
2
Regularized gamma function/ incomplete gamma function
Dear all, I would be very grateful if you could help me with: Given the regularized gamma function Reg=int_0^r (x^(k-1)e^(-x))dx/int_0^Inf (x^(k-1)e^(-x))dx ; 0<r<Inf (which is eventually the ratio of the Incomplete gamma function by the gamma function), does anyone know of a package in R that would evaluate the derivative of the inverse of Reg with respect to k? I am aware that the
2012 Apr 25
2
GFI en modelos estructurales con lavaan
Se ha borrado un adjunto en formato HTML... URL: <https://stat.ethz.ch/pipermail/r-help-es/attachments/20120425/dafc9a68/attachment.html>