search for: mayeul

Displaying 13 results from an estimated 13 matches for "mayeul".

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2004 Sep 16
1
cor() fails with big dataframe
...1),9,9) for (i in 1:9) for (j in 1:9) {if (i>j) COR[i,j] <- cor (x[,i],x[,j])} #which works fine, with no warning #looks like a "cor()" bug. #I checked absence of NA's by x <- x[complete.cases(x),] summary(x) apply(x,2, function (x) (sum(is.na(x)))) #I use R 1.9.1 Cheers, Mayeul KAUFFMANN Universit? Pierre Mend?s France Grenoble - France
2004 Oct 16
3
Cox PH Warning Message
Hi, Can anybody tell me what the message below means and how to overcome it. Thanks, Neil Warning message: X matrix deemed to be singular; variable 2 in: coxph(Surv(age_at_death, death) ~ project$pluralgp + project$yrborn + ......... >
2004 Aug 19
1
Unbalanced parentheses printed by warnings() crash text editor
...ction should truncate the error message, find how many parenthesis and brackets are open in the remaining part, substract the number of closing parenthesis and brackets, and add that many parenthesis at the end. (Xemacs parentheses highligher regards "(" and "[" as equivalent) Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France
2020 Feb 07
0
Paid internship "web application development with R"
...nd online mapping, this multilingual site will provide a summary presentation of the various national cybersecurity laws and a summary indicator in this field. Its ambition is to become an international reference on contemporary armed conflicts, crises and cybersecurity. *Trainee supervision: *Mayeul Kauffmann, principal researcher and webmaster of the Cybis project. *Location: *Saint Martin d'H?res Campus (University of Grenoble Alpes), France. *Duration: *2 to 6 months *Start of the internship:* April, May or June 2020. *Indemnity:* Gratification according to current regulations (ab...
2004 Jul 26
5
covariate selection in cox model (counting process)
...irical adjustment, maybe with no theoretical basis. And I don't think I can enter this as argument k to step().... Thank you for having read this. Hope I was not too long. And thank you a lot for any help, comment, etc. (sorry for mistakes in English as I'm a non native English speaker) Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France [[alternative HTML version deleted]]
2004 Jul 04
2
smooth non cumulative baseline hazard in Cox model
..."smoothes hazard functions for two financial aid groups") P. 170 of his book which shows another example (except I only need it for 1 group, at mean values) I hope I am clear enough. Thank you a lot for any help. (sorry for mistakes in English as I'm on non native English speaker) Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France ------------ SMOOTH Macro (SAS) ------------ %macro smooth (data=_last_, time=, width=, survival=survival); /********************************************************************* MACRO SMOOTH produces graphs of smoothed hazard functions u...
2009 Mar 02
4
portable R editor
Hi, I have been dreaming about a complete R environment on my USB stick for a long time. Now I finally want to realize it but what I am missing is a good, portable editor for R which has tabs and syntax highlighting, can execute code, has bookmarks and a little project file management facility pretty much like Tinn-R has those. I like Tinn-R but it seems like there is only a very old version of
2004 Aug 13
1
How to use the whole dataset (including between events) in Cox model (time-varying covariates) ?
..., type='risk') # gives exp(X'b) something like > baseline.hazard*risk would give the true risk at any time (but it would be probably much harder to compute) which could help assess the predictive power of the model. (still a lot of work) Thanks in advance for any help or comment. Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France
2004 Oct 15
0
constrained splines in GLM
...ackage splines), which are very convenient to place in the formula of a GLM model. I tried them, adjusting knots, but could not manage what I want. Constraints on some derivatives may do the trick, but I do not know how to implement them in R. Any help or comment would be greatly appreciated ! Mayeul KAUFFMANN Universit?? Pierre Mend??s France - Grenoble France
2004 Jul 02
1
Reading and treating multiple files....
Dear R helpers, this is a question connex to the subject of reading large data-sets - I have a large db (MySQL) ~80'000 records for each year / 120 variates from which I extract relevant info to be treated in R (no problem) Now each record in my db represents an experimental unit; moreover I will get - in a few days- a set of separate files(one for each records....~80'000 files pro
2004 Jul 01
3
BIC vz SBIC vz SIC
DeaRs, I have a doubt about: BIC (Bayesian Information Criterion) SBIC (Schwartz Bayesian Informarion Criterion) SIC (Schwartz Information Criterion) In many references these are know as the same (eg. stepAIC() function) but I just found a SAS8.2 output that show either the BIC and SIC values for a logistic regression.. simillary values but different. 1) question: What are the differences?
2004 Oct 16
7
sapply and loop
Dear all, I am doing 200 times simulation. For each time, I generate a matrix and define some function on this matrix to get a 6 dimension vector as my results. As the loop should be slow, I generate 200 matrice first, and save them into a list named ma, then I define zz<-sapply(ma, myfunction) To my surprise, It almost costs me the same time to get my results if I directly use a loop
2004 Oct 16
7
sapply and loop
Dear all, I am doing 200 times simulation. For each time, I generate a matrix and define some function on this matrix to get a 6 dimension vector as my results. As the loop should be slow, I generate 200 matrice first, and save them into a list named ma, then I define zz<-sapply(ma, myfunction) To my surprise, It almost costs me the same time to get my results if I directly use a loop