Displaying 9 results from an estimated 9 matches for "nu1".
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2007 Jul 27
4
Q: extracting data from lm
...e to R. I have read ISwR, but I am still
finding myself completely stuck on some simple concepts.
I have tried everything I can think of to solve this one, and finally
decided that enough was enough and I need a pointer to a solution.
I have the following summary from lm():
----
> summary(lm(nu1~nu4))
Call:
lm(formula = nu1 ~ nu4)
Residuals:
Min 1Q Median 3Q Max
-1572.62 -150.38 -21.70 168.57 2187.84
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 29.88739 43.68881 0.684 0.494
nu4 1.00036 0.01025 97.599 &l...
2010 Mar 09
0
varComb in gls/lme
Dear R-help members,
I have a question regarding how to use varComb function to specify a
variance function for the "weights" in the gls. I need to fit a
linear model with heteroscedasticity. The variance function is
exp(c0+nu0*W +nu1*W^2) where W is a covariate. Initially I want to use
varFunc to define my own variance function following the instruction in
the Pinheiro and Bates (2000), but I could not make it work. Then I used
varComb in gls with weights=varComb(varExp(form=~W),
varExp(form=~I(W^2))))). But the estimated v...
2010 Mar 15
0
question regarding variance function in gls
Dear R-help members,
I have a question regarding how to use varComb function to specify a
variance function for the "weights" in the gls. I need to fit a
linear model with heteroscedasticity. The variance function is
exp(c0+nu0*W +nu1*W^2) where W is a covariate. Initially I want to use
varFunc to define my own variance function following the instruction in
the Pinheiro and Bates (2000), but I could not make it work. Then I used
varComb in gls with weights=varComb(varExp(form=~W),
varExp(form=~I(W^2))))). But the estimated v...
2009 May 18
4
MAC OSX vs Win XP: Different stats test results!
...ecific outputs)! The functions I used are attached as
well. Any advice would be much appreciated! Thanks in advance for getting
back to me!
Best wishes,
Mareen
------------------------------------
Mac:
> data03<-selby2(data02, c(1,2), 3)
> mulrank(3,6,data03$x)
$test.stat
[1] 0.9331133
$nu1
[1] 11.46300
$p.value
[,1]
[1,] 0.509296
$N
[1] 233
$q.hat
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 0.4940071 0.5256726 0.5176384 0.5476290 0.4690935 0.5265100
[2,] 0.5170627 0.4791950 0.5026431 0.4867843 0.4778865 0.5033497
[3,] 0.4680729 0.4944258 0.488956...
2011 Mar 19
3
How would you avoid loops in this simple example?
I'm trying to code more R-like and avoid loops. Here is an example I'm having
a hard time getting away from loops with, and the real matrices are rather
large, and the computation is too time-consuming.
### Dimensions
N <- 2
M <- 3
P <- 4
### Array and Matrices
nu <- array(NA,dim=c(N,M,P))
Lambda <- matrix(1:12,P,M)
F <- matrix(1:8,N,P)
### Loop to avoid
for (i in 1:N)
2005 May 19
1
R 2.1.0 RH Linux Built from Source Segmentation Fault
...header=TRUE)
> nphy=nrow(yrows)
> nobs=sum(yrows)/nalt
> if (nrow(X)!=nobs*nalt){print("data dimensions wrong")}
>
> betastore=NULL
> delta=diag(nvar)
> z=read.table("z300.txt",header=TRUE)
> z=as.matrix(z)
> k=ncol(z)
> A1=.1*diag(k)
> nu1=3+nalt
> V=diag(nvar)*nu1
>
> rowx1=rep(0,nphy+1)
> rowx2=rep(0,nphy)
> rowy1=rep(0,nphy+1)
> rowy2=rep(0,nphy)
> rowx1[1]=1
> rowy1[1]=1
> for (i in 1:nphy){
+ # for each physician i draw the relevant X and Y obs using yrows
+ #
+ rowx2[i]=rowx1[i]-1+yrows[i,1]
+...
2003 Mar 11
0
Interrater and intrarater reliability
...t2Rrandom+sighat2SRrandom+sighat2e.part)
rhohat.intra.fixed.part<-(sighat2Sfixed+(tt-1)*sighat2SRfixed/tt)/
(sighat2Sfixed+(tt-1)*sighat2SRfixed/tt+sighat2e.part)
Finter<-(1-rho0inter)*MSS/((1+(tt-1)*rho0inter)*MSSR)
Finter.p<-1-pf(Finter,df1=nn-1,df2=(nn-1)*(tt-1))
alpha<-1-conf.level
nu1<-
(nn-1)*(tt-1)*
(
tt*rhohat.inter.random*(MSR-MSSR)+
nn*(1+(tt-1)*rhohat.inter.random)*MSSR+
nn*tt*(mm-1)*rhohat.inter.random*MSE
)^2/
(
(nn-1)*(tt*rhohat.inter.random)^2*MSR^2+
(nn*(1+(tt-1)*rhohat.inter.random)-tt*rhohat.inter.random)^2*MSSR^2+
(nn-1)*(tt-1)*(nn*tt*(mm-1))*rhohat.inter.random...
2009 Feb 21
0
density estimation for d>2 for the DPpackage
...), ncol=3)
rnormm2<- rmvnorm(n=100, mean=c(20,1,110), sigma=sigma)
rnormm<-rbind(rnormm,rnormm2)
#with the following priors
# Prior information
s2<-matrix(c(2,0,0,0,2,0,0,0,2),ncol=3)
m2<-c(5,10,15)
psiinv2<-solve(matrix(c(10000,0,0,0,1,0,0,0,2),ncol=3))
prior<-list(a0=1,b0=1/5,nu1=4,nu2=4,s2=s2,
m2=m2,psiinv2=psiinv2,tau1=0.01,tau2=0.01)
state <- NULL
# MCMC parameters
nburn<-1000
nsave<-5000
nskip<-10
ndisplay<-1000
mcmc <- list(nburn=nburn,nsave=nsave,nskip=nskip,ndisplay=ndisplay)
# Fit the model
fit3<-DPdensity(y=rnormm,mcmc=mcmc, prior=prior,
sta...
2009 Jun 01
1
installing sn package
...part)
> rhohat.intra.fixed.part<-(sighat2Sfixed+(tt-1)*sighat2SRfixed/tt)/
> (sighat2Sfixed+(tt-1)*sighat2SRfixed/tt+sighat2e.part)
> Finter<-(1-rho0inter)*MSS/((1+(tt-1)*rho0inter)*MSSR)
> Finter.p<-1-pf(Finter,df1=nn-1,df2=(nn-1)*(tt-1))
> alpha<-1-conf.level
> nu1<-(nn-1)*(tt-1)*
> (tt*rhohat..inter.random*(MSR-MSSR)+
> nn*(1+(tt-1)*rhohat.inter.random)*MSSR+
> nn*tt*(mm-1)*rhohat.inter.random*MSE)^2/
> ((nn-1)*(tt*rhohat.inter.random)^2*MSR^2+
> (nn*(1+(tt-1)*rhohat.inter.random)-tt*rhohat.inter.random)^2*MSSR^2+
> (nn-1)*(tt-1)*(...