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...sing the deviance (deviance(object.gam)) of the null and the fitted models, and then using 1 minus the quotient of deviances. However, when a gamm (generalizad aditive mixed model) is fitted, the deviance is not displayed, and only the logLik of the underlying lme model can be derived (logLik(objetct.gamm$lme)), which is not enough to derive the percentage deviance explained because the logLik for the saturated model is not available. Any suggestions on how to obtain the deviance explained when a gamm is fitted when the typical default gauusian model is fitted? Or alternavely, are the R^2 der...

I have the following xts objetct "temp" > str(temp) An ?xts? object from 2010-12-26 to 2011-03-05 containing: Data: num [1:70, 1] 2.95 0.852 -0.139 1.347 2.485 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "t_n" Indexed by objects of class: [POSIXct,POSIXt] TZ: GMT xts Attr...

Hi All, I would like to ask the following. I have an array of data in an objetct, let's say X. I need to use a for loop on the elements of one or more columns of X and I am having a debate with a colleague about the best memory management. I believe that if I do: col1 = X[,1] col2 = X[,2] ... colx = X[,x] and then for(i in whatever){ do something using col1[i], col2[...

Hi, Does anybody knows how to coerce an mcmc objetct to a rv object without loose the information about what parameters. was simulated I tried do it but it looks that this informatio was lost. Thank you very much for any information. Gilberto Matos.

Hi all R-Experts, I'm facing one problem in yahoo data downloading. I'm suing Windows XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download data. I need 500 companies of S&P index daily 'closing price' data for last ten years. My questions are: 1) I have all the ticker names of S&P 500 companies in a .csv format. I'm reading those names in R and

...using the deviance (deviance(object.gam)) of the null and the fitted models, and then using 1 minus the quotient of deviances. However, when a gamm (generalizad aditive mixed model) is fitted,  the deviance is not displayed, and only the logLik of the underlying lme model can be derived (logLik(objetct.gamm$lme)), which is not enough to derive the percentage deviance explained because the logLik for the saturated model is not available. Any suggestions on how to obtain the deviance explained when a gamm is fitted when the typical default gauusian model is fitted? Or alternavely, are the R^2 der...