Displaying 7 results from an estimated 7 matches for "parmee".
Did you mean:
parmer
2010 Jul 06
2
numerical derivative R help
...lt;- -0.01335756
c <- -2.368057
d <- -0.00600052
return(exp(a+b*xtime)+exp(c+d*xtime))
}
> numericDeriv(fitterma,"xtime")
*Error in numericDeriv(fitterma, "xtime") : *
* cannot coerce type 'closure' to vector of type 'double'*
*
*
*Thanks,*
*parmee*
[[alternative HTML version deleted]]
2010 Jun 23
1
Probabilities from survfit.coxph:
...w (or for a censored data) using survfit.coxph, can
anyone point me to a link or a pdf as to how the probabilities appearing in
bold under "summary(pred$surv)" are calculated? Do these represent
acumulative probability distribution in time (not including censored time)?
Thanks very much,
parmee
*fit <- coxph(Surv(futime, fustat) ~ age, data = ovarian)*
*pred <- survfit(fit, newdata=data.frame(age=60))*
*summary(pred)*
time n.risk n.event survival std.err lower 95% CI upper 95% CI
59 26 1 *0.978* 0.0240 0.932 1.000
115 25 1 *0.952* 0....
2010 Apr 01
1
predicted time length differs from survfit.coxph:
Hello All,
Does anyone know why length(fit1$time) < length(fit2$n) in survfit.coxph
output? Why is the predicted time length is not the same as the number of
samples (n)?
I tried: example(survfit.coxph).
Thanks,
parmee
> fit2$n
[1] 241
> fit2$time
[1] 0 31 32 60 61 152 153 174 273 277 362
365 499 517 518 547
[17] 566 638 700 760 791 792 809 822 845 944 1005
1077 1116 1125 1218 1369
[33] 1392 1400 1431 1492 1625 1642 1673 1674 1706...
2010 Jul 06
0
Help needed with numericDeriv and optim functions
...I have defined the following function (fitterma as a sum of exponentials)
that best fits my cumulative distribution. I am also attaching the "xtime"
values that I have. I want to try two things as indicated below and am
experiencing problems. Any help will be greatly appreciated.
Best, Parmee
-----------------------
*fitterma <- function(xtime) { *
*a <- -0.09144115*
*b <- -0.01335756*
*c <- -2.368057*
*d <- -0.00600052*
*return(exp(a+b*xtime)+exp(c+d*xtime))*
*}*
I want to do two things:
*First, take the numerical derivative of this function (fitterma)* to o...
2009 Nov 30
0
normalized kernel question:
Hey!
Can anyone help me coding in R a normalized kernel matrix.
Basically, I want
K(x,y)/sqrt(*K*(*x, x*)*K*(*y, y*))
Anyone has a piece of code that you could share?
Many thanks,
Parmee
[[alternative HTML version deleted]]
2010 Feb 23
0
BUG with LSSVM in R:
...vary when
you predict odd or even number of samples. Why? Here I provide e.g. with
Iris data in R, keep reducing prediction cases one-by-one, you will see the
discrepancy I am talking about. In my own data, this discrepancy between odd
and even number of cases is enhanced by a huge factor.
Thanks,
Parmee
iris <- unique(iris)
rbf <- rbfdot(0.5)
lssvm> k <- kernelMatrix(rbf, as.matrix(iris[,-5]))
lssvm> klir <- lssvm(k, iris[, 5])
lssvm> pre <- predict(klir, k)
> ktest <- as.kernelMatrix(k[1:148,])
> pretest <- predict(klir, ktest)
> table(pretest,iris...
2009 Oct 14
0
Confusion matrix from cross validation in R:
Hey!
How do I get the confusion matrix after performing 10-fold cross validation
from SVM in R?
When I try to print it, I get the confusion matrix without cross validation.
I need to compute PPV. Should I report PPV without CV and total accuracy
with CV?
I am confused.
> svmtrain <- svm(xtrain,ytrain,kernel="sigmoid",cross=10)
> pred <- predict(svmtrain, xtrain)
>