search for: posteriori

...parameter e.g. ylim=c(0,4) to the first graphic curve(dbeta(x,2,4),ylim=c(0,4)) curve(dbeta(x,8,13),add=T,col=2) or 2) switch the order in which I plot the curves curve(dbeta(x,8,13),col=2) curve(dbeta(x,2,4),add=T) but I guess if there is any way of adjusting the limits of the graphic "a posteriori", once you have a plot with the undesired limits, forcing R to redraw it with the new limits, but without having to execute again the "curve" commands Hope I made myself clear Best regards and thank you very much in advance -- View this message in context: http://r.789695.n4.nabb...

...9386170 7-6 0.0256519274 -0.1757408 0.22704465 0.9999248 I tried a pairwise.t.test (holm correction) which also was not able to detect differences in 'rta' among groups of 'cds' I've never been confronted to such a situation before : is it just a problem of power of the /a posteriori/ tests used ? Do I miss something important in basic stats or in R ? How to highlight differences among 'cds' groups seen with aov() ? Any help appreciated Thanks in advance, Fred J.

Hello, Is it possible to build a function, a posteriori, by getting the names of the arguments and the formula in a list or a vector ? When I use the function as.function(), I don't know how to define explicitly the names of my variables as formal arguments. Thanks _______________________________________ Florent BATY CNRS UMR 5558 Dynamique d...

Hola. Me interesa meter una serie de regresiones lineales en una lista a la que voy a denominar L. El problema es que a posteriori necesito sacar valores de esas regresiones. Sin embargo, al llamar a L[1] este no es un objeto del tipo "lm" sino que es del tipo "list" y no puedo aplicarle funciones relacionadas con la regresión (tal y como puede ser hacer un summary para sacar coeficientes...etc). ¿Cómo...

Hi, I run R 2.10.1 under ubuntu 10.04 LTS (Lucid Lynx) and klaR version 0.6-4. I compute a model over a 2 classes dataset (composed of 700 examples). To that aim, I use the function NaiveBayes provided in the package klaR. When I then use the prediction function : predict(my_model, new_data). I get the following warning : "In FUN(1:747[[747L]], ...) : Numerical 0 probability with

...be used to estimate ability when there are only dichotomous items (1-, 2-, or 3PL), only polytomous items (generalized partial credit model), or a mixture of dichotomous and polytomous items. The function can be used to estimate maximum likelihood estimates or two bayesian estimates: the maximum a posteriori (MAP) and the expected a posteriori (EAP). 2) The plaus.val() function that uses rejection sampling to draw random samples from any IRT posterior distribution. 3) The posterior() function that computes the density of any IRT posterior distribution. 4) The class.acc() function that can be used t...

...amples class A, and 50 in class B, and I'd be glad to use a way to weight the contribution of the examples in different classes. My guess is that the CODE above estimates the likelihood of of the Fisher scores for (example | class) and then implements the Bayes rule to return the maximum a-posteriori class. Is that correct? Any pointer towards that direction is appreciated. Please cc to edo at stat.cmu.edu your reply. Thanks Edoardo M. Airoldi http://www.stat.cmu.edu/~eairoldi BH 232L (412) 268.7829 PC Lab (412) 268.8719

...be used to estimate ability when there are only dichotomous items (1-, 2-, or 3PL), only polytomous items (generalized partial credit model), or a mixture of dichotomous and polytomous items. The function can be used to estimate maximum likelihood estimates or two bayesian estimates: the maximum a posteriori (MAP) and the expected a posteriori (EAP). 2) The plaus.val() function that uses rejection sampling to draw random samples from any IRT posterior distribution. 3) The posterior() function that computes the density of any IRT posterior distribution. 4) The class.acc() function that can be used t...

...mean_post and mean_prior to try to get them to do change the update rate, so that update_noise gets called at the right times. Haven't made it too deep into the code, but I have a few questions in speex_preprocess: Is there a particular reason for choosing .1 as the gamma coefficient (for the posteriori SNR)? It seems like you started to use a predictor and then hard coded it... probably this is in some paper but I can't find it so far. Are the following best engineering judgement or statistically based: if (mean_prior<0.23f && mean_post<0.5f) I seem to have altered mean_prior...

...ificant, and some combinations of this interaction have significant Pr(>|z|), but I don't think they are the right significant combinations, because when I look the bwplot, this combinations seems to be very different from the other ones. So, I would like to know if there is any test "a posteriori" to know the p-values ??for each combination of color:season, and thereby be able to know what conbination/s is/are really significant. m1=lmer(SP ~ color + season:color +(1|Site:tree), data=datosfl, family="poisson") AIC BIC logLik deviance 178.3 196.6 -81.14 162.3 Random effe...

Hola miembros de la lista, Estoy utilizando la función levelplot del paquete rasterVis para graficar un raster y quiero controlar la altura de la referencia de color (colorkey) del mapa, pero cuando cambio valores en el argumento "height" no parece provocar cambios. Alguna idea de por qué no está funcionando? > cobertura class : RasterLayer dimensions : 780, 1296, 1010880

Hello R, I am looking for non-parametric simulation in IRT. Is there any IRT package that does non-parametric simulation? helen L [[alternative HTML version deleted]]

...down da muchas facilidades cuando se trata de texto, > podemos obtener el mismo documento en tres formatos diferentes (HTML, PDF y > ODF) casi sin esfuerzo, pero con tablas la cosa se complica. > > Si no es posible crear las tablas "al vuelo" en formatos "editables a > posteriori" y alguien tiene una forma de trabajar que pueda ser útil, > también será bienvenida. > > > Saludos. > doblett. > ________________________________ Nota: A información contida nesta mensaxe e os seus posibles documentos adxuntos é privada e confidencial e está dirixida única...

...d-dev >> attr krb5-user docbook-xsl libcups2-dev acl quota fam libnet-ldap-perl bind9 dnsutils >> >> NOTA 1: Aqu? durante la configuraci?n del paquete cliente de Kerberos se solicitar?n datos. Yo puse los >> que cre? correctos. De todas formas, creo que se puede configurar a posteriori. >> >> NOTA 2: Es fundamental DESHABILITAR EL ARRANQUE del servicio bind9 si se va a utilizar el DNS interno de >> Samba4, dado que no permitir? cargar todos los servicios necesarios que se utilizan para el buen >> funcionamiento del Controlador de Dominio (DNS, RPC, Kerbero...

Hola doblett Creo qeu el paquete stargazer te puede ayudar: https://cran.r-project.org/web/packages/stargazer/index.html http://jakeruss.com/cheatsheets/stargazer.html Un saludo. El 6 de junio de 2017, 15:17, Álvaro Hernández <alvarohv en um.es> escribió: > Hola, doblett: > > Yo utilizo normalmente el paquete 'tables' que tiene una documentación > bastante buena.

...gt;> > podemos obtener el mismo documento en tres formatos diferentes (HTML, >> PDF y >> > ODF) casi sin esfuerzo, pero con tablas la cosa se complica. >> > >> > Si no es posible crear las tablas "al vuelo" en formatos "editables a >> > posteriori" y alguien tiene una forma de trabajar que pueda ser útil, >> > también será bienvenida. >> > >> > >> > Saludos. >> > doblett. >> > >> >> ________________________________ >> >> Nota: A información contida nesta mensa...

Hello, I have another, more statistic related question. I have several different measurements as an output of an image analysis process (e.g. size, intensity, ... of objects of interests). Now, I would like to quantify the difference for each parameter measured in a special condition comparing to the measurement of a reference condition. If I plot the density distribution (simply calling

...ses complex ANOVA models with any combination of orthogonal/nested and fixed/random factors, as described by Underwood (1997). There are two restrictions: (i) data must be balanced; (ii) fixed nested factors are not allowed. Homogeneity of variances is checked using Cochran's C test and "a posteriori" comparisons of means are done using Student-Newman-Keuls (SNK) procedure. Best, Maur?cio G. Camargo

...for RedHat Linux > * > * I dont think too many people know that redhat uses vixie crontab. > * I didn''t find this, just exploited it. The vulnerability involves an unguarded sscanf call in env.c. Enlarging the buffer to the largest possible input but restricting the length a posteriori closes this particular problem: diff -ru vixie-cron-3.0.1~/env.c vixie-cron-3.0.1/env.c --- vixie-cron-3.0.1~/env.c Mon Dec 16 22:42:55 1996 +++ vixie-cron-3.0.1/env.c Mon Dec 16 22:55:52 1996 @@ -115,8 +115,9 @@ { long filepos; int fileline; - char name[M...

...s','Vincr') tabela #the mixed model: set.seed(1) mod1 <- MCMCglmm(ALT.RENAIS ~-1+FASES, random= ~ ANIMAIS, family='ordinal',pl=TRUE,data=du) summary(mod1) Then the pain starts, since the documentation is insufficient in this case. According to him Jarrod (forums), the a posteriori means of the coefficients of the covariates are the probit scale. According to my study, these coefficients are the scores of standard normal distribution. More scores should not correspond to cutpoints? In this case, we would have j (response variable categories) -1 cutpoints, ie, two cutpoints. T...