search for: preetam

...ually identify and arrange the matrices for each vector of index values generated (for which the code I used is : index=sample( 4,7,replace=T)). How can I automate the process? Basically, I am doing bootstrapping , but the observations are actually 4X5 matrices. Appreciate your help. Thanks, Preetam --- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version...

...I start a new session, or suppose I want to send this matrix to one of my friends (because this matrix is randomly generated, and I dont want to use any other 500X7 matrix randomly generated by R). How can I save and call this matrix in the later sessions as well? Appreciate your help. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version de...

...Error in rep(1, n) : invalid 'times' argument Can you kindly suggest where I went wrong? [Just wanted to mention that I am getting the same error when instead of the matrix of predictor variables, I am using only a single variable, say, g : lasso=lars(g,l)] Appreciate any help. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. -------------- next part -------...

...2) + X_t + M_t i.e. it is an ARMA(2,2) with some additional regressors X and M. [Z_t's are the white noise variables] How do I find the estimates of the coefficients in R? And also I would like to know what technique R employs to find the estimates? Any help is appreciated. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version...

Hi all, 1>i have 3 vectors a,b and c, each of length 25....... i want to define a new data frame z such that z[1] = (a[1] b[1] c[1]), z[2] = (a[2] b[2] c[2]) and so on...how do i do it in R 2> Then i want to draw bootstrap samples from z. Kindly suggest how i can do this in R. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version del...

...39;,'government','unemployed','student' I want to declare all the regressors and y variables *as factors* programmatically. Would be great if anyone can help me with this (idea is to loop over variable names and use as.factor - but not sure how to do this). Thanks Regards, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version del...

...-5.154932e-04 The main issue is that I want to access these coefficient values automatically, i.e. R should run the regression and automatically provide me these values after taking into consideration that lambda which minimizes the GCV. Kindly advise me how I can proceed. Thanks and regards, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version d...

....1072 0.0866 1.6725 0.2221 2e-04 NaN sigma^2 estimated as 3.921e-06: log likelihood = 311.72, aic = -609.44 Warning message: In sqrt(diag(x$var.coef)) : NaNs produced What does this output mean? How do I get rid of this and do my analysis properly? Any help is welcome. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version...

...ing an arma(p,q) model to a time series y_t. So, my model should contain (q+1) white noise variables. As far as I know, each of them should have the same variance. How do I get the estimate of this variance by running the arma(y) function (or is there any other way)? Appreciate your help. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version de...

...e differenced data (in code 2) is *stationary* and the order of the corresponding ARMA(p,q) model are *p=2* (as lag order in the output is 2) and *q=0*;.i.e. the *AR coefficients for X(t-1) and X(t-2) are significant*, while those of X(t-3) onwards are insignificant. Appreciate your help. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version d...

...values? 2> The main issue is that I want to access these coefficient values automatically, i.e. R should run the regression and automatically provide me these values after taking into consideration that lambda which minimizes the GCV. Kindly advise me how I can proceed. Thanks and regards, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version de...

...estimated beta's. I am confused how to extract these p values in R (may be we need to go back to the reg= lm.ridge model corresponding to each final beta estimate, but I am not sure how to do this through code) Kindly tell me if any further details are needed. Thanks for your help. Regards, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version de...

...2.800e-04 2.449 0.026227 * --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.001198 on 16 degrees of freedom Multiple R-squared: 0.9528, Adjusted R-squared: 0.944 F-statistic: 107.8 on 3 and 16 DF, p-value: 7.989e-11 Thanks and regards, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version d...

...efficients is fixed ". I wanted to know exactly how to fix the coefficients to run the prediction model and get the values of Loss_22,23,.. and so on. The link to the help-page is as below: http://stat.ethz.ch/R-manual/R-devel/library/stats/html/arima.html Appreciate your help. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. [[alternative HTML version...

[Please send all questions and replies to the mailing list] On Mon, Jun 10, 2013 at 09:34:09PM -0400, Preetam Jinka wrote: > Hi Richard, > > I wanted to know how to set LIBGUESTFS_APPEND="noapic" through > /etc/libguestfs-tools.conf > but I'm not sure what the format of the file should be. > > Could you give me the exact line I should add which will work? > > Tha...