search for: pryseley

...ust in the function so that it works. I believe that the referencing $x or $y in the function is not doing the correct thing. Better still, will it be a problem if i code the functions as in the first code above? I mean given that they will be used to create a library Best regards Pryseley --------------------------------- [[alternative HTML version deleted]]

...I presume there is a way to calculate the correlation and variance function coefficients using these values. Could you tell me how to access those values (without using the intervals function) or better still how to calculate the values from the last output values. Kind regards Pryseley __________________________________________________ -------------- next part -------------- An embedded and charset-unspecified text was scrubbed... Name: dat4a.txt Url: https://stat.ethz.ch/pipermail/r-help/attachments/20060601/49b07c35/attachment.txt

Dear R Users I have difficulties accessing the variance components for an lme fit when the variance covariance matrix of the random effects is not positive definite. Can anyone inform me on how to get by this ? Thanks in advance Pryseley --------------------------------- [[alternative HTML version deleted]]

...the "lme function" does not converge for a simulated dataset. I want to inquire if there is a method to suppress the error message from the lme function, or better still, a way of going about this issue of the loop ending once the lme function does not converge. Thanks in advance, Pryseley --------------------------------- [[alternative HTML version deleted]]

...ar R-users Can anyone inform me of a library or more specifically functions that can maximise (or calculate) a Pairwsie likelihood from a data. Better still, i would like to know if there is a function (library) that fits regression models based on pairwise likelihoods. Thanks Pryseley --------------------------------- [[alternative HTML version deleted]]

Hello R-users Is it possible to fit a three level linear mixed effect model in R? If anyone has an idea or sample code, i will appreciate it very much if i can receive it. I am reading the book by Pinheiro and Bates but have not come across that yet! Kind regards Pryseley --------------------------------- [[alternative HTML version deleted]]

...el (lme). The random effect standard errors and correlation reported are based on a Log-Cholesky parametrization. Can anyone tell me how to get the Covariance matrix of the random effects, given the above mentioned parameters based on the Log-Cholesky parametrization?? Thanks in advance Pryseley --------------------------------- Find great deals to the top 10 hottest destinations! [[alternative HTML version deleted]]

Dear R users, Can someone inform me about a library/function in R that fits a Plackett-Dale model ? Thanks in advance Pryseley --------------------------------- [[alternative HTML version deleted]]

...I presume there is a way to calculate the correlation and variance function coefficients using these values. Could someone tell me how to access those values (without using the intervals function) or better still how to calculate the values from the last output values. Kind regards Pryseley --------------------------------- [[alternative HTML version deleted]]

...4 and the within correlation matrix is 2 by 2 When i run the code in R, i get the following error message "Error in Initialize.corSymm(X[[2]], ...) : Initial value for corSymm parameters of wrong dimension" I hope someone will correct my codes . Kind regards Pryseley --------------------------------- Ring in the New Year with Photo Calendars. Add photos, events, holidays, whatever. [[alternative HTML version deleted]]

...an not find the quantities calculated in the main function. So my question boils down to how can i call functions from different files in the main function, so that the recognise quantities already calculated in the main function or passed as arguements to the main function ? Thanks Pryseley. --------------------------------- Bring words and photos together (easily) with [[alternative HTML version deleted]]

...Can somebody tell me how to access the values in blue above? Also, when i tried accessing these values i obtained the following bm$modelStruct corStruct parameters: [1] -1.394879 varStruct parameters: [1] 0.5680815 What do these values represent. Thanks in advance.. Pryseley sample data: RowNames Trial subject VISUAL0 TRT VISUAL24 VISUAL52 TREAT outcome endpoint trt 4 1 1003 65 4 65 55 2 0 1 1 8 1 1007 67 1 64 68 2 -3 1 -1 12 2 1110 59 4 5...

...ormula must be the same grouping factor in the random formula ? If so, is there a way of getting pass this restriction ? In essence, I wish to know how to fit a linear mixed model with correlated residuals (based on a variable in my model) and to obtain the correlation matrix. Best regards Pryseley Sample data: RowNames Trial subject VISUAL0 TRT VISUAL24 VISUAL52 TREAT outcome endpoint trt 4 1 1003 65 4 65 55 2 0 1 1 8 1 1007 67 1 64 68 2 -3 1 -1 12 2 1110 59 4 53...

..." and "correlation" May someone kindly inform me how to correct this code. Does this imply that the grouping factor in the correlation formula must be the same grouping factor in the random formula ? If so, is there a way of getting pass this restriction ? Best regards Pryseley Sample data: RowNames Trial subject VISUAL0 TRT VISUAL24 VISUAL52 TREAT outcome endpoint trt 4 1 1003 65 4 65 55 2 0 1 1 8 1 1007 67 1 64 68 2 -3 1 -1 12 2 1110 59 4 53...

Dear R- users Does any one know how to fit a linear mixed model such that the residuals ( grouped by a variable say "gender") are correlated and have a covariance matrix (in this case a 2 by 2 covariance matrix). Thanks in advance Pryseley --------------------------------- [[alternative HTML version deleted]]

...8. Re: (newbie) Accessing the pieces of a 'by' object (Gabor Grothendieck) 9. Re: Building tkentry dynamicly (John Fox) 10. Re: Interleaving elements of two vectors? (bogdan romocea) 11. lme and gls : accessing values from correlation structure and variance functions (Pryseley Assam) 12. Re: Building tkentry dynamicly (Sean Davis) 13. Re: returning the largest element in an array/matrix? (Henrik Bengtsson) 14. Re: POSIX time zone codes (Gabor Grothendieck) 15. Re: Building tkentry dynamicly (John Fox) 16. breslow estimator for cumulative hazard function (...