search for: px1

...then am trying the direct approach of writing the if: if(time>=2am &time <=4am) { #specifying desired time range--since a while loop format I don't think date is necessary and if it is I don't know how to say this? time1<-time #sets first time in desired interval to base time px1<-px #sets first price in desired interval to base price if(px>px1){ #nested if stmt to see if subsequent times are higher than base, thus replacing base with new max (I am seeking max in the time period in this instance) px2<-px #px2 would be the new higher maximum time2<-time #time ass...

...16 de junio de 2017 13:46 Para: Novvier Marco Uscuchagua Cornelio <novvier en outlook.com.pe> CC: r-help-es en r-project.org Asunto: Re: Varios gráficos en una vista en OpenAir Hola, Prueba entonces esto, que sí que funciona... #----------------------- library(openair) library(gridExtra) px1 <- timePlot(mydata, pollutant = "nox") px2 <- timePlot(mydata, pollutant = "no2") print(px1, position=c(0, .50, 1, 1), more=TRUE) print(px2, position=c(0, 0, 1, .50)) #----------------------- Saludos, Carlos Ortega www.qualityexcellence.es<http://www.qualityexcellenc...

...ot;lm" with X1 (bx1=-0.08) to "step" with final 12 Xis including X1 (bx1=--0.43402). I understand that step function is producing partial reg coeff, when all other Xi-s are held constant, but is there any good reason why X1 in a multivariate reg. can become so significant (from lm px1=0.00296 ** to step px1=2.55e-10 ***)? Some of the 44 Xi-s are correlated to each other, but I am hoping that stepwise reg will drop some of those correlated ones. The Xi-s represent variables coded numerically as 0,1,2 to apply a linear regression on them. For example the frequency of X1 is: [1...

Hola Carlos, Me parece que timePlot genera los gráficos en un formato diferente. Al ejecutar grid.arrange genera el siguiente error: Error in gList(list(list(plot = list(formula = value ~ date | default, : only 'grobs' allowed in "gList" Gracias. Atte. Novvier Uscuchagua De: Carlos Ortega [mailto:cof en qualityexcellence.es] Enviado el: viernes, 16 de junio de 2017 12:38

Hi I have the following problem: given x (px1) and S (pXp positive definite), find y such that y_i<=0 (i=1..p) minimizing the mahalanobis distance (x-y)'S^{-1}(x-y). Has anyone worked on this problem? Tips or R code would be appreciated. David ____________________ David Edwards Principal scientist Biostatistics Novo Nordisk A/S No...

I am having a problem with the package SSPIR. The code below illustrates it. I keep getting the message: "Error in y - f : non-conformable arrays." I tried to tweak the code below in many different ways, for example, substituting rbind for cbind, and sometimes I get a different error message, but I could not find a variation of this code that would work. Any help will be greatly

Greetings, 1) Is there a nice way of extracting the variance estimates from an lme fit? They don't seem to be part of the lme object. 2) In a series of simulations, I am finding that with ML fitting one of my random effect variances is sometimes being estimated as essentially zero with massive CI instead of the finite value it should have, whilst using REML I get the expected value. I guess