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Hallo, I would like to add the marginal distributions along the X and the Y axis to a scatter plot. Can anybody help me, please? Thank you, Paolo -- Paolo Bulla Istituto di Metodi Quantitativi Universit?? "L. Bocconi" viale Isonzo 25 20136 Milano paolo.bulla at unibocconi.it

...m. I also tried with a source code in R-2.1.1.tar but I think that there is some problem concerning the new version of gcc (4.x), so I downgraded it to gcc 3.4.5 but it does not work either. Could anyone help me with this installation, please? Thanks, Paolo -- Paolo Bulla Istituto di Metodi Quantitativi Universit?? "L. Bocconi" Tel. +39 02.5836.5651 viale Isonzo 25 20136 Milano paolo.bulla at unibocconi.it

...seful for me the "qmvnorm" comand, but I see that it can compute only quantile for equicoordinate. Is it possible to have a curve (or a set of values) if we don't want equicoordinates? Thank you Best regards Antonio. -- Antonio Lucadamo, Dipartimento di Scienze Economiche e Metodi Quantitativi Universit? del Piemonte Orientale "A. Avogadro" via Perrone, 18 - 28100 Novara fax: +39 0321 375305 phone: +39 0321 375338 mobile phone: +39 3385973881 skype contact: antonio.lucadamo

...build with this package can be equivalent to an Union Intersection Test. I used different value for the t-statistic but I can not find the right equivalence. Does someone know how to choose the right value? Thanks a lot. Antonio -- Antonio Lucadamo, Dipartimento di Scienze Economiche e Metodi Quantitativi Universit? del Piemonte Orientale "A. Avogadro" via Perrone, 18 - 28100 Novara fax: +39 0321 375305 phone: +39 0321 375338 mobile phone: +39 3385973881 skype contact: antonio.lucadamo

...e used. In particular I'd like to have look to the source code that works out the best split for un unordered predictor. Does anyone can suggest me which functions in the sources I should consider ? Any input would be highly appreciated. Thank you Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105

...le temp <- cumsum(y*wt)[-n] left.wt <- cumsum(wt)[-n] right.wt <- sum(wt) - left.wt lmean <- temp/left.wt rmean <- -temp/right.wt goodness <- (left.wt*lmean^2 + right.wt*rmean^2)/sum(wt*y^2) list(goodness= goodness, direction=sign(lmean)) } } Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca P.zza dell'Ateneo Nuovo, 1 20126 Milano Italy e-mail paolo.radaelli a unimib.it

...*** [indices] Error 1 make[1]: *** [all] Error 2 make: *** [pkg-dlm] Error 2 *** Installation of dlm failed *** Does anybody please have suggestions? If relevant, the source package was downloaded from a unix server using cvs+ssh Thanks a lot, best, Sonia -- Sonia Petrone Istituto di Metodi Quantitativi Universit?? Bocconi Viale Isonzo 25 20135 Milano, Italia.

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Dear R users, I'm using the rpart package to build classification trees. I'm interested in implementing the ordered Twoing as a splitting criterion. Does anyone have experience with this task ? Thank you for your help Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105

...rpart.s and rpart.class.s but it is quite hard for me to understand which part of the code I should include in definining my own eval and init functions. Does anyone can suggest me how to proceed ? Any input would be highly appreciated. > Thank you Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105

...nto 10 groups and, as before, the xerror is computed by averaging the erorrs one gets in predicting the class of a group of obs by the tree obtained with the others 9 ? xstd is the standard deviation of this errors ? Thank you for your help Paolo Radaelli Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105 begin included message a.. begin included message I'm having a...

...er of times that the cross-validation is performed. Am I right ? If so, how many subsets compose the learning sample when performing one of the xval cross-validations ? Is it a 10-fold cross-validation repeated xval=10 times ? Thank you for your help Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca degli Arcimboldi, 8 20126 Milano Italy e-mail paolo.radaelli at unimib.it Tel +39 02 6448 3163 Fax +39 02 6448 3105