search for: ubr

...en the most adequate distribution. I don't have presence/absence data (0/1) but I do have a rate which values vary between 0 and 1. This means the response variable is continuous even if within a limited interval. Should i use binomial? Secondly, in the numerical output i get negative values of UBRE score. I would like to know if one should consider the lowest absolute value or the lowest real value to select the best model. Thank you in advance for your help. Marina _________________________________________________________________ s. It's easy! aspx&mkt=en-us [[alternative HTML...

hello to everybody: I would to know with ranges of GCV or UBRE values can be considered as adequate to consider a GAM as correct Thanks in advance -- David Nogu?s Bravo Functional Ecology and Biodiversity Department Pyrenean Institute of Ecology Spanish Research Council Av. Monta?ana 1005 Zaragoza - CP 50059 976716030 - 976716019 (fax)

...can check out patch I created to fix this issue. I just added 2 extra structures to remove anonymous structs inside connection_status_t and node_status_t. Patch is here: ftp://borg.uu3.net/pub/unix/tinc/tinc.patch Attaching it as well. Regards, Borg -------------- next part -------------- diff -ubr tinc-1.0.8/src/connection.h tinc-1.0.8.my/src/connection.h --- tinc-1.0.8/src/connection.h Thu Aug 10 00:27:26 2006 +++ tinc-1.0.8.my/src/connection.h Thu Sep 25 10:25:12 2008 @@ -32,8 +32,7 @@ #define OPTION_TCPONLY 0x0002 #define OPTION_PMTU_DISCOVERY 0x0004 -typedef union connection_status_...

...2002-09-10 14:22:06.000000000 +1000 @@ -437,6 +437,7 @@ edf<-array(0,m) # estimated degrees of freedom ddiag<-array(0,3*m) # array for diagonostics idiag<-array(0,3) # array for diagnostics + hat<-array(0,n) # array for diagnostics Vp[1,1]<-1.0 M$gcv.ubre<-1.0; direct.mesh<-100 # number of points for overall s.p. initial direct search @@ -448,7 +449,8 @@ as.integer(n),as.integer(q),as.integer(C.r),as.double(M$sig2),as.double(Vp), as.double(edf),as.double(M$conv.tol),as.integer(M$max.half),as.double(ddiag) , as.integer(idiag),as....

Qusetion #1 ********* Model selection in GAM can be done by using: 1. step.gam {gam} : A directional stepwise search 2. gam {mgcv} : Smoothness estimation using GCV or UBRE/AIC criterion Suppose my model starts with a additive model (linear part + spline part). Using gam() {mgcv} i got estimated degrees of freedom(edf) for the smoothing splines. Now I want to use the functional form of my model taking estimated degrees of freedoms in step.gam() {gam} to search a bet...

...e and compile. To use: First run "ssh-add -k" to add the key to the kernel keyring and then use ssh as usual...it will use any ssh keys it finds in the kernel keyring. Feedback and flames welcome. Regards, David H?rdeman david at 2gen.com -------------- next part -------------- diff -ubr -x configure openssh-4.1p1/config.h.in openssh-4.1p1-hacked/config.h.in --- openssh-4.1p1/config.h.in 2005-05-25 14:26:09.000000000 +0200 +++ openssh-4.1p1-hacked/config.h.in 2005-07-25 23:18:17.000000000 +0200 @@ -694,6 +694,9 @@ /* Define to 1 if you have the <libgen.h> header file. */ #u...

...-18.47 < 2.22e-16 Approximate significance of smooth terms: edf chi.sq p-value s(DUSTM) 6.605 16.738 0.01515 s(TEMP) 2.47 5.253 0.10705 s(RH) 1 1.5727 0.20981 R-sq.(adj) = 0.0202 Deviance explained = 2.35% UBRE score = 0.0031294 Scale est. = 1 n = 1692 I would like to know the relative risk. I don't know the command. Please, can anybody help me to get the relative risk. I am grateful for the help. Joseph E. Gomez [[alternative HTML version deleted]]

...8 0.524 0.6 Approximate significance of smooth terms: edf Est.rank Chi.sq p-value s(be) 1.000 1 0.100 0.751 s(crr) 3.929 8 0.380 1.000 s(ch) 6.820 9 0.396 1.000 s(home) 1.000 1 0.314 0.575 R-sq.(adj) = 1 Deviance explained = 100% UBRE score = -0.81413 Scale est. = 1 n = 148 Is this a perfect fit with no statistical significance, an over-estimating or what???? It seems that the significance of the smooths terms is "null". Of course with such a model i predict perfectly presence / absence of species. Again, i...

...of the mgcv package since this model selection idea is covered in several texts and also implemented in S-plus (and may be OK for truly nested models). And even if it's been decided that this functionality is not wanted in mgcv, perhaps another function comparing several models by the GCV/UBRE score and other useful statistics can be implemented? 3. Some authors [1, 2] suggests pointwise estimation of odds ratios and corresponding confidence intervals based on the smooth terms in a GAM. Maybe something for mgcv? [1] Figueiras, A. & Cadarso-Su?rez C. (2001) "Application of No...

Hi, Is it possible to compare two GAM objects created with the gam() function from the mgcv package. I use a slightly modified version of anova.glm() named anova.gam(), modified from John Fox (2002). It often gives me some aberant responses, especially with "F" test. I use a quasibinomial model and scale (dispersion) is calculated and used in the calculation of the F value. Does someone

Hi, I am fairly new to GAM and started using package mgcv. I like the fact that optimal smoothing is automatically used (i.e. df are not determined a priori but calculated by the gam procedure). But the mgcv manual warns that p-level for the smooth can be underestimated when df are estimated by the model. Most of the time my p-levels are so small that even doubling them would not result

...ion of the package file is: Package: mgcv Version: 1.0-8 Author: Simon Wood Maintainer: Simon Wood Title: Multiple smoothing parameter estimation and GAMs by GCV Description: Routines for GAMs and other generalized ridge regression with multiple smoothing parameter selection by GCV or UBRE. Also GAMMs by REML or PQL. Includes a gam() function. Priority: recommended Depends: R (>= 1.9.0), nlme (>= 3.1-40), MASS (>= 7.1-11) License: GPL version 2 or later Packaged: Wed May 26 11:17:05 2004; simon Is the error a result of something I can't see in the format o...

...************************************** I'm not really a human, but I play one on earth. *************************************** Karel Du?ek email: mailto://karel.dusek@duhovy.net ICQ#: 1 498 454 721 Skype me: callto://kargeek *********************************** http://www.harpia.cz Ubr?n?te se napaden? bez rizika pr?vn?ch komplikac? http://www.3dpraha.cz Neoby?ejn? reklamn? servis http://www.presidentcs.cz M?da pro osobnosti http://www.dobravune.cz V?n? pro du?i -------------- next part -------------- A non-text attachment was scrubbed... Name: karel.dusek.v...

hello, I am looking for a step() function for GAM's. In the book Statistical Computing by Crawley and a removal of predictors has been done "by hand" model <- gam(y ~s(x1) +s(x2) + s(x3)) summary(model) model2 <- gam(y ~s(x2) + s(x3)) # removal of the unsignificant variable #then comparing these two models if an significant increase occurs. anova(model, model2,

Hi, I'm adjusting a binomial gam and I use the inverse variance of each proportion as weights in the gam function (it's a model for the sex ratio of hake). My doubt is what are these weights doing ? I get a negative UBRE and if I use GCV the scale parameter is close to 0 ... Regards EJ

...Approximate significance of smooth terms: edf Ref.df Chi.sq p-value s(fgha$wspd) 8.732 9.232 23.87 0.00518 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 R-sq.(adj) = 0.0991 Deviance explained = 8.85% UBRE score = 0.18451 Scale est. = 1 n = 1167 William Vincent 07979745433 [[alternative HTML version deleted]]

I received an assignment that I have to do in R, but I'm absolutely not very good at it. The task is the following: http://www.nabble.com/file/p22804957/question8.jpg To do this, we also get the following pieces of code (not in correct order): http://www.nabble.com/file/p22804957/hints.jpg I'm terrible at this and I'm completely stuck. The model I chose can be found in here:

...family=poisson) y[i,1]<-i y[i,2]<-summary(testdf)$p.coeff[2] ll<-summary(testdf)$p.coeff[2]-1.96*summary(testdf)$se[2] ul<-summary(testdf)$p.coeff[2]+1.96*summary(testdf)$se[2] y[i,3]<-ll y[i,4]<-ul y[i,5]<-(testdf)$gcv.ubre } y pacf(residuals(testdf),lag.max=90) The partial autocorrelation of the model residuals at lag 0 and some subsequent lags is large, thus I want to include autoregressive models to remove this correlation. In environmental epidemiology there are some suggestions on how to choose the best...

...c-1.0.3/src/flac/file.c 2002-08-13 08:25:38 -0400 @@ -27,6 +27,7 @@ #endif #ifdef __CYGWIN__ #include <io.h> /* for _setmode(), O_BINARY */ +#include <fcntl.h> #endif #include <sys/stat.h> /* for stat(), maybe chmod() */ #include <string.h> /* for strrchr() */ diff -ubr orig/flac-1.0.3/src/libFLAC/file_decoder.c flac-1.0.3/src/libFLAC/file_decoder.c --- orig/flac-1.0.3/src/libFLAC/file_decoder.c 2002-06-14 02:36:16 -0400 +++ flac-1.0.3/src/libFLAC/file_decoder.c 2002-08-13 08:23:29 -0400 @@ -26,6 +26,7 @@ #include <fcntl.h> /* for _O_BINARY */ #elif...

...************************************** I'm not really a human, but I play one on earth. *************************************** Karel Du?ek email: mailto://karel.dusek@duhovy.net ICQ#: 1 498 454 721 Skype me: callto://kargeek *********************************** http://www.harpia.cz Ubr?n?te se napaden? bez rizika pr?vn?ch komplikac? http://www.3dpraha.cz Neoby?ejn? reklamn? servis http://www.presidentcs.cz M?da pro osobnosti http://www.dobravune.cz V?n? pro du?i -------------- next part -------------- A non-text attachment was scrubbed... Name: karel.dusek.v...