Displaying 7 results from an estimated 7 matches for "varp".
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2006 Sep 11
1
graphics: y limit on xyplot
...axs = axs) :
improper length of lim
I get the same error if I use ylim.
library(lattice)
trellis.device(col = FALSE, theme = lattice.getOption("col.whitebg"))
name <- "Variable name"
symbols <- c(1,2,3,4,5,6,7,8,9)
patientp <- c(1,2,3,4,5,6,7,8,9,1,2,3,4,5,6,7,8,9)
varp <-
c(826,119,168,90,572,323,122,10,42,900,250,180,120,650,400,130,12,33)
visitp <- c(1,1,1,1,1,1,1,1,1,3,3,3,3,3,3,3,3,3)
yall <- c(varp,varl,varm,varh)
ylimit <- max(yall)*1.1
xyplot(varp ~ visitp,
xlab = "Visit",
ylab = name,
group = patie...
2010 Sep 13
24
[Bug 30158] New: nouveau fails to display on external monitor
...Product: xorg
Version: unspecified
Platform: x86-64 (AMD64)
OS/Version: Linux (All)
Status: NEW
Severity: normal
Priority: medium
Component: Driver/nouveau
AssignedTo: nouveau at lists.freedesktop.org
ReportedBy: varp-b at gmx.de
QAContact: xorg-team at lists.x.org
Hello,
I have an IBM/Lenovo Thinkpad W701. It has a NVIDIA Quadro FX 3800M built in. I
did a fresh install out of the box on a clean system with Ubuntu 10.04 64-bit.
As long as I am using the internal laptops monitor everything is fine and...
2006 May 12
4
Title of page with multiple plots
...ts on a page, and I would like to have all four
plots share a common title. I have tried the following code, but the
title is centered over the fourth graph and not centered across all four
plots. Does anyone have any suggestions?
R 2.1.1
windows xp
oldpar<-par(mfcol =c(1,4),ask=TRUE)
plot(p,varp)
plot(p,SEp)
plot(p,CVp)
plot(p,ppval)
title(paste("P and 95%CI for a sample size of",n,"subjects."))
Thanks,
John
John Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
Baltimore VA Medical Center GRECC and
University of Maryland School of Medicine Claude Pepper OAIC...
2004 Dec 21
3
R code for var-cov matrix given variances and correlations
Dear list members,
Where can I find code for computing the p*p variance-covariance
matrix given a vector of p variances (ordered varA, varB, ...,
varp) and a vector of all possible correlations (ordered corAB,
corAC, ..., corp-1,p)?
I know that the covariance between 2 variables is equal to the
product of their correlation and their standard deviations:
corAB * varA^.5 * varB^.5
and so:
covAB <- function(corAB, varA, varB) {
corAB * va...
2008 Dec 24
1
Driver removal notification: al175
Hi Kirill,
just to notify you that your al175 driver is being removed from the
NUT tree, as of 2.4.0-pre1.
if you wish to see it entering the tree again, please contact the
Development mailing list to talk about it.
Merry Christmas and happy New Year.
Arnaud
--
Linux / Unix Expert R&D - Eaton - http://www.eaton.com/mgeops
Network UPS Tools (NUT) Project Leader -
2017 Oct 18
0
warning spam in the logs after tiering experiment
forgot to mention Gluster version 3.10.6
On 18 October 2017 at 13:26, Alastair Neil <ajneil.tech at gmail.com> wrote:
> a short while ago I experimented with tiering on one of my volumes. I
> decided it was not working out so I removed the tier. I now have spam in
> the glusterd.log evert 7 seconds:
>
> [2017-10-18 17:17:29.578327] W [socket.c:3207:socket_connect] 0-tierd:
2017 Oct 18
2
warning spam in the logs after tiering experiment
a short while ago I experimented with tiering on one of my volumes. I
decided it was not working out so I removed the tier. I now have spam in
the glusterd.log evert 7 seconds:
[2017-10-18 17:17:29.578327] W [socket.c:3207:socket_connect] 0-tierd:
Ignore failed connection attempt on
/var/run/gluster/2e3df1c501d0a19e5076304179d1e43e.socket, (No such file or
directory)
[2017-10-18