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...t;,survname="fail tm12", censname="failcens") Warning message: Loglik converged before variable 2 ; beta may be infinite. in: fitter(X, Y, strats, offset, init, control, weights = weights, > ## warnings are just warnings when options()$warn=0: > lapply(qq,class) $cph.x1x2 [1] "coxph" $cph.x1x2.int [1] "coxph" > qq <- FitModels(vnames=c("cd3ncd56p","adrpcd8p"),dframe="ALLmth12",survname="failt m12", censname="failcens") Warning message: Loglik converged before variable 1 ; beta may be infi...

...ll, I am trying to convert the following piece of matlab code to R: XX1 = sum(w(:,ones(1,N1)).*X1.*X1,1); #square the elements of X1, weight it and repeat this vector N1 times XX2 = sum(w(:,ones(1,N2)).*X2.*X2,1); #square the elements of X2, weigh and repeat this vector N2 times X1X2 = (w(:,ones(1,N1)).*X1)'*X2; #get the weighted 'covariance' term XX1T = XX1'; #transpose z = XX1T(:,ones(1,N2)) + XX2(ones(1,N1),:) - 2*X1X2; #get the squared weighted distance which is basically doing: z=(X1-X...

...are- -------------------------------------- > options(prompt=" R > " ) R > leafbrn1<-read.table("c:\\leafbrn.txt",header=T) R > leafbrn.data1<-data.frame(leafbrn1) R > attach(leafbrn.data1) R > x1sq<-x1^2;x2sq<-x2^2;x3sq<-x3^2;x1x2<-x1*x2;x1x3<-x1*x3;x2x3<-x2*x3; R > leafbrn <- cbind(leafbrn1,x1sq,x2sq,x3sq,x1x2,x1x3,x2x3) R > detach(leafbrn.data1) R > leafbrn.data<-data.frame(leafbrn) R > attach(leafbrn.data) R > X<-cbind(x1,x2,x3,x1sq,x2sq,x3sq,x1x2,x1x3,x2x3) R >...

Hi, I am tring to write a loop to compute this, ========================== x1=c( rep(-1,4), rep(1,4) ) x2=c( rep(c(-1,-1,1,1),2) ) x3=c( rep(c(-1,1),4) ) x1*x2 x1*x3 x2*x3 ======================== suppose i have x1,x2,x3 i want to compute their ' two factor interactions', x1x2,x1x3 and x2x3, I wrote ======================== for(i in 1:2){ for( j in i+1:3){ xij=c() xij=xi*xj } } ======================== it did not seem to recognize xi and xj is there any suggestion? it would be wonderful if there exists a single command that i can use My ultimate aim is to find the...

Hi, Does anyone know what the distribution for the product of two correlated normal? Say I have X~N(a, \sigma1^2) and Y~N(b, \sigma2^2), and the \rou(X,Y) is not equal to 0, I want to know the pdf or cdf of XY. Thanks a lot in advance. yu [[alternative HTML version deleted]]

...y, each number represents a year, and I want each comparison to only be listed once, the difference between the 1st year the sample was taken and then 2nd year the sample was taken. (This would probably entail just taking a portion of the matrix.) . This is what the result would be difftype value x1x2 x1x3 x1x4 x1x5 x2x3 x2x4 x2x5 x3x4 x3x5 x4x5 Thank you for any help you can give me. -- View this message in context: http://r.789695.n4.nabble.com/how-to-create-a-substraction-matrix-subtract-a-row-of-every-column-from-the-same-row-in-other-column-tp4642949.html Sent from the R help ma...

Dear list I need your help: Execuse me for my limited R knowledge. #example data set set.seed (134) lm=c(1:4) block = c(rep(lm,6)) gen <- c(rep(1, 4), rep(2, 4), rep(3, 4), rep(4, 4),rep(5, 4),rep(6, 4)) X1 = c( rnorm (4, 10, 4), rnorm (4, 12, 6), rnorm (4, 10, 7),rnorm (4, 5, 2), rnorm (4, 8, 4), rnorm (4,7, 2)) X2 = X1 + rnorm(length(X1), 0,3) yvar <- c(X1, X2) X <- c(rep( 1,

...R console, the function runif gets "reset" to some initial value. For example... In a NEW R console, enter the following: x1 <- runif(1000, -1, 1) x2 <- runif(1000, -1, 1) x1[1:5] x2[1:5] objectsToSave <- c("x1", "x2") filename <- "C:\\Documents\\x1x2file.Rdata" save(list=objectsToSave, file=filename, envir = parent.frame()) Then in a different NEW R console, enter this: x3 <- runif(1000, -1, 1) x4 <- runif(1000, -1, 1) x3[1:5] x4[1:5] # For me, the values look identical to x1 and x2, but let's check by loading the x1x2 file...

If I want to find out the soltion of X1,X2 that min(3X1+2X2+X1X2) subject to 20<=X1+3X2<=50 10<=X1 which function or package can I use? Thanks.

...) 1 3822.000 33970 2 3819.535 33921 2.465 49 2.2257 0.09578 . --- Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 > anova(EqQuad,EqGamAS,test="F") Analysis of Deviance Table Model 1: y2 ~ x1 + x1sq + x2 + x2sq + x1x2 + X Model 2: y2 ~ s(x1) + s(x2) + X Resid. Df Resid. Dev Df Deviance F Pr(>F) 1 3819.00000 33955 2 3819.53502 33921 -0.53502 34 Model 1: y2 ~ s(x1) + s(x2) + X Model 2: y2 ~ X + s(x1, x2) Resid. Df Resid. Dev Df Deviance...

Hello, I am running polychoric correlations on a dataset composed of 12 ordinal and binary variables (N =384), using the polycor package. One of the association (between 2 dichotomous variables) is very high using the 2-step estimate (0.933 when polychoric run only between the two variables; but 0.801 when polychoric run on the 12 variables). The same correlation run with ML estimate returns a

Hello, I am using R to train a logistic regression model and save the resulting model to disk. I am then subsequently reloading these saved objects, and using predict.glm on them in order to make predictions about single-row data frames that are generated in real-time from requests arriving at an HTTP server. The following code demonstrates the sort of R calls that I have in mind: > cases

...) 1 3822.000 33970 2 3819.535 33921 2.465 49 2.2257 0.09578 . --- Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 > anova(EqQuad,EqGamAS,test="F") Analysis of Deviance Table Model 1: y2 ~ x1 + x1sq + x2 + x2sq + x1x2 + X Model 2: y2 ~ s(x1) + s(x2) + X Resid. Df Resid. Dev Df Deviance F Pr(>F) 1 3819.00000 33955 2 3819.53502 33921 -0.53502 34 Model 1: y2 ~ s(x1) + s(x2) + X Model 2: y2 ~ X + s(x1, x2) Resid. Df Resid. Dev Df Deviance...