Displaying 20 results from an estimated 1000 matches similar to: "Iterative Proportional Fitting, use"
2009 Jan 14
1
loglm fitting
Dear all,
sorry to bother you all with this but I've been trying to use the loglm in
MASS package (v2.8.0) and cannot get any sensible output.
I'm wondering am I doing something very foolish or missing something
obvious.
For example, I tried the documentation help(loglm) example - here's the
code
# Case 1: frequencies specified as an array.
sapply(minn38,
2008 Nov 28
1
confidence interval for glm
Hi all,
simple Q:
how do I extract the upper and lower CI for predicted probabilities
directly for a glm - I'm sure there's a one line to do it but I can't find
it.
the predicted values I get with the predict (.. "response")
Thanks
Gerard
**********************************************************************************
The information transmitted is intended only for
2009 Jan 27
2
optim() and ARIMA
dhabby wrote:
Last week I run in to a lot a problems triyng to fit an ARIMA model to a
time series. The problem is that the internal process of the arima
function
call function "optim" to estimate the model parameters, so far so good...
but my data presents a problem with the default method "BFGS" of the
optim
function, the output error looks like this:
2008 Dec 22
2
queue simulation
Hi all,
I have a multiple queing situation I'd like to simulate to get some idea of
the distributions - waiting times and allocations etc.
Does R has a package available for this - many years ago there used to be a
language called "simscript" for discrete event simulation and I was
wondering if R has an equivalent (or hopefully with graphics, something
better!).
Apologies if there
2009 May 07
2
Linear least squares fit with errors in both x and y values.
HI,
I'd like to perform a weighted linear least squares fit with R on data
with varying errors on both vectors. I can do this with one axis using
lm, but have no idea where to go from here. I've tried googling, but no
idea. Any suggestions?
Thanks,
James
2009 Jan 13
1
deviance in polr method
Dear all,
I've replicated the cheese tasting example on p175 of GLM's by McCullagh
and Nelder. This is a 4 treatment (rows) by 9 ordinal response (cols)
table.
Here's my simple code:
#### cheese
library(MASS)
options(contrasts = c("contr.treatment", "contr.poly"))
y = c(0,0, 1, 7, 8,8,19, 8,1, 6,9,12,11, 7,6, 1, 0,0, 1,1, 6, 8,23,7,
2009 Feb 03
1
SAS language to R :interview
Dear List,
Please find a frank interview with Phil Rack, creator of Bridge to R (
from both SAS and WPS interfaces).
For those unaware of WPS- it is basically a SAS language compiler
(read SAS code,writes SAS code,Reads and writes SAS datasets) ,priced
at 660 $ a licence ( or estimated 10 times cheaper than Base SAS.
The UK based WPC held, WPS doesnt have advanced statistical facilities
like
2008 Dec 09
2
for loop query
Hi all,
apologies if this is obvious - but I can't see it and would appreciate some
quick help!
the matrix mhouse is 26x3 and I'm computing odds ratios. The simple code
below "should" compute the odds vector for every pair (325) i.e. 26C2 in
cols 1 and 2.
On the first i=1 outer loop the inner j loop runs from 2 to 26 ok and then
I get the error (Error: subscript out of bounds)
2009 Jun 03
2
how can I ordinal regression??
What function and package I use to conduct ordinal regression??
My data is composed 2colums and 180rows.
The first colum indicate level of mass and second colum is intensity.
So, I want to calculate how much intensity are related mass.
[[alternative HTML version deleted]]
2009 Jan 15
1
noise in time series
Hi!
I have two time series. Both measure the same thing and I would like
to determine which one is noisier.
Would it be a good measure of the noise in each time series the
absolute lag difference?
Is this a good measure? Any other measure I could use?
Thanks for help :)
David Riano
Center for Spatial Technologies and Remote Sensing (CSTARS)
University of California
250-N, The Barn
One Shields
2009 Jun 03
1
Validity of Pearson's Chi-Square for Large Tables
Is Pearson's Chi-Square test for contingency tables asymptotically unbiased
for large tables (large degrees of freedom) regardless of the expected
values in each cell? The rule of thumb is that Pearson's Chi-square should
not be used when large numbers of cells have expected values < 5. However,
I compared the results on 4x4 contingency tables for R's chisq.test using
chi-square
2008 Nov 24
1
How to measure the significant difference between two time series
Dear R experts and statisticians,
I have some time series datasets, they are several years vegetation indices (about 50 data points per year) sampled from different station. These indices have similar dynamics with seasonal change.
My questions are,
1) How can I compare the difference among the indices, and how can I say there is significant differnce between two time series. They
2009 Jun 15
4
books on Time series
Dear list fellows,
I want to study time series and use R to analyse time series of fishing
data from several species (landings and cpue) investigating the
correlation between them and with environmental factors (water
temperature, wind, etc.).
Searching at Amazon I found three books with examples in R:
Time Series Analysis: With Applications in R by Jonathan D. Cryer and
Jonathan D. Cryer
2008 Dec 04
2
Simulating underdispersed counts
Hello,
Anyone who knows a fast and accurate algorithm for generating draws from an underdispersed Poisson distribution. Or even better, if there is a package containing such an implementation.
Thanks
Rene
2009 Feb 03
3
Problem about SARMA model forcasting
Hello, Guys:
I'm from China, my English is poor and I'm new to R. The first message I sent to R help meets some problems, so I send again.
Hope that I can get useful suggestions from you warm-hearted guys.
Thanks.
I builded a multiplicative seasonal ARMA model to a series named "cDownRange".
And the order is (1,1)*(0,1)45
The regular AR=1; regular MA=1; seasonal AR=0; seasonal
2008 Dec 22
2
AR(2) coefficient interpretation
I am a beginner in using R and I need help in the interpretation of AR result
by R. I used 12 observations for my AR(2) model and it turned out the
intercept showed 5.23 while first and second AR coefficients showed 0.40 and
0.46. It is because my raw data are in million so it seems the intercept is
too small and it doesn't make sense. Did i make any mistake in my code? My
code is as follows:
2008 Dec 11
2
Validity of GLM using Gaussian family with sqrt link
Dear all,
I have the following dataset: each row corresponds to count of forest floor small mammal captured in a plot and vegetation characteristics measured at that plot
> sotr
plot cnt herbc herbht
1 1A1 0 37.08 53.54
2 1A3 1 36.27 26.67
3 1A5 0 32.50 30.62
4 1A7 0 56.54 45.63
5 1B2 0 41.66 38.13
6 1B4 0 32.08 37.79
7 1B6 0 33.71 30.62
2005 Apr 23
1
question about about the drop1
the data is :
>table.8.3<-data.frame(expand.grid( marijuana=factor(c("Yes","No"),levels=c("No","Yes")), cigarette=factor(c("Yes","No"),levels=c("No","Yes")), alcohol=factor(c("Yes","No"),levels=c("No","Yes"))), count=c(911,538,44,456,3,43,2,279))
2009 Feb 26
9
Inefficiency of SAS Programming
If anyone wants to see a prime example of how inefficient it is to
program in SAS, take a look at the SAS programs provided by the US
Agency for Healthcare Research and Quality for risk adjusting and
reporting for hospital outcomes at
http://www.qualityindicators.ahrq.gov/software.htm . The PSSASP3.SAS
program is a prime example. Look at how you do a vector product in the
SAS macro
2011 Aug 26
3
Text cut off
I'm running wine 1.3.5 on ubuntu 11.04. The application TestGen displays some text normally, but much of it is cut off. The leftmost letters display, but the rest of the letters are often not displayed. I've tried running the program as different versions of windows, but the display doesn't change.
[Image: http://dl.dropbox.com/u/1218559/Screenshot-Preferences.png ]