similar to: Plotting questions

Hey I'm not really sure what I should put on here, but I am having trouble with my R code. I am trying to get the p-values, R^2s etc for a number of different groups of variables that are all in one dataset. This is the code: #Stand counter st<-1 #Collections stands<-numeric(67) slopes<-numeric(67) intercepts<-numeric(67) mses<-numeric(67) rsquares<-numeric(67)

Dear all, I am stuck on the following problem with integrate(). I have been out of luck using RSiteSearch().. My function is g2<-function(b,theta,xi,yi,sigma2){ xi<-cbind(1,xi) eta<-drop(xi%*%theta) num<-exp((eta + rep(b,length(eta)))*yi) den<- 1 + exp(eta + rep(b,length(eta))) result=(num/den)*exp((-b^2)/sigma2)/sqrt(2*pi*sigma2)

Dear list, There is, I believe, a minor typo in the example section of influence.measures.Rd. In the final example the word `does` appears where I suspect `dose` is required: I couldn't remember exactly what format patches should be in, so here is one as diff would produce: Index: devel/src/library/stats/man/influence.measures.Rd

I have a general question about coefficients estimation of the mixed model. I simulated a very basic model: Y|b=X*\beta+Z*b +\sigma^2* diag(ni); b follows N(0,\psi) #i.e. bivariate normal where b is the latent variable, Z and X are ni*2 design matrices, sigma is the error variance, Y are longitudinal data, i.e. there are ni

Hi, FWIW: /* Taken from R/src/main/unique.c */ static int requal(SEXP x, int i, SEXP y, int j) { if (i < 0 || j < 0) return 0; if (!ISNAN(REAL(x)[i]) && !ISNAN(REAL(y)[j])) return (REAL(x)[i] == REAL(y)[j]); else if (R_IsNA(REAL(x)[i]) && R_IsNA(REAL(y)[j])) return 1; else if (R_IsNaN(REAL(x)[i]) && R_IsNaN(REAL(y)[j])) return 1;

Hi - I have a likelihood function that involves sums of two possions: L = a*dpois(Xi,theta1)*dpois(Yi,theta2)+b*(1-c)*a*dpois(Xi,theta1+theta3)*dpois(Yi,theta2) where a,b,c,theta1,theta2,theta3 are parameters to be estimated. (Xi,Yi) are observations. However, Xi and Yi are usually big (> 20000). This causes dpois to returns 0 depending on values of theta1, theta2 and theta3. My first

Dear All, I am starting to use the tikzDevice package, but I am experiencing some (minor problems). If I try to run the script at the end of the email, I get the following error Error in tools::texi2dvi("normal.tex", pdf = T) : Running 'texi2dvi' on 'normal.tex' failed. Messages: sh: /usr/bin/texi2dvi: not found How do I install the missing texi2dvi? I found some

Hi R users, I have some data points (Xi, Yi), and they may follow such a pattern Yi = cCOS(Xi) + d, how to find the c and d in R? which function to use? Also, how to get the R2 and p value for this correlation? Thanks for any kind of help. [[alternative HTML version deleted]]

Hello All, Despite my preference for reporting confidence intervals, I need to obtain a p-value for a hypothesis test in the context of regression using bootstrapping. I have read John Fox's chapter on bootstrapping regression models and have consulted Efron & Tibshirani's "An Introduction to the Bootstrap" but I just wanted to ask the experts here for some feedback to make

Dear R users, I have two coloumns of data, say x and y, referring to a list of points in 2D space. I am trying to develop a code that will give me the distances (using Pythagoras) between consecutive points (xi,yi) and (xi+1,yi+1). So far I have come up with the following: for (i in 1:length(x)) d<-sqrt((x[i+1]-x[i])^2+(y[i+1]-y[i])^2) For example, if I use the two points (note, I have

Start with the lm() function; i.e., see ?lm -Don -- Don MacQueen Lawrence Livermore National Laboratory 7000 East Ave., L-627 Livermore, CA 94550 925-423-1062 On 6/14/17, 3:40 PM, "R-help on behalf of lily li" <r-help-bounces at r-project.org on behalf of chocold12 at gmail.com> wrote: Hi R users, I have some data points (Xi, Yi), and they may follow such a

Hi, I was wondering how to specify the number of decimal numbers in my computation using R? I have too many decimal numbers for my result, when I convert them to string with as.character, the string will be too long. Thanks and regards! -- View this message in context: http://www.nabble.com/specify-the-number-of-decimal-numbers-tp23538852p23538852.html Sent from the R help mailing list archive at

Dear All, I spent an entire evening in debugging a small, fairly simple program in R - without success. It was my Guru in Bayesian Analysis, Thomas Fridtjof, who was able to diagonose the problem. He said that it took a long time for him also to locate the problem. This program illustrates in some ways the shortcomings of the error messages that R responds with. In this case, it was quite

Hi, I'm having a problem using LME and hopefully I can get some help. Here is what I'm doing: I have a model like this: yi = alpha + theta * xi + beta * zi + error, errors are normally distributed mean 0, var sigma^2 xi and zi are generated from normal distributions within a specified range. True values of alpha, theta, beta and sigma^2 are chosen with a specific mean and variane

Hi There, I have a set of data (xi,yi).I want to fit them with the equation y=mx. note: in the above equation, there is no intercept. I don't know how to use common software such as R , matlab, sas, or spss to do this kind of regression. Does anyone know how to do this? I know it is easy to use least square method to do this by programming. But I want to find if there exists some common

Hello, I want to model my data with the following model: Y1=X1*coef1+X2*coef2 Y2=X1*coef2+X2*coef3 Note: coef2 appears in both lines Xi, Yi is input versus output data respectively How can I do this in R? I got this far: lm(Y1~X1+X2,mydata) now how do I add the second line of the model including the cross dependency? Your help is greatly appreciated! Cheers, Bastiaan

Thanks. I thought lm() function is for linear model, such as the correlation below: Y= aX + b On Wed, Jun 14, 2017 at 5:25 PM, MacQueen, Don <macqueen1 at llnl.gov> wrote: > Start with the lm() function; i.e., see > > ?lm > > -Don > > -- > Don MacQueen > > Lawrence Livermore National Laboratory > 7000 East Ave., L-627 > Livermore, CA 94550 >

Hi, I am using the uniroot function in order to carry out a bivariate Monte Carlo simulation using the logistics model. I have defined the function as: BV.FV <- function(x,y,a,A) (((x^(-a^-1)+y^(-a^-1))^(a-1))*(y^(a-1/a))*(exp(-((1^(-a^-1)+y^(-a^-1))^a)+y^-1)))-A and the procedure is as follows: Randomly generate values of A~(0,1), y0 = -(lnA)^-1 Where: A=Pr{X<xi|Y=yi-1} and a is the

Hello, Can anyone give me some suggestion in term of calculating the sum below. Is there a function in R that can help doing it faster? x1, x2, ...xn where xi can be 0 or 1. I want to calculate the following: sum{ beta[a+sum(xi), b+n-sum(xi) ]* [ (1-x1)dnorm(0,1)+x1dnorm(2,1) ]* [ (1-x2)dnorm(0,1)+x2dnorm(2,1) ]* ...* [ (1-xn)dnorm(0,1)+xndnorm(2,1) ] } The sum in the beginning is over all

Dear users, I am trying to show the equation (including coefficients from the model estimates) for a gam model but do not understand how to. Slide 7 from one of the authors presentations (gam-theory.pdf URL: http://people.bath.ac.uk/sw283/mgcv/) shows a general equation log{E(yi )} = ?+ ?xi + f (zi ) . What I would like to do is put my model coefficients and present the equation used. I am an