similar to: How to make 'step' faster?

Dear all, I am "still" fairly new to R and newer still to linux (opensuse). I want to install a package called "FEAR" from "http://www.clemson.edu/economics/faculty/wilson/Software/FEAR/fear-download.html". So, I downloaded the tar.gz file called "FEAR-linux-64bit-2.6.16.60-0.21-smp.tar.gz" and it is in the directory "/home/sambit/Downloads"

Hi Everybody! I must start with a declaration that I am a sparse user of R. I am creating a credit scorecard using a dataset which has a variable depicting actual credit history (good/bad) and 41 other variables of yes/no type. The procedure I am asked to follow is to use a penalized logistic procedure for variable selection. I have located the package "glmnet" which gives the complete

Dear R fans, I am trying to do step-wise linear regression using the F-test to decide which variables to admit. Ewout Steyerberg suggests using the F-test for this purpose. I first build a model using no variables using lm(y ~ 1) and then using one variable that is a strong predictor using lm(y ~ x). When I call var.test on these two models, I do not get a significant p-value—0.07. But a

Dear list, I wanna select the significant variables relative to bird distribution, using stepwise method. However, the result is always the best-fit model. Please kindly suggest if it is possible to show the selection process. Thank you Elaine [[alternative HTML version deleted]]

Hi, I am trying to understand the alternative methods that are available for selecting variables in a regression without simply imposing my own bias (having "good judgement"). The methods implimented in leaps and step and stepAIC seem to fall into the general class of stepwise procedures. But these are commonly condemmed for inducing overfitting. In Hastie, Tibshirani and Friedman

Thierry, I have this: if (require(MatrixModels) && require(Matrix)) { X <- model.Matrix(Terms, m, contrasts, sparse = TRUE) in my function rqss() I've tried variants of requireNamespace too without success. If I understand properly model.Matrix is from MatrixModels but it calls sparse.model.matrix which is part of Matrix, and it is the latter function that I'm not

I'm having trouble with R CMD check of my quantreg package. All is well until I get to: checking running R code from vignettes ... ?rq.Rnw? ... failed ERROR Errors in running code in vignettes: when running code in ?rq.Rnw? when I see a snippet from the vignette code and then: Loading required namespace: MatrixModels When sourcing ?rq.R?: Error: could not find function

Hi, how can I change the significance level in test F to select variable in step command? I used step(model0, ~x1+x2+x3+x4, direction=c("forward"), test='F', alpha=.05) but it does't work. -------------------------------------- Silvano Cesar da Costa Departamento de Estat?stica Universidade Estadual de Londrina Fone: 3371-4346

Dear R-devel: The Cluster administrators at KU got enthusiastic about testing R-3.2.2 with Intel MKL when I asked for some BLAS integration. Below I forward a performance report, which is encouraging, and thought you would like to know the numbers. Appears to my untrained eye there are some extraordinary speedups on Cholesky decomposition, determinants, and matrix inversion. They had

Hello, In learning Ruby on rails I became hooked on using the Console (ruby script/console) to interact with models. I have been playing with RadRails over the past week and haven''t figured out how to get a console going (or if this feature is even available). Though documentation is minimal, RadRails is fairly intuitive and overall a nice way to write apps. I just can''t

Hi, Please what am I doing wrong? I tried installing some views (eg MachineLearning, Multivariate) on R2.15.3, but it keeps on telling me that the package is not available for 2.15.3. Is it true? Thanks [[alternative HTML version deleted]]

Hi all, In Tibshirani's PNAS paper about nearest shrunken centroid analysis of microarrays (PNAS vol 99:6567), they used cross validation to choose the amount of shrinkage used in the model, and then test the performance of the model with the cross-validated shrinkage in separate independent testing set. If I don't have the luxury of having independent testing set, can I just use the

Hello, I am investigating a data-loss bug in SSHFS (https://github.com/libfuse/sshfs/issues/72). While the root cause is in SSHFS and has already been fixed, there seems to be some unfortunate interaction with what I believe is an OpenSSH bug: As far as I can tell, when sending a SSH_FXP_OPEN request with SSH_FXF_WRITE (i.e., opening the file write only), and then following up with a

Hi, I have optimized the shrinkage parameter (GCV)for ridge and got my r2 value is 70% . to check the sensitivity of the result, I did permutation test. I permuted the response vector and run for 1000 times and draw a distribution. But now, I get r2 values highest 98% and some of them more than 70 %. Is it expected from such type of test? *I was under impression that, r2 with real data set

On Jul 11 2017, Guus Sliepen <guus-NnCthlHDAqpg9hUCZPvPmw at public.gmane.org> wrote: > On Mon, Jul 03, 2017 at 02:24:55PM +0200, Nikolaus Rath wrote: > >> After upgrading my client system from Debian jessie to Debian stretch >> (which includes an update from tinc 1.0.24 to tinc 1.0.31), I am >> having trouble with my VPN: > [...] >> Proxy = exec

Hello. Slope estimates in lme are shrinkage estimates which pull the OLS slope estimates towards the population estimates, the degree of which depends on the group sample size and the distance between the group-based estimate and the overall population estimate. Although these shrinkage estimates as said to be more precise with respect to the true values, they are also biased. So there is a

Hello, After upgrading my client system from Debian jessie to Debian stretch (which includes an update from tinc 1.0.24 to tinc 1.0.31), I am having trouble with my VPN: As long as I let tinc connect directly (no "Proxy" configuration option on the client), everything works fine: # tincd -n rath -D -d tincd 1.0.31 starting, debug level 1 /dev/net/tun is a Linux tun/tap device (tun

In Dr. Wood's book on GAM, he suggests in section 4.1.6 that it might be useful to shrink a single smooth by adding S=S+epsilon*I to the penalty matrix S. The context was the need to be able to shrink the term to zero if appropriate. I'd like to do this in order to shrink the coefficients towards zero (irrespective of the penalty for "wiggliness") - but not necessarily all the

I have just updated rails and added polymorphic associations but they are not working properly. I''m following the recipe 17 of "Rails Recipes" and I''m getting an "Unknown key(s): as" error. These associations work properly on the console. The problem occurs when I''m listing the items... perhaps the problem is pagination. Is this a bug or what

Hello, I have three clients that connect to one server. The server runs tinc 1.0.11 and one client runs tinc 1.0.19. I recently upgraded the two other clients from tinc 1.0.11 to tinc 1.0.16. Since the upgrade, the server now regularly logs messages of the form Aug 26 12:17:42 ebox tinc.rath[4049]: Unauthorized request from hspc (87.173.111.136 port 42836) or Aug 25 18:39:12 ebox