similar to: Uncertainty propagation

Hi Sacha, On second thought, perhaps this is more the direction that you want ... X2 = cbind(X_train,y_train) colnames(X2)[3] = "y" regr2<-randomForest(y~x1+x2, data=X2,maxnodes=10, ntree=10) regr regr2 #Make prediction predictions= predict(regr, X_test) predictions2= predict(regr2, X_test) HTH, Eric On Tue, May 9, 2023 at 6:40?AM Eric Berger <ericjberger at gmail.com>

Dear R-help, Here's a simple example of nonlinear curve fitting where nls seems to get the answer wrong on a very simple exponential fit (my R version 2.7.2). Look at this code below for a very basic curve fit using nls to fit to (a) a logarithmic and (b) an exponential curve. I did the fits using self-start functions and I compared the results with a more simple fit using a straight lm()

Hi, I have a system of ODE's I can solve with lsoda. Model=function(t,x,parms) { #parameter definitions lambda=parms[1]; beta=parms[2]; d = parms[3]; delta = parms[4]; p=parms[5]; c=parms[6] xdot[1] = lambda - (d*x[1])- (beta*x[3]*x[1]) xdot[2] = (beta*x[3]*x[1]) - (delta*x[2]) xdot[3] = (p*x[2]) - (c*x[3]) return(list(xdot)) } I want

Hi, I want to format my axis in my persp3d plot. With my data, which I attached I created a persp3d plot with the following code, which I summarized from different code snippets I found: library(rugarch)library(rgl)library(fGarch)fd <-as.data.frame(modelfit,which ='density')color <-rgb(85,141,85,maxColorValue=255)x <-seq(-0.2,0.2,length=100)y <-c(1:2318)f

Hi I am using ggplot to overlay two regression lines on a scatter plot each corresponding to a treatment group. The default plot gives a different slope for each treatment group. However, in some cases i want the lines to be parallel -ie no significant interaction. My code: ggplot(data=df,X,Y,colour=treatment) + geom_point() + geom_smooth(method="lm") I think i use the

I am trying to specify a mixed model for my research, but I can't quite get it to work. I've spent several weeks looking thru various online sources to no avail. I can't find an example of someone trying to do precisely what I'm trying to do. I'm hoping some smart member of this mailing list may be able to help. First off, full disclosure: (1) I'm an engineer by trade, so

I have never been able to get class probabilities to work and I am relatively new to using these tools, and I am looking for some insight as to what may be wrong. I am using caret with kernlab/ksvm. I will simplify my problem to a basic data set which produces the same problem. I have read the caret vignettes as well as documentation for ?train. I appreciate any direction you can give. I

Dear R users, I?d like to pose aquestion about pMCMC and HDP. I have performed a mixed logistic regression by MCMCglmm (a very good package) obtaining the following results: Iterations = 250001:799901 Thinning interval = 100 Sample size = 5500 DIC: 10.17416 G-structure: ~ID_an post.mean l-95% CI u-95% CIeff.samp ID_an 0.7023 0.0001367 3.678 2126 R-structure: ~units post.mean l-95%

Dear all, my colleagues and I have to write some R code for some of our projects. I would like to ask you help to organize us a little. a. Do you know if there is any system that can convert our R scripts to html pages with some nice dependency graphs (which functions calls which). b. Could you please suggest me an easy way to exchange the R code with my colleagues. I know about these version

I need to know of my version of Postfix supports a feature, given rh version numbers don't really tell you much I was trying to find an errata on postfix or anything to let me know the real version of it. How does one deal with this scenario? Is there a source of info to determine this info? Thanks! jlc -------------- next part -------------- An HTML attachment was scrubbed... URL:

Dear R Helpers, I was looking at the email help threads in trying to find a calculation in R of Thiel's uncertainty coefficient. One of the writers offered to send the function in custom code to the inquirer. Can I get a copy of that code, or does anyone know if the calculation is now available in an R package? Please advise. Many thanks. --John J. Sparks, Ph.D.

Dear sir Schwartz, In response to a granted online request to receive R code in order to generate Theil's Uncertainty coefficient, I was hoping I could receive the same favor. https://stat.ethz.ch/pipermail/r-help/2011-May/279210.html Thank you in advance, I hope to hear from you. Kind regards, Jos? Snoep Stagiair Universitair | MC ES - SOFY +31 6 13060740 Snoep.Jose at

Hi, all. I'm trying to use some linear regression models in which both the dependent and independent variables are measured with some error. To make things worse, while the errors in the dependent variable are uniform, the errors in the independent (or explanatory, or "x") variables can be heteroskedastic. I've been looking at the book _Measurement Error Models_ by Fuller

Dear R-experts, Here below a toy example with some error messages, especially at the end of the code (Tuning the parameters). Your help to correct my R code would be highly appreciated. ####################################### #libraries library(lattice) library(ggplot2) library(caret) library(randomForest) ?? #Data

Dear colleagues in R, Has anybody implemented the 1) (Goodman & Kruskal) lambda or the 2) (Thiel's) uncertainty coefficient statistics (in the asymmetric and symmetric forms), or is anyone aware that they might reside in some package? A search in the R archives does indicate that they are (somehow) part of the CoCo package, but I would rather not start learning how to transform my

please reply to hdgbyi@public.guangzhou.gd.cn or bgpgong@hotmail.com, thank you. UNCERTAINTY PRINCIPLE IS UNTENABLE By reanalysing the experiment of Heisenberg Gamma-Ray Microscope and one of ideal experiment from which uncertainty principle is derived , it is found that actually uncertainty principle can not be obtained from these two ideal experiments . And it is found that

please reply to hdgbyi@public.guangzhou.gd.cn or bcpgong@hotmail.com, thank you. UNCERTAINTY PRINCIPLE IS UNTENABLE By reanalysing the experiment of Heisenberg Gamma-Ray Microscope and one of ideal experiment from which uncertainty principle is derived , it is found that actually uncertainty principle can not be obtained from these two ideal experiments . And it is found that

I'm using caret to assess classifier performance (and it's great!). However, I've found that my results differ between R2.* and R3.* - reported accuracies are reduced dramatically. I suspect that a code change to kernlab ksvm may be responsible (see version 5.16-24 here: http://cran.r-project.org/web/packages/caret/news.html). I get very different results between caret_5.15-61 +

I was playing around with the ghyp package and simulated series of t-distributed variables when suddenly i was not able to reproduce the log likelihood values reported by the package. When trying to reproduce the likelihood values, I summed the log(dt(x,v)) values and it worked with some simulated series but not all. Is there any obvious flaws with this script? library("ghyp")

Hi all Iam trying to implement "route add " using netlink. The changes are not reflected in the routing table. I have given my code and screen shots of the routing tables. Can anybody tell me is there any mistake iam making in defining the fields . or any other mistake iam commiting thanxs viji //////////////////////////////////// CODE