similar to: printCoefmat() for a data.frame with factors

I have an application where I have a function to calculate results for a 2-way table or matrix, which returns a matrix with one less row and column. To keep this short, the function below captures the structure: fun2way <- function(f){ if (!length(dim(f)) ==2) stop("only for 2-way arrays") R <- dim(f)[1] C <- dim(f)[2] f[1:(R-1), 1:(C-1)] } Now, I want to

Dear useRs, I would like to summarize results of several tests in groups of two columns - statistic, p-value, statistic, p-value etc. There would be nice to add significance stars, but printCoefmat allows to do it only to last column. Is there any way to do format such table without writing my own complicated function? Thank you in advance, -- Lukasz Komsta Department of Medicinal

Hi all, Just a minor issue that I am not sure whether this is considered a "bug." It is about the help page. In the help page of printCoefmat(), for the argument 'eps.Pvalue', the description is as below: number, .. I have to read the source to figure out that this argument is to be used by format.pval(). Maybe the description of 'eps.Pvalue' can be revised to refer

On 29/10/2023 3:48 a.m., Shu Fai Cheung wrote: > Hi all, > > Just a minor issue that I am not sure whether this is considered a > "bug." It is about the help page. > > In the help page of printCoefmat(), for the argument 'eps.Pvalue', the > description is as below: > > number, .. > > I have to read the source to figure out that this argument

printCoefmat(signif.legend =FALSE) does not work properly. The option "signif.legend = FALSE" is ignored as shown in the example below. cmat <- cbind(rnorm(3, 10), sqrt(rchisq(3, 12))) cmat <- cbind(cmat, cmat[,1]/cmat[,2]) cmat <- cbind(cmat, 2*pnorm(-cmat[,3])) colnames(cmat) <- c("Estimate", "Std.Err", "Z value", "Pr(>z)") #

Hi All, I would like to ask two questions about printCoefmat(). First, I found a behavior of printCoefmat() that looks strange to me, but I am not sure whether this is an intended behavior: ``` r set.seed(5689417) n <- 10000 x1 <- rnorm(n) x2 <- rnorm(n) y <- .5 * x1 + .6 * x2 + rnorm(n, -0.0002366, .2) dat <- data.frame(x1, x2, y) out <- lm(y ~ x1 + x2, dat) out_summary <-

Hi List, My goal is to force R not to print in scientific notation in the sixth column (rel_diff - for the p-value) of my data frame (not a matrix). I have used the format.pval () and printCoefmat () functions on the data frame. The R script is appended below. This issue is that use of the format.pval () and printCoefmat () functions on the data frame gives me the desired results, but coerces

>>>>> Shu Fai Cheung >>>>> on Thu, 6 Jul 2023 17:14:27 +0800 writes: > Hi All, > I would like to ask two questions about printCoefmat(). Good... this function, originally named print.coefmat(), is 25 years old (in R) now: -------------------------------------------------------------------- r1902 | maechler | 1998-08-14 19:19:05 +0200 (Fri,

Hi, R-users, data is a matrix like this AMR BS GE HR MO UK SP500 1974 -0.3505 -0.1154 -0.4246 -0.2107 -0.0758 0.2331 -0.2647 1975 0.7083 0.2472 0.3719 0.2227 0.0213 0.3569 0.3720 1976 0.7329 0.3665 0.2550 0.5815 0.1276 0.0781 0.2384 1977 -0.2034 -0.4271 -0.0490 -0.0938 0.0712 -0.2721 -0.0718 1978 0.1663 -0.0452 -0.0573 0.2751 0.1372 -0.1346

>> And I have a quite fast algo that I believe is simpler than [Budimlic02] >> and I can share it with you :) > > Do you have a paper on this? I'd be interested in seeing it. > Yes, I have a tech report on this page: http://compilers/fernando/projects/soc/ and I have submitted a paper to SAS, and now I am waiting for the review. The coalescing algorithm is described in

Who's your advisor? -scooter (aka "Dr. B. Scott Michel, UCLA CS 2004" :-) On Apr 12, 2007, at 4:39 PM, Fernando Magno Quintao Pereira wrote: > >>> And I have a quite fast algo that I believe is simpler than >>> [Budimlic02] >>> and I can share it with you :) >> >> Do you have a paper on this? I'd be interested in seeing it.

Hi, I can't seem to figure out how to tell R to stop expanding an object. I would like to use the literal name rather than the expanded value. The issue occurs in a function I've been writing. The problematic part looks like this: # "fund" is a matrix of open, high, low, close, and volume prices returns <- function(fund) { p_12ago = as.vector(fund[nrow(fund)-252,6])

hello I have an asterisk server with a te110p E1 digium card. the server is a hp ML370 3,2 Ghz 64bits, 1Mo L2 , 1Go Ram, 3 SCSI 73Go in raid5. I want to use in the same machine the kannel SMSC. i have no big trafic in the two gateway but I want to know if it generate a performence problem for asterisk I use fedora core4 with latest asterisk version . thanks Regards issam -------------- next part

The debug info statistics bot is triggered by this job: http://green.lab.llvm.org/green/job/clang-stage2-Rthinlto/ which unfortunately hasn't been green in a very long time (>1mo). Alex/Azhar, do you know what's blocking that job? -- adrian > On Nov 20, 2019, at 9:46 AM, David Blaikie <dblaikie at gmail.com> wrote: > > +usual debug info folks (but I think in this case

Greetings R users, I have been hoping someone would be familiar with this topic. I understand fully everything on this list is from the good graces of those who wish to help. Thanks to those who have helped in multiple circumstances. However, I wanted to post this question once more. I hope someone will read it and perhaps have some additional insight into what I may be able to do. Thank

Folks, I have a time-series of 875 readings of the weekly returns of a stock market index (India's Nifty). I am interested in the AR(1) coefficient. When I do arima(r, order=c(1,0,0)) I get a statistically significant AR1 coefficient. If we apply the ordinary bootstrap to this problem, this involves sampling with replacement, which destroys the time-series structure. Hence, if we do

Greetings R users, I have been working on running plsda and I would like to have the R2 and Q2 values. I know the function R2 from the 'pls' package will generate both R2 and Q2 but they are for each separate class. Is there a way to get the cumulative R2 and Q2 for the whole model? R2(pls.new, estimate="all") Response: B (Intercept) 1 comps 2 comps train

Dear R users, I'm pretty new on using lmer package. My response is binary and I have fixed treatment effect (2 treatments) and random center effect (7 centers). I want to test the effect of treatment by fitting 2 models: Model 1: center effect (random) only Model 2: trt (fixed) + center (random) + trt*center interaction. Then, I want to compare these 2 models with Likelihood Ratio Test.

Does R graphics have a way to easily label the horizontal axis by the reciprocal of the scaled value? -- View this message in context: http://r.789695.n4.nabble.com/Graphics-Reciprocal-labeling-tp3949054p3949054.html Sent from the R help mailing list archive at Nabble.com.

<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> <html> <head> <meta content="text/html;charset=ISO-8859-1" http-equiv="Content-Type"> <title></title> </head> <body bgcolor="#ffffff" text="#000000"> Hi everyone,<br> <br> Sorry in advance not to know where to post, but