similar to: Markov transition matrices , missing transitions for certain years

dear all, i have a little question, but it make me torment long time hope you can help me and give some advices , thanks i use smoothing spline in package gam the model > m1=gam(y~ost+wst+park10+sch50+comm+build+suite+y05+y06+y07+y99+y98+s(builarea)+s(age)+s(fl)+s(totfl)+s(cbd)+s(redl)) and summary(m1) can show the "s"(smoothing) variables' Signif. codes.

Dear all, we are writing a wrapper for the nls function in library stats. We are having a problem with one of the arguments (weightsArgument) which seems not to reach nls even if we explicitly assign it in the function call. We are attaching the simplest code reproducing the error and the output calling the wrapper and calling nls directly. We are using R 2.9.0 library(stats) wrappernls <-

Dear R and Bioconductor Helpers, I am using a package called RankProd under Bioconductor to analysis my Y98 (yeast) microarray data. I had no problem following the example in the vignette but got stocked when I tried to analyze my own data. When I tried to run the following command, RP.out <- RP(rrf.sub, rrf.cl.sub, gene.names = y98.gnames, rand = 123) I got the following response: Rank

I want to maximize a conditional likelihood function that is basically logistic conditional on the number of successes within strata. What would be a good starting place for this? A complication is that the denominator includes a term that is the sum over all permutations. Although there is no time dimension to the problem, it's possible a degenerate use of the Cox proportional hazards

When I enable Samba on my Linux box, the workgroup "Workgroup" eventually disappears from site in both the GUI "Network Neighbourhood" and at the W2000 cmd line "net view". It takes a little while for this to happen, and initially it works well. The Linux Box information can be found at the url below. But a short description of the setup is as follows: * Network is

Hi, I got 1000 NxN matrices grouped in one array. I want one matrix in which p_ij is the average of all the 1000 matrices in the array. Here's what I'm trying to do: # P is the NxNx1000 array for(i in 1:N) for(j in 1:N) for(k in 1: 1000) mymat[ i, j ] <- mean( P [i , j , k ] ) Otherwise, I could have a NxNx1000 vector, and get the N^2 means of the 1+ (N^2)*(0: 999) elements. I

Hi all, I'm having issues coding a random walk on a fully connected, undirected graph G with probability transition matrix P = (p_ij). Here is what I have so far ... for(i in 1:n){ for(m in 1:M){ x <- as.vector(matrix(rep(0,N+1),nc=N+1)) x[1] <- i for(k in 2:N+1){ y <- as.vector(matrix(rep(0,n),nc=n)) r <- runif(1) c <- c(0,cumsum(P[x[k-1],])) for(j in

I’m not sure if it will help you but we’re seeing something similar that I call the “10 hours problem” here. On any Samba - after 4.7.6 (we’re currently trying out 4.9.4 but still no go) - at 10 hours after it (smbd & winbindd) was restarted it new connections often (but not 100% all the time, but we think it is related to the number of connections, or active connections, or how many are

Hello R-help, I need to compute matrices of first derivatives of a covariance matrix C with entries given by c_ij=theta*exp(-0.5* sum(eta*(x[i,]-x[j,])^2)), wrt to elements of eta, a m-dimensional vector of parameters, given a n*m data matrix x. So far, I have been computing matrices for each parameter (given by par[index]) analytically, using the following kmatder<- function(x, par, index) {

All, using Samba as an AD (2k12) domain member in Stretch (2:4.5.12+dfsg-2+deb9u4) with tdb as default and rid as domain backend. No overlapping. Everything works fine. Setup was done as in the wiki [1]. If you're connecting from a Windows 10 client and do not add dedicated keytab file = /etc/krb5.keytab kerberos method = secrets and keytab winbind refresh tickets = Yes to

I am very new to R. I have some data from a CVS stored in vdata with 4 columns labeled: X08, Y08, X09, Y09. I have created two new "columns" like so: Z08 <- (vdata$X08-vdata$Y08) Z09 <- (vdata$X09-vdata$Y09) I would like to use chisq.test for each "row" and output the p-value for each in a stored variable. I don't know how to do it. Can you help? so far I have

I am having a problem with the package SSPIR. The code below illustrates it. I keep getting the message: "Error in y - f : non-conformable arrays." I tried to tweak the code below in many different ways, for example, substituting rbind for cbind, and sometimes I get a different error message, but I could not find a variation of this code that would work. Any help will be greatly

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I'm currently running into a little trouble with the kfilter method, and would love some clarification if you are able to offer it. When trying to run kfilter, I've been running into errors that seem to result from having mismatched dimensions. Specifically, the dimension of my observations is 2, while the dimension of the state space is 4. In the filterstep function (file sspir_kfs.R),

Hello, I apologize for such a basic question, but I have been trying to do this in multiple packages without much success. I am trying to set up a state space model for Kalman filtering. I am using package dlm. The DLM is specified by: observation: y(t) = F(t)*theta(t) + v(t) state: theta(t) = G(t)*theta(t-1) + w(t) I have no problem setting up a simple example where F is constant. I am

Hi all, please cc me, i'm not on the list. Second: All google findable information about problems setting up ntlm_auth for squid with winbind are read and checked more than three times. After breaking a running setup under debian squeeze, i go back to debian lenny to circumvent the actual MIT kerberos problem[1]. [1] http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=566977#57 Now i

Dear R-Users, I'm using SSPIR package for a spatio-temporal application. Is it possible to modify the structure of the involved matrixes (Fmat, Gmat, Vmat,Wmat)? I want to create a model like this #y(t)=k*theta(t)+epsilon(t) #theta(t)=h*theta(t-1)+eta(t) #epsilon(t) N(0,V) V=sigma2*I #eta(t) N(0,W) W=sigma2_eta where the state variable theta has dimension 1(p=1) and at

i have created a package which allows R to play sounds the package is available from http://sunsite.univie.ac.at/~neuwirth/Rcsound/ both as zipped binary for windows and as installable tar.gz preequisite: you have to install csound on yout machine. the necessary links are at http://www.csound.org csound is a very portable program for creating sounds, and using it as out sound creation tool we

Hi there, I have data on earnings of 12000 individuals at two points in time. I intend to construct a transition matrix, where the typical element, p_ij, gives the probability that an individual ends at the j-th decile of the earnings distribution given that he was was initially at the i-th decile. Thus, this is a bi-stochastic matrix. The problem is that the income data is nearly discrete in the

Hi All, I have a function, f(x,y) I have a matrix of data, m, with the 1st column is x and the 2nd column is y What's the best way to get f(x,y) for each row of the matrix? I tried result<-f(m[,1],m[,2]) but it doesn't work. Thanks! Bing --------------------------------- 1060 Commerce Park Oak Ridge National Laboratory P.O. Box 2008, MS 6480 Oak Ridge, TN 37831-6480 Phone: