similar to: generating random covariance matrices (with a uniform distribution of correlations)

Sorry if this question has been asked previously, I searched but found little. There also doesn't seem to be a dedicated SEM list-serv so hopefully this will find its way to the appropriate audience. In discussing SEM with a colleague I mentioned that a model they were fitting in AMOS was equivalent to a linear regression and that the coefficients would be the same. This of course was the

Dear R users, When running the program below I receive the following error message: fit <- optim(parm, objective, yt = tyield, hessian = TRUE) Error in as.vector(data) : no method for coercing this S4 class to a vector I can't figure out what the problem is exactly. I imagine that it has something to do with "tyield" being a matrix. Any help on explaining what's going on

Assume that we collect below data : - subjects = 20 males + 20 females, every single individual is independence, and difference events = 1, 2, 3... n covariates = 4 blood types A, B, AB, O http://r.789695.n4.nabble.com/file/n4245397/CodeCogsEqn.jpeg ?m = hazards rates for male ?n = hazards rates for female Wm = Wn x ?, frailty for males, where ? is the edge ratio of male compare to female Wn =

Hi, I'm trying to estimate the parameters of a state space model of the following form measurement eq: z_t = a + b*y_t + eps_t transition eq y_t+h = (I -exp(-hL))theta + exp(-hL)y_t+ eta_{t+h}. The problem is that the distribution of the innovations of the transition equation depend on the previous value of the state variable. To be exact: y_t|y_{t-1} ~N(mu, Q_t) where Q is a diagonal

Dear list, I have a data file which includes, alongside various variables representing questionnaire scores, a variable for survey weights computed as the number of observations in the sample drawn from that group divided by the number of observations in the population in the group. I need to calculate a covariance matrix of the questionnaire scores for use in sem. How do I apply the weights?

Ok, Thanks foe the answer, Ken: *1L, 2L etc are integers. (That is, identical to as.integer(1) , as.integer(2) etc) Using integers (instead of "numeric" type) is more efficient as here they're used as indexes and would be converted to integer anyway. Compare > is(1) ... and > is(1L) 1L:p is the sequence 1, 2, 3, ..., p (just like 1:p) Just for curiosity, what is

The officially sanctioned way to put the expression "lambda_1 = x" in a title is something like this: title(substitute(lambda[1] == lamb, list(lamb = x))) but suppose I have two lambdas and would like something like "lambda_1 = x_1 , lambda_2 = x_2" to appear. What then? Undoubtedly I'm missing something blindingly obvious with lists, but having tried several

Hi everyone. Based on a dependent variable (y), I'm trying to generate some independent variables with a specified correlation. For this there's no problems. However, I would like that have all my "regressors" to be orthogonal (i.e. no correlation among them. For example, y = x1 + x2 + x3 where the correlation between y x1 = 0.7, x2 = 0.4 and x3 = 0.8. However, x1, x2 and x3

Dear All, I am wondering if there is an R function to convert a covariance matrix to a correlation matrix. I have a covariance matrix sigma and I want to compute the corresponding correlation matrix R from sigma. Thank you very much, Bernard --------------------------------- [[alternative HTML version deleted]]

I have been using the hetcor function in the polycor package. When I don't specify the use option everything runs smoothly. However, when I specify use either as "pairwise.complete.obs" or "complete.obs" I get this error Error in optim(rho, f, control = control, hessian = TRUE, method = "BFGS") : non-finite value supplied by optim Is this an error in

Hi all; I recently have been used 'maxLik' function for maximizing G2StNV178 function with gradient function gradlik; for receiving this goal, I write the following program; but I have been seen an error  in calling gradient  function; The maxLik function can't enter gradlik function (definition of gradient function); I guess my mistake is in line ******** ,that the vector  ‘h’ is

I get this error while computing partial correlation. *Error in solve.default(Szz) : system is computationally singular: reciprocal condition number = 4.90109e-18* Why is it?Can anyone give me some idea ,how do i get rid it it? This is the function i use for calculating partial correlation. pcor.mat <- function(x,y,z,method="p",na.rm=T){ x <- c(x) y <- c(y)

Suppose I have a Variance-covariance matrix A. Is there any fast way to calculate correlation matrix from 'A' and vice-versa without emplying any 'for' loop? [[alternative HTML version deleted]]

Hi UseRs, I don't want to die beeing idiot... I dont understand the different results between: cor() and cov2cov(cov()). See this little example: > x=matrix(c(0.5,0.2,0.3,0.1,0.4,NA,0.7,0.2,0.6,0.1,0.4,0.9),ncol=3) > cov2cor(cov(x,use="pairwise.complete.obs")) [,1] [,2] [,3] [1,] 1.0000000 0.4653400 -0.1159542 [2,] 0.4653400 1.0000000

Dear all, I am stuck at applying loop function for creating separated plots. I have coding like below: dataset.table <- table(data.frame(var1=c(1,2,3,1,2,3,1),colour=c("a","b","c","c","a","b","b") )) kk = function(f) { ls=as.character(f) pie(dataset.table[ls,],main=ls)

Thompson's Manual to Accompany Agresti's book refers to a package named "repeated". It's not on CRAN from what I can see. I have seen rpm's for it. Where is the best place to download this package? Rick B.

I have a data set like this in one .txt file (cols separated by !): APE!KKU!684! APE!VAL!! APE!UASU!! APE!PLA!1! APE!E!10! APE!TPVA!17122009! APE!STAP!1! GG!KK!KK! APE!KKU!684! APE!VAL!! APE!UASU!! APE!PLA!1! APE!E!10! APE!TPVA!17122009! APE!STAP!1! GG!KK!KK! APE!KKU!684! APE!VAL!! APE!UASU!! APE!PLA!1! APE!E!10! APE!TPVA!17122009! APE!STAP!1! GG!KK!KK! it contains over 14 000 000 records. Now

This message is in MIME format. The first part should be readable text, while the remaining parts are likely unreadable without MIME-aware tools. Send mail to mime@docserver.cac.washington.edu for more info. ---559023410-1141662977-1014960253=:3119 Content-Type: TEXT/PLAIN; CHARSET=iso-8859-1 Content-Transfer-Encoding: QUOTED-PRINTABLE Content-ID:

Colleagues, one of my servers had to be rebooted uncleanly and then I have backgrounded fsck locked for more than an our in snaplk: 742 root 1 -4 4 1320K 688K snaplk 0:02 0.00% fsck_ufs File system in question is 200G gmirror on SATA. Usually making a snapshot (e.g., for making dumps) consumes 3-4 minutes for that fs, so it seems to me that filesystem is in a deadlock. Any

This came up on r-help but indicates a bug. dnbinom(x,n,p) calls dbinom_raw(n-1,...) which returns 0 for n<1. -thomas ---------- Forwarded message ---------- Date: Thu, 08 Feb 2001 17:10:23 +0000 From: Yudi Pawitan <yudi@stat.ucc.ie> To: Mark Myatt <mark@myatt.demon.co.uk> Cc: R-Help <r-help@stat.math.ethz.ch> Subject: Re: [R] Goodness of fit to Poisson / NegBinomial