similar to: optim() example in relist() help page

There are a few typos in the documentation for relist(). I've also made a few other changes to the file which I believe are improvements. I've attached a patch against the version under the 'trunk' branch on the svn server checked out today. It was produced by diff -u /usr/local/src/R/R-svn-trunk/src/library/utils/man/relist.Rd ~/relist-new.Rd I'd also suggest identical()

Dear all, The following code is inspired by the help file for the relist() function (see?relist), which explicitly details how you can use a relistable object in conjunction with optim to pass and reconstruct complex parameter structures/groupings. The idea is that the optim() function can only work with vectors, but in many cases you would like to use a complex structure inside the objective

Hi all, I wrote a function called relist, which is an inverse to the existing unlist function: http://www.econ.upenn.edu/~clausen/computing/relist.R Some functions need many parameters, which are most easily represented in complex structures. Unfortunately, many mathematical functions in R, including optim, nlm, and grad can only operate on functions whose domain is a vector. R has a

Dear list, I think I just stumbled across a bug in either 'relist()' and/or 'as.relistable()'. It seems that 'pairlists' can only be un- and relisted as long as they're not nested: Good: a <- as.relistable(as.pairlist(list(a=1, b=2))) a <- unlist(a) relist(a)# Works Bad: a <- as.relistable(as.pairlist(list(a=1, b=2, c=list(c.1=1, c.2=2)))) a <- unlist(a)

Hi, relist() is broken when the skeleton is a list with empty list elements: > x <- list(1:3, integer(0), 11:14) > relist(unlist(x), x) [[1]] [1] 1 2 3 [[2]] [1] 11 3 [[3]] [1] 11 12 13 14 Hard to believe that such a bug has been around for 6 years (i.e. since the introduction of relist()) without ever being noticed. Cheers, H. > sessionInfo() R

Dear R-users, I'd like to announce the release of the new version of package 'ltm' (i.e., ltm_0.9-0 soon available from CRAN) for Item Response Theory analyses. This package provides a flexible framework for analyzing dichotomous and polytomous data under various IRT models. Furthermore, supporting functions for descriptive statistics, goodness-of-fit, ability estimation and

Dear R-users, I'd like to announce the release of the new version of package 'ltm' (i.e., ltm_0.9-0 soon available from CRAN) for Item Response Theory analyses. This package provides a flexible framework for analyzing dichotomous and polytomous data under various IRT models. Furthermore, supporting functions for descriptive statistics, goodness-of-fit, ability estimation and

Hello: There is a function in the MASS library called mvrnorm(), and I wonder whether R has a corresponding function mvdnorm? I don't think it would be that tough to write, but has anyone done it yet? Thanks in advance. Tom Richards -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hi Peter, I've fwded your info to the list, as other people might be interested in. I've also logged a patch tracker so that you can follow its inclusion: https://alioth.debian.org/tracker/index.php?func=detail&aid=302882&group_id=30602&atid=411544 As a side note, there is a work underway to merge the similar driver (mustek, powermust, ...) into one named megatec. This one

Dear R-users, I'd like to announce the release of the new version of package JM (soon available from CRAN) for the joint modelling of longitudinal and time-to-event data using shared parameter models. These models are applicable in mainly two settings. First, when focus is in the time-to-event outcome and we wish to account for the effect of a time-dependent covariate measured with

Dear R-users, I'd like to announce the release of the new version of package JM (soon available from CRAN) for the joint modelling of longitudinal and time-to-event data using shared parameter models. These models are applicable in mainly two settings. First, when focus is in the time-to-event outcome and we wish to account for the effect of a time-dependent covariate measured with

When I run the code below on Macintosh and Windows, the plot comes out fine. However, on Linux, the png generated is invalid from R console, and loading strucchange crashes rkward. Is this a known issue on Linux and, if so, is there a workaround? Many thanks! require(strucchange) data("RealInt") bp.ri <- breakpoints(RealInt~1, h=15) summary(bp.ri) fac.ri <- breakfactor(bp.ri,

Dear Martin, I think that your plan makes sense. It's too bad that aov() behaved differently in this respect from lm(), and thus created more work, but it's not be a bad thing that the difference is now explicit and documented. I expect that that other problems like this will surface, particularly with contributed packages (and I know that you're aware that this has already happened

Hi everyone, I''m trying to use function vcov to extract the covariance matrix from a GAMLSS object. But I''m getting some strange errors and I was hoping someone could help me out? Vcov works with the same model for lm and glm objects, but not gamlss objects. I''ve searched various help sites to no avail. Its very possible the reason is that vcov failed though,

Dear Terry, It's not surprising that different modeling functions behave differently in this respect because there's no articulated standard. Please see my response to Martin for my take on the singular.ok argument. For a highly sophisticated user like you, singular.ok=TRUE isn't problematic -- you're not going to fail to notice an NA in the coefficient vector -- but I've

Hi all I am hoping this is just a minor problem, I am trying to implement a best subsets regression procedure on some ecological datasets using the regsubsets function in the leaps package. The dataset contains 43 predictor variables plus the response (logcount) all in a dataframe called environment. I am implementing it as follows: library(leaps)

Hello all, I am trying to get the variance-covariance (VCOV) matrix of the parameter estimates produced from the nlminb minimizing function, using vcov.nlminb, but it seems to have been expunged from the MASS library. The hessian from nlminb is also producing NaNs, although the estimates seems to be right, so I can't VCOV that way either. I also tried using the vcov function after minimizing

Dear all, The help file for the generic function vcov states "Classes with methods for this function include: 'lm', 'glm', 'nls', 'lme', 'gls', 'coxph' and 'survreg' (the last two in package 'survival')." Since, I am not able to use vcov.coxph(), I am wondering whether I am missing something (as I suspect..) regards, vito

Dear R-users, I'd like to announce the release of the new version of package JM (soon available from CRAN) for the joint modelling of longitudinal and time-to-event data using shared parameter models. These models are applicable in mainly two settings. First, when focus is in the time-to-event outcome and we wish to account for the effect of a time-dependent covariate measured with

Dear R-users, I'd like to announce the release of the new version of package JM (soon available from CRAN) for the joint modelling of longitudinal and time-to-event data using shared parameter models. These models are applicable in mainly two settings. First, when focus is in the time-to-event outcome and we wish to account for the effect of a time-dependent covariate measured with