similar to: Additional info: help with SMATR: help with pairwise comparisons using MA regression?

Hi there, I've been using the SMATR package to do standardized major axis (SMA) regression on allometric data, and I've been able to to pairwise comparisons of slope & elevation between multiple study sites. Now I'm trying to do the same thing using major axis (MA) regression, but I'm getting errors (SMATR should be able to do MA as well as SMA regression for everything,

Hi All, I am confused with SMATR's test for common slope. My null hypothesis here is that all slopes are parallel (common slopes?), right? So if I get a p value < 0.05 means that we can have confidence to reject it? That slopes are different? Or the other way around? it means that we have statistical confidence that the slopes are parallel? thanks -- Eugenio Larios PhD Student University

I am having trouble extracting residuals from Major Axis and Standardized Major Axis fits, using the smatr package. I wish to understand the relationship between density of wood in twigs and trunks, and how the slope of their relationship varies among sites, among families, and with tree size. These variance-partitioning desires push the analysis toward a mixed model framework. However,

Hello all; My question is part statistical and part R. I have performed model II major axis regression in R using both the smatr() and lmodel2() packages, but neither offers an option to statistically weight my regression. I have a vector of weights which I would like to apply to each of my regression points (x vs. y), and was hoping that someone out there could provide me with some help on this

Hello, I am currently trying to run a series of models (all combinations of 4 independent factors, non-duplicate) and selecting the best one to describe my data. I was wondering if anyone knew of a way to get AIC and Likelihood values from R when using reduced major axis regression (RMA). I can get the values using the "lm" function, but that uses OLS to calculate the parameters. I

Dear all, switch() called with just the EXPR argument causes R to hang so that the only way to stop it is to kill R. Reproducible example: > switch(EXPR="a") the internal C subroutine behind switch is do_switch located in R/src/main/builtin.c For convenience I reproduce it below. ***************************************************************************** SEXP attribute_hidden

Hi, hres <- hclust(smatr,method="single") hresd<-as.dendrogram(hres) as.dendrogram(hres) `dendrogram' with 2 branches and 380 members total, at height 2514.513 plot(hresd,leaflab="none") #<-error here. #the plotted dendrogram is incomplete. The x axis is not drawn. #The interested reader can download the save(hresd,file="hres.rda") #from the

I found a bug in one of the fourteen speed patches I posted, namely in patch-vec-subset. I've fixed this (I now see one does need to duplicate index vectors sometimes, though one can avoid it most of the time). I also split this patch in two, since it really has two different and independent parts. The patch-vec-subset patch now has only some straightforward (locally-checkable) speedups for

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Hi All Please see the Rprofile file which i have modified as follows and after that when I start R then I see that R says to me "TRUE" for all the packages implying that all loaded at once. But when i try to use commands as simple as help("lm"), it doesnt work nor any of the menu "Packages" is not working. Although the regression using lm ( Y ~ X ) is working

I am doing a Search in my ''properties'' table on column ''name'' using in my controller : conditions = ["name LIKE ?", "%#{@params[:query]}%"] unless @params[:query].nil? this ''properties'' table has a FK (owner_id) in teh column ''owner'' to link it with the table Users... I can display the owner.name, and

Here''s the posting from our web site. This is an entry-level position (45-55k in this area). Web Applications Developer (Ruby on Rails) We are seeking a dynamic individual to join our fast-paced, team-oriented environment. Primary responsibilities will be to develop web-based applications. We are have begun migrating to developing in Rails, but we maintain sites built in

Dear all, Is there anyway too generate MA plot for 2 qPCR assays (an array of 2x 400). -- View this message in context: http://r.789695.n4.nabble.com/Bioconductor-MA-plot-for-qPCR-array-tp4182805p4182805.html Sent from the R help mailing list archive at Nabble.com.

*Fish Ecology Post-Doctoral Research Associate needed in Woods Hole, MA * To apply: Send resume and two references to HR at IntegratedStatistics.com <mailto:HR at IntegratedStatistics.com> Integrated Statistics is looking for a postdoc to work on a joint project between scientists at the National Marine Fisheries Service and the Woods Hole Oceanographic Institution examining the ecology

Hi everyone, I am performing the time series regression analysis on a series of data sets. A few data sets followed an ARMA(1,1) process. However, they all had a same value of moving average MA coefficients = -1, constantly, from output of function “arima" . Example: > arima(residuals, order=c(1,0,1)) Call: arima(residuals, order = c(1, 0, 1)) Coefficients:          ar1      ma1  intercept

Dear colleagues, I am relatively new to R and time series and so I am experiencing difficulties in interpreting the output of "arima" in MA models (but not in AR models). I cannot make sense of the 1st innovations returned by "arima". In an AR(1) model I expect data[t]=phi1*data[t-1]+a[t] and in a MA(1) model data[t]=a[t]+theta1*a[t-1]. My interpretation from R-help is

Dear R People: I ran an ARIMA(1,0,1) on a particular series in R and got a negative MA(1) estimate. Then I ran an ARIMA(1,0,1) on the same series in Minitab and got a positive MA(1) estimate. The values are about -0.69 and 0.70. Does R show the opposite value, please? Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston -

Hello, I asked this question on the r-finance list server and didn't get a reply. Thought I would try here to. I am trying to deseasonalize some financial time series data and I wanted some feedback on the best methods for doing this. I found two Centered Moving Average and Holt-Winters. Which is better and/or more appropriate for financial time series data in your opinion? I understand

I created a tarball for redhat 7.3 with kernel 2.4.28, asterisk v1.0.3-CVS-01.04.05 and alsa-1.0.6a... see the README / download it here: ftp://ftp.linuxsys.com/pub/packages/rh73/asterisk/ -- Andrew McRory - President/CTO Linux Systems Engineers, Inc. - http://www.linuxsys.com Located in beautiful Tallahassee, Florida Office 850-224-5737 Office 850-575-7213 Mobile 850-294-7567

2018-05-10 21:57 GMT+02:00 Lance Albertson <lance at osuosl.org>: > I see with the introduction of CentOS 7.5 there's a new qemu-kvm-ma > package on ppc64le (which is actually newer than qemu-kvm-ev currently). > Does anyone know what the difference is between these two packages? We > currently use qemu-kvm-ev and we've run into this bug [1] which got me > wondering