similar to: boot with different sample sizes

Dear R users, I am trying to fit a Cox model such as: Surv(time,event) ~ X1+X1:X2 or Surv(time,event) ~ X1*X2 -X2, This code is working with coxph but not with cph (nor with psm), and the error message is: Error in if (!length(fname) || !any(fname == zname)) { : missing value where TRUE/FALSE is required Any idea about the cause of the problem and how to manage it within the Design

I configure as follows: ./configure --with-zlib=/usr/local/include cc -o sshd sshd.o auth-rhosts.o auth-passwd.o auth-rsa.o auth-rh-rsa.o sshpty.o sshlogin.o servconf.o serverloop.o auth.o auth1.o auth2.o auth-options.o session.o auth-chall.o auth2-chall.o groupaccess.o auth-skey.o auth-bsdauth.o auth2-hostbased.o auth2-kbdint.o auth2-none.o auth2-passwd.o auth2-pubkey.o monitor_mm.o

Dear R-users, I'm working with the Rpart package and trying to understand how the procedure select the best split in the case the method "class" and the splitting index "Gini" are used. In particular I'd like to have look to the source code that works out the best split for un unordered predictor. Does anyone can suggest me which functions in the sources I should

Dear R users, I'm using the rpart package to build classification trees. I'm interested in implementing the ordered Twoing as a splitting criterion. Does anyone have experience with this task ? Thank you for your help Paolo Paolo Radaelli Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Facolt? di Economia Universit? degli Studi di Milano-Bicocca Via Bicocca

Dear all, I'm writing my own method to be used in Rpart by defining the list of functions named init, split and eval. I'm following the example given in the file 'tests/usersplits.R' in the sources. By now I'm able to define the split function (and it works correctly in the tree construction) while I have some problems with the init and the eval function. The task I'm

Dear R users, I know cross-validation does not work in rpart with user defined split functions. As Terry Therneau suggested, one can use the xpred.rpart function and then summarize the matrix of the predicted values into a single "goodness" value. I need only a confirmation: set for example xval=10, if I correctly understood a single column of the matrix obatined by xpred.rpart gives

Hi everybody, I have the following problem. I have a vector containing character elements, such as: list = c("aa","bb","cc","dd","ee") I want to create an index which identifies the elements that are different from, e.g. "aa" and "bb". When I do the following: jj = list!="aa" & list!="bb" > jj

Dear all, I would like to ask information about the package mvtnorm in R. It is very useful for me the "qmvnorm" comand, but I see that it can compute only quantile for equicoordinate. Is it possible to have a curve (or a set of values) if we don't want equicoordinates? Thank you Best regards Antonio. -- Antonio Lucadamo, Dipartimento di Scienze Economiche e Metodi Quantitativi

Hi, i want forcibly disconnect a user in a windows xp client after 1 hour that he logs on a samba domain. How can i do? There is also a way to display the time remain of session? Thanks a lot ---------------------------------------------------------- Sig Carlo Busetto Dipartimento di Scienze Economiche Universit? Ca' Foscari Cannaregio n? 873 30121 Venezia Tel 041-2349137 Fax

Dear all, I'm using the ellipse package and I would like to verify if the confidence region that I build with this package can be equivalent to an Union Intersection Test. I used different value for the t-statistic but I can not find the right equivalence. Does someone know how to choose the right value? Thanks a lot. Antonio -- Antonio Lucadamo, Dipartimento di Scienze Economiche e

I am interested Andrea is whether you ever established why your R2 was 1. I have had a similar situation previously. My main issue though, which I'd be v grateful for advice on, is why I am obtaining such negative values -0.3 for Somers Dxy using validate.cph from the Design package given my value of Nagelkerke R2 is not so low 13.2%. I have this output when fitting 6 variables all with

Dear all, I'm trying to manage with user defined split function in rpart (file rpart\tests\usersplits.R in http://cran.r-project.org/src/contrib/rpart_3.1-34.tar.gz - see bottom of the email). Suppose to have the following data.frame (note that x's values are already sorted) > D y x 1 7 0.428 2 3 0.876 3 1 1.467 4 6 1.492 5 3 1.703 6 4 2.406 7 8 2.628 8 6 2.879 9 5 3.025 10 3 3.494

Dear R users, I'm working with the rpart package and want to evaluate the performance of user defined split functions. I have some problems in understanding the meaning of the xval argument in the two functions rpart.control and xpred.rpart. In the former it is defined as the number of cross-validations while in the latter it is defined as the number of cross-validation groups. If I am

Hi all, I'm using libvirt java binding (libvirt-java-0.4.6) I'd like to know if the Domain class offers an API to query volumes attached to a particular domain or should I parse the XML domain description? Thanks for your support -- Andrea Turli Ricercatore Direzione Ricerca e Innovazione andrea.turli at eng.it Engineering Ingegneria Informatica spa Via Riccardo Morandi, 32 00148

Hello I have this problem. I have a large matrix of this sort: > prova [,1] [,2] [,3] [,4] [1,] 3 3 3 3 [2,] 3 3 3 1 [3,] 1 3 3 3 [4,] 1 1 1 3 [5,] 3 1 1 3 [6,] 3 1 1 3 [7,] 1 3 1 3 [8,] 1 3 3 3 What I want to do is to count the number of sequences of ones and stack the results in a

Dear ALL, I'm trying to figure out what the percentage effects are in a logistic regression. To be more clear, I'm not interested in the effect on y of a 1-unit increase in x, but on the percentage effect on y of a 1% increase in x (in economics this is also often called an "elasticity"). For example, if my independent variables are in logs, the betas can be directly

Hello gentlemen! I just experienced this weird thing: I have 2 machines (one is a Dell Pe1950 with 2 Xeon 5130, the other is a Fujitsu RX200S6 with 2 Xeon E5645), both run CentoOS 5.6, the DELL has the 2.6.18-238.9.1.el5 while the Fujitsu runs the 2.6.18-238.12.1.el5 kernel. But when I try to do a virsh create with this script <domain type='kvm'>

Gracias Carlos. Yo también he visto el ejemplo que te pone chatGPT, pero la salida que te da no soy capaz de interpretarla. Os paso las ordenes y las respuestas de R de la propuesta de chatGPT Ejemplo.aov<- aov(P~TRAT+CORTE+REP) > summary (Ejemplo.aov) Df Sum Sq Mean Sq F value Pr(>F) TRAT 6 0.0028 0.00046 0.777 0.590 CORTE 2 0.5022 0.25110 424.542 <2e-16

Hy (I hope this is the right list). 1. Mac porting I'm finishing the porting of R for Mac. I hope to finish it for the end of september. Thanks to the porting of R 0.64 by Ross (that he gave me) I succeded in this porting. This is the current state: Both R 1.1.1. and 1.2.0 works with minor modification to the original code. The Macintosh device has been updated to the new version of

I am searching for an R version of the code written in GAUSS by Bruce Hansen for his paper on Econometrica, 2000, "Sample Splitting and Threshold Estimation". Someone can help me? Davide -- Davide Fiaschi Dipartimento di Scienze Economiche University of Pisa Via Ridolfi 10 56100 Pisa (PI) Italy Phone/Fax: ++39.050.2216208/++39.050.598040 E-mail: dfiaschi at ec.unipi.it Homepage: