similar to: Declaring All Variables as Factors in GLM()

Hi all, I have 4 matrices, each having 5 columns and 4 rows .....denoted by B1,B2,B3,B4. I have generated a vector of 7 indices, say (1,2,4,3,2,3,1} which refers to the index of the matrices to be chosen and then appended one on the top of the next: like, in this case, I wish to have the following mega matrix: B1over B2 over B4 over B3 over B2 over B3 over B1. 1> How can I achieve this?

Hi all, In my data analysis, I have created a random matrix M ( of order 500 X 7). I want to use the same matrix when I start a new session, or suppose I want to send this matrix to one of my friends (because this matrix is randomly generated, and I dont want to use any other 500X7 matrix randomly generated by R). How can I save and call this matrix in the later sessions as well? Appreciate

Hi all, 1>i have 3 vectors a,b and c, each of length 25....... i want to define a new data frame z such that z[1] = (a[1] b[1] c[1]), z[2] = (a[2] b[2] c[2]) and so on...how do i do it in R 2> Then i want to draw bootstrap samples from z. Kindly suggest how i can do this in R. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year,

Hi, I want to fit the following model to my data: Y_t= a+bY_(t-1)+cY_(t-2) + Z_t +Z_(t-1) + Z_(t-2) + X_t + M_t i.e. it is an ARMA(2,2) with some additional regressors X and M. [Z_t's are the white noise variables] How do I find the estimates of the coefficients in R? And also I would like to know what technique R employs to find the estimates? Any help is appreciated. Thanks,

Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is advisable to

Hi all, I have a data set containing variables LOSS, GDP, HPI and UE. (I have attached it in case it is required). Having renamed the variables as l,g,h and u, I wish to run a Lasso Regression with l as the dependent variable and all the other 3 as the independent variables. data=read.table("data.txt", header=T) l=data$LOSS h=data$HPI u=data$UE g=data$GDP matrix=data.frame(l,g,h,u)

Hi all, I was running the adf test in R. CODE 1: adf.test(data$LOSS) Augmented Dickey-Fuller Test data: data$LOSS Dickey-Fuller = -1.9864, Lag order = 2, p-value = 0.5775 alternative hypothesis: stationary CODE 2: adf.test(diff(diff(data$LOSS))) Augmented Dickey-Fuller Test data: diff(diff(data$LOSS)) Dickey-Fuller = -6.9287, Lag order = 2, p-value = 0.01 alternative

Hi all, I have run a ridge regression as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it means that it is

Hi all, I want to fit the following model to my data: Y_t= a+bY_(t-1)+cY_(t-2) + Z_t +Z_(t-1) + Z_(t-2) + X_t + M_t i.e. it is an ARMA(2,2) with some additional regressors X and M. [Z_t's are the white noise variables] So, I run the following code: for (i in 1:rep) { index=sample(4,15,replace=T) final<-do.call(rbind,lapply(index,function(i)

Hi all, Suppose I am fitting an arma(p,q) model to a time series y_t. So, my model should contain (q+1) white noise variables. As far as I know, each of them should have the same variance. How do I get the estimate of this variance by running the arma(y) function (or is there any other way)? Appreciate your help. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year,

I have the following time series model for prediction purposes *Loss_t = b1* Loss_(t-1) + b2*GDP_t + b3*W_(t-1)* where W_t is the usual white noise variable. So this is similar to ARMA(1,1) except that it also contains an extra predictor, GDP at time t. I have only 20 observations on each variable except GDP for which I know till 100 values. And most importantly,I have also calculated

Hi all, I have run a ridge regression on a data set 'final' as follows: reg=lm.ridge(final$l~final$lag1+final$lag2+final$g+final$u, lambda=seq(0,10,0.01)) Then I enter : select(reg) and it returns: modified HKB estimator is 19.3409 modified L-W estimator is 36.18617 smallest value of GCV at 10 I think it

Hi all, I have run a regression and want to calculate the likelihood of obtaining the sample. Is there a way in which I can use R to get this likelihood value? Appreciate your help on this. The following are the details: raw_ols1=lm(data$LOSS~data$GDP+data$HPI+data$UE) summary(raw_ols1) Call: lm(formula = data$LOSS ~ data$GDP + data$HPI + data$UE) Residuals: Min 1Q

I want to find the last record for each person_id in a data frame (from a SQL database) ordered by date. Is there a better way than this for loop? for (i in 2:length(history[,1])) { if (history[i, "person_id"] == history[i - 1, "person_id"]) history[i, "order"] = history[i - 1, "order"] + 1 # same person else history[i,

Dear All, I have a script that draws longitude and latitude of lightning occurrence. This script was running fine before. But when I changed my system and do a fresh install on another laptop, this error persist. source("script") Error in eval(expr, envir, enclos) : could not find function "pointsToRaster" I have tried to see if there is any other package I need to install

I used to use Wine (from 0.9.x to 1.1.x) on ArchLinux 32 bits to run a Brazilian Dictionary called Houaiss [1], and it worked almost flawlessly. But then I got a new computer and installed Ubuntu 64 bits on it, and now Houaiss' interface is unreadable (same Windows software, not a 64 bits version). I'll provide further information below, and I'd like to know if it's a 64 bits

Hi, Sometimes I need to consult the history of commands that are matching a regex, so I modified the utils::history function for that purpose. I found it useful. I append the code ( I only added the two lines with #**) Romain. history2 <- function (pattern="", max.show = 25, reverse = FALSE, unique = pattern!="", ...) { file1 <- tempfile("Rrawhist")

[Please send all questions and replies to the mailing list] On Mon, Jun 10, 2013 at 09:34:09PM -0400, Preetam Jinka wrote: > Hi Richard, > > I wanted to know how to set LIBGUESTFS_APPEND="noapic" through > /etc/libguestfs-tools.conf > but I'm not sure what the format of the file should be. > > Could you give me the exact line I should add which will work? >

Hi I 've a data a=c(10,20,30) b=c(100,200,300) c=c(50,60,70) I want to compare a[1]<=c[1]<b[1],...... How to compare for all the records ----- Thanks in Advance Arun -- View this message in context: http://r.789695.n4.nabble.com/comparing-three-vectors-tp4636728.html Sent from the R help mailing list archive at Nabble.com.

Dear list, I've noticed a width/height scaling bug in multi-panel plots when you change the active plot using par mfg The underlying par setting that maps the full plot width (or height) to the numerical axis labels does not get updated when you change plots with par(mfg=...). Thus plotting a point at c(10,10) in the first plot will only be in the correct place IF the most recently