similar to: Generate correlated expontial distribution -- lamda please guide

Hi, I have a char vector with year values. Some cells have single year value '2001-' and some have range like 1996-2007. I need to remove hyphen character '-' from all the values within the character vector named as 'end'. After removing the hyphen I need to get the last number from the cells where there are year range values i.e if the cell has range 1996-2007, the code

Hi Sunny, Try this: # notice that I have replaced the fancy hyphens with real hyphens end<-c("2001-","1992-","2013-","2013-","2013-","2013-", "1993-2007","2010-","2012-","1984-1992","1996-","2015-") splitends<-sapply(end,strsplit,"-") last_bit(x)

Thank you Jim, The code did assist me to get the what I needed. Also, I learnt that there are different types of dashes (en-dash/em-dash/hyphen) as explained on this site : http://www.punctuationmatters.com/hyphen-dash-n-dash-and-m-dash/ I achieved it by executing below command after going through this page on stackoverflow:

A small example data set that illustrates your question will be of great value to those trying to help. This appears to be a transformation that you are wanting to do (timestamp to units of time) so a data representing what you have (dput() is handy for this) and one representing what you want to have with any guidance regarding how to use the other columns in you data set (e.g., the event(0/1)).

Mark, Below is the sampled simulated granular data format for pumps for trial period of 3 months that I need to transform for survival analysis: 3 months = (60*24*90) minutes i.e 129600 minutes pump_id timings events vibration temprature flow pump1 01-07-2017 00:00 0 3.443 69.6 139.806 pump1 01-07-2017 00:10 1 0.501 45.27 140.028

Dear All, In Storey's estimator of the proportion of true nulls, the estimator depends on the tuning parameter lamda. Suppose now that an estimator of this proportion has been obtained by the qvalue package, what is the lamda that corresponds to the estimate? How to get this lamda? Thanks, -Chee [[alternative HTML version deleted]]

Hi - I am trying to dynamically create my partition folders via attachment_fu. I have read about a hack that allows you to do this on the attachment model: :partition => lambda {|a| a.article_id} Which passes the model''s object into the lambda and uses the ''article_id'' attribute as its directory name. However, this isn''t work for me. I think the lambda

Dear R-users, I'm wondering how to obtain Wilks-lambda values when discriminant analyses have only one discriminant function (i.e. 2 categories to discriminate between). The use of manova(predictions~groups, test="Wilks") asks for multiple response and the use of anova(lm(predictions~groups), test="Wilks") simply does not consider the last term. (The alternative

I apologise as I had mistakenly posted this message via non- member mail. So I'm reposting it with member id. I need help in this case. > Hi friends, > I haven't done such a simulation before and any help would be greatly appreciated. I need your guidance. > > I need to simulate end to end data for Reliability/survival analysis of a Pump ,with correlation in place, that is

Hello Anyone that now of any function in R that can calculate copulas? Or if anyone have any code avaible I would be more than interested. Thank you in advance /Thomas ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help

Thanks Dimitris!!! That's much clearer now. Still have a lot of work to do this weekend to understand every bit but your code will prove very useful. Cheers, Aziz -----Original Message----- From: Dimitrios Rizopoulos [mailto:Dimitris.Rizopoulos at med.kuleuven.be] Sent: May 12, 2006 4:35 PM To: Chaouch, Aziz Subject: RE: [R] Maximum likelihood estimate of bivariate

HI Every one Could some one provide me definitions of following bivariate distributions gamma, exponencial, Weibull, half-normal , Rayleigh, Erlang,chi-square thanks A.S. Qureshi

In principle what you need to do is the following: - break down the time you wish to simulate into intervals. - for each interval, and each failure mode, determine the probability of an event. Determining the probability is the fun part, where you make your domain knowledge explicit and include all the factors into your model: cumulative load, failure history, pressure, temperature,

Thanks Boris and Bret, I was successful in simulating granular/transactional data. Now I need some guidance to transform the same data in format acceptable for survival analysis i.e below format: pump_id | event_episode_no. | event(0/1) | start | stop | time_to_dropout The challenge I'm experience is to generate the 'start' and 'stop' in units of minutes/days from single

Hi, I'm dealing with wind data and I'd like to model their distribution in order to simulate data to fill-in missing values. Wind direction are typically following a vonmises distribution and wind speeds follow a weibull distribution. I'd like to build a joint distribution of directions and speeds as a VonMises-Weibull bivariate distribution. First is this a stupid question? I'm

Hi, I have a right-censored (positive) random variable (e.g. failure times subject to right censoring) that is observed for N subjects: Y_i, I = 1, 2, ..., N. Note that Y_i = min(T_i, C_i), where T_i is the true failure time and C_i is the censored time. Let us assume that C_i is independent of T_i. Now, I would like to generate another random variable U_i, I = 1, 2, ..., N, which is

Hello all!!! 1) I am wondering is there a way to generate random numbers in R for Bivariate Uniform distribution? 2) Does R have  built-in function for generating random numbers for any given bivariate distribution. Any help would be greatly appreciated !! Good day! Haneef Anver [[alternative HTML version deleted]]

hi, first I want to say that I'm new here, and new with copula and R. That is the reason why I'm writing, if somebody can help me. I have to make an example of Copula. On internet I've found this forum and that copula can calculate with R. Can somebody help me with the thing how can I start and where can read about these stuffs. Thank to all who can help! -- View this message

Hi, Is anybody using Copula package for fitting copulas to own data? I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma ( 2.7 and 1.05) Which package I should use to fit Gumbel and Clayton Copulas? Thanks, fayyad [[alternative HTML version deleted]]

Suppose F(x, y; rho) is the cdf of a bivariate normal distribution, with standardized marginals and correlation parameter rho. For any fixed x and y, I wonder if F(x, y; rho) is a monotone increasing function of rho, i.e., there is a 1 to 1 map from rho to F(x, y; rho). I explored it using the function pmvnorm in package mvtnorm with different x and y. The plot suggests the statement may be true.