similar to: Small typo in nlme documentation

Hello, Currently `use` fails silently if you try to attach functions from the same namespace. It would be nice and more similiar to the use of roxygen2 if it could add (and maybe even remove?) functions. Here is a simple proof of concept I have posted on Stack Overflow [1]. Something similar could be done within `use`. Of course, it would be preferable if it didn't need to detach the

> Of course, it would be preferable if didn't need to detach the namespace. Here's a version only detaches the namespace when necessary: ```r use <- function(package, include.only) { package <- as.character(package)[[1L]] if (!requireNamespace(package, quietly = TRUE)) { warning("there is no package called ", sQuote(package)) return

>>>>> Trevor Davis writes: Thanks. This is really about what library("foo", include.only = "fun2") should do if package 'foo' was already attached and the include.only contradicts a previous specification. In principle, one could look into allowing the underlying attachNamespace() to add more exports into the package environment (the 'only'

Dear Douglas and R-help, Does lme assume normal distribution AND equal variance among groups like anova() does? If it does, is there any method like unequal variance T-test (Welch T) in lme when each group has unequal variance in my data? Thanks, Shirley

I'm not sure if the problem is actually with R but thought I should report this anyway. After Peter's email regarding the R 3.5.2 release today, I installed the Windows version right away (directly from CRAN and not from a mirror). Unfortunately, my institute's AV sofware TrendMicro OfficeScan 12.0.5147 Service Pack 1 stops and deletes Rterm.exe when running Rcmd.exe INSTALL with

Hi, I need to correct for ar(1) behavior of my residuals of my model. I noticed that there are multiple gls models in R. I am wondering if anyone has experience in choosing between gls models. For example, how should one decide whether to use lm.gls in MASS, or gls in nlme for correcting ar(1)? Does anyone have a preference? Any advice is appreciated! Thanks, -- Tom [[alternative HTML

hi together, we use icecast 2.1 and have a big problem with the client-timeout. if our dj?s chance from one to another, all our listeners are disconected. i have found in the documentation at the point client-timeout "This does not seem to be used." is there an alternate way to hold the listeners at dj chance ? have a lot of thanks for your help. have a nice day -- Mit

Greetings- I am in the process of constructing a nonlinear model using nlme. The model is attempting to fit a nested data structure from some public-opinion data (the data are from individuals nested within organizations). The question I have is fairly simple (I hope). The data were collected in two stages: a 15,000-subject randomly-sampled telephone interview (the SCREEN), with 2,517 subjects

I would like to be able to extract the significance levels (or standard errors) of the variance-covariance parameters in nlme objects (i.e. from the varClasses and/or corClasses). Is there a way to do it, or do I have to reverse the intervals function calculations ? Thanks. Rob _________________________________________________________________ [[alternative HTML version deleted]]

A couple of questions: How to be sure that gls allowes errors to be correlated and/or have unequal variances? (is this on auto or is there a switch?) How to calculate confidence limits for a linear regresssion? -------------- next part -------------- A non-text attachment was scrubbed... Name: dthompson.vcf Type: text/x-vcard Size: 303 bytes Desc: Card for David Thompson Url :

Dear R-nlme expert We need two pieces of information about the fitting of a nlme model which we cannot extract from the R help files and would be most grateful if you could help us. We fit an energy allocation growth model with 4 parameters to individual growth curves using the nlme routine. We thus have repeated age and size measurements of individuals and therefore allow for random

Hi, I would like to use a weighted lm model to reduce heteroscendasticity. I am wondering if the only way to generate the weights in R is through the laborious process of trial and error by hand. Does anyone know if R has a function that would automatically generate the weights need for lm? Thanks, -- Tom [[alternative HTML version deleted]]

Hello, With the introduction of SSH_ASKPASS_REQUIRE in version 8.4, I've set up a script for SSH_ASKPASS to query my local passwordstore (https://www.passwordstore.org/) vault to retrieve the password for a given key. This works for ssh-add as well as ssh (configured with AddKeysToAgent set to 'yes'). My workflow effectively transforms into entering the password for the GPG key used

I got this figured out much faster than I thought I would. Thanks to all of your help, Peter, Mattias, Thomas and Helmut. And Thomas, that 8 partition live OS sounds right up my alley, and I will definitely check it out. The second partition is working well with `parted' and `fdisk', so I am quite pleased. Below is, again, "what I came up with". I tried to integrate each of your

Dear list, I was trying to create a VarClass for nlme to work with Fay-Herriot (FH) models. The idea was to create a modification of VarComb that instead of multiplying the variance functions made their sum (I called it varSum). After some fails etc... I found that the I was not getting the expected results because I needed to make sigma fixed. Trying to find how to make sigma fixed I run into

Dear R-helpers, i have a problem with a glm-model. I am trying to fit models with the log as link function instead of the logit. However, in some cases glm fails to estimate those models and suggests to give start values. However, when I set start = coef(logistic_model) within the function call, glm still says it cannot find starting values? This seems to be more of a problem, when I include a

R 3.5.0 Is it intended that the Date method of as.POSIXct does not respect the tz parameter? I suggest changing as.POSIXct.Date to this: function (x, tz = "", ...) .POSIXct(unclass(x) * 86400, tz = tz) Currently, the best workaround seems to be using the character method if one doesn't want the default timezone (which is often an annoying DST timezone). This came up on