similar to: R-beta: Datasets for "Notes on R"

> -----Original Message----- > From: r-help-bounces at stat.math.ethz.ch > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of > Ted.Harding at nessie.mcc.ac.uk > Sent: Sunday, December 05, 2004 7:14 PM > To: r-help at stat.math.ethz.ch > Subject: Re: [R] What is the most useful way to detect > nonlinearity in lo > > > On 05-Dec-04 Peter Dalgaard wrote:

To estimate the covariance matrix of e you could use the sample covariance matrix of the residuals. If desired, use its cholesky decomposition to transform to make the error approximately uncorrelated, then refit (and back-transform the coefficient matrix). Stacking the columns of Y and replicating X won't do what you write; it forces each univariate regression to have the same coefficients.

Hi, I finally managed to make it work (I just needed to have a X11 window open). Thank you very much for your help. Agnes -----Original Message----- From: Ted Harding [mailto:Ted.Harding at nessie.mcc.ac.uk] Sent: Friday, July 21, 2006 3:34 PM To: Paquet, Agnes Cc: r-help at stat.math.ethz.ch Subject: RE: [R] connection to X11 problem On 21-Jul-06 Paquet, Agnes wrote: > Dear List, >

How about: nis.na <- complete.cases --- From: <Ted.Harding at nessie.mcc.ac.uk> Hi Folks, My recent response to Laura Quinn's query about matrix subsetting reminded of a question. I wrote: iDir <- ((Winds[,20]<45)|(Winds[,20]>315))&(!is.na(Winds[,20])) Now, I find "!is.na" a bit awkward to type, so I might prefer to type it as "nis.na".

Hi, Splus allows pasting a graphics object into the plotting window, which makes it possible to do what you describe below. Now I use R which doesn't seem to allow pasting the picture into the graphics window, so I copy the graph onto a transparency sheet, and stick it onto my screen using tape. The coordinates need to be converted to make sense (as you describe). My methodology with the

Greetings Folks, When R code (as entered or read from a courced file) is executed, is it interpreted from the input form every time having once been read in, or do subsequent invocations use an "intermediate" (pre-interpreted) form? Or, putting it another way, is the execution of R code faster second time time round (and later) because the pre-interpretation has already been done once

Hi Folks, No doubt a question with a well-known answer, but I'm unfortunately not managing to find it readily ... ! I have a quantitative variable Y and a 4-level ordered factor A (with very unequal numbers at the different levels, by the way). The command lm(Y ~ A) returns (amongst other stuff) an intercept, and coefficients A.L, A.Q and A.C for the Linear, Quadratic and Cubic effects.

I'm looking at Pinheiro & Bates "Mixed-Effects Models in S and S-PLUS" at the moment. Several datasets are used, one of which is called "PBIB" (a partially balanced incomplete block design). All the other datasets can be found somewhere or other in R. However, I cannot locate PBIB, and it does not seem to be mentioned in the latest edition of the R Full Reference

Hi Folks, Given k RVs with MVN distribution N(mu,S) (S a kxk covariance matrix), let (w.l.o.g.) X1 denote the first r of them, and X2 the last (k-r). Likewise, let mu1 and mu2 denote their respective expectations. Then, of course, the expectation of X2 given X1=x1 is mu2 + S21*inv(S22)*(x1 - mu1) and the covariance matrix of X2 given X1=x2 is S22 - S21*inv(X11)*S12 where Sij is the

Hi folks Does R have anything straightforwardly resembling the commands fprintf, sprintf, printf (derived from C, and present in octave and matlab)? As in printf(format_string, ... ) where "format_string" defines the print format (including any fixed text) and "..." is a list of variables whose values are to be inserted into the line. Example: printf("Case

Hi Folks, I'm looking for a neat procedure for the following: Given t0 such that pt(t0,df,ncp=0) = alpha (given) find ncp0 such that for given beta pt(t0,df,ncp=ncp0) = (1 - beta) (In other words, what's the ncp such that you get power (1-beta) to detect it, using a 1-sided test with size alpha when ncp = 0?) In the past I've done the groping by hand, but this time it needs

Hi Folks, I am interested in extending the repertoire of link functions in glm(Y~X, family=binomial(link=...)) to include a "tan" link: eta = (4/pi)*tan(mu) i.e. this link bears the same relation to the Cauchy distribution as the probit link bears to the Gaussian. I'm interested in sage advice about this from people who know their way aroung glm. >From the surface, it looks

Hi Folks, I'm analysing some data which, in its simplest aspect, has 3 factors A, B, C each at 2 levels. If I do lm1 <- lm(y ~ A*B) say, and then summary(lm1, corr=T) I get the correlation matrix of the estimated coeffcients with numerical values for the correlations (3 coeffs in this case). Likewise with 'glm' instead of 'lm'. However, if I do lm2 <- lm(y ~

Hi, There has been a continuous stream of development updates since R-2.0.1 and I'm wondering if it is anticipated that these will crystallise soon into R-2.0.2? Or is it likely that we must wait rather longer? With thanks, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <Ted.Harding@nessie.mcc.ac.uk> Fax-to-email: +44 (0)870 094 0861

Something I don't understand ... (!) With the lattice library loaded, I have a loop for( Z in ... ) { ... xyplot(y~x | t, xlab=..., ylab=... ) } and no plot appears on the R graphics device. However, when I run the commands within {...} separately for each instance of Z, I get the plot displayed each time. So it looks as though "xyplot" is not outputting to the graphics

Thanks to Fernando Tusell and especially to Brian Ripley for their work on 'mix', leading to an apparently good package mow available on CRAN. Going through the R code for the function prelim.mix, I am wondering why the following method of calculation is used at one point: umd <- as.integer(round(exp(cumsum(log(d))))) (d is a vector containing, in effect, the numbers of levels of

Documentation for S3 functions is apparently written in troff markup with macro tags like .BG .FN .TL .DN .CS ... Inspection of S3 documentation source files gives a pretty clear idea of what these mean, semantically (and Sd2Rd is a perl script which converts this markup into the Rd format, providing further semantic information along the way). My query is: Can anyone point to troff

Hi folks, On quitting R with q(), is it possible to save the workspace to a directory other than the one R was started from? (I sometimes have a project "master" directory with the major R code and data in that directory, but divisions of the project having their specific stuff in sub-directories. So if I quit while running a sub-project, I'd like to save the workspace back into

Hi Folks, The inspiration for this query is described below, but it prompts a general question: If one wants to use only one or a few functions from a library, is there a way to load only these, without loading the library, short of going into the package source and extracting what is needed (including of course any auxiliary functions and compiled code they may depend on)? What prompted this

Hi Folks, I don't think I'm up to implementing a function for drawing French Curves, as requested by "dream". However, the discussion about it took me back so vividly to the old days that, paranormally, I felt once again the urge to ascertain magnitudes as it used to be, and should be, done. I have therefore implemented, and hereby donate to the R community, a new function