similar to: varcomp?

I have a similar question, I know about --vsize, but I use R under Emacs using ESS. I know there is an easy way to call R from ESS with command line options but I don't remember how. I can't find help on this in ESS documentation or in R documentation. Could someone please remind me how this is done. ------------------------------------ | Robert Denham | |

I have a probably very naive question about the R anova/aov functions: I've found in several text books with descriptions of anova procedures that, in nested anova (specifying the model "X~A/B", B being a factor specifying treatments, and A groups of samples within each treatment), the mean square for "among treatments" is divided by the mean square "within treatment

Excuse me, if the following is FAQ or nonsense, I'm new to R (and the list)! After trying to import a textfile of 184897 Bytes, R (v0.63.0 on Linux 2.0.35/DLD 5.4) gives the following error message: > read.table ("db.out") Error: heap memory (1953 Kb) exhausted [needed 150 Kb more] > Is there a possibility to increase

Hello R-Experts, 2 questions: does anybody have example functions for determining the power of, say, a t-test or a single factor anova with fixed or random factors? and: is there an implementation of Cochran's test for heterogeneity of variances (i.e., is there a frequency distribution of Cochran's C)? Many thanks for your attention ... Ulf (please CC: me, I'm not on the

Hello out there, my first try to install a package (e.g. ctest from CRAN) didn't succeed; looking at the error messages I think it must be a configuration problem of my machine, but as I'm not very experienced I would be glad if someone could give me a hint ... R's version is 0.63.0, my i386-Linux is kernel 2.0.35. I hadn't had problems to compile R, and R itself seems to work.

Hello out there, in their "R Complements" to Modern Applied Statistics W. Venables and B. Ripley say that there is a lack of time series related functions in R compared to S plus. Looking at CRAN I didn't find much, too. As I have to learn something about +-basic ts analysis, e.g. spectral analysis, I would like to know whether somebody has developed a "unpublished" time

Hello everybody, shame on me if I have overlooked something (CRAN, StatLib), but I think I've searched carefully. Maybe it's just too obvious to see for me (happens frequently). Is a function available that extracts multiple comparison of means from objects produced by "aov()" ? Sorry if the term is not correct, I translated from german word by word ("Multiple

Hello r-help, I have a couple of time-series of different length and I would like to produce a simple overview plot showing the autocorrelation functions of the series. The time-series are stored in a dataframe like this: > test.data item year value 1 xxx 1961 -1.09 2 xxx 1962 0.21 3 xxx 1963 -0.81 [trimmed] 8

I don't like to have my password exposed by typing at all. I also don't like to enter it each time that I wish to open a database (or when I run scripts automatically across a Linux cluster). My solution has been to keep a file in my HOME directory containing the username and password for the databases. This file has read and write permission set so only I (and root) can read it; this is

<<insert bug report here>> I had a "abnormal" exit of R plotting a fitted linear model. here's the last few lines of the R session: ------------------------------------------------------------------- > plot(blstrhz.lm) Hit <Return> to see next plot: Hit <Return> to see next plot: Hit <Return> to see next plot: X Error of failed request: BadValue

================================================= This is an automated summary of the status of the R-bugs repository. Note that this may be neither complete nor perfectly correct at any given instance: Not all bugs are reported, and some reported bugs may have been fixed, but the repository not yet updated. Some bug fixes are difficult to verify because they pertain to specific hardware or

I am trying to use varcomp to obtain the variance partitioning across different nested levels of random effects (say x,y and z). I get the three variance components (for each of my along with an additional one called 'within' from varcomp output. I am using the 'scale total variance to 1' option and though the within component is small, it does form a part of what explains the

Johannes Huesing sent a message to stat-lisp-news at stat.umn.edu regarding an article in Linux-Magazin (German) on statistical software for Linux. I enclose excerpts. Can anyone summarize what was said about R in the article? If there is a web site for the article I would appreciate learning of the URL. I must admit, though, the my abilities in German are much less impressive than the

Hi try str(varcompobject) to see structure of this object. You can extract parts by standard R means. Cheers Petr > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Sharada > Ramadass > Sent: Tuesday, August 8, 2017 3:33 PM > To: r-help at r-project.org > Subject: [R] how to extract individual values from varcomp? > >

Hello, I am trying to use varcomp to decompose the variance across multiple nested levels on a lme object. I am able to successfully do this and when I view the varcomp object I can see the individual values / estimates for the variance at different levels. However, I want to be able to extract each of them separately, as I need to build a confidence interval using bootstrapping on the sample

================================================= This is an automated summary of the status of the R-bugs repository. Note that this may be neither complete nor perfectly correct at any given instance: Not all bugs are reported, and some reported bugs may have been fixed, but the repository not yet updated. Some bug fixes are difficult to verify because they pertain to specific hardware or

================================================= This is an automated summary of the status of the R-bugs repository. Note that this may be neither complete nor perfectly correct at any given instance: Not all bugs are reported, and some reported bugs may have been fixed, but the repository not yet updated. Some bug fixes are difficult to verify because they pertain to specific hardware or

Hi all I am trying to generate a normal unbalanced data to estimate the coefficients of LM, LMM, GLM, and GLMM and their standard errors. Also, I am trying to estimate the variance components and their standard errors. Further, I am trying to use the likelihood ratio test to test H0: sigma^2_b = 0 (random effects variance component), and the t-test to test H0:mu=0 (intercept of the model Yij = mu

Hi, I'm still having problems putting the variance components of my model in to a data frame, it is a continuation of this discussion, http://r.789695.n4.nabble.com/ANOVA-problem-td4609062.html, but now focussed on the problem of extracting variance components. I have got my mixed effects model now /narrow$line<-as.factor(narrow$line) rg.lmer <- lapply(split(narrow,

I noticed that congigure reported libpng as "not found" although a recent version exists. Further looking into this issue told me, that the test failed because the test from R.m4 AC_CHECK_LIB(png, png_create_write_struct, [ BITMAP_LIBS="${BITMAP_LIBS} -lpng -lz" AC_DEFINE(HAVE_PNG) ], , ${LIBS}) ], AC_MSG_RESULT([no])) ]) did