similar to: Generalized Estimating Functions

Hello, I'm just start learning R/S-Plus, so I think this 2 doubts is going to be too easy for you... 1) I couldn't discover what is the command for a concatenation of 2 variable strings. 2) For example, if I have three variable strings, and each one has the name of a variable in a data matrix: a<-V1 b<-V2 c<-V3 , is it possible to construct a command like this:

Hello, I would like to know if there is any package that allow us to fit Generalized Linear Models via Maximum Likelihood and Linear Models using Generalized Least Squarse in R as the functions glim and gls, respectively, from S-Plus. Also, anybody know if there is any package that fit Log-Linear Models using Generalized Least Squares? Any help will be very useful. Thanks, -- Frederico

Dear useRs is there any nonparametric test for the analysis of variance in a design with two within-factors (repeated measures on both factors)? Friedman is not appropriate here, therefore I am grateful for any alternative test. thanks for any hint cheers christoph --

Dear R users, I have looked in the reference Schnabel, R. B., Koontz, J. E. and Weiss, B. E. (1985) A modular system of algorithms for unconstrained minimization. _ACM Trans. Math. Software_, *11*, 419-440. cited in the nlm help. This article says that the algorithm permits the use of step selection (line search, dogleg and optimal step), analytic or finite diference gradient

Hi all, ########################################## dof=c(1,2,4,8,16,32) Q5=matrix(rt(100,dof),100,6,T,dimnames=list(NULL,dof)) par(mfrow=c(2,6)) apply(Q5,2,hist) myf=function(x){ qqnorm(x);qqline(x) } apply(Q5,2,myf) ########################################## These looks ok. However, I would like to achieve more. Apart from using a loop, is there are fast way to 'add' the titles to be

Hello Everyone Both the MCMCpack and the bayesm libraries allow us to make draws from the Inverse Wishart distribution. But I wanted to find out how exactly is the Inverse Wishart distribution parameterized in these libraries. The reason I ask is the following: Now its generally standard to express Inverse Wishart as IW(0.5 * DOF,0.5* Scale). (DOF-> Degree of freedom, Scale -> Scale

Dear all: Y=a+bX1+cX2 In the Gee (Generalized Estimation Equation) arguments: The arument Corstr has sveral choices: "independence" "fixed" "stat_M_dep" "non_stat_M_dep" "exchangeable" "AR-M" "unstructured" What does each term mean? How do I choose among them? How do I know the correlation structure of

I need to fit a t copula with fixed degree of freedom let's say 4. I do not want to estimate the dof together with correlation matrix optimally. Instead fix the dof to 4 and only estimate the correlation matrix in the optimization routine. Is anyone aware of such estimation method in R. The packages and functions that I know of can't do this estimation. I searched online but

Hi everybody, trying to get the Dovecot antispam_plugin to work and I must be doing something wrong, because as soon as it is enabled with a certain backend, imap logins do not work anymore (the session is immediately closed after a successful login). Interestingly, pipe and spool2dir are working (that is, the session won't be closed), dspam-exec and crm114-exec are not. If this happens,

Dear all, I need to fit a gee model with an auto-regressive correlation structure and I faced some problems. I attach a simple example: ####################################################### library(gee) library(geepack) # I SIMULATE DATA FROM POISSON DISTRIBUTION, 10 OBS FOR EACH OF 50 GROUPS set.seed(1) y <- rpois(500,50) x <- rnorm(500) id <- rep(1:50,each=10) # EXAMPLES FOR

--=-hiYzUeWcRJ/+kx41aPIZ Content-Type: text/plain; charset="UTF-8" Content-Transfer-Encoding: 8bit Hi, on March 10 I filed a wishlist bug report asking for the inclusion of some changes to factanal() and the associated print method. The changes were originally proposed by John Fox in 2005; they make print.factanal() display factor correlations if factanal() is called with rotation =

Hi, I''m posting a question hoping someone will know the answer off hand thereby reducing my search time. :-) With USDT probes, the tracepoint is only installed by libdtrace itself, never by the drti ioctl. So whenever I run a program with an USDT probe, no tracepoint is installed. Only after I run the dtrace command the tracepoint is actually installed on the victim process. My question

Folks; I am having a problem with the cv.glm and would appreciate someone shedding some light here. It seems obvious but I cannot get it. I did read the manual, but I could not get more insight. This is a database containing 3363 records and I am trying a cross-validation to understand the process. When using the cv.glm, code below, I get mean of perr1 of 0.2336 and SD of 0.000139. When using a

Hi, I have Postfix + OpenLdap + DoveCot configuration, and it's running succesfuly, i wantto convert users pop3 password NTPassword and LMPassword, so i ne plain passwor dof users, how can i do that. (Normaly using perl's ntlmgen function i convert password , but in plain) thanks in advance

I'm running an ANOVA on some data for respiration in a forest. I am having a problem with my degrees of freedom. For one of my variables I get one fewer degrees of freedom than I should. I have 12 plots and I therefore expected 11 degrees of freedom, but instead I got 10. Any ideas? I have some code and output below: > class(Combined.Plot) [1] "character" >

Dear R-devel list members, Ben Fairbank draw it to my attention that factanal() (in the stats package) doesn't report factor correlations for oblique rotations. Looking at the source, I see that factanal also doesn't save the factor-transformation (rotation) matrix from which these correlations can be computed. I've modified the source, attached below, so that the transformation

Hello! I have a question about the factanal function. This function returns at the end test statistics like this: Test of the hypothesis that 4 factors are sufficient. The chi square statistic is 4.63 on 2 degrees of freedom. The p-value is 0.0988 Is it possible to get the chi square statistic and the p-value as variables, not the text on the screen? An object of class "factanal"

Hi there, Does anyone know how to explicitly refer to the p-value of thet test that the chosen number of factors is significant in a factor analysis. It's not in the list of values for the factanal command output yet it is printed out with the results. Thanks in advance. Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James's Buildings 79 Oxford Street

Hi, I want to compute the quantiles of Chi^2 distributions with different degrees of freedom like x<-cbind(0.005, 0.010, 0.025, 0.05, 0.1, 0.5, 0.9, 0.95, 0.975, 0.99, 0.995) df<-rbind(1:100) m<-qchisq(x,df) and hoped to get back a length(df) times length(x) matrix with the quantiles. Since this does not work, I use x<-c(0.005, 0.010, 0.025, 0.05, 0.1, 0.5, 0.9, 0.95, 0.975,

I'm a new user of R and a novice user in copula R package. I want to fit 3-dimensional t copula for my trivariate data. So I used the command t.cop <- tCopula(c(0.785,0.283,0.613),dim=3,dispstr="un",df=6,df.fixed = TRUE) where c(0.785,0.283,0.613) is the correlation pattern of my data with 0.785 pearson correlation between variable 1-2, 0.283 correlation between 1-3 and 0.613