similar to: Re: assigning with operator '='.

Dear R-list, In the R-book, p.464, Michael Crawley recommends that error bars for bar plots of normally distributed continuous response variables with categorical explanatory variables be given by 1/2 of the least significant difference, where the least significant difference is defines as qt(0.975,degrees_of_freedom)*standard_error_of_the_difference. The idea is that the above quantity

In another thread on this list, various wild allegations have been made, relating to the New York Times article on R. I object both to the subject line and to the content of several of the messages, and will not repeat or quote any of that content. It smacks to me of mischief making. Discussion has centered around the following quote from the NY Times article: ?According to them, the

What R functionnalities are there to do missing values imputation (substantial proportion of missing data)? I would prefer to use maximum likelihood methods ; is the EM algorithm implemented? in which package? Thanks Anne ---------------------------------------------------- Anne Piotet Tel: +41 79 359 83 32 (mobile) Email: anne.piotet@m-td.com

I'm experiencing a new and annoying phenomenon which seems to consist of an unfortunate interaction between R-1.7.0 and netscape version 7. When I invoke help.start(), a netscape window duly appears with the browser pointed at the file .../R/doc/html/index.html as one would hope and expect. However if I then ask for help on a function, e.g. > help(glm) the help does NOT get displayed

I've just installed version 1.4.0 of R, and am experiencing a puzzling phenomenon with the library() function. I have .lib.loc set as follows: > .lib.loc [1] "/usr/local/lib/R/library" "/home/faculty/rolf/Rlib" If I invoke > library(melvin) I get the error message Error in library(melvin) : There is no package called `melvin' but if I invoke >

I have a Master's student working on a project which involves estimating parameters of a certain model via maximum likelihood, with the maximization being done via optim(). A phenomenon has occurred which I am at a loss to explain. If we use certain pairs of starting values for optim(), it simply returns those values as the ``optimal'' values, although they are definitely not

I got bitten recently by the following behaviour of detach(); > save(file="Junk") > attach("Junk") > search() [1] ".GlobalEnv" "file:Junk" "package:methods" "package:ctest" [5] "package:mva" "package:modreg" "package:nls" "package:ts" [9]

I'm mystified by a Windoze ``phenomenon'' which has just bitten me. I have a laptop which boots either Windoze or Linux; I (sad to say) need the Windoze OS for teaching purposes. I have R 1.9.1 installed on the laptop in the Windoze OS. Just now I decided to install, under the Windoze version of R, a library (``Misc'') of some local functions that I have collected over the

I'm using the TSA package (along with all prerequisites) to do some GARCH work and for some reason, something which used to work for me has decided to up and stop. The code is as follows, after loading the package: " gs <- garch.sim(alpha=c(1.9,0.1), beta=c(0.700001, -0.0800003, -0.016),rnd = rnorm, n = 400, ntrans=500) gs1 <- garch.sim(alpha=c(1.9,0.1), beta=c(0.7, -0.08,

Dear R guru, I am Saikat Sarkar working as a researcher of Economics in Tampere University, Finland. I am trying to estimate some Garch related tests with Bayesian analysis by R programme. I am not good in R but trying to survive. Anyway I have the coding but not working properly. I have tried to find the problem but failed. I am writing to all R gurus to help me out. Could you please look at

Dear useRs, I want to simulate a time series (stationary; the distribution of values is skewed to the right; quite a few ARMA absolute standardized residuals above 2 - about 8% of them). Is this the right way to do it? #-------------------------------- load("rdtb") #the time series > summary(rdtb) Min. 1st Qu. Median Mean 3rd Qu. Max. -1.11800 -0.65010 -0.09091

Hi all, Can someone help me how to use the hmm package? I see the description,but i didnot know how to use it. I got the y.sim value for the sim.hmm function, then I want the example "try <- hmm(y.sim,K=2,verb=T" to work , How can I do it successly? Thank's for your help. Eric [[alternative HTML version deleted]]

Hello, I was wondering if anyone knew how to fit a series using a Garch-M (Garch in the mean) model. From what I gathered from the documentation, it does not seem to be implemented in either fGarch, fSeries, or tSeries. Perhaps there is an option that allows this functionality. Otherwise, if it's possible to modify an existing function I would appreciate any guidance on how to go about

In some time series simulations I'm doing, I occasionally want the model to be ``white noise'', i.e. no model at all. I thought it would be nice if I could fit this into the arima.sim() context, without making an exceptional case. I.e. one ***could*** do something to the effect if(length(model)==0) x <- rnorm(n) else x <- arima.sim(model,n) but it would be more suave if one

I am using/trying to use R 2.2.0. I have created a package of ``supplementary'' time series functions for use by my students in a time series course. The package involves only raw R code; no dynamic loading to complicate matters. I need to install this package in a location on a local area network where the students can access it under Windoze. In the past I learned that I could do

An amusing afterthought : What is a rival software (ahem!) was planting this, hoping for a divide between S and R communities.or at the very minimum hoping for some amusement. an assumption or even a pretense of stealing credit is one of the easiest ways of sparking intellectual discord Most users of softwares don't really care about who gets credit ( Who wrote Windows Vista ,or Mac OS or

In checking over the solutions to some homework that I had assigned I observed the fact that in R (version 2.4.0) pnorm(-1.46) gives 0.07214504. The tables in the text book that I am using for the course give the probability as 0.0722. Fascinated, I scanned through 5 or 6 other text books (amongst the dozens of freebies from publishers that lurk on my shelf) and found that some agree with R

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but the loops

I am trying to build a function in a context where the environment concept would appear to be useful. But I'm a bit foggy about this concept and would appreciate some pointers and advice. Basically the function I'm building, say foo(x,t), is a function of two variables). Depending on the value of t, foo will return one of the values f1(x), f2(x), ..., fk(x), where each of f1, ..., fk is

Hello, For verbose coding I'd like to do something like: > myfunction <- function(x){ > if (a){ > stop(paste(myfunction_name_here,"requires xyz!") > } Is that possible? Thanks for any hints, Joh