similar to: Manly's randomization analysis of multiple regression

I'm a great fan of read.table(), but this time the data had a lot of cruft. So I used readLines() and editted the char vector to eventually get something like this: " 23.4 1.5 4.2" " 19.1 2.2 4.1" and so on. To get that into a 3 col numeric table, I first just used: writeLines(data,"tempfile")

# R version 2.3.1 (2006-06-01) Debian Linux "testing" # Is the following behaviour a bug, feature or just a lack of # understanding on my part? I see that this was discussed here # last March with no apparent resolution. d <- as.factor(c("1970-04-04","1970-08-11","1970-10-18")) x <- c(9,10,11) ch <- data.frame(Date=d,X=x) d <-

I've successfully created my own function (topbot) that takes a vector as input and used it with tapply() and an input vector (data$depth) and classification factor (data$profile): vols <- tapply(data$depth, data$profile, topbot) works great. But now I want to do something similar, except my function will take a 3 column matrix with nrows() equal to the factor's length. tapply

I'm trying to get predict.lm() to return an NA for each NA row in it's input vector, so the output is the same length as the input. I thought that using na.action=na.exclude with lm() would do that. But apparently not ?? df <- data.frame(x=c(NA,1,2,3,NA),y=c(0,2,3,4,0)) tl <- lm(y~x,df,na.action=na.exclude) predict.lm(tl,data.frame(x=c(2.5,NA,3,4,5))) 1 3 4 5 3.5 4.0 5.0

On Saturday 31 January 2009 03:42:04 Eli Friedman wrote: > On Fri, Jan 30, 2009 at 5:43 PM, Jon Harrop <jon at ffconsultancy.com> wrote: > > I just remembered an anomalous result that I stumbled upon whilst > > tweaking the command-line options to llvm-gcc. Specifically, the -msse3 > > flag > > The -msse3 flag? Does the -msse2 flag have a similar effect? Yes: $

R-users, I can't tell what's causing the following error. The vignette does not make a reference to a "packages" option or parameter. > library(MonteCarlo) Loading required package: abind Loading required package: codetools Loading required package: rlecuyer Loading required package: snow Loading required package: snowfall > infest_kud_fun<-function(x,A,B){ +??

This looks like the sort of thing that you should ask the package maintainer (?maintainer). Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Thu, Feb 15, 2018 at 11:39 AM, john polo <jpolo at mail.usf.edu> wrote: >

Hello, When using write.table I am getting two variables pasted together (not by choice). Has anyone else had this happen? Specifically, I have the following: d _ read.dta(paste('/montecarlo/forecast/off/',F,'.dta',sep='')) write.table(d,file=paste('/montecarlo/forecast/off/csv/',F,'.csv',sep=''), row.names=FALSE, col.names=FALSE,

I just remembered an anomalous result that I stumbled upon whilst tweaking the command-line options to llvm-gcc. Specifically, the -msse3 flag does a great job improving the performance of floating point intensive code on the SciMark2 benchmark but it also degrades the performance of the int-intensive Monte Carlo part of the test: $ llvm-gcc -Wall -lm -O3 *.c -o scimark2 $ ./scimark2 Using

Hy! I would like to know how run a montecarlo simulation with R. Thank you!!!! Francesca Matalucci __________________________________________________________________ Accesso Internet Gratis per utenti Excite! Attivalo subito! http://www.excite.it/hitech/accesso Il Mio Excite. Personalizza la tua Home page Excite come vuoi tu! http://www.excite.it AAA/Relazioni. Sfoglia gli annunci e trova la

Hi, I would like to replicate a sort of Montecarlo experiment: I have to generate a random variable N(0,1) with 100 observations but I have to contaminate this values at certain point in order to obtain different vectors with different samples: tab<-function(N,n,E,L){ for(i in 1:100){ X1<-rnorm(N*(1-a),0,1) X2<-rnorm(N*(a),E,L) X_tab<-sample(c(X1,X2),n,replace=T) } return(X_tab)}

Hello, I run Shorewall 2.0.3a backport on a debian woody box (with 2.4.18 homemade kernel). When I start shorewall I got the following errors. Oct 30 11:13:12 fwr modprobe: modprobe: Can''t locate module ipt_conntrack Oct 30 11:13:17 fwr modprobe: modprobe: Can''t locate module ipt_pkttype Oct 30 11:13:18 fwr modprobe: modprobe: Can''t locate module ipt_pkttype Oct 30

Hi I'm working with the function Kest in the package SpatStat (under LINUX with R 2.1.0). In order to evaluate the statistical significance of my point pattern I'm doing 999 Montecarlo replications. The script that use the Kest function runs OK for most of the different point patterns that I have but for a particular point pattern, which have only 17 points, it runs until the 34th

Hi, We have recently published a paper on floating point accuracy analysis through Monte Carlo Arithmetic. We also released the open-source tool Verificarlo (https://github.com/verificarlo/verificarlo) that relies on LLVM for instrumenting floating point operations. Could you please add our paper to http://llvm.org/pubs/ ? Verificarlo: checking floating point accuracy through Monte Carlo

On Feb 2, 2009, at 3:00 PM, Jon Harrop wrote: > On Monday 02 February 2009 20:37:47 you wrote: >> On Feb 2, 2009, at 12:39 PM, Jon Harrop wrote: >>> On Monday 02 February 2009 06:10:26 Chris Lattner wrote: >>>> I'm seeing exactly identical .s files with -msse2 and -msse3 on the >>>> scimark version I have. Can you please send the output of:

Hi all, I have this code, but the marginal distribution plot doesn?t appear aligned with the left plot. I think could be something about layout or par() mar. The code was programmed by me time ago. Can anyone help me to get the marginal distribution on the center (more higher centered) id.txt Could have this code: 05/01/2016;9335,200195 06/01/2016;9197,400391 07/01/2016;9059,299805

Hello I have to show that R has more functionality than SAS for MonteCarlo type exercises involving matrix algebra. As I has little experience with SAS is anyone able to help. I have a model written in R but the IT world in this company is not familiar with R and wants to use something like SAS. thanks

Dear colleagues, I?m a new R-help user. I?ve read the advertisements about the good manners and I hope to propose a good question. I?m using R to build an epidemiological SEIR model based on ODEs. The odesolve package is very useful to solve deterministic ODE systems but I?d like to perform a stochastic simulation based on Markov chain Montecarlo methods. I don?t know which packages could be

Hi, i need help building a program for the evaluation of a cash or nothing option. The option is written on a stock that today has a price of X. Nine months before i will have this situation: If a<X<b the option pays 3 dollars If X<a or X>b the option pays nothing The price of the title is described by a geometric brownian motion, so i need to start a Montecarlo simulation to find

I have a contingency table with a 0/1 variable (fwr) that flags a particular condition, a weight variable (cnt) and other variables (e.g. zz) characterizing that observation of the table. I am trying to use GLM. By converting the variables to factors and running the following regression: fwr1<-factor(fwr) zz1<-factor(zz1) res1<-glm(fwr1 ~ zz1,weights=cnt) Is that appropriate? Paul M.