Displaying 20 results from an estimated 10000 matches similar to: "A re-sampling problem"
2005 Aug 07
1
prediction from glm...
Hello r-help,
I'm trying to fit birds counts over years using glm. In fact I'm trying to reproduce an analysis already perform with genstat (attach document). I have done (with Estate
and year as factors):
Model1 <- glm(Females~Estate+Year+offset = log(area)), family =
quasipoisson(link = log), na.action = "na.exclude")
After I have calculated the prediction using:
Pred1
2003 Jun 26
3
degrees of freedom in a LME model
Dear All,
I am analysing some data for a colleague (not my data, gotta be published
so I cannot divulge).
My response variable is the number of matings observed per day for some
fruitlies.
My factors are:
Day: the observations were taken on 9 days
Regime: 3 selection regimes
Line: 3 replicates per selection regime.
I have 81 observations in total
The lines are coded A to I, so I do not need
2006 Feb 02
1
table() command
Hi R users
I am trying to get cross-tabulation tables using tables.
All variables used are binary ones (0 and 1).
Each time I constructed cross-tabluation table using a different variable
pair (e.g., variable 1 and variable 2, variable 1 and variable 3 etc)
In doing so, I ran into some problems
i.V2
i.V1 1
0 17
1 33
For variable 2 (i.V2) there was no one belonging to ZERO
2012 Jul 23
1
setar function error message
Hi all,
I have problem to estimate a SETAR model. I always get an error message.
Here is the code:
## there are 4175 observation in the series (a).
> a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480
[10] 1.496498
> library("tsDyn")
> selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2
Using maximum
2010 Oct 26
1
Markov Switching with TVTP - problems with convergence
Greetings fellow R entusiasts!
We have some problems converting a computer routine written initially for
Gauss to estimate a Markov Regime Switching analysis with Time Varying
Transition Probability. The source code in Gauss is here:
http://www.econ.washington.edu/user/cnelson/markov/programs/hmt_tvp.opt
We have converted the code to R, and it's running without errors, but we
have some
2007 Oct 30
2
markov regime switching models
Hi,
I am looking for a package to estimate regime switching models (states
following a markov chain).
I found packages for Hidden Markov Models but I am looking for something a
little different: In the HMM the conditional distribution of the
observations (give the state) is a known distribution (normal or others),
while the package I need should allow to set a conditional distribution
(given the
2009 Nov 14
2
formatting dates in axis labels (ggplot2)
I'm having trouble figuring out how to format Date variables when used
as axis labels in graphs.
The particular case here is an attempt to re-create Nightingale's
coxcomb graph with ggplot2,
where I'd like the months to be labeled as "Mar 1885", "Apr 1885", using
a date format
of "%b %Y" applied to label the dates, or really anything other than
2015 Mar 24
2
how to add service at boot up
Hi there,
I am used to traditional update-rc.d et all.
Now I wonder how to add a a script that used to called by init.d (wit
start/sop ..) to the new "service start xx" regime.
All the tutorials I found talk about how to use update-rc.d..
thanks
robert
2009 Feb 08
2
Rsync from Windows to Linux
I have installed rsync on my Windows and Linux PCs. I would like to use it
to copy a folder from Windows to Linux on a regular basis as part of my
backup regime. It works but always prompts me for a password. Is there any
way to make Windows pass authentication automatically so that I can batch
this process?
Tyson & Ackland
-------------- next part --------------
HTML attachment
2016 May 05
2
Resuming the discussion of establishing an LLVM code of conduct
On 05/05/2016 11:42 AM, C Bergström via llvm-dev wrote:
> On Fri, May 6, 2016 at 2:30 AM, Chandler Carruth <chandlerc at gmail.com> wrote:
>> On Thu, May 5, 2016 at 2:55 AM C Bergström <llvm-dev at lists.llvm.org> wrote:
>>> Chandler - I do not want to derail, hijack or change the topic of this
>>> discussion - Would you be ok with me going into specific
2011 Apr 30
3
using tapply with multiple variables
HI All,
I have a long data file generated from a minimal pair test that I gave to
learners of Arabic before and after a phonetic training regime. For each of
thirty some subjects there are 800 rows of data, from each of 400 items at
pre and posttest. For each item the subject got correct, there is a 'C' in
the column 'Correct'. The line:
tapply(ALLDATA$Correct,
2008 Jan 23
13
DRYing up stories
I''m finding that I''m writing sets of very similar scenarios to check access
permissions for each of my actions. Does anyone have suggestions on how to
dry this up:
Given an existing Account
And a logged in Admin
When the user visits account/manage
Then he should get access
Given an existing Account
And a logged in Manager
When the user visits account/manage
Then he should get
2008 Sep 29
3
[LLVMdev] Linux Kernel Compile for Sparc v8 Arch
Does anyone succeed at compiling Linux kernel for Sparc v8 architecture?
I am currently trying to expand the regime of LLVM to Sparc kernel codes.
The following is the initial error messages. Any comment is welcomed.
#1. Inline Assembly
Code:
register struct thread_info *current_thread_info_reg asm("g6");
Error Message:
include/asm/thread_info.h:77: error:
2006 Mar 23
1
Cross correlation in time series
Hi list,
I'm working on time series of (bio)physical data explaining (or not) the
net ecosystem exchange of a system (+_ CO2 in versus CO2 out balance).
I decomposed the time series of the various explaining variable
according to scale (wavelet decomposition). With the coefficients I got
from the wavelet decomposition I applied a (multiple) regression, giving
some expected results. The net
2006 Oct 13
1
Looking for a Voicemail Lamp device
I'm looking for an external device that can flash when there is new
voicemail in a mailbox. I'm using an SPA3000 with a Uniden 5.8 ghz wireless
phone system. Problem is, the Uniden system has it's own answering machine,
which I don't want to use. But the message lamps are driven solely by the
internal answering machine function. Looking for something else to give a
visual
2008 May 23
1
GARCH-like
I need to change the code of Garch to the FCGARCH (a non-linear
multi-regime GARCH).
I don't know nothing about R.
I'd like to know how can I get the code of the garch in order to change it
and make the fit for the FC-GARCH.
Any non-linear code will be helpfull because if doesn't help in the
programming it helps in getting familiar with R.
Thank you
Renato
--
PhD Student Renato
2006 Jun 21
3
Is this a weird bug with auto_complete?
I think I may have found a bug with the auto_complete feature in rails:
My controller has a before_filter with an except clause preventing the
filter from running on a specific action. The action renders a view with
a text_field_with_auto_complete field. Much to my suprise, the filter
appears to run when I type data into this field! The filter is part of
my security regime, so I end up with a
2003 Oct 29
1
profile migration - resend
Hi,
I am almost ready to switch over from 2.2.7 to 3 but found
that a user profile created in 2.2 doesn't work in 3-
ie;
during login to a Samba 3 server, an error occurs and profile
modifications are not permitted or recognized.
This may seem trivial but I have 50 users, each with complex
desktop setups which help them with there daily tasks of CG
post production (so some of you know
2011 Jun 22
2
analysing a three level reponse
Hello,
I am struggling to figure out how to analyse a dataset I have inherited
(please note this was conducted some time ago, so the data is as it is,
and I know it isn't perfect!).
A brief description of the experiment follows:
Pots of grass were grown in 1l pots of standad potting medium for 1
month with a regular light and watering regime. At this point they were
randomly given 1l of one
2008 Oct 22
1
forecasting earnings, sales and gross margin of a company...
Hi all,
I am playing with some companies' balance sheets and income statements
and want to apply what I've just learned from Stats class to see if I
can forecast the companies earnings, sales and gross margin in the
short term (3rd and 4th Quarter), mid-term (2009) and long term (2011,
etc. )
I pulled up some data from companies' financial statements over the
past a few years. The