similar to: Killed

I tried 2 methods to estimate C.I. of correlation coefficient of variables x and y: > x <- c(44.4, 45.9, 41.9, 53.3, 44.7, 44.1, 50.7, 45.2, 60.1) > y <- c( 2.6, 3.1, 2.5, 5.0, 3.6, 4.0, 5.2, 2.8, 3.8) #METHOD 1: Pearson's ********************************************************** > cor.test(x, y, method = "pearson", conf.level = 0.95) Pearson's

Dear R-helpers: I want to calculate area under a Receiver Operator Characteristic curve. Where can I find related functions? Thank you in advance Xiao

Hi, R people: I generated a package using package.skeleton(). But I can not load it using library(). > package.skeleton("RDIPcor", list = c("ROCAUC.i", "cor.i"), path = "/home/xiao") Creating directories ... Creating DESCRIPTION ... Creating READMEs ... Saving functions and data ... Making help files ... Done. Further steps are described in

Hi all, Is there a convenient way to calculate Spearman correlation coefficients in R? Nick Nianqing Xiao, Ph.D NCI Center for Bioinformatics, NIH SAIC/Advanced Systems Group > 6116 EXECUTIVE BLVD 4026J > MSC 8335 > BETHESDA MD 20852 Phone: 301-451-6357 Fax: 301-480-4222 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hi: I'm using RSPerl_0.6-3 calling R from Perl under UNIX system. My perl programs with the RSPerl work well in my computer. If submitting these programs to a UNIX system by 'ssh' or to GNQS system by 'qsub', these programs do not work even though both systems can run R. Details are following. Any suggestion will be highly appreciated. Xiao My perl program 'tt.pl'

Hello, R gives us the correlation functions cor(). (Many thanks ;-)) Does it also exist a "moving correlation" coefficient ? (like the moving average). If not, could someone give me some infos or link on how to practically implement such a function in R. (I did search for "moving correlation" on the R homepage but didn't find anything.) Thank you. Vincent

Hi, I've got a lattice xyplot and I want to superimpose correlation coefficients and p values on each panel. I've been trying to get this to work using something of the form: x <- rnorm(400) y <- rnorm(400) a <- gl(4, 100) xyplot(y~x | a, panel=function(x,y, ...){ panel.xyplot(x,y, ...) curr.cor <- cor.test(x,y) crho <- round(curr.cor$estimate,2)

Hi there, I have a multiple for loop over a list of data frames for ( i in 1:(N-1) ) { for ( j in (i+1):N ) { for ( p in 1:M ) { v_i[p] = alist[[p]][i,"v"] v_j[p] = alist[[p]][j,"v"] } rho_s = cor(v_i, v_j, method = "spearman") rho_p = cor(v_i, v_j, method = "pearson"

Hello Everyone, My name is Thomas and I have been using R for one week. I recently found your site and have been able to search the archives of posts. This has given me some great information that has allowed me to craft an initial design to an inquiry I would like to make into the breakdown of McNemar's test. I have read an intro to R manual and the posting guides and hope I am not violating

Hi all, I'm trying to fit a nonlinear regression by "nlrob": model3=nlrob(y~a1*x^a2,data=transient,psi=psi.bisquare, start=list(a1=0.02,a2=0.7),maxit=1000) However an error message keeps popping up saying that the function psi.bisquare doesn't exist. I also tried psi.huber, which is supposed to be the default for nlrob: model3=nlrob(y~a1*x^a2,data=transient,psi=psi.huber,

I wrote a function to calculate cosine distances between rows of a matrix. It uses two loops and is slow. Any suggestions to speed this up? Thanks in advance. theta.dist <- function(x){ res <- matrix(NA, nrow(x), nrow(x)) for (i in 1:nrow(x)){ for(j in 1:nrow(x)){ if (i > j) res[i, j] <- res[j, i] else { v1 <- x[i,] v2 <- x[j,]

Hi all, I want to install clang on CentOS 7. After executing "yum install clang", it outputs: [root at hp ~]# yum install clang Loaded plugins: fastestmirror Loading mirror speeds from cached hostfile * base: centos.mia.host-engine.com * elrepo: elrepo.mirrors.arminco.com * extras: centos.arvixe.com * updates: centos.eecs.wsu.edu No package clang available. Error: Nothing to do

Full_Name: Xiao Gang FAN Version: 2.4.0 OS: Windows Submission from: (NULL) (159.50.101.9) > library(chron) > as.Date(as.POSIXct(strptime("1994-01-24","%Y-%m-%d"))) [1] "1994-01-23"

> -----Original Message----- > From: Michael S. Tsirkin [mailto:mst at redhat.com] > Sent: Tuesday, April 10, 2018 9:36 PM > To: Liang, Cunming <cunming.liang at intel.com> > Cc: Paolo Bonzini <pbonzini at redhat.com>; Bie, Tiwei <tiwei.bie at intel.com>; > Jason Wang <jasowang at redhat.com>; alex.williamson at redhat.com; > ddutile at redhat.com;

Dear R-helpers, I'm fighting with the following problem : I want to do bootstrapping on a Kendall correlation with the following code : > cor.function <- function(data,i) cor(data[i, 1], data[i, 2],method="kendall") > boot.ci <- boot.ci(boot.cor <- boot(cbind(x,y),cor.function, R=1000),conf=c(0.95,0.99)) However, I've got problems because I've got ties

Full_Name: Xiao Gang FAN Version: R 2.0.0 OS: Windows Submission from: (NULL) (82.226.247.142) The following codes worked for R 1.9.1 > a = data.frame(x=1:2) > a$y = strptime(c("20010101","20020101"),"%Y%m%d") this no longer works for R 2.0.0: Error in "$<-.data.frame"(`*tmp*`, "y", value = list(sec = c(0, 0), min = c(0, :

Hello, I've searched for an answer to no avail. I am wondering if anyone knows how to constrain certain correlations to be equal. I have family data with 2 twins per family plus up to 2 siblings. I would like to somehow constrain all the sibling correlations (twin-sib and sib-sib) to be the same while allowing the twin-twin correlation to be different. Here is some simulated code:

The Design library has been fully ported to R except for Cox proportional hazards regression modeling (using Therneau's survival package) which will be available in about two weeks. It will take much longer to make all the example code executable, is it currently contains many examples for which data are not provided. Thanks to Xiao Gang Fan <xiao.gang.fan1 at libertysurf.fr> who

The Design library has been fully ported to R except for Cox proportional hazards regression modeling (using Therneau's survival package) which will be available in about two weeks. It will take much longer to make all the example code executable, is it currently contains many examples for which data are not provided. Thanks to Xiao Gang Fan <xiao.gang.fan1 at libertysurf.fr> who

Hello. I would like to estimate the correlation coefficient from two samples with Bootstrapping using the R-function sample(). The problem is, that I have to sample pairwise. For example if I have got two time series and I draw from the first series the value from 1912 I need the value from 1912 from the second sample, too. Example: Imagine that a and b are two time series with returns for