similar to: lda()

Displaying 20 results from an estimated 200 matches similar to: "lda()"

2004 Jul 30
1
cannot print/save graphics.
Hi, I'm running the latest version of R on a linux box. plot() does produce a grahpics window. But is it "normal" for that window to not respond to a left or right mouse click? What I'm really trying to do is the save the graphics to a postscript file, but postscript() produces an "empty postscript file". Thanks, Caren -- http://www.nhn.ou.edu/~marzban
2004 Jul 13
1
lda() - again.
Hi. I asked a question about lda() and got some answers. However, one question remains (which is not independent of the earlier ones): What output does lda() produce which I can use to compute the posteriors? I know predict(lda())$posterior will give me precisely the posteriors, but suppose I'd like to compute them myself, outside of R. So far, I have not been able to use
2005 Jan 30
1
t-test or conf interval with known variance?
Hello, Is there a built-in test in R for hypothesis testing with samples of known variance? For example, I've got a set of data, a mean to compare against, and a known variance, and I want to determine the p-value for which I can reject the null hypothesis (mu_1 = mu_0) and accept the alternative (mu_1 > mu_0). I've found that JMP and Minitab can both do this (in JMP, it's a
2013 Apr 12
1
A strange behaviour in the graphical function "curve"
I thought the curve function was a very flexible way to draw functions. So I could plot funtions like the following: # I created a function to produce functions, for instance: fp <- function(m,b) function(x) sin(x) + m*x + b # So I can produce a function like this ff <- fp(-0.08, 0.2) ff(1.5) # Is the same as executing sin(1.5) - 0.08*1.5 + 0.2 # Let's plot this
2007 Apr 20
5
[Bug 1308] pam handling change breaks pam_abl module
http://bugzilla.mindrot.org/show_bug.cgi?id=1308 Summary: pam handling change breaks pam_abl module Product: Portable OpenSSH Version: 4.6p1 Platform: UltraSparc OS/Version: Solaris Status: NEW Severity: normal Priority: P2 Component: PAM support AssignedTo: bitbucket at mindrot.org
2006 Jul 28
2
negative binomial lmer
To whom it may concern: I have a question about how to appropriately conduct an lmer analysis for negative binomially distributed data. I am using R 2.2.1 on a windows machine. I am trying to conduct an analysis using lmer (for non-normally distributed data and both random and fixed effects) for negative binomially distributed data. To do this, I have been using maximum likelihood,
2008 Jun 15
2
R vs SAS and HLM on multilevel analysis- basic question
Hi R users! I am trying to learn some multilevel analysis, but unfortunately i am now very confused. The reason: http://www.ats.ucla.edu/stat/hlm/seminars/hlm_mlm/mlm_hlm_seminar.htm http://www.ats.ucla.edu/stat/sas/seminars/sas_mlm/mlm_sas_seminar.htm and MlmSoftRev. pdf from mlmRev package. >From what i see, the first two links seem to declare the level one variable as a random part (i
2003 Jul 18
3
Problem indexing into array
Hi Folks, Can anyone give me the tip I've been groping for with the following question:? mu: kx2x2x2 array of reals corresponding to means of k RVs at the combinations of values (1,2)x(1,2)x(1,2) of dichotomous variables F1,F2,F3 mu prints out as k rows (one for each Xi) of 8 numbers M: N x (3+k) matrix of cases. The first 3 cols are values of
2006 Mar 17
1
How to change the label in plot.ts ?
Hi you guys: I have been wondering if there is any way to change the labeling in plot.ts( ), for example , if I plot two sequences, i always got y labels as "series1", "series2", I tried to use ylab=c((expression(mu_1)),(expression(mu_2))), but it doesn't work. thanks in advance for any help best.
2002 Jul 24
1
Contrasts and MC
Dear R People: I have a few questions about multiple comparisons and contrasts for ANOVA, please. I've tried some things but with no success. Suppose I have a completely randomized design, and I want to have the contrast \mu_1 - 0.5 \mu_2 - 0.5 \mu_2 How do I set that up, please? I used the C command, and ran aov, but the results were identical to those with no contrasts. Also, is there
2009 Apr 26
1
simulate arima model
I am new in R. I can simulate Arma, using Arima.sim However, I want to simulate an Arima Model. Say (1-B)Zt=5+(1-B)at. I do not know how to deal with 5 in this model. Can any one could help me? Thank you very much! Regards, -- View this message in context: http://www.nabble.com/simulate-arima-model-tp23239027p23239027.html Sent from the R help mailing list archive at Nabble.com.
2001 Apr 01
3
Which are the steps to apply a Ext3 file system?
Im intending use Ext3 file system in my web farm. Im using RedHat 6.2 (kernel 2.2.16-3) and Turbo Linux Cluster Server 6.0. I have NO SUCCESS in path my own kernel. I downloaded the following ext3 packages: ext3-0.0.2f.tar.gz (linux-2.2.16-3.kdb.diff , linux-2.2.16-3.ext3.diff ) e2fsprogs-1.20-0.WIP.i386.rpm e2fsprogs-1.20-0.WIP.src.rpm e2fsprogs-1.20-0ext3.i386.rpm
2017 Aug 10
1
"Help On optim"
Hello, I have some parameters from Mclust function. The parameters are in the form *parametersDf * * mu_1 mu_2 var_mc1 var_mc2 c1 c2 * *2 1.357283 2.962736 0.466154 0.1320129 0.5258975 0.4741025 * *21 8.357283 9.962736 0.466154 0.1320129 0.5258975 0.4741025 * Each row in the above data frame
2012 Jul 12
0
HAR-RV-CJ Moedel
I am trying to write a loop to forecast realized volatility over successive days for the purpose of VaR prediction using the HAR-RV-CJ model which is as follows: log(RV_t+1) = ?_0 + ?_CD log(CV_t) + ?_CW log(CV_t-5) + ?_CM log(CV_t-22) + ?_JD log(J_t + 1) + ?_JW log(J_t-5 + 1) + ?_JM log(J_t-22 + 1) + e_t where RV is realized volatility, CV is continuous volatility and J is the jump which is
2006 May 22
9
[Bug 926] pam_session_close called as user or not at all
http://bugzilla.mindrot.org/show_bug.cgi?id=926 ------- Comment #8 from djm at mindrot.org 2006-05-22 15:12 ------- I don't understand - surely the limits should be applied in the *child* process and not the parent process? ------- You are receiving this mail because: ------- You are the assignee for the bug, or are watching the assignee.
2001 Oct 17
3
Type III sums of squares.
Peter Dalgaard writes (in response to a question about 2-way ANOVA with imbalance): > ... There are various > boneheaded ways in which people try to use to assign some kind of > SumSq to main effects in the presence of interaction, and they are all > wrong - although maybe not very wrong if the unbalance is slight. People keep saying this
2007 Jun 23
1
[Bug 1308] pam handling change breaks pam_abl module
http://bugzilla.mindrot.org/show_bug.cgi?id=1308 --- Comment #6 from Tom Cox <tomc at hot.rr.com> 2007-06-24 03:12:38 --- Created an attachment (id=1312) --> (http://bugzilla.mindrot.org/attachment.cgi?id=1312) Change prevents pam_end from being called with current status. File shows problem introduced in session.c, version 1.346. -- Configure bugmail:
2013 Aug 27
1
Error in simulation. NAN
Hi all, im triyng to implement a bayesian model with R and c++. I have a strange problem. I can't reproduce the error with a small script and then i post the original one. The problem is after the line for(MCMC_iter2=0;MCMC_iter2<thin;MCMC_iter2++) For the first 34 iterations all work fine, after, all the simulations of mu_acc_P return an "nan". If i delete the line
2006 Jun 22
4
[Bug 926] pam_session_close called as user or not at all
http://bugzilla.mindrot.org/show_bug.cgi?id=926 carsten.benecke at rrz.uni-hamburg.de changed: What |Removed |Added ---------------------------------------------------------------------------- CC| |carsten.benecke at rrz.uni- | |hamburg.de ------- Comment #16 from
2009 Oct 24
11
Howto hide scsi or other hardware from the virtual system
Hi, I have created a virtual system via xen and would like to strip some unrequired virtual hardware from it. Example: my virtual Windows system shows me a scsi PCI device (as unknown device). I would like to get rid of it - I am only using IDE in the virtual system. How can I hide specific hardware from the virtual system? Cheers, Emre P.S.: as far as I understand specifying