Displaying 20 results from an estimated 100 matches similar to: "Windows Front end-crash error"
2005 Jan 08
2
Does R accumulate memory
Dear List:
I am running into a memory issue that I haven't noticed before. I am
running a simulation with all of the code used below. I have increased
my memory to 712mb and have a total of 1 gb on my machine.
What appears to be happening is I run a simulation where I create 1,000
datasets with a sample size of 100. I then run each dataset through a
gls and obtain some estimates.
This works
2005 Jan 18
4
Data Simulation in R
Dear List:
A few weeks ago I posted some questions regarding data simulation and
received some very helpful comments, thank you. I have modified my code
accordingly and have made some progress.
However, I now am facing a new challenge along similar lines. I am
attempting to simulate 250 datasets and then run the data through a
linear model. I use rm() and gc() as I move along to clean up the
2011 Jul 07
3
coefficients lm of data.frame
Hi,
I've a data frame like this:
> as.data.frame(cbind(rnorm(1:12),rnorm(1:12)))
V1 V2
1 -1.30849402 -0.52094136
2 0.96157302 0.76217871
3 -0.44223351 -1.72630871
4 -0.10432438 -1.04732942
5 -1.38748914 0.95877311
6 -0.63965975 0.65494811
7 -0.24058318 0.19496830
8 -0.11172988 1.01680655
9 0.08065333 0.22168589
10 0.25196536 0.84619914
11
2003 Jan 22
1
something wrong when using pspline in clogit?
Dear R users:
I am not entirely convinced that clogit gives me the correct result when I
use pspline() and maybe you could help correct me here.
When I add a constant to my covariate I expect only the intercept to change,
but not the coefficients. This is true (in clogit) when I assume a linear in
the logit model, but the same does not happen when I use pspline().
If I did something similar
2007 Jun 09
1
How to plot vertical line
Hi,I have a result from polr which I fit a univariate variable (of ordinal data) with probit function. What I would like to do is to overlay the plot of my fitted values with the different intercept for each level in my ordinal data. I can do something like:lines(rep(intercept1, 1000), seq(from=0,to=max(fit),by=max(fit)/1000))where my intercept1 is, for example, the intercept that breaks between
2017 Dec 20
1
Nonlinear regression
You also need to reply-all so the mailing list stays in the loop.
--
Sent from my phone. Please excuse my brevity.
On December 19, 2017 4:00:29 PM PST, Timothy Axberg <axbergtimothy at gmail.com> wrote:
>Sorry about that. Here is the code typed directly on the email.
>
>qe = (Qmax * Kl * ce) / (1 + Kl * ce)
>
>##The data
>ce <- c(15.17, 42.15, 69.12, 237.7, 419.77)
2005 Jun 08
2
Robustness of Segmented Regression Contributed by Muggeo
Hello, R users,
I applied segmented regression method contributed by Muggeo and got
different slope estimates depending on the initial break points. The results
are listed below and I'd like to know what is a reasonable approach handling
this kinds of problem. I think applying various initial break points is
certainly not a efficient approach. Is there any other methods to deal with
segmented
2005 Jun 10
0
Replies of the question about robustness of segmented regression
I appreciate to Roger Koenker, Achim Zeileis and Vito Muggeo for their
informative answers. Listed below is unedited replies I got followed by the
question I posted.
Kyong
1. Roger Koenker:
You might try rqss() in the quantreg package. It gives piecewise
linear fits
for a nonparametric form of median regression using total variation
of the
derivative of the fitted function as a penalty
2017 Dec 20
0
Nonlinear regression
Should I repost the question with reply-all?
On Tue, Dec 19, 2017 at 6:13 PM, Jeff Newmiller <jdnewmil at dcn.davis.ca.us>
wrote:
> You also need to reply-all so the mailing list stays in the loop.
> --
> Sent from my phone. Please excuse my brevity.
>
> On December 19, 2017 4:00:29 PM PST, Timothy Axberg <
> axbergtimothy at gmail.com> wrote:
> >Sorry about
2009 Apr 08
2
Null-Hypothesis
Hello R users,
I've used the following help two compare two regression line slopes.
Wanted to test if they differ significantly:
Hi,
I've made a research about how to compare two regression line slopes
(of y versus x for 2 groups, "group" being a factor ) using R.
I knew the method based on the following statement :
t = (b1 - b2) / sb1,b2
where b1 and b2 are the two slope
2006 Jul 11
1
test regression against given slope for reduced major axis regression (RMA)
Hi,
for testing if the slope of experimental data differs from a
given slope I'm using the function
"test_regression_against_slope" (see below).
I am now confronted with the problem that I have data which
requires a modelII regression (also called reduced major axes
regression (RMA) or geometric mean regression). For this I use
the function "modelII" (see below).
What
2010 Apr 08
2
Overfitting/Calibration plots (Statistics question)
This isn't a question about R, but I'm hoping someone will be willing
to help. I've been looking at calibration plots in multiple regression
(plotting observed response Y on the vertical axis versus predicted
response [Y hat] on the horizontal axis).
According to Frank Harrell's "Regression Modeling Strategies" book
(pp. 61-63), when making such a plot on new data
2023 Mar 26
1
hardware issues and new server advice
Hi,
sry if i hijack this, but maybe it's helpful for other gluster users...
> pure NVME-based volume will be waste of money. Gluster excells when you have more servers and clients to consume that data.
> I would choose LVM cache (NVMEs) + HW RAID10 of SAS 15K disks to cope with the load. At least if you decide to go with more disks for the raids, use several (not the built-in ones)
2006 May 05
1
trouble with step() and stepAIC() selecting the best model
Hello,
I have some trouble using step() and stepAIC() functions.
I'm predicting recruitment against several factors for different plant
species using a negative binomial glm.
Sometimes, summary(step(model)) or summary(stepAIC(model) does not
select the best model (lowest AIC) but just stops before.
For some species, step() works and stepAIC don't and in others, it's the
opposite.
2023 Mar 24
2
hardware issues and new server advice
Actually,
pure NVME-based volume will be waste of money. Gluster excells when you have more servers and clients to consume that data.
I would choose? LVM cache (NVMEs) + HW RAID10 of SAS 15K disks to cope with the load. At least if you decide to go with more disks for the raids, use several? (not the built-in ones) controllers.
@Martin,
in order to get a more reliable setup, you will have to
2011 Sep 16
3
Help writing basic loop
Hello,
I would like to write a loop to 1) run 100 linear regressions, and 2)
compile the slopes of all regression into one vector. Sample input data
are:
y1<-rnorm(100, mean=0.01, sd=0.001)
y2<-rnorm(100, mean=0.1, sd=0.01)
x<-(c(10,400))
#I have gotten this far with the loop
for (i in 1:100) {
#create the linear model for each data set
model1<-lm(c(y1[i],y2[i])~x)
2011 Apr 22
2
statistic Q
Dear,
i am a student and I need help in comparing between different slopes and
finding whther there is a significant difference between them?
Thanks a lot
[[alternative HTML version deleted]]
2017 Sep 19
2
symbolic computing example with Ryacas
Hi all,
I am trying to implement the following matlab code with Ryacas :
syms U x x0 C
d1=diff(U/(1+exp(-(x-x0)/C)),x);
pretty(d1)
d2=diff(U/(1+exp(-(x-x0)/C)),x,2);
pretty(d2)
solx2 = solve(d2 == 0, x, 'Real', true)
pretty(solx2)
slope2=subs(d1,solx2)
I have tried the following :
library(Ryacas)
x <- Sym("x");U <- Sym("U");x0 <-
2017 Sep 19
0
symbolic computing example with Ryacas
Have you studied the "Introduction to Ryacas" vignette that come with the
package?
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 Tue, Sep 19, 2017 at 2:37 AM, Vivek Sutradhara <viveksutra at gmail.com>
wrote:
2017 Sep 19
1
symbolic computing example with Ryacas
Thanks for the response. Yes, I did study the vignette but did not
understand it fully. Anyway, I have tried once again now. I am happy to say
that I have got what I wanted.
library(Ryacas)
x <- Sym("x");U <- Sym("U");x0 <- Sym("x0");C <- Sym("C")
my_func <- function(x,U,x0,C) {
return (U/(1+exp(-(x-x0)/C)))}
FirstDeriv <-