Displaying 20 results from an estimated 140 matches similar to: "Estimate predictor contribution in GAM models"
2005 Sep 23
1
Smooth terms significance in GAM models
hi,
i'm using gam() function from package mgcv with default option (edf
estimated by GCV).
>G=gam(y ~ s(x0, k = 5) + s(x1) + s(x2, k = 3))
>SG=summary(G)
Formula:
y ~ +s(x0, k = 5) + s(x1) + s(x2, k = 3)
Parametric coefficients:
Estimate std. err. t ratio Pr(>|t|)
(Intercept) 3.462e+07 1.965e+05 176.2 < 2.22e-16
Approximate significance of smooth
2006 Jan 14
1
Different length of objects
Hello,
i got an warning message in the following code:
f<-1:100
t<-1:100
b<-100
ll2 <- function(b,f,t) {
t<-cumsum(t)
tn<-t[length(t)]
i<-seq(along=f)
s1<-(tn*exp(-b*tn)*sum(f[i]))/(1-exp(-b*tn))
s2<-sum((f[i]*(t[i]*exp(-b*t[i])-t[i-1]*exp(b*t[i-1])))/(exp(-b*t[i-1])-exp(-b*t[i])))
s1-s2
}
ll2(b,f,t)
i think, the problem here is, that t[0] doesn't
2011 Sep 09
2
Different results with arima in R 2.12.2 and R 2.11.1
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
2009 Dec 03
3
Three-dimensional (3D) movement using 'R'
Hi Everyone,
I have a question regarding the construction of 3D graphs in 'R', BUT
these graphs also need to illustrate movement (with time) of the
prostate gland (using radiological techniques). I am not sure how to do
this in 'R' although I'm sure there is some way of doing it.
Below, I have copied and pasted some of the data with which I'm working
on. The data
2006 Apr 28
5
Ferret failing to rebuild_index - occasionally unable to del
I''m switching all my fulltext searching over to ferret using the
acts_as_ferret plugin on windows (for development, will be deployed on
linux).
In my tests I have a setup method as follows to ensure the index is
reset for each test:
def setup
Item.rebuild_index
end
This works fine for the initial few tests but then suddenly fails for
the last few tests when it seems to be failing
2004 Mar 31
4
Removing leading and trailing spaces (string manipulation)
Hi all,
I'm running the following code to generate 40 different jpegs based on the resulting data. I'd like the file names to be 'Cluster1.jpeg', however the code write filenames like 'Cluster 1 .jpeg'.
How can I get rid of the unwanted spaces? I've looked at ?format and it doesn't seem to work - at least in this context.
###################
ClusCount <- 40
2011 Sep 12
1
Difference in function arima estimation between 2.11.1 and R 2.12.2
Hello , I have estimated the following model, a sarima:
p=9
d=1
q=2
P=0
D=1
Q=1
S=12
In R 2.12.2
Call:
arima(x = xdata, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S),
optim.control = list(reltol = tol))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ar8
ar9
0.3152 0.8762 -0.4413 0.0152 0.1500 0.0001 -0.0413 -0.1811
2012 Feb 06
1
Creating time series (ts) object
Hi everyone.
I have have a dataset with daily measurement from January 1st of 1966 up to
December 31th of 2011.
Here's the first part of the data:
Date SLEV
1/1/1966 1.086
1/2/1966 1.079
1/3/1966 1.133
1/4/1966 1.261
1/5/1966 1.391
1/6/1966 1.571
1/7/1966 1.728
1/8/1966 1.823
1/9/1966 1.97
1/10/1966 1.804
1/11/1966 2.02
1/12/1966 2.017
1/13/1966 1.86
1/14/1966 1.96
1/15/1966 1.813
1/16/1966
2008 Apr 15
1
glm syntax question
Hello,
I'm new to R and have a very basic syntax question for the
functionglm. I am using the function glm() to do a regression on a
data set. I want to run this function in a while loop, so I need to be
able to do two things:
(1) I need to be able to have my list of variables in the regression
be based from a variable vector instead of hard code.
(2) I need to be able to collect the
2006 Apr 28
0
Ferret failing to rebuild_index - occasionally unable to delete a file (_j.cfs)
I''m switching all my fulltext searching over to ferret using the
acts_as_ferret plugin on windows (for development, will be deployed on
linux).
In my tests I have a setup method as follows to ensure the index is
reset for each test:
def setup
Item.rebuild_index
end
This works fine for the initial few tests but then suddenly fails for
the last few tests when it seems to be
2010 Dec 14
0
factor predictor using random forest
Hello everyone,
I have been doing a binary classification using random forest from the
library "randomForest". One of the predictors is a factor variable, which is
known to be highly related to the binary response I am trying to predict.
Other 80 predictors are numeric. Totally I have 44 subjects. However, the
random forest returns the factor variable as the least important one based
on
2013 Dec 16
1
log transforming predictor variables in a binomial GAM?
Hi all,
I am applying a Presence/absence Generalized additive model to model the distribution of marine algae species in R. I have found that log transforming the environmental variables improves the explained deviance of the model considerably. While log transforming is common practice in GLM, I have been unable to find any papers where this is performed in a GAM. Im wondering whether this
2017 Dec 14
0
multiple instances of predictor variable per model
I?m running a model on animal behavior in response to shipping. In most
cases, there is only one ship in the study area at one time. Ship length,
distance from the animals, speed, angle from animals, and ship direction
(as east/west bound) are among shipping-related covariates (with multiple
interactions).
The tricky part is that sometimes there are 2 ships in the area. I could
add all the same
2017 Jun 29
0
Help : glm p-values for a factor predictor
Hi Michael,
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Michael
> Friendly
> Sent: Thursday, June 29, 2017 9:04 AM
> To: Beno?t PELE <benoit.pele at acoss.fr>; r-help at r-project.org
> Subject: Re: [R] Help : glm p-values for a factor predictor
>
> On 6/29/17 11:13 AM, Beno?t PELE wrote:
> > My question is
2018 May 09
1
Ignored branch predictor hints
On 9 May 2018 at 19:48, Dávid Bolvanský via llvm-dev
<llvm-dev at lists.llvm.org> wrote:
> But a fix needs to be made since branch predictor hints are broken in a
> valid C++20 code:
They don't affect performance in the expected way, but they also don't
actually break code. I'm not saying it's not a bug, but it's certainly
not on the same level as a miscompilation.
2011 Jan 04
0
[LLVMdev] Is PIC code defeating the branch predictor?
On 04 Jan 2011, at 08:30, Jakob Stoklund Olesen wrote:
> I noticed that we generate code like this for i386 PIC:
>
> calll L0$pb
> L0$pb:
> popl %eax
> movl %eax, -24(%ebp) ## 4-byte Spill
>
> I worry that this defeats the return address prediction for returns
> in the function because calls and returns no longer are matched.
According to benchmarks by
2003 Apr 07
3
spline with multiple predictor vars?
Hi, is there a way in R to generate a polynomial spline with multiple predictor
variables? I have one response and two predictors and I'm trying to fit a
spline model for this...
Please cc me on the reply..
Thanks,
nirmal
2004 May 11
2
lm with predictor matrix
Hello,
can someone give me an example of how to fit a linear model where the
response is a matrix, please? (other than a loop over lm calls)
The ?lm points me to model.matrix but it is not clear to me how to use a
model matrix in an lm call.
fit<-lm(headmatrix ~ tailmatrix) causes problems as soon as I
use predict(fit,newframe). The variables in tailmatrix are not found in
2007 Oct 03
2
Forcing zero intercept in two predictor case - stat question not R question
When one is doing simple regression and needs to force a zero intercept
( for whatever reason. I realize it's a controversial issue ),
then subtracting the means of the left hand side and the right hand side
from themselves does the trick. Does anyone know if there is a
similar trick when the RHS has two variables ? Thanks.
--------------------------------------------------------
This is
2007 Nov 26
1
anyway to force rpart() to include a specific predictor
If I understand correctly, rpart() will pick predictor at each node
automatically. I am wondering if there is a way to force rpart()
including a specific predictor. The reason I am asking is that I'd
like to use rpart() to detect interaction terms for some variables.
Thanks.