similar to: Cuzick's test for trend

Hi I was looking through the help on how to get standardized scores and came across an anomaly. The help.search("zscore") reports there is such a function in R.base. However, when I try to get help on zscore it reports no such function and says that R.base in built for win32. I'm running the Mac OS X version of R with the smorgasboard of packages that are included in that

Hi, I am writing a basic function to extract the z scores for some linear regression coefficients: zscore<-function( y, x) { lm<-lm( y ~ x ) z <- coef(lm)/sqrt(diag(vcov(lm))) return(z) } I would like to pass a dataframe to the function as a argument so the function call changes from zscore(df$y1,df$x1) to zscore(y1,x1,data=df) but I am not sure how to reference the data

Hi, R 1.0.1, on Linux(mandrake/RedHat). I am trying to write my first function using R and I need help figuring out the error I have indicated in the Subject line above. The purpose of the function is not to "wow" anyone, but just to serve as a stepping stone so that I might write more complicated functions in the future. First I created my function named "CIfunc" and saved

Dear R Help list, My question is regarding extracting the standard error or Z-score from a cph or coxph call. My Cox model is: - modz=cph(Surv(TSURV,STATUS)~RAGE+DAGE+REG_WTIME_M+CLD_ISCH+POLY_VS, data=kidneyT,method="breslow", x=T, y=T) I've used names(modz) but can't see anything that will let me extract the Z scores for each coefficient or the standard errors in the same

Full_Name: Ivan the Terrible Version: 2.9.2 OS: Windows XP SP3 Submission from: (NULL) (89.110.13.151) When using the method blackboost_fit of the package mboost appear following error : Error in party:::get_variables(obj at responses) : trying to get slot "responses" from an object (class "boost_data") that is not an S4 object Simple test case that produce bug:

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Hi, I just installed R (2.11.1) 64bit under Windows 7 64 bit When trying to readin files I get the following error message: > > source(file="C:\\Users\\me\\Documents\\My PhD\\Modelling\\R\\Scripts\\Functions\\functions 20jan10.r") Error in file(file, "rt") : cannot open the connection In addition: Warning message: In

Hello everyone, I''m trying to wire a combobox in a view to update the database. When I select something in the combobox and press ''update'' it goes through fine, except it places the default value for the field of the combobox. Any suggestions? Here''s the model: class TestResult < ActiveRecord::Base has_one :status_index has_one :test_type has_one

Hi all I am using the defined function and it seems to work for resource types but fails with classes - I am setting a variable like so: $test = defined(Class[testing]) The test always returns false. Similarly defined functions for resource types like: $testtype = defined(File[test]) Return true. Is there something I am missing? Thanks James Turnbull

Can someone point me to a reference or tutorial that shows how to map foreign key relationships in the model? For example given: Users id name email Posts id user_id title How do I associate user_id with users.id in the Post and User models? has_many and belongs_to don''t seem to do it. -- Posted via http://www.ruby-forum.com/.

Hi, Could anyone help me understand how the mincriterion threshold works in ctree and cforest of the party package? I've seen examples which state that to satisfy the p < 0.05 condition before splitting I should use mincriterion = 0.95 while the documentation suggests I should use mincriterion = qnorm(0.95) which would obviously feed the function a different value. Thanks in advance,

Greetings - While I've used R a fair bit for basic statistical machinations, I've not used it for data manipulation - I've used SAS for 20+ years (and SAS real shines in data handling). So, I've started the process of trying to figure out 'how to do in R what I can do in my sleep in SAS' - specifically wrt to data manipulating. So, these are decidely 'newbie' level

Hi, I have a data.frame(zscores) that looks like this: gA gB g1 0.2 0.6 g2 0.3 Na My problem is that I need to use a function and the output is a vector of only the non NA values, so shorter than the list I would obtain dropping the data.frame. What is the cleanest way to keep row and column names or putting the values back into the same data frame format? The function

Forwarded Message: > To: Steve Arthur <sarthur at crick.protogene.com> > From: Thomas Lumley <thomas at biostat.washington.edu> > Subject: Re: [R] couldn't find function "..." > Date: Wed, 5 Jul 2000 16:16:25 -0700 (PDT) > ----- > On Wed, 5 Jul 2000, Steve Arthur wrote: > > > Hi, > > > > R 1.0.1, on Linux(mandrake/RedHat).

This is not an R question but if anyone can help me, it's much appreciated. Suppose I have a series ( stationary ) y_t and a series x_t ( stationary )and x_t has variance sigma^2_x and epsilon is normal (0, sigma^2_epsilon ) and the two series have the relation y_t = Beta*x_t + epsilon My question is if there are particular values that sigma^2_x and sigma^2_epsilon have to take in

Dear R users, suppose we have a random walk such as: v_t+1 = v_t + e_t+1 where e_t is a normal IID noise pocess with mean = m and standard deviation = sd and v_t is the fundamental value of a stock. Now suppose I want a trading strategy to be: x_t+1 = c(v_t – p_t) where c is a costant. I know, from the paper where this equations come from (Farmer and Joshi, The price dynamics of common

When I run llc on the (assembled version of) the following code on Linux x86: %testType = type {i32, [0 x i32], i32} define i32 @main() { %1 = alloca %testType store %testType {i32 1, [0 x i32] zeroinitializer, i32 2}, %testType* %1 ret i32 0 } llc crashes with a segmentation fault. It happens in the 2.5 release version and in the version I pulled from svn trunk about two hours ago.

Hi All, I'm beginning to learn & explore the LLVM API via the C bindings. Am running into some troubles but at the moment cannot tell if this is just my misunderstanding/misuse of the API, or a bug somewhere. I have a bitcode file generated with 'clang --emit-llvm' and I know this is good because I can run the 'test' function inside with lli, no problems. However I run

Dear R users, I have been trying to obtain the MLE of the following model state 0: y_t = 2 + 0.5 * y_{t-1} + e_t state 1: y_t = 0.5 + 0.9 * y_{t-1} + e_t where e_t ~ iidN(0,1) transition probability between states is 0.2 I've generated some fake data and tried to estimate the parameters using the constrOptim() function but I can't get sensible answers using it. I've tried using

Dear R-help-archive.. I am trying to figure out how to make arima prediction when I have a process involving multivariate time series input, and one output time series (output is to be predicted) .. (thus strictly speaking its an ARMAX process). I know that the arima function of R was not designed to handle multivariate analysis (there is dse but it doesnt handle arma multivariate analysis, only

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but the loops