Displaying 11 results from an estimated 11 matches similar to: "low-variance warning in lmer"
2003 Jun 14
2
A sapply() funny.
The sapply function is refusing to return a result for what seem to
me to be mysterious reasons. Here is a toy example:
set.seed(111)
X <- list(x=runif(20),y=runif(20))
rvec <- seq(0.01,0.15,length=42)
foo <- function(x,X,cc) {
mean((X$x)^x + (X$y)^cc)
}
bar <- function(x,a,b){a+b*x}
try.b <- sapply(rvec,bar,a=1,b=2) # This runs without a problem and
2005 Apr 29
0
handling of zero and negative indices in src/main/subscript.c:mat2indsub() (PR#7824)
This message contains a description of what looks like a bug, examples
of the suspect behavior, a proposed change to the C code to change this
behavior, example of behavior with the fix, and suggestions for 3 places
to update the documentation to reflect the proposed behavior. It is
submitted for consideration for inclusion in R. Comments are requested.
Currently, the code for subscripting
2005 May 06
0
(PR#7824) handling of zero and negative indices in
I've put this in (with some different wording). Although S blithely
accepts mis-dimensioned index matrices I agree this is wrong and have made
it an error.
On Fri, 29 Apr 2005 tplate@acm.org wrote:
> This message contains a description of what looks like a bug, examples
> of the suspect behavior, a proposed change to the C code to change this
> behavior, example of behavior with
2008 Mar 21
1
(no subject)
Hi, I am fairly new to R, and am stuck.
I want to write an R function with argument n that returns a vector of length n with n simulated observations from the double exponential distribution with density: ??g(y) = 1/2e^-y
?
For the double exponential, I want to generate y~Exp(1) and then take ?y with probability 0.5
?
Does anyone know how I can do this in R?
Thanks!
Fran
[[alternative
2011 Jul 02
1
Simulating inhomogeneous Poisson process without loop
Dear all
I want to simulate a stochastic jump variance process where N is Bernoulli
with intensity lambda0 + lambda1*Vt. lambda0 is constant and lambda1 can be
interpreted as a regression coefficient on the current variance level Vt. J
is a scaling factor
How can I rewrite this avoiding the loop structure which is very
time-consuming for long simulations?
for (i in 1:N){
...
N <- rbinom(n=1,
2010 Jan 20
3
barchart with stacked and beside bars
Hi,
Is there a way to stack bars in a barchart as well as "beside" bars for the
same treatment? eg....
I have one barchart like this:
bio<-matrix(c(10,23,9,25),nrow=2,byrow=T)
ntreat<-c("n0","n96")
colnames(bio)<-ntreat
barplot(bio,beside=T)
now i want a similar barchart but with stacked bars:
2003 Jan 16
2
polynomial contrasts in R
In S-Plus, I can obtain polynomial contrasts for an ordered factor with
contr.poly(). The function also exists in R, however is limited to factors
where the levels are equally spaced. In S-Plus, one can obtain the contrasts
for a set of numeric values representing unequally spaced ordered factors.
Has anyone implemented this in R? I see that the S-Plus function calls
another function (poly.raw())
2011 Jul 29
2
Multifactor boxplots
Dear All
I would like to produce interaction boxplots and this seems to work:
par(mfrow=c(2,2))
A=sample(rnorm(50,50,10))
B=sample(rnorm(50,100,10))
Test=merge(A,B,by=0)#by=0 where 0 is the row.names
TreatA=(gl(2,50,100,labels=c("High","Low")))
TreatB=rep(gl(2,25,50,labels=c("High","Low")),2)
Newdata=data.frame(TreatA,TreatB,Test)
2008 Aug 15
2
Design-consistent variance estimate
Dear List:
I am working to understand some differences between the results of the
svymean() function in the survey package and from code I have written
myself. The results from svymean() also agree with results I get from
SAS proc surveymeans, so, this suggests I am misunderstanding something.
I am never comfortable with "I did what the software" does mentality, so
I am working to
2005 May 23
1
Can't reproduce clusplot princomp results.
Dear R folk:
Perhaps I'm just dense today, but I am having trouble reproducing the
principal components plotted and summarized by clusplot. Here is a brief
example using the pluton dataset. clusplot reports that the first two
principal components explain 99.7% of the variability. But this is not what
princomp is reporting. I would greatly appreciate any advice.
With best regards,
-- Tom
2004 Sep 02
3
confidence intervals
Dear R users;
Im working with lme and Id like to have an idea of how
can I get CI for the predictions made with the model.
Im not a stats guy but, if Im not wrong, the CIs
should be different if Im predicting a new data point
or a new group. Ive been searching through the web and
in help-lists with no luck. I know this topic had been
asked before but without replies. Can anyone give an
idea of