similar to: arith-true mean() fails make check on IRIX

I have written before, but to no avail. I have found two minor problems with fitting time series models with R. The thing is, they may be solved with MINOR adjustments to the code. I have posted these problems with detailed examples here: http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm Briefly, the problems are (1) When fitting time series models when there is an AR term present, the

When arima is used to fit a time series, the output gives an estimate of the mean of the series, but calls it the intercept. For example, if x(t) = a + b x(t-1) + w(t) is a stationary AR(1) and w(t) is white noise, then mu = a + b mu, or a = mu (1-b), where mu = E(x(t)). Unless b=0, the mean mu and the intercept a are not the same. Here's a quick R example: > x =

Sorry for reporting this again, but I didn't notice that there was a response. The response to PR#8231 is "This is a matter of opinion!" First, I find this response arrogant and dismissive and I would ask for a second opinion. Second, the use of the term "intercept" - whether or not you think is "a matter of opinion" - is MISLEADING. Why do you want to

Dear Aaron, I am really a tool user and not a tool maker (actually an ecologist doing some biostatistics)... so, I take the liberty of sending a copy of this e-mail to the r-help list where capable computer persons and true statisticians may provide more relevant information and also to Paulo Ribeiro and Peter Diggle, the authors of geoR.. I really feel that your huge matrix cannot be

Running Version 2.6.0 GUI 1.21. Generally, I enjoy working with the OSX GUI, which has some very pleasant features. Kudos to the developers! There is a nice history panel which slides out of the Console window. The buttons on the panel work as expected. I am puzzled by the behavior of history() and savehistory() run from the Console window. I would think that these functions would view and

Hello Colleagues, I've recently become a fan of Mark Bravington's mvbutils package for organizing analysis projects in a tree. Using cd(), Save(), fixr(), mlazy() etcetera solves nicely some of the nuisances that have worried or annoyed me and sometimes caused big problems over the years. Well thought out. Now one feature that would be fabulous would be automatic time-stamping of

Discovered by accident: If your R session has become unresponsive to escape presses etcetera, you can try this. Open a terminal window, run the command ps -ax | grep R.app Note the process ID number in the first column. Say it's 1234. Then run kill -4 1234 The key is that the signal you are sending to R.app is "4". The Console will now ask you how you want to exit. This

Dear all, I am now doing the logistic regression using R. (glm, family=binomial). Besides the standardize summary statistics generated from R, I am also interested in some more informations concerning the model fitting / prediction etc; Particularly I am interested in "pseudo R squar" and "C statistic". I searched the R- help and could only get very limited information. (Post

When joining our Solaris 10 Samba 3.0.23 system to ADS via... # /usr/local/samba/bin/net ads join -U Administrator Administrator's password: Using short domain name -- ULS Failed to set servicePrincipalNames. Only NTLM authentication will be possible. Please ensure that the DNS domain of this server matches the AD domain, Or rejoin with using Domain Admin credentials. Joined

Dear R-help, I am interested in using structural equation modeling. Just getting started with it, but I'm looking for suggestions for packages. As an aside, what's the best way for looking for packages at CRAN? -- Robert Terwilliger Biomedical Physicist Laboratory of Neurocognitive Development Western Psychiatric Institute and Clinic University of Pittsburgh Medical Center Loeffler

Hello, I am a newbie to the lattice package in R, and I'm trying to make a plot using the xyplot function. I have repeated measures data (2 conditions) for two different groups of subjects (teens and adults). So far, I've made a basic graph using xyplot(y ~x, group=subnum, data=mydata, type="b"). Now I would like to make all the teens' lines one color and the adults'

A consistent Rgui crash (1062 on XP) I was experiencing seemed initially to be solved by following R Win FAQ 2.12: placing a generic microsoft msvcrt.exe in rw1062\bin. But the crash problem quickly reappeared. Exiting Macro Magic, a keyboard macro utility, did solve the problem, apparently permanently according to my little "crossover design" study. I discovered this solution thanks

Greetings, I'm using MSM (mutli-state markov modeling) package to study the progression of fibrosis in U.S hepatitis C population. I find this is a very fascinating tool for an applied researcher like myself. I have a four stage progression only model without any absorbing stage, also assuming no misclassification error in the data for the time being. I also have a couple covariates in the

Hello all, I have 300 clusters of fixed size 2 and I need to do resampling with replacement to run some regression models. I've searched through the archive and the only thing I found was that I could use 'boot()' function. but it's not clear to me how I can do this. Has anyone done it? I would very much appreciate your help, kelly

Hi, I am puzzled by the relationship between the p-values asociated with the coefficients of a univariate logistic regression involving categorical variables and the p-value I get from Fisher's exact test of the associated 2 x 2 contingency table. (1) The 2-sided p-value for the table is ~ 0.0015, whereas the p-value for the independent is 0.101 and the p-value for the intercept is

I was wondering if someone familiar with survival analysis can help me with the following. I would like to fit a Weibull curve, that may be dependent on a covariate, my dataframe "labdata" that has the fields "cov", "time", and "censor". Do I do the following? wieb<-survreg(Surv(labdata$time, labadata$censor)~labdata$cov,

I'm excited about SJava, and I'ld love to get it working, but can't get past loading the package. .First.lib fails on this statement: > library.dynam("SJava", "SJava", "C:/PROGRA~1/R/rw1091/library") Error in dyn.load(x, as.logical(local), as.logical(now)) : unable to load shared library

Hello Everybody: I am searching for an R package for fitting Generalized Estimating Equations (GEE) with weights (i.e. Weighted Estimating Equations). From the R documentation I found "geese(geepack)" for fitting Generalized Estimating Equations. In this documentation, under the paragraph “weights” it has been written, “an optional vector of weights to be used in the fitting process.

Hello After (simple random cluster) resampling with replacement I ran MSM function and I'm getting the following warning message ,which I'm not sure why. I don't have any absorbing stage set up in my MSM model. I have a 4 stage uni-directional MSM model. The only thing I see might be a problem is that when the last stage (stage 4 in my data) gets repeated it seems to give me a warning

Hi everyone, My apologies if this isn?t the right place to submit this?I?m new to the R-devel community and still figuring out what is where. If people want to skip my writeup and just look at the code, I?ve made a repository for it here: https://github.com/ahl27/new_dendrapply/tree/master. I?m not quite sure how to integrate it into a fork of R-devel; the package structure is different from