similar to: Numerical precision problem

Hello All I am looking for high precision values for the normal distribution in the tail,(1e-10 and 1 - 1e-10) as the R package that I am using sets any number which is out of this range to these values and then calls the qnorm and qt function. What I have noticed is that the qnorm implementation in R is not symmetric when looking at the tails. This is quite surprising to me, as it is well known

I cannot figure out how to call a function (or have a block executed) when a FXDialogBox closes (to have some program variables set from the text-fields in the dialog). Also, how do I close the dialog box when user presses Enter in some text-field, I know how to handle Enter key-press but not how to send message to the FXDialogBox window). Vlad PS: I searched and tried but still failing.

Hi Lyle, I have noticed a very small problem with the FXColorDialog class: when changing the color with the color wheel, it takes quite a long time (until 4 seconds, sometimes less) for the other panels of the dialog to synchronize. The opposite is also true: when changing the color with the sliders, it may take sometimes until 4 seconds for the color wheel to reflect the change.

Dear All, I am using R for my research and I have two questions about it: 1) is it possible to create a loop using a string, instead of a numeric vector? I have in mind a specific problem: Suppose you have 2 countries: UK, and USA, one dependent (y) and one independent variable (y) for each country (vale a dire: yUK, xUK, yUSA, xUSA) and you want to run automatically the following regressions:

Hi everyone, I?m trying to do a spaghetti plot and I know I?m doing all wrong, It must be. What I need: 15 subjects, each with measurements over 5 different times (t1, ..., t5), and the variable that I need to represent in the spaguetti plot is given by: PCR = b0 + b1 * ti + epsilon B0, - baseline of each subject B1 - trajectory of each subject over time (so multiply by t) Epsilon - error

I find that when a running fxruby program looses focus or another window is placed in front of it, when the fxruby window regains focus, many times the gui is now frozen or blank. This seems to happen especially frequently when the window covering it is a java or fox based application. Usually it comes back but sometimes it takes several minutes to do so. I would really like to find someway

Hi Rosa, You pass a vector to ggplot, which expects a data.frame. I am sure you meant to do this: point7$y_point7 <- point7$beta0_7 + point7$beta1_7*point7$time + point7 $epsilon_7 ggplot(point7, aes(time, y_point7)) + geom_line() HTH Ulrik On Wed, 19 Jul 2017 at 20:37 Rosa Oliveira <rosita21 at gmail.com> wrote: > Hi everyone, > > I?m trying to do a spaghetti plot and I

Hi, I am trying to fit a Johnson SB distribution using fitdist function in fitdistrplus Library. I have defined the Johnson SB distribution from ( http://www.ntrand.com/johnson-sb-distribution/) . But it gives me the follwing errors. Any help would be appreciated #xi = xi #lambda =l #delta =d #gamma = g djohn = function(x,xi,l,d,g) (d/(l*sqrt(2*pi)*((x-xi)/l)*(1-((x-xi)/l))))*exp[-0.5*(g +

Hi, What is the function for inverse normal transformation? Thanks, Carol [[alternative HTML version deleted]]

Hi R Graphics Gurus I am unable to figure out this issues with unevaluated expressions. I'm trying to create a graphic where I calculate the residual from a regression and want to mark each residual with its observation number. So something like plot(0,0, type = "n", xlim = c(0,10)) for(i in 1:10){ text(i, 0, substitute(paste(epsilon[i]))) } except that i end up pasting

Dear all, I have a question concerning the ks.test() function. I tryed to calculate the example given on the German wikipedia page. xi <- c(9.41,9.92,11.55,11.6,11.73,12,12.06,13.3) I get the right results when I calculate: ks.test(xi,pnorm,11,1) Now the question: shouldn't I obtain the same or a very similar result if I commpare the sample and a calculated sample from the distribution?

Hi, I need this plot: given: x,y - numerical vectors of length N plot xi vs mean(yj such that |xj - xi|<epsilon) (running mean?) alternatively, discretize X as if for histogram plotting and plot mean y over the center of the histogram group. is there a simple way? thanks! -- Sam Steingold (http://sds.podval.org/) on CentOS release 5.6 (Final) X 11.0.60900031 http://thereligionofpeace.com

Dear All, Apologies for not providing a reproducible example, but if I could, then I would be able to answer myself my question. Essentially, I am trying to fit a very complicated custom probability distribution to some data. Fitdistrplus does in principle everything which I need, but if require me to specify not only the density function d, but also the cumulative p and and inverse cumulative

I would like to increase the precision/accuracy of R. That is, I'm dealing with numbers exceedingly close to 1, and I would like to increase the number of significant digits used in computation. In matlab, you can use vpa() to accomplish this. I'm wondering if there's an equivalent or a workaround in R. Greg

I have the following csv file: name,x,y,z category,delta,gamma,epsilon a,1,2,3 b,4,5,6 c,7,8,9 I'd like to create a numeric matrix of just the numbers in this csv dataset. I've tried the following program: sample.data <- read.csv("sample.csv") numerical.data <- as.matrix(sample.data[-1,-1]) However, print(numerical.data) returns what appears to be a matrix of

hi! I would like to ask help how to generate numbers from g-and-h distribution. This distribution is like normal distribution but span more of the kurtosis and skewness plane. Has R any package on how to generate them? Any help will be greatly appreciated. Thank you so much! Form, Filame Uyaco --------------------------------- [[alternative HTML version deleted]]

Hi, suppose you have two versions of the same algorithm: one in pure R, the other one in C/C++ called via .Call(). Assuming there is no bug in the implementations (i.e. they both do the same thing), is there any well known reason why the C/C++ implementation could return numerical results non identical to the one obtained from the pure R code? (e.g. could it be rounding errors? please

Hi, I would like to plot a graph with one axis in log scale and the other in normal probability scale using R. I cannot change the axis scale to probability scale. What can be a solution? Thanks. CT

Greetings list, It's been a while since I've been able to focus on asterisk packaging but this weekend I took some time to audit and recompile packages for CentOS 4.2. You can find them here. ftp://ftp.linuxsys.com/ftp/pub/releases/CentOS-4.0 You have your choice of 1.2.1 or 1.0.10 releases. If you need zaptel modules then install this kernel as well:

Is there anyone knowing a function or way for standard normal cumulative distribution? ?(z=-0.1)=? also ?(z=?)=0.025 Thank you, -- View this message in context: http://www.nabble.com/calculation-for-standard-normal-cumulative-distribution-tp20282804p20282804.html Sent from the R help mailing list archive at Nabble.com.