similar to: SAS Macros for R Users Only

Displaying 20 results from an estimated 2000 matches similar to: "SAS Macros for R Users Only"

2009 Jan 14
1
loglm fitting
Dear all, sorry to bother you all with this but I've been trying to use the loglm in MASS package (v2.8.0) and cannot get any sensible output. I'm wondering am I doing something very foolish or missing something obvious. For example, I tried the documentation help(loglm) example - here's the code # Case 1: frequencies specified as an array. sapply(minn38,
2009 Jun 15
0
books on Time serie
A time series text with a title that seems designed to hide its wide scope is: Forecasting with Exponential Smoothing The State Space Approach Hyndman, R.J., Koehler, A.B., Ord, J.K., Snyder, R.D. Springer 2009. This book is actually an excellent overview of time series theory, ARIMA as well as state space. It is of course, in part, a manual for the forecast and other packages in what has been
2008 Nov 20
1
binomial glm???
Hi everyone, newbee query! I've installed R 2.8.0 and tried to run this simple glm - x is no of cars in a given year, y is the number voted in an election that year while n is the population 18+: votes <- data.frame(x = c(0.62,0.77,0.71,0.74,0.77,0.86,1.13,1.44), + y=c(502,542,711,653,771,806,934,1123), n=
2008 Dec 22
2
queue simulation
Hi all, I have a multiple queing situation I'd like to simulate to get some idea of the distributions - waiting times and allocations etc. Does R has a package available for this - many years ago there used to be a language called "simscript" for discrete event simulation and I was wondering if R has an equivalent (or hopefully with graphics, something better!). Apologies if there
2009 Apr 09
1
arima on defined lags
Dear all, The standard call to ARIMA in the base package such as arima(y,c(5,0,0),include.mean=FALSE) gives a full 5th order lag polynomial model with for example coeffs Coefficients: ar1 ar2 ar3 ar4 ar5 0.4715 0.067 -0.1772 0.0256 -0.2550 s.e. 0.1421 0.158 0.1569 0.1602 0.1469 Is it possible (I doubt it but am
2008 Nov 28
1
confidence interval for glm
Hi all, simple Q: how do I extract the upper and lower CI for predicted probabilities directly for a glm - I'm sure there's a one line to do it but I can't find it. the predicted values I get with the predict (.. "response") Thanks Gerard ********************************************************************************** The information transmitted is intended only for
2009 Jan 13
1
deviance in polr method
Dear all, I've replicated the cheese tasting example on p175 of GLM's by McCullagh and Nelder. This is a 4 treatment (rows) by 9 ordinal response (cols) table. Here's my simple code: #### cheese library(MASS) options(contrasts = c("contr.treatment", "contr.poly")) y = c(0,0, 1, 7, 8,8,19, 8,1, 6,9,12,11, 7,6, 1, 0,0, 1,1, 6, 8,23,7,
2008 Dec 09
2
for loop query
Hi all, apologies if this is obvious - but I can't see it and would appreciate some quick help! the matrix mhouse is 26x3 and I'm computing odds ratios. The simple code below "should" compute the odds vector for every pair (325) i.e. 26C2 in cols 1 and 2. On the first i=1 outer loop the inner j loop runs from 2 to 26 ok and then I get the error (Error: subscript out of bounds)
2009 Mar 04
0
R under Citrix and access to Lotus notes
Dear All, 1. Does anyone have experience of running R on a server inside a Citrix shell - I'd like to get R onto the server and would be greatful for any tips or direction on the matter. 2. This may seem like a silly question so forgive my ignornace. Most of the data I currently work with is held on a number of Lotus Notes (LN) Databases (well it's called a DB here but it's really a
2012 Oct 09
1
how to convert by lists in data.frames
Dear R-helpers, I’ve got a summary of results from a by() call that I am making with a list of more than two of factors not very different from the example in the by() help page require(stats) by(warpbreaks[, 1], warpbreaks[, -1], summary) The result of the command gives a list of the form wool: A tension: L Min. 1st Qu. Median Mean 3rd Qu. Max. 25.00 26.00
2009 Feb 26
9
Inefficiency of SAS Programming
If anyone wants to see a prime example of how inefficient it is to program in SAS, take a look at the SAS programs provided by the US Agency for Healthcare Research and Quality for risk adjusting and reporting for hospital outcomes at http://www.qualityindicators.ahrq.gov/software.htm . The PSSASP3.SAS program is a prime example. Look at how you do a vector product in the SAS macro
2008 Dec 22
2
AR(2) coefficient interpretation
I am a beginner in using R and I need help in the interpretation of AR result by R. I used 12 observations for my AR(2) model and it turned out the intercept showed 5.23 while first and second AR coefficients showed 0.40 and 0.46. It is because my raw data are in million so it seems the intercept is too small and it doesn't make sense. Did i make any mistake in my code? My code is as follows:
2010 Jan 08
0
solving cubic/quartic equations non-iteratively -- comparisons
Hi, I'm responding to a post about finding roots of a cubic or quartic equation non-iteratively. One obviously could create functions using the explicit algebraic solutions. One post on the subject noted that the square-roots in those solutions also require iteration, and one post claimed iterative solutions are more accurate than the explicit solutions. This post, however, is about
2008 Dec 04
2
Simulating underdispersed counts
Hello, Anyone who knows a fast and accurate algorithm for generating draws from an underdispersed Poisson distribution. Or even better, if there is a package containing such an implementation. Thanks Rene
2011 Oct 31
3
How to use IML with R and SAS
Hello, I have a for loop that generates data in R. With the IML program, I would like to analyze data in SAS from each iteration of the for loop in R. It would be helpful if someone could explain to me how to analyze data this way. Thanks [[alternative HTML version deleted]]
2008 Nov 21
3
HELP
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2001 Nov 30
2
kalman
Hi all! I'm sure this must have been asked many times before but here goes anyway. I'm looking for a kalman filter in R for ar(i)ma time series. I'm sure there must be one around but it does not seem to be in either ts or tseries packages? Any suggestions welcome. Thanks Gerard Keogh The information in this email, and any attachments transmitted with it, are confidential and are
2007 Feb 10
1
SAS, SPSS Product Comparison Table
Hi All, My paper "R for SAS and SPSS Users" received a bit more of a reaction than I expected. I posted the link (http://oit.utk.edu/scc/RforSAS&SPSSusers.pdf) about 12 days ago on R-help and the equivalent SAS and SPSS lists. Since then people have downloaded it 5,503 times and I've gotten lots of questions along the lines of, "Surely R can't do for free what [fill in
2010 Nov 29
2
R equivalent of Beaton's Sweep algorithm
I'm looking for an R equivalent of Beaton's (1964) Sweep algorithim for partial inversion of a matrix by pivoting. It implemented in SAS/IML as sweep(matrix, indices), described here http://support.sas.com/documentation/cdl/en/imlug/59656/HTML/default/langref_sect266.htm and here for python http://adorio-research.org/wordpress/?p=262 -- Michael Friendly Email: friendly AT yorku
2015 Jan 28
2
CentOSn7 & graphite-web RPM
Am 28.01.2015 um 07:07 schrieb Philip Keogh: Hi Philip, > There's a .spec file that the author ran through mock on EL7: > https://github.com/mckern/carbon/blob/rpm_spec/rpm_spec/carbon.spec By author you mean the author of the RPM? > (If you need to know how to generate an RPM from a .spec see > https://fedoraproject.org/wiki/How_to_create_an_RPM_package ) Ta. > You can