similar to: update packages from local

Dear all, I'm new to S4 classes and have a question on this. I want to use S4 because I want to define explicitly the slots that the new class can have. But other than that, the new class behaves exactly like a list. But this will not allow me to use the generic functions that are already defined for class "list", such as "$", "c", "[[",

Dear all, In a package, I defined a method for "summary" using setMethod(summary, signature="abc") for my class "abc", but when the package is loaded, the function "summary(x)" where x is of class "abc" seems to have called the default summary function for "ANY" class. Shouldn't it call the method I have defined? How could I get

Hi all, I was trying to fit a Gamma hierarchical model using "glmer", but got weird error message that I could not understand. On the other hand, a similar call to the glmmPQL leads to results that are close to what I expect. I also tried to change tha "nAGQ" argument in "glmer", but it did not solve the problem. The model I was fitting has a simple structure - one

Dear all, I ran into problems with the function "optim" when I tried to do an mle estimation of a simple lognormal regression. Some warning message poped up saying NANs have been produced in the optimization process. But I could not figure out which part of my code has caused this. I wonder if anybody would help. The code is in the following and the data is in the attachment. da <-

Dear R users, I have two simple questions here, and hope someone can help me on this. Thanks in advance. 1. I have a list object lst=list(a1=matrix(rnorm(4),2,2), a2=matrix(rnorm(4),2,2),a3=matrix(rnorm(4),2,2)). Here I only use three elements for illustration, and in fact the length of lst, n, is unknown in advance. I want to define an object for each element of this lst, and the objects have

Hi all, I am running a bivariate regression with the following: p1=c(184,155,676,67,922,22,76,24,39) p2=c(1845,1483,2287,367,1693,488,435,1782,745) I1=c(1530,1505,2505,204,2285,269,1271,298,2023) I2=c(8238,6247,6150,2748,4361,5549,2657,3533,5415) R1=I1-p1 R2=I2-p2 x1=cbind(p1,R1) y1=cbind(p2,R2) fit1=lm(y1~-1+x1) summary(fit1) Response 2: Coefficients: Estimate Std. Error t value

Hi all, I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)??

Hi all, I have a 4 by 4 matrix, and I want to switch row 2 and row 3 first, then switch column 2 and column 3. Is there an easy way to do it? The following is a tedious way to get what I want. But I wonder if there is a way to simplify this. > a=matrix(rnorm(16),4,4) > a [,1] [,2] [,3] [,4] [1,] 0.33833811 -0.9422273 -0.06181611 -1.8346134 [2,] -0.68167996

Hi all, I am going to sample two variables from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel:

Hi all, I have n independent variables A_1, A_2, A_3,......,A_n, and each with known variances var(A_1), var(A_2),..., but unknown mean. How can I get the approximation of the variance of the product of the variables using numerical computation, i.e. var(A_1*A_2*A_3*.....*A_n)? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176

Hi all, I met with a problem about the weighted least square regression. 1. I simulated a Normal vector (sim1) with mean 425906 and standard deviation 40000. 2. I simulated a second Normal vector with conditional mean b1*sim1, where b1 is just a number I specified, and variance proportional to sim1. Precisely, the standard deviation is sqrt(sim1)*50. 3. Then I run a WLS regression without the

Hi all, I'm trying to build a package, but run into problems with generic functions. I have two classes "aa" and "bb", and defined the function "summary.bb". Now I want to make "summary.bb" the default method for both classes "aa" and "bb". That is, if I have two objects "object.aa" and "object.bb" from class

Hi all, Assume I have a random vector with four variables, i.e. A=(a,b,c,d). I am able to get the covariance matrix of vector A, but how can I get the covariance matrix of vector B=(a,c,b,d) by manipulating the corresponding covariance matrix of A? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email:

Hi All I tried to find out in the man page about what is the valid character we can use in module name in rsyncd.conf but failed. Anyone knows? Anyway, here is a bug. I defines a module with abc/def as name. $ rsync lab11-101:: abc/def this one show the module name, but when i try to use it. $ rsync vpn lab11-101::abc/def @ERROR: Unknown module 'abc' rsync error: error

Dear all, I'm trying to use the "optim" function to replicate the results from the "glm" using an example from the help page of "glm", but I could not get the "optim" function to work. Would you please point out where I did wrong? Thanks a lot. The following is the code: # Step 1: fit the glm clotting <- data.frame( u =

Dear list, I have the following matrix. How can I make the following plot? 1. The x-axis has index 1:7, and the first column is plotted against index 1, second against 2, and so on. 2. I want the points from the left upper conner including the antidiagonal to be plotted with col=2, and the rest with col=3 [,1] [,2] [,3] [,4] [,5] [,6] [,7] [1,] 0.589 0.857 0.923 0.944 0.954 0.963

Hi all, I got another VAR question here and really appreciate if somebody would help me out :) I have five time series, say A,B,C,D,E. My objective is to predict the series A using the rest, that is, B, C, D and E. A Vector Autoregression Model should work here. But first of all, I should select which series of B, C, D and E to be include in the VAR model, as well as the number of lags. I wonder

Hi all, Is there an easy way to do cumulative matrix multipliation in R? What's the syntex? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Dear all, I had trouble in setting up WinBUGS on my Mac, and I'm seeking for some help here. I followed the instruction by Tom Palmer here: http://www.ruudwetzels.com/MacBUGS/winbugsonmacosx.pdf I installed Darwine 1.1.21, and downloaded WinBUGS14. However, when I double-clicked the WinBUGS14.exe file, a black-box dialog window poped up, and I got error message in the Wine log as

Hi, All, I am implementing real-time Rsync on Windows 2008 system. I set up Rsync server and Rsync client on two machines. An windows service is watching all the Windows file events with FileSystemWatcher. However, the service cannot tell the exactly what happened to folders such as create, delete, or modified. So, I ignored folder event, and only catch file changing events. After I catch