similar to: T-test syntax question

I'd like to learn the process of revising R functions & packages and then submitting proposed patches to the R Core team. Would someone be willing to mentor me through one example? For starters, consider an example. I'd like to revise the t.test function to return the stderr value to the user. We only need to change the "rval" in the third-from-the end line of

RE t.test in R I objected a day or two ago to the behaviour of the one-sample t.test in R where it is easy to generate a "confidence interval" for the mean of the population which does not contain the sample mean, in the case where the null hypothesis is rejected. It now appears that the same behaviour is latent in the code for the two-sample version of this test. The relevant lines

Dear R list members, I'd like to make a graph of coefficients of the intercept, variable 1, and variable 2 (and possibly the interaction between variable 1 and variable 2). When I use the lmList function as attached below, it shows a nice coefficient graph. > PACRP.lis <- lmList(PAffect ~ CRPC + CRPT + CINT | ID, redinteract) > coef(PACRP.lis) > PACRPlis.coef <-

Full_Name: Wei Xu Version: 1.5.1 OS: WindowsME Submission from: (NULL) (63.215.238.92) The P-value for a two.sided test is not consistent with the confidence interval. For example, P-value=0.1372, but the 95% CI doesn't include the H0 value(1). > x [1] 0.80 0.83 1.89 1.04 1.45 1.38 1.91 1.64 0.73 1.46 > y [1] 1.15 0.88 0.90 0.74 1.21 >

DeaR R-useRs, I'm trying to fit a logist model with these data: > dati y x 1 1 37 2 1 35 3 1 33 4 1 40 5 1 45 6 1 41 7 1 42 8 0 20 9 0 21 10 0 25 11 0 27 12 0 29 13 0 18 I use glm(), having this output: > g<-glm(y~x,family=binomial,data=dati) Warning messages: 1: Algorithm did not converge in: glm.fit(x = X, y = Y, weights = weights, start = start, etastart =

dear LLVMers, I am trying to use some of the LLVM alias analyses, and I would like to check two things with you: is scev-aa being maintained in LLVM 3.7? Second question: I run cfl-aa, and I got a very small number of pointer disambiguation (no alias) with it. My results for SPEC CINT 2006 follow below. Is this low number of no alias responses something to be excepted? Below the results that I

We'd like to be able to vary the latency of our load instructions based on what address space is being loaded from. I was thinking I could do this by overriding getOperandLatency in our target, but I'm wondering if the addrspace info is available when instructions are scheduled? For example, I have this in our llvm IR: %0 = load i32 addrspace(4)* @answer, align 4 store i32 %0, i32*

Hi, I've a list containing parameters (intercepts & coefficients) of 12 regressions fitted > coeff [[1]] (Intercept) anno -427017.1740 217.0588 [[2]] (Intercept) anno -39625.82146 21.78025 ..... [[12]] (Intercept) anno 257605.0343 -129.7646 I want create a data frame with two columns (intercept and anno)using data in these list. Any help

Hello all, Would somebody be kind enough to show me how to do a KS test in R for a lognormal distribution with ESTIMATED parameters. The R function ks.test()says "the parameters specified must be prespecified and not estimated from the data" Is there a way to correct this when one uses estimated data? Regards, Kwabena. -------------------------------------------- Kwabena Adusei-Poku

Hi, I have downloaded the "R-Com and I was able to run "Interactive Graphics Demo 2" in excel. However, I couldn't create my own boxplot. Whenever I tried to run any code, it always say" Error in loading DLL", even "=rput(A1,A2:A20)". Any idea about what's going wrong? A detailed explaination about how to use R-Excel tool would be greatly appreciated.

Hello, R users, I am a very beginner of R and tried read.csv to import an excel file after saving an excel file as csv. But it added alternating rows of fictitious NA values after row number 16. When I applied read.delim, there were trailing several commas at the end of each row after row number 16 instead of NA values. Appreciate your help. Kyong [[alternative HTML version deleted]]

Hello! I am running a very simple mini Monte-Carlo below using the function tstatistic (right below this sentence): tstatistic = function(x,y){ m=length(x) n=length(y) sp=sqrt( ((m-1)*sd(x)^2 + (n-1)*sd(y)^2)/(m+n-2) ) t=(mean(x)-mean(y))/(sp*sqrt(1/m+1/n)) return(t) } alpha=.1; m=10; n=10 # sets alpha, m, n - for run 1 N=10000 # sets the number of simulations n.reject=0 # counter of num.

Hi, I'm dealing with time series. I usually use stl() to estimate trend, stagionality and residuals. I test for normality of residuals using shapiro.test(), but I can't test for autocorrelation and heteroskedasticity. Is there a way to perform Durbin-Watson test and Breusch-Pagan test (or other simalar tests) for time series? I find dwtest() and bptest() in the package lmtest, but it

Here's one possibility, assuming muhat and sigmahat are estimtes of mu and sigma from N iid draws of N(mu, sigma^2): tStat <- abs(x - muhat) / sigmahat pValue <- pt(tStat, df=N, lower=TRUE) I'm not quite sure what df tStat should have (exercise for math stat), but given fairly large N, that should make little difference. Andy > From: Ross Clement > > Hi. I have a

Hi, in which R-package I could find skewness and kurtosis measures for a distribution? I built some functions: gamma1<-function(x) { m=mean(x) n=length(x) s=sqrt(var(x)) m3=sum((x-m)^3)/n g1=m3/(s^3) return(g1) } skewness<-function(x) { m=mean(x) me=median(x) s=sqrt(var(x)) sk=(m-me)/s return(sk) } bowley<-function(x) { q<-as.vector(quantile(x,prob=c(.25,.50,.75)))

Dear All, I am doing some exercise in statistics textbook on comparison of two experimental means. Is it possible to use t.test() do t-test when I have only two means, sample size, two standard deviations ? (no raw data). Thanks. Pramote

Hi, people. I was a bit intrigued by the message quoted below. Indeed, if pt() is given a matrix, it returns a matrix. Should this feature be documented? ?pt speaks about "a vector of quantiles", and says nothing about the type of what it returns. The same might presumably apply to other distribution-related functions. ----- Forwarded message from Martyn Plummer <plummer at

Hi, I found this document, but it concerns S+. If it could interest you'll see: http://faculty.washington.edu/ezivot/book/QuanCopula.pdf Cordially Vito You wrote: Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows ===== Diventare costruttori di soluzioni

Hallo, does anybody know if there is an implementation of the Spearman rank correlation in R that gives a correct (or at least 'safe') p-value in the case of ties?? I have browsed the R-help archives but I found nothing. Thanks a lot in advance for any help, Antonino Casile

We use Informix database. I was able to connect to the database with S-PLUS by using its CONNECT/Java through the JDBC driver. How can I connect to Informix with R, wither using JDBC or any other method? we run Linux so I prefer a method other than ODBC. Thankx for the help