Displaying 20 results from an estimated 1000 matches similar to: "weird! QDA does not depend on priors?"
2023 Aug 20
2
Issues when trying to fit a nonlinear regression model
Dear Bert,
Thank you so much for your kind and valuable feedback. I tried finding the
starting values using the approach you mentioned, then did the following to
fit the nonlinear regression model:
nlregmod2 <- nls(y ~ theta1 - theta2*exp(-theta3*x),
start =
list(theta1 = 0.37,
theta2 = exp(-1.8),
theta3 =
2008 Oct 03
1
Problem with glm.nb estimation
Dear All,
I've been using already for a year glm.nb() from the MASS package.
But today, R gave me an error message when estimating one of my usual
models:
> depEsf.nb <- glm.nb(depE ~ manuf00E + corps00E + lngdp00E + lngdp00sqE +
> lnpop00E + indshE + scishE + mechshE + elecshE + chemshE + drugshE +
> urban_dummyE + aggl_dummyE
+ + eE1 + eE2 + eE3 + eE4 + eE5 + eE6 + eE7 +
2003 Dec 04
4
bug in as.POSIXct ?
I think that there is a bug in the as.POSIXct function on Windows.
Here is what I get on Win2000, Pentium III machine in R 1.8.1.
> dd1 <- ISOdatetime(2003, 10, 26, 0, 59, 59)
> dd2 <- ISOdatetime(2003, 10, 26, 1, 0, 0)
> dd2 - dd1
Time difference of 1.000278 hours
Now, the 26th of October was the day that change to the standard time
occurred, so I suspect that this has
2003 May 22
1
Getting the Bootstrap Error Rate of QDA
Hi,
What does this mean when I have something like:
> qda.boot <- boot(train, qda.bootstrap, R = 500)
Error in qda.default(structure(data.matrix(x), class = "matrix"), ...) :
Rank deficiency in group M
with my qda.bootstrap() looks something like:
> qda.bootstrap <- function(data, index) {
+ boot.qda <- qda(x = data[index, 2:9], group = data[index, 1])
+ qda.pred
2003 Nov 15
1
Loading file to use with qda()
z <- qda(train, cl)
save(z, file = "qda.dat")
load("qda.dat")
predict(qda.dat, test)$class
I'm trying to save z where z <-qda(train, cl) and load z for later use in predict(z, test)$class.
I think I successfully saved z by save(z, file = "qda.dat") but when I tried to load by load("qda.dat") and
call predict(qda.dat, test)$class, it gives me error
2017 Aug 23
2
Scaling Matrix in qda() function in MASS package
Hello,
I am Souradeep Chattopadhyay and I am a graduate student at Iowa
State University Department of Statistics.
Can anyone please explain the mathematical formulation behind the scaling
matrix returned by the qda function in MASS package. I want to understand
how this scaling matrix is derived from the inputs given to the qda
function.
Example Code
The following example is using
2007 Jul 25
1
qda(MASS) function error
Dear R user,
I'm using qda (quadratic discriminant analysis) function (package
MASS) to classify 58 explanatory variables (numeric type with different
ranges) using a grouping variable (factor 2 levels "0" "1"). I'm using
the qda method for class 'data.frame' (in this way I don't need to
specify a formula).
Using the function:
2017 Aug 23
0
Scaling Matrix in qda() function in MASS package
You need to learn how to access code for nonexported methods. See ? "::"
> methods(qda)
[1] qda.data.frame* qda.default* qda.formula* qda.matrix*
see '?methods' for accessing help and source code
Shows you that the methods are not exported from the namespace. Hence
you need to use the triple colon operator to see their code:
> MASS:::qda
Once you have the code, I
2017 Aug 24
1
Scaling Matrix in qda() function in MASS package
I guess the question that is being asked here is what is the scaling matrix that is being returned in the qda object. The help file on qda() says:
...
scaling: for each group ?i?, ?scaling[,,i]? is an array which transforms observations so that within-groups covariance matrix is spherical.
...
This is a bit ambiguous. I tried a few cases (spectral, QR decomposition, especially given that it is an
2003 Feb 27
2
qda plots
Hi,
I have been using some of the functions in r for classification purposes,
chiefly lda, qda, knn and nnet.
My problem is that the only one I can figure out how to represenent
graphically is lda (using plot.lda). I have tried 'fooling' this function
into accepting qda input for plotting but to no avail. I wonder if you have
any suggestions?
Thanks alot,
Anne Marie Power
Marine lab.
2012 Aug 06
1
more efficient way to parallel
Dear All,
Suppose I have a program as below: Outside is a loop for simulation (with
random generated data), inside there are several sapply()'s (10~100) over
the data and something else, but these sapply's have to be sequential. And
each sapply do not involve very intensive calculation (a few seconds only).
So the outside loop takes minutes to finish one iteration.
I guess the better way
2010 Dec 07
9
[Weft QDA users] working on team using weft
Hi all!
I am Angela, an Italian researcher and I am looking for an application
that allows working in team, making a shared codebook, share a text
database and code it. I tried AnSWR (the CDC''s QDA application) but its
installation is too complicated for students and it is not working on
latest version of Windows. What about Weft? Is it possible to share a
project or, at least, merge
2005 Oct 22
6
wxruby.so error with weft-qda
Dear wxruby users
I''ve been trying to get wxruby-based weft-qda 0.9.6 running on a linux from
scratch 6.1 system (this list had a discussion about weft-qda last year and
alex fenton''s also been trying to help me out - no luck so far).
I get stuck with wxruby 0.60 (I think). I compiled wxruby against wxGTK 2.4.2
(without gtk2, without unicode - gtk+ version is 1.2.10) - after
2013 Feb 20
1
Plotting Discriminants from qda
Dear R Help Members,
I am aware how to plot the LD1 vs LD2 from a lda in R, using the code:
plot(baseline.systat.hat$x, col=baseline.systat.hat$class,pch=as.numeric(baseline.systat.hat$class))
However, I need to use the quadratic discriminant function, qda due to data properties. Is there a way to obtain the same sort of plot for from a qda object (and the output of predict qda). I have not
2014 Jul 21
2
Inserción de condicionales en pequeño código
Buenas tardes,
He construido la función “myfun” al objeto de considerar aquellas
persones que a partir de una determinada fecha de Apertura tienen como mínimo 65 años. Se tiene su fecha de
nacimiento, su fecha de inicio en la institución y su fecha de salida de la
misma. Doy vueltas al script y no acabo se saber cómo poder aplicar de un modo
eficiente las instrucciones “if” ó bien “ifelse”, y me
2006 Aug 24
1
Using a 'for' loop : there should be a better way in R
I need to apply a yearly inflation factor to some
wages and supply some simple sums by work category. I
have gone at it with a brute force "for" loop approach
which seems okay as it is a small dataset. It looks
a bit inelegant and given all the warnings in the
Intro to R, etc, about using loops I wondered if
anyone could suggest something a bit simpler or more
efficent?
Example:
2004 Jan 19
1
qda problem
Hi,
the following strange error appears when I use qda:
> qda1 <- qda(as.data.frame(mfilters[cvtrain,]),as.factor(traingroups))
Error: function is not a closure
That's also strange:
> qda1 <- qda(mfilters[cvtrain,],as.factor(traingroups))
Error in qda.default(mfilters[cvtrain, ], as.factor(traingroups)) :
length of dimnames must match that of dims
Some backgroud:
>
2002 May 22
1
a more specific question about qda
Perhaps, I should complement my previous e-mail question:
I am trying to select variables through a quadratic discriminant analysis.
It seems to me that a robust criterion is the value of the discriminatory
power
(i.e. the ratio of the separation of the class means to within-class
variance)
How can I obtain this ratio from V & R's qda() output ?
Thanks
(I hope this question is relevant)
--
2007 Oct 30
3
[Weft QDA users] Using WeftQDA for Mailing-List Analysis
Hi Alex, Hi Weft-Users!
I am looking for a tool for doing a qualitative analysis of mailing-list
data. This means I have a *lot* of individual documents (the typical case:
around 500-5000 emails), belonging to the same "super-document" (a mailing
list).
I have looked at several tools and I like that Weft is public domain and
written in Ruby, so I want to figure out whether it
2008 Apr 14
3
Doing the right amount of copy for large data frames.
Hi there,
Problem ::
When one tries to change one or some of the columns of a data.frame, R makes
a copy of the whole data.frame using the '*tmp*' mechanism (this does not
happen for components of a list, tracemem( ) on R-2.6.2 says so).
Suggested solution ::
Store the columns of the data.frame as a list inside of an environment slot
of an S4 class, and define the '[',