similar to: mardia's test

Dear all, I got this error message > library(dprep) > mardia(Savg) Error in cov(data) : 'x' is empty But with the same data, I got > library(mvnormtest) > mshapiro.test(Savg) Shapiro-Wilk normality test data: Z W = 0.9411, p-value = 0.6739 What does the error message "Error in cov(data) : 'x' is empty" mean? Thanks a lot! Jiao

On Jun 22, 2011, at 6:15 PM, Jim Grosbach wrote: > > On Jun 22, 2011, at 9:00 AM, Renato Golin wrote: > >> On 22 June 2011 16:50, Jim Grosbach <grosbach at apple.com> wrote: >>>> This sounds like a dead end as newer binutils are GPLv3. >>> >>> Yeah, that's definitely a very real concern and a big motivation to get the MC based asm parser

On Jun 22, 2011, at 10:03 AM, Damjan Marion wrote: > > On Jun 22, 2011, at 6:15 PM, Jim Grosbach wrote: > >> >> On Jun 22, 2011, at 9:00 AM, Renato Golin wrote: >> >>> On 22 June 2011 16:50, Jim Grosbach <grosbach at apple.com> wrote: >>>>> This sounds like a dead end as newer binutils are GPLv3. >>>> >>>> Yeah,

Full_Name: Somkiat Apipattanavis Version: 2.1.1 OS: Windows Submission from: (NULL) (128.138.44.123) Bug found in predict.locfit for density estimation # Example of bug found in prdict.locfit (Locfit) library('locfit') # generate data y =c(4281,2497,4346,5588,5593,3474,4291,2542,5195,4056, 3114,2864,4904,7625,3377,4001,4999,7191,8062,5668) x1=c( 0.258729, 1.460156, 0.192323,

Apologies for the coming to this late... 1. By now I hope Somkiat has realized that R-bugs is not the place to report problems in contributed packages. Please direct such reports to the package maintainer. 2. This is really user error. predict() expect the newdata to be a data frame containing variables with the same names as those used in the fitting process. E.g., you fitted the model with

Hello, please see below my code for a heatmap. Unfortunately my column names do not completely appear. Can you please send me the appropriate code to visualise them? Many Thanks! Nils library(GMD) dat<-data.frame(EntryA=as.numeric(c(4.24,3,1.66,1.28,1.2,-1.32,-1.88)), EntryB=as.numeric(c(4.16,4.82,-1.82,-3.02,0.99,1.1,-3.31)))

Dear everybody: We used the fine foreign library to bring in an SPSS dataset that was about 9 megabytes and I can squeeze it into a much smaller R object using compression with save(ndat, file="NatAnnES2000.rda", compress=T). I can use load() to get the "ndat" dataframe back, that's all good as far as I can see. If I put that file in the data subdirectory, then the

Hi all. Sorry for posting again such a topic but I went through previous posts but couldn't find a solution. I use the following code to fit an exponential model to my data. I have 4 different datasets. For 3 datasets nls seems to work fine and I have no error messages. But for 1 dataset I am getting the "world known" singular gradient error. xfit.dNEE <-

I want to estimate the effect of several independent variables on several dependent variables. In the example below I wanted to estimate the effect of three independent variables on ozone and temperature. My aim is to create a list of dependent and independent variables and automate the process rather than writing every dependent and independent variable in each model as I have done below.

I don't know of any R package that can match all the functionality of LEM eg fitting equality constraints to model parameters a la LISREL. WRT dumping tables, I would have thought that as.data.frame.table does pretty much what you want, [not tested] newtab <- as.data.frame(table(a,b,c)) cat("dim\n") for(i in seq(1, ncol(newtab)-1) { cat(nlevels(newtab[,1]," ") }

r-help at stat.math.ethz.ch on Saturday, May 13, 2006 at 6:00 AM -0500 wrote: >>One of my friends recently wrote his PhD thesis from University of >>Leeds under Kanti Mardia's direction. I bet your friend was really angling for that. -- Alan B. Cobo-Lewis, Ph.D. (207) 581-3840 tel Department of Psychology (207) 581-6128 fax University of Maine Orono, ME 04469-5742 alanc

Hi, there. I have two questions about the diagnostics in multivarite statistics. 1. Is there any diagnostics tool to check if a multivariate sample is from multivariate normal distribution? If there is one, is there any function doing it in R? 2. Is there any function of testing if two multivariate distribution are same, i.e. the multivariate extension of Kolomogrov-Smirnov test? Thanks for

Dear list, I tried to apply the logistic regression to different response variables from a dataframe and would like to store the results using the function logistic.display from the "epicalc" package in a list, but got an error message "Error in eval(expr, envir, enclos) : y values must be 0 <= y <= 1". All the response variables have value of 0 or 1. It worked

I am looking for R code to be able to fit a linear-linear piecewise model with person-specific changepoint. I have searched the web, but have not been able to locate any code. Below is my attempt at some code: chgpt = function(a1,a2,a3,gam,wave){ yht=numeric(10) y1=(wave <= gam)*(a1+(a2*wave)) y2=(wave > gam)*((a1+(a2-a3)*gam)+a3*wave) yhat=y1+y2 return(yht) } nl.dat <- nlme(y ~

I'm running a rare events logit model in R using the Zelig package and am getting some of the oddest error messages that I can't figure out. y = rnorm(100) x = c(rep("0",1), rep("1",99)) d = data.frame(won=x, bid=y) d mod1 <- zelig(y~x, model="relogit", data=d, tau=1/100, case.correct="prior", bias.correct=TRUE, robust=TRUE) > mod1 <-

Hi Folks, A while back I sent a asked a question about Running the Quakeworld server and samba together under Redhat Linux 4.2. I was experiencing complete system lock ups. Anyway, I think I have narrowed the problem down. It's nothing to do with the Quakeworld server though. I can reliably (!?) make my Redhat Linux system crash (totally seize up) by running this simple batch file below on

Good Night I made different test to check normality and multinormality in my dataset, but I don´t know which test is better. To verify univariate normality I checked: shapiro.test, cvm.test, ad.test, lillie.test, sf.test or jaque.bera.test and To verify multivariate normal distribution I use mardia, mvShapiro.Test, mvsf, mshapiro.test, mvnorm.e. I have a dataset with almost 1000 data and 9

On Jun 22, 2011, at 9:00 AM, Renato Golin wrote: > On 22 June 2011 16:50, Jim Grosbach <grosbach at apple.com> wrote: >>> This sounds like a dead end as newer binutils are GPLv3. >> >> Yeah, that's definitely a very real concern and a big motivation to get the MC based asm parser whipped into usable shape. We're much more in control of our own destiny then.

Can R invert a 160000x160000 matrix with all positive numbers? Thanks a lot!

Hi everyone, Can I suggest an additional output component in cancor, from package mva? It would be useful to have the number of canonical correlation vectors, equivalently the rank of the covariance between x and y (label "rank"). This would usually be min(dx, dy), where dx and dy have already been computed for the svd function, but there might be situations where it was less than