similar to: help on plot title

Dear addresses, I need perform a batch of 10 000 simulations for each of 4 options considered. (The idea is to obtain the parameter estimates in a heteroskedastic linear regression model - with additive or mixed heteroskedasticity - via the Kenward-Roger small-sample adjusted covariance matrix of disturbances). For this purpose I wrote an R program which would capture all possible options (true

Dear friends i am trying to fit an Ornstein-Uhlenbeck process by MAXIMUM LIKELYHOOD method. i found these formulas on http://www.sitmo.com/article/calibrating-the-ornstein-uhlenbeck-model/ this is the mean-reverting process http://r.789695.n4.nabble.com/file/n4637271/process.txt process.txt and this is the script that i am using....... ouFit.ML=function(spread) { n=length(spread)

Dear all, I would like to generate bi-variate normal data given that the first column of the data is known. for example: I first generate a set of data using the command, x <- rmvnorm(10, c(0, 0), matrix(c(1, 0, 0, 1), 2)) then I would like to sum up the two columns of x: x.sum <- apply(x, 1, sum) now with x.sum I would like to generate another column of data, say y, that makes

Hi everyone. My problem: I've 4 distributions: A, B, C and D: #A mA=16.6 sA=3.0 #B mB=18.9 sB=3.2 #C mC=20.3 sC=2.1 #D mD=24 sD=0.8 ###Graphiques ensembles plot(function(x) dnorm(x,mA,sA),0,40,col="orange",ylim=c(0,0.5)) plot(function(x) dnorm(x,mB,sB),0,40,add=T,col="green") plot(function(x) dnorm(x,mC,sC),0,40,add=T,col="blue")

Dear all, I would like to sort the values of "member" for each group, and obtain a variable to indicate its rank within the group. For example, we have original dataset as follows: df <- data.frame(group = c(rep(1, 3), rep(5, 3)), member = c(30, 10, 22, 21, 44, 15)) group member 1 1 30 2 1 10 3 1 22 4 5 21 5 5 44 6 5 15 After

rendercheck -f a8r8g8b8 passes as much as on a GK208, and xv appears to work. Very lightly tested. Instead of sticking coordinates into pushbufs, the vertex shader is modified to read them from a constbuf, indexed by vertex id. This approach could be used for all nvc0 generations, but I didn't want to rock the boat. Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> --- Note: this

Hi, I am using debian 4.0 with version 2.6.18-4-686 I have downloaded the required files form site asterisk-1.2.24.tar.gz libmfcr2-0.0.3-1.4.tar.bz2 libsupertone-0.0.2.tar.gz libunicall-0.0.3-1.4.tar.bz2 spandsp-20060903.tar.gz I downloaded and installed the files in the follwing sequence spandsp libsupertone libunicall libmfcr2-0.0.3 is

Hi, I am using debian 4.0 with version 2.6.18-4-686 I have downloaded the required files form site asterisk-1.2.24.tar.gz libmfcr2-0.0.3-1.4.tar.bz2 libsupertone-0.0.2.tar.gz libunicall-0.0.3-1.4.tar.bz2 spandsp-20060903.tar.gz I downloaded and installed the files in the follwing sequence spandsp libsupertone libunicall Till here it is compiling and

On 8/23/07, sanchal.singh at alliance-infotech.com Hi, I am using debian 4.0 with version 2.6.18-4-686 I have downloaded the required files form site asterisk-1.2.24.tar.gz libmfcr2-0.0.3-1.4.tar.bz2 libsupertone-0.0.2.tar.gz libunicall-0.0.3-1.4.tar.bz2

Dear all, The help page on the t distribution says: The most used applications are power calculations for t-tests: Let T= (mX - m0) / (S/sqrt(n)) where mX is the `mean' and S the sample standard deviation (`sd') of X_1,X_2,...,X_n which are i.i.d. N(mu,sigma^2). Then T is distributed as non-centrally t with `df'= n-1 degrees of freedom and non-centrality

Hello there, I would like to simulate X --Normal (20, 5) Y-- Normal (40, 10) and the correlation between X and Y is 0.6. How do I do it in R? Thank you very much Lisa Wang Msc. Princess Margaret Hospital Toronto, Ca

Bear with me, this is CentOS related. :) I have a python CGI that's behaving weirldy on Whitebox systems that've been switched over to CentOS 4 (ages ago, no other problems to speak of aside from this one). I've broken the problem down to a minimal test case... 1. Create a small database # sqlite3 /tmp/testcase.db 'CREATE TABLE testtable ( date date primary key unique, name

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

Buen día para todos los que ven este correo. En estos días estoy estudiando la potencia de una prueba en inferencia, pero no entiendo bien como correr un codigo que lo haga pertinentemente, el codigo que corro es el siguiente, la idea es que a medida que crece el tamaña muestral pues la potencia de la prueba aumente, pero no se como hacer para que, repita la prueba variando el tamaño de la

I have two related variables, each with 16 points (x and Y). I am given variance and the y-intercept. I know how to create a regression line and find the residuals, but here is my problem. I have to make a loop that uses the seq() function, so that it changes the slope value of the y=mx + B equation ranging from 0-5 in increments of 0.01. The loop also needs to calculate the negative log

Dear R-users, I am trying to use the following code to reproduce results from Prof. Gelman's book, but have the listed error for R2WinBUGS version (the openbugs version is good). I am using R-2.6.1 on windows XP, and all the R packages are most current ones. schools.bug can be found at http://www.stat.columbia.edu/~gelman/bugsR/runningbugs.html . Can anyone help me to figure out what's

Hello, I was wondering if someone knows the formula used by the function lm to compute the t-values. I am trying to implement a linear regression myself. Assuming that I have K variables, and N observations, the formula I am using is: For the k-th variable, t-value= b_k/sigma_k With b_k is the coefficient for the k-th variable, and sigma_k =(t(x) x )^(-1) _kk is its standard deviation.

Hello all... I am just starting to teach myself Bayesian methods, and am interested in learning how to use UMacs. I've read the documentation, but the single example is a bit over my head at the level I am at right now. I was wondering if anyone has any simple examples they'd like to share. I've successfully done a couple of simple gibbs examples, but have had a hard time

Hi, I have a question about predicting new values from a fitted model in R. For example, if i fit a linear model fit<-lm(y~x) predict(fit) will give the fitted values for each x. I am wondering if there is a way to do some prediction of the fitted for some new values of x that are not in the data points? for example, x=0.5 is not in the original data (not a datapoint), is there a way to

Hi, I am new in R and stumbled on a problem my (more experienced) friends can not help with with. Why isnt this code working? The function is working, also with the loop and the graph appears, only when I build another loop around it (for different values of p) , R stays in a loop? Can't it take more then 2 loops in one program? powerb<-function(x,sp2,a,b,b1,m) {