similar to: lattice smooth problem?

Hi there, I would like to draw a scatter plot and fit a smooth line by loess. Below is the data. However, the curve line started from 0, which my "resid" list doesn't consist of 0 value. It returned some warnings which I don't know if this is the reason affecting such problem. Here I also attached the warning messages. Please let me know if there is a solution to fix this. Thank

Hi, I met a probem recently and need your help. I would really appreciate it. I kept receiving the following error message when running a program: 'Error in svd(X) : infinite or missing values in x'. However, I did not use any svd function in this program though I did include the function pseudoinverse. Is the problem caused by doing pseudoinverse? Best regards, Tongtong

For summary(GAM) in the mgcv package smooth the degrees of freedom for the F value for test of smooth terms are the rank of covariance matrix of \hat{beta} and the residuals df. I've noticed that in a lot of GAMs I've fit the rank of the covariance turns out to be 9. In Simon Wood's book, the rank of covariance matrix is usually either 9 or 99 (pages 239-230 and 259). Can anyone

> On 20 Apr 2016, at 13:22, A A via R-help <r-help at r-project.org> wrote: > > > > > I have a situation in R where I would like to find any x (if one exists) that solves the linear system of equations Ax = b, where A is square, sparse, and singular, and b is a vector. Here is some code that mimics my issue with a relatively simple A and b, along with three other

Thanks for the help. Sorry, I am not sure why it looks like that in the mailing list - it looks much more neat on my end (see attached file). On Wednesday, April 20, 2016 2:01 PM, Berend Hasselman <bhh at xs4all.nl> wrote: > On 20 Apr 2016, at 13:22, A A via R-help <r-help at r-project.org> wrote: > > > > > I have a situation in R where I would like to

Hi I am following the model building strategy that is outlined in the Pinheiro and Bates book wrt including covariates but am having a problem with the plot. Basically I am using 4 covariates (1 of them is continuous) and 3 of them are fine but the 4th one is being shown as a scatterplot despite the fact that it is a factor. I have explicitly declared this to be a factor (pcat<-as.factor(pcat))

Hi all, I am just learning R and I am trying to work through the book "Applied Longitudinal Data Analysis" by Singer & Willett. I have some code for this book that supposedly works in S-Plus (I don't have S-Plus so I can't verify that) and I am trying to run the examples in R. Most of the examples run, but I have one plot that gives me an error message. I have

Hi, I'm using windows xp and R 2.8.0 - I wonder what is the command to put in a script that has the same effect as when in a plot you choose menu "History" and "Recording". Best wishes Troels -- Troels Ring - - Department of nephrology - - Aalborg Hospital 9100 Aalborg, Denmark - - +45 99326629 - - tring at gvdnet.dk

Dear friends - I'm on winXP, R 2.71 - I have with some help dveloped this multivariate normal model, which gives very plausible results in WinBUGS even without any initial values specified. However, when I then try to run the same model via the bugs function in R2WinBUGS with inits specified as inits=NULL the program stops in a dead end. So I have tried to make inits for the bugs function

dear friends - I have an ordered factor, ID, in a data.frame, labs, and make a table, aa <- with(labs,table(val >150,ID)) - and now the order in the table is according to the alphabetic order in ID, and not as I want it. I have tried adding [order(unique(labs$ID)] but it doesn't help. I have R 2.7.1 on WinXP. Best wishes Troels -- Troels Ring - - Department of nephrology - -

Dear friends, regression towards the mean is interesting in medical circles, and a very recent paper (The American Statistician November 2007;61:302-307 by Krause and Pinheiro) treats it at length. An initial example specifies (p 303): "Consider the following example: we draw 100 samples from a bivariate Normal distribution with X0~N(0,1), X1~N(0,1) and cov(X0,X1)=0.7, We then calculate

Dear friends, I'm examining the characteristics of two models that both fit the sodium concentration in 16 pigs quite well under treatment or control conditions. The more complicated model is by anova better than the less complicated model. To take it further I have generated replicate data using the independent variables and parameter estimates under the two models. A clinically

Dear friends - occurring in Windows R2.6.2 I am modeling physical chemistry in collaboration with a friend who has preferred working in Excel. I used uniroot, and find a solution to a two buffer problem in acid-base chemistry which I believe is physiologically sensible. Using "goal seek" in Excel my friend found another plausible root, quite close to zero, and a plot of the function

Dear friends, I met some problem on using GAM() function in R. Any help or suggestions are greatly appreciated. # My programs and problems are list below# library(splines) library(gam) point<-read.csv("d:/gam.csv",sep=",",header=TRUE) #read the data gam.opt<-gam(mark~lo(x,y,span=0.2)+lo(lstday2004,span=0.2)+lo(slope,span=0.2)+lo(ndvi2004,span=

As the request for the Savitzky-Golay Algorithm in R has come up several times, I here include my implementation based on code written for Matlab. Savitzky-Golay uses the pseudo-inverse pinv() of a matrix. There is an 'generalized inverse' ginv() in the MASS package, but I use a simpler form because I didn't want to 'require' MASS any time I apply Savitzky-Golay.

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 hey, I am trying to get spf working and it just doesn't want to take. On my Tiny/DJB server it was easy. Anyway here is my entry. $ORIGIN net. itadmins 14400 IN SOA ns1.itadmins.net. hostmaster.itadmins.net. ( 2012102201 16384 2048 1048576 2560 ) 14400 IN A 178.15.51.221 14400 IN

Dear R-users, I have one question about using SVD to get an inverse matrix of covariance matrix Sometimes I met many singular values d are close to 0: look this example $d [1] 4.178853e+00 2.722005e+00 2.139863e+00 1.867628e+00 1.588967e+00 [6] 1.401554e+00 1.256964e+00 1.185750e+00 1.060692e+00 9.932592e-01 [11] 9.412768e-01 8.530497e-01 8.211395e-01 8.077817e-01 7.706618e-01 [16]

I have a situation in R where I would like to find any x (if one exists) that solves the linear system of equations Ax = b, where A is square, sparse, and singular, and b is a vector. Here is some code that mimics my issue with a relatively simple A and b, along with three other methods of solving this system that I found online, two of which give me an error and one of which succeeds on the

On 7/25/19 1:10 PM, hw wrote: >> >> Configure all dns servers as primary slaves (plus 1 primary master) for >> your own domains.? I have never seen problems with resolution of local >> dns domains when the Internet was down. > > It seemed to have to do with the TTL for the local names being too > short and DNS being designed to generally query root servers rather

At 03:24 PM 11/7/2007, mongrel-users-request at rubyforge.org wrote: > > Thanks for this Kirk. Yep, I was using 14400. I''m switching this > to > > 2 weeks: 1209600 and we''ll see if any further restarts are needed > by > > monit. > >I''ve always wondered why 14400 is the number that is always passed >around when talking about extending