I'm fitting a fixed effect model with plm and know that I'm dealing with
multi-collinearity between two of the independent variables. I working on
identifying multicolliearity in models as a practice and have identified
the variable with alias(), then verified with vif(). I was also able to use
kap
I have a question regarding the concept of cointegration. Does the concept of
cointegration apply to any model? Or it only applies to OLS? For example, I fit
an autoregressive error model , AR(M)
y_t=x_t*�+v_t
v_t=-�_1*v_(t-1)-...-�_m*v_(t-m)+�_t
If the ADF tests prove that both dependent vari
On Mar 23, 2015, at 3:44 AM, wrote:
> Dear all,
>
> I am currently working with the spatstat package with 3D samples. I am trying
> to
> evaluate a non analytical function over the window that encloses the sample
> and I
> need to know which is the fastest way of doing it.
>
> The functio
On 23/03/15 23:44, lluis.hurt...@uv.es wrote:
Dear all,
I am currently working with the spatstat package with 3D samples. I am trying to
evaluate a non analytical function over the window that encloses the sample and
I
need to know which is the fastest way of doing it.
I gather that you mea
> Q3: any other recommendations?
You might be interested in the very easy to use R markdown, see:
http://rmarkdown.rstudio.com/
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://st
You do not say why you want to convert. I your reason is that you do not
have access to Matlab you might try to run your program in Octave. I think
that there are some syntax errors in your Matlab code. Most of these, but
not all, I think, may have been caused, (as you have already been told) by
th
Dear all,
Excellent, many thanks for everything.
Best,S
De : Boris Steipe
À : Clint Bowman
Cc : varin sacha ; "r-help@r-project.org"
Envoyé le : Lundi 23 mars 2015 19h32
Objet : Re: [R] Superimposing 2 curves on the same graph with par(new=TRUE)
... and that gives you a "double o
Hi,
I try to compare the binomial family (i.e. Logit vs Probit) and in order to
do that, I need to make sure that I have the same variance for both link
fuction.
Therefore, I need to change the link scake "s" of the Logit. By default, it
is setted equal to 1 (s=1) and I wanted to set it equal to
Dear Benjamin
This solved the problem.
On 03/20/2015 04:06 PM, Benjamin Hofner wrote:
> First, mboost expects the offset to be a scalar or a vector with length
> equal to the number of observations.
> (i.e., x'beta)
ok, I could not figure out how to get the correct link vector from the
polr.
Dear all,
I am currently working with the spatstat package with 3D samples. I am trying
to
evaluate a non analytical function over the window that encloses the sample and
I
need to know which is the fastest way of doing it.
The function input is a 3 coordinate position in the window (x,y,z) a
Hi David, hello R-experts
Thank you for your input. I have tried the syntax you suggested but
unfortunately the marginal distributions v1xv2 change after the
manipulation. Please see below or
https://www.dropbox.com/s/qhmpkkrejjkpbkx/sample_code.txt?dl=0 for the
syntax.
> rm(list=ls())
>
> # this
Dear All,
I think I have found a fix developing the draft syntax I have provided
yesterday, see below or
https://www.dropbox.com/s/pbz9dcgxu6ljj8x/sample_code_1.txt?dl=0.
Only desirable improvement is related to the block where I compute the
modified v4 (lines 46-60 in the attached file). Provide
Dear All,
I'm using RSNNS package in R to simulate Elman Network (1991).Here I have more
than 1 hidden layer, (10,70,10).
if I want to connect the hidden layer with size 70 to the context layer (It
means I would like to have a context layer of size 70), what should I do?
Thank you so much in
On Sat, Mar 21, 2015 at 3:41 PM, Prof Brian Ripley
wrote:
> On 21/03/2015 14:27, Johannes Radinger wrote:
>
>> Thanks for the fast response. The fitdistr() function works well for the
>> predefined density functions. However, what is the recommended approach
>> to optimize/fit a density function
Dear Prof. Ripley,
thank you for the 2 links w/r to my question.
Section 2.3 in 'R Installation and Administration' seems very condensed to
me. But there is a mention of Calibre, I will read about all that.
| > PLEASE do read the posting guide
| PLEASE do!
I did.
Best
Wolfgang Lindner
- O
Dear John,
thank you for your kind answer and the historical excursions.
Your detailed post may help and inform other readers, too.
Thanks for your hint to TexStudio (I use[d] Texworks, Texshell, WinEDT).
So TeX will not be the problem, but I have first to learn about texinfo.
| > Thanks for any
... and that gives you a "double ordinate plot", a staple of misleading
statistics.
Let me give you an analogy:
Imagine you are on a chemistry mailing list and someone asks about the proper
way to mix aluminum powder with fertilizer. Of course, as a chemist you know
how. But still - and the s
Agreed--I neglected to add the secondary y-axis (shouldn't hit send so
fast.)
Clint BowmanINTERNET: cl...@ecy.wa.gov
Air Quality Modeler INTERNET: cl...@math.utah.edu
Department of Ecology VOICE: (360) 407-6815
PO Box 47600
Hi,
If he wants the two sets of data plotted on the same y axis scale, with the
range of the y axis adjusted to the data, an alternative to the use of plot()
and points() is:
matplot(Date, cbind(MORTSFr, MORTSBu), type = "l")
See ?matplot
Regards,
Marc Schwartz
> On Mar 23, 2015, at 12:
... which is exactly what he shouldn't do because now it the plot falsely
asserts that both curves are plotted to the same scale.
B.
On Mar 23, 2015, at 12:34 PM, Clint Bowman wrote:
> Try:
> plot(Date,MORTSBu,lwd=2,lty="dashed",axes=F,xlab="",ylab="")
>
>
>
> Clint Bowman
Try:
plot(Date,MORTSBu,lwd=2,lty="dashed",axes=F,xlab="",ylab="")
Clint BowmanINTERNET: cl...@ecy.wa.gov
Air Quality Modeler INTERNET: cl...@math.utah.edu
Department of Ecology VOICE: (360) 407-6815
PO Box 47600F
Here is how:
plot(Date,MORTSFr,type="l", ylim=c(0,max(MORTSFr)))
points(Date,MORTSBu,type="l",lty=2)
If you don't use the same scale for the two plots, you are probably
misrepresenting the data. If you want to plot relative change, normalize the
data before plotting.
norm <- function(x) {(x -
> # Import CSV file into a data frame.
> case_weights <- read.csv(file = "case_weights.csv")
>
> # For each row, take the number in the Weight column and replicate it
> # as many times as there are in each count column.
> LC09 <- rep(case_weights$Weight, case_weights$LC09)
> LC10 <- rep(case_weight
Dear R-Experts,
I try to superimpose/present 2 curves/plots on the same graph. I would like the
result/graph to be readable.
For that, I use the par(new=TRUE) argument but on the Y-axis there is a
superposition of writings and the Y-axis becomes unreadable.
How can I solve this problem ?
Here i
On Mar 23, 2015, at 8:10 AM, Abhinaba Roy wrote:
> Hi,
>
> Can a Matlab code be converted to R code?
>
> I am finding it difficult to do so.
>
> Could you please help me out with it.
>
> Your help will be highly appreciated.
If you mean something that can do an automatic conversion I am un
> On Mar 23, 2015, at 10:10 AM, Abhinaba Roy wrote:
>
> Hi,
>
> Can a Matlab code be converted to R code?
>
> I am finding it difficult to do so.
>
> Could you please help me out with it.
>
> Your help will be highly appreciated.
>
> Here comes the Matlab code
Hi,
Not do the conversion
1. Yes. Both are Turing complete .
2. Someone here may be willing to help you if you're lucky, but the
standard recommendation is: Do your homework and learn R! (There are
many good tutorials and resources available).
3. In future, post in plain text, not HTML, as the posting guide asks.
Cheers
No formula behind that:
> as.numeric("2012-11-11 19:05:00 UTC")
[1] NA
Warning message:
NAs introduced by coercion
If a character string is recognizable as a number, you get that number.
For example:
> as.numeric('3')
[1] 3
But your character string isn't recognizable as a number, so you get N
Hi,
Can a Matlab code be converted to R code?
I am finding it difficult to do so.
Could you please help me out with it.
Your help will be highly appreciated.
Here comes the Matlab code
##
if ~isvector(ecg)
error('ecg must be a row or column vector');
end
if nargin < 3
gr =
Hello
I wonder what the formula behind as.numeric("2012-11-11 19:05:00 UTC”) is.
Many thanks
Ed
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PLEASE do read the posting guide http://w
Hi
Thanks for data
df4$c3[df4$id==2] <- df4$c2[df4$id==2]
is one option
df4$c3 <- ifelse(df4$id==2, df4$c2, df4$c3)
If you have NA values you shall use which like in
sel <- which(df4$id==2)
df4$c3[sel] <- df4$c2[sel]
Cheers
Petr
> -Original Message-
> From: R-help [mailto:r-help-bou
> On 23-03-2015, at 13:58, Kuma Raj wrote:
>
> I want to replace column c3 with values from column c2 whenever values
> of column Id are 2. In stata I could use replace c3 = c2 if id ==2.
> How could I do that in R?
>
k <- which(df4$id==2)
df4[k,"c3"] <- df4[k,"c2”]
Berend
> Thanks
>
>
>
I want to replace column c3 with values from column c2 whenever values
of column Id are 2. In stata I could use replace c3 = c2 if id ==2.
How could I do that in R?
Thanks
Sample data found below:
> dput(df4)
structure(list(c2 = c(42L, 42L, 47L, 47L, 55L, 55L, 36L, 36L,
61L, 61L), c3 = c(68L, 5
Hi All,
I have been trying to write a “manual” API rate limiting function for the
rgithub package, but I’m not quite sure if I have succeeded or not. I need to
figure out a) how can I find out if my function actually does rate-limiting,
and b) if not, how can I rewrite it so that it actually d
On Mon, Mar 23, 2015 at 3:50 AM, Dr. Wolfgang Lindner
wrote:
> Dear list members,
>
> I like the look and feel of the eBook versions of the R manuals very much.
> So I would like to generate eBooks (teaching material etc) in that look.
I am not an expert. But I have looked at the source, so I can
On 23/03/2015 08:50, Dr. Wolfgang Lindner wrote:
Dear list members,
I like the look and feel of the eBook versions of the R manuals very much.
So I would like to generate eBooks (teaching material etc) in that look.
Q1: is there a description how the _R_ ebooks have been produced?
Q2: which (fr
Dear list members,
I like the look and feel of the eBook versions of the R manuals very much.
So I would like to generate eBooks (teaching material etc) in that look.
Q1: is there a description how the _R_ ebooks have been produced?
Q2: which (free) software was used for them?
Q3: any other recom
Hi
> -Original Message-
> From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of
> memilanuk
> Sent: Monday, March 23, 2015 8:41 AM
> To: r-h...@stat.math.ethz.ch
> Subject: Re: [R] 1st script
>
> On 03/22/2015 10:58 PM, PIKAL Petr wrote:
>
> > use list and numeric indexing. As yo
On 03/22/2015 10:58 PM, PIKAL Petr wrote:
use list and numeric indexing. As you did not provide reproducibe example here
is possible way.
dat <- data.frame(w=abs(rnorm(10)), LC09=round(runif(10)*10),
LC10=round(runif(10)*10))
lll <- vector("list", 2)
k=0
for(i in 2:3) {
k=k+1
lll[[k]] <- rep(
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