Package dse does do linear, multivariate time series with multivariate
exogenous inputs, using VAR, multivariate ARMA, and state-space models,
just like you are describing. You can specify the model or have it
automatically determined. Perhaps you could give a few more details
about what you ar
I am bewildered by the behaviour of tickmarks as demonstrated by the
following code. (What I'm trying to do is draw a single tick mark
extending
from the axis all the way down to the tick label, which is two lines
from
the axis to make sure it doesn't overlap with the ``ordinary'' tick
labe
Thank you very much for the help, Ben!
As a follow up, is there a way to specify the labels,
through the way the text is written, rather than
reading the edge positions from the graph? For
example,
mytree =
"((A:51.78,(C:24.6,D:24.6):27.18):40.06,B:91.84):0.0;"
plot(read.tree(text = mytree))
ed
Dear Sigalit,
On Nov 12, 2007 2:18 PM, sigalit mangut-leiba <[EMAIL PROTECTED]> wrote:
> Hello,
> I have a simple (?) simulation problem.
> I'm doing a simulation with logistic model and I want to reapet it 600
> times.
> The simulation looks like this:
>
> z <- 0
> x <- 0
> y <- 0
> aps <- 0
> ti
On Mon, 2007-11-12 at 16:45 -0500, Doran, Harold wrote:
> No, don't reach into the bVar slot. Use the proper extractor function
> ranef() with postVar=T. There is no similar function for lme()
>
> > -Original Message-
> > From: [EMAIL PROTECTED]
> > [mailto:[EMAIL PROTECTED] On Behalf Of
Dear R-help,
I have to calculate the percent inclusion of each variable in a bootstrap
validation of a cox proportional hazards model(described in Sauerbrei and
Schumacher, Stat Med 11:1093, 1992).
First I need to get a bootstrap sample from my dataset, which I did with the
sample function. Th
Dear R-help,
I have to calculate the percent inclusion of each variable in a bootstrap
validation of a cox proportional hazards model(described in Sauerbrei and
Schumacher, Stat Med 11:1093, 1992).
First I need to get a bootstrap sample from my dataset, which I did with the
sample function. Th
peter, thanks for your help with my questions regarding cor.test(). i have
another question though: does this function make any assumptions about the
underlying distribution of the two sequences? does it assume that they have a
gaussian distribution?
i ask because the data that i am working wit
Thank you,
Sigalit.
On 11/13/07, Moshe Olshansky <[EMAIL PROTECTED]> wrote:
>
> Hi,
>
> Look at names(log_v) in your notation to see what you
> really need.
> Then you could do something like:
>
> results <- list(600)
> for (ij in 1:600) {
> do what you did
> results[[ij]] <- log_v
> }
>
> So now
On Tue, 2007-11-13 at 01:03 -0500, Rick Bilonick wrote:
>
> Is there some way to get ranef with postVar=TRUE to show what the
> variances are, or what the lower and upper bounds are? qqmath makes nice
> plots but I need to obtain the numerical values.
>
> Rick B.
>
I found a way:
attr(ranef(lm
This is a question about SQL, or more precisely, Microsoft's peculiar
dialect of SQL. You haven't even mentioned (let alone credited) package
RODBC which you appear to be using.
In SQL queries you need to quote numeric values if you want them to be
treated as character. Why did you quote 'alt
dear r-helpers
i've got a table that in extracts looks like this:
V1 V2 V3V4 V5
1 01/01/1975 00:00:00 125.837 3.691 296.618
2 01/01/1975 01:00:00 124.799 3.679 281.307
3 01/01/1975 02:00:00 111.607 3.536 281.307
4 02/24/1976 11:00:00 21.602 2.555 93.893
5 02/
R is case sensitive ;-) so in your list of start values you must have B=3 and
not b=3. Perhaps you have an object named b of a different length than your
data somewhere giving rise to your error message.
Also brute force wont work as Joerg point out. We have
A*1/(1+t/B)*1/sqrt(1+t/C) = D/(B+t)
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