d submit a bug report, *or* open a discussion on
r-de...@r-project.org (which I'd have said was a more appropriate
venue for this question in any case) ...
Ben Bolker
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ention that
you're reposting)
cheers
Ben Bolker
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
a
Gianfranco Lovison unipa.it> writes:
>
> Is there a library for (friendly) calculation of effect size measures for
> Generalized Linear Models? I have found "compute.es", but it seems to be
> suitable only for Linear Models. A library taking a glm object and
> computing
> partial R^2-type stati
li li gmail.com> writes:
>
> Dear all,
> For the data below, I would like to fit a model with common
> random slope and common random intercept as shown below. I am
> interested in obtaining separate fixed effect estimates (intercept
> and slope and corresponding hypothesis test) for each
r
normality are misguided. Combining p-values from different tests
feels like compounding the issue. In any case, I would definitely
say that this a question for CrossValidated
(http://stats.stackexchange.com), rather than r-help ...
Ben Bolker
Cade, Brian usgs.gov> writes:
>
> It has never been obvious to me that the lasso approach can handle
> interactions among predictor variables well at all.
> I'ld be curious to see
> what others think and what you learn.
>
> Brian
>
For what it's worth I think lasso *does* handle interactio
e of answerers who don't
know the question has been commented on and/or answered already
elsewhere). Try to pick the single best venue and stick to it.
Ben Bolker
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These actually aren't terribly different from each other. I suspect
that lmer is slightly closer to the correct answer, because lme
reports a "log-likelihood" (really -1/2 times the REML criterion) of
49.30021, while lmer reports a REML criterion of -98.8 -> slightly
better fit at -R/2 = 49.4.
ail.html>,
"cross-posting is considered to be impolite"). r-sig-mixed-models
seems to be more appropriate for these questions.
sincerely
Ben Bolker
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C W gmail.com> writes:
>
> Hi Henrik,
>
> I don't quite get what I should do here. I am not familiar with
> R.methodS3. Can you tell me what command exactly do I need to do?
>
> Thanks,
>
> Mike
install.packages("R.methodsS3")
install.packages("R.matlab")
library("R.matlab")
[snip sni
ethodS3? But that doesn't make sense,
> because I was using R.matlab few weeks ago. I believe I was on R
> 3.1.
>
> Maybe it's in R 3.1 folder? I am using a Mac, btw.
>
> Cheers,
>
> -M
>
> On Fri, May 29, 2015 at 1:55 PM, Ben Bolker
> wrote:
>
>>
knouri yahoo.com> writes:
>
> Dear all:for the folowing data, a two-period, two treatment (A=1 vs. B=2)
> cross-over is fitted
> using the folowing SAS code.
> data one;
[snip]
> run;
> proc mixed data=one method=reml;
> class Sbj Per Trt;
> model PEF = Per Trt /ddfm=kr;
> repeated Trt
ng R command.
> However, there seems to be some problem. Any suggestions?
Please do not cross-post to more than one R list (in this
case, r-sig-mixed-models is more appropriate, and you've already
gotten some answers there).
Ben Bolker
__
R-
age). If this functionality is very
commonly used in finance you might try the r-sig-finance mailing
list (indicating that you've already tried here).
good luck
Ben Bolker
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s that it's not easy, but it
can be done, see e.g.
http://stackoverflow.com/questions/15141952/nlmer-longitudinal-data
http://rpubs.com/bbolker/3423
Ben Bolker
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Corina CorinaLogan.com> writes:
>
> Hello,
> I am running my full model (fm) through lmer() and MCMCglmm() using the
> default settings:
>
> model.lmer <- lmer(fm)
> model.MCMCglmm <- MCMCglmm(fm)
>
[snip]
> However, when I run the models through dredge():
>
> dredge(model.lmer)
> dredge(
matthewjones43 kellogg.ox.ac.uk> writes:
>
> Hi, I am not a statistician and so I am sure whatever it is I
> am doing wrong
> must be an obvious error for those who are...Basically I can
> not understand
> why I get NA for variable 'CDSTotal' when running a glm?
> Does anyone have an
> idea o
Amelia Marsh yahoo.com> writes:
> Hello! (I dont know if I can raise this query here on this forum,
> but I had already raised on teh finance forum, but have not received
> any sugegstion, so now raising on this list. Sorry for the same. The
> query is about what to do, if no statistical distr
thout more
information and further time/effort/thought I don't have any
simple suggestions how ...)
cheers
Ben Bolker
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PLEASE do re
François Collin nottingham.ac.uk> writes:
>
> Dear all,
> I would like to run a linear model which includes two factors:
> - The first one has two levels, including a reference level. Thus I
> have to use the treatment contrast (contr.treatment, reference level
> effect = 0, then the intercep
Luis Fernando García gmail.com> writes:
>
> Dear Fellows,
>
> I´m sorry if my question is very basic, but I'm still new in the field of R
> and the GLMM.
In future, you might consider posting to r-sig-mixed-mod...@r-project.org
instead ...
> I have made a following glmm, and I need to plot
David Winsemius comcast.net> writes:
>
>
> On Aug 7, 2015, at 2:41 PM, kira taylor wrote:
>
> > Hi!
> >
> > I am trying to use predict to apply my model to data from
> one time period to
> > see what might be the values for another time period. I did this
> > successfully for one dataset, a
trisgutt hotmail.com> writes:
>
> I am currently using a GLM with Gaussian family to model fish depth~length +
> distance from shore:
>
> model1 <- glm(Depth ~ length + distance from shore,
> family=gaussian(link="log"))
>
> There are no zero depths. I would like to use the above model with t
sreenath macfast.ac.in> writes:
>
> sim(file_name,method="jaccard")
> this command is giving the raw wise similarity matrix
> how can i find column wise similarity matrix?
> what is the command?
> please help me
>
Based on a search
library("sos"); findFn("jaccard sim")
I'm guessing that y
catalin roibu gmail.com> writes:
>
> Dear all!
>
> Is there a R package to compute neighborhood competition index (Shutz,
> Hegyi, and many index).
>
> Thank you very much!
>
library("sos")
findFn("Hegyi")
leads to
http://finzi.psych.upenn.edu/R/library/siplab/html/pairwise.html
Do
Rolf Turner auckland.ac.nz> writes:
>
>
> I know nothing about the bbmle package and its mle2() function, but it
> is a general truth that if you need to constrain a parameter to be
> positive in an optimisation procedure a simple and effective approach is
> to reparameterize using exp().
if the
text is accessible that way?).
SO or r-sig-mixed-mod...@r-project.org are probably more appropriate
follow-up venues.
Ben Bolker
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Therneau, Terry M., Ph.D. mayo.edu> writes:
>
>
> On 12/26/2014 05:00 AM, r-help-request r-project.org wrote:
> > i want to analyse survival data using typeI HALF LOGISTIC
> > DISTRIBUTION.how can i go about it?it installed one on R in the
> > survival package didn't include the distribution..
posted here); more of the users there will be
familiar with these packages.
* it would be really helpful, and greatly increase your odds
of getting an answer, if you can post a "minimum workable example",
that is a _small_ piece of data/code that people can use to replicate
your
Paul Hudson gmail.com> writes:
>
> Hello all,
>
> I want to fit a tweedie distribution to the data I have.
>
> The R packages I have been able to find assume that I want to use it as
> part as of a generalized linear model.
>
> This is not the case, I want to directly fit the distribution to
Ben Bolker gmail.com> writes:
>
> Paul Hudson gmail.com> writes:
>
[snip]
> library("tweedie")
> set.seed(1001)
> r <- rtweedie(1000,1.5,mu=2,phi=2)
> library("bbmle")
> dtweedie2 <- function(x,power,mu,phi,log=FALSE,debug=FA
Roger Coppock cox.net> writes:
>
> When will "R" implement the "se.fit" option to the
> predict.nls() function? Is there some schedule?
>
I think this is unlikely to happen, ever (sorry). The exact method
for finding confidence intervals on nonlinear fits would be
to compute likelihood p
Jinsong Zhao yeah.net> writes:
> In the following code snippet,
> #
> a <- strptime("121114 0510", "%m%d%y %H%M")
> b <- data.frame(date = a, res = 1:5)
> class(a)
> class(b[1,1])
> #
> I am wondering why the class of a and b[1,1] are not the same.
>
> How to make the class of a and b[1,1] to b
On 5 January 2015 at 21:08, Ben Bolker wrote:
>>> Roger Coppock cox.net> writes:
>>>
>>>>
>>>> When will "R" implement the "se.fit" option to the
>>>> predict.nls() function? Is there some schedule?
>>>>
>
Stanislav Aggerwal gmail.com> writes:
>
> I have the following problem.
> DV is binomial p
> IV is quantitative variable that goes from negative to positive values.
>
> The data look like this (need nonproportional font to view):
[snip to make gmane happy]
> If these data were symmetrical
rithm (although
occasionally you need to use s(IV,k=something_bigger) to adjust the
default *maximum* complexity chosen by the code)
On Sun, Jan 11, 2015 at 5:23 PM, Marc Schwartz wrote:
>
>> On Jan 11, 2015, at 4:00 PM, Ben Bolker wrote:
>>
>> Stanislav Aggerwal gmail.com>
Mosab Alqurashi KSU.EDU.SA> writes:
>
> ?Hello,
> I want to get the Maximum Likelihood Estimate (MLE) for an Extended
> weibull with three parameters. I have two problems. First, some
> times if I change the starting point for one of the parameters I got
> an error message. Second, sometime wh
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA1
For what it's worth, you can use either nlminb (directly) or optimx
within the mle2 wrapper by specifying the 'optimizer' parameter ...
this gives you flexibility in optimization along with the convenience
of mle2 (likelihood ratio tests via anova(),
Mike Miller gmail.com> writes:
>
> I've got to remember to use more spaces. Here's the basic problem:
>
> These are the same:
>
> v< 1
> v<1
>
> But these are extremely different:
>
> v< -1
> v<-1
>
This is indeed documented, in passing, in one of the pages you listed:
http://tim-smith.u
maggy yan gmail.com> writes:
>
> I read something on http://glmm.wikidot.com/faq, under "How can I deal with
> overdispersion in GLMMs?":
>
> library(lme4) ## 1.0-4set.seed(101)
> d <- data.frame(y=rpois(1000,lambda=3),x=runif(1000),
> f=factor(sample(1:10,size=1000,replace=TRUE)))
Ravi Varadhan jhu.edu> writes:
> I would like to run lme() on a number of response variables
> in a dataframe in an automatic manner. Bu, when I
> use eval(parse(text=yname)) to denote the LHS of the formula in lme(),
> I get the following error message:
>
> > require(nlme)
>
> > mod2 <- wi
David L Carlson tamu.edu> writes:
>
> This is more complicated, but it could be rolled up into a function.
Replace your mtext() call with the following:
>
> # Set character expansion size
> cx <- 2.5
> # Get the plot coordinates and the character size
> ur <- par("usr")[c(1, 4)]
> chr <- par("c
er which could have
> obscured data points.
>
> David
>
Not sure, but setting the background to NA (bg=NA) might? help.
> -Original Message- From: R-help
> [mailto:r-help-boun...@r-project.org] On Behalf Of Ben Bolker
> Sent: Monday, February 9, 2015 5:43 PM To: r-h
Torbjørn Håkan Ergon ibv.uio.no> writes:
>
> Dear list,
>
> I'm trying to supply a summary function to confint.merMod(method="boot")
> {lme4} but get persistent
> errors. The following example generates the errors:
>
> > fm1 <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy)
> > test = f
Marco Barbàra gmail.com> writes:
>
> DeaR userRs,
>
> I recently read this Liang-Zeger article:
>
> http://sankhya.isical.ac.in/search/62b1/fpaper7.html
>
> in which (among other things) they adopt a random intercept model for
> pre-post designed trials, using a conditional likelihood approac
anord biol.lu.se> writes:
>
[snip snip]
> We are working on a data set in which we have measured repeatedly a
> physiological response variable (y)
> every 20 min for 12 h (time variable; 'x') in subjects ('id') beloning to
> one of five groups ('group'; 'A' to 'E'). Data are located at:
>
agroscope.admin.ch> writes:
>
> 2.50% 97.50%
> intercept 29787966
> glands13143611
> damage169 6144
> treatment L1 778 6703
> treatment L4 -3899 5125
> Length-1817 1828
>
plotrix::plotCI(..., err="x")
??
__
David Barron gmail.com> writes:
>
> It's in the magrittr package.
>
> David
It also exists in dplyr.
(I would guess that it's imported/exported from magrittr.)
Although I think the documentation in magrittr is a little better.
__
R-help@r-pro
C W gmail.com> writes:
>
> Hi list,
>
> I am running the following R code, the answer should be zero. But R gives
> a very small negative number, what should I do?
>
> ##R code
>
library(numDeriv)
h_x <- function(x){
a = x[1]
b = x[2]
c = x[3]
d = x[4]
(a^2 + c^2 + d^2) * (
Fatemeh a gmail.com> writes:
>
> Hi all,
>
> I am running a software which is shinybased within R : it gives me this
> error:
>
> Warning: running command 'octave -qf octave/muxMultisliceCommunity.m'
> had status 1
>
> I was wondering if anyone could help me where the problem is and what is
>
CHIRIBOGA Xavier unine.ch> writes:
>
> Dear all,
>
> I attempted to transform my data using "asin" but a WARNING message appears:
>
> dat1$Abu.tr<-asin(sqrt(dat1$Abundance/100))
> Warning message:
> In asin(sqrt(dat1$Abundance/100)) : NaNs produced
>
> What does it mean? Is it a problem? How
p(exp(z+beta))) - 0.5*(log(2*pi)+psi)
piYc_ir[i,] <- exp(piYc_ir[i,])
follow-ups should probably go to r-sig-mixed-mod...@r-project.org
instead ...
Ben Bolker
__
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https://st
Amelia Marsh yahoo.com> writes:
>
> Dear R forum
>
> I have following data
>
> amounts = c(928906.144,156091.0576,433798.3404,993425.7224,
> 1323976.364,649106.9339, 369967.2612,2528872.35,1226093.655,
> 1145446.149,1809624.453,599329.0394,2200955.213,2583318.064,
> 745625.8069,961828.8828,174
peter dalgaard gmail.com> writes:
>
>
> > On 28 Mar 2015, at 00:32 , RiGui business.uzh.ch> wrote:
> >
> > Hello everybody,
> >
> > I have encountered the following problem with lm():
> >
> > When running lm() with a regressor close to zero -
> of the order e-10, the
> > value of the estim
RiGui business.uzh.ch> writes:
>
[snip]
> I am terribly sorry for the code not being reproducible, is the
> first time I am posting here, I run the code several times before I
> posted, but...I forgot about the library used.
Thanks for updating.
> To answer to your questions:
>
>> How do
David Crow cide.edu> writes:
>
> Hi, R users-
>
> I'm estimating random effects models with cross-level interactions; I want
> to interact each of a vector of level-1 variables with each of a vector of
> level-2 variables. Here's the code:
>
>
> #create data frame with le
ing a 'null' lme() model (fixed=resid~1,
random=~1|individual) and then using the ACF() method (not the same
thing as acf()) on the resulting model fit.
Ben Bolker
__
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https:
00
(2) this feels like it is more suitable for r-de...@r-project.org
Ben Bolker
__
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https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project
Luis Fernando García gmail.com> writes:
>
> Dear R experts,
>
> I wanted to know if you can suggest me any website or tutorial just to
> learn about how to make a RDA or CDA in R
>
> Thanks in advance!
I hate to ask, but did you try Googling
""canonical correspondence analysis" R"
... ?
Maciej Węgorkiewicz gmail.com> writes:
>
> Hi all,
>
> I am just starting with R and cannot use "lmtest" package on Windows 8.
> This package contains dwtest function that I am interested in.
>
> I began with installing the core of R (with rgui) - version 3.1.3 64-bit.
>
> Then I installed lm
Dan Dillon gmail.com> writes:
>
> Colleagues:
>
[snip]
>
> My data are from a behavioral experiment in which two groups of subjects
> complete 200+ trials of a task with two conditions. Each subject is tested
> in one of four separate locations. I record accuracy (0 or 1) and response
> tim
ble that what you mean by "simulation studies" is
different.
If you can do some benchmarking of your problems on an existing
machine that would probably be a good idea.
Ben Bolker
__
R-help@r-project.org mailing list
https://stat.e
me more options for bounded optimization are bobyqa from the
minqa package, or the equivalent from the nloptr package -- neither
computes the hessian, but the numDeriv package makes that pretty
easy ...
Ben Bolker
__
R-help@r-project.org mailing l
Chad Danyluck gmail.com> writes:
>
> About a year ago I ran some analyses using lmer. The general syntax was:
>
> mlm <- lmer(var1 ~ (1|dyad) +
> var2 + var3*var4*var5, na.action=na.exclude);
> summary(mlm)
>
> The model ran fine and I saved the output. I've recently turned back to
> those an
Arnab Dutta gmail.com> writes:
>
> Hi,
>
> In order to have robust standard errors in R, what would be the command
> that can generate results similar to the "robust" option in STATA? I tried
> using the "lmrob" command from the package "robustbase". With that, the
> Adjusted R squared is q
Padmanand Madhavan Nambiar gmail.com> writes:
>
> Hi Sir,
>
> How to use the "optim" for maximization. I don't understand the
> control$fnscale option that is given on help page. It says if the
> control$fnscale is negative, the function will be maximized.
>
> Thanks a lot
>
> Padmanand
Yuan Jian yahoo.com> writes:
>
> Hello,
> I found the residuals of glm is not the same as calculated manually.
> >y=c(12,14,33,50,67,74,123,141,165,204,253,246,240)
> > t=1:13
> > m1=glm(y~t+I(t^2),family=poisson(link="log"))
> > coefficients(m1)[1]+coefficients(m1)[2]*log(t)+
> coefficients(m1
Nia Gupta yahoo.com> writes:
>
> Hello,
> I have a column with a bunch of letters. I would like to keep some
> of these letters (A,C,D,L) and turn the rest into 'X'.
> I have tried using ifelse with '|' in between the argument but it
> didn't work nor did 4 separate ifelse statements.
> E
Bob O'Hara gmail.com> writes:
>
> This isn't an R question at all, so I don't know why it's on this list. But
> the best answer I've got is "a truncated t-distribution with an infinite
> number of degrees of freedom".
>
> Bob
Or, perhaps more productively: "since your question is a general
eliza botto hotmail.com> writes:
>
> Dear useRs,
> Is there a direct command in R to calculate standard deviation of BURR
distribution in R? I know the direct
> function in VBA and worksheet. but is there a similar function in R?
> VBA
> =BurrStdev(k,alpha,beta,[gamma])
> Worksheet:
> =BurrS
Wim Kreinen gmail.com> writes:
>
[snip]
>
> Actually, I started with rgamma to generate some random vectors because I
> wanted to play around with various conditions (and become familiar with
> gamma shape). But before you can start with gamma shape you need to have a
> glm object.
>
> Assumi
David Kikuchi gmail.com> writes:
>
> Hi all,
>
> I'm modeling the probability that a subject attacks or rejects a prey
> item based on its proportion of yellow coloration and size. There are
> two populations of prey, one defended and the other undefended, so
> subjects should reject one typ
u are loading only the base lme4 package and not the lmerTest
package.
If my guess isn't right, then you're going to have to provide more
information.
Follow-ups to r-sig-mixed-mod...@r-project.org , please .
Ben Bolker
__
R-help@r-proje
Doran, Harold air.org> writes:
>
> Daniel
>
> Lmer has never returned p-values from a model summary;
> this is a well-known and discussed issue. You must
> have post-processed the data in some way to get the p-values.
But it's worth noting that lmerTest does, and the way it works
makes it p
Glenn Schultz me.com> writes:
>
> Hello All,
> I need some help with optimx, mostly due to my apparent lack of
> imagination than optimx itself. Below is the pertinent code for
> which I have a question. I am fitting to the term structure of swap
> rates per Cox, Ingersoll, and Ross. As you
asudar gmail.com> writes:
>
> I am trying to run a linear mixed effects model similar to the 2*2*2 anova
> design. My DV is reaction time and fixed factors are time (pre vs.
> post:within-subject), condition (congruent vs. incongruent: within subject)
> and stimulation (vertex vs. DLPFC: between
but (to the original poster) *please don't cross-post to R lists and
StackOverflow*; it causes wasted effort, as in this case.
Ben Bolker
__
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peter dalgaard gmail.com> writes:
>
> You are being over-optimistic with your starting values, and/or
> with constrains on the parameter space.
> Your fit is diverging in sigma for some reason known
> only to nonlinear-optimizer gurus...
>
> For me, it works either to put in an explicit
> c
Dennis Fisher plessthan.com> writes:
> Colleagues,
>
> In the past, I used a package:
> SASxport
> to output files to SAS’s XPT format. This was useful because FDA requests
that data be submitted in that
> format (even though they typically must reconvert to some other format
before the
Dario Strbenac uni.sydney.edu.au> writes:
>
> Good day,
>
> I have two probability densities, each with a function determined
> by splinefun(densityResult[['x']],
> densityResult[['y']], "natural"), where densityResult is the
> output of the density function in stats.
> How can I determine all
Bert Gunter gmail.com> writes:
>
> Use ?uniroot to do it numerically instead of polyroot()?
>
> Cheers,
> Bert
> Bert Gunter
The problem with uniroot() is that we don't know how many intersections/
roots we might be looking for. With polyroot(), we know that there can
be at most 3 roots that
Ranjan Maitra inbox.com> writes:
>
> On Fri, 15 Jan 2016 21:25:06 -0600 Ranjan Maitra
inbox.com> wrote:
>
> > Hi,
> >
> > I wanted to install tikzDevices on a installation of
> R (3.2.3) on a new machine. However, I am getting:
> >
> > > install.packages('tikzDevices')
> >
> > Warning mess
Rémi Lesmerises yahoo.ca> writes:
> Hi everyone, I'm running a bayesian regression using the package
> MCMCglmm (Hadfield 2010) and to reach a normal posterior
> distribution of estimates, I increased the number of iteration as
> well as the burnin threshold. However, it had unexpected
> outcome
Ruofei Mo【莫若飞】 <911mruofei tongji.edu.cn> writes:
>
> Hi, All,
>
> I have a question about how to generate correlated data with non-normal
> distribution? Basic, I have a variable a that follows a normal distribution,
> a ~ N(0,1), then I want to generate another variable b that follows a
> uni
Robert McGehee gmail.com> writes:
>
> Hello R-helpers,
> I'd like a function that given an arbitrary formula and a data frame
> returns the residual of the dependent variable, and maintains all
> NA values.
>
> Here's an example that will give me what I want if my formula is y~x1+x2+x3
> and m
David C Blouin lsu.edu> writes:
> I have a nonlinear model where I want to include random
> coefficients for a sample of random SUBJECTS. The fixed effects part
> of the model is Y ~ B + (T - B) / (1 + 10**(X - C)) and I would like
> to include random coefficients b for B, t for T, and c for C.
t;.
What is most useful will depend on your background; your field/desired
type of analyses; language; personality; etc. etc.. There are literally
thousands of R tutorials and books, many available for free on the
internet. I'd suggest you google "learning R programming", inspect
a do
Muhammad Kashif uaf.edu.pk> writes:
>
> Dears
> Can anyone help me to solve the issue.
>
> By using" boot" and "boot.ci" package in R we can construct bootstrap
confidence intervals. How we
> calculate the coverage probability of these intervals.
Calculating coverage probability for any but
Pascal A. Niklaus ieu.uzh.ch> writes:
>
> Dear all,
>
> After updating to R 3.3.0 (inadvertently, via apt-get), I get an error
> when using lmerTest. Here is an example:
>
> library(lmerTest)
> library(MASS)
> data(oats)
> m <- lmer(Y ~ N*V + (1|B/V), data=oats)
> summary(m)
>
> summary from
*why* you want
to do this, but you can use e.g. fixed=list(fixedpar=27) to force
one of the parameters of the function to be set rather than
optimized.
Ben Bolker
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PLEASE
Lazarus Mramba kilifi.kemri-wellcome.org> writes:
>
> Dear R Users;
>
> I am an R user who has recently bought a new laptop;Toshiba Satellite
> U405 running on both Windows Vista and Ubuntu.
>
> I have problems on the wondows vista when installing packages. The
> argument 'lib' is missing. Ho
pi*data.x + rnorm(50,sd=20)
plot(data.x,data.y)
nls(y~fitting.fn(a,b,x),data=data.frame(x=data.x,y=data.y),
start=list(a=0,b=0))
Ben Bolker
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PLEASE do read the post
t to actually be?
>
I think he wants
x = c(4,2,5)
y = c(1,5,3)
c(rbind(x,y))
[1] 4 1 2 5 5 3
Or less cryptically/magically:
n <- length(x)
z <- numeric(2*n)
z[seq(1,2*n,by=2)] <- x
z[seq(2,2*n,by=2)] <- y
Ben Bolker
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R-help@
h vignette (library(quantreg); vignette("rq")).
Ben Bolker
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
bind",pats)
pats2 <- apply(pats.df,1,as.list)
identical(pats,pats2)
Ben Bolker
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
an
s 3573.1 and the other of which is 3573.15, they
should not be treated as equal. Something else is going on.
Could the original poster please send a small reproducible
example?
> Operons = matrix(c(3573.1,0,0,0,3573.15,0),ncol=2)
> which(Operons==3573.1,arr.ind=TRUE)
row col
[1,]
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA1
[EMAIL PROTECTED] wrote:
| Hi guys,
|
| Thank you all for looking at this, and I'm sorry - I was making a silly
| mistake.
| I was using a previous version of the data table in R, while looking at
| a new
| file in excel (its easier for me to view the
should work fine [or maybe lower=c(0.002,0.002) if
you want to make absolutely sure you don't hit the boundaries]
If you use stats4::mle or bbmle::mle2 (which are both wrappers
for optim(), so the advice above applies) you will be able to
do a little bit mo
Zheng Lu umich.edu> writes:
>
>
> Dear all:
>
> I have the following codes:
>
> Xdata<-c(2,3,8,9,10)
> Ydata<-1:5
> gap.plot(Xdata, Ydata,gap=c(5,6),gap.axis="x",type="o")
>
> However, the type='o' seems only work on the first part of gap plot, the
second half of the plot always just
> p
es and try to
replicate that inside your panel function with panel.xxx
functions ...
Ben Bolker
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