Nancy (?),
see ?chisq.test (in particular the examples and the comment on "expected
frequency" there).
A rule of thumb (see any basic text book) for the chisquared
approximation being okay is that the expected value in each cell is at
least 5. The warning tells you that this does not hold true for
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Alex Roy
> Sent: Freitag, 14. August 2009 12:05
> To: r-help@r-project.org
> Subject: [R] Permutation test and R2 problem
>
> Hi,
>
>
> I have optimized the shrinkage parame
Taking the example from ?biplot.princomp with reproducible code (hint,
hint):
biplot(princomp(USArrests))
biplot(princomp(USArrests), col=c(2,3), cex=c(1/2, 2))
clearly changes the color and font size on my system. For changing the
"point symbols" (which are text by default), try setting xlabs a
See the respective help files. The continuity correction only affects
the normal approximation in wilcox.test. With this small samples sizes,
the default evaluation is exact, so it doesn't change anything. In
contrast, kruskal.test is incapable to compute exact values but always
uses the chi-square
Alex,
It's mainly speculation, as I cannot check the Excel add-in nor Vassar, but
I'll give it a try.
For the Friedman-test: Results of R coincide with those reported by Hollander &
Wolfe, which I'd take as a point in favor of R. In any case, my guess is that
ties are handled differently (aver
Let's assume you have just three observations, and x-- = 1:3 for your
observations.
Predictor 1:y = x^2
Predictor 2:y = 1 if x=1
y = 4 if x=2
y = 9 if x=3
y = 0 elsewhere
These predictors are obviously not the same,
Hi "unknown",
As a quick patch, try something like
mydata$Set <- 1
mydata$Set[c(sample(mydata$ID[mydata$Type=="A"],
ifelse(runif(1)<1/2,2,3)), sample(mydata$ID[mydata$Type=="B"], 3) )[1:5]
] <- 2
HTH, Michael
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@
Lina, check whether something like
data.frame(density(rnorm(10))[1:2])
contains the information you want. Otherwise, try to be (much) more specific in
what you want so that we do not need to guess (and of course provide minimal,
self-contained, reproducible code). That has a higher chance to t
bution is always equal to 0.
I would strongly suggest to contact a local statistician to clarify these
issues.
HTH, Michael
From: Lina Rusyte [mailto:liner...@yahoo.co.uk]
Sent: Dienstag, 29. September 2009 18:03
To: Meyners,Michael,LAUSAN
?paste
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Dr. Arie Ben David
> Sent: Mittwoch, 30. September 2009 10:22
> To: r-help@r-project.org
> Subject: [R] How do I do simple string concatenation in R?
>
> Dear R gurus
>
It's always worthwhile to look at the articles by Pitman (and maybe the
textbook by Fisher, if you have access to it); Welch is a nice paper,
too, but might be pretty technical to "learn" about the area. I don't
know any of the textbooks except Edgington (which is in its 4th edition
now with co-aut
Robert,
you can do the corresponding paired comparisons using wilcox.test. As far as I
know, there is no such general correction as Tukey's HSD for the
Kruskal-Wallis-Test. However, if you have indeed only 3 groups (resulting in 3
paired comparisons), the intersection-union principle and the th
ael
> -Original Message-
> From: Robert Kalicki
> Sent: Mittwoch, 14. Oktober 2009 14:11
> To: Meyners,Michael,LAUSANNE,AppliedMathematics
> Subject: RE: [R] post-hoc test with kruskal.test()
>
> Hi Michael,
> Thank you very much for your clear and prompt answ
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Christoph Heuck
> Sent: Donnerstag, 15. Oktober 2009 17:51
> To: r-help@r-project.org
> Subject: [R] calculating p-values by row for data frames
>
> Hello R-users,
> I am look
Or you open a new graphics window / device as part of the loop, see, e.g.,
?windows. Alternatively, you may write the content of the graphics device to a
file for each iteration, see, e.g., ?savePlot (but you'd want to make sure that
you have a different filename in each iteration, otherwise, yo
You don't tell us which function you use, but fixing the zlim argument
in image or related functions should do the trick.
M.
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Marion Dumas
> Sent: Dienstag, 3. November 2009 14:38
FAQ 7.31:
http://cran.r-project.org/doc/FAQ/R-FAQ.html#Why-doesn_0027t-R-think-the
se-numbers-are-equal_003f
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Peter Tillmann
> Sent: Mittwoch, 4. November 2009 13:50
> To: r-help
Julia, see
http://www.r-project.org/ -> Documentation -> Manuals (-> An introduction to R)
(or use: http://cran.r-project.org/manuals.html)
for a starting point. In addition, you might want to check the annotated list
of books to see which one might best fit your needs:
http://www.r-project.o
Daniel,
quick guess: There has been a major change in the package some time ago,
with quite a few functions vanishing and others added. So I guess your
"recycled" code was based on an older version of multcomp. My current
version (1.1-0) does not have csimtest anymore either. I guess you want
to lo
Or, more general (if you need to include more than just one variable from
TestData), something like
by(TestData, LEAID, function(x) median(x$RATIO))
Agreed, this is less appealing for the given example than Ista's code, but
might help to better understand by and to generalize its use to other
Moreno,
I leave the discussion on the mixed models to others (you might consider
the SIG group on mixed models as well for this), but try a few hints to
make your code more accessible:
* The "." in updating a formula is substituted with the respective old
formula (depending on the side), but is
Robert, Tom, Peter and all,
If I remember correctly (don't have my copy at hand right now),
Edgington and Onghena differentiate between randomization tests and
permutation tests along the following lines:
Randomization test: Apply only to randomized experiments, for which we
consider the theoret
SD in y is more than 15 times (!!!) larger than in x and z,
respectively, and hence SD of the mean y is also larger. 100,000 values
are not enough to stabilize this. You could have obtained 0.09 or even
larger as well. Try y with different seeds, y varies much more than x
and z do. Or check the var
Are you sure you called
library(Quantreg)
before calling any function?
M.
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Gough Lauren
> Sent: Donnerstag, 7. Januar 2010 13:44
> To: r-help@r-project.org
> Subject: [R] Quantr
y
library(asdf)
with "asdf" replaced by the correct package name, and mind the spelling!
Michael
> -Original Message-
> From: David Winsemius [mailto:dwinsem...@comcast.net]
> Sent: Donnerstag, 7. Januar 2010 14:22
> To: Meyners,Michael,LAUSANNE,AppliedMathemat
Etienne,
I don't see the point in avoiding some 'special' packages. If you are
willing to change your mind in this regard, try something like
library()
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Etienne Stockhausen
> S
Sorry, wrong button. Below a hopefully more helpful solution...
Etienne,
I don't see the point in avoiding some 'special' packages. If you are
willing to change your mind in this regard, try one of the following
solutions that work for me:
library(combinat)
apply(mat, 2, function(x) unique(permn(
Well, seems it's an assignment, so you should REALLY get them on your
own and not enquire the list. Foolish me...
M.
> -Original Message-
> From: einohr2...@web.de [mailto:einohr2...@web.de]
> Sent: Mittwoch, 20. Januar 2010 19:32
> To: Meyners,Michael,LAUSANNE,AppliedMa
?p.adjust
Apply that to a vector containing all p values you get from
wilcox.exact. Alternatively, multiply each p value by the number of
comparisons you perform, see any textbook for that. You might want to
consider a less conservative correction, though.
HTH, Michael
> -Original Message-
(i) you EITHER correct the p value (by multiplying by 8 in your case) OR
you use the Bonferroni-threshold of 0.05/8, not both. If you correct the
p values, your threshold remains 0.05. If you use 0.05/8, you use the
original p values.
(ii) Yes, if the p value is 0.15, then the corrected one for 8 t
> -Original Message-
> From: r-help-boun...@r-project.org
> [mailto:r-help-boun...@r-project.org] On Behalf Of Uwe Dippel
> Sent: Freitag, 29. Januar 2010 11:57
> To: r-help@r-project.org
> Subject: [R] Explanation w.r.t. rbind, please!
>
> This is what I tried:
>
> > num.vec <- c(12.3
Strange, the following works reproducibly on my machine (Windows 2000
Pro):
options(scipen = 50, digits = 5)
x = c(1e7, 2e7)
?barplot
barplot(x)
while I also get scientific with your code. After I called ?barplot
once, I'm incapable of getting the scientific notation again, though...
But I admi
Rolf,
as you explicitly asked for a comment on your proposal: It is generally
equivalent to McNemar's test and maybe even more appropriate because of
the asymptotics involved in the chi-squared distribution, which might
not be too good with n=12. In some more detail:
McNemar's test basically cons
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