Hello,
It's more simple than you believe it is. One thing at a time.
First, in order to lighten the instructions, create index vectors.
test2 <- test # save 'test' for later
na.v1 <- is.na(test[["v1"]])
na.v2 <- is.na(test[["v2"]])
na.v3 <- is.na(test[["v3"]])
Now use them.
test[[ "result
Dear Dr. Schwartz,
I would like to ask you if you know how to fit NB1 with glm.nb(...), because
glm.nb() is actually fitting NB2.
Thanks so much
Ana
>
> De: Marc Schwartz
>Para: sanchez ana
>CC: "r-help@R-project.org"
>Enviado: Viernes, 13 de julio, 20
Dear all,
I am
fitting a hurdle model in the following way:
HNB <-
hurdle(chro ~ as.factor(TandemRepeat)| as.factor(TandemRepeat), data
=data_negbin_fin,
dist = "negbin")
But the std.
error for log(theta) = NA
Count model
coefficients (truncated negbin with log link):
Dear all,
I am
fitting a hurdle model in the following way:
HNB <-
hurdle(chro ~ as.factor(TandemRepeat)| as.factor(TandemRepeat), data
=data_negbin_fin,
dist = "negbin")
But the std.
error for log(theta) = NA
Count model
coefficients (truncated negbin with log link):
Dear Dr. Schwartz,
Thanks so much
Ana
>
> De: Marc Schwartz
>Para: sanchez ana
>CC: "r-help@R-project.org"
>Enviado: Viernes, 13 de julio, 2012 7:36:26
>Asunto: Re: [R] Vuong test
>
>
>On Jul 13, 2012, at 12:35 AM, sanchez ana wrote:
>
>> Dear All,
>>
>
Hello,
Em 14-07-2012 13:08, peter dalgaard escreveu:
On Jul 14, 2012, at 12:25 , Rui Barradas wrote:
Hello,
There's a test for iqr equality, of Westenberg (1948), that can be found
on-line if one really looks. It starts creating a 1 sample pool from the two
samples and computing the 1st an
I/O is not greatly improved by vectorization, except that whole files being
read or written as units is faster than looping over rows.
---
Jeff NewmillerThe . . Go Live...
DCN:
you should lapply over a vector of indices (e.g. seq_along(names)) and extract
out the subsets of data in your mywrite function before you write them.
Is this homework?
---
Jeff NewmillerThe .
Thx Jeff. I could use a loop no doubt but I thought that will reduce the
speed and I was thinking there could be a vectorisation idea. I will try
your way. Cheers.
On Sat, Jul 14, 2012 at 3:51 PM, Jeff Newmiller wrote:
> You have to wrap the write calls in some kind of loop. For your example,
> y
You have to wrap the write calls in some kind of loop. For your example, you
could use a for loop. If you have multiple rows of one name you might look into
the dlply function from the plyr package and use lapply to do the actual write
calls.
In the same context I tried the following but with no results.
mywrite=function(a,b){
write.csv(a,paste(b,".csv")
}
lapply(age,mywrite(age,names))
which produced:
Error in cat(list(...), file, sep, fill, labels, append) :
argument 1 (type 'list') cannot be handled by 'cat'
Thanks once again.
R
GuRus
How do I use the write function (or write.table or write.csv) to achieve
the following please?
age=c(32,37,39)
names=c("john","peter","jake")
I would like create in a directory 3 files each named as john.csv,peter.csv
and jake.csv and each file have data from the age vector. That is jon.cs
Alternatively:
require(xts)
z.xts <- xts(cbind(1:100, 100:1), order.by=strptime(1322:1421, '%Y')
plot(z.xts)
-- H
> Em 14-07-2012 10:54, Jim Bouldin escreveu:
>
> OK, this has to be simple but I've searched through help files, mailing
>> list archives and well, everything I could think of, and st
On Jul 14, 2012, at 12:25 , Rui Barradas wrote:
> Hello,
>
> There's a test for iqr equality, of Westenberg (1948), that can be found
> on-line if one really looks. It starts creating a 1 sample pool from the two
> samples and computing the 1st and 3rd quartiles. Then a three column table
> w
Hello,
Actually, axis() was doing its job, but you have xlim=1:100 and cannot
expect to see points at x=1322:1421. The correct way would be to say
that your time series starts at 1322 and that it records observations
with a frequency of 1. Then plot it. Just look. I've nclude an axis(9
call t
Hello,
There's a test for iqr equality, of Westenberg (1948), that can be found
on-line if one really looks. It starts creating a 1 sample pool from the
two samples and computing the 1st and 3rd quartiles. Then a three column
table where the rows correspond to the samples is built. The middle
OK, this has to be simple but I've searched through help files, mailing
list archives and well, everything I could think of, and still no luck.
I simply want to change the x axis labels in a time series graph, from its
default numbering (which starts at 1 and increments by 1), to values I have
in
On Jul 14, 2012, at 08:16 , Prof Brian Ripley wrote:
> On 13/07/2012 21:37, Greg Snow wrote:
>> A permutation test may be appropriate:
>
> Yes, it may, but precisely which one is unclear. You are testing whether the
> two samples have an identical distribution, whereas I took the question to b
On Fri, Jul 13, 2012 at 02:38:57PM -0500, Vineet Shukla wrote:
> Hi Petr,
>Yes, that's really very helpful.
>
>
> Petr : Using this interpretation, AB occurs at lines 1,3,4 and not 1,3,5.
> Is this correct?
> Vineet : Yes , thats right sorry for the typo.
>
>
>
> Petr: If some sequence con
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