uster analysis. Methods are described in the original
work: https://academic.oup.com/aje/article/177/7/718/91109
I hope you find it helpful.
On behalf of the authors,
Jose Barrera
Statistician, Associate Lecturer
*IS**Global*
Barcelona Institute for Global Health - Campus MAR
Barcelona Biomedical Res
of vac
observed median lowerupper
Q25 0.01250 0.01250 0.00125 0.026000
Q50 0.02675 0.02675 0.01665 0.144575
Q75 0.14700 0.14700 0.02810 0.292000
Best
Jose
On Sun, Aug 23, 2020 at 2:44 AM Daniel Nordlund
wrote:
> On 8/22/2020 9:05 AM, Rasmus Liland wrote:
> > On 2020-08-22
Hi
I was able to run R code via PROC IML in SAS,so is there any way to export
the generated outputs to SAS datasets since the R outputs don't follow data
frame structure.
Thanks in advance
Jose
[[alternative HTML version deleted]]
__
R-h
/Tinn-R setup/6.1.1.3/
Best,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
If you have software to deal with
mas)
> xmas2009caganer()
- The 2019 design is about CRM (Christmas regression model) ;-)
> xmas2019regression()
Have a nice 2020!
Jose Barrera
Statistician, Associate Lecturer
*IS**Global*
Barcelona Institute for Global Health - Campus MAR
Barcelona Biomedical Research Park (PRBB) (Room Hypatia
It works!
Thanks,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
If you have software to deal with statistics, you have
Thanks Patrick.
I took a look at the documentation of the RNGkind and RNGversion
functions but didn't understand how they work. Can you exemplify how I
can, through them, to recapture the old behavior?
Best,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/B
rds,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
If you have software to deal with statistics, you have arms;
if you have g
Dears,
The Tinn-R projetc has a new website under the https protocol:
https://nbcgib.uesc.br/tinnr/en/
Best,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
Dears,
The Tinn-R project has a new web page:
http://nbcgib.uesc.br/tinnr/en/index.php
Best,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
Hi
Is there an efficient way to import SAS datasets into R,presently while
using haven package it takes long time...Is there a smart work around this ?
Thanks in advance
Jose
[[alternative HTML version deleted]]
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R-help@r-project.org
Hi
Which R package can be best employed to access the files in Linux server
Thanks in advance
Jose
[[alternative HTML version deleted]]
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https://stat.ethz.ch/mailman/listinfo
to avoid deviations as centuados as the example?
The data used in the example was sent to me from a teacher trying to
reproduce in class the table of a book.
Best,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73
dat < 2.0])) == tb[7] # !?
print(length(dat[dat >= 2.0 & dat < 2.2])) == tb[8]
Best,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
55(73)98817.6159 - OI
///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Dear sir Schwartz,
In response to a granted online request to receive R code in order to generate
Theil's Uncertainty coefficient, I was hoping I could receive the same favor.
https://stat.ethz.ch/pipermail/r-help/2011-May/279210.html
Thank you in advance, I hope to hear from you.
Kind regard
Hi
In R,how to do sample size calculation for three-way incomplete block
crossover study where within subject residual standard deviation,treatment
difference and power is given.
Thanks in advance.
Regards
Jose
[[alternative HTML version deleted
In R how to calculate sample size,where power,residual standard deviation
and treatment difference is given.?
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incorrect
---
Whether this result can be relied or we have to use Fishers exact test ?
Jose
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https://stat.ethz.
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.
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PLEASE do read the posting guide
s wondering what parameter I could include in the call to 'plot' that would
prevent the box from being drawn. Usually this is achieved with bty="n", but
the method for plotting a "VennDrawing" structure uses the grid package and I'm
lost there
ugh with Grid. I was looking at the documentation but I
can't seem to find a way to achieve that. I'd even be happy drawing a white
rectangle with wide lines to overplot the box, but there must be a way to not
draw the box in the first place.
Anybody knows how?
Jose
--
Dr. Jose I. d
code? example data? We can only guess based on your vague post.
"PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code."
Moreover, this sounds like a statistical question, not a question about R
programmi
OK, many thanks Duncan!
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
55(73)99100.7351 - TIM
55(73)98817.6159 - OI
55(73)98129.9942 - CLARO
Thanks,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)99966.9100 - VIVO
55(73)99100.7351 - TIM
55(73)98817.6159 - OI
55(73)98129.9942 - CLARO
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
[[alternative HTML v
-Original Message-
From: Bert Gunter [mailto:bgunter.4...@gmail.com]
Sent: quinta-feira, 31 de março de 2016 20:22
To: Jose Marcos Ferraro
Cc: r-help@r-project.org
Subject: Re: [R] reduced set of alternatives in package mlogit
code? example data? We can only guess based on your vague
I'm trying to estimate a multinomial logit model but in some choices only
alternatives from a subset of all possible alternatives can be chosen.
At the moment I get around it by creating "dummy" variables to mean the
alternative is not available and let it estimate this coefficient as highly
ne
How can the reference line be drawn for various distributions like
Rayleigh and Log logistic Q-Q plots.
Thanks
Jomy
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Thank you,how to add correct reference line to this Rayleigh Q-Q plot.
Jose
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PLEASE do read
Is it possible to code in R to get Q-Q plot for Rayleigh distribution
Jose
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PLEASE do read
Dear
i am develeping a function, first I attach r command and later r executer
script, the conection fails and I do not realize why
best regards
100 38 1
80 19 5
90 31 2
70 21 6
85 30 3
75 22 5
99 37 1
100 38 1
80
How to calculate the sensitivity,specificity,Youden index for 18 factors
and their combination (6 factors in each) with an outcome measure.
[[alternative HTML version deleted]]
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'repos = NULL'
Is it a bug?
Regards,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)9966.9100 - VIVO
55(73)9100.7351 - TIM
55(73)8817.6159 - OI
///\\\///\\\///\\\///\\
Miguel,
Sin tus datos es imposible brindarte una respuesta precisa pero ten en cuenta
que la descripción del argumento 'fórmula' en la función tree del paquete del
mismo nombre dice que la variable dependiente -PRECIO en tu caso- debe ser un
vector numérico si quieres estimar un árbol de regre
Have a look at the caschrono package.
There's an excellent associated book by the author of the package -Yves Aragon-
but it's in French; if you don't read French, the package documentation is very
clear.
José
-Original Message-
From: R-help [mailto:r-help-boun...@r-project.org] On Beh
Dear Antonello,
How about this? Obviously, you can change the background colours for the
confidence levels (deprespal) and for the regression lines, etc.
Surely, many in the list can improve on my rough and ready solution.
deprespal=c("#CC","#99")
p2 <- ggplot(data = df, aes(x =Levels_De
Dear Erik,
There may be more elegant solutions, but try this:
a. Create a data frame with your data, for example
data <- data.frame(agegrp, y1994, y1995, y1996)
b. Then use the which function:
as.character(aa$agegrp[which(aa$y1994==23)])
Hope it helps,
José
Prof. José Iparraguirre
Chief Ec
How to deal with the analysis of 2 missing observations in case of Latin
square design
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PLEASE do read the posting guide http:/
How to estimate paremeters the of loglogistic,lognormal and 2 parameter
exponential distributions in R using fitdistr function.
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Is there any R package that can plot Q-Q plot for loglogistic,lognormal and
2 parameter exponential distributions or is there a way to check the model
fit for these distributions in R ?
[[alternative HTML version deleted]]
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Hello,
Does anyone know which comparison test is applied in the function
order.group of the package agricolae?
The test is not documented nor in kruskal function or order.group
(called by kruskal function).
Thanks in advance,
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Also, the package caschrono is very good for Arima-X.
If you read French, the author, Yves Aragon, wrote an excellent book describing
its use: "Series temporelles avec R" (Springer).
Prof. José Iparraguirre
Chief Economist
Age UK
Age UK
Tavis House, 1- 6 Tavistock Square
London, WC1H 9NB
T 0
Hi,
On 04/28/2014 09:26 PM, Fong Chun Chan wrote:
./configure --prefix=/home/fong/usr/local
I set the my CAIRO_LIBS and CAIRO_CLAGS environment variables in my
~/.bashrc:
export CAIRO_LIBS=${HOME}/usr/local/lib
export CAIRO_CFLAGS=${HOME}/usr/local/include
maybe
export CAIRO_LIBS=-L${HOME
Hi,
Can you help me. I need to fit Bivariate Binary model with conditional
synchrony measures (CSM) and Odds Ratio (OR) as measures of association.
Can you give some hint code?
Regards
Adelino
[[alternative HTML version deleted]]
,
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)9100.7351 - TIM
55(73)8817.6159 - OI
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
__
R
gards,
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)9100.7351 - TIM
55(73)8817.6159
Dears Tinn-R users,
Below a link to the new user list on Google groups:
https://groups.google.com/forum/#!forum/tinn-r
All the best,
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545
.
LANGUAGE: Object Pascal
IDE: Delphi 2007
Regards,
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)9100.7351 - TIM
55(73)8817.6159 - OI
,
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)9100.7351 - TIM
55(73)8817.6159 - OI
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
__
R-help@r
R-Help Mailing List,
I'm currently working with a user who is actively trying to download & install
libraries for 'R' on her office PC. While using install.packages("packageName",
dependencies = TRUE) works without a problem on our home PCs, we use a proxy at
the firm and therefore it doesn't l
"everything", method = c("pearson",
"kendall", "spearman"))"
Any help is welcome!
Best,
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 - UESC
55(73)9100.735
\\Tinn-R\\tmp\\objects.txt"
[4] "C:\\Users\\jcfaria\\AppData\\Roaming\\Tinn-R\\tmp\\file.r"
[5] "C:\\Users\\jcfaria\\AppData\\Roaming\\Tinn-R\\tmp\\selection.r"
[6] "C:\\Users\\jcfaria\\AppData\\Roaming\\Tinn-R\\tmp\\block.r"
[7] "C:\\Users\\jcfaria\\App
PDATA") is returning an empty string.
I think the problem is it, now it is necessary to find a solution.
Does anyone have a clue?
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545 -
\\tmp\\block.r"
[7] "\\Tinn-R\\tmp\\lines.r" "\\Tinn-R\\tmp\\reformat-input.r"
[9] "\\Tinn-R\\tmp\\reformat-output.r"
On Mon, Sep 23, 2013 at 4:14 PM, Gabor Grothendieck
wrote:
> On Mon, Sep 23, 2013 at 2:55 PM, Jose Claudio Faria
> wr
\\Users\\jcfaria\\AppData\\Roaming\\Tinn-R\\tmp\\file.r"
[5] "C:\\Users\\jcfaria\\AppData\\Roaming\\Tinn-R\\tmp\\selection.r"
[6] "C:\\Users\\jcfaria\\AppData\\Roaming\\Tinn-R\\tmp\\block.r"
[7] "C:\\Users\\jcfaria\\AppData\\Roaming\\Tinn-R\\tmp\\lines.r"
[8] "C:
g, of
course), R can do it for you as well.
Best,
José
From: Paul Bernal [mailto:paulberna...@gmail.com]
Sent: 11 September 2013 15:41
To: Jose Iparraguirre
Cc: r-help@r-project.org
Subject: Re: [R] Fitting Arima Model to Daily Time Series
Dear Jose, good morning,
First of all, let me thank yo
Hi Eiko,
How about this?
> anova (m1, m2, test="Chisq")
See: ?anova.glm
Regards,
José
Prof. José Iparraguirre
Chief Economist
Age UK
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Torvon
Sent: 11 September 2013 16:48
To: r-
Hi Paul,
There are different packages in R to fit an ARIMA model. I would use the
forecast package.
In your case, perhaps you would want to explore SARIMA models to include
seasonal components?
Anyhow, the first port of call could be the auto.arima() function to select the
best fitting represe
Can anyone help me to see why maximum t-stat quantile has no Negative
values?
¿It is posible lm estimation is not fine?
-- Forwarded message --
From: Jose Narillos de Santos
Date: 2013/9/8
Subject: ADF test
To: r-help
Hi all,
I try to simulate an ADF test rolling on a
Hi all,
I try to simulate an ADF test rolling on a window.
The thing is that it seems I´m doing well...applying to al AR(1) model with
unit root.
I see in some econometrical papers that the t-stat maximum and minimum
should have negative values on the quantiles 0,01 to 0,03
and in my case only
Hi Krzysztof,
Have a look at the packages sem, lavaan and psych.
Regards,
José
Prof. José Iparraguirre
Chief Economist
Age UK
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of fronc...@vizja.pl
Sent: 03 September 2013 13:33
To: r-h
Hi Ma Teresa,
Sorry, but I can't understand what you're trying to achieve.
On a statistical note, I'd tend to think more in terms of medians and would
think hard before replacing any outliers, but that's another matter.
Here I created the dataframe dd with the means column of D in its first colu
As said by arun, the code is not clear.
Ma Teresa, what is it that you actually want to do?
Regards,
José
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of arun
Sent: 29 August 2013 15:12
To: R help
Subject: Re: [R] Help R
HI,
You
Hi Pablo,
Prof John Fox is a frequent contributor to this forum, and no-one is better
placed than him to respond on your particular point, but I would use the sem
and the polycor packages. There's an example in the documentation of sem which
uses polychoric correlations.
Incidentally you haven'
Hi,
In "Skew-t fits to mortality data - can a Gaussian-related distribution replace
the Gompertz-Makeham as the basis for mortality studies?" (J Gerontol A Biol
Sci Med Sci 2013 August ;68(8):903-913; doi:10.1093/Gerona/gls239) Clark et al
compares the fit of several distributions to mortality
Hola Maria Teresa!
I'd need some data to fully understand your problem, but as far as I can tell
you are overdoing things.
Again, without the data I can't help you but I'd use the ggplot2 package and
forget about splitting the data into vectors and thus creating additional
objects which look re
Hola Maria Teresa,
For multiple imputation, I would suggest the Amelia package by Gary King, James
Honaker, and Matthew Blackwell, which uses the expectation-maximisation (EM)
algorithm with bootstrap. Its excellent vignette has examples which should be
more than enough for your needs. Do read
Dear Ebrahim,
We do not deal with study or work assignments in this group.
I'd suggest, nonetheless, to look into the lme4 package and the mer-class
objects created with this package.
Regards,
José
Prof. José Iparraguirre
Chief Economist
Age UK
-Original Message-
From: r-help-boun...
Have you tried the packages 'survival' and 'eha' yet? You can use the survreg()
function in the former to compare between different models.
Have a look at this tutorial: http://www.openintro.org/stat/surv.php (a copy
can also be found here:
http://anson.ucdavis.edu/~hiwang/teaching/10fall/R_tut
Dear Cheng,
This question exceeds the topics of this group. However, you may benefit from
this recent (and excellent) paper along with the discussions:
Henning, C. and T. Liao (2013). "How to find an appropriate clustering for
mixed-type variables with application to socio-economy stratificatio
Please, could you post the the R code and the head of your data? Are you
usuing the csv template?
Jose
--
View this message in context:
http://r.789695.n4.nabble.com/Program-SPACECAP-help-tp4670514p4671667.html
Sent from the R help mailing list archive at Nabble.com
Dear Olivier,
Perhaps you're looking for this?
> yourvector[-(1:1000)]
Kind regards,
José
Prof. José Iparraguirre
Chief Economist
Age UK
Age UK
Tavis House, 1- 6 Tavistock Square
London, WC1H 9NB
T 020 303 31482
E jose.iparragui...@ageuk.org.uk
Twitter @jose.iparraguirre@ageuk
-Origin
Humber,
Have a look at this:
http://r.789695.n4.nabble.com/Multiple-Comparisons-Kruskal-Wallis-Test-kruskal-agricolae-and-kruskalmc-pgirmess-don-t-yield-the-sa-td4639004.html
Hope it helps.
Kind regards,
José
Prof. José Iparraguirre
Chief Economist
Age UK
-Original Message-
From: r-he
Hi Mikhail,
After a cursory online search using simply " A new method for non-parametric
multivariate analysis" + CRAN + R, I got the following three packages which
include this paper in their references: vegan, mefa, and TraMineR. I don't know
whether they deal with the procedure you are after
Dear Patty,
I would leave others to point you to the right packages, but I'd suggest you
read this excellent R-based book: "Data Analysis Using Regression and
Multilevel/Hierarchical Models", by Andrew Gelman and Jennifer Hill (Cambridge
University Press, 2006).
Kind regards,
José
Prof. José
Dear all,
I have been experiencing difficulties in running the x12 package. I'm
encountering the following error message which may or may not be R-related:
"CMD.EXE was started with the above path as the current directory.
UNC paths are not supported. Defaulting to Windows directory."
I don't
I have a 8 Groups composed by A,B, c, D components. The Group 9 is composed
by the 8 Groups but only components A and C.
I want to chart a plot with 1 big plot of the total Groups (from 1 to 8) on
the right and 8 mini pies on the left composed by the 4 components (the
size of each pie of group sh
Dear Elaine,
One of the elements you obtain the P matrix, which is the matrix of asymptotic
p-values. In your case, you get that the asymptotic p-value of the association
between t_i and t_r is 0. That is, there would exist a perfect association
(look also at the first result, the matrix of co
:
1- WebPage: http://nbcgib.uesc.br/lec/software/des/editores/tinn-r/en
2- SoureForge: http://sourceforge.net/projects/tinn-r/
All the best,
--
///\\\///\\\///\\\///\\\///\\\///\\\///\\\///\\\
Jose Claudio Faria
Estatistica
UESC/DCET/Brasil
joseclaudio.faria at gmail.com
Telefones:
55(73)3680.5545
Hi all,
I want to know if the is a possibility to increase the size of the default
numbers that appears on axis on a plot, I don´t mean a labbel I mean the
number on axis and yaxis.
You see when in excel you select a plot and select all and increase the
font letters or mark bold all the graph par
Hi I have this data and I want to draw a plot of a line BUR the thing is I
want that this line appear smooth ¿someone knows if there is an special
function?
Thanks in advance.
Vertice 02/05/2013 1w 0,083 2w 0,092 3w 0,1 1m 0,113 2m 0,159 3m
0,201 4m 0,236 5m 0,272 6m 0,302 7m 0,333 8
Preetam,
Have a look at this post:
http://stats.stackexchange.com/questions/26999/auto-arima-warns-nans-produced-on-std-error
José
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Preetam Pal
Sent: 02 May 2013 12:24
To: r-help@r-pr
Dear Preetam,
I suggest that you read the TSA package documentation (and, if possible, the
book by Cryer and Chan (Time Series Analysis with Applications in R) -it
contains the function arimax which fits ARIMA models with exogenous variables.
One thing: once you run your model, you will get the
Dear Catalin,
I think the package dcemriS4 has this capability.
Hope it helps,
Jose
From: r-help-boun...@r-project.org [r-help-boun...@r-project.org] On Behalf Of
catalin roibu [catalinro...@gmail.com]
Sent: 21 April 2013 20:34
To: r-help@r-project.org
Dear Claudia,
Your question has been posed on many previous occasions.
The (short) answer has always been the same: have a look at the Anova function
in the car package but before doing that, get a copy of John Fox's "Applied
Regression Analysis and Generalized Linear Models" book.
Best,
José
Endy,
See the package ResourceSelection for the HL test and the package caret for the
sensitivity and specificity measures.
Regards,
Jose Iparraguirre
Chief Economist
Age UK, London
From: r-help-boun...@r-project.org [r-help-boun...@r-project.org] On
Hi Richard,
Have a look at this blog:
http://www.r-bloggers.com/recovering-marginal-effects-and-standard-errors-from-interaction-terms-in-r/
Hope it helps!
José
José Iparraguirre
Chief Economist
Age UK
T 020 303 31482
E jose.iparragui...@ageuk.org.uk
Twitter @jose.iparraguirre@ageuk
Tavis Ho
Beatriz,
In this case, use the car package and run the following:
> bp <- Boxplot(DATA$ave, data= DATA, main= "Average Size", labels=DATA$num,
> Id.method=c("y"))
This will print out the labels 211 & 225 beside the outlier points. As you can
see, the instruction assigns the values in the num c
Estimada Beatriz,
If you use the Box.plot function in the car package (notice that here it's
Box.plot, not box.plot), and add the argument id.method=c("identify"), it
should work.
You only need one instruction:
R> library(car)
R> bp <- Boxplot(DATA$ave, data= DATA, main= "Average
Size",id.meth
Hi all,
I´m using
titt<- expression(paste("R con ventanas de 200 ", italic(datos)))
And it works properly on a plot(...,main=titt,..)
But if I want to add an improvement to avoid typing n on the plot so that
n<-200
titt<- expression(paste("R con ventanas de ",n, italic(datos)))
It doesn´t
Yes, it should be $p.value
Have a look at the components here:
> names(ht)
José
José Iparraguirre
Chief Economist
Age UK
T 020 303 31482
E jose.iparragui...@ageuk.org.uk
Twitter @jose.iparraguirre@ageuk
Tavis House, 1- 6 Tavistock Square
London, WC1H 9NB
www.ageuk.org.uk | ageukblog.org.uk
Rebecca,
Not to contradict Prof. Ripley re the merits and de-merits of the z ratios in
an ARMA setting -far from it-, I'd like to point out that in the package
"cashcrono" you can find the function t_stat() to compute the t-statistics
tests for the coefficients of Arima models.
José
José Ipar
ar.2c)
[1] "varest"
May it be that I'm using the latest version of R -in Windows- (ie 2.15.3 ),
perhaps?
Jose
Wrap Up and Run 10k is back!
Also, new for 2013 – 2km intergenerational walks at selected venues. So recruit
a buddy, dust off the trainers and beat the winter blues by
Hi,
I think I got it. I will try tomorrow morning and if works I will writte
the code if you want please no send the question to avoid others time
Thanks a lot
2013/3/1 Jose Narillos de Santos
> Hi all,
>
> I want to plot moving correlation and to complete color on the correlation
&
nk ) using an ARIMAX. why
>>>> don't you take his paper and his data and see if you get the same
>>>> estimates using R.
>>>> That's one way if you'll know if you're doing the steps correctly.
>>>> I don't have cryer and cha
Hi Zhengyu
Surely not the most elegant piece of coding, but this should do the trick:
> m=rep(NA,nrow(seq)*ncol(seq))
> mat1=matrix(m,3)
> for(i in 1:nrow(seq)){
+ for(j in 1:ncol(seq)){
+ ifelse((seq[i,j]==1 | seq[i,j]==-1),
+ mat1[i,j]<-mat[i,j],mat1[i,j]<-NA)
+ }
+ }
> mat1
e.g. Wi
Hi
I'm trying to measure the effect of a policy intervention (Box and Tiao, 1975).
This query has to do with the coding of the model rather than with the
particulars of my dataset, so I'm not providing the actual dataset (or a
simulated one) in this case, apart from some general description.
Th
Hi Rosalinde,
If you set the argument err equal to "x", you'll get horizontal error bars.
Hope this helps,
José
José Iparraguirre
Chief Economist
Age UK
T 020 303 31482
E jose.iparragui...@ageuk.org.uk
Twitter @jose.iparraguirre@ageuk
Tavis House, 1- 6 Tavistock Square
London, WC1H 9NB
www.ag
Hi, Derek,
Try and modify the value for the overlap argument.
Hope this helps,
José
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of derek@nemac
Sent: 07 February 2013 03:49
To: r-help@r-project.org
Subject: [R] coplot question
Hi Tasnuva,
You can read Scrucca, L.; Santucci, A. and Aversa, F. (2007) "Competing risk
analysis using R: an easy guide for clinicians", Bone Marrow Transplantation,
40, 381-387, and also Brock, G.; Barnes, C.; Ramirez, J. and Myers, J. (2011)
"R code for calculating the competing risks estima
Hi Steven,
You are not indexing mA properly within the loop.
In order not to change the elements of the object, I'll create a new vector,
mA2 -not strictly necessary, though.
Let's start with an empty vector:
> mA2 <- rep(0,40)
Now, the loop with the correct indexing:
> for(i in 1:40){
+ if(
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