[R] fractional polynomials

Does anyone understand the protocol set forth in Sauerbrei's and Royston's Multivariable Modeling book on fitting interactions in fractional polynomials? The first step on p. 156 says to apply the FP algorithm to the predictors. Clear enough but in what cases does one include the continuous c

[R] command files

Since I'm a SAS programmer, I'm used to creating command files in an editor for submission later. Is there a way to do this in R? I'd need to retain an ouput listing and a log to check for errors. _ Send e-mail faster without impr

Re: [R] read SAS file

gt; To: [EMAIL PROTECTED] > CC: [EMAIL PROTECTED]; r-help@r-project.org > Subject: Re: [R] read SAS file > > b g wrote: >> Figured out the problem reading the file. Csv files must be ftp'd as ascii >> and xpt files as binary. However, both strategies result in the fi

Re: [R] read SAS file

] > CC: [EMAIL PROTECTED]; r-help@r-project.org > Subject: Re: [R] read SAS file > > b g wrote: >> Figured out the problem reading the file. Csv files must be ftp'd as ascii >> and xpt files as binary. However, both strategies result in the first few >> columns bei

Re: [R] read SAS file

e command to do this in the documentation. How is this done?> Date: Tue, 11 Nov 2008 10:35:28 +0100> From: [EMAIL PROTECTED]> To: [EMAIL PROTECTED]> CC: [EMAIL PROTECTED]; r-help@r-project.org> Subject: Re: [R] read SAS file> > b g wrote:> > I must have this file in

Re: [R] read SAS file

> load the "foreign" library first?> > Try:> > library(foreign)> > read.xport("cft2008R")> > HTH,> > Patrick> > > -Original Message-> > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of b g> Sent: > Mon

[R] read SAS file

Looked at a lot of documentation and listserv postings and still can’t solve this problem. I need to get a SAS dataset into R. I’ve converted it to an .xpt file and when I try to read it I get: > read.xport("cft2008R") Error: could not find function "read.xport" > Not sure what I’m doing

[R] Package "evd"

As I tried to draw random sample from Hüsler-Reiss density with the following code, library(evd) margins <- cbind(0, 1, seq(-0.5,0.5,0.1)) x <- rbvevd(101, dep = 1.7, model = "hr", mar1 = margins) [,1] [,2] [1,] -0.56662298 0.8448505 [2,] 0.55824918 1.0217279 [3,]