Re: [R] selectFGR vs weighted coxph for internal validation and calibration curve- competing risks model

ights and then use a weighted Cox model. best regards, Ronald Geskus Raja, Dr. Edwin Amalrajwrote: > Dear Geskus, > > I want to develop a prediction model. I followed your paper and analysed > thro' weighted coxph approach. I can develop nomogram based on the final > model

Re: [R] selectFGR - variable selection in fine gray model for competing risks

/10./j.1541-0420.2010.01420.x, or the vignette "Multi-state models and competing risks" in the survival package. best regards, Ronald Geskus, PhD head of biostatistics group Oxford University Clinical Research unit Ho Chi Minh city, Vietnam associate professor University of O

[R] problem with sparkl_connect() in the sparklyr package for parallelizing R in the Spark environment - "Gateway in port (8880) did not respond"

Hi folks, I posted the message below as a new issue on the sparklyr web page at github over a week ago, but have not gotten any reply back. So I am posting here, in the hope somebody on this list can provide guidance. I really want to get R working in Spark on our local Linux cluster. Eager t

Re: [R] need help in trying out sparklyr - spark_connect will not work on local copy of Spark

. Ron Ronald C. Taylor, Ph.D. Computational Biology & Bioinformatics Group Pacific Northwest National Laboratory (U.S. Dept of Energy/Battelle) Richland, WA 99352 phone: (509) 372-6568, email: ronald.tay...@pnnl.gov web page:  http://www.pnnl.gov/science/staff/staff_info.asp?staff_num=7048 ---

[R] need help in trying out sparklyr - spark_connect will not work on local copy of Spark

ome" [113] "spark_web" [114] "spark_write_csv" [115] "spark_write_json" [116] "spark_write_parquet" [117] "tbl_cache" [118] "tbl_uncache" > > > > spark_install(version = "1.6.2") Installing Spark 1.6.2

[R] need help in trying out sparklyr - spark_connect will not work

able" [109] "spark_session" [110] "spark_uninstall" [111] "spark_version" [112] "spark_version_from_home" [113] "spark_web" [114] "spark_write_csv" [115] "spark_write_json" [116] "spark_write_parquet" [117] "tbl

[R] maximum-likelihood-estimation with mle()

made some mistake specifying the (negative) log-likehood (but I just don't see it). I also actually don't care much (at the moment) for estimating sigma but I don't know of a way to specify (and estimate) the (negative) log-likelihood without estimating sigma.

[R] Looking up the code for a function

Hi all, I am trying to find out how a certain functionality is implemented in R respectively what a certain found does exactly. Specifically I am interested in multivariate kernel density estimation. I found the "ks" package and its "kde" function. Usually, my preferred way to "look under the hoo

[R] SOLVED: Repeated failures to install "caret" package (of Max Kuhn)

as taught me some useful things about working with R in Linux: in particular, I learned that one needs to work patiently and perseveringly through the process of figuring out what dependencies are impeding the desired installation and how these dependencies can be

[R] Repeated failures to install "caret" package (of Max Kuhn)

For an edx course, MIT's "The Analtics Edge", I need to install the "caret" package that was originated and is maintained by Dr. Max Kuhn of Pfizer. So far, every effort I've made to try to install.packages("caret") has failed. (I'm using R v. 3.1.3 and RStudio v. 0.98.1103 in LinuxMint 17.1)

Re: [R] Loop over regression results

Thank you David and Thierry, your answers helped a lot! Kind regards, RK. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/postin

[R] Loop over regression results

-BEGIN PGP SIGNED MESSAGE- Hash: SHA1 Dear all, I have a problem when trying to present the results of several regression. Say I have run several regressions on a dataset and saved the different results (as in the mini example below). I then want to loop over the regression results in ord

Re: [R] Ranjan Maitra's comment "Re: Variance is different in R vs. Excel?

FWIW, both Excel 2007 and LibreOffice 4.2 yield the correct variance for the numbers in Ranjan Maitra's HW problem for incoming students in R. Namely, both these programs yield a sample variance of 0.28 (rounded to 10 decimal digits). Ronald Wyllys On 02/10/2015 05:00 AM, r

Re: [R] R-help Digest, Vol 143, Issue 10

(And I've even given a post-Christmas gift copy of the book to a son-in-law who uses R in his job in the oil business.) Ronald Wyllys Emeritus Professor The University of Texas at Austin On 01/11/2015 05:00 AM, r-help-requ...@r-project.org wrote: Message: 14 Date: Sun, 11 Jan 2015 05:30:5

[R] Using mlogit with case weights

I have a set of data with ~ 250,000 observations summarized in ~ 1000 rows that I'm trying to analyze with mlogit. Based on the discussion in https://stat.ethz.ch/pipermail/r-help/2010-June/241161.html I understand that using weights= does not (fully) do what I need. I tried expanding my data t

Re: [R] Maximum likelihood estimation (stats4::mle)

k out the details. Thanks a lot anyways for solving my coding problem! RK On 22.07.2014 15:26, peter dalgaard wrote: > > On 22 Jul 2014, at 06:04 , David Winsemius > wrote: > >> >> On Jul 21, 2014, at 12:10 PM, Ronald Kölpin wrote: >> >>> Dear R-Co

[R] Maximum likelihood estimation (stats4::mle)

ps[,1]) gaps[,4] <- log(gaps[,2]) nll <- function(mu, sigma) { if(sigma >= 0 && mu >= 0) { -sum(log(pnorm(gaps[,3], mean=mu, sd=sigma) - pnorm(gaps[,4], mean=mu, sd=sigma))) } else { NA } } fit <- mle(nll, start=list(mu=0, sigma=1), nobs=10) pri

Re: [R] select unique by multiple values

Very cool! Thanks Berend and arun. R. On Wed, Oct 9, 2013 at 2:49 PM, Berend Hasselman wrote: > > On 09-10-2013, at 13:50, Ronald Peterson wrote: > > > Hi, > > > > New to R here. Lots of fun. Still rather green though. > > > > I'd like to sel

Re: [R] select unique by multiple values

Thanks. That's not quite what I'm looking for, but it's good see different ways to slice and dice data. In my example, the one duplicated x,y pair would 9,9, so I would want to reduce the original list to > xyz $x [1] 8 6 9 0 0 3 9 7 1 $y [1] 1 2 9 5 1 2 0 9 2 $z [1] 5 6 9 0 5 1 1 7 3 and if

[R] select unique by multiple values

Hi, New to R here. Lots of fun. Still rather green though. I'd like to select unique items from a list that looks like this (for example): > xyz $x [1] 8 6 9 0 0 3 9 7 1 9 $y [1] 1 2 9 5 1 2 0 9 2 9 $z [1] 5 6 9 0 5 1 1 7 3 4 I'd like to select unique (x,y), while preserving association wi

[R] New to R

I am new to R and starting to explore its functionality. I wondered if anyone could advise whether R supports non-linear canonical correlation and/or the specification of models using alternating least squares? Thanks Ron [[alternative HTML version deleted]] __

Re: [R] temporal disaggregation

There is a package called 'tempdisagg' on CRAN that offers a similar functionality. -- View this message in context: http://r.789695.n4.nabble.com/temporal-disaggregation-tp3745205p4528583.html Sent from the R help mailing list archive at Nabble.com. _

Re: [R] Clarks 2Dt function in R

0.813815007235, 344.155248252501, 355.036094643507, 369.731635108215, 413.34522726085, 437.163468053688, 486.081993289409, 511.989800874079, 513.42775947575) So, I thought I could just use these values instead of the other ones. but non of my settings worked: Would it help to use these data? Thanks Ronald

Re: [R] Clarks 2Dt function in R

49114593, 296.684681943866, > 318.22059219857, 321.528407765743, 321.528407765743, 328.199413922994, > 329.256885273328, 336.700014849395, 340.813815007235, 344.155248252501, > 355.036094643507, 369.731635108215, 413.34522726085, 437.163468053688, > 486.081993289409, 511.989800874079, 5

Re: [R] Exporting nlme summary

on the screen. Say >> >>> summary(horton.nlme) >>> >> >> give the output back to console >> >>> sink() >>> >> > And one line that is equivalent to those three lines: > > capture.output( summary(horton.nlme) , file='your file.txt&#

[R] Exporting nlme summary

I'm trying to export the results of my summary data for the object horton.nlme, but failing miserably. Running summary(horton.nlme) works fine, but both write.table and write.csv return the error "cannot coerce class 'c("summary.lme", "nlme", "lme")' into a data.frame". I know I can copy and past

[R] Using "optim" with exponential power distribution

a1 <- c(0.2, 100) opt <- optim(a1, opt.power, method="BFGS", x=xm, y=ym) but no optimisation of the parameter in a1 takes place. Any ideas? -- Ciao Ronald __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help