[R] Covariance matrix in R with non-numeric variables

2012-05-17 Thread nataraj
Dear R help forum members, I am modeling a gaussian distribution for a computational biology application and I am working in the statistical package "R". In this regard, my problem is that I have to construct a covariance matrix with variables (non-numeric) and the covariance matrix is to be us

[R] covariance matrix of model parameters

2011-10-22 Thread rahul.chhabra
I am applying a hidden markov model on joint multivariate gaussian distribution for 2 vectors. I am using the depmixS4 package in R. Specifically, I am using the following code: mod<-depmix(list(response = mom ~ mkt + p0 + p1, mkt~1), data = regvar, nstates = 2, family = list(gaussian(), gaussia

Re: [R] covariance matrix TL-moments

2011-07-03 Thread J. R. M. Hosking
On 2011-07-03 04:48, osama hussien wrote: The backage lmoments computes the L-moments covariances. does anyone know a backage to compute the TL-moments covariances thank As far as I know the answer is no. But if you study the code of function varLmoments in package nsRFA and see how closely th

[R] covariance matrix TL-moments

2011-07-03 Thread osama hussien
The backage lmoments computes the L-moments covariances. does anyone know a backage to compute the TL-moments covariances thank -- Osama Abdelaziz Hussien Department of Statistics Faculty of Commerce Alexandria University Egypt __ R-help@r-project.org

Re: [R] covariance matrix: a erro and simple mixed model question, but id not know answer sorry

2011-04-18 Thread Maya Joshi
Let me clarify the output I want to create: Source X1 (var) X2 (var) X1&X2 (cov) gen var(X1) var(X2) cov(x1X2) block var(X1) var(X2) cov(x1x2) error/ res var(

[R] covariance matrix: a erro and simple mixed model question, but id not know answer sorry

2011-04-17 Thread Maya Joshi
Dear list I need your help: Execuse me for my limited R knowledge. #example data set set.seed (134) lm=c(1:4) block = c(rep(lm,6)) gen <- c(rep(1, 4), rep(2, 4), rep(3, 4), rep(4, 4),rep(5, 4),rep(6, 4)) X1 = c( rnorm (4, 10, 4), rnorm (4, 12, 6), rnorm (4, 10, 7),rnorm (4, 5, 2), rnorm (4, 8,

[R] covariance matrix

2010-10-24 Thread Marcelo Lima
Hi all, I generated a covariance matrix and visualized as a 2D contour plot (x,y, covariance matrix), I would like to extract from the matrix the values ( in x and y) that auto-correlate which I will plot as an normal (x,y(being the values that auto-corelate to a certain x and y values in my origi

Re: [R] covariance matrix

2010-10-22 Thread Bert Gunter
Unintelligible -- to me anyway. You will have to explain what you mean more explicitly and with greater clarity -- at least for my feeble mind-- to get help. -- Bert Gunter On Fri, Oct 22, 2010 at 11:01 AM, Marcelo Lima wrote: > Dear all, > > I generated a covariance matrix and I would like to g

[R] covariance matrix

2010-10-22 Thread Marcelo Lima
Dear all, I generated a covariance matrix and I would like to generate a 1D plot of the data that auto-correlate. any suggestions? Thanks, Marcelo -- Marcelo Andrade de Lima UNIFESP - Universidade Federal de São Paulo Departamento de Bioquímica Disciplina de Biologia Molecular Rua Três de Maio

[R] covariance matrix structure for random effect in glmmPQL

2010-09-09 Thread Qiu, Weiyu
Dear all, I'm using R function "glmmPQL" in "MASS" package for generalized linear mixed model considering the temporal correlations in random effect. There are 1825 observations in my data, in which the random effect is called "Date", and there are five levels in "Date", each repeats 365 times

[R] COVARIANCE MATRIX FOR RANDOM EFFECTS - nlme

2009-10-11 Thread Charles Obuya Sabatia
R-Help, I been using nlme to fit a model with 2 random effects. The correlation matrix I get with the VarCorr command does not seem to have the correct value for the correlation entry. E.g., below is a VarCorr matrix of random effects from data that I am working on: Variance StdDev

Re: [R] Covariance matrix

2008-08-07 Thread Moshe Olshansky
Just interchange rows 2 and 3 and then columns 2 and 3 of the original covariance matrix. --- On Fri, 8/8/08, Zhang Yanwei - Princeton-MRAm <[EMAIL PROTECTED]> wrote: > From: Zhang Yanwei - Princeton-MRAm <[EMAIL PROTECTED]> > Subject: [R] Covariance matrix > To:

[R] Covariance matrix

2008-08-07 Thread Zhang Yanwei - Princeton-MRAm
Hi all, Assume I have a random vector with four variables, i.e. A=(a,b,c,d). I am able to get the covariance matrix of vector A, but how can I get the covariance matrix of vector B=(a,c,b,d) by manipulating the corresponding covariance matrix of A? Thanks. Sincerely, Yanwei Zhang Department

Re: [R] covariance matrix of the regression coefficients

2007-10-29 Thread Doran, Harold
Message- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of A. Beaujean > Sent: Monday, October 29, 2007 4:25 PM > To: Peter B. Mandeville > Cc: r-help > Subject: Re: [R] covariance matrix of the regression coefficients > > If X is your p-1 variable matrix (with

Re: [R] covariance matrix of the regression coefficients

2007-10-29 Thread A. Beaujean
If X is your p-1 variable matrix (with the first column vector being 1s), i.e., nrow(X)=n and ncol(X)=p then MSE<-summary(lm(Y~X[2]+X[3] + ...X[P-1]))$s^2 and your coefficient (co)variance matrix is MSE*ginv(t(X)%*%X) Best, Alex On 10/29/07, Peter B. Mandeville <[EMAIL PROTECTED]> wrote: > >

Re: [R] covariance matrix of the regression coefficients

2007-10-29 Thread John Fox
Dear Peter, See ?vcov. You could have discovered this via help.search("covariance"). I hope this helps, John On Mon, 29 Oct 2007 11:30:11 -0600 "Peter B. Mandeville" <[EMAIL PROTECTED]> wrote: > Greetings, > > > > Cohen, Cohen, West, and Aiken 2003 (Applied Multiple > Regression-Correlatio

Re: [R] covariance matrix of the regression coefficients

2007-10-29 Thread Peter Dalgaard
Peter B. Mandeville wrote: > Greetings, > > > > Cohen, Cohen, West, and Aiken 2003 (Applied Multiple Regression-Correlation > Analysis for the Behavioral Sciences, Third Edition) on page 273 state the > covariance matrix of the regression coefficients is provided by standard > programs for multip

Re: [R] covariance matrix of the regression coefficients

2007-10-29 Thread Ravi Varadhan
adhan.html -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Peter B. Mandeville Sent: Monday, October 29, 2007 1:30 PM To: r-help@r-project.org Subject: [R] covariance matrix of the regression coefficients Greetings, Cohen, Cohen, West, and Aiken 2003 (Applie

Re: [R] covariance matrix of the regression coefficients

2007-10-29 Thread Prof Brian Ripley
See ?vcov . On Mon, 29 Oct 2007, Peter B. Mandeville wrote: > Greetings, > > > > Cohen, Cohen, West, and Aiken 2003 (Applied Multiple Regression-Correlation > Analysis for the Behavioral Sciences, Third Edition) on page 273 state the > covariance matrix of the regression coefficients is provided

[R] covariance matrix of the regression coefficients

2007-10-29 Thread Peter B. Mandeville
Greetings, Cohen, Cohen, West, and Aiken 2003 (Applied Multiple Regression-Correlation Analysis for the Behavioral Sciences, Third Edition) on page 273 state the covariance matrix of the regression coefficients is provided by standard programs for multiple regression, including SAS, SPSS, and S

[R] covariance matrix of the regression coefficients

2007-10-29 Thread Peter B. Mandeville
Greetings, On page 273, Cohen, Cohen, West, and Aiken (Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences, Third Edition", state that the covariance matrix of the regression coefficients is provided by standard programs for multiple regression, including SAS, SPSS, an

[R] covariance matrix of the regression coefficients

2007-10-29 Thread Peter B. Mandeville
Greetings, Cohen, Cohen, West, and Aiken 2003 (Applied Multiple Regression-Correlation Analysis for the Behavioral Sciences, Third Edition) on page 273 state the covariance matrix of the regression coefficients is provided by standard programs for multiple regression, including SAS, SPSS, and S