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1. is it wishart (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Thu, 13 Jun 2002 17:04:56 +0100; Dear S-PLUS statistical gurus: I have a kind of simple question, but failed to find a direct answer in the textbooks. Suppose I have a sequence of N normal independent iid's with all means 0 and all; /archives/html/s-news/2002-06/msg00109.html (7,360 bytes)
2. t-test (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Fri, 01 Mar 2002 16:29:02 +0100; Dear Colleagues: Can anybody advise me on the robustness of the two-sample t-test with respect to deviations of the samples from normality (both for equal and different variances). Is there any syste; /archives/html/s-news/2002-03/msg00001.html (6,683 bytes)
3. median survival (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Tue, 20 Nov 2001 18:01:13 +0100; How can I automatically extract median survival time from the object created by survfit(formula = Surv(survival, Status) ~ 0, data = D) n events mean se(mean) median 0.95LCL 0.95UCL 93 49 2.87 0.412; /archives/html/s-news/2001-11/msg00168.html (6,600 bytes)
4. bootstrap vs sandwich (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Tue, 16 Oct 2001 12:42:49 +0100; Dear Friends: This is not exactly the S-PLUS question, rather a statistical one. Can anybody indicate the references where the pros and cons of bootstrap estimates of variance of regression slope are; /archives/html/s-news/2001-10/msg00105.html (7,132 bytes)
5. box-cox (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Fri, 27 Jul 2001 14:37:53 +0100; Dear friends: I need to use Box-Cox transformation to make my samples approximately normal. For the moment, i do not care about inflation of confidence limits in further estimates and consider the tr; /archives/html/s-news/2001-07/msg00210.html (7,085 bytes)
6. how to "assign" (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Thu, 07 Jun 2001 17:40:54 +0100; Dear friends: I am trying to output my table into EXCEL file using export.data Here is the function I wrote for this case toEXCEL_function(ff, to) { call <- match.call() ff <- as.character(call$ff) t; /archives/html/s-news/2001-06/msg00070.html (8,796 bytes)
7. summary:how to "assign" (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Tue, 12 Jun 2001 15:17:04 +0100; Dear Friends: Many thanks to Sam Buttrey, Nick Ellis, Bill Dunlap, Michael Kocher & Douglas Bates for their responses on "how to assign". In fact, all the responses are the variations of the followin; /archives/html/s-news/2001-06/msg00099.html (8,941 bytes)
8. gumbel distribution (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Sun, 24 Jun 2001 21:18:33 +0100; Dear friends: Can anybody help me with ideas/references/codes/ on how to fit the two-parameter Gumbel distribution exp(-exp((-(x-a)/b)) using MLE or other methods? Thank you Stanley Rubinstein, PhD G; /archives/html/s-news/2001-06/msg00214.html (6,782 bytes)
9. How to interrupt simulation (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Sun, 29 Apr 2001 18:45:04 +0100; Dear friends: I am engaged in a series of extensive MC simulation which takes sometimes up to tens of hours on my 550 mghz PC (s+2000). Is there a possibility to interrupt simulation at a certain poi; /archives/html/s-news/2001-04/msg00286.html (6,945 bytes)
10. test for linearity (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Mon, 12 Mar 2001 16:14:43 +0100; Dear Friends: I need some statistical help: Suppose I have a pair of data columns, say {X,Y}, and I need to estimate intercept and slope in the linear model Y~X. I know from the histograms that margi; /archives/html/s-news/2001-03/msg00082.html (7,483 bytes)
11. test for linearity (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Wed, 14 Mar 2001 23:51:25 +0100; Dear Friends: Many thanks to Thierry de Meeus, Patric Conolly, Andy Liaw, Matthew Wiener, Seen Keenan, Vicki Lancaster, and James Pratt who responded to my question about testing for linearity. The s; /archives/html/s-news/2001-03/msg00126.html (7,382 bytes)
12. getting rid of warnings (score: 1): Author: "Stanley Ribinstein" <srubins@lycos.com>; Date: Thu, 22 Feb 2001 22:15:33 +0100; Dear S-PLUS users: I have a simple question. I do exploratory data analysis with printing out a lot of plots. It often happens that some of the graph points occasionally fall outside the designated p; /archives/html/s-news/2001-02/msg00190.html (7,243 bytes)

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