search for: distirbutions

...ype="left")~ group),dist="gaussian") aft.weibull <- summary(survreg(Surv(y,y>0),type="left")~ group),dist="weibull") Thanks, Carmen -- View this message in context: http://r.789695.n4.nabble.com/survreg-provides-same-results-with-different-distirbutions-for-left-censored-data-tp4169671p4169671.html Sent from the R help mailing list archive at Nabble.com.

...uestion. If so, please bear with me. If I have some data that based on the historgram and other plots it "looks" like a beta distribution. Is there a function or functions within R to help me determine the model parameters for such a distirbution? Similarily for other "common" distirbutions, Poisson(lambda), Chi-Square(degrees of freedom, chi-square statistic), etc. For a normal distribution it is relatively straight forward as mean and variance can be computed failrly readily. So far in my reading such parameters are more or less given but to do any kind of inference using a prior mo...

I would like to estimate a 95% highest density area for a multivariate parameter space (In the context of anova). Unfortunately I have only experience with univariate kernel density estimation, which is remarkebly easier :) Using Gibbs, i have sampled from a posterior distirbution of an Anova model with k means (mu) and 1 common residual variance (s2). The means are independent of eachother, but

I issue the following: > d <- density(rnorm(1000)) > d and get: Call: density.default(x = rnorm(1000)) Data: rnorm(1000) (1000 obs.); Bandwidth 'bw' = 0.2235 x y Min. :-3.5157 Min. :2.416e-05 1st Qu.:-1.6892 1st Qu.:1.129e-02 Median : 0.1373 Median :7.267e-02 Mean : 0.1373 Mean :1.367e-01 3rd Qu.: 1.9639

*** the following config: <input> <module>playlist</module> <param name="type">script</param> <param name="file">/radio/getnextsongpath</param> </input> gets me: Could not find a valid playlist file. Ices Exiting... *** the following header of the config file: <?xml

I am having a hard time interpreting the results of the 'shapiro.test' for normality. If I do ?shapiro.test I see two examples using rnorm and runif. When I run the test using rnorm I get a wide variation of results. Most of this may be from variability of rnorm, samll sample size (limited to 5000 for the test), etc but if I repeat the test multiple times I can get: >

Hi, I want to calculate the Value at Risk with using some distirbutions and a volatility model. I use the following data(http://uploadeasy.net/upload/cdm3n.rar) which are losses (negative returns) of a company of approx. the last 10 years. So I want to calculated the Value at Risk, this is nothing else than the quantile. Since I have losses I consider the right tail of...

We spent a little time here taking a look at the Vorbis licensing scheme and ran into some possible issues. In particular, the Vorbis FAQ page here says that the LGPL license applies to Vorbis libraries and GPL applies to source code (at least that's what I gather). http://www.vorbis.com/faq.html#flic http://www.fsf.org/copyleft/lesser.html Reading the text of these Gnu

Dear All, I am trying to combine dependent p-values in R. May you please help me with this? For independent pvalue combination, one of the popular way is fisher's method which I found the R code here (http://r.789695.n4.nabble.com/fisher-s-posthock-test-or-fisher-s-combination-test-td2195964.html#a2305025): fisher.comb <- function (pvalues) { df=length(pvalues)

Hi, All, I have a dataset with binary response ( 0 and 1) and some numerical covariates. I know I can use logistic regression to fit the data. But I want to consider more locally. So I am wondering how can I fit the data with 'loess' function in R? And what will be the response: 0/1 or the probability in either group like in logistic regression? Thank you, Cindy [[alternative HTML

Dear All, Does anybody know if there is a functionality in R to break histograms that show a clear bi-modal (or multi-modal) distribution into a series of unimodal histograms that added up result in the original histogram? I was thinking of using QQ-plots (for which tools are available in R), and then observing the number of times the observed quantiles cross the 1:1 line, but this only gives an

For a financial data set with large variance, I'm trying to find the outlier threshold of one variable "x" over a two year period. I qqplot(x2001, x2002) and found a normal distribution. The latter part of the normal distribution did not look linear though. Is there a suitable method in R to find the outlier threshold of this variable from 2001 and 2002 in R?

Dear R users. Recently I wanted to update my R distribution to the current one (R-2.7.1). I am running a Fedora core 8 distirbution. The installation went fine, but when I tried to add some additional packages the majority made an exit with an error. Only a few least demanding (e.g. RColorBrewer) managed to get through the installation process. What happened between the versions 2.6.x and 2.7.x

...uestion. If so, please bear with me. If I have some data that based on the historgram and other plots it "looks" like a beta distribution. Is there a function or functions within R to help me determine the model parameters for such a distirbution? Similarily for other "common" distirbutions, Poisson(lambda), Chi-Square(degrees of freedom, chi-square statistic), etc. For a normal distribution it is relatively straight forward as mean and variance can be computed failrly readily. So far in my reading such parameters are more or less given but to do any kind of inference using a prior mo...

it''s been a nightmare trying to set it up. I keep getting a an Application Error message when I try to navigate to a url which should be taken care of by my newly created controllers. For instance, I wanted to test RoR out so I created a MyTest controller which should allow me to navigate something like: http://localhost/rubytest/MyTest but it does not. I have no problem getting