search for: etest

.../> </form> Now the radio4.py file: # Import modules for CGI handling import cgi, cgitb from sympy import * import sys from rpy2.robjects.packages import SignatureTranslatedAnonymousPackage as STAP with open("bz2.R","r") as f: string=''.join(f.readlines()) etest = STAP(string,"etest") etest.etest(500) # Create instance of FieldStorage form = cgi.FieldStorage() # Get data from fields if form.getvalue('subject'): subject = form.getvalue('subject') else: subject = "Not set" if form.getvalue('func1'): fu...

Hi, I'm working with a numeric matrix with 55columns and 581012 rows and I'm having problems in allocation of memory using some of the functions in R: for example lda, rda (library MASS), princomp(package mva) and mvnorm.etest (energy package). I've read tips to use less memory in help(read.table) and managed to use some of this functions, but haven't been able to work with mvnorm.etest. I would like to know the better way to solve this problem, as well as doing it faster. Best regards, Pedro Marques

...vectors. It satisfies 0<=R<=1 and R=0 only if independence holds. Distance covariance V determines a statistically consistent test of independence. The distance covariance test is theoretically related to, but different from the original test based on coefficient I_n implemented in indep.etest. The new dcov.test is faster by a factor O(n) than indep.etest. With the introduction of a second and faster test, we provide a new function indep.test with a choice of methods to obtain either test. The original indep.etest is now deprecated. Reprints of the article are available upon request...

...vectors. It satisfies 0<=R<=1 and R=0 only if independence holds. Distance covariance V determines a statistically consistent test of independence. The distance covariance test is theoretically related to, but different from the original test based on coefficient I_n implemented in indep.etest. The new dcov.test is faster by a factor O(n) than indep.etest. With the introduction of a second and faster test, we provide a new function indep.test with a choice of methods to obtain either test. The original indep.etest is now deprecated. Reprints of the article are available upon request...

...Thanks in advance for all the help!! Regards, Mike Below are the calls: ############################################# Below is the call which DOES work, as long as it is called by itself. ############################################## * eTestData <- read.table("C:/Users/<userID>/Documents/R/eTestDataDir/EtestExample.csv",header = TRUE, as.is = TRUE) * ############################################# Below is the call which does NOT work. The problem function call highlighted in *red* Especial...

R Users, We would like to announce that Version 1.0.1 of the energy package is now available on CRAN. The energy package introduces a new class of statistical tests based on the concept of Newton's potential energy. Included in the package are * mvnorm.etest (test) and mvnorm.e (statistic) A rotation invariant multivariate goodness-of-fit test, implemented for testing multivariate normality with estimated parameters * eqdist.etest (test) and ksample.e (statistic) A k-sample multivariate nonparametric test of equal distribut...

R Users, We would like to announce that Version 1.0.1 of the energy package is now available on CRAN. The energy package introduces a new class of statistical tests based on the concept of Newton's potential energy. Included in the package are * mvnorm.etest (test) and mvnorm.e (statistic) A rotation invariant multivariate goodness-of-fit test, implemented for testing multivariate normality with estimated parameters * eqdist.etest (test) and ksample.e (statistic) A k-sample multivariate nonparametric test of equal distribut...

...Could someone help me to explain the VERY big difference in applying two tests on multivariate normality: library(mvnormtest) data(EuStockMarkets) mshapiro.test(t(EuStockMarkets[15:29,1:4])) Shapiro-Wilk normality test data: Z W = 0.8161, p-value = 0.005955 and library(energy) mvnorm.etest( EuStockMarkets[15:29,1:4] ) Energy test of multivariate normality: estimated parameters data: x, sample size 15, dimension 4, replicates 999 E-statistic = 1.0041, p-value = 0.2482 Many thanks, Rem

is there any function under R that allows me to test the normality of my 92 sumples? -- View this message in context: http://www.nabble.com/multinormality-tp17717230p17717230.html Sent from the R help mailing list archive at Nabble.com.

Hola! Estoy teniendo un problema para testar la normalidad y la homogeneidad de varianzas para mi modelo de manova Es este mi modelo: m1<-manova(cbind(pred,fit,oniv)~tratamento/parcela+bloco,data.vegetacao) Aparte de tener tres variables respuestas (predador, fitófago, omnívoro), también es un diseño anidado. Alguien sabría responder esto? Gracias! Carol [[alternative HTML version

...: Xcms file parsing should not require the impossible to succeed Drop X_LOCALE fallback for OS'es without setlocale() unifdef -UISC XkbSelectEventDetails: remove unnecessary assignments _XkbReadGeomOverlay: check for NULL first, then use pointer Remove unused ETEST & ESZTEST macros from XlibInt.c Add RANDR 1.4 requests & events to XErrorDB Fix typos in Xrm.c comments Fix "follwing" typo in en_US.UTF-8/Compose comment XCreateGC.man: simplify table to work with Solaris tbl Add missing .TE tags to end tables in Xkb...

...reflect block/wakeup handler API changes dix/os: Merge priority computation into SmartScheduleClient dix: Intermediate GrabServer state 'GrabKickout' not needed os: Compute timeout in milliseconds instead of struct timeval os: Add X_NOTIFY_ERROR value os: Move ETEST macro from io.c to osdep.h os: InputThreadFillPipe doesn't need select or poll Switch poll() users to xserver_poll() os: Add ospoll interface [v2] dix: Use list for ready clients os: Switch server to poll(2) [v3] os: Use ospoll for input thread [v2] os:...