Displaying 20 results from an estimated 500 matches similar to: "extract cov matrix in summary.rq and use as a matrix."
2005 Jun 22
5
Centos 3 - yum update error (rpm-libs)
Hello *,
i get following error:
Downloading needed headers
Resolving dependencies
.....Unable to satisfy dependencies
Package rpm-libs needs rpm = 4.2.3-13.WB2, this is not available.
I switch from WhiteBox to Centos. How can resolve this problem?
2010 Oct 28
1
adding copies of rows toa data frame based upon start and end dates
Hello All and thanks in advance for any advice.
I have a data frame with rows corresponding radio-collared animals (see
sample data below). There is a start date (DATESTART), and end date
(DATEEND), and the number of days on air (DAYSONAIR). What I would like to
do is add a column called DATE to so that each row ID has a row for every
day that the radio collar was on the air while copying all
2010 Oct 07
3
quantile regression
Dear all,
I am a new user in r and I am facing some problems with the quantile regression specification. I have two matrix (mresultb and mresultx) with nrow=1000 and ncol=nsim, where I specify (let's say) nsim=10. Hence, the columns in my matrix represents each simulation of a determined variable. I need to regress each column of mresultb on mresultx. My codes are the following:
2003 Jun 09
1
Printing problem with samba and cups
I have installed samba 3.0alpha20 and cups-1.1.18 on a freebsd 4.8 box. After
reading all the documentation that samba provides as well as the cups
administrators guide I am still stuck.
I can print at the moment OK from my freebsd box to my network printer using
cups, i can print from the shell and from a GUI (GNOME).
I also have a professional w2k as a client and i want to print in my network
2011 Nov 26
1
Constrained linear regression
Dear all,
I need to run a simple linear regression such that:
y = b0 + b1*x1 + (1-b1)*x2 + e
which I know I can use:
lm(y ~ I(x1 - x2) + offset(x2)).
However, I also need to restrict the coefficient b1 to be between 0 and 1.
Is there any way to include such restriction in the linear regression estimation?
I saw suggestion related with the function Solve.QP, but I really did not understand such
2010 Oct 06
4
loop in R
Dear all,
I need to do a loop in R, but I am not sure the software is generating "n" times the variables I request differently. When I ask to print the last matrix created, I just can see the loop for n=1.
To be more precise, supose I need to simulate 10 times one variable and I want to fit the 10 variables simulated in a matrix. I dont really know what I am doing wrong, but I just
2006 Mar 15
0
Missing Dependency problem while upgraing a pure (?) whitebox 4 install to Centos 4.2
Hi all
I don't have the full Centos 4 CD distro, only the minimal server one
(single CD). I use whitebox 4 for desktop installs and then change the
necessary files whitebox-release, diskdumputils, yum etc. & change it
to centos...never had a problem.
This time however, I don't know why, but I chose the "Everything"
option in the package selection dialog during install. Post
2010 Oct 13
1
(no subject)
Dear all,
I have just sent an email with my problem, but I think no one can see the red part, beacuse it is black. So, i am writing again the codes:
rm(list=ls()) #remove almost everything in the memory
set.seed(180185)
nsim <- 10
mresultx <- matrix(-99, nrow=1000, ncol=nsim)
mresultb <- matrix(-99, nrow=1000, ncol=nsim)
N <- 200
I <- 5
taus <- c(0.480:0.520)
h <-
2005 Oct 31
0
"disappeared" user
I would really appreciate some help figuring out why one of my students has
"disappeared" from the user list, and what to do about it. I'm using Samba3 on
Fedora; the client machines are running WinXP. The system has been up and
running since the beginning of September.
Today one of my 4th-graders was unable to log on; she didn't read the error
message carefully, so she
2010 Feb 16
2
reading quattro pro spreadsheet .qpw into R
I have many quattro pro spreadsheets and no quattro pro. Is there a
way to access the data using R, or any other solution that anyone can
think of?
thanks,
--
Stephen Sefick
Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods. We are mammals, and have not exhausted the
annoying
2010 Oct 13
1
Loop in columns by group
Dear all,
I need to do a loop as following:
#Consider a matrix:
M <- matrix(1, nrow=10, ncol=20)
#Matrices to store the looping results
M1 <- matrix(0, nrow=10, ncol=400)
h <- c(1:20/1000)
#loop
for (j in h){
M1 <- M/(2*j)
}
But this means that the first 20 columns of matrix M1 (that is, columns 1:20) should show the results of M/(2*0.001). Then, the following 20
2011 Oct 16
1
nlrq {quantreg}
Dear all,
I sent an email on Friday asking about nlrq {quantreg}, but I haven't received any answer.
I need to estimate the quantile regression estimators of a model as: y = exp(b0+x'b1+u). The model is nonlinear in parameters, although I can linearise it by using log.When I write:
fitnl <- nlrq(y ~ exp(x), tau=0.5)
I have the following error: Error in match.call(func, call = cll) :
2011 Nov 05
2
linear against nonlinear alternatives - quantile regression
Dear all,
I would like to know whether any specification test for linear against nonlinear model hypothesis has been implemented in R using the quantreg package.
I could read papers concerning this issue, but they haven't been implemented at R. As far as I know, we only have two specification tests in this line: anova.rq and Khmaladze.test. The first one test equality and significance of
2004 Jun 25
2
Simulating from a Multivariate Normal Distribution Using a Correlation Matrix
Hello,
I would like to simulate randomly from a multivariate normal distribution using a correlation
matrix, rho. I do not have sigma. I have searched the help archive and the R documentation as
well as doing a standard google search. What I have seen is that one can either use rmvnorm in
the package: mvtnorm or mvrnorm in the package: MASS. I believe I read somewhere that the latter
was
2011 Nov 19
1
wald test: compare quantile regression estimators from different samples
Dear all,
I am trying to compare the estimated coefficients of a quantile regression model between two different samples. It is a Wald test, but I cannot find one way to do that in R.The samples are collected conditional on a specific characteristic and I would like to test whether such characteristic indeed affect the estimators. The problem in the test anova.rq is that the response variable
2010 Apr 14
0
ur.df ADF Unit Root Test: what is the meaning of phi1 and phi2 test statistic?
Hello,
I am using the ur.df function from the {arca} package to run the augmented
Dickey-Fuller unit root test on several time series. However; I do not
understand the econometric interpretation of the the "phi1" and "phi2"
test-statisitc which are output if you choose a "trend" or "drift" model. I
looked at the source code for the function but I do not
2011 Feb 06
1
anova() interpretation and error message
Hi there,
I have a data frame as listed below:
> Ca.P.Biomass.A
P Biomass
1 334.5567 0.2870000
2 737.5400 0.5713333
3 894.5300 0.6393333
4 782.3800 0.5836667
5 857.5900 0.6003333
6 829.2700 0.5883333
I have fit the data using logistic, Michaelis?Menten, and linear model,
they all give significance.
> fm1 <- nls(Biomass~SSlogis(P, phi1, phi2, phi3), data=Ca.P.Biomass.A)
2008 Apr 04
1
Problems with Unit Root testing using ur.df function
Hi All,
I'm new to R and am trying to run a unit root test on the vector "y" (a time
series of inflation (i.e. changes in the Consumer Price Index quarter on
quarter)).
I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives
me an error that it cannot find the function ur.df unless I comment out the
third last line of code (see below).
I try to call
2017 Oct 19
1
overlaying points and lines on a surface3d rgl plot with axes
Hi R users and experts,
I am interested in learning more about the use of 3D plots. Specifically, I
want to add points and lines to a surface plot. And get the axes and labels
plotted also. Here is what I have tried with an example data set :
library(rgl)
vol2 <- 2*volcano # Exaggerate the relief
library(reshape)
mvol2 <- melt(vol2)
str(mvol2)
# First, persp and persp3d plots do not succeed
2003 Aug 14
1
gnls - Step halving....
Hi all,
I'm working with a dataset from 10 treatments, each
treatment with 30 subjects, each subject measured 5
times. The plot of the dataset suggests that a
3-parameter logistic could be a reasonable function to
describe the data. When I try to fit the model using
gnls I got the message 'Step halving factor reduced
below minimum in NLS step'. I´m using as the initial
values of the