similar to: Monte Carlo chisq test

chisq.test with simulate.p.value=TRUE uses the Patefield algorithm, this is not documented, and the original reference is not given, as it ought to be. The reference is: Patefield,W. M. (1981) An efficient method of generating r * c tables with given row and column totals (algorithm AS 159). Applied Statistics 30, 91-97. Kjetil Halvorsen

Hello all, I would like to know what the difference is between chisq.test and fisher.test when using the Monte Carlo method with simulate.p.value=TRUE? Thank you -- View this message in context: http://r.789695.n4.nabble.com/Difference-in-Monte-Carlo-calculation-between-chisq-test-and-fisher-test-tp2322494p2322494.html Sent from the R help mailing list archive at Nabble.com.

Hi I've 3 iax connections to my provider , each of them have own DID , PH1<----| | \/ PH2<-->|-----| <---------------------------> |----|<-- DID1 | A1 | <---------------------------> |ISP |<-- DID2 PH3<-->|-----| <---------------------------> |----|<-- DID3 I had iax phone on each of this connection , but now I want to terminate all

What settings are people using? I've seen the ones from dslreports but I'm in that lucky group of people that paid the 1 euro just to have it no longer work. Even after I setup a additional account over the weekend it still doesn't work. And, of course, etherreal only shows encrypted traffic so I can't snag any config settings from it. Any assistance? -----Original

Hi, I have two asterisk servers one is connected to the PSTN and the other one is connected to SIP users. The two servers connect with each other using IAX. When I have an incoming call from PSTN to the asterisk servers and have a forward to go back out to the PSTN the two IAX channel bridge together. Now every time I dial a DTMF digit, the asterisk is sending two DTMF digits. I enable

This may not strictly be an asterisk question, but not sure where else to post ... I have an Asterisk test server setup with two firefly clients, one on the local lan and one on an external ip address. Both clients are setup the same way and voice calls work fine. The asterisk console reports a "Registered" message for the external client at about one minute intervals but the

Hallo Did you allow udp outgoing on 4569 as well.. i found udp bit different than tcp when comming to firewalls liaan ----- Original Message ----- From: "Bartosz Wegrzyn - asterisk" <junk@lexon.ws> To: <timebandit001@gmail.com>; "Asterisk Users Mailing List - Non-Commercial Discussion" <asterisk-users@lists.digium.com> Sent: Monday, February 21, 2005 12:29

(I resend because my previous text is break. sorry..) I have a question about equalize_2.4.18.patch. I use a kernel 2.4.25. And I have multi-processor(Xeon dual) machine. I had patch equalize_2.4.18.patch file. And I had check ‘symmetric multi-processing support’ kernel compile option. When I use that kernel, the system is down. But, I had not check ‘symmetric multi-processing support’

Dear useRs I am looking for a way to randomise the values within a matrix: the conditions are that the sums of the rows and the sums of the columns should remain the same as in the original matrix. Any help would be appreciated Cheers Yann

hi, I use IAX softphone with asterisk and I notice that a call between two IAX softphones end after 1 min. Then I can't hear anything but the call still in progress. I have this log in asterisk IAX debug: Rx-Frame Retry[No] -- OSeqno: 002 ISeqno: 002 Type: IAX Subclass: ACK Timestamp: 00016ms SCall: 21589 DCall: 00001 [192.168.1.22:4569] Tx-Frame Retry[000] --

Dear R helpers Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 1000000 each). Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation. With regards Maithili

I use fGarch package to estimate AR(1)-ARCH(1) process for a vector of returns. Then, using the estimated parameters I want to simulate 10 000 sample paths where each path has the same length as the vector of returns. So the first line of the code is: spec=garchSpec(model=list(ar= 0.440270860, omega=0.000374365,alpha=0.475446583 , mu=0, beta=0))---- The only way I can think of generating 10 000

Dear R user: I wonder if it is possible to run monte carlo simulation with dse2 package(MonteCarloSimulations function) using ordinary differential equation. How do I define the model? Or if there are any functions which can run monte carlo simulation using ordinary differential equation. Please give me some comments. Thanks in advance!!

Hi, Dear R users, I'm wondering if I can do Monte Carlo Simulation in R. My problem is like this: I know variable X follows Gamma distribution with shape parameter 0.067 and scale parameter 0.008. The sum of the X is 2000. I need R help me to simulate a vector of X that satisfies both the probability distribution and the sum. Anyone has a clue to this? Much appreciated. Regards Garry

I'm testing some different formulations of pairwise interaction point processes in Spatstat (version 1.11-6) using R 2.5.0 on a Windows platform and I wish to simulate them using the Metropolis-Hastings algorithm implemented with Spatstat. Spatstat utilizes Fortran77 code with the preprocessor RatFor to do the Metropolis-Hastings MCMC, but the Makefile is more complicated than any I have

Dear Listers; Does anybody has experience in doing simulation via Qusi-Monte carlo in R or S-plus, if so, could you like to send a small copy of your program to me, I appreciate and thanks in advance!! Frankly speaking, I am struggling to write this kind of program, while I could not figure out, painful!!!!! Best regards, Tony --------------------------------- [[alternative HTML

What about "Rtips" at http://lark.cc.ukans.edu/~pauljohn/R/statsRus.html ? Regards, Heinrich. > -----Urspr?ngliche Nachricht----- > Von: rossini at blindglobe.net [mailto:rossini at blindglobe.net] > Gesendet: Mittwoch, 26. Juni 2002 14:48 > An: r.hankin at auckland.ac.nz > Cc: r-help at stat.math.ethz.ch > Betreff: Re: [R] sapply() and Monte Carlo > > >

Dear Sir, Please tell me how to perform monte-carlo white noise test using R. Thanking you with regards S.Sijikumar -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

Hi, This is an announcement for a package that has been up on CRAN since March 2006 but was never announced. The package is Mchtest - for Monte Carlo hypothesis tests allowing sequential stopping. The idea is to use the sequential probability ratio test boundaries to stop resampling for a Monte Carlo hypothesis test such as a bootstrap or permutation test. This means that you will take many

Hi, This is an announcement for a package that has been up on CRAN since March 2006 but was never announced. The package is Mchtest - for Monte Carlo hypothesis tests allowing sequential stopping. The idea is to use the sequential probability ratio test boundaries to stop resampling for a Monte Carlo hypothesis test such as a bootstrap or permutation test. This means that you will take many