search for: cvm

Displaying 20 results from an estimated 22 matches for "cvm".

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2006 Jun 14
1
Bug in nortest cvm.test package (PR#8980)
I believe there to be a bug in the cvm.test module of the nortest package authored by Juergen Gross. I do not know how to contact the author directly. I've been running some normality tests using the nortest package. For some of my datasets the Cramer-von Mises normality test generates an extremely high probability (e.g., 1...
2006 Dec 06
3
R-Help
Respected Sir I am a very new user of R. I want to ask a question about "the nortest package". In this package how we can write the code of ad.test, cvm.test, ks.test for other distributions like GEV, GPA etc. I request you to please guide to me. Kind Regards AMNA -- AMINA SHAHZADI Department of Statistics GC University Lahore, Pakistan. Email: amnakhan493@gmail.com amna_989@hotmail.com amna_989@yahoo.com [[alternative HTML version deleted]]
2012 May 28
0
GLMNET AUC vs. MSE
...ataS$P1_retained, dataS$TotalHours_R) yc <- split(dataS$x, dataS$TotalHours_R) for (i in 1:length(yc)) { fit=cv.glmnet(as.matrix(yc[[i]]), y=xc[[i]], alpha=.05, type="mse", nfolds=10, standardize=TRUE,family="binomial") c_output = c(i,fit$cvlo[fit$lambda==fit$lambda.1se],fit$cvm[fit$lambda==fit$lambda.1se], fit$cvup[fit$lambda==fit$lambda.1se]) names(c_output) = names(output_x) output_x = rbind(output_x, t(c_output)) fit1=cv.glmnet(as.matrix(yc[[i]]), y=xc[[i]], alpha=.05, type="auc", nfolds=10, standardize=TRUE,family="binomial") c_output1 = c(i,fit1$...
2012 Mar 28
2
Test Normality
Good Night I made different test to check normality and multinormality in my dataset, but I don´t know which test is better. To verify univariate normality I checked: shapiro.test, cvm.test, ad.test, lillie.test, sf.test or jaque.bera.test and To verify multivariate normal distribution I use mardia, mvShapiro.Test, mvsf, mshapiro.test, mvnorm.e. I have a dataset with almost 1000 data and 9 variables, in both cases the result is non-normality. For this reason, I transformed data...
2023 Jan 11
1
Reg: ggplot error
Dear All, I am using roptest function of package "ROptEst" (Kohl and Ruckdeschel (2019)) to find out the ML, CvM-MD, and the RMX estimator and their asymptotic confidence intervals. I am assuming 1-5% of erroneous data for the RMX estimator. Then I am trying to Plot the data in the form of a histogram and add the three Gamma distribution densities with the estimated parameters and validate the three models a...
2023 Jan 11
1
Reg: ggplot error
...o code or data came through. Please read the posting guidelines. On Wed, Jan 11, 2023 at 1:38 PM Upananda Pani <upananda.pani at gmail.com> wrote: > > Dear All, > > I am using roptest function of package "ROptEst" (Kohl and Ruckdeschel > (2019)) to find out the ML, CvM-MD, and the RMX estimator and their > asymptotic confidence intervals. I am assuming 1-5% of erroneous data for > the RMX estimator. > > Then I am trying to Plot the data in the form of a histogram and add the > three Gamma distribution densities with the estimated parameters and &gt...
2009 Mar 18
0
modification of the function ecdf
...ave the same error) I am not good at programming and I could not understand the mistake. I checked also the approxfun and I suspect I damage something there by using z in ecdf1, however I am not sure. I would like to find that function and use it in "mde" instead of ecdf for method"CvM". you can see the part I would like to modify in mde function. .... if (measure == "CvM") { G <- fn Gn <- if (grouped) ogive(x) else ecdf(x) if (is.null(weights)) weights <- 1 Call$x <- knots(Gn)...
2010 Dec 04
0
Competing with one's own work (Prof. John C Nash)
...ing every addition very carefully) and modifying ks.test.Rd in parallel (and with commenting).? For convenience, we put this in a package ks.test that is on R-Forge but not submitted to CRAN.? We've written a short paper about this (and also implemented similar Cramer-von Mises tests in package cvm.test). 1. I think the cvm.test function/package is suitable for CRAN (rather, I can't make a compelling argument it should be added to the base distribution).? It doesn't directly extend anything in the base R distribution at the moment (at least, to my knowledge). 2. I think it would be...
2003 Feb 26
2
inetd/xinetd/tcpserver support
I was just thinking how they could be easily supported. This would work, right? : imap stream tcp nowait root /usr/sbin/tcpd /usr/local/libexec/dovecot/imap-login imaps stream tcp nowait root /usr/sbin/tcpd /usr/local/libexec/dovecot/imap-login --ssl imap-login would try to connect to master process using some named socket. If it couldn't, it would create the master process itself. Master
2023 Jan 11
1
Reg: ggplot error
...e posting guidelines. > > > On Wed, Jan 11, 2023 at 1:38 PM Upananda Pani <upananda.pani at gmail.com> > wrote: > > > > Dear All, > > > > I am using roptest function of package "ROptEst" (Kohl and Ruckdeschel > > (2019)) to find out the ML, CvM-MD, and the RMX estimator and their > > asymptotic confidence intervals. I am assuming 1-5% of erroneous data for > > the RMX estimator. > > > > Then I am trying to Plot the data in the form of a histogram and add the > > three Gamma distribution densities with the est...
2023 Oct 24
1
running crossvalidation many times MSE for Lasso regression
...uot;mse") best_lambda <- cv_model$lambda.min best_lambda # these two values should be the same, and they are # index to minimum mse (i <- cv_model$index[1]) which(cv_model$lambda == cv_model$lambda.min) # these two values should be the same, and they are # value of minimum mse cv_model$cvm[i] min(cv_model$cvm) plot(cv_model) Hope this helps, Rui Barradas -- Este e-mail foi analisado pelo software antiv?rus AVG para verificar a presen?a de v?rus. www.avg.com
2006 Jun 13
1
Cramer-von Mises normality test
...Total..ug.kg W = 0.943, p-value = 1.301e-06 > sf.test(Mn.Total..ug.kg) Shapiro-Francia normality test data: Mn.Total..ug.kg W = 0.5173, p-value < 2.2e-16 > sf.test(ln.Mn.Total..ug.kg) Shapiro-Francia normality test data: ln.Mn.Total..ug.kg W = 0.9403, p-value = 3.461e-06 > cvm.test(Mn.Total..ug.kg) Cramer-von Mises normality test data: Mn.Total..ug.kg W = 4.024, p-value = 1.637e+31 > cvm.test(ln.Mn.Total..ug.kg) Cramer-von Mises normality test data: ln.Mn.Total..ug.kg W = 0.356, p-value = 7.647e-05 > lillie.test(Mn.Total..ug.kg) Lilliefors (Kolmogorov...
2006 Apr 19
9
geolocation db?
I''m currently planning a social app in Rails that relies on being able to see how far you are from everyone else. It''s my intention to store rough geo-coordinates as part of the sign up process. My intention is to capture their zipcode or postal code, and then be able to query a webservice once for that data. It''s also possible that there might be a database or even
2023 Jan 12
1
Reg: ggplot error
...:38 PM Upananda Pani > > <mailto:upananda.pani at gmail.com> > > wrote: > > > > > > Dear All, > > > > > > I am using roptest function of package "ROptEst" (Kohl and > > > Ruckdeschel > > > (2019)) to find out the ML, CvM-MD, and the RMX estimator and their > > > asymptotic confidence intervals. I am assuming 1-5% of erroneous > > > data for the RMX estimator. > > > > > > Then I am trying to Plot the data in the form of a histogram and add > > > the three Gamma distributi...
2005 Nov 01
0
two sample Cramer-von Mises test
Hello list, Is there any function in some package can calculate two sample Cramer-von Mises test statistic? I searched around and only find one sample version cvm.test() in nortest package. thanks, WC _________________________________________________________________ Don’t just search. Find. Check out the new MSN Search!
2011 Feb 14
0
Spatstat - envelope, Thomas process and Cramer-von Mises
...based on pair-correlation function. I know the function "pcfinhom" is available to characterize the IPP, but I have no idea about how to use the pcf with Thomas process? Additionally, generating simulation envelopes using these two null models is another problem for me. Cramer-von Mises (CvM) can assess the curve-wise significance of deviations from null hypothese, but in the spatstat package, is there any functions can do this work? I am not very familiar with R, so my problem might be simple. I hope anyone have any experience with these work can give me any assistance. Many thanks...
2023 Oct 23
1
running crossvalidation many times MSE for Lasso regression
Dear R-experts, I really thank you all a lot for your responses. So, here is the error (and warning) messages at the end of my R code. Many thanks for your help. Error in UseMethod("predict") : ? no applicable method for 'predict' applied to an object of class "c('matrix', 'array', 'double', 'numeric')" > mean(unlist(lst)) [1] NA
2011 May 24
1
seeking help on using LARS package
Hi, I am writing to seek some guidance regarding using Lasso regression with the R package LARS. I have introductory statistics background but I am trying to learn more. Right now I am trying to duplicate the results in a paper for shRNA prediction "An accurate and interpretable model for siRNA efficacy prediction, Jean-Philippe Vert et. al, Bioinformatics" for a Bioinformatics project
2005 Jan 11
3
Kolmogorov-Smirnof test for lognormal distribution with estimated parameters
Hello all, Would somebody be kind enough to show me how to do a KS test in R for a lognormal distribution with ESTIMATED parameters. The R function ks.test()says "the parameters specified must be prespecified and not estimated from the data" Is there a way to correct this when one uses estimated data? Regards, Kwabena. -------------------------------------------- Kwabena Adusei-Poku
2007 Apr 23
0
New version of actuar
...ual or grouped data. o Function emm() to compute the k-th empirical raw (non-central) moment of a sample of individual or grouped data. o Function mde() to compute minimum distance estimators from a sample of individual or grouped data using one of three distance measures: Cramer-von Mises (CvM), chi-square, layer average severity (LAS). Usage is similar to fitdistr() of package 'MASS'. o Function coverage() to obtain the pdf or cdf of the payment per payment or payment per loss random variable under any combination of the following coverage modifications: ordinary of franc...