search for: dipart

Hi, I've estimated a simple kernel density of a univariate variable with density(), but after I would like to find out the CDF at specific values. How can I do it? thanks for your help, with it I am very close to finish my first little bit more serious work in R, Viktor

...course), something like -1,3612 -0,9772 0,1524 2,4046 0,4741 0,6659 -0,8277 0,5071 0,7190 0,4088 This is fine, but it would be good to have it working in first form. environment: R 1.7.0 on Debian linux. regards, Adelchi Azzalini -- Adelchi Azzalini <azzalini at stat.unipd.it> Dipart.Scienze Statistiche, Universit? di Padova, Italia http://azzalini.stat.unipd.it/

I have written the following function to calculate the weighted mean difference for univariate data (see http://www.xycoon.com/gini_mean_difference.htm for a related formula). Unsurprisingly, the function is slow (compared to sd or mad) for long vectors. I wonder if there's a way to make the function faster, short of creating an external C function. Thanks very much for your advice. gmd

..., before embarking on the download, I would like to find out how large the file is. Is there a way to know it? Most easily, this question has been asked before, but I am new to the list. Regards, with thanks in advance, Adelchi Azzalini ---- Adelchi Azzalini <azzalini at stat.unipd.it> Dipart.Scienze Statistiche, Universit? di Padova, Italia http://azzalini.stat.unipd.it/

I am learning glm function, but how do you fit data using exponential distribution with glm? In the help file, under "Family Objects for Models", no ready made option seems available for the distribution as well as for other distributions satisfying GLM requirements not listed there.

Hi, are there any function to plot the empirical probability distribution function? I just don't want to reinvent the wheel... Best wishes, Ott -- Ott Toomet PhD Student Dept. of Economics ?rhus University Building 322 Universitetsparken 8000 ?rhus C Denmark otoomet (a) econ au dk ph: (+45) 89 42 20 27 ------------------------------------------- (o_ (*_ (O_

Hello, How can I obtain the likelihood ratio of a Poisson regression model? Regards. _____________________________________________ dr. Marziliano Ciro Facolta' di Economia Universita' degli Studi di L'Aquila p.zza del Santuario, 19 67040 Roio Poggio, L'Aquila tel.: 0862 434836 fax: 0862 434803

Dear list, Does anyone know how to fit the power law distribution? I have the empirical distribution and would like to check whether it fits the power law (with the power estimated from the data). Any hints are appreciated. Tanks a lot! Galina [[alternative HTML version deleted]]

Hello... Is it possible to use "density" or another kernel density estimator to identify the mode of a distribution? When I use 'density', the resulting density plot of my data is much cleaner than the original noisy histogram, and I can clearly see the signal that I am interested in. E.g., suppose my data is actually drawn from two or more normal (or other)

Hi all, I'd like to quantize a variable to map it into a limited set of integers for use with a colormap. "image" and filled.contour" do this mapping inside somewhere, but I'd like to choose the colors for plotting a set of polygons. Is there a pre-existing function that does something like this well? i.e., is capable of using 'breaks'?

Hello, I am interested in estimating this type of random effects panel: y_it = x'_it * beta + u_it + e_it u_it = rho * u_it-1 + d_it rho belongs to (-1, 1) where: u and e are independently normally zero-mean distributed. d is also independently normally zero-mean distributed. So, I want random effects for group i to be correlated in t, following an AR(1) process. Any idea of how

Hi. I'm trying to take a data set with two independent and one dependent variable and enter a x,y value to predict the dependent with a nonparametric technique. I've been using interpp in the akima package, (windows xp, R 2.4.1), but get values that are orders of magnitude off when the predictors are slightly out of the range of the data set. Can you recommend a function for me?

Hi R-users,  I have a data from multi skew t and would like to transform each of the data to uniform data.  I tried using 'pmst' but only got one output:   > rr1 <- as.vector(r1);rr1  [1]  0.7207582  5.2250906  1.7422237  0.5677233  0.7473555 -0.6020626 -2.1947872 -1.1128313 -0.6587316 -1.1409261     > pmst(rr1, xi=rep(0,10), Omega=diag(10), alpha=rep(1,10), df=5) [1] 3.676525e-09

...day 22 svn rev 47281 language R version.string R version 2.8.1 (2008-12-22) -- Adelchi Azzalini <azzalini at stat.unipd.it> Dipart.Scienze Statistiche, Universit? di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/

Is there code for bivariate kernel density estimation? For bivariate kernels there is kde2d in MASS kde2d.g in GRASS KernSur in GenKern (list probably incomplete) but none of them seems to accept a weight parameter (like density does since R 2.2.0) -- Erich Neuwirth, University of Vienna Faculty of Computer Science Computer Supported Didactics Working Group Visit our SunSITE at

Dear R helpers, running the following code of a glm model of the family poisson, gives predicted values < 0. Why? library(MASS) library(stats) library(mvtnorm) library(pscl) data(bioChemists) poisson_glm <- glm(art ~ fem + mar + kid5 + phd + ment, data = bioChemists, family = poisson) predicted.values = predict(poisson_glm) range(predicted.values) Thank you in advance for any hints.

Hello, I have come across a result that I cannot explain, and am hoping that someone else can provide an answer. A student fitted a mixed model using the lme function: out<- lme(fixed=Y~A+B+A:B, random=~1|Site). Y is a continuous variable while A and B are factors. The data set is balanced with the same number of observations in each combination of A and B. There are two hierarchical

...ity to draw your attention to this note: http://tango.stat.unipd.it/SN/announce2.html When the new "version 1.xx" will be available, it will include a parametrization based on mean/variance. With best wishes, Adelchi Azzalini -- Adelchi Azzalini <azzalini at stat.unipd.it> Dipart.Scienze Statistiche, Universit? di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ ===========================================

...ttp://azzalini.stat.unipd.it/SN/Pkg-mnormt As explained, this is not uploaded to CRAN just to avoid clash with the existing package. However, if it is felt appropriate, I have no objection to upload it to CRAN. Best wishes, Adelchi Azzalini -- Adelchi Azzalini <azzalini at stat.unipd.it> Dipart.Scienze Statistiche, Universit?? di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/

...ease instruct me on this point. Also, I appreciate that the above is not a reproducible example; this would be longish in text, and I though to ask first to whom it is appropriate that I direct my question. Best wishes, Adelchi Azzalini -- Adelchi Azzalini <azzalini at stat.unipd.it> Dipart.Scienze Statistiche, Universit? di Padova, Italia http://azzalini.stat.unipd.it/