search for: distirbut

...ype="left")~ group),dist="gaussian") aft.weibull <- summary(survreg(Surv(y,y>0),type="left")~ group),dist="weibull") Thanks, Carmen -- View this message in context: http://r.789695.n4.nabble.com/survreg-provides-same-results-with-different-distirbutions-for-left-censored-data-tp4169671p4169671.html Sent from the R help mailing list archive at Nabble.com.

This may be a begining question. If so, please bear with me. If I have some data that based on the historgram and other plots it "looks" like a beta distribution. Is there a function or functions within R to help me determine the model parameters for such a distirbution? Similarily for other "common" distirbutions, Poisson(lambda), Chi-Square(degrees of freedom, chi-square statistic), etc. For a normal distribution it is relatively straight forward as mean and variance can be computed failrly readily. So far in my reading such parameters are more or l...

I would like to estimate a 95% highest density area for a multivariate parameter space (In the context of anova). Unfortunately I have only experience with univariate kernel density estimation, which is remarkebly easier :) Using Gibbs, i have sampled from a posterior distirbution of an Anova model with k means (mu) and 1 common residual variance (s2). The means are independent of eachother, but conditional on the residual variance. So now I have a data frame of say 10.000 iterations, and k+1 parameters. I am especially interested in the posterior distribution of the mu...

...Mean : 0.0000 Mean :0.73454 3rd Qu.: 0.3391 3rd Qu.:1.32830 Max. : 0.6782 Max. :1.76436 Here I am getting the mean that I expect from a Poisson distribuition but y ranges from 0 to 1.75. Again I am not sure what these numbers mean. How can I map the output to the standard distirbution description parameters? Thank you. Kevin

...t; </input> gets me: Could not find a valid playlist file. Ices Exiting... *** the following header of the config file: <?xml version="1.0"?> <ices> gets me: XML Parser: Document of invalid type, no ices namespace found note that this is the header of your distirbuted config files from ices-2.0.0/conf/ *** the following header(from an unoffical ices help page): <?xml version="1.0"?> <ic:root xmlns:ic="http://url.des.namespaces"> <ices> gets me: /etc/ices.xml:94: parser error : Premature end of data in tag root line 2 ^...

...at the test multiple times I can get: > shapiro.test(rnorm(4900, mean = 5, sd = 3)) Shapiro-Wilk normality test data: rnorm(4900, mean = 5, sd = 3) W = 0.9994, p-value = 0.09123 With a p-value of 0.09 it doesn't give me alot of confidence that either rnorm is producing a normal distirbution of this test is very reliable. Obivously this test has gained wide acceptance so I was wondering if I am expecting too much? Is there a "better" test? Thanks for sharing your experience and your recomendations. Kevin

Hi, I want to calculate the Value at Risk with using some distirbutions and a volatility model. I use the following data(http://uploadeasy.net/upload/cdm3n.rar) which are losses (negative returns) of a company of approx. the last 10 years. So I want to calculated the Value at Risk, this is nothing else than the quantile. Since I have losses I consider the right tai...

We spent a little time here taking a look at the Vorbis licensing scheme and ran into some possible issues. In particular, the Vorbis FAQ page here says that the LGPL license applies to Vorbis libraries and GPL applies to source code (at least that's what I gather). http://www.vorbis.com/faq.html#flic http://www.fsf.org/copyleft/lesser.html Reading the text of these Gnu

...lower.tail=FALSE) } For combination of dependent p-value, I could not find any R code here but there is a method from Brown (http://en.wikipedia.org/wiki/Extensions_of_Fisher%27s_method#Brown.27s_method), in which it is still combine p value in the same way, the only difference is the Chi square distirbution's variance is different from the previous method (using the covariance of the p values). I am not sure how to migrate from the traditional fisher's method to brown's method in R code. Because there is an introduction of covariance of the p values. And the normal R function for pchi...

Hi, All, I have a dataset with binary response ( 0 and 1) and some numerical covariates. I know I can use logistic regression to fit the data. But I want to consider more locally. So I am wondering how can I fit the data with 'loess' function in R? And what will be the response: 0/1 or the probability in either group like in logistic regression? Thank you, Cindy [[alternative HTML

Dear All, Does anybody know if there is a functionality in R to break histograms that show a clear bi-modal (or multi-modal) distribution into a series of unimodal histograms that added up result in the original histogram? I was thinking of using QQ-plots (for which tools are available in R), and then observing the number of times the observed quantiles cross the 1:1 line, but this only gives an

For a financial data set with large variance, I'm trying to find the outlier threshold of one variable "x" over a two year period. I qqplot(x2001, x2002) and found a normal distribution. The latter part of the normal distribution did not look linear though. Is there a suitable method in R to find the outlier threshold of this variable from 2001 and 2002 in R?

Dear R users. Recently I wanted to update my R distribution to the current one (R-2.7.1). I am running a Fedora core 8 distirbution. The installation went fine, but when I tried to add some additional packages the majority made an exit with an error. Only a few least demanding (e.g. RColorBrewer) managed to get through the installation process. What happened between the versions 2.6.x and 2.7.x to impede the installation o...

...e: text/plain; charset=utf-8 This may be a begining question. If so, please bear with me. If I have some data that based on the historgram and other plots it "looks" like a beta distribution. Is there a function or functions within R to help me determine the model parameters for such a distirbution? Similarily for other "common" distirbutions, Poisson(lambda), Chi-Square(degrees of freedom, chi-square statistic), etc. For a normal distribution it is relatively straight forward as mean and variance can be computed failrly readily. So far in my reading such parameters are more or l...

it''s been a nightmare trying to set it up. I keep getting a an Application Error message when I try to navigate to a url which should be taken care of by my newly created controllers. For instance, I wanted to test RoR out so I created a MyTest controller which should allow me to navigate something like: http://localhost/rubytest/MyTest but it does not. I have no problem getting