search for: distribution's

...mber of years now). VGAM implements a general framework for several classes of regression models using iteratively reweighted least squares (IRLS). The key ideas are Fisher scoring, generalized linear and additive models, IRLS and vector smoothing. It is a large R package that fits many models and distributions, usually by maximum likelihood estimation. See below for a partial listing, or better, http://www.stat.auckland.ac.nz/~yee/VGAM/doc/VGAMrefcard.pdf. Some broad categories are categorical data analysis, LMS quantile regression, extreme value models, univariate and continuous distributions. The pac...

Dear community, Our team at IITH have been experimenting with loop-distribution pass in LLVM. We see the following results on few benchmarks. clang -O3 -mllvm -enable-loop-distribute -Rpass=loop-distribute file.c clang -O3 -mllvm -enable-loop-distribute -Rpass-analysis=loop-distribute file.c TORCH <http://crd.lbl.gov/departments/computer-science/PAR/research/previous-pr...

Hi, I'm dealing with wind data and I'd like to model their distribution in order to simulate data to fill-in missing values. Wind direction are typically following a vonmises distribution and wind speeds follow a weibull distribution. I'd like to build a joint distribution of directions and speeds as a VonMises-Weibull bivariate distribution. First is this a stup...

...v at lists.llvm.org>> > To: llvm-dev at lists.llvm.org <mailto:llvm-dev at lists.llvm.org> > Cc: "Santanu Das" <cs15mtech11018 at iith.ac.in <mailto:cs15mtech11018 at iith.ac.in>> > Sent: Sunday, October 9, 2016 12:09:01 PM > Subject: [llvm-dev] On Loop Distribution pass > > Dear community, > > Our team at IITH have been experimenting with loop-distribution pass in LLVM. We see the following results on few benchmarks. > > clang -O3 -mllvm -enable-loop-distribute -Rpass=loop-distribute file.c > clang -O3 -mllvm -enable-loop-distribute -R...

Dear Siegfried, I believe your boss is wrong saying that: >He also tried to explain me that the monthly means >(based on the daily measurements) must follow a >log-normal distribution too then over the course of a year. every statistician know that increasing the sample size the sample distribution of the mean is proxy to a gaussian distribution (Central Limit Theorem) independently from the original distribution of data (in your case log-normal). See this: The Central Limit...

The following gives two functions for producing distribution graphs: distribution-graph produces a single graph, and multiple.distribution.graph produces a number of graphs side by side. Regards, Tore Wentzel-Larsen statistician Centre for Clinical research Armauer Hansen house Haukeland University Hospital N-5021 Bergen tlf +47 55 97 55 39 (a) faks...

Hello, I am trying to compute the density of a variable k that is either (1) Normally distributed; (2) Log-Normally distributed; or (3) follows proportional error distribution. I tried to search R-help and the answer for normal distribution was easy to find (please see 1c). I am not sure if my formula for dlnorm is correct (please see 2c below)? I really don't know what function to use for the density of k with a proportional error distribution. Please help, Mahesh...

...data with the desired correlation to the vector x but the resulting vector y is normal and not uniform distributed library(ecodist) x <- runif(10^5) y <- corgen(x=x, r=.5)$y Do anyone know a similar function generating uniform distributed data or a way of transforming y to the desired distribution while keeping the correlation between x and y Kind regards, Soren

...ot;b". I would like to know in which files (if any) the data is uniformly distributed. I used Google and found out that a Kolmogorov-Smirnov or a Chi-square goodness-of-fit test could be used. Then I looked up ?kolmogorov and found "ks.test", but the example there is for the normal distribution and I am not sure how to adapt it for the uniform distribution. I did ?runif and read about the uniform distribution but it doesn't say what the "cumulative distribution" is. Is it "punif", like "pnorm"? I thought of that because I found a message on this list wher...

Hi, I' am doing a stats project using R to work out the size of a t-test and wilcoxon test depending on the distribution and sample size. I just can't get it to work - I want to put my results from the function size() into an array.At the moment I keep getting the error message:Error in res[distribution, test, samplesize] <- results : subscript out of boundsCan anyone tell me where I'm going wrong, please?...

Ok, I try it again with plain text, with a simple R code example and just sending it to the r list and you move it to sig finance if it is necessary. I try to be as detailed as possible. I want to fit a distribution to my financial data using a volatility model to estimate the VaR. So in case of a normal distribution, this would be very easy, I assume the returns to follow a normal distribution and calculate a volatility forecast for each day, so I have sigma_1,sigma_2,...,sigma_n,. I can calculate the VaR via...

Hi Tanya, The first thing you need to understand is that there are multiple make targets to support this feature. I'll briefly describe each here so you have an overview and then delve into the details later. * distdir - builds the distribution directory from which the distribution will be packaged * dist - builds each of the distribution tarballs (tar.gz, tar.bzip2, .zip). These can be built individually as well, with separate targets. * dist-check - this is identical to "dist" but includes...

I've built R functions to ``effect'' a particular distribution, and would like to find out if that distribution is already ``known'' by an existing name. (I.e. suppose it were called the ``Melvin'' distribution --- I've built dmelvin, pmelvin, qmelvin, and rmelvin as it were, but I need a real name to substitute for melvin.) The distribut...

Reid, Could you explain in detail what make dist does? :) I'd like to see how it can be integrated into the release process. Thanks, Tanya

...ity that a group will include a particular point using the squared Mahalanobis distance to the centroid. I understand that the squared Mahalanobis distance is distributed as chi-squared but that for a small number of random samples from a multivariate normal population the Hotellings T2 (T squared) distribution should be used. I cannot find a function for Hotelling's T2 distribution in R (although from a previous post I have been provided with functions for the Hotelling Test). My understanding is that the Hotelling's T2 distribution is related to the F distribution using the equation:...

..., 2003 2:56 AM Subject: Re: [R] Overlaying graphs > I do not know how to overlay the curve graphic on top of hist graphic. > > Do you know about the "add=TRUE" option for plot()? > > I am hoping to show visually that the normal curve overlays the obtained > probability distribution when plotted on the same graph. Unfortunately, I > an not sure how to overlay them. Can anyone point me in the right direction > or show me the code. > > This is a bad way to do it anyway. What you want is a qqnorm plot. > See ?qqnorm. > >

Hi guys Given a exponential curve, is there any function on r that can generate exponential distributed random numbers? in General I want an function that can transform one probability distribution into another?? Regards ****************************************************************** Bander ************************************* [[alternative HTML version deleted]]

Ok I made Jarque-Bera test to the residuals (merv.reg$residual) library(tseries) jarque.bera.test(merv.reg$residual) X-squared = 1772.369, df = 2, p-value = < 2.2e-16 And I reject the null hypotesis (H0: merv.reg$residual are normally distributed) So I know that: 1 - merv.reg$residual aren't independently distributed (Box-Ljung test) 2 - merv.reg$residual aren't indentically

Hello, after some discussions with Martin Maechler and Josef Leydold (WU Wien), we have felt the need for some package that should allow for an object-orientated approach to distributions. Our small group at Bayreuth now has developed a package "distr" which tries to fill this gap, implementing distributions by means of S4--classes. A mother class "Distribution" is introduced with slots for a parameter and - most important - for the four constitutive method...

I'm analizing the Argentina stock market (merv) I download the data from yahoo library(tseries) Argentina <- get.hist.quote(instrument="^MERV","1996-10-08","2003-11-03", quote="Close") merv <- na.remove(log(Argentina)) I made the Augmented Dickey-Fuller test to analyse if merv have unit root: adf.test(merv,k=13) Dickey-Fuller = -1.4645,