search for: edgeworth

When I try to install the R RPM under Mandrake Linux 7.1 (intel), I get the following error: [root at edgeworth programs]# rpm -ivh R-base-1.1.1-1.i386.rpm error: failed dependencies: libreadline.so.3 is needed by R-base-1.1.1-1 [root at edgeworth programs]# I do have realine installed: [root at edgeworth programs]# rpm -qa | grep readline readline-4.1-4mdk and [cribari at edgewo...

Dear R users, I have a statistical question regarding on the Edgeworth expansion of a random vector. Assume x is a d-dimensional random vector, and whats the expression of its Edgeworth expansion up to order 4? I only get the formulation for a scalar random variable. So anyone can help me out on this problem? Thanks for your comments or advice. Fred [[alternative...

Hi All, I am trying to estimate a functional form in terms of cumulants / moments from the results of a MC simulation. My first idea was to use an Edgeworth expansion, but this looks pretty difficult to implement. Before I go ahead and write some code to do this, could anyone tell me if this has already been done, and which package I could find it in if it has? If it hasn't, does anyone know of any simpler method than that described in Blinnikov a...

I have just upgraded from Red Hat Linux 5.2 to version 6.0 (with GNOME) on an intel box. I have also upgraded to the latest R version (0.64.1-2 rpm) and have also installed the corresponding GNOME rpm. However, I am not able to start R: [cribari at edgeworth install]$ R /usr/lib/R/bin/R.binary: error in loading shared libraries: /usr/lib/R/bin/R.binary: undefined symbol: __setfpucw [cribari at edgeworth install]$ R --gnome /usr/lib/R/bin/R.gnome: error in loading shared libraries: /usr/lib/R/bin/R.gnome: undefined symbol: __setfpucw This must be a ve...

...r than 0 sample estimates: rho 1 > 1 / factorial(10) [1] 2.755732e-07 Since we have perfect rank correlation and only one permutation out of 10! could give this for N = 10, the p-value should be 1/10!. Reading the code in prho.c, it appears that the "exact" calculation uses the Edgeworth approximation for N > 9. This makes sense because, for similar examples with N <= 9, the results are as expected (1 / N!). The "exact" p-value calculation is good enough for most practical purposes, but is clearly not exact. Some informal testing I've done indicates that it c...

...current issues are the following: 1. `wilcox.test` returns very distorted p-values when `exact=FALSE`, especially at the tails of the distribution. These errors are due to inaccuracy in the normal approximation. While there will obviously be errors using any approximation, it is possible to use an Edgeworth Expansion correction to uniformly decreases the error in p-value approximation without substantially rewriting the internals. An example patch and benchmarks are available at https://github.com/ahl27/R_Patches/tree/94e8e0bcf5076841637f1031ea9cf456ad18d7ef/EdgeworthExpansion. More verbose details,...

I am trying to install R under Red Hat Linux 5.2, but the following error happens: [root at edgeworth cribari]# rpm -ivh R-base-0.63.2-1.i386.rpm failed dependencies: libncurses.so.3.0 is needed by R-base-0.63.2-1 I must be missing something very simple. I would appreciate any guidance. Thanks. FC. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mai...

Hey, R-listers I want to get some statistical books on Cumulants for studying. So will you please give me some suggestions on these related books? Thanks for your point. Fred

Good day everyone, I want to use the Gram-Charlier series expansion to model some data. To do that, I need functions to: 1) Calculate 'n' moments from given data 2) Transform 'n' moments to 'n' central moments, or 3) Transform 'n' moments to 'n' cumulants 4) Calculate a number of Hermite polynomials Are there R-functions to do any of the above?

Sorry for the contents not relating to R. Assume there are N i.i.d zero-mean complex gaussian random variables(RVs),as w(i),0<=i<N} with known variance,from which one can generate another N RVs,as R(0)=sum over i {w(i)*w'(i)} R(1)=sum over i {w(i+1)*w'(i)} ... up to R(N-1)= w(N-1)w'(i) where w'(i) is the complex conjugate of w(i). (from viewpoint of signal

...and installed.packages() continues to list version 0.3 as the installed version. I ran install.packages("package-name") as root, and am running update.packages() as root. I must be missing something simple. ----------------------------------------------------------------- [root at edgeworth cribari]# R R : Copyright 2001, The R Development Core Team Version 1.2.1 (2001-01-15) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type `license()' or `licence()' for distribution details. R is a collaborative pr...

Hi, I have a dataset that has 2 groups of samples. For each sample, then response measured is the number of success (no.success) obatined with the number of trials (no.trials). So a porportion of success (prpop.success) can be computed as no.success/no.trials. Now the objective is to test if there is a statistical significant difference in the proportion of success between the 2 groups of