search for: ghat

...laying with my data in spatstat, and what I'd like to present is a basic exploratory spatial analysis. I have used the following code, using a ppp.object called tsdspoints. The code develops the simulations and the envelopes I want, but I don't understand my first plot here, the [tsds.ghat.short$r, tsds.ghat.short$raw]...I cobbled together this code from some class examples used by a prof of mine, and I don't really know how to interpret what is going on. The subsequent lines, I'm pretty sure, represent the empirical Ghat and the simulation envelope...but that first plot...

Dear all I would like to perform density estimation with a weighted sample (output of an Importance Sampling procedure) in R. Could anybody give me an advice on what function to use (in which package)? Thanks a lot, Lorenzo

Is there a way to add covariates to the system equation in a time-varying approach: Y[t] = F'[t]theta[t] + v[t], v[t] ~ N[0,V] #observation equation theta[t] = theta[t-1] + psi*Z[t] + w[t], w[t] ~ N[0,W] #system equation While F[t] is a matrix of regressors to capture the short term effect on the response series Y, Z[t] measures the long-term effect of either (1) two policies by a step

Hi all, I am currently attempting to play Red Alert 2 on my Ubuntu 11.10 installation under Wine. Now, Red Alert 2 will launch fine, as expected on a Windows machine. The most minor error is the campaign selection screen where it takes an "alt-tab" to respond. I'm not so worried about this error. However, when I enter a single player game (Skirmish or Campaign), whenever the game

Hello: I sent this question the other day with the wrong subject heading and couple typos, with no response. So, here I go again, having made those corrections. I would like to estimate, for lack of a better description, a partially additive non-parametric model with the following structure: z~ f(x,y):w1 + g(x,y):w2 + e In other words, I'd like to estimate the marginals with respect to

I've had a play with this and, due to my own short-comings, remain none the wiser. In particular, I'm not sure what value of 'spar' is consistent with the magic lambda=1/1600 for quarterly data. I initially interpreted spar as lambda and tried setting spar=1/1600. This results in almost no smoothing while spar=1600 causes an error. The smooth.spline function seems to want