search for: gumbell

Hi R-Users, I read some texts related to KS-tests. Most of those authors stated, that KS-Tests are not suitable for binned data, but some of them refer to 'other' authors who are claiming that KS-Tests are okay for binned data. I searched for sources and can't find examples which approve that it is okay to use KS-Tests for binned data - do you have any links to articles or

Hello, I would like to sample from a Gumbell (minimum) distribution. I have installed package {evd} but the Gumbell functions there appear to refer to the maximum case. Unfortunately, setting the scale parameter negative does not appear to work. Is there a separate package for the Gumbell minimum? -- _____________________________ Ric...

Dera R Helpers, I am re-posting my query. Please guide me. Maithili --- On Fri, 3/13/09, Maithili Shiva <maithili_shiva at yahoo.com> wrote: I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P

Hello, I am a new user of R (2.13.1), my operational system is Windows Vista. I have a problem with the attached file SFEVaRHAC.r, calculating the VAR of a Gumbel copula, based on the attached GumHAC_VaR_PL_w250_n1000_s2500.txt 1. I had a Error in file(file, "rt") : cannot open the connection message. I solved it by reading a post in nabble to use setwd(choose.dir()) and

Dear R helpers I am trying to fit the Gumbel distribution to a data. I am using lmom package. I am getting problem in Cumulative Distribution Function of Gumbel distribution as I am getting it as a series of 0's and 1's thereby affecting the P P Plot. My R code is as follows. library(quantreg) library(RODBC) library(MASS) library(actuar) library(lmom) x <-

Hi, I was usuing the fExtemes package, and wanted to obtain some of the values returned from the function gumbelFit(). For example, in the following code, I would like to access 'mu' and 'beta' from the object 'para'. How should I go about doing this? Is there any generic method to access the object? ----------------------------------- >library("fExtremes")

Hi, I found this document, but it concerns S+. If it could interest you'll see: http://faculty.washington.edu/ezivot/book/QuanCopula.pdf Cordially Vito You wrote: Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows ===== Diventare costruttori di soluzioni

Hi all! I'm sure this is a stupid question but I can't find an answer. How can I fit the Gumbel distribution to my data using The Method of Moments in R? Thank you for helping me, Tonja

Dear all, I have been trying to fit my data (only right censored) with gumbel distribution using fitdistrplus. I am getting very high standard error. I have been wondering why. The followings are the outputs: fit1=fitdistcens(dr0, "gumbel", start=list(a=99, b=0.6), optim.method= "L-BFGS-B", lower = 0.0, upper = Inf) > summary(fit1) FITTING OF THE DISTRIBUTION ' gumbel

I got some R code that I don't understand. Question as comment in code //where is t comming from, what is phi inverse rAC <- function(name, n, d, theta){ #generic function for Archimedean copula simulation illegalpar <- switch(name, clayton = (theta < 0), gumbel = (theta < 1), frank = (theta < 0), BB9 = ((theta[1] < 1) | (theta[2] < 0)), GIG = ((theta[2] < 0) |

Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows

I am having the following error in my function function(theta,reqdIRR) { theta1<-theta[1] theta2<-theta[2] n<-length(reqdIRR) constant<- n*(theta1+theta2) sum1<-lapply(reqdIRR*exp(theta1),FUN = sum) sum2<-lapply(exp(theta2 - reqdIRR*exp(theta1)),FUN = sum) sum = sum1 + sum2 log.fcn = constant - as.numeric(sum) result = - log.fcn return(result) } *error :

Hi R lovers! Are there any means to define and plot a function given the equation that specifies the function? For example I'd like to plot and work with the Gumbel Distribution density defined by Lambda(x)=exp(-exp(-x)) My question may appear very simple but I haven't got an idea yet about how to do that. I could plot something with x a vector/set of value but I don't know how to

Dear r list, I posted this on the S list last week since i'm using some of the FinMetrics functions on copula. Knowing there is a copula package in R, I figure this would be an appropriate forum to ask this question. I want to model inverse relationship between two (non-normal, non-symmetric) marginals with the gumbel copula, or with any copula. Say, x is lognormal and y is norm. Since

Hi, I am using ecdf-function and want to use the ecdf()-data-points for nls() as data-parameter. nls() expects 'list' or 'environment' as a data-type, knots(ecdf(mydata)) gives me 'numeric'. What should I do now? Thanks in advance - Jochen Here is the code: ################################################# # --- Fit --- # Gumbel-Dist-Function, cumulative,

Hi, I got two data point vectors. Now I want to make a ks.test(). I you print both vectors you will see, that they fit pretty fine. Here is a picture: http://www.jochen-bauer.net/downloads/kstest-r-help-list-plot.png As you can see there is one histogram and moreover there is the gumbel density function plotted. Now I took to bin-mids and the bin-height for vector1 and computed the

Hello, Hela wrote : My problem in a few words is as folow: I used the fCopulae packages because i have 2 series which are already transformed in the uniform domain (the space of the copulas functions) and i estimated with type archmList() from 1 to 22, but i don't know their names:for exemple the type=4 is the Gumbel Copula...and for the others i can't have any idea about how can i find

Hi, Is anybody using Copula package for fitting copulas to own data? I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma ( 2.7 and 1.05) Which package I should use to fit Gumbel and Clayton Copulas? Thanks, fayyad [[alternative HTML version deleted]]

Hi, I have a problem when checking the package 'probdistr' (on probability distributions). I got this warning * checking index information ... WARNING Vignettes with missing or empty \VignetteIndexEntry: [1] "probdistr-chi" "probdistr-contextra" "probdistr-discrete" [4] "probdistr-discrextra" "probdistr-exp"

Dear useRs, upon request, the VGAM package (currently version 0.7-1) has been officially released on CRAN (the package has been at my website http://www.stat.auckland.ac.nz/~yee/VGAM for a number 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