search for: hampel

Full_Name: Kirk Hampel Version: 2.4.1 OS: Windows Submission from: (NULL) (144.53.251.2) Given an AR(p) model, the last p SE's are wrong. The source of the bug is that the C code (ver 2.4.0) assumes *npsi is the length of the psi vector (which is n+p), whilst the predict.ar function in R passes out as.integer(npsi...

...rsync. There is nothing to do (i didn't changed anything). Here is the output: building file list ... done wrote 371 bytes read 20 bytes 782.00 bytes/sec total size is 5062161 speedup is 12946.70 Why did rsync wrote 371 bytes?? This output says rsync didn't changed anything! regards, hampel

...parametric models which are based on a univariate distribution. Many well-known parametric (in particular, exponential) families (Binomial, Poission, Normal, Gamma, Gumbel, ...) are L2-differentiable. We include several +neighborhood types (convex contamination, total variation) +risks (MSE, Hampel, overshoot/undershoot), +bias-types (symmetric, one-sided, asymmetric) +norms (unstandardized, self-standardized, information-standardized) for all these models. After installation you find a folder "scripts" in the package directory which includes many example scripts. As the compu...

...parametric models which are based on a univariate distribution. Many well-known parametric (in particular, exponential) families (Binomial, Poission, Normal, Gamma, Gumbel, ...) are L2-differentiable. We include several +neighborhood types (convex contamination, total variation) +risks (MSE, Hampel, overshoot/undershoot), +bias-types (symmetric, one-sided, asymmetric) +norms (unstandardized, self-standardized, information-standardized) for all these models. After installation you find a folder "scripts" in the package directory which includes many example scripts. As the compu...

Hello, I'm learning about robust M-estimators right now and had settled on the "Huber Proposal 2" as implemented in MASS, but further reading made clear, that at least 2 further weighting functions (Hampel, Tukey bisquare) exist. In a post from B.D. Ripley going back to 1999 I found the following quote: >> 2) Would huber() give me results that are similar (i.e., close enough)? > > Not if you have lots of extreme outliers on just one side. Since this message seems to imply that the na...

Hello, I'm seeking ideas on how to remove outliers from a non-normal distribution predictor variable. We wish to reset points deemed outliers to a truncated value that is less extreme. (I've seen many posts requesting outlier removal systems. It seems like most of the replies center around "why do you want to remove them", "you shouldn't remove them", "it

....est = c("MAD", "Huber", "proposal 2"), k2 = 1.345, method = c("M", "MM"), wt.method = c("inv.var", "case"), maxit = 20, acc = 1e-4, test.vec = "resid", lqs.control = NULL) psi.huber(u, k = 1.345, deriv = 0) psi.hampel(u, a = 2, b = 4, c = 8, deriv = 0) psi.bisquare(u, c = 4.685, deriv = 0) and all these ways works by default function as psi.huber and i want to add new psi ( psi.a=r/(1+(r/k)^2)) ,k=1.345 and get on new coefficients to the model, and, Is all the arguments are necessary ? " i want short code&...

Dear All, When I run rlm to obtain robust standard errors, my output does not include p-values. Is there any reason p-values should not be used in this case? Is there an argument I could use in rlm so that the output does include p-values? Thanks in advance, Celso [[alternative HTML version deleted]]

Dear R-users, I have two outliers related questions. I. I have a vector consisting of 69 values. mean = 0.00086 SD = 0.02152 The shape of EDA graphics (boxplots, density plots) is heavily distorted due to outliers. How to define the interval for outliers exception? Is <2SD - mean + 2SD> interval a correct approach? Or should I define 95% (or 99%) limit of agreement for data interval,

Hi, Please could someone take a look at the below code and tell me where it is failing ? Facter.add(''syslocation'') do #confine :kernel => "Linux" setcode do name = Facter.value(''hostname'') case name when /^e(t|d|u|s|p|q)(p|v)(sol|lin)\d+/ "E DC" when

what i thought would be a simple edit using augeas is turning out to not be so straight forward, can anyone please help ? the plan is to edit sendmail.cf and change the default DS to DShostname.domain class mail { $key = DS service { ''sendmail'':; } augeas { "sendmail.cf/$key": context =>