search for: hosk

Dear all: My experience in using hosking.sim to generate random time series is that it requires an n-length autocorrelation function (ACF; order 0 to n-1) to generate n-length random vectors. I have attempted to utilize shorter than n-length (i.e. truncated) ACF's with hosking.sim to generate n-length random vectors, but the funct...

1) L-moments: Does anyone know of any R code that will calculate these? (I'm aware that these can be calculated in S-Plus using the EnvironmentalStats for S-Plus module.) 2) Hosking & Wallis (1997): "Regional frequency analysis: an approach based on L-moments" Does anyone know of any code in either R or S-plus that implements the discordancy and homogeneity methods described in this book? Julian Wells OU Business School The Open University Walton Hall Milt...

Full_Name: J . R. M. Hosking Version: 1.8.0 OS: Windows 2000 Submission from: (NULL) (129.34.20.23) On R 1.8.0 (and on R 1.5.1), Windows binary: > NA %*% 0 [,1] [1,] 0 This is surprising. Is it a bug? Note that > 0 %*% NA [,1] [1,] NA > NA %*% 1 [,1] [1,] NA > NA * 0 [1] NA as expe...

...INLINES -fPIC -O3 -fomit-frame-pointer -pipe -mcpu=pentiumpro -march=i586 -ffast-math -fno-fast-math -c dwt.c -o dwt.o gcc -I/usr/lib/R/include -I/usr/local/include -mieee-fp -D__NO_MATH_INLINES -fPIC -O3 -fomit-frame-pointer -pipe -mcpu=pentiumpro -march=i586 -ffast-math -fno-fast-math -c hosking.c -o hosking.o gcc -shared -o waveslim.so bell-p-w.o dwt.o hosking.o -L/usr/local/lib -lg2c -lm -L/usr/lib/gcc-lib/i586-mandrake-linux/2.96 -L/usr/lib/gcc-lib/i586-mandrake-linux/2.96/../../../../i586-mandrake-linux/lib -L/usr/lib/gcc-lib/i586-mandrake-linux/2.96/../../.. -lm /usr/bin/ld: c...

Hi list, I'd like to make a factor with seven 1s and three 2s using the factor() function. That is, 1 1 1 1 1 1 1 2 2 2 I will then bind this factor to the matrix below using cbind.data.frame(). 0.56 0.48 0.22 0.59 0.32 0.64 0.26 0.60 0.25 0.38 0.24 0.45 0.56 0.67 0.78 0.97 0.87 0.79 0.82 0.85 I am new to R and have been using various manuals and have made many attempts without

Full_Name: J. R. M. Hosking Version: 1.9.0 OS: Windows 2000 Submission from: (NULL) (129.34.20.23) Two problems, perhaps related: (1) na.strings is not honored when x is non-numeric and as.is=T > type.convert( c("abc","-"), as.is=T, na.strings="-" ) [1] "abc" "-"...

...a <NA> Levels: a <NA> I would have expected f2 to have only one level, "a". It seems to me that the code in [.factor does not follow the advice in help("factor") on how to set factor codes to be missing when "NA" is a level of the factor. J. R. M. Hosking

Dr Hosking, interested in coming to this? Michael Goldfarb, interested in coming to this? -- Sean Silva On Sat, Nov 17, 2012 at 12:53 AM, Joe Abbey <jabbey at arxan.com> wrote: > First LLVM Social in West Lafayette, IN. > > When: > Thursday, Dec 6th @ 8:30pm > > Where: > GreyHo...

I saw a Help e-mail related to MLE. Does R have a probability weighted method (PWM) estimator function? I can't seem to find anything on PWM, unless my eyes are playing trick on me. [[alternative HTML version deleted]]

Full_Name: J. R. M. Hosking Version: 1.3.0 OS: Windows 2000 Submission from: (NULL) (198.81.209.16) R documentation suggests that if a function argument x is omitted, missing(x) should return TRUE even if x is subsequently assigned a value. This happens in S-plus. But in R: > test function(x){ print(missing(x)) if(m...

Full_Name: J. R. M. Hosking Version: 1.9.0 OS: Windows 2000 Submission from: (NULL) (129.34.20.23) Browsing the code of as.data.frame.list, I see cn[m] <- paste("..adfl.", cn[m], sep = "") and 5 lines later names(x) <- sub("^..adfl.", "", names(x)) It looks as though...

...ition of tick mark labels) is honoured but the mgp[3] value (position of axis line) is ignored. Example: plot(1:5, xaxt='n', ann=FALSE) par(mgp=c(0,2,1)) axis(1, at=2:4, mgp=c(0,-2,-3)) Axis line is plotted at margin line 1, tick mark labels at line -3. Is this a bug? J. R. M. Hosking > R.version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 7.1 year 2008 month 06 day 23 svn rev 45970 language R version.string R ve...

...me I am unable to understand these from help manual. Best Regards AMINA data(northCascades) lmom <- c(1, 0.1103, 0.0279, 0.1366) kappaParam <- kappalmom(lmom) heterogeneity(500, 19, size = northCascades[,1], kappaParam, c(0.0104, .0339, .0405)) ##The heterogeneity statistics given by Hosking for this case ##study are H1 = 0.62, H2 = -1.49 and H3 = -2.37 ##Taking into account sample variability, results should be ##consistent -- AMINA SHAHZADI Department of Statistics GC University Lahore, Pakistan. Email: amnakhan493@gmail.com amna_989@hotmail.com amna_989@yahoo.com [[altern...

First LLVM Social in West Lafayette, IN. When: Thursday, Dec 6th @ 8:30pm Where: GreyHouse Coffee 100 Northwestern Avenue West Lafayette, IN 47906 https://plus.google.com/102658466942690664690/about Please RSVP, so I can let GreyHouse know if we need a meeting room. Cheers, Joe ______________________________ Joe Abbey Director of Software Development Arxan Technologies jabbey at

Hi everyone, In the package POT, there is a function that computes the L-moments of a given sample (samlmu). However, to compute those L-moments, one needs to obtain the total number of combinations between two numbers, which, by the way, requires the use of a factorial. See, for example, Hosking (1990 , p. 113). How does the function "samlmu" in the package POT avoids overflows? I was trying to build from scratch a R function similar to "samlmu" and ran into overflows (Just for my educational purposes :o) ). Is there a trick that I am missing to avoid overflows in...

Dear List I?m using the ?lmomRFA? package to fit different distributions to my data sample. To calculate the error bounds I used: regsimq(?) and sitequantbounds(?) So my questions are: Are error bounds and confidence intervals the same thing? And: Does regsimq(? boundprob = c(0.05, 0.95)) calculate the 90 or the 95% confidence interval? If error bounds and confidence intervals are

...*`, value = "") : names() applied to a non-vector Is this a bug? > R.version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 2 minor 2.1 year 2005 month 12 day 20 svn rev 36812 language R J. R. M. Hosking

Hello, I am using the lmomco package (lmom.ub and pargev) to compute the GEV parameters (location, scale, and shape), which are used to estimate return values. I was wondering how/if I can calculate upper and lower confidence (CI_u, CI_l) intervals for each return frequency using the GEV parameters to fill-in the table below? Xi (location) = 35.396 Alpha (scale) = 1.726 Kappa (shape) =

Hello, I have a question regarding subsetting of vectors. Here's an example of what I'm trying to do: vect.1 <- c(76,195, 290, 380) vect.2 <- c(63, 95, 133, 170, 215, 253, 285, 299, 325, 375) I would like to subset vect.2 so that it has the same length as vect.1, and its numbers are the first corresponging higher value compared to vect.1. The output should be: final.output =

Hi, I want to estimate parameters of weibull distribution. For this, I am using fitdistr() function in MASS package.But when I give fitdistr(c,"weibull") I get a Error as follows:- Error in optim(x = c(4L, 41L, 20L, 6L, 12L, 6L, 7L, 13L, 2L, 8L, 22L, : non-finite value supplied by optim Any help or suggestions are most welcomed -- View this message in context: