search for: huber

Hello: I found the "hubers" function in MASS library is NOT working on the following data: > a <- >c(7.19,7.19,7.19,9.41,6.79,9.41,7.19,9.41,1.64,7.19,7.19,7.19,7.19,1.422,7.19,6.79,7.19,6.79,7.19,7.19,4.44,6.55,6.79,7.19,9.41,9.41,7.19,7.19,7.19,7.19,1.64,1.597,1.64,7.19,1.422,7.19,6.79,9.38,7.19,1.64,7.19...

We have a choice when calculating the Huber location estimate: > set.seed(221205) > y <- 7 + 3*rt(30,1) > library(MASS) > huber(y)$mu [1] 5.9117 > coefficients(rlm(y~1)) (Intercept) 5.9204 I was surprised to get two different results. The function huber() works directly with the definition whereas rlm() uses...

How to get robust M-estimators of multivariate scatter using Huber's psi? Which package/function should I look into? Ideally, I hope I can self-define thresholds of Huber's psi function. Thanks a lot!!! -- View this message in context: http://www.nabble.com/How-to-get-robust-M-estimator-of-multivariate-scatter-using-Huber%27s-psi--tp20585755p20585755.htm...

Hi Everyone, Given the scenario I have, I was wondering if anyone would be able to give me a hind on how to get the results from hubers() in a more efficient way. I have an outcome on an array [N x S x D]. I also have a factor (levels 1,2,3) stored on a matrix N x S. My objective is to get "mu" and "sigma" for each of the N rows (outcome) stratified by the factor (levels 1, 2 and 3) for each of the D &...

...,25,13,17,25,14,13,19,25,16,16,20,21,25,19,12,11,9,28,21,10,2,8) {reg1<-lm(Y ~ X) plot(X,Y) abline(reg1, col="black") install.packages("robustbase") library?(robustbase) reg=lmrob(Y ~ X) abline(reg, col="green") install.packages("MASS")? library(MASS) Huber=rlm(Y ~ X) abline(Huber,col="red") Tukey=rlm(Y ~ X,psi=psi.bisquare) abline(Tukey,col="purple") install.packages("quantreg") library(quantreg) L1=rq(Y ~ X,tau=0.5) abline(L1,col="blue") install.packages("RobPer") library(RobPer) FastTau(Y,X) fast...

...,5,6,9,4,5,34,2,1,3,12,8,9,7,4,12,19,21) Y <- c(25,24,23,19,17,14,13,14,25,13,17,25,14,13,19,25,16,16,20,21,25,19,12,11,9,28,21,10,2,8) reg1 <- lm( Y ~ X ) plot( X, Y ) abline( reg1, col = "black" ) reg <- lmrob( Y ~ X ) abline( reg, col = "green" ) Huber <- rlm( Y ~ X ) abline( Huber, col="red" ) Tukey <- rlm( Y ~ X, psi = psi.bisquare ) abline( Tukey, col = "purple" ) L1 <- rq( Y ~ X, tau = 0.5 ) abline( L1, col = "blue" ) fast <- FastTau(model.matrix(~X),Y) fast # save result, then...

Good day, The use of "rounding" also doesn't make sense. If The number is halfway between two integers, it is rounded to the nearest even integer. > round(2.5) [1] 2 -------------------------------------- Dario Strbenac University of Sydney Camperdown NSW 2050 Australia

...39; in various types of plots. Besides the not so helpful option of patching that macro in my private copy of R, is there an intention to extend this functionality to accommodate for larger plots more generally? [1] http://developer.r-project.org/Raster/raster-RFC.html [2] http://www.ebi.ac.uk/~huber/pub/Druggable_ratio_1_before.pdf Thank you and best wishes, Wolfgang -- Wolfgang Huber EMBL http://www.embl.de/research/units/genome_biology/huber/contact

FWIW, I suspect this is related to the function R_unif_index that was introduced in src/main/RNG.c around revision 72356, or the way this function is used in do_sample in src/main/random.c. 20.9.18 08:19, Wolfgang Huber scripsit: > Besides wording of the documentation re truncating vs rounding, there is > something peculiar going on with the fractional part of n: > > > table(sample.int(2.5, 1e6, replace = TRUE)) > > ???? 1????? 2????? 3 > 399051 401035 199914 > > > table(sam...

...: I'm new to R and have only used SPSS befor this (which can't do this at all...). I'm trying to output some regression results to latex. The regressions are normal OLS and I'm trying to output the results with standardized regression coefficients and t-statistics based on "Huber-White sandwich estimator for variance". The final result should be one big table for several regressions with this data (and N, R^2). I found the mtable package, which does what I need for lm(...) regressions, lm.beta to output standardized coefficients and package "sandwich" to...

I've used optim to analyze some data I have with good results, but need to correct the var-cov matrix for possible effects of clustering of observations (respondents) in small groups (non-independence). Is there any function to adjust the matrix? I heard some time ago that the vcovHC function would have a cluster capability added to it, but I don't see that in my fairly recent version.

...te graphics or make them interactive? I am aware of the excellent packages gridSVG and SVGAnnotation, which facilitate making R-generated SVG plots more interesting either at construction time or by postprocessing; the above question is about employing R at viewing time. Best wishes Wolfgang Huber EMBL http://www.embl.de/research/units/genome_biology/huber

...ror message "Error: subscript out of bounds" when the following code is run z.score<-function (group) { for (t in levels(group$Country)) { # this will give t countries y<-subset(group,factor(Country)==t) #particular analyte over all countries equal to y #calculate overall huber mean and sigma for a particular analyte over all countries ov.mu<-hubers(group$X)$mu ov.sigma<-hubers(group$X)$s #define arrays #p.mu<-array() #p.sigma<-array() #z.value<-array() #calculate huber mean and sigma for given analyte (defined by group) by selected c...

...ror message "Error: subscript out of bounds" when the following code is run z.score<-function (group) { for (t in levels(group$Country)) { # this will give t countries y<-subset(group,factor(Country)==t) #particular analyte over all countries equal to y #calculate overall huber mean and sigma for a particular analyte over all countries ov.mu<-hubers(group$X)$mu ov.sigma<-hubers(group$X)$s #define arrays #p.mu<-array() #p.sigma<-array() #z.value<-array() #calculate huber mean and sigma for given analyte (defined by group) by selected c...

Hi all, I'm trying to fit a nonlinear regression by "nlrob": model3=nlrob(y~a1*x^a2,data=transient,psi=psi.bisquare, start=list(a1=0.02,a2=0.7),maxit=1000) However an error message keeps popping up saying that the function psi.bisquare doesn't exist. I also tried psi.huber, which is supposed to be the default for nlrob: model3=nlrob(y~a1*x^a2,data=transient,psi=psi.huber, start=list(a1=0.02,a2=0.7),maxit=1000) But I still got the same error message - psi.huber doesn't exist. Is the argument "psi" not available in nlrob? Any help will be appreciated....

...hyperlinks, so I am helping myself by giving the objects funny unique colors and then postprocessing the .svg file. I wonder whether somebody has already implemented this in a more elegant way. Best wishes Wolfgang ------------------------------------------------------------------ Wolfgang Huber EBI/EMBL Cambridge UK http://www.ebi.ac.uk/huber

...subset, na.action, method = c("M", "MM", "model.frame"), wt.method = c("inv.var", "case"), model = TRUE, x.ret = TRUE, y.ret = FALSE, contrasts = NULL) 2- rlm(x, y, weights, ..., w = rep(1, nrow(x)), init = "ls", psi = psi.huber, scale.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, deri...

Hi Is it possible to subset an n-dimensional array by a vector of n dimensions? E.g. assume I have > x <- array(1:24, dim=2:4) > x[1,1,2] [1] 7 > dims <- c(1,1,2) I would like a function that I can supply x and dims as parameters to, and have it return 7. Also, I would like to do something like: > x[1,1,] [1] 1 7 13 19 > dims2<- c(1,1,NA) And have a function of x and

...eg1<-lm(Z ~ Y) > plot(Y,Z) > abline(reg1, col="black") > > install.packages("robustbase") > library?(robustbase) > reg=lmrob(Z ~ Y, data = Dataset) > abline(reg, col="green") > > install.packages("MASS") > library(MASS) > Huber=rlm(Z ~ Y, data = Dataset) > abline(Huber,col="red") > > Tukey=rlm(Z ~ Y, data = Dataset,psi=psi.bisquare) > abline(Tukey,col="purple") > > install.packages("quantreg") > library(quantreg) > L1=rq(Z ~ Y, data = Dataset,tau=0.5) > abline(L...

Dear Everybody! I want to export data to LaTeX. As I want to employ the data as freely as possible I want to avoid the xtable-command and instead generate some List like \MyOwnPrettyCommand{Adam}{Auer}{17} \MyOwnPrettyCommand{Bertram}{Bauer}{14} \MyOwnPrettyCommand{Christoph}{Huber}{75} \MyOwnPrettyCommand{Damian}{Dorfer}{69} \MyOwnPrettyCommand{Emanuel}{Eder}{43} with \MyOwnPrittyCommand defined elsewhere. As a pitty, if I make up about such a table in r, lets call it "A", and use the commands sink("tabelle.tex") A sink("anderedatei") tabell...