Displaying 6 results from an estimated 6 matches for "jennystadt".
2006 Aug 25
1
Plot y ~ x under condition of variable a and b [Broadcast ]
.... depending on your trellis settings (warning:
untested code):
par.plot(lnvol~lnden, groups = source,data=dat,sub=as.factor(plotid),col=T)
Hope this helps,
Matt Wiener
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of jennystadt
Sent: Friday, August 25, 2006 11:28 AM
To: r-help at stat.math.ethz.ch
Subject: [R] Plot y ~ x under condition of variable a and b [Broadcast]
Hi All,
I want to plot y~ x under the condition of variable a and b. Followed is the
dataset:
plotid lnden lnvol source
369 90...
2006 Oct 06
0
Bivariate Weibull distribution -- Copula
"Jenny Stadt" <jennystadt at yahoo.ca> asked:
>
> I am struggling in a bivariate Weibull distribution although I
> searched R-Site-Help and found suggestion with Copula. Seems the
> maximum likelihood estimate is beyond what I can understand.
>
> My case is: given two known marginal distribution (both...
2006 Oct 18
1
how to manipulate counts matrix?
Hi List,
I've got a count matrix like this:
[-11.9,-11] (-11,-10.2] (-10.2,-9.3] (-9.3,-8.44]
[-11.9,-10.6] 0 0 0 0
(-10.6,-9.3] 0 0 0 0
(-9.3,-8.01] 0 0 0 0
(-8.01,-6.73] 0 0 0 0
I want to
2006 Oct 17
4
if statement error
Hi List,
I was not able to make this work. I know it is a simple one, sorry to bother. Give me some hints pls. Thanks!
Jen
if(length(real.d)>=30 && length(real.b)>=30 && beta1*beta2*theta1*theta2>0 )
{ r <- 1; corr <- 1; }
real.d and real.b are two vectors, beta1,beta2,theta1,and theta2 are constants. The error occurred like this:
Error in if
2006 Nov 08
0
parameter estimation -- Censored mean to real mean
Hi List,
Is there anyway to estimate the parameters with integral forms?
Here is the function. The idea is to calculate the real mean from the censored mean given normal distribution.
I have the function as
trun.mean<- function(mu,sigma,t) # t is the threshold
{
f <- function(x) (1/(sigma*sqrt(2*pi)))*exp(-(x-mu)^2/(2*sigma^2));
pdf.fun <- function(x) x*f(x);
mut <-
2006 Nov 09
1
optimize function with integral form ?
Hi all,
Does anybody have the experience of using optim to estimate variables with integral forms?
here the code:
trun.mean<- function(x) # t is the threshold
{
mu=x[1];
sigma=x[2];
t=x[3];
f <- function(x) (1/(sigma*sqrt(2*pi)))*exp(-(x-mu)^2/(2*sigma^2));
pdf.fun <- function(x) x*f(x);
integrate(f,thre,upper=Inf)$value/integrate(pdf.fun,thre,upper=Inf)$value ;
}
when I