search for: mallows

Hi I am looking for an implementation (or alternative to) Mallow's distance or the Earth Mover's distance to compare distributions or unnormalized distributions (signatures). Is there an implementation in R or can somebody recommend an alternative? Thanks Rainer -- Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), Dipl. Phys. (Germany) Centre of

So I recognize that: 1. many people hate forward stepwise regression (i've read the archives)--but I need it 2. step() or stepAIC are two ways to get a stepwise regression in R But here's the thing: I can't seem to figure out how to specify that I want the criteria to be Mallow's Cp (and then to subsequently tell me what the Cp stat is). I know it has something to do with

>?step .... 'step' uses 'add1' and 'drop1' repeatedly; it will work for any method for which they work, and that is determined by having a valid method for 'extractAIC'. When the additive constant can be chosen so that AIC is equal to Mallows' Cp, this is done and the tables are labelled appropriately. so my question is :what constant should i choose so i can get Mallows' Cp instead of AIC?

...ll, Does R or S-plus or any of their packages provide any command to form any of the following procedures to find Best Regression Equation - 1. 'All Possible Regressions Procedures' (is there any automated command to perform 2^p regressions and ordering according to criteria R2(adj), mallows Cp, s2- by not setting all the regression models manually), 2. 'Backward Elimination Procedure' , 3. 'Forward Selection Procedure' , 4. 'Stepwise Regression Procedure' (as SAS's PROC REG /METHOD = STEPWISE / FORWARD / BACKWARD which methods are also available in S...

Hello R users, I have three questions and I would be grateful if someone could give me an answer to each of these. 1) I have constracted a function that returns an output, which runs in a while( condition ){ run function } loop. I would like to know if there is a way to get the outputs in different windows, every time the function runs, so as to compare easier the results. 2) In my

Dear all I am supposed to use Mallow's Cp creterion to select a model which require a "leaps" package. the version right now I am using is R 1.7.1(os:windows), the "leaps" package is not included. please let me know how and where can I get this package and add it to the current version, any caution on adding this package is highly appreciated. thank you best

I am hoping to get some advise on the following: I am looking for an automatic variable selection procedure to reduce the number of potential predictor variables (~ 50) in a multiple regression model. I would be interested to use the forward stepwise regression using the partial F test. I have looked into possible R-functions but could not find this particular approach. There is a function

Dear List members I am using the regsubsets function to select a few predictor variables using Mallow's Cp: > sel.proc.regsub.full <- regsubsets(CO2 ~ v + log(v) + v.max + sd.v + tad + no.stops.km + av.stop.T + a + sd.a + a.max + d + sd.d + d.max + RPA + P + perc.stop.T + perc.a.T + perc.d.T + RPS + RPSS + sd.P.acc + P.dec + da.acc.1 + RMSACC + RDI + RPSI + P.acc + cov.v + cov.a +

Hi In trying to fit a linear model , I use the leaps() function to determine wich predictors I should include in my model. I would like to plot the Mallow's Cp criteria against p with the indexes of selected model variates as points labels Is there already such a function? (I could not find it) Thanks Anne [[alternative HTML version deleted]]

Hi, Is there any package for logistic model selection using BIC and Mallow's Cp statistic? If not, then kindly suggest me some ways to deal with these problems. Thanks. -- View this message in context: http://www.nabble.com/Stepwise-logistic-model-selection-using-Cp-and-BIC-criteria-tf4464430.html#a12729613 Sent from the R help mailing list archive at Nabble.com.

Hello, Newbie here, be gentle ;) I have a reference book that discusses regression model selection using several methods - what they call 'Forward Model Selection' i.e. add one variable at a time and examining R, R^2, Mallow's C-p value, etc., 'Backward Model Selection' i.e. starting out with all the variables included and then remove them one at a time, and examining for

Hello, pardon my ingorance, but what distance metric is used in this function in the nnclust package? The manual only says: "Find the nearest neighbours of points in one data set from another data set. Useful for Mallows-type distance metrics." BR, Jay

Hi everybody, I am trying to generate two random walks with an specific correlation, for example, two random walks of 200 time steps with a correlation 0.7. I built the random walks with: x<-cumsum(rnorm(200, mean=0,sd=1)) y<-cumsum(rnorm(200, mean=0,sd=1)) but I don't know how to fix the correlation between them. With white noise is easy to fix the correlation using the function

...-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Campbell Sent: 06 May 2005 11:19 To: vograno; r-help Subject: Re: [R] distance between distributions I may have missed the point here but isn't this an obvious case for using the bootstrap. A paper by Mallows, the exact reference escapes me, establishes the conditions under which asymtotics of the marginal distribution imply a well behaved limit. Perhaps a better discussion of the issues can be found and a pair of papers by Bickel and Freedman, see Annals Of Statistics Vol 9, Number 6. HTH Phineas Cam...

Hello I am trying to use all subsets regression on a test dataset consisting of 11 trails and 46 potential predictor variables. I would like to use Mallow's Cp as a selection criterion. The leaps function would provide the required output but does not work with this many variables (see below). The alternative function regsubsets should be used, but I am not able to define the function in

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Hi All, I have followed below steps to enable echo cancellation. # cd /usr/src # wget http://kernel.org/pub/linux/kernel/v2.6/linux-2.6.28.tar.bz2 # tar xjf linux-2.6.28.tar.bz2 # tar zxvf dahdi-linux-2.1.0.4.tar.gz # ln -s /usr/src/dahdi-linux-2.1.0.4 /usr/src/dahdi # mkdir /usr/src/dahdi/drivers/staging # cp -fR /usr/src/linux-2.6.28/drivers/staging/echo /usr/src/dahdi/drivers/staging # sed -i

...(a logical vector with TRUE for variables in the minimum model and FALSE for variables not in the minimum model). regsubsets() will give you the best model with one variable, the best with two variables, and so on. The object produced by summary() of the regsubsets() has a component $cp that gives Mallows' Cp for each of the best models. This is equivalent to AIC, or you can compute AIC from the residual sum of squares in the $rss component of the object. regsubsets() doesn't actually fit the models, it just works out the residual sum of squares. You need to take the output of regsubsets()...

...per Lambert, P. and Lindsey, J.K. (1998) 'Generalized regression models for heavy-tailed processes based on non-symmetric stable distributions: a likelihood approach. (To appear in Applied Statistics)' Note that 'rstable' is not a miracle of computation. Implementing the Chambers, Mallows and Stuck (JASA 71: 340-44) algorithm would certainly be preferable for 'rstable'. Bug reports and suggestions are of course welcome. Philippe Lambert -- -------------------------------------------------------- Philippe Lambert Tel: (+32)-4-3663091 Universite de Liege...

To everyone, I am currently doing analysis through Splus but am having severe problems. I am trying to fit all subset weighted regression to a multivariate data set and get PRESS statistics, along with Rsquare, Rsquare adjusted and Mallows Cp for all possible models. Splus, will give me these statistics but the leaps procedure is highly sensitive to nearly singular data matrices (which mine is) and the Rsquare and adjusted Rsquare values it gives me are biased high (seems to be the case whenever you use the leaps procedure with weigh...