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...or in the docs of the gamma distribution: ------------------------------------------------- The GammaDistribution(param1,param2) is defined alternatively with two versions of the second parameter which are inverses of one another. 'Rate' arises from one derivation such as that presented in Mathworld: http://mathworld.wolfram.com/GammaDistribution.html (see just below equation (2) ) "define $\theta \equiv 1 / \lambda$ to be the time between changes" which makes \theta in equation (3) a rate parameter. In the R documentation (i.e. ?pgamma) this same equation is present...

Hi, all, Does anybody got the most general expression of a unitary matrix? I found one in the book, four entries of the matrix are: (cos\theta) exp(j\alpha); -(sin\theta)exp(j(\alpha-\Omega)); (sin\theta)exp(j(\beta+\Omega)); (cos\theta) exp(j\beta); where "j" is for complex. However, since for any two unitary matrices, their product should also be a unitary matrix. When I

Do any of the R libraries have an implementation of the Inverse Error Function (Inverse ERF)? ref: http://mathworld.wolfram.com/InverseErf.html http://functions.wolfram.com/GammaBetaErf/InverseErf/ Thanks, Nathan [[alternative HTML version deleted]]

To R-helpers, R offers the polyroot function for solving mentioned equations iteratively. However, Dr Math and Mathworld (and other places) show in detail how to solve mentioned equations non-iteratively. Do implementations for R that are non-iterative and that solve mentioned equations exists? Regards, Mads Jeppe

I'm having trouble with the standard deviation distribution as shown on http://mathworld.wolfram.com/StandardDeviationDistribution.html . (Eric Weisstein references Kenney and Keeping 1951, which I can't check.) I believe the graphs they show, but when I code the function in R, according to the listed formula, I get very different graphs. Would someone please point out my error o...

If I use the Ineq library and the Gini function in this way: >Gini(c(100,0,0,0)) I obtain the result 0.75 instead of 1 (that is the perfect inequality). I think Gini's formula in Ineq is based on a formula as reported here: http://mathworld.wolfram.com/GiniCoefficient.html but in the case of perfect inequality: x_1=.......=x_n-1 =0 x_n>0 these formula are equal to 1 - 1/n, not to 1. ....I don't know where I'm wrong.... -- Michele De Meo http://micheledemeo.blogspot.com/ [[alternative HTML version deleted]]

Hello, I have been following the thread dated Monday, October 9, 2006 when Kamila Naxerova asked a question about plotting elliptical shapes. Can you explain the equations for X and Y. I believe they used the parametric form of x and y (x=r cos(theta), y=r sin(theta). I don't know what r is here ? Can you explain 1)the origin of these equations and 2) what is r? Sincerely, Mary A. Marion

I'm using fisher.exact on a 4x2 table and it seems to work. Does anyone know exactly what is going on? I thought fisher.exact is only for 2x2 tables. Note: I can't use chi-squared because I have a couple of cells with 0 and < 5 observations. -- View this message in context: http://r.789695.n4.nabble.com/fisher-exact-for-2x2-table-tp3481979p3481979.html Sent from the R help

...VI: Statistics, Part A, Lloyd, John Wiley & Sons. Page 30-32: var(S) = (mu4 - mu2^2)/(4 * mu2 * n) mu4 = E(X - mu)^4, mu2 = E(X - mu)^2, S^2 = sum(X - mu)^2/n The results are about: 0.00090 2. From http://davidmlane.com/hyperstat/A19196.html The results are about 0.00066 3. From http://mathworld.wolfram.com/StandardDeviationDistribution.html The results are about 0.00065 Finally I calculate the standard deviation for each of the 100 subsamples and the standard error of those 100 standard deviations ( I reckon this is the bootstrap result for the standard error of the standard deviation I...

Hi all. I may be wrong, (and often am), but in trying to determine how to calculate the erf function, the documentation for 'pnorm' states: ## if you want the so-called 'error function' erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1 ## and the so-called 'complementary error function' erfc <- function(x) 2 * pnorm(x * sqrt(2), lower=FALSE) Should, instead, it read:

Hello, I tried to fit a poisson distribution but looking at the function fitdistr() it does not optimize lambda but simply estimates the mean of the data and returns it as lambda. I'm a bit confused because I was expecting an optimization of this parameter to gain a good fit... If I would use mle() of stats4 package or mle2() of bbmle package, I would have to write the function by myself

In order to fit a probability distribution proposed by Sichel [Journal of the Royal Statistical Society. Series A (General), Vol. 137, No. 1. (1974), pp. 25-34], I need a modified Bessel function of the 2nd kind. I notice that the base package of "R" only has modified Bessel functions of the 1st and 3rd kind. Does a modified Bessel function of the 2nd kind exist anywhere? Many

Hello, I want to solve some two dimensional equation system with R. Some systems are not solvable analytically. Here is an example: (I) 1/n*sum{from_i=1_to_n}(Xi) = ln lambda + digamma(c) (II) mean(X) = x / lambda I want to find lambda and c, which R-function could do that task? Carsten [[alternative HTML version deleted]]

Can someone recommend a method to answer the following type of question: Suppose I have a coin with a probability hhh of coming up heads (and 1-hhh of coming up tails) I plan on flipping the coin nnn times (for example, nnn = 500) What is the expected probability or frequency of a run of rrr heads* during the nnn=500 coin flips? Moreover, I would probably (excuse the pun) want the answer for a

...f A, B and C are stored in //different arrays, not interleaved inline void ComplexMultiply( __m128d *Cr, __m128d *Ci, __m128d Ar, __m128d Ai, __m128d Br, __m128d Bi ) { // http://mathworld.wolfram.com/ComplexMultiplication.html // Cr = Ar * Br - Ai * Bi // Ci = Ai * Br + Ar * Bi __m128d real = _mm_mul_pd( Ar, Br ); __m128d imag = _mm_mul_pd( Ai, Br ); Ai = _mm_mul_pd( Ai, Bi ); Ar = _mm_...

Dear R experts, Did someone implemented French Curve yet? Or can anyone point me some papers that I can follow to implement it? thanks in advance for your help. Paul

Hi, pchisq -> distribution function dchisq -> density function pval is the area under the curve, to calculte it you use distribution function which is the integral of density function. See: http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm http://mathworld.wolfram.com/DistributionFunction.html f(x) density function F(x) distribution function =Pr(X<x)= integral(f(x)) Hoping I helped you! Regards Vito you wrote: Dear R helpers: Thanks for the previous reply. I am using Friedman racing test. According the the book "Pratical Nonprametric St...

hi i have data which i think is coming from a power law distribution P(X > a) = c/a^k and i would like to find the exponent and constant. i would like it to use my experimental data to find c and k. also, if i would like to create a new distribution, is it easy to add to R, if so, how is that done? thanks -gong __________________________________

Hi I'm fitting poisson and negative binomial distributions to event data. I'm interested in the expected number of events occuring in a time period. For the poisson this is determined by the parameter lambda only. For the neg. binomial, is the expected number of events determined by the parameter "mu" only or does parameter "size" influence the first moment as

Hi all, Is there function on R for calculating Modula generators? For example for primes above 100, e.g 157, i want to know which number generates the group under multiplication mod 157. i.e i want to find an element whose order is 156. The problem I occur is that modular arithmetic becomes inaccurate when dealing with large numbers. Thanks for any help given. Sam [[alternative HTML