search for: moment

I''m on a Win2K server environnement running ruby 1.8.5 and mongrel I''ve followed the tutorial and everything went fine until I start the service... Here is the output I''m getting : C:\ruby\bin??>mongrel_rails service::start -N inventaire One moment, start pending One moment, stopped One moment, stopped One moment, stopped One moment, stopped One moment, stopped .... and so on ( "One moment, stopped" message keeps popping) any idea? Guillaume Carbonneau -------------- next part -------------- An HTML attachment was scrubbed......

Dear Experts, If I have a vector of numbers x. (1) How can I write R code to compute the moments around zero of order one to four? (2) How can I write R code to compute the moments around the mean of order one to four? Thank you very much! -- View this message in context: http://r.789695.n4.nabble.com/Writing-R-code-for-moments-tp2967946p2967946.html Sent from the R help mailing list archi...

Hi. I was trying to calculate 2. order moment for a loggamma sample. Also, I checked it with the function mlgamma from the package actuar, which calculates moments based on loggamma parameters. Se below - I get big deviations. Numerical integration suggests that mlgamma gets it right. What fails in my attempt to use SLLN to estimate the 2. or...

...very much about statistics (and English language too :-( ), then I come in search of a clarification (explanation): I found two distinct results on KURTOSIS and I do not know which of them is the correct one. Any aid will be welcome! klebyn ################ CODE rnorm(1000) -> x library(moments) kurtosis(x) skewness(x) detach("package:moments") library(fBasics) kurtosis(x) skewness(x) detach("package:fBasics") R.version ################ OUTPUT > > rnorm(1000) -> x > > > library(moments) > > > kurtosis(x) [1] 3.145274 > sk...

...ned as: y=d*z+sqrt(.5+.5*x^2)*e (eq.1) where d is a parameter and, z, x, and e are gamma r.vs. The variables x (the one creating the heteroscedasticity) and z are assumed to be positively correlated. I thought that since the two terms on the rhs of eq.1 are uncorrelated the 3rd central moment of y should equal the sum of the 3rd central moments of the two terms on the rhs. This seems to be correct as long as x and z in eq1 are uncorrelated. But if I make x and z correlated the 3rd moment of y exceeds the sum of the 3rd moments of the terms on the rhs. My problem is that I cannot u...

hello all, my first post so bear with me i have been lossing hair over getting black and white 2 to run on wine i finally got it down to this h4x0r@Mainframe:~/.wine/drive_c/Program Files/Lionhead Studios/Black & White 2$ wine white.exe fixme:system:SystemParametersInfoW Unimplemented action: 112 (SPI_GETMOUSESPEED) fixme:powermgnt:GetSystemPowerStatus (): stub, harmless. wine: Call from

I checked the help and the mailing list archives, but I can find no mention of a routine that calculates higher moments like skewness and kurtosis. Of course, these are easy enough to write myself, but I was thinking that they MUST be in here. Am I wrong? Thanks. -Frank

...mum daily streamflows Mackenzie River mackenzieRiver = c(26600, 30300, 34000, 32000, 29200, 28300, 28600, 26400, 28300, 28800, 29000, 22100, 32900, 31800, 21600, 32100, 27000, 24800, 28000, 35000, 32000, 25000, 15800, 28800, 29900, 28000, 25600, 19700, 25700, 29500, 26800, 30000, 29500) # estimate moments moments = samlmu(mackenzieRiver, sort.data = TRUE) log.moments <- samlmu( log(mackenzieRiver), sort.data = TRUE ) # estimate parameters parGEV <- pelgev(moments) # GEV parPE3 <- pelpe3(moments) # Pearson parLPE3 <- pelpe3(log.moments) # log Pearson # plot result evplot(mackenzieR...

When going through my earlier post I find a mistake in the example that I provided. The correct version is provided below. I also start to suspect that my problem is that although the cumulant of a sum of independent variable is the sum of the cumulants, the moments of a sum is not the sum of the moments. But that might not be the only flaw in my application. Regards, Karl-Oskar #An example: library(moments) set.seed(1234) #create two uncorrelated gamma variates z1<-rgamma(100000,5,scale=sqrt(1/5)) z1<-z1-5*sqrt(1/5) x1<-rgamma(100000,10,scale...

moments::anscombe.test(x) does give errors when x has too few values or if all the values in x are the same > moments::anscombe.test(c(1,2,6)) Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed > moments::anscombe.test(c(2,2,2,2,2,2,2,2)) Error in if (pval >...

...those specific columns for missing values. However, there is no NA/NAN value in the dataset. I have also run kurtosis for those time series and I can get results. I have noticed the same issue was reported in the following post for python (scipy.stat) and the report mentions that there is a bug in moments package in R. I was wondering whether the issue has been resolved. https://github.com/scipy/scipy/issues/1950 Could anyone please help me with the error? I look forward to hearing from you. Regards, Sania [[alternative HTML version deleted]]

...t the same error message. As I have kurtosis value, it should be fine for the time being. However, in case if you have any other explanation behind the error, I will highly appreciate it. Best wishes, Sania On Thu, 15 Oct 2020 at 20:43, Bill Dunlap <williamwdunlap at gmail.com> wrote: > moments::anscombe.test(x) does give errors when x has too few values or if > all the values in x are the same > > > moments::anscombe.test(c(1,2,6)) > Error in if (pval > 1) pval <- 2 - pval : > missing value where TRUE/FALSE needed > > moments::anscombe.test(c(2,2,2,2,2,2,...

Dear R helpers If for a given data, I need to calculate Mean, Standard Deviation, Mode, Median, Skewness, Kurtosis, is there any package in R, which will calculate these moments? Individually I can calculate these, but if there is any function which will calculate these at a stretch, please let me know. Maithili The INTERNET now has a personality. YOURS! See your Yahoo! Homepage. [[alternative HTML version deleted]]

How to adapt this piece of code but for: - gamma distribution - 3 parameter log normal More specifically, where can I find the specification of the parameter (lmom) for pelgam() and pelln3()? Lmom package info just gives: pelgam(lmom), lelln3(lmom), where lmom is a numeric vector containing the L-moments of the distribution or of a data sample. # Draw an L-moment ratio diagram and add a line for the # Weibull distribution lmrd() weimom <- sapply( seq(0, 0.9, by=0.01), function(tau3) lmrwei(pelwei(c(0,1,tau3)), nmom=4) ) lmrdlines(t(weimom), col='darkgreen', lwd=2) source: http://rgm2....

Another bad case is > moments::anscombe.test(rep(c(1,1.1),length=35)) Error in if (pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed I haven't checked the formulas carefully, but I suspect the problem is from taking the cube root of a negative number in z <- (1 - 2/(9 * a) - ((1 - 2...

Respected Sir I have to select a probability distribution using L-moment Ratio Diagram. I am not understanding how to plot sample TAU3 and TUA4 on L-moment Ratio Diagram. Please Guide me Best Regards -- AMINA SHAHZADI Department of Statistics GC University Lahore, Pakistan. Email: amnakhan493@gmail.com amna_989@hotmail.com amna_989@yahoo.com [[alternative HTML versi...

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 avo...

On Fri, Feb 18, 2011 at 1:45 PM, Scot P. Floess <sfloess at nc.rr.com> wrote: > > I'd expect better behavior and conduct from someone who holds such a > title... <request for a learning moment> Since beauty is in the eye of the beholder(s), please select my most egregious post(s) and let me know said post(s) so that I have the opportunity to better modify my behavior with the result that we can focus on the business at hand. </request for a learning moment> kind regards/ldv/vad...

Hello, I estimated a model using SEM package in R, which was fit to a raw moment matrix, and includes an intercept term. The only goodness of fit statistics that are output are Model Chisquare, AIC, AICc, BIC, CAIC, and normalized residuals. How can I get the other goodness of fit statistics, like adjusted goodness of fit, RMSEA, and R-squared? And how can I get the final valu...

Dear R-list, I apologize for my many emails but I think I know how to desctribe my problem differently and more clearly. My question is how to compare linear models with intercept and those without intercept using maximizing adjusted R^2 strategy. Now I do it like the following: > library(leaps) > n=20 > x=matrix(rnorm(n*3),ncol=3) > b=c(1,2,0) > intercept=1 >