Displaying 20 results from an estimated 19138 matches for "momentous".
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momentos
2006 Aug 30
4
Mongrel service never starts
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
2010 Oct 08
2
Writing R code for "moments"
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 archive
2008 Jun 14
1
SLLN for loggamma fails for 2 order moments
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. order moments?
Code:
sum(rlgamma(10^6,25,2.6)^2)/10^6
2005 Dec 01
2
about comparison of KURTOSIS in package: moments and fBasics
Hello
I do not know 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")
2009 Dec 13
0
How to control the skewness of a heteroscedastic variable?
Dear listusers,
I don't know whether my problem is statistical or computational, but
I hope I could recieve some help in either case.
I'm currently working on a MC-simulation in which I would like to
control the skewness of a heteroscedastic dependent variable defined
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
2006 Jul 15
9
Wine, good, evil, and black and white 2
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
2004 Feb 09
2
moments, skewness, kurtosis
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
2010 Feb 22
1
lmom: plotting log Pearson Type III
Can anyone show me how to add a log Pearson type III plot using the
evdistq() command to an extreme value plot using the lmom package?
Attached sample code below...
Thanks in advance,
Dave
library(lmom)
# annual maximum daily streamflows Mackenzie River
mackenzieRiver = c(26600, 30300, 34000, 32000, 29200, 28300, 28600,
26400, 28300, 28800, 29000, 22100, 32900, 31800, 21600, 32100, 27000,
2009 Dec 13
0
How to control the skewness of a heteroscedastic variable? - A Correction
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
2020 Oct 15
0
package(moments) issue
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 > 1) pval <- 2 - pval :
missing value where TRUE/FALSE needed
You can use tryCatch() to
2020 Oct 15
2
package(moments) issue
Hi all,
While running the anscombe.test in R, I'm getting an error of *Error in if
(pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed* for a
few time series columns whereas for most of the series the function is
working fine. I have checked for those specific columns for missing values.
However, there is no NA/NAN value in the dataset.
I have also run kurtosis for
2020 Oct 15
2
package(moments) issue
Hi Bill,
Thanks for prompt reply and letting me know a way around it.
I have more than 1200 observations and not all the values are the same.
However, my data points are quite similar, for example,
0.079275, 0.078867, 0.070716 in millions and etc. I have run the data
without converting it to millions and I still get the same error
message. As I have kurtosis value, it should be fine for the
2009 Dec 01
2
Calculation of Central Moments
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.
2012 Jul 22
1
Adding gamma and 3-parameter log normal distributions to L-moments ratio diagram lmrd()
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
2020 Oct 15
0
package(moments) issue
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/a)/(1 + xx * sqrt(2/(a -
4))))^(1/3))/sqrt(2/(9 * a))
In R, the
2006 Dec 04
1
Help for L-moment Ratio Diagram
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 version deleted]]
2007 Sep 16
1
Factorial, L-moments, and overflows
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 avoids overflows?
I
2011 Feb 18
2
request for a learning moment
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
2012 Nov 22
1
SEM raw moment matrix
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 value of the
2007 May 21
4
How to compare linear models with intercept and those without intercept using minimizing adjs R^2 strategy
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
>