search for: noncentral

Displaying 20 results from an estimated 67 matches for "noncentral".

2008 Feb 21
1
anova power calculations
...B, and D and 50 subjects in group C. Determine the power under this subject allocation scheme. For this one I am doing: # Quantile of the cutoff point in the central F central.quant = qf(.05, J - 1, N - J, lower.tail = FALSE) weighted.means = data.frame(Mean = means, Weight = c(10, 10, 50, 10)) # Noncentrality parameter for unbalanced ANOVA noncentral.param = 0 for(i in 1:length(weighted.means$Mean)) { noncentral.param = (noncentral.param + weighted.means$Weight[i] * (weighted.means$Mean[i] - mean(weighted.means$Mean)) ^ 2) } noncentral.param = noncentral.param / within.var # P...
2008 Oct 09
3
solve cdf for noncentrality (PR#11527)
Full_Name: Jerry W. Lewis Version: 2.7.0 OS: Windows XP Professional Submission from: (NULL) (198.180.131.16) If you are saying that there is no need to solve for the noncentrality parameter, please justify this amazing assertion. If you are saying that this need is already adequately addressed in R, then please enlighten me.
2006 Dec 10
1
Noncentral t & F distributions
Dear List: The square of the noncentral t-statistic with noncentrality parameter \delta is a noncentral F with noncentrality parameter \lambda=\delta^2. So, t^2_{\nu,\delta} = F_{1,\nu,\lambda=\delta^2}. Consequently, it should follow that t^2_{1-\alpha/2,\nu,\delta} = f_{1-alpha,1,\vu,\lambda=\delta^2}. However, this is not what i...
2004 Sep 23
1
noncentrality paramter in power.anova.test (PR#7244)
Full_Name: Version: 1.9.0 OS: Windows XP Submission from: (NULL) (134.126.93.191) I believe the noncentrality parameter, lambda, in power.anova.test is incorrect. The noncentrality paramter is defined as lambda <- (groups - 1) * n * (between.var/within.var). The n should not be there. The function pf defines the noncentrality parameter as the sum of squares of the means. Therefore, the noncentrality...
2009 Oct 26
0
MLE for noncentral t distribution
...;d be really grateful... gamlss has a great documentation, but it's a bit overwhelming. Kind regards Susanne **************************** Susanne Balzer PhD Student Institute of Marine Research N-5073 Bergen, Norway Phone: +47 55 23 69 45 susanne.balzer at imr.no www.imr.no > [R] MLE for noncentral t distribution > Spencer Graves spencer.graves at pdf.com > Fri May 9 16:32:47 CEST 2008 > > * Previous message: [R] MLE for noncentral t distribution > * Next message: [R] MLE for noncentral t distribution > * Messages sorted by: [ date ] [ thread ] [ subject ] [ aut...
2002 Jan 08
1
Memory Allocation in R and S-Plus: And functions from R to S-Plus
...at doing simulations for whatever reason(s). I was wondering if anyone could enlighten me on the differences in the memory usage/allocation (preferably in layman's terms!). The reason I ask this is because of a simulation I am trying to run. In it, I need to use the pt( ) function with a noncentrality argument. The pt( ) function in S-Plus does not allow for a noncentral parameter, so I need to use R. This is fine, but for some reason, R is taking a huge amount of time, but doing the same thing in S-Plus (without the noncentral parameter in pt( )) does not take much time at all. So, m...
2005 Oct 11
2
Sometimes having problems finding a minimum using optim(), optimize(), and nlm() (while searching for noncentral F parameters)
Hi everyone. I have a problem that I have been unable to determine either the best way to proceed and why the methods I'm trying to use sometimes fail. I'm using the pf() function in an optimization function to find a noncentrality parameter that leads to a specific value at a specified quantile. My goal is to have a general function that returns the noncentrality parameter that leads to a given value at a defined quantile. For example, with 5 and 200 degrees of freedom, what noncentrality parameter has at its .975 qua...
2011 Apr 03
1
Inverse noncentral Beta
Hello I could not find whether there is any R-function that implements the inverse of a noncentral Beta. Could someone out there tell me where I can find it? Or how to implement it? Many thanks Ed [[alternative HTML version deleted]]
2009 Mar 08
2
prcomp(X,center=F) ??
I do not understand, from a PCA point of view, the option center=F of prcomp() According to the help page, the calculation in prcomp() "is done by a singular value decomposition of the (centered and possibly scaled) data matrix, not by using eigen on the covariance matrix" (as it's done by princomp()) . "This is generally the preferred method for numerical accuracy"
2008 May 08
3
MLE for noncentral t distribution
...) ## loading package stats4 ll<-function(lambda,alfa) {n<-200 x<-x.gam -n*alfa*log(lambda)+n*log(gamma(alfa))-(alfa- 1)*sum(log(x))+lambda*sum(x)} ## -log-likelihood function est<-mle(minuslog=ll, start=list(lambda=2,alfa=1)) Is anyone how how to write down -log-likelihood function for noncentral t distribution? Thanks a lot!! Kate [[alternative HTML version deleted]]
2005 Oct 24
1
Problems with pf() with certain noncentral values/degrees of freedom combinations
Hello all. It seems that the pf() function when used with noncentral parameters can behave badly at times. I've included some examples below, but what is happening is that with some combinations of df and ncp parameters, regardless of how large the quantile gets, the same probability value is returned. Upon first glance noncentral values greater than 200 may...
2006 Jun 30
1
Random numbers from noncentral t-distribution
Hi there: I'd thought these two versions of noncentral t-distribution are essentially the same: > qqplot(rt(1000,df=20,ncp=3),qt(runif(1000),df=20,ncp=3)) But, the scales of the x-axis and the y-axis are quite different according to the QQ-plot. Did I make any mistakes somewhere? Thanks, Long ---------------------...
2006 Jul 01
1
noncentral F-distributed random numbers (PR#9055)
Full_Name: Long Qu Version: 2.3.1 OS: Windows XP Submission from: (NULL) (64.113.93.235) The QQ-plot of two versions of simulating noncentral F-distributed random numbers has quite different scales: > qqplot(rf(1000,2,15,3),qf(runif(1000),2,15,3)) The rf() function reads: > rf function (n, df1, df2, ncp = 0) { if (ncp == 0) .Internal(rf(n, df1, df2)) else rchisq(n, df1, ncp = ncp)/rchisq(n, df2) } <environmen...
2007 Sep 11
1
Fitting Data to a Noncentral Chi-Squared Distribution using MLE
...ask for the mle of the parameters. Error in besselI(x, nu, 1 + as.logical(expon.scaled)) : Non-numeric argument to mathematical function In addition: Warning message: NaNs produced in: sqrt(x = xx) I am also anticipating another problem in that depending on the definition of the noncentral chi-squared distribution used, the parameters I provide the optimiser to start with lambda and k, may not be acceptable as they are doubles as opposed to integers. Does anybody have any experience with the fitting of these distributions? Best Wishes Terence audaces fortuna iuva...
2001 Sep 08
0
R-function available for noncentral hypergeometric distribution
For those who are interested, I have made available a R function for noncentral hypergeometric distribution at http://www.geocities.com/jg_liao/software/Hypergeometric/hypergeometric_in_R.txt The paper that describes the algorithm will appear in The American Statistician. The function does not run on S-plus as the R's scoping rule is used. Here is how the function can...
2005 Nov 01
1
Doubly Non-Central F-Distribution
Hello All, Has anyone written a function for the distribution function of a *doubly* non-central F-distribution? I looked through the archives, but didn't find anything. Thanks! Wolfgang
2001 Jan 09
2
quantile function for noncentral f-distribution
hello R-friends, I'm looking for a quantile function for the noncentral f-distribution in the area of equivalence hypotheses testing. Can somebody help me? Many thanks ----------------------------------------------------------------- Dipl. Inform. J. Hedderich Institut f?r Medizinische Informatik Phone : 0431 / 5973182 und Statisti...
2007 Sep 11
0
Fitting data to chi-squared or noncentral chi-squared distributions
Does anybody have any experience fitting data to the non-central chi-squared or chi-squared distribution? I am trying to fit some data to this distribution but there is error after error. audaces fortuna iuvat --------------------------------- [[alternative HTML version deleted]]
2008 Apr 04
0
looking for a CDF of bivariate noncentral Chisquare
Hi, I would like to know if there is a program written in R to get the CDF (cumulative distribution function) of a bivariate non-central chi-square distribution. Hope someone will reply. Thank you, Rossita M Yunus yunus@usq.edu.au This email (including any attached files) is confidentia...{{dropped:19}}
2006 May 18
1
Noncentral dt() with tiny 'x' values (PR#8874)
Full_Name: Mike Meredith Version: 2.3.0 OS: WinXP SP2 Submission from: (NULL) (210.195.228.29) Using dt() with a non-centrality parameter and near-zero values for 'x' results in erratic output. Try this: tst <- c(1e-12, 1e-13, 1e-14, 1e-15, 1e-16, 1e-17, 0) dt(tst,16,1) I get: 0.2381019 0.2385462 0.2296557 0.1851817 0.6288373 3.8163916 (!!) 0.2382217 The 0.238 values are okay,