search for: rstable

Dear all, I am trying to use the rstable(n, alpha, beta, gamma = 1, delta = 0, pm = c(0, 1, 2))) function to generate positive stable random numbers. For positive stable distribution, beta==1 and alpha is in (0,1), which defines random variables with support (0, infinity). So, I used rstable(100, 0.5, 1) for an example. I found that thi...

...reports parameter estimates). I cannot work out the scale on which the dispersion parameter (some function of the standard deviation if the data are normal) is reported. The location parameter i.e. the mean is obvious. For example: set.seed(1234) # Simulate normal data with mean 5 and sd 2 using rstable> normal5.2<-rstable(10000,loc=5,disp=2/sqrt(2),skew=0,tail=2) mean(normal5.2) [1] 5.010073 sd(normal5.2) [1] 2.005362 # summary(lm(normal5.2~1)) yields similar results fittest<-stablereg(y=normal5.2,loc=~1,disp=~1,iloc=5,idisp=2/sqrt(2),iskew=0,itail=2,oskew=F,otail=F) # Normal model,...

Hi everyone, when I use the two sample Kolmogorov¨CSmirnov ks2Test like this: x=read.table("e:/x.txt") y=rstable(1000,alpha,beta,gamma,delta) I alway get results as follows: Warning messages: 1: In ks.test(x = x, y = y, alternative = "two.sided") : cannot compute correct p-values with ties 2: In ks.test(x = x, y = y, exact = TRUE, alternative = "two.sided") : cannot compute corre...

...vely. This package was used to produce the results published in the paper 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 -- -------------------------------------------------------- Phi...

Hello, I need a specific version of R installed for consistency reasons. I do the standard setup steps: echo "deb https://cran.ma.imperial.ac.uk/bin/linux/ubuntu trusty/" | sudo tee -a /etc/apt/sources.list sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-keys E084DAB9 sudo apt-get update And then a simple install call, which used to work just fine some time ago, tosses an

...meter value") independence <- switch(name, clayton = (theta == 0), gumbel = (theta == 1), frank = (theta == 0), BB9 = (theta[1] == 1), GIG=FALSE) U <- runif(n * d) U <- matrix(U, nrow = n, ncol = d) if(independence) return(U) Y <- switch(name, clayton = rgamma(n, 1/theta), gumbel = rstable(n, 1/theta) * (cos(pi/(2 * theta)))^theta, frank = rFrankMix(n, theta), BB9 = rBB9Mix(n, theta), GIG = rGIG(n,theta[1],theta[2],theta[3])) Y <- matrix(Y, nrow = n, ncol = d) phi.inverse <- switch(name, clayton = function(t, theta) //where is t comming from, what is phi inverse { (1 + t)^(-1/t...

I have a R script that I call from python using rpy2. It uses dplyr, doBy, and ggplot2. The script has install.packages commands for these 3 packages. Even thought the packages are already installed it still downloads, builds, and installs them, which is very time consuming. Is there a way to have it only do the install if the package is not already installed? Also, I run in a docker container,

Dear Larry, Have a look at https://github.com/inbo/rstable That is a dockerfile with a stable version of R and a set of packages. Best regards, ir. Thierry Onkelinx Statisticus / Statistician Vlaamse Overheid / Government of Flanders INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE AND FOREST Team Biometrie & Kwaliteitszorg / T...

Hi guys Is there a way in R to simulate/generate random numbers from a negative skewed and fat tailed distribution ? I would like to simulate a set of (discrete) data. Regards, Carlos Carlos http://www.nabble.com/file/p25783889/graph.png graph.png -- View this message in context: http://www.nabble.com/Simulate-negative-skewed%2C-fat-tailed-distribution-tp25783889p25783889.html Sent from the

On Wed, Nov 29, 2017 at 11:20 AM, Thierry Onkelinx <thierry.onkelinx at inbo.be> wrote: > Dear Larry, > > Have a look at https://github.com/inbo/rstable That is a dockerfile > with a stable version of R and a set of packages. Thank you very much. This is very useful to me. > 2017-11-29 15:28 GMT+01:00 Larry Martell <larry.martell at gmail.com>: >> I have a R script that I call from python using rpy2. It uses dplyr, doBy, >&gt...

...ar Krzysztof, I would suggest to have a look at Docker images. https://hub.docker.com/r/rocker/r-ver/ provides images for different versions of R. You could even create your own image with all the packages and other dependencies that you need. See e.g. our image at https://hub.docker.com/r/inbobmk/rstable/ Best regards, ir. Thierry Onkelinx Statisticus / Statistician Vlaamse Overheid / Government of Flanders INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE AND FOREST Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance thierry.onkelinx at inbo.be Hav...

I have received three distinct (non-)bug reports where someone claimed a recent package of mine was broken ... simply because the macOS binary was not there. Is there something wrong with the cronjob providing the indices? Why is it pointing people to binaries that do not exist? Concretely, file https://cloud.r-project.org/bin/macosx/el-capitan/contrib/3.4/PACKAGES contains Package: