Displaying 20 results from an estimated 170 matches for "tau".

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2007 Aug 07

0

Goodman-Kruskal tau

On Wed, 1 Aug 2007, Upasna Sharma <upasna at iitb.ac.in> wrote:
> From: "Upasna Sharma" <upasna at iitb.ac.in>
> Subject: [R] Goodman Kruskal''s tau
>
> I need to know which package in R calculates the Goodman Kruskal''s
> tau statistic for nominal data. Also is there any implementation for
> multiple classification analysis (Andrews at al 1973) in R? Any
> information on this would be greatly appreciated.
As far as I kn...

2011 Nov 19

1

wald test: compare quantile regression estimators from different samples

...conditional on a specific characteristic and I would like to test whether such characteristic indeed affect the estimators. The problem in the test anova.rq is that the response variable should be the same, therefore I cannot use different samples.
Consider as an example the following:
Model 1:Q_y(tau|X,I=2) = X''beta(tau|I=2)
Model2;Q_y(tau|X,I=3) = X''beta(tau|I=3)
The first sample consider I=2 and the second I=3. I would like to test whether, at the quantile "tau", beta(tau|I=2) = beta(tau|I=3).
I have already tried to design a Wald test like:
W <- ((beta(tau|I=2)...

2009 Dec 11

2

How to calculte the power of a matrix

Dear R family
I have a following question.
Suppose I have a matrix as follows, for instance:
tau=
0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
0 0 0 0 1
1 0 0 0 0
I want to calculate (-m) power of tau, for example, m=893.
When I run tau^2, the outcome is just tau.
Any help would be appreciated.
thanks in advance.
best
moohwan

2007 Feb 22

0

Error in solve.default

...Y, s.e., df.se, corrs, prior, ...)
1: hblm(Diff ~ 1, s = SE)
>
> hblm
function(formula, s.e., df.se = Inf, corrs = F, prior = NULL, fast.calc = F,
...)
{
# hblm()
# main program to create hblm object
call <- match.call()
call.ab <- abbrev.hblm.call(call)
taumin <- (sum(1/s.e.^2))^-0.5
if(is.null(prior$error)) {
prior$error$df <- 1
prior$error$sd <- taumin
}
s.e..old <- s.e.
if(max(s.e.) == Inf)
s.e.[s.e. == Inf] <- taumin * 10000
wts <<- s.e...

2012 Mar 28

0

Major update: meta version 2.0-0

Version 2.0-0 of meta (an R package for meta-analysis) is now available
on CRAN. Changes are described below.
Yours,
Guido
Major revision
R package meta linked to R package metafor by Wolfgang Viechtbauer to
provide additional statistical methods, e.g. meta-regression and other
estimates for tau-squared (REML, ...)
New functions:
- metareg (meta-regression)
- metabias (generic method for function metabias)
- metabias.default (generic method for function metabias)
- metabias.meta (generic method for function metabias)
- metabias.rm5 (ge...

2012 Mar 28

0

Major update: meta version 2.0-0

Version 2.0-0 of meta (an R package for meta-analysis) is now available
on CRAN. Changes are described below.
Yours,
Guido
Major revision
R package meta linked to R package metafor by Wolfgang Viechtbauer to
provide additional statistical methods, e.g. meta-regression and other
estimates for tau-squared (REML, ...)
New functions:
- metareg (meta-regression)
- metabias (generic method for function metabias)
- metabias.default (generic method for function metabias)
- metabias.meta (generic method for function metabias)
- metabias.rm5 (ge...

2004 Jul 19

3

why won''t rq draw lines?

I''ve been trying to draw quantile linear regression lines across a scatterplot of my data using
attach(forrq)
plot(PREGNANT,DAY8,xlab="pregnant EPDS",ylab="postnatal EPDS",cex=.5)
taus <- c(.05,.1,.25,.75,.9,.95)
xx <- seq(min(PREGNANT),max(PREGNANT),100)
for(tau in taus){
f <- coef(rq(DAY8~PREGNANT,tau=tau))
yy <- (f[1]+f[2]*xx)
lines(xx,yy)
}
which is simply the method from the help file with my dataset...

2008 Sep 06

1

Help use try function with boot

...en R is large) thus I try to use
"try" to resolve. I put the try function in two cases:
case1: put the try in front of the boot
> c1.try<-try(boot(c1data, statistic = c1.fun, R=3999),silent=T)
> c1.try
[1] "Error in nls(formula = density ~ nmf(time, alpha, delta, psi,
tau, gamma), : \n Convergence failure: false convergence (8)\n"
attr(,"class")
[1] "try-error"
case2: put the try in front of the nls
c1.nmf<-try(nls(density~nmf(time, alpha, delta, psi, tau, gamma),
+ algorithm="port",data=c1,
+ lower=c(...

2002 Feb 11

0

profile

...e of the profiling. I''ve been looking at the
help page for profile.nls and also I hacked the codes for profile.nls (just
by typing profile.nls), but haven''t really found an efficient way to do it.
For say, my parameter eta1, I found that the profiler function works between
-1.6<tau<1.6. I adjusted the code in profile.nls to profile within that
range only (this is a very crude adjustment, see the code below). The new
profile works, and I can increase the number of points profiled (by changing
delta.t), but for some reason I cannot plot it. I get the following error
message:...

2012 Mar 08

1

sas retain statement in R or fitting differene equations in NLS

...are measured. Now, I want to estimate a model which says y=
yhat+epsillon as in standard nonlinear regression. Where yhat is the
predicted value of y.
yhat can be calculated as follows:
# This code illustrates how I could simulate the expected values of y if
I knew the values of the parameters tau and b.
# but in reality I would like to estimate them.
# code is for illustration of the principles and is not meant to be
functional!!
yaux[1]<-0
b<- a_number # b would have to become estimated by nls or nlme
tau<- another_number # tau would also be estimated in nls or nlme
for (t in 2:1...

2006 Sep 12

1

Kendall''s tau-c

Hello,
I can''t find a package which calculates Kendall''s tau-c. There is the
package Kendall, but it only calcuates Kendall''s tau-b.
Here is the example from
ttp://www2.chass.ncsu.edu/garson/pa765/assocordinal.htm.
cityriots <- data.frame(citysize=c(1,1,2,2,3,3),
riotsize=c(1,2,1,2,1,2), weight=c(4,2,2,3,0,4))
cityriots <...

2006 May 02

1

urppTest Z-tau? Z-alpha?

Hello,
Could someone give me a hint about what might be the difference between running urppTest
with Z-alpha and Z-tau in type=c("Z-alpha", "Z-tau")?
Is this the underlying equation:
delta_y(t) = mu + tau*timetrend+(1-rho)*y(t-1) + alpha_1*delta_y(t-1) + ... +
alpha_k*delta_y(t-k) + error term ?
I looked at Banerjee et al. mentioned in the fSeries documentation, but that didn''t help....

2018 Apr 06

1

Fast tau-estimator line does not appear on the plot

R-experts,
I have fitted many different lines. The fast-tau estimator (yellow line) seems strange to me?because this yellow line is not at all in agreement with the other lines (reverse slope, I mean the yellow line has a positive slope and the other ones have negative slope).
Is there something wrong in my R code ? Is it because the Y variable is 1 vector...

2009 Jun 09

5

Non-linear regression/Quantile regression

...s, but for my data I need some quadratic function.
So I guess, I have to use a nonlinear quantile regression. I tried the
example on the help page for nlrq with my data and it worked. But the
example there was with a SSlogis model. Trying to write
dat.nlrq <- nlrq(BM ~ I(Regen100^2), data=dat, tau=0.25, trace=TRUE)
or
dat.nlrq <- nlrq(BM ~ poly(Regen100^2), data=dat, tau=0.25, trace=TRUE)
(I don''t know the difference) both gave me the following error message:
error in getInitial.default(func, data, mCall = as.list(match.call(func, :
no ''getInitial'' meth...

2018 Apr 07

1

Fast tau-estimator line does not appear on the plot

...abline( reg1, col = "black" )
reg <- lmrob( Y ~ X )
abline( reg, col = "green" )
Huber <- rlm( Y ~ X )
abline( Huber, col="red" )
Tukey <- rlm( Y ~ X, psi = psi.bisquare )
abline( Tukey, col = "purple" )
L1 <- rq( Y ~ X, tau = 0.5 )
abline( L1, col = "blue" )
fast <- FastTau(model.matrix(~X),Y)
fast # save result, then print... avoid computing twice
# model matrix leads to first element of beta as constant and
# second element of beta as slope
abline( fast$beta, col="yellow" )...

2018 Mar 31

2

Fast tau-estimator line does ot appear on the plot

On 31/03/2018 11:57 AM, varin sacha via R-help wrote:
> Dear R-experts,
>
> Here below my reproducible R code. I want to add many straight lines to a plot using "abline"
> The last fit (fast Tau-estimator, color yellow) will not appear on the plot. What is going wrong ?
> Many thanks for your reply.
>
It's not quite reproducible: you forgot the line to create Dataset.
It's probably something like
Dataset <- data.frame(Y, Z)
> ##########
>
> Y=c(2,4,5,4,3,4,...

2011 Sep 27

1

Is there a "latex" summary function in the quantreg package for just 1 tau?

...ar wouldn''t work. I can
start opening the functions up, but I am wondering if I had missed some
function which is the one I should be using.
Here is an example session for a bunch of possible errors:
(Thanks)
data(stackloss)
y <- stack.loss
x <- stack.x
rq_object <- rq(y ~ x, tau = .5)
rq_object_summary <- summary(rq_object)
latex(rq_object)
# Error in UseMethod("latex") :
# no applicable method for ''latex'' applied to an object of class "rq"
latex(rq_object_summary)
# Error in UseMethod("latex") :
# no applicable metho...

2009 Aug 13

1

metafor random effects meta-analysis

Hello,
Great to see the new metafor package for meta-analysis.
I would like to perform a meta-analysis in which I initially calculate the intercept of the model with a nested random-effects structure. In lme, this would be
model<- lme(v3~1, random=~1|species/study, weights = varFixed(~Wt), method = "REML")
where multiple effects sizes are measured for some studies and more

2009 Dec 11

1

How could I find the inverse of a matrix?

Dear R family
I have a following question.
Suppose I have a matrix as follows, for instance:
tau=
0 0 0 0 1
1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
I want to have the inverse of the above matrix and then add some
exponent to it. That is, I want to calculate tau to the (-m). For
example, m=893.
Thanks in advance
Best regards
Moohwan Kim

2008 May 05

0

kendall tau a,b,c

hi,
i have 2 lists of ranks for which i''d like to compute kendall tau.
there are ties in the ranks which (to the best of my knowledge) means i
cant use tau a but rather b or c.
how does R handle that? are ties automatically detected (using
corr.test()) and is tau b/c computed instead of tau a?
also kendall does not work when values in list 1 do not occur in list...