Displaying 20 results from an estimated 96 matches for "teststat".
2008 Apr 04
1
Problems with Unit Root testing using ur.df function
...lags)
z.diff <- x[, 1]
z.lag.1 <- y[lags:n]
tt <- lags:n
if (lags > 1) {
z.diff.lag = x[, 2:lags]
if (type == "none") {
result <- lm(z.diff ~ z.lag.1 - 1 + z.diff.lag)
tau <- coef(summary(result))[1, 3]
teststat <- as.matrix(tau)
colnames(teststat) <- 'tau1'
}
if (type == "drift") {
result <- lm(z.diff ~ z.lag.1 + 1 + z.diff.lag)
tau <- coef(summary(result))[2, 3]
phi1.reg <- lm(z.diff ~ -1 + z.diff.lag)...
2003 Apr 25
2
About qvalue
Hello,
I'm apologize to have made failure before.
I wrote this : p<-scan("teststat.txt") on R and R returns Error in scan
("teststat.txt") : "scan" expected a real, got "x". I don't really
understand,because teststat has been created, so........
Thanks a lot.
Sandrine
---------------------------------------------------------...
2008 Jul 20
0
coin package (conditional inference / permutation): parameter teststat
Dear R-list members,
This is in fact a question about statistics, not directly
about the R software.
The coin package, for conditional inference through permutation
methods, has as it main function the function independence_test.
One of its parameters is teststat, about which the package
documentation says:
teststat: "a character, the type of test statistic to be applied:
either a standardized scalar test statistic (scalar), or
a maximum type statistic (max) or a quadratic form (quad).
My current problem is a two-sample (two-group) one, with
mu...
2004 Dec 19
0
[2.6 patch] remove outdated smbfs ChangeLog
...23:54:55.000000000 +0200
+++ /dev/null 2004-11-25 03:16:25.000000000 +0100
@@ -1,160 +0,0 @@
-ChangeLog for smbfs.
-
-2002-04-19 John Newbigin <jn@it.swin.edu.au>
-
- * Implementation of CIFS Extensions for UNIX systems, including soft
- and hard links.
-
-2001-08-03 Urban Widmark <urban@teststation.com>
-
- * *.c: Unicode support
-
-2001-08-23 Jochen Dolze <dolze@epcnet.de>
-
- * proc.c: Correct rsize/wsize computation for readX/writeX
-
-2001-0?-?? Urban Widmark <urban@teststation.com>
-
- * *.c: Add LFS
- * *.c: Move to a "driver" style handling of different serv...
2005 Jan 08
0
[2.6 patch] remove outdated smbfs ChangeLog (fwd)
...23:54:55.000000000 +0200
+++ /dev/null 2004-11-25 03:16:25.000000000 +0100
@@ -1,160 +0,0 @@
-ChangeLog for smbfs.
-
-2002-04-19 John Newbigin <jn@it.swin.edu.au>
-
- * Implementation of CIFS Extensions for UNIX systems, including soft
- and hard links.
-
-2001-08-03 Urban Widmark <urban@teststation.com>
-
- * *.c: Unicode support
-
-2001-08-23 Jochen Dolze <dolze@epcnet.de>
-
- * proc.c: Correct rsize/wsize computation for readX/writeX
-
-2001-0?-?? Urban Widmark <urban@teststation.com>
-
- * *.c: Add LFS
- * *.c: Move to a "driver" style handling of different serv...
2012 Jul 19
1
Change log(J) to log(J+1) to stop log(0) from occurring in harModel
...l) = c("harModel","lm");
return( model )
}#End HAR-RV-J if cond
if( type == "HARRVCJ" ){
# Are the jumps significant? if not set to zero:
if( jumptest=="ABDJumptest" ){
TQ = apply.daily(data, TQfun);
J = J[,1];
teststats = ABDJumptest(RV=RM1,BPV=RM2,TQ=TQ );
}else{ jtest = match.fun(jumptest); teststats = jtest(data,...) }
Jindicators = teststats > qnorm(1-alpha);
J[!Jindicators] = 0;
# Get continuus components if necessary RV measures if necessary:
Cmatrix = matrix( nrow = dim(RV...
2010 Apr 14
0
ur.df ADF Unit Root Test: what is the meaning of phi1 and phi2 test statistic?
...d below). Any help would be much appreciate.
Thanks,
Max
if (type == "drift") {
result <- lm(z.diff ~ z.lag.1 + 1)
phi1.reg <- lm(z.diff ~ -1)
phi1 <- anova(phi1.reg, result)$F[2]
tau <- coef(summary(result))[2, 3]
teststat <- as.matrix(t(c(tau, phi1)))
colnames(teststat) <- c("tau2", "phi1")
}
if (type == "trend") {
result <- lm(z.diff ~ z.lag.1 + 1 + tt)
phi2.reg <- lm(z.diff ~ -1)
phi3.reg <- lm(z.diff ~ 1)...
2011 Oct 06
1
Wilcox Test / Mann Whitney U Test
...tab2 = rbind(table(dropouts),table(remain))
ordTest = wilcox.test(x=dropouts,y=remain,correct=FALSE,exact=FALSE)
cumsum(colSums(tab2))
W = max(c(sum(rank(cbind(dropouts,remain))[1:length(dropouts)]),sum(rank(cbind(dropouts,remain))[-(1:length(dropouts))])))
n1 = length(dropouts)
n2 = length(remain)
testStat = (S-n1*(n1+n2+1)/2)/(sqrt(n1*n2*(n1+n2+1)/12))
2*(1-pnorm(testStat))
2012 Jul 19
1
Switching log(J) to log(J+1) to avoid log(0) in HAR-RVJ model
...quot;harModel","lm");
return( model )
}#End HAR-RV-J if cond
and this
if( type == "HARRVCJ" ){
# Are the jumps significant? if not set to zero:
if( jumptest=="ABDJumptest" ){
TQ = apply.daily(data, TQfun);
J = J[,1];
teststats = ABDJumptest(RV=RM1,BPV=RM2,TQ=TQ );
}else{ jtest = match.fun(jumptest); teststats = jtest(data,...) }
Jindicators = teststats > qnorm(1-alpha);
*J[!Jindicators] = 0;*
to
if( type == "HARRVCJ" ){
# Are the jumps significant? if not set to zero:
if( ju...
2009 Sep 26
1
mboost_1.1-3 blackboost_fit (PR#13972)
...boost_data") that is not
an S4 object
Simple test case that produce bug:
dt=expand.grid(y=c(2,3,4), x1=c(1,2), x2=c(1,2))
library(mboost)
bd=boost_dpp(y ~ .,data=dt, weights = NULL)
blackboost_fit(bd,
tree_controls = ctree_control(
teststat = "max",
testtype = "Teststatistic",
mincriterion = 0,
maxdepth = 2
),
fi...
2010 Aug 30
1
Johansen test
Hi all, I am working on exporting "Johansen test statistics" (Johansen test:
"ca.jo" in package "urca")to Excel. The problem is that the function output
is not a number, but like this:
#####################################################
# Johansen-Procedure Unit Root / Cointegration Test #
#####################################################
The value of the
2004 Jan 20
1
Re: Need help on how to list functions from a loaded package...
...olub et al. (1999)
mt.maxT Step-down maxT and minP multiple testing procedures
mt.plot Plotting results from multiple testing procedures
mt.rawp2adjp Adjusted p-values for simple multiple testing procedures
mt.reject Identity and number of rejected hypotheses
mt.sample.teststat Permutation distribution of test statistics and raw
(unadjusted) p-values
mt.teststat Computing test statistics for each row of a data frame
------------snip
With the information on what the function names are, I can now use the "?"
command on each of these functions.
But...
2010 May 30
2
Question about package coin
...;m wondering if it's possible to use independence_test to run a permutation test for some other statistic than the difference in means. For example, I'd like to run a permutation test using Welch's t instead of the difference in means.
The help for independence_test reveals that "teststat" is an argument which allows for specification of standardized scalar test statistic, a maximum type statistic, or a quadratic form. I cannot, however, figure out if it is possible to specify how the statistic should be calculated by, for example, supplying a function.
There are other mentio...
2002 Jul 27
6
mode=777 does not work as fstab option
I need to mount a samba share as mode 777, so all users can
read/write/delete/create.
I have this as fstab entry
//host/public /mnt/home smbfs
auto,uid=user,umask=000,defaults,username=Perkins,password=
see, i've had to put uid=user just to get it owned by user user, so i could
edit files
i put mode=777, but it does nothing.
i want to let all users read/write/create/delete
2009 Feb 19
1
deliver
I am new and for sure I did something stupid
I trying to use dovecot with sendmail
but I am receiving this error
teststat deliver(usertest): net_connect(/var/run/dovecot/auth-master)
failed: Permission denied
stat=Deferred: local mailer (/usr/libexec/dovecot/deliver) exited with
EX_TEMPFAIL
on send mail I added
FEATURE(`local_procmail', `/usr/libexec/dovecot/deliver',`deliver -d $u')
MODIFY_MAILER_FLAGS(`...
2010 Feb 03
0
mboost: how to implement cost-sensitive boosting family
...<- weighted.mean(y > 0, w)
1/(10+1) * log(10*p/1*(1 - p))
}
CSAdaExp <- Family(ngradient = ngradient, loss = loss, offset = offset);
model.blackboost <- blackboost(tr[,1:DIM], tr.y, family=CSAdaExp,
weights=tr.w, control=boost_control(mstop=100, nu=0.1),
tree_controls=ctree_control(teststat = "max",testtype =
"Teststatistic",mincriterion = 0,maxdepth = 10));
or
#loss <- function (y, f)
#{
# exp(-y * f * ifelse(y==1,COST_FN,COST_FP))
#}
#ngradient <- function (y, f, w = 1)
#{
# y * ifelse(y==1,COST_FN,COST_FP) * exp(-y * f * ifelse(y==1,COST_FN,COST_FP...
2009 Jan 12
1
Extraction from an output
.... Here is an example from authors' test:
> library("coin")
> lungtumor <- data.frame(dose = rep(c(0, 1, 2), c(40, 50, 48)), tumor = c(rep(c(0, 1), c(38, 2)), rep(c(0, 1), c(43, 7)), rep(c(0, 1), c(33, 15))))
> ca.test<-independence_test(tumor ~ dose, data = lungtumor, teststat = "quad")
> ca.test
Asymptotic General Independence Test
data: tumor by dose
chi-squared = 10.6381, df = 1, p-value = 0.001108
How to use ca.test and extract p-value and chi-squared.
Robert
2012 Apr 03
1
object of type 'S4' is not subsettable
hey there!
The object 'cit' contains:
> cit
#####################################################
# Johansen-Procedure Unit Root / Cointegration Test #
#####################################################
The value of the test statistic is: 5.3484 9.0681 10.6433
---------------
I want R to save the value 5.3484 in a new object. I am used to use the
command x=cit[a] where a
2012 Jan 09
2
Unexpected results using the oneway_test in the coin package
...(joint ranking)
NDWD <- oneway_test(breeding ~ habitat, data = mydata,
ytrafo = function(data) trafo(data, numeric_trafo = rank),
xtrafo = function(data) trafo(data, factor_trafo = function(x)
model.matrix(~x - 1) %*% t(contrMat(table(x), "Tukey"))),
teststat = "max", distribution = approximate(B = 900000))
### global p-value
print(pvalue(NDWD))
### sites-by-site p values at alpha = 0.01 (page 244)
print(pvalue(NDWD, method = "single-step"))
I should be detecting some non-significance between groups I and III at least, but the...
2006 May 03
1
Permutation test of marked point pattern
...whether random mean values smaller than the observed mean value occur
less than 5% of the time. I suppose 1000 permutations would be a
reasonable starting point (the ppp object has 27 points).
so far, I've figured out how to:
-create a marked ppp object: ms.ppp
-calculate my test statistic:
teststat <- mean(abs(markstat(ms.ppp, diff, N=2)))
-randomly allocate marks to a point pattern:
Y <- rlabel (ms.ppp, labels=ms.ppp$marks, permute=TRUE)
I have looked at perm.test{exactRankTests} and perused the R help
archive but haven't been able to find how to work the permutation test
with a...