search for: teststat

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[2.6 patch] remove outdated smbfs ChangeLog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[2.6 patch] remove outdated smbfs ChangeLog (fwd)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...