Displaying 9 results from an estimated 9 matches for "y_j".
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2007 Feb 01
3
Help with efficient double sum of max (X_i, Y_i) (X & Y vectors)
Greetings.
For R gurus this may be a no brainer, but I could not find pointers to
efficient computation of this beast in past help files.
Background - I wish to implement a Cramer-von Mises type test statistic
which involves double sums of max(X_i,Y_j) where X and Y are vectors of
differing length.
I am currently using ifelse pointwise in a vector, but have a nagging
suspicion that there is a more efficient way to do this. Basically, I
require three sums:
sum1: \sum_i\sum_j max(X_i,X_j)
sum2: \sum_i\sum_j max(Y_i,Y_j)
sum3: \sum_i\sum_j max(X_...
2024 Jan 23
0
Quantiles of sums of independent discrete random variables
...i with n_i (= 5 to 20) values each,compute quantiles of the distribution of the sum X = X_1+...+X_k.
Here X has n=n_1 x n_2 ... n_k distinct values which is too large to list them all together with
their probabilities.
I tried several approaches:
(A) Convolution:
each X_j is approximated with Y_j=X_j+Z, where Z is
an N(0,sigma) variable with small sigma. Then Y_j is a probability mixture of the normal
variables N(x_j,sigma), where the x_j runs over all values of X_j, and has a highly oscillatory density.
The density of Y=\sum Y_j is the convolution of the densities of the Y_j.
I need this...
2013 Nov 19
1
Generación de números aleatorios. Mixtura k-puntos
...probabilidad
discreta {p_j} mediante kernel gamma. En el siguiente código F es la
función Keg:
# Distribución empírica suavizada
# Valores que toma la variable y su probabilidad puntual
y <- c(1, 1.3, 1.5, 2.1, 2.8)
k <- length(y)
# Frecuencia o número de veces de cada observación y_j
s <- c(1, 1, 2, 3, 1)
n <- sum(s) # Número de observaciones
# Conjunto de riesgo. Número de observaciones mayores o iguales a cada valor
# que toma la variable aleatoria (a cada y_j)
r <- sort(cumsum(s), decreasing = TRUE)
# Kernel gamma
# Probabilidades discretas a suavizar
p...
2006 Dec 14
3
Model formula question
...Basically, I have a dataset which I would like to model in terms of
successive increments, i.e. (y denote empirical values of y)
y_1 = y1,
y_2 = y1 + delta1,
y_3 = y1 + delta1 + delta2.
...
y_m = y1 + sum_2^m delta j
where delta_j donote successive increments in the y-values, i.e.
delta j = y_j - y_(j-1).
In order to estimate y-values, I'm assuming that delta j is
approximately equal to kj**u, such that my regression model should be
something like this:
^y_1 = a1
^y_2 = a1 + k2**u
^y_3 = a1 + k2**u + k3**u
...
^y_m = a1 + k2**u + k3**u + ... + km**u
or, generically
^yi = a1 +...
2009 Apr 02
1
matrix vectorization or something else??
...ave been answered elsewhere, and I have looked on the web, but nothing helps. I am trying to do the following:
X<-matrix(c(1:15),nrow=3,byrow=T)
Y<-matrix(c(2,4,6,8,10),ncol=1)
I need to sum the product of each row of X by the remaining j rows multiplied by j y values (i.e sum( t(x_i) x_j y_j) )
Hope this makes sense.
Thanks in advance.
Ps: how do I reference all the help that I have had from the R: team?
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2007 May 21
1
Sample correlation coefficient question NOT R question
...ulating the
sample correlation coefficient cor(x_t,y_t) between say
two variables, x_t and y_t t=1,.....n ( one can assume that the
variables are in time but I don't think this really matters
for the question ), does someone know where I can find any piece of
literature that says that each (x_j,y_j) pair has
To be independent from the other (x_i,y_i) pairs (j doesn't equal i )
in order for the calculation to have any reasonable meaning. This
makes perfect sense to me but I need it official writing so I can show
it to someone else because I don't know how to explain it.
Obviously, th...
2006 Dec 14
0
Model formula
...Basically, I have a dataset which I would like to model in terms of
successive increments, i.e. (y denote empirical values of y)
y_1 = y1,
y_2 = y1 + delta1,
y_3 = y1 + delta1 + delta2.
...
y_m = y1 + sum_2^m delta j
where delta_j donote successive increments in the y-values, i.e.
delta j = y_j - y_(j-1).
In order to estimate y-values, I'm assuming that delta j is
approximately equal to kj**u, such that my regression model should be
something like this:
^y_1 = a1
^y_2 = a1 + k2**u
^y_3 = a1 + k2**u + k3**u
...
^y_m = a1 + k2**u + k3**u + ... + km**u
or, generically
^yi = a1 +...
2003 Jun 30
2
spatial correlation test
hello,
I want to do a test for spatial correlation.
I tried it with geary.test() but I don't understand the required input.
x= a numeric vector the same length as the neighbours list in listw (my
sampled data, I assume)
listw= a listw object created for example by nb2listw (well when I check
nb2listw() I get to "neighbours - an object of class nb" - but I couldn't
figure
2004 Aug 27
1
selecting unique columns of a matrix/data frame
...ng you need for any
> > other view. It's knowing you need to that's the problem.
>
> Good idea, but perhaps not phrased sharply enough to catch the user's
> eye. How about something like this:
>
> "Notice that image() interprets a matrix as a table of f(x_i, y_j), so
> the x axis corresponds to row number and the y axis to column number
> (bottom to top)."
>
> and then use Brian's one-liner in the examples section?
>
> --
> O__ ---- Peter Dalgaard Blegdamsvej 3
> c/ /'_ --- Dept. of Biostatistics...