Displaying 20 results from an estimated 31 matches for "yules".
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rules
2008 Jul 14
2
how to correlate nominal variables?
Dear R-Users,
I need functions to calculate Yule's Y or Cram?rs Index, in order to
correlate variables that are nominally scaled?
Am I wrong? Are such functions existing?
Sincerely,
Timo
2009 Nov 13
2
AR(2) modelling
Hi useRs,
I'm trying to fit a basic AR(2) model with the 'ar' function. And when
I try to check the value of the coefficients, I could not find the
same value as the 'ar' function.
Here is my example:
myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236)
#plot(myserie, type="l")
myserieminus0 <- tail(myserie, -2)
myserieminus1 <-
2009 Nov 13
2
AR(2) modelling
Hi useRs,
I'm trying to fit a basic AR(2) model with the 'ar' function. And when
I try to check the value of the coefficients, I could not find the
same value as the 'ar' function.
Here is my example:
myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236)
#plot(myserie, type="l")
myserieminus0 <- tail(myserie, -2)
myserieminus1 <-
2008 Jun 27
1
Yule Kendall resistant measure of skewness
Dear R Users,
Is anyone aware of a package which calculates the Yule Kendall resistant
(to errors,outliers) measure of skewness ? An easy calculation to perform,
but was just wondering if a package exists (as the contents of that
package would probably include other cool things I would also be
interested).
Thanks,
Tolga
Generally, this communication is for informational purposes only
and it
2010 Apr 08
1
incomplete final line found by readTableHeader
Hi
I am trying this
> x <- read.table("/home/kenji/1245/GDS1_2grps_.cls", header = F, skip = 2)
> x <- read.table("/home/kenji/1246/MYCset.cls", header = F, skip = 2)
Warning message:
In read.table("/home/kenji/1246/MYCset.cls", header = F, skip = 2) :
incomplete final line found by readTableHeader on
'/home/kenji/1246/MYCset.cls'
Here are the
2018 May 09
3
NAs produced by integer overflow, but only some time ...
I have problem with integer overflow that I cannot understand.
I have a character vector curr.lemmas with the following properties:
length(curr.lemmas) # 61224
length(unique(curr.lemmas)) # 2652
That vector is the input to the following function:
yules.k1 <- function(input) {
m1 <- length(input); temp <- table(table(input))
m2 <- sum("*"(temp, as.numeric(names(temp))^2))
return(10000*(m2-m1) / (m1*m1))
}
When I run this, I get the following output:
[1] NA
Warning message:
In m1 * m1 : NAs produced by integer overf...
2000 Jun 20
1
pacf
Dear list,
according to the documentation of acf{ts}
"the partial correlation coefficient is estimated by fitting
autoregressive models of successively higher orders up to lag.max. "
However, R seems to return the Yule-Walker estimates of the PACF by
default. You can check this using c(1:10) as the series: the YW
estimates are 0.7000000 and -0.1527035 for lags 1 and 2 . If the PACF
2018 May 09
0
NAs produced by integer overflow, but only some time ...
...1224L).
c) 61224*61224 > 2^31-1 so that answer cannot fit into an integer.
d) Exponentiation is a floating point operation so the result of 61224L^2L is a floating point answer that CAN fit into the 53bit mantissa of a double precision value, so no overflow occurs.
e) Defining a function like yules.k1 and never showing how you called it does not constitute a reproducible example. To avoid such gaffes you can use the reprex package to confirm that the errors shown in your question are in fact reproducible.
f) On this mailing list, the fact that you are using RStudio is at best irrelevant, and...
2003 Nov 25
5
Parameter estimation in nls
I am trying to fit a rank-frequency distribution with 3 unknowns (a, b
and k) to a set of data.
This is my data set:
y <- c(37047647,27083970,23944887,22536157,20133224,
20088720,18774883,18415648,17103717,13580739,12350767,
8682289,7496355,7248810,7022120,6396495,6262477,6005496,
5065887,4594147,2853307,2745322,454572,448397,275136,268771)
and this is the fit I'm trying to do:
nlsfit
2012 Feb 10
3
Help needed please
I have coded a time series from simulated data:
simtimeseries <- arima.sim(n=1024,list(order=c(4,0,0),ar=c(2.7607, -3.8106, 2.6535, -0.9258),sd=sqrt(1)))
#show roots are outside unit circle
plot.ts(simtimeseries, xlab="", ylab="", main="Time Series of Simulated Data")
# Yule ----------------------------------------------------------------------------
q1 <-
2018 May 09
1
NAs produced by integer overflow, but only some time ...
...2^31-1 so that answer cannot fit into an integer.
>
> d) Exponentiation is a floating point operation so the result of 61224L^2L
> is a floating point answer that CAN fit into the 53bit mantissa of a double
> precision value, so no overflow occurs.
>
> e) Defining a function like yules.k1 and never showing how you called it
> does not constitute a reproducible example. To avoid such gaffes you can
> use the reprex package to confirm that the errors shown in your question
> are in fact reproducible.
>
> f) On this mailing list, the fact that you are using RStudio is...
2011 Jul 07
3
AR vs ARIMA question
Dear R People:
Here is some output from AR and ARIMA functions:
> xb <- arima.sim(n=120,model=list(ar=0.85))
> xb.ar <- ar(xb)
> xb.ar
Call:
ar(x = xb)
Coefficients:
1
0.6642
Order selected 1 sigma^2 estimated as 1.094
> xb.arima <- arima(xb,order=c(1,0,0),include.mean=FALSE)
> xb.arima
Call:
arima(x = xb, order = c(1, 0, 0), include.mean = FALSE)
2010 Dec 08
1
Newbie - want to view code for a function
Brand new to R
Want to understand the algorithm used in yule-walker time series
autoregression model
I assume there is a way to see the source for ar.yw
I also assume that everybody except me knows how
Could someone suggest to me how to find out
I've looked thru some of the documenttion - there's a lot - and
apparently I haven't looked the right place.
Thanks in advance
Dick
2011 Jan 17
0
Fw: Re: help in calculating ar on ranked vector
--- On Mon, 1/17/11, Raymond Wong <raywong365@yahoo.ca> wrote:
From: Raymond Wong <raywong365@yahoo.ca>
Subject: Re: [R] help in calculating ar on ranked vector
To: "Uwe Ligges" <ligges@statistik.tu-dortmund.de>
Received: Monday, January 17, 2011, 11:56 AM
Thanks Uwe:
Here is my code. the first set of print statements work, but not the second.
#
2018 May 09
2
NAs produced by integer overflow, but only some time ...
...a floating point answer that CAN fit into the 53bit mantissa of a double precision value, so no overflow occurs.
Yes, that's all great and I knew that from
<https://stackoverflow.com/questions/8804779/what-is-integer-overflow-in-r-and-how-can-it-happen>.
> e) Defining a function like yules.k1 and never showing how you called it does not constitute a reproducible example. To avoid such gaffes you can use the reprex package to confirm that the errors shown in your question are in fact reproducible.
Responding to a post and never seeing that the provided code does
actually show how I ca...
2011 Mar 29
1
Simple AR(2)
Hi there, we are beginners in R and we are trying to fit the following time
series using ar(2):
> x <- c(1.89, 2.46, 3.23, 3.95, 4.56, 5.07, 5.62, 6.16, 6.26, 6.56, 6.98,
> 7.36, 7.53, 7.84, 8.09)
The reason of choosing the present time series is that the we have
previously calculated analitically the autoregressive coefficients using
the direct inversion method as 1.1, 0.765, 0.1173.
1997 Aug 29
1
R-beta: ar
I have been trying to get a working version of ar, since I have used it
in several calculations in the test suite for my time series library.
The following limited version (order.max must be specified and other
short comings) works more or less, but the results differ by more than
I would expect from those given by Splus. I have tried several
variations with no success. If anyone can see a reason
2018 Sep 09
2
Confusion about linear prediction within flac
Hi,
I'm researching lossless compression for a highschool mathematics
research essay and am fairly confused about how the linear prediction
coefficients are solved for within flac.
As far as I understand, Levinson Durbin Recursion is used to solve for
these coefficients, however, what I don't understand is what the
toeplitz matrix is composed of. I found sources using samples from
within
1997 Oct 29
4
R-beta: new executable
I have just put up a new executable as a replacement for the one in
rseptbeta.zip
there have only been a few changes; mostly to the menu's. I am about
to start on a major overhaul including getting survival to work and
grabbing the 0.60 version once it's stable.
Please let me know about other enhancements you want....
robert
1997 Oct 29
4
R-beta: new executable
I have just put up a new executable as a replacement for the one in
rseptbeta.zip
there have only been a few changes; mostly to the menu's. I am about
to start on a major overhaul including getting survival to work and
grabbing the 0.60 version once it's stable.
Please let me know about other enhancements you want....
robert