Displaying 20 results from an estimated 8000 matches similar to: "Writing R code for "moments""
2012 Oct 26
1
Gini with bias correction
Hey there,
I was wondering if someone could tell me if there's a package or command
that allows me to compute a GINI coefficient using a vector of weights.
Also the coefficient should be bias corrected.
Diego Rojas
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2005 Dec 01
2
about comparison of KURTOSIS in package: moments and fBasics
Hello
I do not know very much about statistics (and English language too :-( ),
then I come in search of a clarification (explanation):
I found two distinct results on KURTOSIS and
I do not know which of them is the correct one.
Any aid will be welcome!
klebyn
################ CODE
rnorm(1000) -> x
library(moments)
kurtosis(x)
skewness(x)
detach("package:moments")
2004 Feb 09
2
moments, skewness, kurtosis
I checked the help and the mailing list archives, but I can
find no mention of a routine that calculates higher
moments like skewness and kurtosis. Of course, these
are easy enough to write myself, but I was thinking
that they MUST be in here. Am I wrong?
Thanks.
-Frank
2010 Jan 04
2
MLE optimization
Folks,
I'm kind of newbie in R, but with some background in Matlab and VBA
programming. Last month I was implementing a Maximum Likelihood Estimation
in Matlab, but the algorithms didn't converge. So my academic advisor
suggested using R. My problem is: estimate a mean reverting jump diffusion
parameters. I've succeeded in deriving the likelihood function (which looks
like a gaussian
2006 Sep 08
1
Computing skewness and kurtosis with the moments package
Hi,
I'm a newcomer to R, having previously used SPSS. One problem I have
run into is computing kurtosis. A test dataset is here:
http://www.whinlatter.ukfsn.org/2401.dat
> library(moments)
> data <- read.table("2401.dat", header=T)
> attach(data)
> loglen <- log10(Length)
With SPSS, I get
Skewness -0.320
Kurtosis -1.138
With R:
> skewness(loglen)
[1]
2009 Dec 23
2
Mean, median and other moments
Hi!
Suppose I have a dataset as follows
pd = c(10,7,10,11,7,11,7,6,8,3,12,7,7,10,10)
I wish to calculate the mean, standard deviation, median, skewness and kurtosis i.e. regular standard statistical measures.
average = mean(pd)
stdev = sd(pd)
median = median(pd)
skew = skewness(pd)
kurt = kurtosis(pd)
Q. No (1)
How do I get these at a stretch using some R package? I came across
2020 Oct 15
0
package(moments) issue
moments::anscombe.test(x) does give errors when x has too few values or if
all the values in x are the same
> moments::anscombe.test(c(1,2,6))
Error in if (pval > 1) pval <- 2 - pval :
missing value where TRUE/FALSE needed
> moments::anscombe.test(c(2,2,2,2,2,2,2,2))
Error in if (pval > 1) pval <- 2 - pval :
missing value where TRUE/FALSE needed
You can use tryCatch() to
2020 Oct 15
2
package(moments) issue
Hi Bill,
Thanks for prompt reply and letting me know a way around it.
I have more than 1200 observations and not all the values are the same.
However, my data points are quite similar, for example,
0.079275, 0.078867, 0.070716 in millions and etc. I have run the data
without converting it to millions and I still get the same error
message. As I have kurtosis value, it should be fine for the
2009 Dec 01
2
Calculation of Central Moments
Dear R helpers
If for a given data, I need to calculate Mean, Standard Deviation, Mode, Median, Skewness, Kurtosis, is there any package in R, which will calculate these moments?
Individually I can calculate these, but if there is any function which will calculate these at a stretch, please let me know.
Maithili
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2020 Oct 15
2
package(moments) issue
Hi all,
While running the anscombe.test in R, I'm getting an error of *Error in if
(pval > 1) pval <- 2 - pval : missing value where TRUE/FALSE needed* for a
few time series columns whereas for most of the series the function is
working fine. I have checked for those specific columns for missing values.
However, there is no NA/NAN value in the dataset.
I have also run kurtosis for
2010 Aug 23
1
Fitting a GARCH model in R
Hi,
I want to fit a mean and variance model jointly.
For example I might want to fit an AR(2)-GARCH(1,1) model i.e.
r_t = constant_term1 + b*r_t-1 + c*r_t-2 + a_t
where a_t = sigma_t*epsilon_t
where sigma^2_t = constant_term2 + p*sigma^2_t-1 + q*a^2_t-1
i.e. R estimates a constant_term1, b, c, constant_term2, p, q
TIA
Aditya
2020 Oct 15
0
package(moments) issue
Another bad case is
> moments::anscombe.test(rep(c(1,1.1),length=35))
Error in if (pval > 1) pval <- 2 - pval :
missing value where TRUE/FALSE needed
I haven't checked the formulas carefully, but I suspect the problem is from
taking the cube root of a negative number in
z <- (1 - 2/(9 * a) - ((1 - 2/a)/(1 + xx * sqrt(2/(a -
4))))^(1/3))/sqrt(2/(9 * a))
In R, the
2011 Jul 27
3
How to search for R related topics in search engines?
Dear R folks,
I am having problems getting good results when searching for R related
topics, that means I have not found out yet what keywords I should use
to get only relevant results. Most of the time I get also MATLAB related
things and nothing related at all. The nature of this is of course the
name of R consisting just of one letter.
What keywords do you use? Or do you just go to certain
2012 Jan 11
1
Confidence Interval from Moments?
Hi all,
I'm wondering whether it is possible to construct a confidence interval
using only the mean, variance, skewness and kurtosis, i.e. without any of
the population?
If anyone could help with this it'd be much appreciated (even if just a
confirmation of it being impossible!).
Thanks.
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2010 Mar 07
2
questions about "Cusum"
Dear friends:
I have just read an article entitled " Monitoring of nosocomial invasive aspergillosis and early evidence of an outbreak using cumulative sum tests (CUSUM)", which is published in "Clinical Microbiology and Infection". We have great need to estimate the fluctuation of incidence of IFI in our hospital. But I don't know the details of the stastical method and
2011 Sep 19
2
Function for running a sign test
Dear All,
Has R got a function to perform a sign test? I have done some
searching but with no luck.
Thanks in advance,
Paul
2011 Jul 21
1
Changing Y axis in R
Hi,
So I am trying to plot my results of a model. what i have is the majority
of the data between the values of 0 and 30, then one outlier at 80 and
another at 130. the model plots a nice line through the data between 0 to
30, however given the outliers you cant seen this unless you change the y
axis using ylim=c(0,30) but then you can only see the data points in this
range. What I would like
2011 Oct 07
1
RStudio and findFn{sos}
Hello everyone,
I have this problem, when I launch findFn from RStudio ( but not from R
console)
the table of results does not pop in the browser and I got a warning.
findFn("test")
found 9914 matches; retrieving 20 pages, 400 matches.
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
Warning message:
In parseHTML(href) : NAs introduced by coercion
Thanks
H.
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2012 May 20
4
write.xls
Hello, All:
The "writeFindFn2xls" function in the "sos" package tries to
write an Excel file with 3 sheets ('PackageSum2', 'findFn', 'call').
Unfortunately, it is often unable to do this because of configuration
problems that are not easy to fix. I've found 3 contributed packages
that provide facilities to write Excel files with
2011 Nov 13
1
issue using package sos
Issue with sos package
I am now using R 2.14 and the sos package did work with 2.13
> library(sos)
Loading required package: brew
Attaching package: 'sos'
The following object(s) are masked from 'package:JGR':
installPackages
The following object(s) are masked from 'package:utils':
> library("sos"); findFn("random forest")
found 253