similar to: simulation of modified bartlett's test

Displaying 20 results from an estimated 100 matches similar to: "simulation of modified bartlett's test"

2009 Sep 28
1
help with lda function
I am having a problem understanding the lda package. I have a dataset here: [,1] [,2] [,3] [1,] 2.95 6.63 0 [2,] 2.53 7.79 0 [3,] 3.57 5.65 0 [4,] 3.16 5.47 0 [5,] 2.58 4.46 1 [6,] 2.16 6.22 1 [7,] 3.27 3.52 1 If I do the following; "names(d)<-c("y","x1","x2") d$x1 = d$x1 * 100 d$x2 = d$x2 * 100 g<-lda( y ~ x1 + x2, data=d) v2
2009 Sep 29
1
help with lda function from MASS package
Thanks David, Yes, I am talking about the MASS package.Thank you for pointing out that these scale the same. My question is, how do I get from the V1 data: V1 1 164.4283 2 166.2492 3 170.5232 4 156.5622 5 127.7540 6 136.7704 7 136.3436 to the other set of data: + 1 -2.3769280 + 2 -2.7049437 + 3 -3.4748309 + 4 -0.9599825 + 5 4.2293774 + 6 2.6052193 + 7 2.6820884 On Mon, Sep 28, 2009
2011 Nov 14
0
[LLVMdev] algebraic (de)optimizations form long chains of dependent operations
Hi, when I compile (clang -O3) and optimize (opt -O3) C-code like this: sum1 = val1 + val2; sum2 = val3 + val4; sum3 = val5 + val6; sum4 = val7 + val8; sum5 = sum1 + sum2; sum6 = sum3 + sum4; sum7 = sum5 + sum6; sum += sum7; I get bitcode like this: if.end152: ; preds = %if.then150, %if.else146, %if.end137
1998 Nov 16
1
PB Mandeville can't be reached
# Peter B. Mandeville kindly offered to send me code for Hotelling's T^2 # Test. Unfortunately there seems to be no route to his machine. # So i'm trying to reach him via the Mailing List. ------------------------------------------------------------------------ Sir, this morning i recieved your message about the availability of the code for Hotelling's Test. I hurried to find out
1998 Nov 16
0
Re: Hotelling corrected
By accident, I left out the lines defining n1 and n2. Here it is as a function. Peter B. hotelling <- function(d1,d2){ k <- ncol(d1) n1 <- nrow(d1) n2 <- nrow(d2) xbar1 <- apply(d1,2,mean) xbar2 <- apply(d2,2,mean) dbar <- xbar2-xbar1 v <- ((n1-1)*var(d1)+(n2-1)*var(d2))/(n1+n2-2) t2 <- n1*n2*dbar%*%solve(v)%*%dbar/(n1+n2) f <-
2000 Sep 19
3
coerce mode list?
Dear R/S users; I'm using S+ version 4 Release 3. and I am trying to do a simple calculation like the following : > X1<-X[1:5] > W1<-W[1:5,1:5] > X1 [1] 1.250000 1.292308 1.176471 0.937500 1.538462 > W1 VAR00003 VAR00004 VAR00005 VAR00006 VAR00007 1 0 1 0 1 0 2 1 0 0 0 1 3 0 0 0
2015 Jun 01
2
sum(..., na.rm=FALSE): Summing over NA_real_ values much more expensive than non-NAs for na.rm=FALSE? Hmm...
I'm observing that base::sum(x, na.rm=FALSE) for typeof(x) == "double" is much more time consuming when there are missing values versus when there are not. I'm observing this on both Window and Linux, but it's quite surprising to me. Currently, my main suspect is settings in on how R was built. The second suspect is my brain. I hope that someone can clarify the below
2013 Feb 12
0
error message from predict.coxph
In one particular situation predict.coxph gives an error message. Namely: stratified data, predict='expected', new data, se=TRUE. I think I found the error but I'll leave that to you to decide. Thanks, Chris ######## CODE library(survival) set.seed(20121221) nn <- 10 # sample size in each group lambda0 <- 0.1 # event rate in group 0 lambda1 <- 0.2 # event rate in group 1
2007 Nov 14
2
Help with Bartlett's test on linear model
Hi all, I would like to test the homoegeneity of variances between several linear model for some analysis of covariance. It seems that the Bartlett's test is a good test to use but I am having problem using with linear model and I cannot find any examples on the internet. There are some examples for comparisons of variances but not linear models. If I take the hellung data set, which is
2011 Jun 18
1
"Justify" PCA? -- was: Bartlett's Test of Sphericity
Apologies for the obvious, but just to clarify: there is no reason to "justify" a PCA -- it's just an eigen decomposition of a matrix and is therefore "justified" by linear algebra. If one wants to determine whether some subset of the eigenvectors = principal components suffice to "represent" the data in some sense, then that is where distributional
2011 Jun 17
4
Bartlett's Test of Sphericity
Hello Dear R user, I want to conduct a Principal components analysis and I need to run two tests to check whether I can do it or not. I found how to run the KMO test, however i cannot find an R fonction for the Bartlett's test of sphericity. Does somebody know if it exists? Thanks for your help! Thibault [[alternative HTML version deleted]]
2007 Apr 03
1
Speex ARM4 patch
The attached patch eliminates some warnings while compiling for ARM4 targets. It also simplifies the asm constraints a bit. Now we can use the ARM4 optimisations when compiling for PortalPlayer targets in Rockbox. Cheers, Dan -------------- next part -------------- A non-text attachment was scrubbed... Name: speex_arm4.patch Type: text/x-diff Size: 1550 bytes Desc: not available Url :
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
2004 Aug 06
2
[PATCH] Make SSE Run Time option. Add Win32 SSE code
All, Attached is a patch that does two things. First it makes the use of the current SSE code a run time option through the use of speex_decoder_ctl() and speex_encoder_ctl It does this twofold. First there is a modification to the configure.in script which introduces a check based upon platform. It will compile in the sse assembly if you are on an i?86 based platform by making a
2005 Sep 18
0
How to test homogeneity of covariance matrices?
Dear Group Members, Forgive me if I am a little bit out of subject. I am looking for a good way to test the homogeneity of two variance-covariance matrices using R, prior to a Hotelling T test. Youll probably tell me that it is better to use a robust version of T, but I have no precise idea of the statistical behaviour of my variables, because they are parameters from the harmonics of
2006 Mar 29
5
Problem with setting ringtones on Cisco 7960 phone.
Hi All, I am running into a problem setting the ringtones via _ALERT_INFO on the Cisco 7960 phone. I am using * 1.2.1 and have tried setting the variable to several values. I have also tried setting the phone's software to both 7.5 and 8.2 thinking that it might be a version issue, but with no success. I have examined the packets and do see the ALERT_INFO header being sent, but the
2011 Jan 09
0
Bartlett HAC covariance matrix estimator
Dear everyone: I am doing a research on several stock markets. And I need to construct an Bartlett HAC covariance matrix estimator for Sigma(Cov(Y0,Yj)), j is from 0 to T. Can you tell me how to do it. Your Sincerely! Nigel Gregory 01/09/11 [[alternative HTML version deleted]]
2003 Dec 05
0
simple sphericity test using bartlett and cov?
Hey, Is this right for a sphericity test? x <- mymatrix mycov <- cov(x) bartlett.text (array (mycov), myconditions)
2005 Jun 30
1
Bartlett test problem (PR#7980)
Full_Name: Leslie Corbett Version: R 2.1.1 OS: Windows 2000 Professional Submission from: (NULL) (142.161.169.185) Every time I try to use the Bartlett.test command, I get a non-responding system. Can someone help? How to reproduce: Easiest way: 1. load Rcmdr; 2. import data set (one where you would do an ANOVA); 3. manage variables in data set (choose at least one variable as a factor). 4.
2007 Jan 19
1
Bartlett test
Bonjour, Je voudrais tester l'homosc?dasdicit? entre des groupes. J'aurais alors aim? savoir quelle ?tait l'hypoth?se nulle du test de bartlett. Merci pour votre aide. Matthieu. ________________________________________________________________________ This e-mail has been scanned for all viruses by Star. The\ s...{{dropped}}