Displaying 20 results from an estimated 3000 matches similar to: "Minor bug in dlnorm (PR#1781)"
2005 Jun 29
2
MLE with optim
Hello,
I tried to fit a lognormal distribution by using optim. But sadly the output
seems to be incorrect.
Who can tell me where the "bug" is?
test = rlnorm(100,5,3)
logL = function(parm, x,...) -sum(log(dlnorm(x,parm,...)))
start = list(meanlog=5, sdlog=3)
optim(start,logL,x=test)$par
Carsten.
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2003 Aug 28
2
ks.test()
Dear All
I am trying to replicate a numerical application (not computed on R) from an
article. Using, ks.test() I computed the exact D value shown in the article
but the p-values I obtain are quite different from the one shown in the
article.
The tests are performed on a sample of 37 values (please see "[0] DATA"
below) for truncated Exponential, Pareto and truncated LogNormal
2002 Dec 10
1
Lognormal distribution
I am trying to fit a lognormal distribution to a set of data and test its
goodness of fit with regard to predicted values.
I managed to get so far:
> y <- c(2,6,2,3,6,7,6,10,11,6,12,9,15,11,15,8,9,12,6,5)
> library(MASS)
> fitdistr(y,"lognormal",start=list(meanlog=0.1,sdlog=0.1))
meanlog sdlog
1.94810515 0.57091032
(0.12765945) (0.09034437)
But I would
2011 Jan 02
1
How to compute the density of a variable that follows a proportional error distribution
Hello,
I am trying to compute the density of a variable k that is either (1)
Normally distributed; (2) Log-Normally distributed; or (3) follows
proportional error distribution. I tried to search R-help and the answer for
normal distribution was easy to find (please see 1c). I am not sure if my
formula for dlnorm is correct (please see 2c below)? I really don't know
what function to use for the
2003 Jul 25
5
named list 'start' in fitdistr
Hi R lovers!
I'd like to know how to use the parameter 'start' in the function
fitdistr()
obviously I have to provide the initial value of the parameter to optimize
except in the case of a certain set of given distribution
Indeed according to the help file for fitdistr
" For the following named distributions, reasonable starting values
will be computed if `start'
2008 Feb 18
0
Solved (??) Behaviour of integrate (was 'Poisson-lognormal probab ility calculations')
Hi Again,
I think I've solved my problem, but please tell me if you think I'm wrong,
or you can see a better way!
A plot of the integrand showed a very sharp peak, so I was running into the
integrand "feature" mentioned in the note. I resolved it by limiting the
range of integration as shown here:
--------------------------------------------------
function (x, meanlog = 0,
2008 May 04
1
Is my understanding of rlnorm correct?
rlnorm takes two 'shaping' parameters: meanlog and sdlog.
meanlog would appear from the documentation to be the log of the mean.
eg if the desired mean is 1 then meanlog=0.
So to generate random values that fit a lognormal distribution I would
do this:
rlnorm(N , meanlog = log(mean) , sdlog = log(sd))
But when I check the mean I don't get it when sdlog>0. Interestingly I
2003 Aug 05
1
error message in fitdistr
Hi R lovers
Here is a numerical vector test
> test
[1] 206 53 124 112 92 77 118 75 48 176 90 74 107 126 99 84 114
147 99 114 99 84 99 99 99 99 99 104 1 159 100 53
[33] 132 82 85 106 136 99 110 82 99 99 89 107 99 68 130 99 99
110 99 95 153 93 136 51 103 95 99 72 99 50 110 37
[65] 102 104 92 90 94 99 76 81 109 91 98 96 104 104 93 99 125
89
2008 Feb 15
0
Behaviour of integrate (was 'Poisson-lognormal probability calcul ations')
Hi again,
Adding further information to my own query, this function gets to the core
of the problem, which I think lies in the behaviour of 'integrate'.
-------------------------------------
function (x, meanlog = 0, sdlog = 1, ...) {
require(stats)
integrand <- function(t, x, meanlog, sdlog) dpois(x,t)*dlnorm(t,
meanlog, sdlog)
mapply(function(x, meanlog, sdlog, ...)
#
2004 May 01
2
Generating Lognormal Random variables (PR#6843)
Full_Name: Anthony Gichangi
Version: 1.90
OS: Windows XP Pro
Submission from: (NULL) (130.225.131.206)
The function rlnorm generates negative values for lognormal distribution.
x- rlnorm(1000, meanlog = 0.6931472, sdlog = 1)
Regards
Anthony
2014 Oct 15
2
Test K-S con distribuciones LogNormales
Hola Ruben,
Sí precisamente es lo que comentas, en matemáticas no se suele llamar
bucketización (este término se emplea más en informática) sino datos
agrupados. Pero la idea es la que tu mismo dices.
Respecto a las gráficas que has puesto, me han aclarado mucho sobre el
tema, gracias.
Si realizo lo mismo, por ejemplo con nbucket=1000 sigo obteniendo un
p-valor de 1. Es decir, que casi le
2010 Apr 28
0
Truncated Lognormal Distribution
Hi!
I have following data which is left truncated say at 10. I am trying to estimate the parameters of the Truncated Lognormal distribution to this data as given below.
(I have referred to R code appearing in an earlier post - http://finzi.psych.upenn.edu/Rhelp10/2008-October/176136.html)
library(MASS)
x <- c(600.62,153.05,70.26,530.42,3440.29,97.45,174.51,168.47, 116.63,36.51, 219.77,
2000 Apr 04
1
Question about the proper use of outer()
DeaR all,
I do not have a clue with is the following NOT working like I expect to
do...
(and I cannot find any answer at CRAN)...
# This one is for my sample
> x _ seq(3,10)
# This two for parameters
> a _ seq(2,4)
> b _ seq(2,5)
# This one for the likelihood of a sample
>f _ function(a,b) {
+ prod(dlnorm(x,meanlog=a,sdlog=b))
+ }
> outer(a,b,f)
[,1] [,2]
2011 Jun 07
1
R results explanation
Hi all,
this might be a stupid question, but still.
Everytime i find some new function it's prettty easy to understand how to
use the syntax and to perform a text. Even the general idea of what the
function does is pretty easy to understand, but i can not find an
explanation (detailed explanation) of the R output for each function. For
example, a function fitdistr() in MASS package i
2007 Oct 03
1
offset in survreg
Hello,
I have a question regarding the use of an offset term with survreg(),
in the Survival library. In particular, I am trying to figure out on
what scale the offset term should be.
Here's a simple example with no censoring and no coefficients:
---------
y = rlnorm(1000, meanlog = 10, sdlog = 2)
delta = rep(1, 1000)
int = rep(1, 1000)
survreg(Surv(y,delta)~offset(10*int), dist =
2009 May 31
1
Bug in truncgof package?
Dear R-helpers,
I was testing the truncgof CRAN package, found something that looked
like a bug, and did my job: contacted the maintainer. But he did not
reply, so I am resending my query here.
I installed package truncgof and run the example for function ad.test. I
got the following output:
set.seed(123)
treshold <- 10
xc <- rlnorm(100, 2, 2) # complete sample
xt <- xc[xc >=
2008 Feb 15
0
Poisson-lognormal probability calculations
Hi,
just for the record, although I don't think it's relevant (!)
-------------------------------------
> sessionInfo()
R version 2.6.0 (2007-10-03)
i386-pc-mingw32
locale:
LC_COLLATE=English_United Kingdom.1252;LC_CTYPE=English_United
Kingdom.1252;LC_MONETARY=English_United
Kingdom.1252;LC_NUMERIC=C;LC_TIME=English_United Kingdom.1252
attached base packages:
[1] stats4 splines
2012 May 22
4
Need to help to get value for bigger calculation
Hello R-Experts,
I want to calculate values like 15^200 or 17^300 in R. In normal case it can calculate the small values of b (a^b). I have fixed width = 10000 and digits = 22 but still answers are Inf.
How to deal the cases like these? Thanks in advance.
Regards,
rehena
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2008 Apr 01
1
set the lower bound of normal distribution to 0 ?
Tom Cohen <tom.cohen78@yahoo.se> skrev: Thanks Prof Brian for your suggestion.
I should know that for right-skewed data,
one should generate the samples from a lognormal.
My problem is that x and y are two instruments that were thought to
be measured the same thing but somehow show a wide confidence interval
of the difference between the two intruments.This may be true that
these
2003 Apr 09
3
plotting the lognormal density curve
I am trying to plot a lognormal density curve on top of an existing
histogram. Can anybody suggest a simple way to do this? Even if someone
could just explain how to plot a regular normal density curve on top of an
existing histogram, it would be a big help.
Also, is there some way to search through the R-help archives other than
simple browsing?
Thank you so much. Your help and time is greatly