similar to: Get an expected value for Order Statistics by applying double integrals

Displaying 20 results from an estimated 10000 matches similar to: "Get an expected value for Order Statistics by applying double integrals"

2007 Dec 27
1
A function for random test based on longest run (UNCLASSI FIED)
Classification: UNCLASSIFIED Caveats: NONE Thanks for your quick response. The program you mentioned below available from R is based on number of runs (up or down) not based on a longest length of runs of same events. To be more specific, for example, from a series, HHTHTTTTHHH, the number of runs are 5, and the longest length of runs of the same events is 4. I'll check for the website you
2004 Jul 07
7
Importing an Excel file
Hello, R users, I am a very beginner of R and tried read.csv to import an excel file after saving an excel file as csv. But it added alternating rows of fictitious NA values after row number 16. When I applied read.delim, there were trailing several commas at the end of each row after row number 16 instead of NA values. Appreciate your help. Kyong [[alternative HTML version deleted]]
2010 Jan 21
1
Retrieving an evaluated gradient value (UNCLASSIFIED)
Classification: UNCLASSIFIED Caveats: NONE Dear R users, How can I retrieve an evaluated gradient value from "deriv" function provided below? I want to retrieve b0 value. Appreciate your help. Kyong junk1<-deriv(~(1/b1)*k-b0/b1,"b0",c("k","b0","b1"),formal=T) junk1(k=0,b0=-14.0236,b1=2.44031) [1] 5.746647 attr(, "gradient"):
2007 Dec 27
2
A function for random test based on longest run (UNCLASSIFIED)
Classification: UNCLASSIFIED Caveats: NONE Hello, R users, Has anybody written a function for random test based on the length of longest run of same events. I really appreciate your help. Kyong Park Classification: UNCLASSIFIED Caveats: NONE [[alternative HTML version deleted]]
2008 Mar 14
1
Lme does not work without a random effect (UNCLASSIFIED)
Classification: UNCLASSIFIED Caveats: NONE Dear R users, I'm interested in finding a random effect of the Block in the data shown below, but 'lme' does not work without the random effect. I'm not sure how to group the data without continuous value which is shown in the error message at the bottom line. If I use 'aov' with Error(Block), is there a test method comparing
2008 Sep 27
3
Double integration - Gauss Quadrature
Hi, I would like to solve a double integral of the form \int_0^1 \int_0^1 x*y dx dy using Gauss Quadrature. I know that I can use R's integrate function to calculate it: integrate(function(y) { sapply(y, function(y) { integrate(function(x) x*y, 0, 1)$value }) }, 0, 1) but I would like to use Gauss Quadrature to do it. I have written the following code (using R's statmod package)
2005 Jun 10
1
Abrupt shut down of R session
Dear R users, I'm using R 2.1.0 with Windows 2000. In the middle of a R session, an error message pops up saying Rgui.exe generated errors and shuts down the R session. How can I correct this problem? Appreciate your help. Kyong [[alternative HTML version deleted]]
2009 Jan 24
2
Different values for double integral
Dear R useRs, i have the function f1(x, y, z) which i want to integrate for x and y. On the one hand i do this by first integrating for x and then for y, on the other hand i do this the other way round and i wondering why i doesn't get the same result each way? z <- c(80, 20, 40, 30) "f1" <- function(x, y, z) {dgamma(cumsum(z)[-length(z)], shape=x, rate=y)}
2006 Sep 22
2
Double integral
Hi all, I need to solve double integrals with no closed solution. Calling x and y the two variables we have x ~ Normal(y*v,1) and y ~Half-Normal(0,1). In fact, given a joint funcion g(x,y), I need evaluate the integral of this function under that random structure. Could anyone suggest me a package or even a suitable method to solve this problem? Thanks all, Caio
2008 Aug 21
2
Help Regarding 'integrate'
I have an R function defined as: f<-function(x){ return(dchisq(x,9,77)*((13.5/x)^5)*exp(-13.5/x)) } Numerically integrating this function, I observed a couple of things: A) Integrating the function f over the entire positive real line gives an error: > integrate(f,0,Inf) Error in integrate(f, 0, Inf) : the integral is probably divergent B) Increasing the interval of integration
2013 Apr 09
1
Solving an integral in R gives the error “The integral is probably divergent”
I am trying to solve an integral in R. However, I am getting an error when I am trying to solve for that integral. The equation that I am trying to solve is as follows: $$ C_m = \frac{{abs{x}}e^{2x}}{\pi^{1/2}}\int_0^t t^{-3/2}e^{-x^2/t-t}dt $$ [image: enter image description here] The code that I am using is as follows: a <- seq(from=-10, by=0.5,length=100) ## Create a function to compute
2007 May 24
3
Problem with numerical integration and optimization with BFGS
Hi R users, I have a couple of questions about some problems that I am facing with regard to numerical integration and optimization of likelihood functions. Let me provide a little background information: I am trying to do maximum likelihood estimation of an econometric model that I have developed recently. I estimate the parameters of the model using the monthly US unemployment rate series
2011 Feb 17
1
Integrate with an indicator function
Hi all, I have some some problem with regard to finding the integral of a function containing an indicator function. please see the code below: func1 <- function(x, mu){ (mu^2)*dnorm(x, mean = mu, sd = 1)*dgamma(x, shape=2)} m1star <- function(x){ integrate(func1, lower = 0, upper = Inf,x)$val} T <- function(x){ 0.3*dnorm(x)/(0.3*dnorm(x)+0.7*m1star(x))} func2 <-
2006 Jan 10
2
expected values of order statistics
Hello, Could somebody point me, is there any function in R which returns expected values of order statistics for normal distribution? I have been looking and couldn't find it. Thanks! Anna
2010 Feb 09
2
Double Integral Minimization Problem
Hello all, I am trying to minimize a function which contains a double integral, using "nlminb" for the minimization and "adapt" for the integral. The integral is over two variables (thita and radiusb) and the 3 free parameters I want to derive from the minimization are counts0, index and radius_eff. I have used both tasks in the past successfully but this is the first time
2008 Mar 17
0
Summary Regard with Lme does not work without a random effect (UN CLASSIFIED)
Classification: UNCLASSIFIED Caveats: NONE R users, This is a summary for the responses I got from Sandra Dorai-Raj and Simon Blomberg followed by my question. Sandra suggested using lm instead of lme for a model without a random effect, and Simon suggested anova.lme instead of anova.lm for comparing two models with and without a random effect. For the anova test, both anova.lme and anova
2006 May 05
2
double integral
Dear r-users, Is there any command in R allowing to evaluate a double integral? for instance let say I want to evaluate the following integral: integrate[lo=(0,1),up=(2,3)] f(x,y)=x^2+y^2 where lo is the vector of lower bounds and up that of upper bounds. I thaught the function "adapt" would work but it did not. Many thanks, Dominique K.
2018 Mar 23
1
Integrate erros on certain functions
In the help for ?integrate: >When integrating over infinite intervals do so explicitly, rather than just using a large number as the endpoint. This increases the chance of a correct answer ? any function whose integral over an infinite interval is finite must be near zero for most of that interval. I understand that and there are examples such as: ## a slowly-convergent integral integrand
2010 Jun 18
2
double integral
Sir, I want to calculate double integral in R. Is there any function to do this? Regards, Suman Dhara [[alternative HTML version deleted]]
2011 Dec 10
2
efficiently finding the integrals of a sequence of functions
Hi folks, I am having a question about efficiently finding the integrals of a list of functions. To be specific, here is a simple example showing my question. Suppose we have a function f defined by f<-function(x,y,z) c(x,y^2,z^3) Thus, f is actually corresponding to three uni-dimensional functions f_1(x)=x, f_2(y)=y^2 and f_3(z)=z^3. What I am looking for are the integrals of these three