similar to: Cramer von Mises test for a discrete distribution

Hall all, Where can I find the two sample Cramer-von Mises test in R package? Thank you. Legendy -- View this message in context: http://www.nabble.com/Two-sample-Cramer-von-Mises-test-tp20174229p20174229.html Sent from the R help mailing list archive at Nabble.com.

Dear R users, I have seven regression lines I´d like to compare, in order to find out if these are significatively different. The main problem is that these are curves, non normal, non homogeneous data, I´ve tried to linearize them but it has not worked. So I´d like to know if you know any command or source in R which explains how to perform this kind of comparison. Thanks in advance for your

Hi all, When I detect the spatial point pattern, I want to use the Cramer-von Mises statistic to assess the curve-wise significance of deviations from null hypotheses. Who can tell me which function in R package "Spatstat" can do this work? Thanks a lot Jeff [[alternative HTML version deleted]]

Hi all, I am using "spatstat" to investigate the spatial structure of some plant populations, and I want to detect these patters with IPP and a Thomas process based on pair-correlation function. I know the function "pcfinhom" is available to characterize the IPP, but I have no idea about how to use the pcf with Thomas process? Additionally, generating simulation envelopes

Hello list, Is there any function in some package can calculate two sample Cramer-von Mises test statistic? I searched around and only find one sample version cvm.test() in nortest package. thanks, WC _________________________________________________________________ Don’t just search. Find. Check out the new MSN Search!

Hi, this is my first help request so please bear with me. I've been running some normality tests using the nortest package. For some of my datasets the Cramer-von Mises normality test generates an extremely high probability (e.g., 1.637e+31) and indicates normality when the other tests do not. Is there something I'm misunderstanding or potentially a bug in the code? Below are the

Hi R experts I have a couple of quick question: Q1 #my data set.seed(12341) SN <- 1:100 pool<- c(12,13,14, 23, 24, 34) CT1<- sample(pool, 100, replace= TRUE) set.seed(1242) CT2 <- sample(pool, 100, replace= TRUE) set.seed(142) CT3 <- sample(pool, 100, replace= TRUE) # the number of variables run to end of coulmn 20000 mydf <- data.frame(SN, CT1, CT2, CT3) First question:

Eric ¿Que dataset utilizo? Por curiosidad probé su código, pero me salen errores. Copio y pego todo como me sale en la consola. > # https://raw.githubusercontent.com/datasets/covid-19/master/data/time-series-19-covid-combined.csv > datos <- read.csv("C:/Users/HP/Downloads/time-series-19-covid-combined.csv") > > library(data.table) > library(ggplot2) >

Hi Arnaud, Hi Scott, Hi list, Here is a patch to support the Zinto D from ONLINE USV-Systeme AG. I already sent a version to Russell Kroll (2006-04-09), without no response and I cannot find support for Zinto in svn until now. I found a discussion on this list about the Xanto from ONLINE, but the Zinto seems to use different commands. The commands are quite similar to those for Opti-UPS, so I

Muchas gracias a todos por su ayuda. Hace un rato antes de abrir el correo, he encontrado dos soluciones a mi problema de como calcular el porcentaje de variación. La primera es usando el paquete dplyr: https://stackoverflow.com/questions/48196552/calculate-percentage-change-in-r-using-dplyr/48196871 La segunda usando la función PercChange del paquete DataCombine

Gracias Ruben, muy interesante. Algo así estuve buscando, por ciudades y a nivel internacional, pero no lo encontré. Me bastaría con el número de fallecimientos por día, de cuantas más ciudades del mundo mejor. Si alguno supiera de algo así, le agradecería que me lo comunicase. Un saludo, Manuel El mar., 24 mar. 2020 a las 21:04, Rubén Fernández Casal (< rubenfcasal en gmail.com>) escribió:

Unfortunatly no on both counts. The arrangement right now has: PSTN Trunks & Stations <-> Nortel Norstar#1 <-CT1-> Asterisk#1 <-IAX2-> Asterisk#2 <-CT1-> Nortel Nortstar#2 <-> Stations The Asterisk boxes provide Voicemail to their sites Norstars and intersite calls over IAX. Local Voicemail works flawlessly at each site but there have been reports of PSTN calls

Hola: Tengo los datos diarios del número de casos de coronavirus por comunidades autónomas y quiero calcular el número diario de nuevos casos y la tasa diaria de variación del número de casos y no se como hacerlo en R. *fecha* *comunidad* *poblacion* *casos_totales* 04/03/2020 Andalucía 8414240 13 05/03/2020 Andalucía 8414240 12 06/03/2020 Andalucía 8414240 21 04/03/2020 Aragón

Hi All. I'm working on an * configuration. We require 8 inbound POTS lines, and CT1 or PRI seems like it will be quite expensive at that level. I've read that a T1 Channelbank plus the T100P would be a (the?) way to go for this situation. What is the recommended channelbank for use in this scenario? From searching the archives I see a lot of suggestions to get "a

Hi all, I'm curious if anyone has coded an Expectation-Maximization algorithm that could help me model some circular data I have. I'd like to model it as a mixture of uniform and Von Mises centered on 0, so the only free parameters is the mixing proportion and the kappa of the Von Mises. I couldn't find anything in the contributed packages that seemed to suit this purpose. Any

Dear all, I would like to fit a von mises mixture to my data using the EM Algorithm. Unfornately, existing packages (including circstats) doesn't provide such method. So, does anybody have written such code ? Big thanks, Christophe, (R newbie)

Dear All, I has posted this question on friday. I am trying to plot von Mises density on the circle. One can use dvm function from the CircStats package, by giving a set of angles, mu and kappa to plot the circular density on the line. Does any one have a macro that does it on the circle? These plots are displayed in Nick Fisher's book. Any help will be appreciated. Thanks, G. Subramaniam

I am trying versions back. But I get the same compile error every time on HP-UX 11.0 with openssh-4.5p1. Was almost there. . . . gcc -o ssh ssh.o readconf.o clientloop.o sshtty.o sshconnect.o sshconne ct1.o sshconnect2.o -L. -Lopenbsd-compat/ -L/usr/local/ssl/lib -lssh -lopenbsd-compat -lcrypto -lz -lnsl -lxnet -lsec /usr/ccs/bin/ld: Unsatisfied symbols: _U_Qfneg (first referenced in

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but the loops

Dear group, Here is my df : df <- structure(list(DESCRIPTION = c("PRM HGH GD ALUMINIUM USD 09/07/10 ", "PRM HGH GD ALUMINIUM USD 09/07/10 ", "PRIMARY NICKEL USD 04/06/10 " ), CREATED.DATE = structure(c(18361, 18361, 18325), class = "Date"), QUANITY = c(-1L, 1L, 1L), CLOSING.PRICE = c("2,415.90", "2,415.90",