Displaying 20 results from an estimated 10000 matches similar to: "New CRAN package dyn"
1998 Aug 31
0
Packages aov, modreg, lqs, psplines
I now have versions of code that is destined (I believe) for 0.63 which
is in a suitable state for comment. The files are at
ftp://ftp.stats.ox.ac.uk/pub/R
(Our www server is being moved, so may be intermittently down, but this
ftp server should be stable.) All are R packages, for the moment for
personal use only (no re-distribution). Use with 0.62.3 or 0.63 (although
I am aware of some
2007 Mar 18
0
Bad points in regression [Broadcast]
None of Andy's comments) are inconsistent with the point that
rlm() and lqs(), if they disagree with lm(), likely offer better
places to start than does lm(), in identifying points that should
be examined as in some sense outliers. All such methods are
to be used, not as crutches, but as sources of insight.
Incidentally, the "rlm" class inherits from "lm", and plot.lm()
2003 Jul 30
2
robust regression
Hi,
trying to do a robudt regression of a two-way linear model, I keep
getting the following error:
> lqs(obs ~ y + s -1,method="lms", contrasts=list(s=("contr.sum")))
Error: lqs failed: all the samples were singular
Robust regression with M-estimators works (also regular least square
fits, of course):
rlm.formula(formula = obs ~ y + s - 1, method = "M",
2002 Feb 19
0
Resistant Local Regression ???
Dear R-users & developers,
i'd like to know your opinion on the following suggestion.
In short:
Wouldn't it be possible to combine the properties of
local regression (loess) and resistant regression (lqs)
in order to cope with fitting of partially continuous data?
I think the lqs-fitting could detect and eliminate
the 2 outliers but perserve the discontinuity at t1
in case of the
2012 Jan 23
1
R not giving significance tests for coefficients/estimates?
> 3x4
Error: unexpected symbol in "3x4"
R has no idea that you equate "x" as multiplication.. use an astrix
> 3*4
[1] 12
dominic wrote
>
> This is basically my code:
>
> library(MASS)
> lmsreg(formula = b0 ~ b1 + b3 + b1xb2, data=mydata)
>
> b1xb2 is an interaction but it was the centered value for a continuous
> variable times a
1998 Nov 28
2
dyn.load and/or add new package (Windows 98)
Hi,
I have been trying to dyn.load a library (rq.obj), which will allow me to run
a quantile regression function, but so far unsuccessfully.
I have tried under windows 98 and R 6.24:
1) dyn.load("d:\\...\\rq.obj")
2) dyn.load("d:\...\rq.obj")
3) 1 and 2 accounting for case sensitivity.
4) dyn.load("d:/.../rq.obj")
5) Place the files in the directory where from I
2010 Jun 30
1
Problem with dyn.load() under Windows 64bit at CRAN
The package cxxPack builds without problems at CRAN under all OS's except
Windows 64bit, and in the case of Windows 64bit there is a problem in a
call to dyn.load(). This call happens while processing the package vignette,
and the odd thing about this is that there are several calls to dyn.load()
that
work fine before the one that fails.
This seems to suggest that Windows 64bit is imposing
2012 Nov 22
1
help in M-estimator by R
hi guys and gals ... How are you all ...
i have to do something in robust regression by R programm , and i have some
problems as following:
*the first :*
suppose
w(r) =1/(1 r^2) and r <- c(7.01,2.07,7.061,5.607,8.502,54.909,12.222)
and i want to exclude some values from r so that (abs(r)>4.9 )...
after ,i want to used (w) to get on coefficients beta0 and beta1 (B1 <-
2003 Dec 12
2
Reorganization of packages in the R distribution
After long but intermittent discussion (it was mentioned at DSC99, for
example), we have reorganized the standard packages, with
base graphics stats utils methods
normally loaded,
mle splines stepfun tcltk tools
available for loading, and
ctest eda lqs modreg mva nls ts
as stub packages which ensure back-compatibility. (These have all been
merged into stats except lqs which rejoins
2006 Feb 21
2
How to get around heteroscedasticity with non-linear least squares in R?
I am using "nls" to fit dose-response curves but am not sure how to approach
more robust regression in R to get around the problem of the my error
showing increased variance with increasing dose.
My understanding is that "rlm" or "lqs" would not be a good idea here.
'Fairly new to regression work, so apologies if I'm missing something
obvious.
2003 Nov 14
1
What goodness-of-fit measure for robust regression ?
Hi,
i. After estimating some coefficients using robust regression with rlm() or lqs(), I wonder if there exist some measures of the goodness-of-fit as those for standard linear model(R2)... or evenly if it's a statistics non-sense to look for since I do not find any mention of that in differents chapters on robust and resistant regression or in severals R documentation (Fox, Ripley and
2009 Mar 12
1
zooreg and lmrob problem (bug?)
Hi all and thanks for your time in advance,
I can't figure out why summary.lmrob complains when lmrob is used on a
zooreg object. If the zooreg object is converted to vector before
calling lmrob, no problems appear.
Let me clarify this with an example:
>library(robustbase)
>library(zoo)
>dad<-c(801.4625,527.2062,545.2250,608.2313,633.8875,575.9500,797.0500,706.4188,
2011 Aug 08
2
confidence interval as shaded band (lme)
Hi all,
I?m trying to plot confidence intervals for the fitted values I get with my
lme model in R.
Is there any way I can plot this in the form of a shaded band, like the
output of geom_smooth() in ggplot2 package. ggplot2 seems to use only lm,
glm, gam, loess and rlm as smoothing methods.
Any advice on the functions I should use to accomplish this will be very
helpful.
Thank you very much.
2006 Feb 21
3
How to get around heteroscedasticity with non-linear leas t squares in R?
Your understanding isn't similar to mine. Mine says robust/resistant
methods are for data with heavy tails, not heteroscedasticity. The common
ways to approach heteroscedasticity are transformation and weighting. The
first is easy and usually quite effective for dose-response data. The
second is not much harder. Both can be done in R with nls().
Andy
From: Quin Wills
>
> I am
2007 Aug 02
1
Using 'diff' on zoo vs zooreg classes (possible bug?)
Hello,
Can anyone explain the following behaviour? To me it seems a bug, but maybe
it is intentional.
It seems that a diff on a zooreg class that is not _strictly_ regular only
considers those entries that are 'deltat' apart.
In the following, diff on the zooreg class only returns values where the
index was one second apart. The example replicates by dev code, but I've
also tested
1999 Jan 11
0
R: Regression with t errors?
> Date: Mon, 11 Jan 1999 15:23:10 +0100
> From: Kjetil Halvorsen <khal at alumni.uv.es>
> To: "Morris, Jeffrey (JCD-RL)" <JMorris at OCDUS.JNJ.COM>
> CC: "'R-Help'" <r-help at stat.math.ethz.ch>
> Subject: [R] R: Regression with t errors?
>
> Has anybody implemented/knows about ways to do in R regression
> based on
2011 Mar 24
2
Help with creating a ts (time series) object with daily sampling values
Hi All,
I have a data set of daily measurements of river flow. I would like to
create a "ts" object from this data.
Here's a sample data set:
date <- as.Date(c(1:300), format="%Y")
year=as.numeric(format(date, format = "%Y"))
month=as.numeric(format(date, format = "%m"))
julianday=as.numeric(format(date, format = "%j"))
2006 Jul 11
0
Assistance with dll's to use with dyn.load
After having browsed the documentation for a while without discovering what I am looking for, maybe one of you would know ...
What I want to do:
I have two fortran files MC.f and ESCA.f. In MC.f there is a call to a routine called lpost. This routine (lpost) is defined (among other things) in ESCA.f.
Under linux, I can do the following:
R CMD SHLIB MC.f
and
R CMD SHLIB ESCA.f
followed by
2001 Feb 20
0
dyn.load() and dyn.unload() under Windows
Hello:
I am having some difficulty with a DLL, using
> version
_
platform i386-pc-mingw32
arch x86
os Win32
system x86, Win32
status
major 1
minor 2.1
year 2001
month 01
day 15
language R
I have a library called
2018 Apr 13
0
cvTools for 2 models not working
Dear R-experts,
I am trying to do cross-validation for different models using the cvTools package.
I can't get the CV for the "FastTau" and "hbrfit". I guess I have to write my own functions at least for hbrfit. What is going wrong with FastTau ?
Here below the reproducible example. It is a simple toy example (not my real dataset) with many warnings, what is important to