similar to: Expected Value of Residuals

I'm using R0.90.1 on Win98. I'm trying to load an image I saved yesterday but I keep getting the following error: Error in load("C:/temp/245amData.R.RDa") : restore file corrupted -- no data loaded The image is 4,890KB. The image Can anyone tell me how to solve this problem? I'm sure I saved the image correctly. Thanks. Mark Mark J. Lamias Department of Statistics

Is there an equivalent in R to the crosstabs command S-Plus? I've been searching for a while and can't seem to find anything. Thanks. Mark J. Lamias Department of Statistics Department of Political Science Survey Methodology Program/Survey Research Center Institute for Social Research - University of Michigan 426 Thompson Street, Room 315 Ann Arbor, Michigan 48104-2321 (734) 647-5381

On Tuesday, March 07, 2000 5:40 PM, Richard Bilonick wrote: >I need to merge several data.frames into one data.frame. In S-Plus I would >use >"merge" but I don't see a merge command in R. What is the best way to >accomplish >this? The easiest way to to this, I think, is as follows: if you have several data frames, dataframe1, dataframe2, . . . , dataframen, you

Dear Federico, see: ? shapiro.test(stats) Shapiro-Wilk Normality Test and ? jarque.bera.test(tseries) Jarque-Bera Test They are the most common tests used for normality testing. Ciao Vito Federico Gherardini wrote on Fri Oct 15 14:44:18 CEST 2004: Hi all, Is it possible to have a test value for assessing the normality of residuals from a linear regression model,

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

I believe there to be a bug in the cvm.test module of the nortest package authored by Juergen Gross. I do not know how to contact the author directly. 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

Thank you very much for your help, your fuction runs on R without any change, and the results are the same that your obtain with Splus, but there still a small difference. In SAS W=0.960439 With your shapiro.wilk.test W=0.9606107 But the p-values are almost the same. Thank you very much for your help. > Here is a function for the Shapiro-wilk test that I obtained from StatLib. > Using

Hello all, I tried several experiments with the mshapiro.test package in R and compared it with the energy package to test for multivariate normality and find that the mshapiro.test is not consistent which is a bit concerning and has suspicious behavior. On the other hand the energy test seems to be a more appropriate test for testing multivariate normality in any dimension. I looked for the

Hi, I've been doing an experiment, measuring the dead-zone-diameters of bacteria, when they've been grown with paper diffusion disks of antimicrobial. There are two groups, or treatments - one is bacteria that have been cultured in said antimicrobial for the past year, the other group is of the same species, but lab stock and has not gone had any prior contact with the antimicrobial.

R Users: My question is probably more about elementary statistics than the mechanics of using R, but I've been dabbling in R (version 2.2.0) and used it recently to test some data . I have a relatively small set of observations (n = 12) of arsenic concentrations in background groundwater and wanted to test my assumption of normality. I used the Shapiro-Wilk test (by calling shapiro.test()

R-users, I have the following piece of code which I am trying to run on a dataframe (aga2) with about a half million records.  While the code works, it is extremely slow.  I've read some of the help archives indicating that I should allocate space to the p1 and ags1 vectors, which I have done, but this doesn't seem to improve speed much.  Would anyone be able to provide me with advice on

I am having a hard time interpreting the results of the 'shapiro.test' for normality. If I do ?shapiro.test I see two examples using rnorm and runif. When I run the test using rnorm I get a wide variation of results. Most of this may be from variability of rnorm, samll sample size (limited to 5000 for the test), etc but if I repeat the test multiple times I can get: >

Hi all! I tried to perform Shapiro-Wilk test for my sample of 243 values. > Us [1] -10.4 -13.1 -12.2 38.1 -18.8 -13.3 -11.7 29.3 49.7 6.8 12.7 16.3 [13] 5.8 -0.7 -29.4 4.1 38.8 -1.4 8.8 15.6 32.9 -5.3 19.1 35.8 [25] 4.0 -1.5 0.6 -4.2 -10.0 -4.0 1.1 48.9 -21.0 -5.3 5.8 -10.8 [37] 21.9 8.2 -3.2 -3.9 -2.3 12.6 -4.7 -8.0 11.8 27.4 -9.5 -20.8 [49]

Hi, I'm dealing with time series. I usually use stl() to estimate trend, stagionality and residuals. I test for normality of residuals using shapiro.test(), but I can't test for autocorrelation and heteroskedasticity. Is there a way to perform Durbin-Watson test and Breusch-Pagan test (or other simalar tests) for time series? I find dwtest() and bptest() in the package lmtest, but it

Hi all T gurus, I would like to test if my dataset is indeed from N(0, 0.011908969). K.S. test gives following result: > ks.test(data, "pnorm", 0, 0.011908969) One-sample Kolmogorov-Smirnov test data: data D = 0.1092, p-value = 1.318e-05 alternative hypothesis: two-sided How ever "Shapiro-Wilk" test give following : >

In the course of applying Shapiro-Wilk to 100,000 samples of 60 items from 100,000 different distributions, I encountered a fatal error in apply(). This can be reconstructed as follows, using the attached data file distr.dat containing 2 lines of my original 100,000-line file: > version _ platform Windows arch x86 os Win32 system x86, Win32 status

Hi everybody, somehow i dont get the shapiro wilk test for normality. i just can?t find what the H0 is . i tried : shapiro.test(rnorm(5000)) Shapiro-Wilk normality test data: rnorm(5000) W = 0.9997, p-value = 0.6205 If normality is the H0, the test says it?s probably not normal, doesn ?t it ? 5000 is the biggest n allowed by the test... are there any other test ? ( i know qqnorm

Greetings! I want to have the coefficients that R uses in shapiro.test() for the Shapiro-Wilk test for a prticular sample size, i.e. the a[i] in W = Sum(a[i]*x[i])/(Sum(x[i] - mean(x))^2) (where the x[i] are sorted). Two questions: Q1: Is there a readymade R function from which I can extract these? Q2: I was wondering if I might be able to modify the code for the function shapiro.test() so

Does an R package exist that is similar to SAS/Intrnet (http://support.sas.com/documentation/onlinedoc/intrnet/index.html) that will allow users to take parameters passed to it by a web request, produce results and return them to the web-browser in HTML format?  I tried looking through the package descriptions, but didnt' see anything like this.  Any direction or suggestions you could provide

Hello, I hope this is the right place to get help fixing an error when using Markdown on our servers. I'm not sure what our webmasters have done, but a recent change (perhaps to PHP?) made our Markdown text disappear from the page because of an error. PHP Warning: preg_replace_callback() [<a href='function.preg-replace-callback'>function.preg-replace-callback</a>]: