Displaying 20 results from an estimated 1000 matches similar to: "Goodness-of-fit on Burr distributed data"
2001 Jun 15
1
Two sample Kolmogrov Smirnov mutivariate test
Dear R providers and users,
I need to compare two sets of data coming from two
different multivariate distributions. I would like to
apply a two sample Kolmogorov Smirnov test in
multivariate case. Is there any R code or package ?
Your help is highly appreciated.
Many thanks,
Esmail Amiri.
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2011 Jul 29
1
How to interpret Kolmogorov-Smirnov stats
Hi,
Interpretation problem ! so what i did is by using the:
>fit1 <- fitdist(vectNorm,"beta")
Warning messages:
1: In dbeta(x, shape1, shape2, log) : NaNs produced
2: In dbeta(x, shape1, shape2, log) : NaNs produced
3: In dbeta(x, shape1, shape2, log) : NaNs produced
4: In dbeta(x, shape1, shape2, log) : NaNs produced
5: In dbeta(x, shape1, shape2, log) : NaNs produced
6: In
2005 Mar 18
1
Pb with ks.test pvalue
Hello,
While doing test of normality under R and SAS, in order to prove the efficiency of R to my company, I notice
that Anderson Darling, Cramer Van Mises and Shapiro-Wilk tests results are quite the same under the two environnements,
but the Kolmogorov-smirnov p-value really is different.
Here is what I do:
> ks.test(w,pnorm,mean(w),sd(w))
One-sample Kolmogorov-Smirnov test
data: w
D
2009 May 28
3
R help
Dear Sir
I am new user of R.
I am interested in modeling hydrological extreme events. I found MSClaio2008 very interesting function. In this function four criterions for choosing distributions. Can we call these criterions as model selection techniques or goodness of fit techniques or both? Because goodness of fit techniques are usually performed after modle selection.
Can I found
2008 Oct 26
2
Two sample Cramer-von Mises test
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.
2012 Jul 30
3
curve comparison
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
2012 Nov 13
1
Simulation with cpm package
Hi,
I am running the following code based on the cpm vignette's code. I believe
the code is syntactically correct but it just seems to hang R. I can get
this to run if I set the sims to 100 but with 2000 it just hangs. Any ideas
why?
Thanks,
Chris
library(cpm)
cpmTypes <- c("Kolmogorov-Smirnov","Mann-Whitney","Cramer-von-Mises")
changeMagnitudes <- c(1, 2,
2004 Apr 14
7
trend turning points
Hi,
does anybody know of a nice test to detect trend turning points in time
series? Possibly with reference?
Thanks,
joerg
2008 Oct 26
1
Mallows' distance or Earth Mover's distance in R?
Hi
I am looking for an implementation (or alternative to) Mallow's
distance or the Earth Mover's distance to compare distributions or
unnormalized distributions (signatures).
Is there an implementation in R or can somebody recommend an alternative?
Thanks
Rainer
--
Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation
Biology, UCT), Dipl. Phys. (Germany)
Centre of
2010 Sep 25
1
Measure Difference Between Two Distributions
Dear All,
Suppose you are given two distributions (or better: two equally-sized
lists of data); how can you evaluate the difference between them?
I need something like an overlap measure of the two (let us say 0 == no
overlap and 1== complete overlap). I should add that there is a 1-1
correspondence of the data in the two distributions (they are ordered
lists and e.g. the third element in the
2007 May 25
3
normality tests
Hi all,
apologies for seeking advice on a general stats question. I ve run
normality tests using 8 different methods:
- Lilliefors
- Shapiro-Wilk
- Robust Jarque Bera
- Jarque Bera
- Anderson-Darling
- Pearson chi-square
- Cramer-von Mises
- Shapiro-Francia
All show that the null hypothesis that the data come from a normal
distro cannot be rejected. Great. However, I don't think it looks
2005 Jan 11
3
Kolmogorov-Smirnof test for lognormal distribution with estimated parameters
Hello all,
Would somebody be kind enough to show me how to do a KS test in R for a
lognormal distribution with ESTIMATED parameters. The R function
ks.test()says "the parameters specified must be prespecified and not
estimated from the data" Is there a way to correct this when one uses
estimated data?
Regards,
Kwabena.
--------------------------------------------
Kwabena Adusei-Poku
2006 Jun 13
1
Cramer-von Mises normality test
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
2007 Feb 01
3
Help with efficient double sum of max (X_i, Y_i) (X & Y vectors)
Greetings.
For R gurus this may be a no brainer, but I could not find pointers to
efficient computation of this beast in past help files.
Background - I wish to implement a Cramer-von Mises type test statistic
which involves double sums of max(X_i,Y_j) where X and Y are vectors of
differing length.
I am currently using ifelse pointwise in a vector, but have a nagging
suspicion that there is a
2013 Feb 19
2
Cramer von Mises test for a discrete distribution
Hi,
?
I'm trying to carry out Cramer von Mises tests between pairs of vectors belonging to a discrete distribution (concretely frequencies from 0 to 200). However, the program crashes in the attempt. The problem seems to be that these vectors only have positive integer numbers (+ zero). When I add a random very small positive decimal to the non-decimal part everything works fine (files prm1
2006 Jun 14
1
Bug in nortest cvm.test package (PR#8980)
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
2001 Nov 09
1
free installation of R
Hi,
May I ask how to download and install R software freely from internet?
Thanks a lot!
Best Regards,
Shelton
--------------------------------------------------
Industrial Statistician - Quality Engineering
Alcatel Fiber Plant
2512 Penny Road
Claremont, NC 28610-0039
Tel: 828-459-3092
Fax: 828-459-8840
xiaodong.jin at cable.alcatel.com
2005 Nov 21
2
garch function in R
I'm using R 2.1.1 and just successfully installed packages tseries, fseries.
I try to run example
http://www.maths.lth.se/help/R/.R/library/tseries/html/garch.html
But it shows
> x.arch <- garch(x, order = c(0,2)) # Fit ARCH(2)
Error: couldn't find function "garch"
Then I run command
> help.search("garch")
it shows the R information.
2006 Jul 05
2
auto load package splines
May I ask how to include following procedures into R script (such as first.r) such that it will do an automatical call next time after I open R?
Packages -> Load Packages -> splines
Thanks,
Shelton
---------------------------------
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2006 Jul 07
1
convert ms() to optim()
How to convert the following ms() in Splus to Optim in R? The "Calc" function is also attached.
ms(~ Calc(a.init, B, v, off, d, P.a, lambda.a, P.y, lambda.y,
10^(-8), FALSE, 20, TRUE)$Bic,
start = list(lambda.a = 0.5, lambda.y = 240),
control = list(maxiter = 10, tol = 0.1))
Calc <- function(A.INIT., X., V., OFF., D.,
P1., LAMBDA1., P2., LAMBDA2.,
TOL., MONITOR.,