similar to: S-PLUS and R

Displaying 20 results from an estimated 3000 matches similar to: "S-PLUS and R"

2004 Jul 21
2
Testing autocorrelation & heteroskedasticity of residuals in ts
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
2004 Jul 19
5
converting character strings to eval
Hi there fellow R-users, I'm stuck on this seemingly trivial problem. All I want to coerce a character string into a command. For example: x<-rnorm(20) y<-rnorm(20) str<-"lm(y~x)" I want to evaluate the "str" command. I have tried eval(as.expression(str)) But it doesn't seem to work. I am aware of the call command, but for reasons I won't go
2004 Sep 16
3
newbie needs help using R as solver
Greetings I'm a total newbie in R and I'm trying to make a comparisson of Excel and R in the fields of: - optimisation modeling (using solver) - decision trees - simulation modeling as described in Winston, Wayne L.: Practical Management Science. for optimisation modeling in Excel I would normaly use solver. In R however I can't seem to be able to find the solution. I've
2004 Sep 22
5
t test problem?
Hello, I got two sets of data x=(124738, 128233, 85901, 33806, ...) y=(25292, 21877, 45498, 63973, ....) When I did a t test, I got two tail p-value = 0.117, which is not significantly different. If I changed x, y to log scale, and re-do the t test, I got two tail p-value = 0.042, which is significantly different. Now I got confused which one is correct. Any help would be very appreciated.
2005 Jan 28
3
GLM fitting
DeaR R-useRs, I'm trying to fit a logist model with these data: > dati y x 1 1 37 2 1 35 3 1 33 4 1 40 5 1 45 6 1 41 7 1 42 8 0 20 9 0 21 10 0 25 11 0 27 12 0 29 13 0 18 I use glm(), having this output: > g<-glm(y~x,family=binomial,data=dati) Warning messages: 1: Algorithm did not converge in: glm.fit(x = X, y = Y, weights = weights, start = start, etastart =
2005 Nov 17
1
Fitdistr()
When using fitdistr() with the exponential, log-normal and beta distributions, you get the relevent rate, mean, standard deviation, shape1 and shape2 but you get a number bellow those that are in () and I was wandering what exactly those numbers represent and how they relate to the data. Many thanks Mark Miller
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
2009 Sep 29
3
Probability of data values form DENSITY function
Hello,   Could someone help me please and to tell how to get the probability from empirical DENSITY (not parametric) for each data value (R function). For example, for normal distribution there is such a function like:   “dnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)”   I need the same function only for the empirical DENSITY function (which does not correspond to any typical
2005 Jul 08
1
Orthogonal regression
Dear R-Users, is there any statement to fit a orthogonal regression in R environment? Many thanks in advance. Best regards, Vito Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific learning process." George E. P. Box "Statistical thinking will one day be as necessary for efficient
2005 Jan 13
1
Re:Time-Series
Hi, you can address to a single ts in a multivariate ts object by namets[,index]. See this example: > dati X Y 1 100 200 2 150 210 3 180 220 4 200 230 5 220 250 > serie<-ts(dati,start=1999) > serie Time Series: Start = 1999 End = 2003 Frequency = 1 X Y 1999 100 200 2000 150 210 2001 180 220 2002 200 230 2003 220 250 > serie[,1] ## first ts Time Series: Start =
2003 Mar 07
5
Moving average
Hi, Does anyone know if R has the functionality to calculate a simple moving average. I cant seem to find it in the help menu. thanks, Wayne Dr Wayne R. Jones Statistician / Research Analyst KSS Group plc St James''s Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713 KSS Ltd A division of Knowledge Support Systems Group plc Seventh
2005 Jan 25
1
Fitting distribution with R: a contribute
Dear R-useRs, I've written a contribute (in Italian language) concering fitting distribution with R. I believe it could be usefull for someones. It's available on CRAN web-site: http://cran.r-project.org/doc/contrib/Ricci-distribuzioni.pdf Here's the abstract: This paper deals with distribution fitting using R environment for statistical computing. It treats briefly some
2003 Mar 28
4
Testing for randomness
Dear all, Is there a test in R for the randomness of a sequence of observations (e.g. to test the random number generator)? Specifically I am looking for autocorrelations which are not necessarily linear in nature, which the acf function does not seem to be flexible enough to detect as it tests for linear autocorrelation. Thanks in advance, Paul.
2004 Nov 11
3
(no subject)
Hi, I have a list of numbers. For each of the numbers, I take sum of squares of the numbers centered on the number chosen. If it is less than a certain constant, I will take the average of the numbers chosen. Anyone can give me a sample code. You help will be greatly appreciated. Peter [[alternative HTML version deleted]]
2004 Jun 09
3
market-basket analysis in R
Hi there fellow R-users, Does anyone know if there exists a package for associated rules data mining (market basket analysis) in R. I have tried searching CRAN but with no luck. Regards Wayne KSS Ltd Seventh Floor St James's Buildings 79 Oxford Street Manchester M1 6SS England Company Registration Number 2800886 Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
2004 Aug 03
4
How to select a whole column? Thanks!
Dear all, I hope to remove a whole column from a data frame or matrix (> 2000 columns). All value in the column are same. The first thing is to select those columns. For instance, I hope to remove the V3~6 column, for all the value in those colume is zero. V3 V4 V5 V6 V7 V8 V9 V10 1 0 0 0 0 0.000 0.000 0.000 0.000 2 0 0 0 0 0.000 0.000 0.000 0.000 3 0 0 0
2003 Nov 19
2
Correction for first order autocorrelation in OLS residuals
Hi there fellow R-users, Can anyone tell me if there exits an R package that deals with serial correlation in the residuals of an lm model. Perhaps, using the Cochrane Orcutt or Praise Wilson methods? Thanks, Wayne Dr Wayne R. Jones Senior Statistician / Research Analyst KSS Limited St James's Buildings 79 Oxford Street Manchester M1 6SS Tel: +44(0)161 609 4084 Mob: +44(0)7810 523 713
2009 Aug 13
2
Matrix addition function
Hello,   What function can I use for matrices addition? I couldn’t find any information about it in the manual or in the internet. (A+B suits, when the number of matrixes is small, function sum() doesn’t suit for matrices addition, because it sums all variables in the matrices and produces as an answer single number, not a matrix).   Best regards, Lina [[alternative HTML version
2005 Jan 25
1
spearman rank test correlation
Hallo, does anybody know if there is an implementation of the Spearman rank correlation in R that gives a correct (or at least 'safe') p-value in the case of ties?? I have browsed the R-help archives but I found nothing. Thanks a lot in advance for any help, Antonino Casile
2005 Jul 28
2
Cochran-Armitage-trend-test
Hi! I am searching for the Cochran-Armitage-trend-test. Is it included in an R-package? Thank you! --