similar to: A somewhat off the line question to a log normal distribution

I have a monthly price index series x, the related return series y = diff(log(x)) and a POSIXlt date-time variable dp. I would like to apply annual blocks to compute for example annual block maxima and mean of y. When studying the POSIX classes, in the first stage of the learning curve, I computed the maximum drawdown of x: > mdd <- maxdrawdown(x) > max.dd <- mdd$maxdrawdown > from

hi i'm looking for a gibbs sampling algorithm for R for the case of mixture of K normals, and in particular for the case of bivariate normals. i'd be grateful if anyone could send its own R-routine, at least for the univariate case. thank you in advance matteo

Hello All, I would like to optimize a (log-)likelihood function subject to a number of linear constraints between parameters. These constraints are equality constraints of the form A%*%theta=c, ie (1,1) %*% 0.8,0.2)^t = 1 meaning that these parameters should sum to one. Moreover, there are bounds on the individual parameters, in most cases that I am considering parameters are bound between zero

Dear Siegfried, I believe your boss is wrong saying that: >He also tried to explain me that the monthly means >(based on the daily measurements) must follow a >log-normal distribution too then over the course of a year. every statistician know that increasing the sample size the sample distribution of the mean is proxy to a gaussian distribution (Central Limit Theorem) independently

Dear all Currently, I'm implementing the generalized hyperbolic distribution into Splus. Unfortunately the Bessel function is not implemented in Splus. In R the Bessel function does exist but it is an internal function and I'm not able to look at the code. Is there any possibility to see the code of the Bessel function in R or does anybody has an implementation of the Bessel function in

Hello: Yes I know that sort of questions comes up quite often. But with all due respect I din't find how to perform what I want. I am searching archives and bowsing manuals but it isn't there, though, it is a ridiculous simple task for the experienced R user. I have data and can do the following with them: == hist(y, prob=TRUE) lines(density(y,bw=0.03) == The result actually is a

Hi, from what you're writing: "The logaritmic transformation "shapiro.test(log10(y))" says: W=0.9773, p-value= 2.512e-05." it seems the log-values are not distributed normally and so original data are not distributed like a log-normal: the p-value is extremally small! Other tests for normality are available in package: nortest compare the log-transformation of your ecdf

Hello, I also try to fit a skewed distribution (like skewed student t) to data points. Do you have an idee howto do this??? thank you fabrice dusonchet *********************************************************************************** This email and any files transmitted with it are confidentia...{{dropped}}

> From: Robin Hankin > > [stuff about the CLT deleted] > > > > > So you can use R usefully to eveluate general statisical > > issues of this kind! > > > > absolutely! R is excellent for this sort of thing. I use it for > teaching stats all the time. > I'd say that without a tool like R you cannot learn statistics. > > > Consider

Full_Name: Hannu Kahra Version: 1.0.0 OS: Windows Submission from: (NULL) (153.1.50.127) x1 <- lag(x, k=1) returns the original series x. The time series is not shiftet at all. Only the time is shiftet: for x1 new start = old start -1 and new end = old end -1. When I run, e.g. lm(x~x1) the result is not what I expect. Both x and x1 are time series. Is this a bug or am I forgetting something?

Hi, I am trying to maximize a utility function using optim. I have a problem with optim, since some of the values in the caw, mom, me and btm matrixes in the code bellow are missing. Is there a handy way just to skip the missing values in the loop? g <- 5 retp <- NULL object <- function (x) { b1 <- x[1] b2 <- x[2] b3 <- x[3] for(i in 1:nrow(ret)){ for(j

Hi, when using a laptop and trying to install packages for R for Windows 2.2.1 I get the following error > utils:::menuInstallPkgs() --- Please select a CRAN mirror for use in this session --- Warning: unable to access index for repository http://cran.dk.r-project.org/bin/windows/contrib/2.2 Warning: unable to access index for repository

I have R-0.62.3 and RedHat 5.0 with fort77. At the office R is running but when I install a package, eg. 'akima' I get a message make: f77: Command not found 'R INSTALL library' does not accept fort77, but R installation checks f77/g77/fort77. Is there an easy way to edit some file and replace f77/g77 with fort77? At home I have the same R and Linux versions, but when

>>I have R-0.62.3 and RedHat 5.0 with fort77. >> >>At the office R is running but when I install a package, eg. 'akima' It seems R does not install completely with fort77. I am able to run a demo, but when I study more carefully $RHOME/bin is empty: there is no R binary or a shell script? >>At home I have the same R and Linux versions, but when installing R a

This bug is reported only on the VM's with CentOS 7 running on on VMware ESXi 5.1. The vSphere performance graph shows high CPU consume and disk activity only on VM's with CentOS 7. Sometimes I can not connect remotely with ssh (timeout error). The details of last issues was reported to retrace.fedoraproject.org. ?Do you have a hint? [root at vmguest ~]# abrt-cli list id

Using the input below, can I do something more elegant (and more efficient) than the loop also listed below to pad strings to a width of 5? The true matrix is about 300K rows and 31 columns. ####################### #INPUT ####################### > temp DX1 DX2 DX3 1 13761 8125 49178 2 63371 v75 22237 3 51745 77703 93500 4 64081 32826 v72 5 78477 43828 87645 >

Hello: would you please help me with the following glm question? for the R function glm, what I understand is: once you specify the "family", then the link function is fixed. My question is: is it possible I use, for example, "log" link function, but the estimation approach for the guassian family? Thanks, Shuangge Ma, Ph.D. ******************************************** *

Hi, Sorry, I accidentally rejected this message instead of approving it. Geoff. ---------- Forwarded message ---------- Date: Fri, 11 Mar 2005 17:33:06 +0100 From: Siegfried Wagner <esiggi@gmail.com> Reply-To: siegfried@esiggi.net To: icecast-dev@xiph.org Subject: Re: [Icecast-dev] patch for icecast-2.2.0 to add client maxtime Hi, I did your recommended changes on my patch. But with the

I have a Gem on which the testing is done with RSpec. I would like to include the results of RSpec and the RCov html files in the RDoc. The problem is that when I have RDoc include the files, it winds up escaping all the html. Is there a way to get HTML into RDoc unprocessed? Or is there some other way I can distribute the RSpec/RCov results with my Gem integrated with RDoc? I can include

While not strictly Asterisk related this issue could certainly affect some of you: http://blog.krisk.org/2013/02/packets-of-death.html -- Kristian Kielhofner