Displaying 20 results from an estimated 900 matches similar to: "CUSUM SQUARED structural breaks approach?"
2009 Oct 30
1
R strucchange question: recursive-based CUSUM
Hello R users:
I'm trying now to apply the package strucchange to see whether there is
a structural change in linear regression. I have noted the following
problem that arises in my case with recursive-based CUSUM: generic
function recresid() in efp() generates an error, since (probably) it
cannot compute the inverse matrix of (X^(i-1)^T)*(X^(i-1)) at each step
(i-1), because the matrix
2010 Mar 07
2
questions about "Cusum"
Dear friends:
I have just read an article entitled " Monitoring of nosocomial invasive aspergillosis and early evidence of an outbreak using cumulative sum tests (CUSUM)", which is published in "Clinical Microbiology and Infection". We have great need to estimate the fluctuation of incidence of IFI in our hospital. But I don't know the details of the stastical method and
2008 Jan 25
1
Need Advice with C# Program to Create and Display Cusum Chart
I need to write a C# program to create and display Cusum chart from any
of the packages,
spc, qcc or strucchange.
Issues:
1-The data resides in a MS SQL Database. The C# program will handle
obtaining the data for the requisite types of samples.
Assistance needed on:
1-How can I call the cusum capabilities of any of the above packages
and pass the data to the cusum function and plot?
2-How
2001 Jan 24
1
CuSum & V-Mask
Good Afternoon,
I am currently writing a program to perform a cusum with v-mask and since I
am experiencing a few problems, was wondering if there is something similar
in existance?
Many thanks in advance,
Gavin McCabe
Gavin McCabe
University of Strathclyde
Department of Statistics & Modelling Science
Livingstone Tower (Rm. L7.47)
26 Richmond Street
GLASGOW
G1 1XH
U.K.
Tel.: +44
2010 Sep 27
1
One-sided CUSUM / MOSUM Tests?
Dear R-help list members,
I have the following question concerning the strucchange()-package: is
it possible to get the boundaries for one-sided (upper / lower) CUSUM
and MOSUM tests?
Thank you in advance.
Julia
2004 Jul 26
1
qcc package & syndromic surveillance (multivar CUSUM?)
Dear R Community:
I am working on a public health early warning system, and
I see that the qcc package allows for CUSUM and other statistical quality tests
but I am not sure if my project is a good match for qcc functions as written.
Any advice you may have is very much appreciated.
I have four years worth of daily counts of emergency room admissions for
different conditions (e.g. respiratory,
2011 Aug 01
1
ivreg and structural change
Hello,
I am looking for some help with this question: how could I test structural
breaks in a instrumental variables´s model?
For example, I was trying to do something with my model with three time
series.
tax_ivreg <- ivreg(l_y ~ l_x2 + l_x1+ dl_y | lag(l_x2, -1)+lag(l_x2, -2)+
lag(l_x1, -1)+lag(l_x1, -2)+lag(l_y, -1)+lag(l_y, -2), data=tax1)
summary(tax_ivreg)
## after estimating it,
2010 Apr 26
2
Cluster analysis: dissimilar results between R and SPSS
Hello everyone!
My data is composed of 277 individuals measured on 8 binary variables
(1=yes, 2=no).
I did two similar cluster analyses, one on SPSS 18.0 and one on R 2.9.2. The
objective is to have the means for each variable per retained cluster.
1) the R analysis ran as followed:
> call data
> dist=dist(data,method="euclidean")
>
2014 Mar 10
3
Frecuencia absoluta acumulada por individuo y por año
Hola,
Vaya, en el código que he enviado, cusum no se incrementaba..
Y has indicado que se introduce un año más, con el mismo ID que el anterior
y con la misma cantidad acumulada. Pero si el siguiente año es del mismo
ID, acumula el valor de la cantidad que hemos introducido en esa fila...
Con el siguiente código se resuelve este error y además ya está preparado
para contemplar cualquier tipo de
2014 Mar 12
3
Frecuencia absoluta acumulada por individuo y por año
Llego tarde al hilo, pero creo que se llega rápidamente al resultado con la
complicidad del paquete "reshape2". Si DT es el data.table que escojo Francisco como
ejemplo:
> DT
ID YEAR CANTIDAD
1: 100 2005 1
2: 100 2005 2
3: 100 2007 1
4: 100 2007 1
5: 100 2007 1
6: 120 2006 1
7: 120 2006 5
8: 120 2006 1
9: 120 2007 3
2006 Jan 09
1
brown, durbin , evans ( 1975 )
Does anyone know where
I can get R code for plotting
the Brown , Durbin
and Evans cumsum
procedure ( 1975 ) ?
I wrote my own code but
I am a little worried
that my confiodence bands
may not be correct ( I find the formula
in the original paper confusing and S+Finmetrics
has a formula but that formula implies that
there should be 4 lines as far as I can tell ) so
I would like to see someone
2004 Sep 04
0
Non-Markovian Behaviour of a Cusum?
Can someone help me understand simulations of a one-sided Cusum?
Consider the following:
Q[i] = max(0, Q[i-1]+z[i]), z[i] ~ N(offset, 1), with Q[0] = FIR
(fast initial response).
With offset < 0, mean{Q[i] for fixed i averaged over many
simulations} approaches an asymptote as i -> Inf. In simulations with
abs(offset) small and FIR close to the asymptote, Q[i]
2009 Apr 10
3
turning list into vector/dataframe
Hi,
I have used this command :
resamples<-lapply(1:1000,function(i) sample(lambs,replace=F))
resamples2<-lapply(resamples,Cusum)
to get a list of 1000 samples of my data. The function Cumsum is defined as
follows:
Cusum<-function(x){
SUM<-cumsum(x)-(1:length(x))*mean(x)
min<-min(cumsum(x)-(1:length(x))*mean(x))
max<-max(cumsum(x)-(1:length(x))*mean(x))
diff<-max-min
2009 May 17
2
Chow test(1960)/Structural change test
Hi,
A question on something which normally should be easy !
I perform a linear regression using lm function:
> reg1 <- lm (a b+c+d, data = database1)
Then I try to perform the Chow (1960) test (structural change test) on my regression. I know the breakpoint date. I try the following code like it is described in the “Examples” section of the “strucchange” package :
> sctest(reg1,
2009 Jan 12
1
Help with storage of each matrix generated in a loop
I need to store each matrix generated in a loop.
I've been working with the CUSUM algorithm and I've been trying to implement
it in R.
What I need to do with my dataset is to create 1000 randomized datasets and
cumulative sum them all and store all of those randomized CUSUMed datasets
for further analysis and creation of the simulation envelope in the CUSUM
chart. But I can't manage
2011 Oct 09
1
strucchange Nyblom-Hansen Test?
I want to apply Nyblom-Hansen test with the strucchange package, but I don't
know how is the correct way and what is the difference between the following
two approaches (leeding to different results):
data("longley")
# 1. Approach:
sctest(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley,
type = "Nyblom-Hansen")
#results in:
# Score-based CUSUM
2005 Aug 04
1
Counterintuitive Simulation Results
I wonder if someone can help me understand some counterintuitive
simulation results. Below please find 12 lines of R code that
theoretically, to the best of my understanding, should produce
essentially a flat line with no discernable pattern. Instead, I see an
initial dramatic drop followed by a slow rise to an asymptote.
The simulation computes the mean of 20,000 simulated trajectories
2010 Jan 08
2
time series analysis for a time series without a regular frequency
Hello,
I am trying to conduct a time series analysis on historic hydrologic data,
but I cannot coerce it into class ts because it does not have regular
sampling intervals (some years have 20 samples, other have 8). Specifically
I am trying to perform a CUSUM or or other step change detection, but the
packages all seem to require data as ts.
Is there a way to coerce my data into ts while
2004 Jul 16
1
strucchange: breakpoints in inequally spaced data
Hello,
we want to identify breakpoints (different phases) in environmental
data, algae cell counts of three years with intervals between 7 and 30
days (N=40). We found that
breakpoints(cells ~1)
works great and identifies 5 very good breaks, however we are uncertain
about these, because the data are unequally spaced. Is there a way to
include the information about the measurement intervals,
2005 Oct 07
3
panel data unit root tests
Hi,
The question is as follows: has anyone coded panel data unit root tests
with R? Even the "first generation" tests (see e.g. Levin & Lin 1993;
Pesaran, & Smith & Im 1996; Maddala & Wu 1999) would be sufficient for my
needs. To my understanding, these are rather easy to code, but as I have
taken just my first steps in coding with R, existing code would save me