similar to: R: chi-Squared distribution in Friedman test

Dear R helpers: Thanks for the previous reply. I am using Friedman racing test. According the the book "Pratical Nonprametric Statistic" by WJ Conover, after computing the statistics, he suggested to use chi-squared or F distribution to accept or reject null hypothesis. After looking into the source code, I found that R uses chi-sqaured distribution as below: PVAL <-

Hi, Attention chi-squared distribution, unlike F distribution, has only df1 as parameter, not df1 and df2. So correct into: outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1)) ^^^^^^^^^^^^^^^^^^^^ Regards, Vito you wrote: Dear Rs: outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2)) I compare this F

Dear Rs: outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2)) I compare this F distribution results with the table, the answers were perfect. But I need to see for chi-sqaured distribution. When I employed the similar formula outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) , I am getting unexpected results. I need to see the following values: p=0.750 ..... 1 1.323

Hi, I think I have identified a inaccuracy in dchisq when the non-centrality parameter is non-zero and large. Here's a little test: sys.dchisq.test <- function(N = 100000,mean = 0) { z <- rnorm(N,mean = mean, sd = 1) x <- z^2 xmin <- min(x) xmax <- max(x) br <- seq(xmin,xmax,length = 101) dbr <- br[2]-br[1] hist(x,br) p <- dchisq(br,df = 1,ncp =

Dear R-Users, How can I use chisq.test() as a goodness of fit test? Reading man-page I?ve some doubts that kind of test is available with this statement. Am I wrong? X2=sum((O-E)^2)/E) O=empirical frequencies E=expected freq. calculated with the model (such as normal distribution) See: http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm for X2 used as a goodness of fit test. Any

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

Dear All, I'm looking for?a way on computing the derivative of first and second order?of a smoothing curve produced by a nonprametric regression. For instance, if we run the R script below, a smooth nonparametric regression curve is produced. provide.data(trawl) Zone92?? <- (Year == 0 & Zone == 1) Position <- cbind(Longitude - 143, Latitude) dimnames(Position)[[2]][1] <-

Dear list, I had some confusion regarding what function too use in order too relate results from spec.pgram() too a chi-square distribution. The documentation indicates that the PSD estimate can be approximated by a chi-square distribution with 2 degrees of freedom, but I am having trouble figuring out how to do it in R, and figuring out what specifically that statement in the documentation

Dear list, For educational purposes I have been working with the script below. I have a observation: line 31 #CScal[i] = (amo^2) # IT IS WRONG, I KNOW, BUT IT MAKE R TO CRASHES! I'm thinking this is a possible bug in the R! And I have a couple of doubts: 1) line 51 #curve(dchisq(x, n-1), add = T, col = 'red' I think that it is correct, but the function no

Hi, I found this document, but it concerns S+. If it could interest you'll see: http://faculty.washington.edu/ezivot/book/QuanCopula.pdf Cordially Vito You wrote: Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows ===== Diventare costruttori di soluzioni

Hi, see ?cor in base package to get correlation matrix for your data. Maybe it could be usefull getting principal components (give a look to: ? princomp (base)) to reduce the number of variables. Hoping I helped you. Best regards, Vito You wrote: Hi all: I have a question on how to go about creating a correlation matrix. I have a huge amount of data....21 variables for 3471 times. I want

Dear all, in last weeks you discussed about R vs SAS. I want to ask your opinion about a comparison between R and SPSS. I don't know this software, but some weeks ago I went to a presentation of this product. I found it really user-friendly with GUI (even if I'd prefer command line) and very usefull and simple to use in creation and managing tables, OLAP tecniques, pivot table. What you

Dear All, I wish to inform, especially Italian speaking R-users, that on CRAN web site is now available a contribute (in Italian language) about using R in ts analysis. Any comments would be appreciated. Best regards, Vito ===== Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific learning process."

Hi, did you see: as.data.frame() as.matrix() as.vector() matrix() > x a b c 1 1 2 3 2 1 2 3 3 2 3 4 4 3 4 5 > is.data.frame(x) [1] TRUE > as.matrix(x) a b c 1 1 2 3 2 1 2 3 3 2 3 4 4 3 4 5 > y<-as.matrix(x) > is.matrix(y) [1] TRUE > as.vector(y) [1] 1 1 2 3 2 2 3 4 3 3 4 5 > z<-as.vector(y) > m<-matrix(z,ncol=3) > m [,1] [,2] [,3] [1,] 1 2

Hi, see these links: http://www.liacc.up.pt/~ltorgo/DataMiningWithR/ http://sawww.epfl.ch/SIC/SA/publications/FI01/fi-sp-1/sp-1-page45.html Brian D. Ripley, Datamining: Large Databases and Methods, in Proceedings of "useR! 2004 - The R User Conference", may 2004 http://www.ci.tuwien.ac.at/Conferences/useR-2004/Keynotes/Ripley.pdf looking for a book I suggest: Trevor Hastie , Robert

See: http://wwwpeople.unil.ch/jean-pierre.mueller/ ttda - tools for textual data analysis Regards Vito you wrote: Hi, Does a text miner exist in R-language similar to Splus miner or SAS text miner? I would appreciate any information. TIA, Aldi ===== Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific

Dear UseRs, I'm glad to inform that an English version of my contribute concerning fitting distributions is now available on CRAN: http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf Any comments will be appreciated. Best regards, Vito ===== Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the

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 =

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

Sorry if this is too "OT", but there is a particular relevance to postings to R-help. Of recent times, I have received several postings via R-help (and some other mailing-lists) in which the "_" character is inserted where, presumably, a space, " ", was intended. An example (received this morning) is below, which (from the headers) was originally sent through Yahoo