Displaying 20 results from an estimated 2000 matches similar to: "Orthogonal regression"
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 Aug 03
0
regression data set
Hi,
I suggest to give a look to:
?Practical Regression and Anova using R? by Julian
Faraway
http://cran.r-project.org/doc/contrib/Faraway-PRA.pdf
http://www.stat.lsa.umich.edu/~faraway/book/
see also package faraway for datasets:
http://cbio.uct.ac.za/CRAN/src/contrib/Descriptions/faraway.html
for some econometric data sets:
http://www.oswego.edu/~kane/econometrics/data.htm
for data sets:
2005 Nov 17
3
ECDF values
Dear UseRs,
maybe is a silly question: how can I get Empirical CDF
values from an object created with ecdf()?? Using
print I obtain:
Empirical CDF
Call: ecdf(t)
x[1:57] = 4.1, 4.4, 4.5, ..., 491.3,
671.27
Thanks in advance.
Regards,
Vito
Diventare costruttori di soluzioni
Became solutions' constructors
"The business of the statistician is to catalyze
the scientific
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 =
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
2004 Oct 22
3
Convert a list in a dataframe
Hi,
I've a list containing parameters (intercepts &
coefficients) of 12 regressions fitted
> coeff
[[1]]
(Intercept) anno
-427017.1740 217.0588
[[2]]
(Intercept) anno
-39625.82146 21.78025
.....
[[12]]
(Intercept) anno
257605.0343 -129.7646
I want create a data frame with two columns (intercept
and anno)using data in these list.
Any help
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 Oct 27
2
Skewness and Kurtosis
Hi,
in which R-package I could find skewness and kurtosis
measures for a distribution?
I built some functions:
gamma1<-function(x)
{
m=mean(x)
n=length(x)
s=sqrt(var(x))
m3=sum((x-m)^3)/n
g1=m3/(s^3)
return(g1)
}
skewness<-function(x)
{
m=mean(x)
me=median(x)
s=sqrt(var(x))
sk=(m-me)/s
return(sk)
}
bowley<-function(x)
{
q<-as.vector(quantile(x,prob=c(.25,.50,.75)))
2004 Nov 22
1
R: simulation of Gumbel copulas
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
=====
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2005 Jan 13
2
chisq.test() as a goodness of fit test
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
2004 Oct 20
2
R & Graphs
Dear R-users,
I'm finding for a R-package concerning graphs. Is
there some kind of that package? I've a set of
correlation coeffients between several variable and I
wish to built a graph to link variables correlated.
Many thanks.
Best,
Vito
=====
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"The business of the statistician is to catalyze
the scientific learning process."
George
2004 Nov 15
1
R: how can draw probability density plot?
I hope this example could help you
best
vito
> x<-seq(-3.5,3.5,0.1)
> x
[1] -3.5 -3.4 -3.3 -3.2 -3.1 -3.0 -2.9 -2.8 -2.7 -2.6
-2.5 -2.4 -2.3 -2.2 -2.1
[16] -2.0 -1.9 -1.8 -1.7 -1.6 -1.5 -1.4 -1.3 -1.2 -1.1
-1.0 -0.9 -0.8 -0.7 -0.6
[31] -0.5 -0.4 -0.3 -0.2 -0.1 0.0 0.1 0.2 0.3 0.4
0.5 0.6 0.7 0.8 0.9
[46] 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9
2.0 2.1 2.2 2.3
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!
--
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 Jul 19
2
data mining
Dear all,
I'm looking for some material on data mining with R. I have something
from Luis Torgo but I'd like to see something else.
If anybody could help me I'll be thankful
Adri??n
2005 Jul 28
1
stl()
Hello, anyone got an idea on how to use stl() so that the remainder eventually
becomes white noise? i used stl repeatedly but there is autocorrelation in
the remainder that i can't get rid of.
os: linux suse9.3
------------------------------------------------
Sebastian Leuzinger
Institute of Botany, University of Basel
Sch??nbeinstr. 6 CH-4056 Basel
ph 0041 (0) 61 2673511
fax 0041 (0)
2005 Jul 29
1
R: non parametric regression/kernels
hi all
i have a another stats question.
i would like to solve the following question:
y(i)=a+b*x(i)+e(i)
i.e. estimate a and b (they should be fixed) but i dont want to specify
the standard density to the straight line.
this can be done using kernel regression. the fitted line is however
fitted locally. does anyone have a reference that will help me with my
problem.
i am still new to
2005 Sep 26
1
create trend variable in a regression using R
Hi,
my name is Giacomo.
I would like to know how to create a Trend variable in a regression using R.
Thank you for your help.
My best regards,
Giacomo
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2005 Oct 19
1
Help needed with ks.test
Hello to everybody,
I'd like to submit a problem I'm dealing with, and I can't get an answer to
by myself.
I have to test if my data come from a specific probability distribution, of
which I know the analytic form both of the p.d.f. and the c.d.f.
Namely, it is the hypoexponential distribution, sum of two exponentials with
different parameters.
Is there any way I can manage the
2005 Oct 27
1
Box.test
Does p-value on Box.test(data,lag=l) returns probability, that
H0: cor(1)=cor(2)=..=cor(l)=0 holds?
Thanks.
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