similar to: R: stats

Displaying 20 results from an estimated 20000 matches similar to: "R: stats"

2006 Sep 01
1
integration problem with gamma function
Dear R-list members, I have a problem with translating a mathematica script into R. The whole script is at the end of the email (with initial values for easy reproduction) and can be pasted directly into R. The problematic part (which is included below of course) is <--- Original Mathematica ---> (* p_svbar *) UiA = Ni (Dsi - 2Di A + A^2)/2; UiiA = Nii (Dsii - 2Dii A + A^2)/2; psvbar =
2009 Feb 23
1
r: intergrate behaviour
hello R users strange behavior of the integrate function! i assume this occurs because of the way in which the quadriture is set up! (any comments.) f=function(x){exp(-exp(-x)-5*x)/gamma(5)} xx=seq(from=-20, to=20, length.out=1000) plot(xx,f(xx),type="l") integrate(f, lower=-Inf, upper= 1) integrate(f, lower=-Inf, upper= 10) integrate(f, lower=-10, upper= 11) integrate(f,
2004 Mar 19
3
Incomplete Gamma Functions and GammaDistribution Doc errata.
Hello all, In the course of trying to implement the CDF of an InverseGammaDistribution, I have run across the need for an igamma() function. Several others have needed this function but the answers I have found so far are not totally clear to me. I'm writing for three reasons: 1) to present a small error in the docs 2) to clarify the approach we are expected to take 3) to request,for the
2001 Nov 09
2
ks.test
Dear R-List members, I want to check if a set of measurements follows better a gamma or a lognormal distribution (see data below). Using shapiro.test I can test for normality (shapiro.test(log (Lt)). To test for gamma (and normal) distribution I would use ks.test but I need to specify its shape and scale. How should I calculate these values in R? I tried > Lt.fit <- glm(Lt ~ 1,
2008 Jun 11
2
MLE Estimation of Gamma Distribution Parameters for data with 'zeros'
Greetings, all I am having difficulty getting the fitdistr() function to return without an error on my data. Specifically, what I'm trying to do is get a parameter estimation for fracture intensity data in a well / borehole. Lower bound is 0 (no fractures in the selected data interval), and upper bound is ~ 10 - 50, depending on what scale you are conducting the analysis on. I read in the
2007 Oct 07
1
a function to compute the cumulative distribution function (cdf) of the gamma
Un texte encapsul? et encod? dans un jeu de caract?res inconnu a ?t? nettoy?... Nom : non disponible Url : https://stat.ethz.ch/pipermail/r-help/attachments/20071006/065906cc/attachment.pl
2009 Jan 02
1
R: numerical integration problems
hello all happy new year and hope you r having a good holiday. i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentation on a trivial example. example ======== suppose x(i)~N(0,s2) where s2 = the variance the prior for s2 = p(s2)~IG(a,b) so the posterior is
2013 Jul 12
2
How to determine the pdf of a gamma distribution using the estimated parameters?
Hello everyone, With th bar histogram (number of occurrences) hist<-c(24,7,4,1,2,1,1) of seven equally spaces classes ]1-4], ]5-8], ]9-12], ]13-16], ]17-20], ]21-24], ]25-28], I obtained shape=0.8276 and rate=0.1448. I would like to know how to build the continuous pdf of a this gamma distribution knowing these two estimated parameters such that I will be able to predict the pdf of any
2006 Aug 07
1
mathematica -> r (gamma function + integration)
Dear R-list, I try to transform a mathematica script to R. #######relevant part of the Mathematica script (* p_sv *) dd = NN (DsD - DD^2); lownum = NN (L-DD)^2; upnum = NN (H-DD)^2; low = lownum/(2s^2); up = upnum/(2s^2); psv = NIntegrate[1/(s^NN) Exp[-dd/(2s^2)] (Gamma[1/2,0,up] + Gamma[1/2,0,low]),{s,sL,sH}, MinRecursion->3]; PSV = psv/Sqrt[2NN]; Print["------------- Results
2006 Nov 28
3
ML fit of gamma distribution to grouped data
Hello, we have a set of biological cell-size data, which are only available as frequencies of discrete size classes, because of the high effort of manual microscopic measurements. The lengths are approximately gamma distributed, however the shape of the distribution is relatively variable between different samples (maybe it's a mixture in reality). Is there any ML fitting (or
2009 May 07
1
data transformation using gamma
Hi R-users, I have this code to uniformise the data using gamma: > length(dp1) [1] 696 > dim(dp1) [1] 58 12 > dim(ahall) [1]  1 12 > dim(bhall) [1]  1 12 > trans_dt <- function(dt,a,b) + { n1 <- ncol(dt) +   n2 <- length(dt) +   trans  <- vector(mode='numeric', length=n2) +   dim(trans) <- dim(dt) +   for (i in 1:n1) +   {  dt[,i] <- as.vector(dt[,i])
2005 Sep 06
1
R: optim
hi all i dont understand the error message that is produced by the optim function. can anybody help??? ie: [[1]]$message [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH" can anyone help? ########################################################################### SK.FIT(XDATA=a,XDATAname="a",PHI1=1,v=5,vlo=2,vhi=300,phi2lo=.01) [[1]] [[1]]$par [1] -0.01377906
2010 Feb 11
1
Fwd: Recall function: "evaluation nested too deeply: infinite recursion / options(expressions=)?"
hello all i searched the archives and couldn't get a solution to the following question. i have the following function: F=function(z,v) { if (v==-.5) return(1) else return(2*v/z + 1/Recall(z,v-1)) } and while testing whether it works (ie F(z,v) is approx = besselK(z,1+v)/besselK(z,V). the recursion formula allows one to calculate besselK(z,1+v)/besselK(z,V) for large values of z )
2004 Feb 10
6
R: lags
hi all how does one simulate a random walk process? i.e y(0)=0 y(t)=y(t-1)+ e(t) where e(t) is normal(0,1) say. Regards allan
2002 Jan 11
2
new dgamma rate argument
Can someone explain to me in what way the new (dpqr)gamma parameter can be interpreted as a rate (when shape != 1)? The only gamma rate that I am aware of is the hazard rate given by dgamma/(1-pgamma), the log of which is returned by my hgamma function (event library). Jim -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read
2007 Aug 14
1
Can I calculcate the percentage of a gamma function area below a cutoff value?
Hi there, I have some bird flight height data that follows a gamma distribution. The data (x) goes from 0 to 700 meters (n=1055). The calculated parameters calculated from the fitdistr(x) are (shape = 5.1379, rate = 0.017541), and therefore the scale (1/rate) = 57.00929. I would like to calculate the percentage of the function area that occurs below 50 meters (0-50m). Is that
2005 Jul 29
5
R: graphics devices
a simple question how does one produce plots on two different graphics devices? / allan
2008 Aug 25
1
Specifying random effects distribution in glmer()
I'm trying to figure out how to carry out a Poisson regression fit to longitudinal data with a gamma distribution with unknown shape and scale parameters. I've tried the 'lmer4' package's glmer() function, which fits the Poisson regression using: library('lme4') fit5<- glmer(seizures ~ time + progabide + timeXprog + offset(lnPeriod) + (1|id), data=pdata,
2008 Aug 07
1
qgamma inaccuracy (PR#12324)
Full_Name: Version: 2.7.1 (2008-06-23) OS: windows vista Submission from: (NULL) (216.82.144.137) Hello, I have been working with various probability distributions in R, and it seems the gamma distribution is inaccurate for some inputs. For example, qgamma(1e-100, 5e-101, lower.tail=FALSE) gives: 1.0. However, it seems this is incorrect; I think the correct answer should be
2007 Aug 14
2
CDF of a gamma distribution
Hi there, I have some bird flight height data that follows a gamma distribution. The data (x) goes from 0 to 700 meters (n=1055). The calculated parameters calculated from the fitdistr(x) are (shape = 5.1379, rate = 0.017541), and therefore the scale (1/rate) = 57.00929. I would like to calculate the cumulative density (or proportion of the curve) of the function at x= 50 meters. Is