similar to: rob var/cov + LAD regression

Displaying 20 results from an estimated 1000 matches similar to: "rob var/cov + LAD regression"

2005 Feb 05
2
Std Err on Concentration measures
Hi, I'm using the ineq package to calculate some concentration measures (Gini, Herfindal, ...) and I was wondering if there's around also a function to calculate standard error on these measures. If not, is anybody aware of where I can find a reference on this point? Thanks. -- ======================================================== Angelo Secchi PGP Key ID:EA280337
2006 Feb 10
1
precision of std. error in summary
Hi, I'm doing robust regression with the following command rlm(dip~ind1+ind2-1,method="M",psi=psi,maxit=1000,acc=1e-15) now when I ask for a summary summary(rlm(dip~ind1+ind2-1,method="M",psi=psi,maxit=1000,acc=1e-15)) I get Coefficients: Value Std. Error t value ind1 -0.0377 0.0000 -24203.1415 ind2 1.0370 0.0000 668735.7195 taht is
2005 Nov 07
1
Newbie on functions
Hi, I'm trying to write a simple function like case1 <- function (m, cov, Q, R) { theta <- (acos(R/sqrt(Q^3))) beta <- (-2)*sqrt(Q)*cos(theta/3)+m[1]/3 rho1 <- (-2)*sqrt(Q)*cos((theta+2*pi)/3)+m[1]/3 rho2 <- (-2)*sqrt(Q)*cos((theta-2*pi)/3)+m[1]/3 stderrb <- deltamethod( ~(-2)*sqrt(Q)*cos(theta/3)+x1/3,m,cov) stderrr1 <- deltamethod(
2005 Mar 18
3
Non linear modeling
AFAIK most model fitting techniques will only deal with additive errors, not multiplicative ones. You might want to try fitting: log(y-x) = a*x + e which is linear. Andy > From: Angelo Secchi > > Hi, > is there a way in R to fit a non linear model like > > y=x+exp(a*x)*eps > > where a is the parameter and eps is the error term? > Thanks > Angelo > >
2003 Jan 15
1
Tobit regression
Does anyone have an R function for the estimation of Tobit regression models (for censored responses), as described, e.g., in Davidson, R. and MacKinnon, J.G., 1993, Section 15.7, Estimation and Inference in Econometrics, Oxford University Press? Thanks. FC. -- Francisco Cribari-Neto voice: +55-81-32718420 Departamento de Estatistica fax: +55-81-32747425 Universidade
2000 Mar 22
2
help system does not work (PR#499)
Full_Name: James MacKinnon Version: Version 1.0.0 OS: Debian 2.1 Submission from: (NULL) (24.141.113.138) I am a novice at R, so I am not totally sure that this is a bug, but I think it must be. When I type help.start() or ?help, Netscape starts up, as it should, but it displays my normal home page, not any help for R. The relevant documents exist in /usr/lib/R/doc/html, but Netscape does not
2006 Feb 09
0
New psi with rlm
Hi, How can I define a new psi function in the rlm comand? In particular I would like to implement the case for \rho(u)=0.5*(u^2) and \psi(u)=u in order to assume normally distributed errors. Any help? Thanks -- ======================================================== Angelo Secchi PGP Key ID:EA280337
2005 Mar 07
1
ismev package
Hi, I'm exploring the ismev package and in particular the pp.fit function. Documentation says that this function performs Maximum-likelihood fitting for the point process model, including generalized linear modelling of each parameter. Actually I'm afraid not to understand what it means with "Point process model". Any suggestion on possible references for further infos? thanks
2007 May 30
1
Generating Data using Formulas
Hello, My name is Christian Falde. I am new to R. My problem is this. I am attempting to learn R on my own. In so doing I am using some problems from Davidson and MacKinnon Econometric Theory and Methods to do so. This is because I can already do the some of the problems in SAS so I am attempting to rework them using R. Seemed logical to me, now I am stuck and its really bugging me.
2007 Nov 12
0
MASS library rob.cov ellipse
I figured this out so I wanted to post a response to my own question. Thanks to Brian Ripley for his hint, which got me looking in the right direction. The plot I had seen before that I wanted was automatic output to the cor.plot command in the mvoutlier library. A similar tolerance ellipse can be obtained from the covPlot command in the robustbase library, using which="tolEllipsePlot"
2002 Aug 15
0
Behaviour of cov.rob/MCD
Dear list, here is something I do not understand about cov.rob. > dat <- rmvnorm(200,rep(0,10),diag(10)) > cov.rob(dat,method="mcd") > cov.rob(dat,method="mcd",quantile.used= floor(3*211/4)) # All fine; default for quantile.used is floor(211/2) > dat <- rmvnorm(20,rep(0,10),diag(10)) > cov.rob(dat,method="mcd") # quantile.used is floor(31/2).
2007 Jul 03
1
MASS library rob.cov ellipse
Hi, I used to get a really useful graph when I ran the following command using the MASS library: > cov.rob(cbind(dekeyser$AGE,dekeyser$GJTSCORE),cor=T) Besides the regular output, a graph appeared that had the classical correlation and the robust correlation, and two ellipses, one surrounding the data that would be used in the classical correlation and the other surrounding the data in the
2010 Dec 06
0
[LLVMdev] [LAD] Project proposition: llvm based dsp engine
Hi, and thanks for the feedback. >My own gut feeling on this is that you'd be better off figuring out >how to do this in the context of Faust, which already does a important >subset of what you are describing, though notably without (I think) >the LLVM part. Surely a contribution to the discussion by the Faust people would be welcome; and even more than to the discussion :->.
2010 Dec 06
1
[LLVMdev] [LAD] Project proposition: llvm based dsp engine
On Mon, Dec 6, 2010 at 6:10 AM, Maurizio De Cecco <jmax at dececco.name> wrote: > I have been looking for a while to  LLVM as a possible technology to build a > DSP execution engine, providing the runtime flexibility needed by real-time > interactive DSP applications (like patcher languages), or by plug-in based > processors, and in the same moment > the powerful link time
2007 Oct 23
1
Multivariate regression tree: problems with surrogate splits
R helpers, I am working with the R program performing multivariate regression trees (MRT). I have a matrix with species and environmental variables saved as a CSV file (sprot_matrix.csv), I have 42 species and 8 environmental variables (SECCHI+PH+TA+PTOT+NTOT+CHLA+AREA+ MEANDEP) for 104 samples Title SpA SpB SpC SpD Varible1 Variable2 Variable3 Sample1 Sample 2
2006 Aug 28
2
regex scares me
Hi, apologies if this is too simple but I've been stuck on the following for a while: I have a vector of strings: filenames with a name before the extension and a variety of possible extensions I want to select only those files with: 1) a ".tab" extension AND 2) the character sequence "lad" anywhere in the name of the file before the extension. Surely this
2019 Sep 06
2
Change in behaviour for the "%U" substitution in 4.10.8?
No problem -?https://pastebin.com/G8pa3bdE <https://pastebin.com/G8pa3bdE> 6 Sep 2019, 10:28 by samba at lists.samba.org: > On 06/09/2019 09:47, gac wrote: > >> I opted for 'remove the SERVER lines' (since I don't remember why they are in there) - but this hasn't changed the behaviour. The log file contains a different error message, but still refers to the
2019 Sep 06
2
Change in behaviour for the "%U" substitution in 4.10.8?
I opted for 'remove the SERVER lines' (since I don't remember why they are in there) - but this hasn't changed the behaviour. The log file contains a different error message, but still refers to the incorrect path --- [2019/09/06 09:43:14.955067,? 0] ../../source3/smbd/service.c:784(make_connection_snum) ? make_connection_snum: canonicalize_connect_path failed for service
2005 Apr 21
2
Howto overlay two plots and save them in one pdf file?
Hello, I do have two different plots from LAD and OLS regression objects like this: # LAD regression and related plot rq(formula = SBP ~ Age) f = coef(rq(SBP ~ Age)) pred = f[1] + f[2]*Age plot (Age, SBP) lines (Age, pred) # OLS regression and related plot Pred = lm(SBP ~ Age) plot (Age, SBP) lines (Age,fitted(Pred)) Well for comparatative reason I would would like to subsume both plots
2019 Jul 04
4
cannot set filesystem permissions on shares
> >>>> Run this : getfacl /home/users > >>> getfacl: Removing leading '/' from absolute path names > >>> # file: home/users > >>> # owner: root > >>> # group: A\\domain\040admins > >>> user::rwx > >>> user:root:rwx > >>> user:10512:rwx > >>> group::rwx > >>>