similar to: Standard Deviation Distribution

Dear R users, This is more a statistical question rather than an R question. I'd appreciate it if you can give me some suggestions. I have a sample of a time series (sample size 500, fat tail in density). I am trying to calculate the Standard error of standard deviation of a sub-block-sample (sample size 250). I take 100 this kind of sub-block-sample, randomly. For these 100 subsamples, I

Does anybody know of a function that implements the derivative (gradient) of the multivariate normal density with respect to the *parameters*? It?s easy enough to implement myself, but I?d like to avoid reinventing the wheel (with some bugs) if possible. Here?s a simple example of the result I?d like, using numerical differentiation: library(mvtnorm) library(numDeriv) f=function(pars, xx, yy)

Hi, I??m trying to use the Win2BUGS package from R and I have a similar problem that reurns with the message: Error in FUN(X[[1]], ...) : symbol print-name too long But, there is no stray ` character in the file ( Sugestions given by: Duncan Temple Lang <duncan> Date: Mon, 26 Sep 2005 07:31:08 -0700 ) The progam in R is: library(R2WinBUGS) library(rbugs) dat <-

Dear R guru, I am Saikat Sarkar working as a researcher of Economics in Tampere University, Finland. I am trying to estimate some Garch related tests with Bayesian analysis by R programme. I am not good in R but trying to survive. Anyway I have the coding but not working properly. I have tried to find the problem but failed. I am writing to all R gurus to help me out. Could you please look at

Dear All- I am trying to merge two data files - they have different date formats and different times zones. I need to match up the date/time of the datasets and then invoke a conditional statement, such as: if dataC$mph is >= 12 then keep dataM$co23 for the corresponding time/date stamp. snippets of data files: *dataC.txt* LST in mph Deg DegF DegF2 % volts Deg

I was just looking for an easy way to convert between COM datetime and chron datetime (both ways.) I found examples on the list, but they involved origin. Does anyone have functions for converting COM datetime <-> chron datetimethat work "safely"? David L. Reiner > -----Original Message----- > From: Gabor Grothendieck [mailto:ggrothendieck@gmail.com] >

Could someone please suggest a more clever solution to the following problem than my loop below? Given X a 2xN matrix X, and I a k-subset of N, Generate the (2^k)xN matrix Y with columns not in I all zero and the other columns with all choices of an entry from the first or second row of X. For example, with X <- matrix(1:8, nrow=2) I <- c(1,3) X is 1 3 5 7 2 4 6 8 and Y should be 1 0 5

Dear all, I'm trying to get a Brownian bridge kernel (kernelbb) for each combination of two consecutive animal locations (see commands below) and put them, with a loop, inside a list. It works well at the beginning but after 42 runs, it appears the following warning : >Error in seq.default(yli[1], yli[2], by = diff(xg[1:2])) :  >  invalid (to - from)/by in seq(.) I looked at the

?unique says Value: An object of the same type of 'x'. but if an element is equal to one with a smaller index, it is removed. However, I need to keep the one with the LARGEST index. Can someone please show me the light? I thought about reversing the row order twice, but I couldn't get it to work right (My data frame has 125000 rows and 7 columns, and I'm

Hello R-List I use DClusters package (I work in a cancer regestry). I have 2 questions about it: 1-how is it possible to get back the bootstrap pValue? I mean the pValue of the calculated statistic with respect of the distribution of this statistic under the null hypothesis. 2-how is it possible to test an overdispersion in the poisson model? for choosing a best model I need this mesure of

I'm using v 1.9.1 under Windoz XP. Can I do the equivalent of "ls -l" on my R objects? R's "ls()" lists only the names. Thanks! David L. Reiner Rho Trading 440 S. LaSalle St -- Suite 620 Chicago IL 60605 312-362-4963 (voice) 312-362-4941 (fax) [[alternative HTML version deleted]]

dear list, as a part my problem. I have to estimate some parameters using ML estimation. The form of the likelihood function is not straight forward and I had to use a for loop to define the function. I used "optim" to maximise the result but was not sure of the programme. To validate my results, I tried to write a function to obtain the MLE of a bivariate normal in the same manner. On

I'm trying to use/modify some code I found (at Omegahat, but I've seem similar usage elsewhere.) It contains the lines: if(any(origin(chronDate)!=orig)) origin(chronDate) <- orig Let's say: > require("chron") [1] TRUE > chronDate <- chron("11/15/2005", format="m/d/y", origin.=c(12,31,1899)) > orig <- c(month=12, day=31,

Dear R-help, I'm using the 'optim' functions to minimise functions, and have read the documentation, but I'm still not sure how to determine sensible values to use for the 'fnscale' and 'parscale' options. If I have understood everything correctly, 'fnscale' should be used to scale the objective function, so that for example if the default is

Dear All- I have a dataset that is comprised of the following: doy yr mon day hr hgt1 hgt2 hgt3 co21 co22 co23 sig1 sig2 sig3 dif flag 244.02083 2005 09 01 00 2.6 9.5 17.8 375.665 373.737 373.227 3.698 1.107 0.963 -0.509 PRE 244.0625 2005 09 01 01 2.6 9.5 17.8 393.66 384.773 379.466 15.336 11.033 5.76 -5.307 PRE 244.10417 2005 09 01 02 2.6 9.5 17.8 411.162 397.866 387.755 6.835 5.61 6.728

This is a windows-specific question. After generating a plot, I can print from scripts or the command line with > dev.print(win.print,printer="local windows printer name") I would like to print in landscape mode. From the menus, I can accomplish this by changing the properties of the printer before clicking "print". However, I tried adding

Hi, R-listers I tried to plot several graphs in a sigle x-y coordinate settings, like the following: |(y) s | ****** s | ***** s | sssssssssssssssssss |_______________________________(x) where "*" and "s" denote two diffrent plots. However, when I used plot(data1); % data1 is the data points of "*"

I'm using R 2.0.1 under Windows XP. I get the following message when I run the code listed below. I don't seem to have any problems using the function "slice" outside "integrate". Error in integrate(slice, 0, Inf, , , , , , , a, b) * delta : non-numeric argument to binary operator [ By the way, I'm trying to evaluate a two-dimensional integral by

But that doesn't put the result into the history buffer, to be written to a file only later when I savehistory(filename). Bert Gunter also suggested ?capture.output and ?textConnection, but I cannot see how to get text into the history buffer as comments, but with evaluated expressions (values). I know how to use paste, sink, write, etc. but nothing that I can see inserts into the history

Would anyone be able to provide insight for the following question, please? Setting: estimation of prediction intervals for age-period-cohort models using GAMs (rate ~ s(age,period)) Method: bootstrap (Davison and Hinkley, 1997) Issue: standardisation of the residuals for resampling requires an adjustment using the diagonals of the hat matrix. Is there a simple way to get the hat values out of a