similar to: Autocorrelation Matrix

Displaying 20 results from an estimated 10000 matches similar to: "Autocorrelation Matrix"

2007 Sep 28
3
orientlib
Hi All user, I have been using R-2.5.1. dose orientlib support this version? I would like to try. it. I have been wondering how to install the library. With regards, abu _________________________________________________________________ Celeb spotting ? Play CelebMashup and win cool prizes
2008 Jan 02
1
Password protect a queue from callers?
Hi, We currently testing a trixbox/asterisk installation and have used Freepbx to set-up and configure the box and it is running tremendously well. We have an generic IVR configured to which can transfer callers to a child IVR. This child IVR has a number of options to send the caller off to various queues. However we would like to protect some of the options with a password/pin number so that
2007 Oct 20
0
No subject
Its really a matter of developing an intuitive method of interaction with t= he environment. Its very feasible and something that is easily realised. = The methods are tried and tested in games systems, 3D editors and even 3D f= ile managers. Thus, there are no new technical aspects, its merely the pac= kaging of those features into a desktop interface. The business applicatio= ns can be
2007 Nov 30
6
Generating a value
How do I generate a value in R from a poisson distribution with mean 20? Thanks! -- View this message in context: http://www.nabble.com/Generating-a-value-tf4922234.html#a14086120 Sent from the R help mailing list archive at Nabble.com.
2008 Jan 07
5
moving or running average
Hi all R users, Can anyone please let me know how to do the moving average with R? With regards, Abu _________________________________________________________________ Free games, great prizes - get gaming at Gamesbox.
2008 Oct 08
0
partial autocorrelation plots ACF type=p
Dear users, I have two continuous variables which are two different measures taken each year from 1975 to 2005. I want to see if the two variables are correlated but need to take into account the fact that they are a time series. I have been following an example from 'The R Book' where you plot the ACF: par(mfrow=c(1,1) acf(cbind(x,y)) and this appeared to work fine, producing four
2011 Mar 16
1
Autocorrelation in linear models
I have been reading about autocorrelation in linear models over the last couple of days, and I have to say the more I read, the more confused I get. Beyond confusion lies enlightenment, so I'm tempted to ask R-Help for guidance. Most authors are mainly worried about autocorrelation in the residuals, but some authors are also worried about autocorrelation within Y and within X vectors
2010 Dec 27
0
Heteroskedasticity and autocorrelation of residuals
Hello everyone, I'm working on a current linear model Y = a0 + a1* X1 + ... + a7*X7 + residuals. And I know that this model presents both heteroskedasticity (tried Breusch-Pagan test and White test) and residuals autocorrelation (using Durbin Watson test). Ultimately, this model being meant to be used for predictions, I would like to be able to remove this heteroskedasticity and residuals
2009 Aug 24
1
lme, lmer, gls, and spatial autocorrelation
Hello folks, I have some data where spatial autocorrelation seems to be a serious problem, and I'm unclear on how to deal with it in R. I've tried to do my homework - read through 'The R Book,' use the online help in R, search the internet, etc. - and I still have some unanswered questions. I'd greatly appreciate any help you could offer. The super-super short explanation is
2012 Jan 09
1
Autocorrelation values? How to extract?
Hi, I am attempting to correct my models p-values due to temporal autocorrelations. It is not possible to model the correlation, so I have to make do with the p-value correction. I am feeling a bit thick here....I cannot get the autocorrelation values. What is the argument? My aim is to multiply the dependent variable autocorrelation with the independent variable autocorrelation and then
2008 Jul 06
1
Different Autocorrelation using R and other softwares
Dear All, Would like to ask the inconsistency in the autocorrelation from R with SPSS/Minitab. I have tried a dataset x with 20 data (1-20) and ask R to give the autocorrelation of different lags using the command < acf(x, lag.max=100, type = "correlation"), However while SPSS and Minitab give the same answers (0.85 for lag1), R gives 0.3688 which is much smaller. Obviously, the
2009 Oct 06
1
Spatial Autocorrelation
Hello, I have a matrix with the distances among sites. And I have another matrix with the presence and absence of each species in each site. I would like to test the spatial autocorrelation among sites. I have tried to use the function gearymoran of the ade4 package, but error messages keep popping up. Do you know any function for me to test the spatial autocorrelation of my data? Thanks,
2010 Apr 29
1
a question on autocorrelation acf
Hi R users, where can I find the equations used by acf function to calculate autocorrelation? I think I misunderstand acf. Doesn't acf use following equation to calculate autocorrelation? [image: R(\tau) = \frac{\operatorname{E}[(X_t - \mu)(X_{t+\tau} - \mu)]}{\sigma^2}\, ,] If it does, then the autocorrelation of a sine function should give a cosine; however, the following code gives a
2004 Aug 25
1
Newbie Question: Spatial Autocorrelation with R Tutorial?
Howdy All, I am looking for some good tutorials (books, websites, whatever) for calculating/testing for Spatial Autocorrelation using R. Specifically, I am wanting to test for autocorrelation of a number of variables measured at a set of discrete locations. Up to this point I have been exploring the "spdep" package and I can get "moran.test" to work, but I am concerned that
2009 May 12
0
R^2 extraction and autocorrelation/heterokedasticity on TSLS regression
Hi,   I'm actually I’m performing a TSLS linear multiple regression on annually data which go from 1971 to 1997. After performing the TSLS regression, I tried to extract the R squared value using “output$r.squared” function and to perform autocorrelation (Durbin Watson and Breush Godfrey) and heterokedasticity tests (Breush-pagan and Goldfeld Quandt)  but I have errors messages. More
2008 Oct 16
0
R package: autocorrelation in gamm
Dear users I am fitting a Generalized Additive Mixed Models (gamm) model to establish possible relationship between explanatory variables (water temperature, dissolved oxygen and chlorophyll) and zooplankton data collected in the inner and outer estuarine waters. I am using monthly time-series which are auto-correlated. In the case of the inner waters, I have applied satisfactoryly (by
2007 May 14
1
a question about spatial autocorrelation in R
Dear all, I am currently facing a problem related to the spatial autocorrelation of a sample of stations; these stations supply weekly data for a fixed time-window during the year (namely, 4-6 months per year). For this reason I'm trying to use the R package 'spdep' (specifically Moran's I) in order to get rid of it. Does anyone know how is it possible (if it is...) to
2010 Apr 21
1
Creating artificial environmental landscape with spatial autocorrelation
Dear all: Does anyone have any suggestions on how to make a spatially explicit landscape with spatial autocorrelation in R? In other words, a landscape where all cells have a spatial reference, and the environment values that are closer in space are more similar (positive spatial autocorrelation). Thank you, Laura
2010 May 10
1
R algorithm/package for creating spatial autocorrelation of uniformly distributed landscape values
Dear all: I would like to create a landscape of environmental values that follow a uniform frequency distribution and also have spatial autocorrelation in the landscape. I was wondering if there is an algorithm and/or package out there that creates autocorrelation of values that are distributed according to a non-normal frequency distribution. Any suggestions are greatly appreciated. Thank you,
2008 May 02
1
Errors using nlme's gls with autocorrelation
Hi, I am trying out a generalized least squares method of forecasting that corrects for autocorrelation. I downloaded daily stock data from Yahoo Finance, and am trying to predict Close (n=7903). I have learned to use date functions to extract indicator variables for Monday - Friday (and Friday is missing in the model to prevent it from becoming full rank). When I run the following code...