Displaying 20 results from an estimated 8000 matches similar to: "Sum of random values"
2005 Sep 29
2
solution of convolution equation
Hello,
May be somebody can help me...
I am trying to find a solution of a convolution equation using fft (and
unfortunately I do not have a good background for this).
So I am just trying to figure out how it can be implemented in R. I have
two multidimensional independent variables X and Z
and I know their densities fx and fz, which are multidimensional arrays.
So I have to find the density of
2006 Dec 02
2
nonlinear quantile regression
Hello, I?m with a problem in using nonlinear quantile regression, the
function nlrq.
I want to do a quantile regression o nonlinear function in the form
a*log(x)-b, the coefficients ?a? and ?b? is my objective. I try to use the
command:
funx <- function(x,a,b){
res <- a*log(x)-b
res
}
Dat.nlrq <- nlrq(y ~ funx(x, a, b), data=Dat, tau=0.25, trace=TRUE)
But a can?t solve de problem,
2005 Dec 23
2
convolution of the double exponential distribution
Is there any R function that computes the convolution of the double
exponential distribution?
If not, is there a good way to integrate ((q+x)^n)*exp(-2x) over x from
0 to Inf for any value of q and for any positive integer n? I need to
perform the integration within a function with q and n as arguments. The
function integrate() is giving me this message:
"evaluation of function gave a
2004 Sep 21
2
Ever see a stata import problem like this?
Greetings Everybody:
I generated a 1.2MB dta file based on the general social survey with
Stata8 for linux. The file can be re-opened with Stata, but when I bring
it into R, it says all the values are missing for most of the variables.
This dataset is called "morgen.dta" and I dropped a copy online in case
you are interested
http://www.ku.edu/~pauljohn/R/morgen.dta
looks like this
2005 Jan 07
2
Getting empirical percentiles for data
Dear List,
I have some discrete data and want to calculate the percentiles and the
percentile ranks for each of the unique scores. I can calculate the
percentiles with quantile().
I know that "ecdf" can be used to calculate the empirical cumulative
distribution. However, I don't know how to exact the cumulative
probabilities for each unique element. The requirement is similar
2009 Feb 17
6
Percentiles/Quantiles with Weighting
Hi All,
I am looking at applications of percentiles to time sequenced data. I had
just been using the quantile function to get percentiles over various
periods, but am more interested in if there is an accepted (and/or
R-implemented) method to apply weighting to the data so as to weigh recent
data more heavily.
I wrote the following function, but it seems quite inefficient, and not
really very
2011 Dec 23
3
data vector to corresonding percentile ranks
I have a problem where I need to calculate the corresponding cohort
percentile ranks for each of several variables.
Essentially, what I need is a function that will calculate the
distribution-free percentiles from each variable's data vector, returning a
corresponding vector of percentiles:
e.g.:
percentile.my.data<-/function/(my.data)
I tried to make ecdf() perform this task but
2011 Sep 28
1
Negative Quartile
Hello, I have a doubt, but it is more statistic than just about R: How
the people deal usually with negative percentile and quartile? In my
concrete case, I want to know the distribution of an error, so the
nearest it is to 0 the better (I think it would be optimun to have the
nearest values to 0 in the lower percentiles). The best result would
be making the percentile of the absolute value
2013 Jan 21
1
Percentiles with R for a big data.frame
Dear R users,
I came up to a problem dealing with percentiles in R.
>From my previous questions: I do have a big data.frame, with lots of
columns and rows. The following command enables me to calculate means for
all data frame.
dat1$newID<-rep(1:(nrow(dat1)/12),each=12) #if nrow(dat1)/12 is integer
dat2<-with(dat1,aggregate(cbind(dat1[,1:71]),by=list(newID),mean))
What I need is to
2005 Jun 15
1
Chi square convolution?
Hi,
I want to determine the confidence interval on the sum of two sigma's.
Is there an easy way to do this in R? I guess I have to use some sort of
chisquare convolution algorithm???
Thanx,
Roy
--
The information contained in this communication and any atta...{{dropped}}
2008 Feb 18
2
Custom Plot - means, SD & 5th-95th% (Plotmeans or Boxplot)?
Any help with this problem would be greatly appreciated:
I need to produce a custom plot i haven't come across in R. Basically, I
want to show means, 1st standard deviation and 5th and 95th percentiles
visually, using something resembling a boxplot. Is it possible to completely
customize a boxplot so that it shows means as the bar (instead of, not as
well as medians), standard deviations at
2009 Jun 23
1
implementing Maximum Likelihood with distrMod when only the PDF is known
Dear R users and Dear authors of the distr package and sequels
I am trying to use the (very nice) package distrMod as I want to
implement maximum likelihood (ML) fit of some univariate data for which
I have derived a theoretical continuous density (pdf). As it is a
parametric density, I guess that I should implement myself a new
distribution of class AbscontDistributions (as stated in the pdf
2009 Sep 02
2
combining grid.text, expression and variables
Dear R-users,
I am trying to use the grid.text and expression functions to display
several character strings and plotmath text on a viewport. Some strings
can include a variable portion (PI.limits in the following example),
which I thought could be implemented by combining the bquote and the
expression functions. Unfortunately, my expressions do not seem to be
evaluated. I would greatly
2007 Oct 24
2
analytical solution to Sum of binominal distributed random numbers?
Frede Aakmann T?gersen wrote:
> Perhaps
>
> http://stinet.dtic.mil/cgi-bin/GetTRDoc?AD=ADA266969&Location=U2&doc=GetTRDoc.pdf
>
> is something that you can use?
Thanks a lot - that might help.
Rainer
>
>
>
> Best regards
>
> Frede Aakmann T?gersen
> Scientist
>
>
> UNIVERSITY OF AARHUS
> Faculty of Agricultural Sciences
> Dept.
2011 Mar 10
1
getting percentiles by factor
Hello,
I'm trying to get percentiles (PERCENTRANK for excel users) by factor in the
following data.frame:
myExample <- data.frame(Ret=seq(-2, 2.5,
by=0.5),PE=seq(10,19),Sectors=rep(c("Financial","Industrial"),5))
myExample <- na.omit(myExample)
Thanks to Patrick I I managed to put together the following lines which does
it for the "Ret" column:
myecdf
2012 Jul 30
3
Calculating percentiles for multiple dates
I was hoping to calculate the percentile for each date. So group all of one
date together, calculating the value of the 2.5 and 97.5 percentile.
--
View this message in context: http://r.789695.n4.nabble.com/Calculating-percentiles-for-multiple-dates-tp4638183p4638378.html
Sent from the R help mailing list archive at Nabble.com.
2005 Aug 11
2
scatter plot
I'd like to do a simple scatter plot but instead of using the variable
values on the X axis I would like to plot the percentiles. I searched in
the manual for percentiles but did not find what I was looking for. I've
been using SAS for several years but I new to R.
--
Dean Sonneborn
Programmer Analyst
Department of Public Health Sciences
University of California, Davis
(916) 734-6656
2004 Apr 06
2
percentile-percentile plot
Hi,
Is there a function that does percentile-percentile plot. I do not mean
the qqplot. I need to plot the percentiles rather than points themselves.
I am hoping for a plot that tells me that the x percentile of one data set
corresponds to the y percentile of the other. for example a point on the
plot of (.5, .2) will tell me that the 50th percentile of the first data
and the 20th percentile of
2005 Feb 15
1
convolution of functions
Dear sir,
we would like to know if there exist any R package containing the
computational performance of the n-fold Stieljes' convolution of functions.
We look forward to hearing from you.
Thank you in advance.
____________________________________
M.Luz G?miz P?rez
Dpt. Estad?stica e Investigaci?n Operativa
Facultad de Ciencias
Universidad de Granada
Telf.: 958-243156
e-mail:
2012 Apr 20
1
Package "demography" - calculating percentiles of survival probabilities distribution
Hi,
I am using the package "demography" from Rob Hyndman for the
Lee-Carter-Model. It is an amazing powerful tool but I am struggling with
one issue:
I want to compute different percentiles of the survival probability
distribution derived from the Lee-Carter-Forecast (e.g. the 50%tile,
60%tile, 75%tile and 99%tile) for each of the next 10 years. Is there any
possibility to retrieve