similar to: Mode in case of discrete or categorial data

Dear all, in a previuos message was asked how get the mode of continous distribution. Now I'm asking if there an R function to obtain the mode in case of a discrete distribution or categorial data. The only way is to use table(): > x<-rep(1:5,100) > s<-sample(x,40) > t<-table(s) > t s 1 2 3 4 5 13 10 5 4 8 the mode is value=1 Thanks Cordially Vito =====

Hi, I've a list containing parameters (intercepts & coefficients) of 12 regressions fitted > coeff [[1]] (Intercept) anno -427017.1740 217.0588 [[2]] (Intercept) anno -39625.82146 21.78025 ..... [[12]] (Intercept) anno 257605.0343 -129.7646 I want create a data frame with two columns (intercept and anno)using data in these list. Any help

Dear R-users, I've built these functions usefell for me to import/export data from/to Excel: importa.da.excel<-function(){read.delim2("clipboard", dec=",") ## questa funzione consente di importare dati da Excel in R ## selezionare in Excel le celle che contengono i dati, ## compresi in nomi delle colonne ## Autore: Vito Ricci email:vito_ricci at yahoo.com ## Data di

Hi, in which R-package I could find skewness and kurtosis measures for a distribution? I built some functions: gamma1<-function(x) { m=mean(x) n=length(x) s=sqrt(var(x)) m3=sum((x-m)^3)/n g1=m3/(s^3) return(g1) } skewness<-function(x) { m=mean(x) me=median(x) s=sqrt(var(x)) sk=(m-me)/s return(sk) } bowley<-function(x) { q<-as.vector(quantile(x,prob=c(.25,.50,.75)))

Hi, I'm dealing with time series. I usually use stl() to estimate trend, stagionality and residuals. I test for normality of residuals using shapiro.test(), but I can't test for autocorrelation and heteroskedasticity. Is there a way to perform Durbin-Watson test and Breusch-Pagan test (or other simalar tests) for time series? I find dwtest() and bptest() in the package lmtest, but it

Hi, I'm dealing with time series with 1 observaton for day (data sampled daily). I will create a ts object using that time series and the function ts(). In ts() help is written: The value of argument 'frequency' is used when the series is sampled an integral number of times in each unit time interval. For example, one could use a value of '7' for 'frequency' when

Dear R-users, I'm finding for a R-package concerning graphs. Is there some kind of that package? I've a set of correlation coeffients between several variable and I wish to built a graph to link variables correlated. Many thanks. Best, Vito ===== Diventare costruttori di soluzioni "The business of the statistician is to catalyze the scientific learning process." George

DeaR R-useRs, I'm trying to fit a logist model with these data: > dati y x 1 1 37 2 1 35 3 1 33 4 1 40 5 1 45 6 1 41 7 1 42 8 0 20 9 0 21 10 0 25 11 0 27 12 0 29 13 0 18 I use glm(), having this output: > g<-glm(y~x,family=binomial,data=dati) Warning messages: 1: Algorithm did not converge in: glm.fit(x = X, y = Y, weights = weights, start = start, etastart =

Hello, R users, I am a very beginner of R and tried read.csv to import an excel file after saving an excel file as csv. But it added alternating rows of fictitious NA values after row number 16. When I applied read.delim, there were trailing several commas at the end of each row after row number 16 instead of NA values. Appreciate your help. Kyong [[alternative HTML version deleted]]

Dear R-useRs, I've written a contribute (in Italian language) concering fitting distribution with R. I believe it could be usefull for someones. It's available on CRAN web-site: http://cran.r-project.org/doc/contrib/Ricci-distribuzioni.pdf Here's the abstract: This paper deals with distribution fitting using R environment for statistical computing. It treats briefly some

Dear R-Users, How can I use chisq.test() as a goodness of fit test? Reading man-page I?ve some doubts that kind of test is available with this statement. Am I wrong? X2=sum((O-E)^2)/E) O=empirical frequencies E=expected freq. calculated with the model (such as normal distribution) See: http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm for X2 used as a goodness of fit test. Any

Hi, from what you're writing: "The logaritmic transformation "shapiro.test(log10(y))" says: W=0.9773, p-value= 2.512e-05." it seems the log-values are not distributed normally and so original data are not distributed like a log-normal: the p-value is extremally small! Other tests for normality are available in package: nortest compare the log-transformation of your ecdf

Hi, you can address to a single ts in a multivariate ts object by namets[,index]. See this example: > dati X Y 1 100 200 2 150 210 3 180 220 4 200 230 5 220 250 > serie<-ts(dati,start=1999) > serie Time Series: Start = 1999 End = 2003 Frequency = 1 X Y 1999 100 200 2000 150 210 2001 180 220 2002 200 230 2003 220 250 > serie[,1] ## first ts Time Series: Start =

Dear R-Users, is there any statement to fit a orthogonal regression in R environment? Many thanks in advance. Best regards, Vito Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific learning process." George E. P. Box "Statistical thinking will one day be as necessary for efficient

Dear R-user, I wish to know if someone is using R as concern Datamining or KDD (Knowledge Discovery in Database) and if already exists a R package specialized in this kind of analysis. I found this contributes on the R web site: [20] Diego Kuonen. Introduction au data mining avec R : vers la reconqu??te du `knowledge discovery in databases' par les statisticiens. Bulletin of the Swiss

I hope this example could help you best vito > x<-seq(-3.5,3.5,0.1) > x [1] -3.5 -3.4 -3.3 -3.2 -3.1 -3.0 -2.9 -2.8 -2.7 -2.6 -2.5 -2.4 -2.3 -2.2 -2.1 [16] -2.0 -1.9 -1.8 -1.7 -1.6 -1.5 -1.4 -1.3 -1.2 -1.1 -1.0 -0.9 -0.8 -0.7 -0.6 [31] -0.5 -0.4 -0.3 -0.2 -0.1 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 [46] 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2.0 2.1 2.2 2.3

Dear UseRs, maybe is a silly question: how can I get Empirical CDF values from an object created with ecdf()?? Using print I obtain: Empirical CDF Call: ecdf(t) x[1:57] = 4.1, 4.4, 4.5, ..., 491.3, 671.27 Thanks in advance. Regards, Vito Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific

Hi, I'm dealing with a datamining analysis: I've a lot of categories of product sold per week (n. week =26, n. categories about 50. my dataframe is like this: Settimana ALIMENTI..ALTRI. ALIMENTI.APROTEICI 1 1 3 19 2 2 2 0 3 3 1 22 4 4 2

Dear Siegfried, I believe your boss is wrong saying that: >He also tried to explain me that the monthly means >(based on the daily measurements) must follow a >log-normal distribution too then over the course of a year. every statistician know that increasing the sample size the sample distribution of the mean is proxy to a gaussian distribution (Central Limit Theorem) independently

Dear all, in last weeks you discussed about R vs SAS. I want to ask your opinion about a comparison between R and SPSS. I don't know this software, but some weeks ago I went to a presentation of this product. I found it really user-friendly with GUI (even if I'd prefer command line) and very usefull and simple to use in creation and managing tables, OLAP tecniques, pivot table. What you