similar to: Ts analysis with R: a contribute in Italian language

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

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

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 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 found this document, but it concerns S+. If it could interest you'll see: http://faculty.washington.edu/ezivot/book/QuanCopula.pdf Cordially Vito You wrote: Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows ===== Diventare costruttori di soluzioni

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

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

Hi, see ?cor in base package to get correlation matrix for your data. Maybe it could be usefull getting principal components (give a look to: ? princomp (base)) to reduce the number of variables. Hoping I helped you. Best regards, Vito You wrote: Hi all: I have a question on how to go about creating a correlation matrix. I have a huge amount of data....21 variables for 3471 times. I want

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

Hi, did you see: as.data.frame() as.matrix() as.vector() matrix() > x a b c 1 1 2 3 2 1 2 3 3 2 3 4 4 3 4 5 > is.data.frame(x) [1] TRUE > as.matrix(x) a b c 1 1 2 3 2 1 2 3 3 2 3 4 4 3 4 5 > y<-as.matrix(x) > is.matrix(y) [1] TRUE > as.vector(y) [1] 1 1 2 3 2 2 3 4 3 3 4 5 > z<-as.vector(y) > m<-matrix(z,ncol=3) > m [,1] [,2] [,3] [1,] 1 2

Hi, see these links: http://www.liacc.up.pt/~ltorgo/DataMiningWithR/ http://sawww.epfl.ch/SIC/SA/publications/FI01/fi-sp-1/sp-1-page45.html Brian D. Ripley, Datamining: Large Databases and Methods, in Proceedings of "useR! 2004 - The R User Conference", may 2004 http://www.ci.tuwien.ac.at/Conferences/useR-2004/Keynotes/Ripley.pdf looking for a book I suggest: Trevor Hastie , Robert

Hi, Attention chi-squared distribution, unlike F distribution, has only df1 as parameter, not df1 and df2. So correct into: outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1, df2)) outer(1:3, 1:3, function(df1, df2) qchisq(0.95, df1)) ^^^^^^^^^^^^^^^^^^^^ Regards, Vito you wrote: Dear Rs: outer(1:3, 1:3, function(df1, df2) qf(0.95, df1, df2)) I compare this F

Hi, pchisq -> distribution function dchisq -> density function pval is the area under the curve, to calculte it you use distribution function which is the integral of density function. See: http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm http://mathworld.wolfram.com/DistributionFunction.html f(x) density function F(x) distribution function =Pr(X<x)= integral(f(x))

See: http://wwwpeople.unil.ch/jean-pierre.mueller/ ttda - tools for textual data analysis Regards Vito you wrote: Hi, Does a text miner exist in R-language similar to Splus miner or SAS text miner? I would appreciate any information. TIA, Aldi ===== Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific

Dear UseRs, I'm glad to inform that an English version of my contribute concerning fitting distributions is now available on CRAN: http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf Any comments will be appreciated. Best regards, Vito ===== Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the

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

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 Federico, see: ? shapiro.test(stats) Shapiro-Wilk Normality Test and ? jarque.bera.test(tseries) Jarque-Bera Test They are the most common tests used for normality testing. Ciao Vito Federico Gherardini wrote on Fri Oct 15 14:44:18 CEST 2004: Hi all, Is it possible to have a test value for assessing the normality of residuals from a linear regression model,