Re: [R] particle count probability

Somewhere, buried in the vast literature on the Wicksell problem, there is probably an answer, or at least a hint. > On Feb 20, 2019, at 11:16 AM, PIKAL Petr wrote: > > Dear all > > Sorry, this is probably the most off-topic mail I have ever sent to this help > list. However maybe somebody

Re: [R] Siegel nonparametric regression / mblm package

regards. > > P.S.: sorry for my bad english... > > Il giorno lun 11 feb 2019 alle ore 12:54 Roger Koenker <mailto:rkoen...@illinois.edu>> ha scritto: > My first thought was also that this was an artifact of the ties, but > dithering the data > n <- length(child) &

Re: [R] Siegel nonparametric regression / mblm package

My first thought was also that this was an artifact of the ties, but dithering the data n <- length(child) child <- child + runif(n,-.5,.5) parent <- parent + runif(n,-.5,.5) and rerunning yields the same discrepancy between the Siegel and other fits. Curiously, both lmsreg and ltsreg from MASS

Re: [R] Summarizing R script

I use R CMD BATCH foo which produces a file called foo.Rout and provided the script includes sessionInfo() constitutes a quite sufficient summary for my purposes, it isn’t exactly pretty, but it is informative. > On Sep 26, 2018, at 3:00 PM, Spencer Brackett > wrote: > > R users, > > Is

Re: [R] Scaling - does it get any better results than not scaling?

In certain fields this sort of standardization has become customary based on some sort of (misguided) notion that it induces “normality.” For example, in anthropometric studies based on the international Demographic and Health Surveys (DHS) childrens’ heights are often transformed to Z-scores

Re: [R] Lattice Histogram Scaling

far... url:www.econ.uiuc.edu/~roger Roger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 > On Aug 14, 2017, at 8:36 PM, Richard M. Heiberger &l

[R] Lattice Histogram Scaling

ion(x, bw = bandwidths, ...){ panel.histogram(x, ...) f <- density(x, bw[packet.number()]) panel.lines(f$x, f$y, col = "blue", lwd = 1.5) }) print(lp) url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.edu

Re: [R] Help with a specific quantile regression problem

. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 > On Feb 24, 2017, at 5:10 AM, Helio Santana <helio.san

Re: [R] Functional programming?

to do. As always the knowledge and generosity of the R-help community is inspiring. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] Functional programming?

Thanks, Duncan and Bert, Duncan’s version does replicate my result, Bert’s does something a bit different, now I just need some time to digest what you have done, and try to see how and why. Many thanks!!! Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen

[R] Functional programming?

I have a (remarkably ugly!!) code snippet (below) that, given two simple functions, f and g, generates a list of new functions h_{k+1} = h_k * g, k= 1, …, K. Surely, there are vastly better ways to do this. I don’t particularly care about the returned list, I’d be happy to have the final

Re: [R] algorithmic method quantile regression

Did you read item 1 in the quantreg FAQ()? url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 > On Oct

Re: [R] quantile regression: warning message

see the output from the quantreg FAQ: FAQ() especially point 2. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] Quantile Regression without intercept

elfare state, so 0 income implies 0 expenditure, then all (quantile) Engel curves pass through the origin and one might want to impose this. On the other hand maybe not... > From: Roger Koenker > Sent: ‎06-‎10-‎2015 07:09 PM > To: Lorenz, David > Cc: r-help@r-project.org > Sub

Re: [R] Quantile Regression without intercept

the data how > do I interpret the line? As an estimate of the conditional median (quantile) function when constrained to pass through the origin… as with least squares fitting without an intercept, you do this at your peril. > > > On Tue, Oct 6, 2015 at 8:03 AM, Roger Koen

Re: [R] Quantile Regression without intercept

> On Oct 6, 2015, at 7:58 AM, Lorenz, David wrote: > > Did you verify that the correct percentages were above/below the regression > lines? I did a quick check and for example did not consistently get 50% of > the observed response values greater than the tau=.5 line. I did

Re: [R] Quantile Regression without intercept

as for lm() or any other linear model fitting…. rq( y ~ x - 1, … ) url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] Quantile regression model with nonparametric effect and interaction

The main effect trend seems rather dangerous, why not just estimate the f’s in a loop? url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] Making my own graphics device

In ancient times, ie circa 1981, the S language certainly supported HP pen plotters so there should be code somewhere that could be resuscitated, he said naively. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217

Re: [R] Prediction intervals (i.e. not CI of the fit) for monotonic loess curve using bootstrapping

straightforward, although the theory for such bands is rather difficult and still under construction. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217

Re: [R] goodness of fit for nonlinear quantile regression

$getPars()) tau - object$m$tau() fid - object$m$rho val - n * (log(tau * (1 - tau)) - 1 - log(fid/n)) attr(val, n) - n attr(val, df) - p class(val) - logLik val } and from there AIC should work as usual for nls models. RK url:www.econ.uiuc.edu/~rogerRoger

Re: [R] Matrix Multiplication using R.

In the event that these are moderately sparse matrices, you could try Matrix or SparseM. Roger Koenker rkoen...@illinois.edu On Aug 14, 2013, at 10:40 AM, Praveen Surendran wrote: Dear all, I am exploring ways to perform multiplication of a 9 x 4 matrix with it's transpose

Re: [R] Quantile regression for binary choice and heckit

This is a bit like asking how should I tweak my sailboat so I can explore the ocean floor. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] updating observations in lm

The essential trick here is the Sherman-Morrison-Woodbury formula. My quantreg package has a lm.fit.recursive function that implements a fortran version for adding observations, but like biglm I don't remove observations at the other end either. Roger Koenker rkoen...@illinois.edu On May 27

Re: [R] inverse for formula transformations on LHS

all of this to other transformations. Quite a project! Best, Roger Roger Koenker rkoen...@illinois.edu On May 17, 2013, at 12:21 PM, Paul Johnson wrote: This is an R formula handling question. It arose in class. We were working on the Animals data in the MASS package. In order to see

Re: [R] question

. Roger Koenker rkoen...@illinois.edu On Apr 24, 2013, at 6:37 PM, R. Michael Weylandt wrote: On Tue, Apr 23, 2013 at 2:54 PM, nafiseh hagiaghamohammadi n_hajiaghamohammadi2...@yahoo.com wrote: Hi I fit one linear quantile regression with package quantreg and I want to khow this model

Re: [R] question

then use anova(f1,f0) For further details see: Koenker R. and Jose A.F. Machado. Goodness of Fit and Related Inference Processes for Quantile Regression J. of Am Stat. Assoc, (1999), 94, 1296-1310. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.edu

Re: [R] Singular design matrix in rq

Jonathan, This is not what we call a reproducible example... what is raw_data? Does it have something to do with mydata? what is i? Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558

Re: [R] bootstrapping quantile regression

There is no automatic clustering option for QR bootstrapping. You will have to roll your own. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244

Re: [R] standard error for quantile

The rank test inversion option that you are trying to use won't work with only one coefficient, and therefore with univariate quantiles, if you use summary(rq(rnorm(50) ~ 1, tau = .9), cov = TRUE) you will have better luck. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen

Re: [R] standard error for quantile

Petr, You can do: require(quantreg) summary(rq(x ~ 1, tau = c(.10,.50,.99)) url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] SparseM buglet

Sam, Thanks for pointing this out, but I have to point out in turn that this isn't a SparseM function, it is part of the package e1071, maintained by David Meyer. Roger Roger Koenker rkoen...@illinois.edu On Aug 24, 2012, at 3:07 PM, Sam Steingold wrote: read.matrix.csr does not close

Re: [R] quantreg Wald-Test

On Jul 28, 2012, at 8:55 AM, stefan23 wrote: Dear all, I know that my question is somewhat special but I tried several times to solve the problems on my own but I am unfortunately not able to compute the following test statistic using the quantreg package. Well, here we go, I appreciate

Re: [R] The best solver for non-smooth functions?

/risk.html Roger Koenker rkoen...@illinois.edu On Jul 18, 2012, at 3:09 PM, Cren wrote: # Whoops! I have just seen there's a little mistake # in the 'sharpe' function, because I had to use # 'w' array instead of 'ead' in the cm.CVaR function! # This does not change the main features of my

Re: [R] Quantile Regression - Testing for Non-causalities in quantiles

Take a look at demo(Mel) in the quantreg package. Roger Koenker rkoen...@illinois.edu On Jul 14, 2012, at 6:55 AM, stefan23 wrote: Dear all, I am searching for a way to compute a test comparable to Chuang et al. (Causality in Quantiles and Dynamic Stock Return-Volume Relations). The aim

Re: [R] Quantile regression: Discrepencies Between optimizer and rq()

should explicitly pass the arguments y, x, and quant. and you need to replace what you call sample.cond.quantile by 0 in the definition of w.less. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558

Re: [R] R quantreg anova: How to change summary se-type

mean by leads to mistakes below? Thanks, Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 On May 28

Re: [R] ANOVA in quantreg - faulty test for 'nesting'?

be reformulated as an exclusion restriction, see for example the remark on pages 5-6 of http://www.econ.uiuc.edu/~roger/research/ranks/ranktests.pdf or the references cited there. And using this sort of parameterization you can use anova.rq(). Roger Koenker rkoen...@illinois.edu On Apr

Re: [R] non linear quantile regression - Median not plotting where it should

Dan, It is hard to say without being able to reproduce your example. If you send me the data I could try to advise something. Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558

Re: [R] about interpretation of anova results...

If you were to rtfm you'd see that your anova suggests that the slope coefficients are the same for your tau = .15 and tau = .30 models. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558

Re: [R] linear against nonlinear alternatives - quantile regression

Roger Koenker rkoen...@illinois.edu On Nov 5, 2011, at 1:02 PM, Julia Lira wrote: Dear David, Indeed rq() accepts a vector fo tau. I used the example given by Frank to run fitspl4 - summary(rq(b1 ~ rcs(x,4), tau=c(a1,a2,a3,a4))) and it works. I even can use anova() to test equality

Re: [R] Question on estimating standard errors with noisy signals using the quantreg package

On Oct 31, 2011, at 7:30 AM, Thorsten Vogel wrote: Dear all, My question might be more of a statistics question than a question on R, although it's on how to apply the 'quantreg' package. Please accept my apologies if you believe I am strongly misusing this list. To be very brief, the

Re: [R] nlrq {quantreg}

- exp(1 + .5*x) + rnorm(50) nlrq(y ~ exp(a + b * x), start = list(a = 2, b = 1)) Nonlinear quantile regression model: y ~ exp(a + b * x) data: parent.frame tau: 0.5 deviance: 15.39633 a b 1.0348673 0.4962638 Roger Koenker rkoen...@illinois.edu On Oct 16, 2011

Re: [R] How to keep a coefficient fixed when using rq {quantreg}?

Ah yes offsets, I've meant to look into this, but never quite understood why something like: rq((y - xk - bk) ~ x1 + x2) wasn't just as convenient Roger Koenker rkoen...@illinois.edu On Oct 14, 2011, at 6:55 PM, Tal Galili wrote: Hello all, I would like to compute

Re: [R] How to keep a coefficient fixed when using rq {quantreg}?

oops *bk not - bk. Roger Koenker rkoen...@illinois.edu On Oct 14, 2011, at 8:40 PM, Roger Koenker wrote: Ah yes offsets, I've meant to look into this, but never quite understood why something like: rq((y - xk - bk) ~ x1 + x2) wasn't just as convenient Roger Koenker

Re: [R] Change Variable Labels in Quantile Plot

It should be possible to say plot(..., xlab = foo, ylab = bar) ) if not please let me know. Roger Koenker rkoen...@illinois.edu On Aug 22, 2011, at 9:00 PM, Kitty Lee wrote: I have spent hours on this ---looked through the quantreg manual and r-help site--- still couldn't figure out

Re: [R] quantile regression: out of memory error

:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 On Jul 11, 2011, at 12:39 PM, Prew, Paul wrote: Hello, I’m wondering

Re: [R] rqss help in Quantreg

This is _not_ a reproducible example so one can only guess, but the fact that with returns the analysis goes suggests that there is something amiss with your price variable. Roger Koenker rkoen...@illinois.edu On May 28, 2011, at 1:47 PM, Sergius Cerice wrote: Dear All, I,m trying

Re: [R] statistical question

at the chosen alpha level then the difference in medians is significant. Roger Koenker rkoen...@illinois.edu On Mar 31, 2011, at 4:15 AM, Anna Lee wrote: Dear List! I want to compare medians of non normal distributed data. Is it possible and usefull to calculate 95% confidence intervals

Re: [R] rqss help in Quantreg

On Mar 20, 2011, at 10:24 PM, Man Zhang wrote: Dear All, I'm trying to construct confidence interval for an additive quantile regression model. In the quantreg package, vignettes section: Additive Models for Conditional Quantiles

Re: [R] Confidence interval on quantile regression predictions

You need to add explicitly newdata = list(x=x) and if you want percentile method you also need se = boot. Roger Koenker rkoen...@illinois.edu On Jan 11, 2011, at 3:54 AM, Davey, Andrew wrote: I am using the quantreg package to build a quantile regression model and wish to generate

[R] lty dots pdf issue

, but my printer produces something quite consistent with what is viewable on the screen. Apologies in advance if this has an obvious resolution, I didn't see anything in the r-help archive. Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.edu

Re: [R] sparseM and kronecker product_R latest version

loaded via a namespace (and not attached): [1] tools_2.10.1 url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801

[R] Predicting the Present with R at Google

I thought some R-help readers might enjoy seeing the paper by Hal Varian on predicting the present using R and Google Trends that is linked via the following blog comment: http://googleresearch.blogspot.com/2009/04/predicting-present-with-google-trends.html Apologies in advance if this has

Re: [R] Browser and Debug?

At points of total desperation you can always consider the time-honored, avuncular advice -- RTFM, in this case Section 4.4 of Writing R Extensions. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558

Re: [R] Logit Model... GLM or GEE or ??

ratings. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 On Aug 6, 2009, at 5:00 PM, Noah Silverman wrote

[R] Fwd: Making rq and bootcov play nice

of these days I'll incorporate clustered se's into summary.rq, but meanwhile this seems to be a good alternative. Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois

Re: [R] How to pass a character argument which contains expressions to arg.names in barplot?

Surely a fortune, because fortuna can be cruel. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 On Jul

[R] Constructing lists (yet, again)

), function(x) eval(as.name(x))) makes the list, but (ironically) doesn't assign the names to the components. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax

Re: [R] Constructing lists (yet, again)

Marc, Thanks, sapply(ls(pat = ^name),get) was exactly what I was after. The default behavior for vectors of equal length is nice too, but I was most interested in the ragged case, which produces a list. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen

Re: [R] package quantreg behaviour in weights in function rq,

a repaired version of the package later in the day. Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801

Re: [R] Matrix multiplication precision

A good discussion of this is provided by Gill, Murray and Wright Num Lin Alg and Opt, section 4.7.2. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217

Re: [R] Fortran function for quantiles

You could look at the function kuantile() in the package quantreg and the associated fortran code dsel05.f which implements a version of the Floyd and Rivest (CACM, 1975) algorithm. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment

Re: [R] Adaptive kernel density was ... Fw: (no subject)

On Jul 12, 2009, at 2:56 PM, David Winsemius wrote: On Jul 12, 2009, at 3:21 PM, maram salem wrote: Dear group, Thank u so much 4 ur help. I've tried the link, http://finzi.psych.upenn.edu/R/library/quantreg/html/akj.html for adaptive kernel density estimation. But since I'm an R beginer

Re: [R] Dantzig Selector

/~rogerRoger Koenker email rkoen...@uiuc.edu Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, IL 61820 On Jul 8, 2009, at 6:35 PM, tzygmund mcfarlane

Re: [R] Color of ecdf plots

having been bitten by this behavior many times, could I register a plea for allowing a col argument to plot.stepfun that would deal with both the horizontal and vertical segments -- I rather doubt that it is often desirable to have different colors for these. Note that verticals = TRUE is

Re: [R] odd behaviour in quantreg::rq

recalling that Galton's invention of correlation paper: Co- relations and their measurement, Proceedings of the Royal Society, 1888-89, used medians and interquartile ranges. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox

Re: [R] odd behaviour in quantreg::rq

and g2 objects we see that they are equal and agree with f1. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801

Re: [R] Memory issues on a 64-bit debian system (quantreg)

a sparse version of the full X matrix. This is usually not that difficult, but usually is based on a rather small sample that may not be representative of your problems. Hope that this helps, Roger url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.edu

Re: [R] Memory issues on a 64-bit debian system (quantreg)

. The default of 1 is likely to produce something very very rough with such a large dataset. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

Re: [R] Citing R/Packages Question

:www.econ.uiuc.edu/~rogerRoger Koenker email rkoen...@uiuc.edu Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, IL 61820 On May 8, 2009, at 5:27 PM, Derek Ogle wrote

Re: [R] Question of Quantile Regression for Longitudinal Data

laptop Friday. Finally, cbind(1,x) does introduce an intercept in the code originally asked about, so if you don't want an intercept don't do that, but be sure that that is really want you want to do. url:www.econ.uiuc.edu/~rogerRoger Koenker email rkoen...@uiuc.edu

Re: [R] any other fast method for median calculation

Roger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Apr 13, 2009, at 11:29 PM, Zheng, Xin (NIH) [C] wrote: Hi there, I got a data frame with more than

[R] extract argument names

to operate on to obtain the names of the first argument, i.e. foo(a) [1] x1 x2 x3 x4 x5 x6 I thought there was some simple idiom involving deparse, but it is eluding my searches. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics

Re: [R] Help using smooth.spline with zoo object

:www.econ.uiuc.edu/~rogerRoger Koenker email rkoen...@uiuc.edu Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign, IL 61820 On Apr 4, 2009, at 2:19 PM

Re: [R] orthogonal/perpendicular distance from regression line

For the bivariate case: g - function(b,x,y) (abs(y - b[1] - b[2] * x))/sqrt(1 + crossprod(b)) url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax

Re: [R] alpha shape function

extends at least to 3d. Given tripack, it seems like alpha-shapes shouldn't be such a big enterprise, and might make a nice project for someone with an interest in computational geometry. Hint, hint. Nudge, Nudge. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen

Re: [R] Percentiles/Quantiles with Weighting

url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Feb 17, 2009, at 1:58 PM, Brigid Mooney wrote

Re: [R] Help with rgl

Why I love R [Number 6]: Chinese extend a helping hand to Russians who happen to be in Brazil about a package written in Germany. Trotsky would be proud -- and amazed! url:www.econ.uiuc.edu/~rogerRoger Koenker email rkoen...@uiuc.edu

Re: [R] Concave Hull

Actually, I think that the survey on alpha shapes available from: http://www.cs.duke.edu/~edels/Surveys/ would be more closely aligned with what Michael was interested in... url:www.econ.uiuc.edu/~rogerRoger Koenker email rkoen...@uiuc.edu

Re: [R] lm: how are polynomial functions interpreted?

been wondering why someone else hasn't already done this? Any clues? url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign

Re: [R] The R Inferno

I think that this continuation constitutes what Pat calls hijacking the thread at the end of his new and magnificent opus. The original thread should be reserved for kudos to Pat. url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment

Re: [R] Drawing from an empirical distribution

Sure, but it would be more 'fun' to modify ecdf() slightly to produce an ecqf() function -- essentially reversing the arguments to approxfun()-- and then use ecqf(runif(whatever)) no nit-picking about efficiency, please. url:www.econ.uiuc.edu/~rogerRoger Koenker

Re: [R] Drawing from an empirical distribution

Nit-picking about syntax does seem needed, mea culpa, I intended something more like: Qn - ecqf(x) Qn(runif(whatever)) On Jan 6, 2009, at 5:06 PM, roger koenker wrote: Sure, but it would be more 'fun' to modify ecdf() slightly to produce an ecqf() function -- essentially

Re: [R] plotting density for truncated distribution

Default kernel density estimation is poorly suited for this sort of situation. A better alternative is logspline -- see the eponymous package -- you can specify lower limits for the distribution as an option. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL

Re: [R] Need help: Loading a large data set.

Both SparseM and Matrix have facilities for rbind and cbind that allow you to concatenate pieces of sparse matrices together. On Nov 23, 2008, at 2:19 PM, Atul Kulkarni wrote: Hi All, I am dealing with a large data set which translates in to a sparse matrix, I want to load this data that

Re: [R] Dequantizing

- unlist(mapply(fun, ty = ty, plo = plo, pup = pup)) url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Nov 20

Re: [R] Oja median

:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Nov 19, 2008, at 5:40 AM, [EMAIL PROTECTED] wrote: Hi Roger

Re: [R] Quantile Regression fixed effects model

see: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign

[R] Election Maps

Those of you with an interest in the US election and/or statistical graphics may find the maps at: http://www-personal.umich.edu/~mejn/election/2008/ interesting. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics

Re: [R] Quantile Regression for Longitudinal Data:error message

not to something that is in base R, nor even something in a package, but to code that I happen to have posted to complement a paper that was published several years ago. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217

Re: [R] Question of Quantile Regression for Longitudinal Data.

This is really NOT an R-help question. You just need to read the code more carefully and everything will be revealed there. This isn't like the Pisan Cantos. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox

Re: [R] Error in Switch in KhmaladzeTest

Hey back, If you had RTFM you would know that the first argument of the function KhmaladzeTest was supposed to be a formula, so try: T - KhmaladzeTest(Logloss~AS+AM+CB+CF+RB+RBR, data=CPBP, nullH=location) url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED

Re: [R] plot - central limit theorem

Galton's 19th century mechanical version of this is the quincunx. I have a (very primitive) version of this for R at: http://www.econ.uiuc.edu/~roger/courses/476/routines/quincunx.R url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED

Re: [R] Maximum number of pasted 'code' lines?

Nothing except: Nothing exceeds like excel. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Oct 14

Re: [R] Quantiles of weighted sample

see http://www.nabble.com/weighted-quantiles-to19864562.html#a19865869 url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678

[R] partial matching and dots?

for this ailment, but I can't seem to find it. url:www.econ.uiuc.edu/~rogerRoger Koenker email [EMAIL PROTECTED] Department of Economics vox:217-333-4558University of Illinois fax:217-244-6678Champaign

Re: [R] Quantile Regression for Longitudinal Data. Warning message: In rq.fit.sfn

the problem is, provided of course that it is small enough to look at with the usual tools, svd, etc. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217

Re: [R] Modality Test

the diptest package, perhaps? url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820 On Sep 9, 2008, at 11

Re: [R] binary order combinations

Does ?combos in the quantreg package do what you want? url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Champaign, IL 61820

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