On Jul 23, 2006, at 5:27 AM, roger koenker wrote:
When computing the median from a sample with an even number of
distinct
values there is inherently some ambiguity about its value: any
value between
the middle order statistics is a median. Similarly, in
regression settings
for that matter, so it isn't likely to
be automatically provided in quantreg any time soon.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
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:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
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On Aug 2, 2006, at 4:01 PM, John Kane wrote:
Simple problem but I don't see
I would suspect that something simple like
sum(diag(crossprod(A,B)))
would be quite competitive...
url:www.econ.uiuc.edu/~rogerRoger Koenker
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General questions elicit general answers; more specific questions
elicit more specific answers.For example,
exp(2+9/2)
[1] 665.1416
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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Look at ?rank ?order and ?quantile assuming that you are using
these terms as in cs.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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Or, perhaps, tripack?
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Sep 14, 2006, at 10:32 AM, Greg
?rle
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Sep 30, 2006
Try:
rsimplex - function(n){
u - diff(sort(runif(n)))
c(u,1-sum(u))
}
On Oct 2, 2006, at 5:43 PM, Rolf Turner wrote:
Ricardo Rios wrote:
Hi Rolf Turner, I have a statistical model, it model need this
numbers for calculate the probability. This numbers must be random.
For example I need
diagnostic. Thanks,
Roger
url:www.econ.uiuc.edu/~rogerRoger Koenker
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url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Oct 12, 2006, at 7:12 AM, Roger Bivand wrote
Take a look at the package SparseM
url:www.econ.uiuc.edu/~rogerRoger Koenker
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be reasonably quick.
HTH
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Sep 15
this seems
to be overkill... standard mle methods should be preferable. (??)
Googling reveals that spss provides such functions... just to wave a red
flag.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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?interp in akima for f: R^2 - R.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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of
searching
for a forgotten function would be grateful.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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lower triangle can be obtained by
A[row(A)col(A)]
url:www.econ.uiuc.edu/~rogerRoger Koenker
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At the risk of stirring up a hornet's nest , I'd suggest that
means are dangerous in such applications. A nice paper
on combining ratings is: Gilbert Bassett and Joseph Persky,
Rating Skating, JASA, 1994, 1075-1079.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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Roger Koenker
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On Dec 1, 2004, at 10:56 AM, James Foadi wrote:
On Wednesday 01
?) about the R - R case.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Dec
a full fledged browser. Lynx is ok for this purpose,
but it
might be nice to have something more specifically designed for CIS.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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Don't you want read.matrix.csr not read.matrix?
url:www.econ.uiuc.edu/~rogerRoger Koenker
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-parameter
log-normal where one gets an unbounded likelihood by letting the
threshold parameter approach the first order statistic from below, but
for which the likeihood equations seem to provide a perfectly sensible
root.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email
Just for the record -- NEWS for 2.1.0 includes:
o binomial() has a new cauchit link (suggested by Roger Koenker).
the MASS polr for ordered response is also now adapted for the Cauchit
case.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Mar 2, 2005, at 6:25 PM, Vadim Ogranovich wrote:
I was recently plowing through the docs of the quantreg package by
Roger
Koenker and came across the total variation penalty approach to
1-dimensional spline fitting. I googled around a bit and have found
some
papers originated in the image
:www.econ.uiuc.edu/~rogerRoger Koenker
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my favorite answer to this question is because there is no one to sue.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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Roger Koenker
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On Apr 24, 2006, at 12:41 PM, Sachin J wrote:
Hi,
I have a dataset consisting of 350,000 rows
Powell's quantile regression method is available in the quantreg
package rq(..., method=fcen, ...)
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
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?in.convex.hull in the package tripack.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Apr 26
sparse linear algebra and realized that virtually all
large problems that I was interested in were better handled in from
that perspective.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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an upgrade: from the flintstones -- to the michelin man...
On May 16, 2006, at 4:40 PM, Thomas Lumley wrote:
On Tue, 16 May 2006, roger koenker wrote:
In ancient times, 1999 or so, Alvaro Novo and I experimented with an
interface to mysql that brought chunks of data into R
, of course, that it is really a question about
quantreg.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Jun
amount
to setting singular.ok = FALSE in lm() and forcings users to do
the rank reduction themselves.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
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depressing ritual of returning exam
results. Full disclosure of the distribution in a very concise
encoding.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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You need to look at the packages specifically designed for
sparse matrices: SparseM and Matrix.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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seconds with again 93% of the total time spent in
rnorm and rtnorm...
url:www.econ.uiuc.edu/~rogerRoger Koenker
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Questions about packages should be directed to the package maintainers.
A more concise example of the difficulty, with accessible data would
also be helpful.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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vox
Roger Koenker
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__
R-help
. The quantile
regression fitting
functions don't understand about singular designs; some day they may
but it isn't
a high priority for me.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558
On Feb 6, 2006, at 2:34 PM, ivo welch wrote:
Aside, a logical ordering might also be:
mean sd min q1 med q3 max
rather than have mean buried in between order statistics.
Just where it belongs, IMHO
url:www.econ.uiuc.edu/~rogerRoger Koenker
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function?
package: quantreg
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
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a strategy for this that I use is just
persp(interp(x,y,z))
where interp is from the Akima package, and x,y,z are all
of the same length.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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:www.econ.uiuc.edu/~rogerRoger Koenker
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On Mar 16, 2006, at 6:13 AM, Liaw, Andy wrote:
loess() should
) 1 1 2 3 5
Degrees of freedom: 5 total; 4 residual
The first observation x=1 has weight .33 so it should be the
.25 quantile, unless there is some interpolation going on
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED
I would be curious to know how sparse the model.matrix for this problem
is...
Unless it is quite dense, or as Brian implies quite singular, I might
suggest
computing a Cholesky factorization in SparseM.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED
The package nlrq does nonlinear l1 regression. This isn't robust in the
design directions, but is in the response direction.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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).
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
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On Sat, 12 Jun 2004
in transcan, maybe Frank could advise on this?
url:www.econ.uiuc.edu/~rogerRoger Koenker
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] [,4]
[1,]0000
[2,]0000
[3,]0003
[4,]0000
[5,]0000
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558
For this sort of thing the package rgl is the way to go...
url:www.econ.uiuc.edu/~rogerRoger Koenker
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:www.econ.uiuc.edu/~rogerRoger Koenker
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On Jun 25, 2004, at 2:30 AM, Nicholas Lewin-Koh
of schadenfreude that Stata's Mac version does seem to
make it impossible to run remotely even though their other unix
versions are happy to do so.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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:
a.) send questions about packages to the maintainer, not R-help
b.) not attach datasets in modes that are stripped by R-help
c.) make a token effort to read the documentation and related
literature
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED
.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Jun 29, 2004, at 1:08 PM
An R-News or J. of Statistical Software note titled, Getting to the
Source
of the Problem detailing the basic strategies for these adventures in
the
new world of S4 methods and namespaces would be very useful.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL
take a look at predict.smooth.Pspline in the package pspline...
url:www.econ.uiuc.edu/~rogerRoger Koenker
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?segments
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On Jul 2, 2004
the package nlrq does median nonlinear regression... among other
things.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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readline going.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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Many, many thanks, ./configure is now happy, and make is chugging
along
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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The dense blocks are too big as Reid has already written --
for smaller instances of this sort of thing I would suggest that the
the kronecker
product %x% operator in SparseM, would be more convenient.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED
For my money, Frank's comment should go into fortunes. It seems a
rather Sisyphean battle to keep the lessons of robustness on the
statistical table
but nevertheless well worthwhile.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED
Wayne Fuller's Measurement Error Models is a good reference.
url:www.econ.uiuc.edu/~rogerRoger Koenker
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On May 6, 2005, at 2:45 PM, Roger Bivand wrote:
On Fri, 6 May 2005, m p wrote:
Hello,
I'd like to make a z(x,y) plot for irregularly spaced
x,y. What are routines are available in R for this
purpose?
One possibility is to interpolate a regular grid using interp() in the
akima package, then use
segments not 3, but this can be controlled by the choice
of lambda in the qss
function, for example, try:
fit - rqss(y ~ qss(x,lambda=3)
plot(fit,col=red)
which gives a fit like you suggest might be reasonable with only
three segments.
url:www.econ.uiuc.edu/~rogerRoger
a 64 bit build
but never encounter such problems, and I don't see anything in the
archives or the
install manual that is relevant -- but of course, I'm not very clear
about what I'm looking
for either.
Roger
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED
but presumably just needs -L/usr/openwin/lib/sparcv9. Some further
investigation is needed for png, jpeg and tctlk support, but this can
wait
for a little while.
Thanks very much for your help.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department
are
available in the vignette for the quantreg package.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
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/~rogerRoger Koenker
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__
R-help@stat.math.ethz.ch mailing list
the original reference is:
Berndt, Hall, Hall and Hausman, (1974)
Annals of economic and social measurement
3, 653-665.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558
)*((1-x)/5)
require(quantreg)
abline(rq(y~x,tau=.9)$coef[,1])
abline(rq(y~x,tau=.1)$coef[,1])
the resulting band contains 80 percent of the sample observations. You can
get some further details from ?rq and the references their.
url:www.econ.uiuc.edu/~roger/my.htmlRoger
R-help Readers might also find amusing the new Tufte paper: The Cognitive
Style of PowerPoint, available from www.edwardtufte.com. (This is
a non-commercial announcement.)
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department
])
return(x)
}
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
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On Fri, 15 Aug
0.00 0.00
t2
[1] 108.97 21.87 131.23 0.00 0.00
t3
[1] 0 0 0 0 0
NB. A reminder that this mean version is only a testing ground for
the median version of Oja which replaces the lm() call with a median
regression call.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email
Is it possible for the average user to generate the latex version
of the table of contents page that appears in the Package Reference
Manuals on the CRAN website? Or is this (yet another) a Viennese speciality?
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL
It seems that I can get (almost) what I want using the utility
R CMD Rd2dvi packagename
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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preprocessing
that is provided by systems even when it exists.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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-Meyer decomposition - this is the closest thing
that I'm aware of for handling KS type tests with estimated parameters
in a general context.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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University.
Comments and suggestions, as always, would be most welcome.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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then? Undoubtedly I'm missing something blindingly
obvious with lists, but having tried several versions unsuccessfully
I thought I would defer to the collective expertise of R-help. Thanks
in advance.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED
:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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This was resolved by simply doing:
cd /usr/local/lib
rm -r R
cd /usr/local/R/R-devel
make install
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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/my.htmlRoger Koenker
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On Thu, 18 Sep 2003, Arni Magnusson wrote:
Creating
SparseM is really intended for arbitrary sparse structure,
for banded structural there are much more efficient methods,
some of which are, if I'm not mistaken, now available in lapack.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED
For what it is worth, I would have thought that expressing
the lag coefficients in a B-spline expansion would be preferable
to going back to Almon approach. This would give a relatively
simple lm() application.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL
I'm not sure why quantreg isn't in the windows binaries on CRAN,
perhaps Uwe can explain this...if there is a problem I'd be happy
to try to help, but I don't have access to a windows machine myself.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
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On Thu, 23 Oct 2003
{ORSA J. on Computing}, 6, 23--27.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
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there is the same problem, however you can adjust for the jacobian
by rescaling by the geometric mean of the response. I hope that this
helps.
Roger
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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Roger Koenker
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or tripack perhaps...
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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vox:217-333-4558University of Illinois
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lots of stuff from
the prior jaguar installation, and ./configure wants to include
-L/sw/lib.
So my question is this: is there way to tell configure politely
to not look in /sw/lib? Or is there another suggestion entirely?
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email
Thanks Thomas...but it was simpler that this...as Don MacQueen suggested
it was just a matter of renaming /sw and then reconfiguring...
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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If you have a dominating density, ie another density, say g, such that cg(x)f(x) for
some coo and all x, then you can easily do this by rejection. See, e.g. Luc Devroye's
Springer book, which is the bible on this sort of thing
url:www.econ.uiuc.edu Roger Koenker Dept
look at
?try
url:www.econ.uiuc.edu Roger Koenker Dept. of Economics UCL,
email [EMAIL PROTECTED] Department of Economics Drayton House,
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only store the non-zero elements of X
and computational effort on such problems should grow roughly proportionally
to the number of these non-zero elements.
Roger
url:www.econ.uiuc.edu Roger Koenker Dept. of Economics UCL,
email [EMAIL PROTECTED] Department of Economics
alternatives to [any specified procedure]. So until someone
produces a very convincing argument for the universal applicability of one particular
procedure for robust regression, I would plea for letting 100 flowers bloom
and 100 schools of thought contend.
url:www.econ.uiuc.edu Roger
itself creates memory problems even before one tries to hit
it with the QR hammer.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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vox:217-333-4558University of Illinois
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as perfectly concordant in the language
of rank correlation.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
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