[R] How to get robust M-estimator of multivariate scatter using Huber's psi?

How to get robust M-estimators of multivariate scatter using Huber's psi? Which package/function should I look into? Ideally, I hope I can self-define thresholds of Huber's psi function. Thanks a lot!!! -- View this message in context:

Re: [R] How to get robust M-estimator of multivariate scatter using Huber's psi?

Winsemius wrote: Have you looked at the obvious Task View yet? http://cran.r-project.org/web/views/Robust.html -- David Winsemius On Nov 19, 2008, at 1:07 PM, rlearner309 wrote: How to get robust M-estimators of multivariate scatter using Huber's psi? Which package/function

[R] A question about positive definite matrix

I know, this is a forum about R. But I am so desperate of this problem (BTW, anyone knows any good Statistics/Math forum to post question like this?): A and B are both n x n positive definite matrix. Denote A B, if A - B is positive definite. I know this is true: if A B, then A^{-1} B^{-1}.

[R] how to add notes to the graph?

Hi, I have a simple graph: x - c(1,2,3) plot(x, pch=16,type=b) I would like to add some notes just beside these 3 dots, and the notes are stored in a vector: a - c(12,54,84) So the result will be: there should be a 12 below the first dot (or next to it, but not replacing the solid dot), a

[R] How to control the memory?

Hi, I have a huge data set to deal with. Sometimes I got warning message about limitation of memory, sometimes R reads in the data but it is very slow. My question is, is there anything I can do to lift the memory limitation (I did memory.limit(4095), anything else I can do?). I know I can also

[R] How to filter a data frame?

I have a question about how to filter the data frame: Suppose my data frame has variables like gender, age,... How to get a subset of the data frame, with only female (or male) and/or age 50...? What is the typical syntax? I tried several condition expressions, but none of them worked...

[R] Does R have SQL interface in windows?

Seems that the RmySQL package does not support windows... Thanks a lot! -- View this message in context: http://www.nabble.com/Does-R-have-SQL-interface-in-windows--tp18587733p18587733.html Sent from the R help mailing list archive at Nabble.com. __

Re: [R] How to filter a data frame?

Thank you all!! :-) rlearner309 wrote: I have a question about how to filter the data frame: Suppose my data frame has variables like gender, age,... How to get a subset of the data frame, with only female (or male) and/or age 50...? What is the typical syntax? I tried several

[R] Can I do regression by steps?

I saw this type of models in some of my company projects. To simplify: Y is regressed on X1 and X2. But the regression is done by two steps: First Y is regressed on X1 with intercept, and the residuals from the first step are used to regress on X2, without the constant. The reason to do so

Re: [R] Can I do regression by steps?

North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) rlearner309 [EMAIL PROTECTED] 7/8/2008 8:53 AM I saw this type of models in some of my company projects. To simplify: Y is regressed

[R] A quick question about lm()

I have a simple regression using lm(). If I just want to check the coefficient, I can use summary(lm())$coef; if I need the standard error, I can use summary(lm())$s, if I need the residuals, I can use summary(lm())$res. OK. How can I get the R-squares and Adjusted R-squares using $...? Is

Re: [R] A regression problem using dummy variables

sorry, made a stupid mistake. I got it. thanks a lot! Peter Dalgaard wrote: rlearner309 wrote: I think it is zero, because you have lots of zeros there. It is not like continous variables. Think again. The sum of products may be zero, but that is not the covariance. And don't

Re: [R] A regression problem using dummy variables

Yes. Because the slopes are supposed to be the same. Level shifts are needed to be modeled. Moshe Olshansky-2 wrote: Do you have a reason to treat all 3 levels together and not have a separate regression for each level? --- On Tue, 1/7/08, rlearner309 [EMAIL PROTECTED] wrote: From

Re: [R] A regression problem using dummy variables

I think the covariance between dummy variables or between dummy variables and intercept should always be zero. meaning: no sigularity problem?? rlearner309 wrote: This is actually more like a Statistics problem: I have a dataset with two dummy variables controlling three levels

Re: [R] A regression problem using dummy variables

I think it is zero, because you have lots of zeros there. It is not like continous variables. Thomas Lumley wrote: On Wed, 2 Jul 2008, rlearner309 wrote: I think the covariance between dummy variables or between dummy variables and intercept should always be zero. meaning

[R] A regression problem using dummy variables

This is actually more like a Statistics problem: I have a dataset with two dummy variables controlling three levels. The problem is, one level does not have many observations compared with other two levels (a couple of data points compared with 1000+ points on other levels). When I run the

[R] how to get the distribution curve from a data set?

I have a question. I have a data set (about 100,000 observations). How would I get the distribution curve graph? This is like, if I use hist(x, freq=TRUE, breaks=1000) to get the histogram, now the question is, I don't need the histogram itself, I just need the curve that connects the top of

[R] Which lib/func should I use to get S-estimates of multivariate scatter?

I have a multivariate data set, and I would like to get the S-estimates of the scatter (robust estimates of variance-covariance matrix). Which library/function should I use? Thank you very much! -- View this message in context: