Dear UseRs,
you can find on CRAN web site my last contribute about
R regression techniques:
http://cran.r-project.org/doc/contrib/Ricci-regression-it.pdf
It's in Italian language.
Regards.
Vito Ricci
Se non ora, quando?
Se non qui, dove?
Se non tu, chi
user Utente-01
Can anyone help me? I need to read those data!
Thanks in advance.
Regards.
Vito Ricci
Se non ora, quando?
Se non qui, dove?
Se non tu, chi?
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman
Der R-UserRs,
I need a little help, I wish to know if exists a way
to use R in Visual Basic environment, in creation of
VB applications, embedding R in VB. Is it possible?
Can anyone help me? Is there something such as books,
articles, other available on the web?
Thanks in advance.
Regards.
Vito
Hi Bianca,
you could see my contribute Fitting distribution with
R, pagg. 16-18:
http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf
Hoping it could help you.
Regards,
Vito
From: Bianca Vieru- Dimulescu bianca.vieru at
free.fr
Subject: [R] Chi-squared test
Date: 2005-11-24
Sorry, I solved by myself.
Thanks.
Vito
From: Vito Ricci vito_ricci at yahoo.com
Subject: [R] ECDF values
Date: 2005-11-17 07:20:35 GMT (33 minutes ago)
Dear UseRs,
maybe is a silly question: how can I get Empirical CDF
values from an object created with ecdf()?? Using
print I obtain
Hi,
values in parentesis below the estimate of a parameter
is the standard deviation of parameter, that's a
measure of variability.
Regards.
Vito
set.seed(123)
x - rgamma(100, shape = 5, rate = 0.1)
fitdistr(x, gamma)
shape rate
6.45947303 0.13593172
Hi David,
you could see my contribute:
Fitting distributions with R
http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf
Hoping it could be helpful.
Regards,
Vito
You wrote:
Hi there,
I'm a newbie, plesae bear with me.
I have a dataset with about 1 ~ 3 data points.
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
Hi,
Give a look to the help page:
? Box.test
Compute the Box-Pierce or Ljung-Box test statistic for
examining the null hypothesis of independence in a
given time series.
See also:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/27265.html
Regards.
Vito
You wrote:
Does p-value on
Ciao Emanuele,
you could give a look to this contribute on fitting
distributions with R, maybe it could be helpful to
you:
http://cran.r-project.org/doc/contrib/Ricci-distributions-it.pdf
Regards,
Vito
Emanuele Mazzola wrote
Hello to everybody,
I'd like to submit a problem I'm dealing
Hi,
several people asked me where they can found ast.
Prof. Masarotto should put it on CRAN as soon as
possible. ast package has many functions useful in
time series analysis.
Regards,
Vito
--- Peter Dalgaard [EMAIL PROTECTED] ha
scritto:
Rabaa, Maia [EMAIL PROTECTED] writes:
According
Dear Giacomo,
what you mean precisely saying to create a Trend
variable in a regression? If it concerns about time
series analysis you could give a look to my
contribute:
http://cran.r-project.org/doc/contrib/Ricci-ts-italian.pdf
Best Regards
Vito
Hi,
my name is Giacomo.
I would like to
Hi,
I suggest to give a look to:
Practical Regression and Anova using R by Julian
Faraway
http://cran.r-project.org/doc/contrib/Faraway-PRA.pdf
http://www.stat.lsa.umich.edu/~faraway/book/
see also package faraway for datasets:
Hi Clark,
see:
? loess
http://finzi.psych.upenn.edu/R/library/stats/html/loess.html
? scatter.smooth
http://finzi.psych.upenn.edu/R/library/stats/html/scatter.smooth.html
Regards,
Vito
Clark Allan Allan at STATS.uct.ac.za wrote:
hi all
i have a another stats question.
i would like to
Hi,
for fitting have you seen ?fgev in evd package, or
?gevFit in fExtremes or ?gev in evir package?
Regards,
Vito
kunnavrv at slu.edu wrote:
hi,
rgev function gives me random deviates and I have a
data
set which I am fitting to an EVD,IS there a way I can
plot
both observed and ideal evd
Hi,
see:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/20396.html
Regards,
Vito
[EMAIL PROTECTED] wrote:
Hi!
I am searching for the Cochran-Armitage-trend-test. Is
it included in an
R-package?
Thank you!
Diventare costruttori di soluzioni
Became solutions' constructors
The business
Hi,
maybe residuals are autocorreleted, you could you use
ARIMA models. See arima() in R to fit an ARIMA model.
Regards,
Vito
Sebastian.Leuzinger at unibas.ch wrote:
Hello, anyone got an idea on how to use stl() so that
the remainder eventually
becomes white noise? i used stl repeatedly but
Hi,
see:
http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf
Regards,
Vito
Thomas Isenbarger isen at plantpath.wisc.edu
wrote:
I haven't been an R lister for a bit, but I hope to
enlist someone's
help here. I think this is a simple question, so I
hope the answer
is not
Hi Adrian,
give a look to these links concerning R DM:
http://www.togaware.com/datamining/survivor/R.html
http://sawww.epfl.ch/SIC/SA/publications/FI01/fi-sp-1/sp-1-page45.html
http://www.stats.ox.ac.uk/~vos/DataMining.html
Hoping I helped you.
Regards,
Vito
secretario academico FACEA
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.
Hi David,
You can estimate parameters using fitdistr() in MASS
package.
I suggest also to read my contribute Fitting
distributions with R available on CRAN:
http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf
Best regards,
Vito
you wrote:
Given a numeric vector of observations,
Hi Eric,
if I understand you question, are you trying to fit
an unknown distribution? Are looking for computing
theorical frequencies (area under the curve)?
In this case you could see:
http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf
Use hist() and density() to identify your
Hi,
see:
- HestonNandiGarchFit(fOptions)
Heston-Nandi Garch(1,1) Modelling
- HestonNandiOptions(fOptions)
Option Price for the Heston-Nandi Garch Option
Model
- GarchModelling(fSeries)
Univariate GARCH Time Series Modelling
-
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
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Hi,
I don't know if a pseudo squared R for glm exists in
any R package, but I find some interesting functions
in S mailing list:
http://www.math.yorku.ca/Who/Faculty/Monette/S-news/0422.html
Here are some functions for calculating (pseudo-)R^2,
which may be of use to some.
Rsquared -
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
Hi Vera,
See:
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/22273.html
it seems like your problem.
Best regards,
Vito
you wrote:
Dear colleagues,
has anyone an idea how to carry out a nonparametric
manova for comparing
3 groups?
Thank you for your help.
Vera
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Diventare costruttori
Hi,
see this web page:
http://www.stats.ox.ac.uk/~vos/DataMining.html
you'll find something about classification with
examples:
4. Classification
Decision theory, Linear discriminant analysis,
Quadratic discriminant analysis, Fisher's LDA,
Logistic discrimination, Non-parametric classification
Hi,
see these papers or books (some are available on the
web):
Diego Kuonen, Introduction au data mining avec R :
vers la reconqu?te du `knowledge discovery in
databases' par les statisticiens. Bulletin of the
Swiss Statistical Society, 40:3-7, 2001.
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
for this
task!
Regards
Francisco
From: Vito Ricci [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Subject: [R] Fitting distribution with R: a
contribute
Date: Tue, 25 Jan 2005 10:31:06 +0100 (CET)
Dear R-useRs,
I've written a contribute (in Italian language)
concering fitting distribution
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
Hi,
see: http://finzi.psych.upenn.edu/search.html and
search for Spearman test there are many results;
for Spearman rank test see:
cor.test(, method=spearman)
? cor.test
? rcorr {Hmisc}
? spearman2 (Hmisc)
http://finzi.psych.upenn.edu/R/library/Hmisc/html/rcorr.html
Regards,
Vito
you
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,
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
Hi Christian,
see this links for skewness tests:
http://www.xycoon.com/skewness_test_1.htm
http://www.xycoon.com/skewness_test_2.htm
http://www.xycoon.com/skewness_small_sample_test_1.htm
http://www.xycoon.com/skewness_small_sample_test_2.htm
there you can find some help to solve your problem.
Hi,
give a look to the package:
mvnormtest
Normality test for multivariate variables
http://www.biometrics.mtu.edu/CRAN/src/contrib/Descriptions/mvnormtest.html
it includes a multivariate extention of Shapiro test.
I believe in statistical literature, I read somewhere,
exists a
Dear R-Users,
How can I use chisq.test() as a goodness of fit test?
Reading man-page Ive 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:
Hi,
I believe that to performe KS test parameters must not
be estimated by sample data.
Despite some advantages, the KS test has several
important limitations:
1. It only applies to continuous distributions.
2. It tends to be more sensitive near the center of
the distribution than at the
Dear Angela,
to install MASS package you can choose installing from
CRAN.
Go to menu Packages-- Install package(s) from CRAN;
appears a window (Select) select MASS; in this way
MASS will be downloaded - you need to be connected
with Internet, preferibly ADSL, it'll be faster;
look in
Hi,
To estimate parameters of exponential distribution you
could use the Maximun Likelihood methods. Find the
log-likelihood function and maximaze it(or minimaze
-log-likelihood function that's the same) calculating
the derivate respect to lamda.
See:
Hi,
you can see: ?matplot
Best
Vito
you wrote:
Dear list members,
I have a probably simple question concerning
scatterplots: I want to
draw a plot with one X but several Y columns, so that
every group
of samples gets a different symbol. My table looks
like this:
X Y1 Y2 Y3
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
Hi,
see: http://agec221.agecon.uiuc.edu/csiss/Rgeo/
for R-spacial packages!
Regards
Vito
you wrote:
Dear all,
Is there any simple way to estimate an empirical
crosscovariance
function for space-time data? More precisely if I have
n space locations
in T times on which I observe one variable, I
Hi Krishna,
I don't have direct exeperience in using statistics in
pharma industry, but I know that some notes (in
Italian) of prof. Soliani are used in courses taken
for Italian Pharma Industries. You can find that at
this address:
http://www.dsa.unipr.it/soliani/soliani.html
I try to
Try to use neural network for prediction: see package
nnet.
Regards
Vito
you wrote:
Hi!
I have a dataset of the lifespans (birth/death date)
of about 100,000
people. I also have the birth dates of about 1,000,000
people who are
still alive. I also have other information for each of
these
Dear All,
I wish to inform, especially Italian speaking R-users,
that on CRAN web site is now available a contribute
(in Italian language) about using R in ts analysis.
Any comments would be appreciated.
Best regards,
Vito
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Became solutions'
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
Hi Terry,
If I understood your problem you would estimate trend
and seasonal (as sum of sin and cos) in a ts.
If t is time, Y is your ts, T=f(t) is trend function
of time (it could be linear, quadratic, etc. as better
is for your data), e=errors/residuals
Your model to fit will'be:
Angela Re wrote:
Good morning,
I tried to apply the ks test to a Student
distribution by ks.test(input,
pt, ncp = 0, df = 58) or ks.test(input, pt, df =
58) without success
where input contains my data and 58 is the fredoom
degree number. Why?
Thank you, Angela
It runs also for me:
Hi,
You did not specify if data are paired or not, as data
are paired you should use option paired=TRUE in
t.test(). Variances of the two samples have to be not
significatevely different, (see ? var.test) to use
t.test, if not you should specify var.equal=FALSE.
var.equal: a logical variable
Hi Angela,
I believe you should introduce only df as parameters;
t distribution as by default mean=0; see this example.
x-rt(100,10)
ks.test(x, pt,10)
One-sample Kolmogorov-Smirnov test
data: x
D = 0.1414, p-value = 0.03671
alternative hypothesis: two.sided
Ciao
Vito
you wrote:
Hi,
In case of paired data, if you have only differencies
and not original data you can get this t test based on
differencies:
Say d is the vector with differencies data and suppose
you wish to test if the mean of differency is equal to
zero:
md-mean(d) ## sample mean of differencies
sdd-sd(d)
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
I'm sorry for another posting, but I found also this
message in S news:
http://www.biostat.wustl.edu/archives/html/s-news/2000-01/msg00058.html
Bye
Vito
you wrote:
Dear R:
Is there a function or a reference to simulate Gumbel
copulas, please?
Thanks in advance!
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Diventare costruttori
Hi,
see DBI: R/S-Plus Database Interface, maybe it could
help you:
http://stat.bell-labs.com/RS-DBI
http://www.ci.tuwien.ac.at/Conferences/DSC-2001/Proceedings/HothornJamesRipley.pdf
I found:
Other Database Connections from S-Plus
Depending on the platform it's running, S-Plus
provides
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
serious flaws? Statistics is
black art - right?
Regards,
S. Gonzi
Vito Ricci wrote:
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
Hi,
see ? as.numeric
as.numeric(c(-.1, 2.7 ,-1.5))
[1] -0.1 2.7 -1.5
you wrote:
Say you have a vector named x and a function which
returns the character
string x . How would I take x as an input and
return the vector x?
=
Diventare costruttori di soluzioni
Became solutions' constructors
Hi,
see this example. I hope I helped you a little bit.
Bye
Vito
dati
X YZ
1 10 0 0
2 0 20 60
3 30 40 50
4 11 12 3
dati[dati==0]-NA
dati
X YZ
1 10 NA 0
2 NA 20 60
3 30 40 50
4 11 12 3
=
Diventare costruttori di soluzioni
Became solutions' constructors
The
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
I believe this is better and that you want!
x-rnorm(1000,10,1)
plot( function(y) dnorm(y, mean(x), sd(x)),
from=min(x), to=max(x))
best
vito
You wrote:
Dear support,
I want to draw a probability density plot in R. For
example, I provide the mean and variance of a normal
distribution, then R
Hi Gregor,
if you have a continous distribution is rather
difficult that the same value is repeated many times.
In this case I believe you could not find the mode
(the most frequent value in distribution) as your
distribution is continous, but only the modal
class/interval (the interval of the
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
Thanking John for his suggestion I build this function
which get the mode of both categorial and discrete
data.
Mode-function(x){t-table(x)
if (is.numeric(x)) as.numeric(names(t)[t == max(t)])
else (names(t)[t == max(t)])
}
Any other improvement and suggestion will welcome.
Best
Vito
s
[1]
Please could you specify better your problem, an
example would be appreciatted. If you explain in a
clear way we can help you.
Please read posting-guide:
http://www.r-project.org/posting-guide.html
Cordially
Vito
You wrote:
Hi,
I have a list of numbers. For each of the numbers, I
take sum
colonne
## Autore: Vito Ricci email:[EMAIL PROTECTED]
## Data di creazione: 09/11/04
}
esporta.in.excel-function(dati){write.table(dati,clipboard,
sep=\t, dec=,, col.names=NA)
## questa funzione consente di esportare dati in Excel
da R
## passare come argomento il dataframe, la matrice,
vettore da
Hi,
see ? garch in tseries package.
library(tseries)
garch(x)
* ESTIMATION WITH ANALYTICAL GRADIENT *
Warning: singular information
Call:
garch(x = x)
Coefficient(s):
a0 a1 b1
8.564e-07 5.000e-02 5.000e-02
Best
Vito
You wrote:
Good morning
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
Hi,
as concern R datamining large databases you can
see those resources:
Diego Kuonen, Introduction au data mining avec R :
vers la reconquête du `knowledge discovery in
databases' par les statisticiens. Bulletin of the
Swiss Statistical Society, 40:3-7, 2001.
Hi,
you can use this simple function:
add.col-function(df, new.col) {n.row-dim(df)[1]
length(new.col)-n.row
cbind(df, new.col)
}
see this example:
x-cbind(c(1,2,3),c(4,5,6))
x
[,1] [,2]
[1,]14
[2,]25
[3,]36
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
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
Hi,
I wish to informe all of you that on the CRAN is now
available a short document concerning the main R
functions for time series analysis.
PDF format:
http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf
DOC format:
http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.doc
Best
Vito
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
Hi,
for your analysis use the package:
ROracle Oracle database interface for R
http://microarrays.unife.it/CRAN/src/contrib/Descriptions/ROracle.html
see also:
Diego Kuonen, Introduction au data mining avec R :
vers la reconquête du `knowledge discovery in
databases' par les statisticiens.
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 13 19
2 22
Hi Sundar,
many thanks for your suggestion: it's just I wished!
Best
Vito
--- Sundar Dorai-Raj [EMAIL PROTECTED] ha
scritto:
Vito Ricci wrote:
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
Hi,
you didn't specify on which OS (Linux, Win, Mac) would
run R 1.8.
For R souces see:
http://cran.r-project.org/src/base/R-1/
Best
Vito
You wrote:
Hello.
I need R in Version 1.8.0 or earlier. I also need the
packages foreign, x-table and gregmisc for this
version. Does anyone know where I
Hi,
read the manual:
R Data Import/Export
http://cran.r-project.org/doc/manuals/R-data.pdf
Another way is to convert .dbf file in .txt and use
read.table(), scan() an similar.
Best
Vito
You wrote:
I run R on redhat linux.
What would be the easiest way to read dbf files into
R?
Vikas
=
Hi,
give a look to:
http://www.itl.nist.gov/div898/handbook/eda/section3/eda35h.htm
it's the Grubbs' Test for Outliers. It is based on the
assumption of normality of data.
Other methods of outliers' could:
Run-Sequence Plot
Histogram
Normal Probability Plot
Box-plot
Best
Vito
you wrote:
Hi,
maybe your data are distributed according a log-normal
distribution, so logs are normally distributed.
But remerber the significancy of t test can applied
only on log transformated data and not on original
data. See basic hypothesis for t testing, in
alternative use non-parametric methods to
Hi Liu,
I'd suggest you to use non-parametric tests (see
http://www.cas.lancs.ac.uk/glossary_v1.1/nonparam.html)
such as:
wilcox.test() in stats package
pairwise.wilcox.test() in stats package
and see the result tou got (significancy/non
significancy) and compare it with t test result;
Hi Thomas,
see these papers or books (some are available on the
web):
Diego Kuonen, Introduction au data mining avec R :
vers la reconquête du `knowledge discovery in
databases' par les statisticiens. Bulletin of the
Swiss Statistical Society, 40:3-7, 2001.
Consultabile allindirizzo web:
Hi,
a shortcut to import data from an Excel sheet is:
In Excel
1) select cells including data
2) press CTRL+C (copy in clipboard)
open a window starting R
In R
type read.delim(clipboard,header=TRUE)
if the are headers in excel data
or read.delim(clipboard,header=FALSE)
if there are not
Ciao Francesca,
here are some examples or R code using montecarlo
simulation concernig parameters estimates of sever
random variables:
Estimate of parameter theta of a uniform variable with
ML method
Stima del parametro theta di una v.a. unif(0,theta)
con metodo
dei momenti e confronto con la
Hi,
it a LP problem. It's not just a function to optimize
(in this way optim() and optimize() are not usefull),
but a linear system grouping sever
equations/dis-equations.
See package linprog and boot.
See these link about LP:
http://www.ece.northwestern.edu/OTC/
.
Cordially
Vito Ricci
[EMAIL PROTECTED] wrote:
Hi there,
Sorry if this is a rather loing post. I have a simple
list of single
feature data points from which I would like to
generate a probability
that an unseen point comes from the same distribution.
To do this I am
trying to estimate the probability
Hi,
the Student's t distribution could be considered:
it's symmetrical, but with a low number of degree of
freedom is different from Normal distribution I think
in the way you said:has a much higher peak at the
mean and the distribution has much longer
tails. Try to use:
rt(n, df) where
Hi,
Also the Cauchy's distribution could be good:
rcauchy(n, location = 0, scale = 1)
Best
Vito
I would be very grateful for any help from members of
this list for what
might be a simple problem...
We are trying to simulate the behaviour of a clinical
measurement in a
series of computer
Hi,
do you know there are several GUI for R? See:
http://www.sciviews.org/_rgui/
and in particular:
http://socserv.mcmaster.ca/jfox/Misc/Rcmdr/
R-Commander is quite like GUI of commercial softwares.
Give a look: they can help your pupils which are able
to use SPSS.
Although I prefer command
Dear Thomas,
I believe a GLS (Generalized Least Squares, known also
as Aitken estimator) estimate could be used in case of
heteroskedasticity of residuals. See:
? lm.gls in MASS package or ? gls in nlme package
Another way is to study the relentionship between x
(indipendent variable) and the
Hi,
I tried to create boxplot in Excel using Rcom (ver.
1.0) and it works correctly. Explain better A,B,C: are
three samples? groups? do you want a boxplot using
A,B,C for grouping?
Maybe there are corrupted files in Rcom installation,
re-install Rcom.
Best
Vito
Hi, I have downloaded the
Hi,
there is a mailing list about R Com, if you still have
problems write to that list.
See:
http://mailman.csd.univie.ac.at/mailman/listinfo/rcom-l
Best
Vito
Hi, I have downloaded the R-Com and I was able to run
Interactive Graphics
Demo 2 in excel. However, I couldn't create my own
Hi,
there are some R packages for spatial econometric
model.
Look in Packages:
(http://microarrays.unife.it/CRAN/src/contrib/PACKAGES.html)
for:
geoR - functions for geostatistical data analysis
geoRglm - a package for generalised linear spatial
models
grasper- Generalized Regression Analysis
Hi,
see ? quantile to obtain deciles of variable X1
see ? cut to divide the range of 'x' into intervals
and codes the values in 'x' according to which
interval they fall.
se ? table to use the cross-classifying factors to
build a contingency table of the counts at each
combination of factor
Dear Allan,
I still use R principally in ts analysis. Tha main
packages I employ are: ts, tseries, ast (it supplies
some helpfull functions and can be downloaded from
CRAN) and lmtest. Just in this period I preparing a
summary of functions involved in ts analysis grouped
by goal. I would send
Salut,
je pense tu dois calculer/determiner la function of
vraisemblance di f(x). D'après tu peux chercher le
valeur des parametres a1,a2,a3 che rendent maxime la
vraisemblance di f(x) en employant les funtions de R:
optimize() or optim() pur maximizer la vraisemblance
di f(x) avec des methodes
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
Try to convert the dataframe in a matrix:
z-as.matrix(yourdataframe)
sort(z)
It would run!
Ciao
Vito
Hi all
I have the next data frame
year STODSLAGNR TAL TALT TALVEKT
1 2002 2120006 57 1 NA 1
2 1997 9703003257 NA NA NA
3 1997 97030071
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