Re: [R] Off topic -2 Ln Lambda and Chi square

( 1938) The large-sample distribution of the likelihood ratio for testing composite hypotheses - Ann. Math. Stat, 9, 60-62 -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it

Re: [R] Multivariate Skew Normal distribution

, see also (as already pointed out in the list): http://azzalini.stat.unipd.it/SN best wishes, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it

Re: [R] bivariate weighted kernel density estimator

(like density does since R 2.2.0) EN sm.density of package sm allows to use weights (with Gaussian kernel) best wishes, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it

Re: [R] pnorm2

general form ..in fact I never realized pnorm2 had been used by someone :-) if for some reason you prefer not to load mnormt, then I can put back pnorm2 in sn best wishes, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049

Re: [R] Multivariate skew-t cdf

of dimensions allowed by pmst is 19. best wishes, Adelchi Azzalini You want to evaluate skewed t probabilities in how many dimensions? If 27 is your maximum, the problem won't be as difficult as if 27 is your minimum. Also, do you want to compute the multivariate cumulative probability

Re: [R] Density Estimation

On Wed, 07 Jun 2006 19:54:32 +0200, Pedro Ramirez wrote: PR Not a direct answer to your question, but if you use a logspline PR density estimate rather than a kernal density estimate then the PR logspline package will help you and it has built in functions for PR dlogspline, qlogspline, and

Re: [R] Density Estimation

://www.R-project.org/posting-guide.html PR _ Don't just search. Find. Check out the new MSN Search! http://search.msn.com/ -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049

Re: [R] bivariate normal distribution

On Mon, 13 Feb 2006 17:11:30 -0500, He, Yulei wrote: HY Hi, there. HY HY HY HY Does anyone know the R function for calculating the cdf of HY bivariate normal distribution function? HY HY choose among packages mvtnorm and mnormt the one best suited for your purpose best wishes, Adelchi

Re: [R] color quantization / binning a variable into levels

On Tue, 21 Feb 2006 11:08:38 -0600 (CST), David Forrest wrote: perhaps binning of package sm is what you want best wishes, Adelchi Azzalini DF Hi all, DF DF I'd like to quantize a variable to map it into a limited set of DF integers for use with a colormap. image and filled.contour do DF

Re: [R] Skewed t distribution

On Tue, 28 Mar 2006 11:41:19 +0200, Konrad Banachewicz wrote: please supply the ingredients needed to reproduce the problem that you have faced (including the values of the parameters mu,P,alpha,nu, among the rest) best wishes, Adelchi Azzalini KB Dear All, KB I am working with skewed-t

Re: [R] Skewed t distribution

' package will handle this sort of things in a more consisent way (the R code is largely updated, but the documentation is far behind..) -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ KB KB

Re: [R] Skewed t distribution

for the copula mechanism) -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help

Re: [R] Remove [1] ... from output

0.21159387845546 0.620056127430871 0.337449935730547 GG 0.754527133889496 0.280175548279658 GG GG Any hints how to solve my task? GG what about cat(format(runif(20))) ? you can improve it a bit with cat(format(runif(20)),\n) -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche

Re: [R] Method of L-BFGS-B of optim evaluate function outside of boxconstraints

. evaluation of the function outside the lower/upper limits) has occurred to me too. It is a rare but possible behaviour. Last June, I have sent a full description of the problem to [EMAIL PROTECTED] Regards, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche

Re: [R] plot empirical pdf

, xlab=data, ylab=ecdf) rug(x) -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia http://azzalini.stat.unipd.it/ (please, no ms-word/ms-excel/alike attachments) __ [EMAIL PROTECTED] mailing list https

[R] downloaf.file

. Regards, with thanks in advance, Adelchi Azzalini Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia http://azzalini.stat.unipd.it/ __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman

[R] RMySQL

packages have compiled correclty, apparently, when installed. Here below are system data. Best wishes, Adelchi Azzalini R.version _ platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status

Re: [R] fitting data to exponential distribution with glm

On Tuesday 10 June 2003 17:31, Masayoshi Hayashi wrote: (B I am learning glm function, but how do you fit data using exponential (B distribution with glm? (B (BThe Gamma family is parametrised in glm() by two parameters: (Bmean and dispersion; the "dispersion" regulates the shape. (B (BSo

[R] optim with contraints

example; this would be longish in text, and I though to ask first to whom it is appropriate that I direct my question. Best wishes, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Universit di Padova, Italia http://azzalini.stat.unipd.it

Re: [R] mode of a data set

On Monday 23 June 2003 17:50, Erin Hodgess wrote: Dear R People: Is there a function to find the mode of a data set, please? This is the mode as in the value(s) which occur most often. x[rev(order(table(x)))[1]] is this what you want? regards Adelchi Azzalini -- Adelchi Azzalini

Re: [R] Fitting inter-arrival time data

) and possibly make use of the additional parameter delta for fine tuning best wishes, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia http://azzalini.stat.unipd.it/ __ [EMAIL PROTECTED

Re: [R] Fitting inter-arrival time data

, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia http://azzalini.stat.unipd.it/ __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help

Re: [R] Fitting inter-arrival time data

(i.e. 1) and X represents the  continuous component of the random variable. -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia http://azzalini.stat.unipd.it/ __ [EMAIL PROTECTED] mailing list https

Re: [R] Is there a bug in qr(..,LAPACK=T)

, however it seems sensible that qr(..) returns the rank value as NULL or NA when LAPACK=TRUE -- since it does not try to evaluate it -- instead of always returning `full rank'. regards, Adelchi -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia http

Re: [R] Distribution fitting problem

Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] Output glm

(saturated model) - log L(fitted model)) best wishes Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ __ R-help@stat.math.ethz.ch mailing

Re: [R] bivariate kernel density estimates at point locations (rather than at grid locations)

Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do

Re: [R] bivariate kernel density estimates at point locations (rather than at grid locations)

On Wed, 21 Dec 2005 12:21:54 -0500, Strickland, Matthew wrote: SM Hello Dr. Adelchi Azzalini, SM Dr. Strickland, your message was directed to the whole r-help list with no CC to myself, and sometimes I do not have the chance to browse the r-help list for weeks.. SM Thank you for your quick

Re: [R] negative predicted values in poisson glm

(art ~ fem + mar + kid5 + phd + ment, data = PO bioChemists, family = poisson) PO predicted.values = predict(poisson_glm) PO range(predicted.values) PO use predicted.values = predict(poisson_glm, type=response) best wishes, Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche

[R] mutlivariate normal and t distributions

, this is not uploaded to CRAN just to avoid clash with the existing package. However, if it is felt appropriate, I have no objection to upload it to CRAN. Best wishes, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049

Re: [R] mutlivariate normal and t distributions

a way to merge 'mnormt' and 'mvtnorm' best wishes Adelchi -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ __ R-help@stat.math.ethz.ch mailing list

Re: [R] generate Binomial (not Binary) data

, but it is conceivable that the similar process for the binomial case has been considered. Best wishes, Adelchi Azzalini -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it

Re: [R] fitting the gamma cumulative distribution function

not reported), hence we do not have the absolute frequencies. If the sample size was known, then the problem would change. -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it

Re: [R] vectorized dmvnorm

these without using IV loops: IV for(i in 1:3) print(dmvnorm(x[i,],y[i,],sig[,,i])) IV a partial answer: dmnorm() in package mnormt is vectorized for x, not for mean and covariance; dmvnorm() in package mvtnorm works similarly -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche

Re: [R] Correlated random effects in lme

on the parameters. As an approximate solution, you could fit a plain ARMA(1,1) model. However, is it not the case that the e_{it} is actually constant over t, so we have just an e_i term? (a much frequent case in practice). This is a much easier problem. Adelchi Azzalini [EMAIL PROTECTED

Re: [R] bivariate interpolation

- rbind(c(-2,-2),c(2,2), c(2,-2),c(-2,2)) a - sm.regression(x,y, eval.points=ev.pt, eval.grid=FALSE) -- Adelchi Azzalini [EMAIL PROTECTED] Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ __ R

Re: [R] bivariate interpolation

On Tue, 3 Apr 2007 11:43:55 +0200, Adelchi Azzalini wrote: AA On Mon, 2 Apr 2007 22:26:06 -0400, eric lee wrote: AA AA EL Hi. I'm trying to take a data set with two independent and one AA EL dependent variable and enter a x,y value to predict the dependent AA EL with a nonparametric technique

Re: [R] Fwd: dmnorm not meant for 1024-dimensional data?

, but the reason is not in the package, rather in the possibility of representing that number using standard floating-point numerical devices. best regards, Adelchi Azzalini Thank you. - dan elliott -- Forwarded message -- From: Daniel Elliott [EMAIL PROTECTED] Date: Apr 25