Re: [GRASS-user] Calculate p value for regression slope in r.series
Great, thanks On Fri, Nov 9, 2012 at 12:28 PM, Glynn Clements wrote: > > Markus Metz wrote: > > > >> Just wondering, if it is implemented in r.regression.series, would it > be > > >> very difficult to port to r.series? Or do the two things function > different > > >> internally? > > > > > > It could probably be added to r.series quite quickly if someone was > > > willing to provide definitions for "t-value" and "p-value". > > > > The t-value of a simple linear regression can be calculate with > > > > t = sqrt(Rsq) * sqrt((n - 2) / (1 - Rsq)); > > > > Rsq = R squared or coefficient of determination (r.series > method=detcoeff) > > n = sample size > > In which case, it can be calculated with e.g. > > r.series ... output=tmp.rsq,tmp.n method=detcoeff,count > r.mapcalc 'outmap = sqrt(tmp.rsq * (tmp.n - 2) / (1 - tmp.rsq))' > > I've added method=tvalue in r53742. > > -- > Glynn Clements > ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
Thank you Paulo! I think your way is feasible. For r.series, t could be caluclate via R2 using r.mapcalc. I am also a newcomer to time series analysis. Hope r.series may add t,f, p function soon. Best regard, Dehui -原始邮件- 发件人: "Paulo van Breugel" 发送时间: 2012年11月9日 星期五 收件人: "王德辉" 抄送: "GRASS users email list" 主题: Re: Re: [GRASS-user] Calculate p value for regression slope in r.series Hi Dehui, What about my previous suggestion to use dummy variable that indicates time periods (fixed values 0, 1,2,3...N) for N time periods? I am new to time series analysis, so please let me know if the below makes sense. So you could use your data (Y) as one time series, and the dummy time variables as the second time series (T): Y = bT + c. Resulting slope, offset and R2 between r.series and r.regression.series are close to identical. Differences are very small (a factor 10¹⁰ smaller then the actual slope or offset value) soI assume this is due to some differences in rounding (@MarkusN, do you have an idea?) Concrete, if you have a time series of let's say annual rainfall over 10 years. You create 10 layers using r.mapcalc, with all cells of the first layer = 0, all cells in the second layer = 1... all cells in the 10th layer = 9. Now you have two time series you can use in r.regression.series. There is the possible problem of auto-correlation, so the t and f values calculated with r.regression.series should be considered with care. As said, I am new to time series analysis, so will need to study more how to deal with this. Not sure that is going to be easy using GRASS. Cheers, Paulo On Thu, Nov 8, 2012 at 2:21 PM, 王德辉 wrote: r.regression.series is a module to calculate linear regression parameters between two time series. I only want to calculate parameters in one time series, how to use this model in one time serie condition? thanks! dehui -原始邮件- 发件人: "Paulo van Breugel" 发送时间: 2012年11月8日 星期四 收件人: "Moritz Lennert" 抄送: "GRASS users email list" 主题: Re: [GRASS-user] Calculate p value for regression slope in r.series Good suggestion, and coincidentally I was just looking at it. Am I correct to assume that to mimic the calculation of slope etc in r.series, I would need to create a second time series of 'dummy' maps with values 0 for first time period, 1 for second time period, etc.? I did this in R and it gave the same slope and offset as r.series. Just wondering, if it is implemented in r.regression.series, would it be very difficult to port to r.series? Or do the two things function different internally? Cheers, Paulo On Thu, Nov 8, 2012 at 10:55 AM, Moritz Lennert wrote: On 06/11/12 09:55, Paulo van Breugel wrote: Hi, I am using r.series to calculate linear regression slope, offset and coefficient of determination. But any idea how I can get the standard deviation t-value and p-value of the slope? Try MarkusN's r.regression.series in the addons for grass7. It allows the calculation of t and f values. IIRC, p-value can be calculated from t-value. Moritz ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
Markus Metz wrote: > >> Just wondering, if it is implemented in r.regression.series, would it be > >> very difficult to port to r.series? Or do the two things function different > >> internally? > > > > It could probably be added to r.series quite quickly if someone was > > willing to provide definitions for "t-value" and "p-value". > > The t-value of a simple linear regression can be calculate with > > t = sqrt(Rsq) * sqrt((n - 2) / (1 - Rsq)); > > Rsq = R squared or coefficient of determination (r.series method=detcoeff) > n = sample size In which case, it can be calculated with e.g. r.series ... output=tmp.rsq,tmp.n method=detcoeff,count r.mapcalc 'outmap = sqrt(tmp.rsq * (tmp.n - 2) / (1 - tmp.rsq))' I've added method=tvalue in r53742. -- Glynn Clements ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
On Thu, Nov 8, 2012 at 6:22 PM, Glynn Clements wrote: > > Paulo van Breugel wrote: > >> Just wondering, if it is implemented in r.regression.series, would it be >> very difficult to port to r.series? Or do the two things function different >> internally? > > It could probably be added to r.series quite quickly if someone was > willing to provide definitions for "t-value" and "p-value". The t-value of a simple linear regression can be calculate with t = sqrt(Rsq) * sqrt((n - 2) / (1 - Rsq)); Rsq = R squared or coefficient of determination (r.series method=detcoeff) n = sample size This formula is used by r.regression.multi and in some modules in GRASS 5 that also do multiple regressions. The p-value would then be the cumulative probability of observing t according to Student's t-distribution for given n. I think somewhere in GRASS is a function to calculate p for n = inf (normal distribution). Maybe somewhere hidden there is also a function for small n? Markus M ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
Paulo van Breugel wrote: > Just wondering, if it is implemented in r.regression.series, would it be > very difficult to port to r.series? Or do the two things function different > internally? It could probably be added to r.series quite quickly if someone was willing to provide definitions for "t-value" and "p-value". -- Glynn Clements ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
Hi Dehui, What about my previous suggestion to use dummy variable that indicates time periods (fixed values 0, 1,2,3...N) for N time periods? I am new to time series analysis, so please let me know if the below makes sense. So you could use your data (Y) as one time series, and the dummy time variables as the second time series (T): Y = bT + c. Resulting slope, offset and R2 between r.series and r.regression.series are close to identical. Differences are very small (a factor 10¹⁰ smaller then the actual slope or offset value) so I assume this is due to some differences in rounding (@MarkusN, do you have an idea?) Concrete, if you have a time series of let's say annual rainfall over 10 years. You create 10 layers using r.mapcalc, with all cells of the first layer = 0, all cells in the second layer = 1... all cells in the 10th layer = 9. Now you have two time series you can use in r.regression.series. There is the possible problem of auto-correlation, so the t and f values calculated with r.regression.series should be considered with care. As said, I am new to time series analysis, so will need to study more how to deal with this. Not sure that is going to be easy using GRASS. Cheers, Paulo On Thu, Nov 8, 2012 at 2:21 PM, 王德辉 wrote: > r.regression.series is a module to calculate linear regression parameters > between two time series. I only want to calculate parameters in one time > series, how to use this model in one time serie condition? > > thanks! > > dehui > > -原始邮件- > *发件人:* "Paulo van Breugel" > *发送时间:* 2012年11月8日 星期四 > *收件人:* "Moritz Lennert" > *抄送:* "GRASS users email list" > *主题:* Re: [GRASS-user] Calculate p value for regression slope in r.series > > > Good suggestion, and coincidentally I was just looking at it. Am I correct > to assume that to mimic the calculation of slope etc in r.series, I would > need to create a second time series of 'dummy' maps with values 0 for first > time period, 1 for second time period, etc.? I did this in R and it gave > the same slope and offset as r.series. > > Just wondering, if it is implemented in r.regression.series, would it be > very difficult to port to r.series? Or do the two things function different > internally? > > Cheers, > > Paulo > > > > On Thu, Nov 8, 2012 at 10:55 AM, Moritz Lennert < > mlenn...@club.worldonline.be> wrote: > >> On 06/11/12 09:55, Paulo van Breugel wrote: >> >>> Hi, >>> >>> I am using r.series to calculate linear regression slope, offset and >>> coefficient of determination. But any idea how I can get the standard >>> deviation t-value and p-value of the slope? >>> >> >> Try MarkusN's r.regression.series in the addons for grass7. It allows the >> calculation of t and f values. IIRC, p-value can be calculated from t-value. >> >> Moritz >> > > > > > > ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
r.regression.series is a module to calculate linear regression parameters between two time series. I only want to calculate parameters in one time series, how to use this model in one time serie condition? thanks! dehui -原始邮件- 发件人: "Paulo van Breugel" 发送时间: 2012年11月8日 星期四 收件人: "Moritz Lennert" 抄送: "GRASS users email list" 主题: Re: [GRASS-user] Calculate p value for regression slope in r.series Good suggestion, and coincidentally I was just looking at it. Am I correct to assume that to mimic the calculation of slope etc in r.series, I would need to create a second time series of 'dummy' maps with values 0 for first time period, 1 for second time period, etc.? I did this in R and it gave the same slope and offset as r.series. Just wondering, if it is implemented in r.regression.series, would it be very difficult to port to r.series? Or do the two things function different internally? Cheers, Paulo On Thu, Nov 8, 2012 at 10:55 AM, Moritz Lennert wrote: On 06/11/12 09:55, Paulo van Breugel wrote: Hi, I am using r.series to calculate linear regression slope, offset and coefficient of determination. But any idea how I can get the standard deviation t-value and p-value of the slope? Try MarkusN's r.regression.series in the addons for grass7. It allows the calculation of t and f values. IIRC, p-value can be calculated from t-value. Moritz ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
Good suggestion, and coincidentally I was just looking at it. Am I correct to assume that to mimic the calculation of slope etc in r.series, I would need to create a second time series of 'dummy' maps with values 0 for first time period, 1 for second time period, etc.? I did this in R and it gave the same slope and offset as r.series. Just wondering, if it is implemented in r.regression.series, would it be very difficult to port to r.series? Or do the two things function different internally? Cheers, Paulo On Thu, Nov 8, 2012 at 10:55 AM, Moritz Lennert < mlenn...@club.worldonline.be> wrote: > On 06/11/12 09:55, Paulo van Breugel wrote: > >> Hi, >> >> I am using r.series to calculate linear regression slope, offset and >> coefficient of determination. But any idea how I can get the standard >> deviation t-value and p-value of the slope? >> > > Try MarkusN's r.regression.series in the addons for grass7. It allows the > calculation of t and f values. IIRC, p-value can be calculated from t-value. > > Moritz > ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
On 06/11/12 09:55, Paulo van Breugel wrote: Hi, I am using r.series to calculate linear regression slope, offset and coefficient of determination. But any idea how I can get the standard deviation t-value and p-value of the slope? Try MarkusN's r.regression.series in the addons for grass7. It allows the calculation of t and f values. IIRC, p-value can be calculated from t-value. Moritz ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
This is also my urgent need fuction. waiting ... > -原始邮件- > 发件人: "Markus Neteler" > 发送时间: 2012年11月7日 星期三 > 收件人: "Paulo van Breugel" > 抄送: "GRASS users email list" > 主题: Re: [GRASS-user] Calculate p value for regression slope in r.series > > On Tue, Nov 6, 2012 at 9:55 AM, Paulo van Breugel > wrote: > > Hi, > > > > I am using r.series to calculate linear regression slope, offset and > > coefficient of determination. But any idea how I can get the standard > > deviation t-value and p-value of the slope? > > It is not yet implemented... suggestions where to find an existing > C implementation which could be "recycled" (i.e. be GPL compliant) > are welcome. > > Markus > ___ > grass-user mailing list > grass-user@lists.osgeo.org > http://lists.osgeo.org/mailman/listinfo/grass-user ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
I have not clue about C programming, but could there be anything in the Gnu Scientific Library (GSL - http://www.gnu.org/software/gsl/)? See also this question on StackOverflow: http://stackoverflow.com/questions/5503733/getting-p-value-for-linear-regression-in-c-gsl-fit-linear-function-from-gsl-li Cheers, Paulo On Wed, Nov 7, 2012 at 9:53 AM, Paulo van Breugel wrote: > OK, thanks for the info. > > > On Wed, Nov 7, 2012 at 9:45 AM, Markus Neteler wrote: > >> On Tue, Nov 6, 2012 at 9:55 AM, Paulo van Breugel >> wrote: >> > Hi, >> > >> > I am using r.series to calculate linear regression slope, offset and >> > coefficient of determination. But any idea how I can get the standard >> > deviation t-value and p-value of the slope? >> >> It is not yet implemented... suggestions where to find an existing >> C implementation which could be "recycled" (i.e. be GPL compliant) >> are welcome. >> >> Markus >> > > ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
OK, thanks for the info. On Wed, Nov 7, 2012 at 9:45 AM, Markus Neteler wrote: > On Tue, Nov 6, 2012 at 9:55 AM, Paulo van Breugel > wrote: > > Hi, > > > > I am using r.series to calculate linear regression slope, offset and > > coefficient of determination. But any idea how I can get the standard > > deviation t-value and p-value of the slope? > > It is not yet implemented... suggestions where to find an existing > C implementation which could be "recycled" (i.e. be GPL compliant) > are welcome. > > Markus > ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
Re: [GRASS-user] Calculate p value for regression slope in r.series
On Tue, Nov 6, 2012 at 9:55 AM, Paulo van Breugel wrote: > Hi, > > I am using r.series to calculate linear regression slope, offset and > coefficient of determination. But any idea how I can get the standard > deviation t-value and p-value of the slope? It is not yet implemented... suggestions where to find an existing C implementation which could be "recycled" (i.e. be GPL compliant) are welcome. Markus ___ grass-user mailing list grass-user@lists.osgeo.org http://lists.osgeo.org/mailman/listinfo/grass-user
