Re: [R] Dickey Fuller Test
Thanks a lot for your answers, Dennis and Bernhard! -- View this message in context: http://r.789695.n4.nabble.com/Dickey-Fuller-Test-tp3018408p3019544.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Dickey Fuller Test
Dear Users, please help with the following DF test: = library(tseries) library(timeSeries) Y=c(3519,3803,4332,4251,4661,4811,4448,4451,4343,4067,4001,3934,3652,3768 ,4082,4101,4628,4898,4476,4728,4458,4004,4095,4056,3641,3966,4417,4367 ,4821,5190,4638,4904,4528,4383,4339,4327,3856,4072,4563,4561,4984,5316 ,4843,5383,4889,4681,4466,4463,4217,4322,4779,4988,5383,5591,5322,5404 ,5106,4871,4977,4706,4193,4460,4956,5022,5408,5565,5360,5490,5286,5257 ,5002,4897,4577,4764,5052,5251,5558,5931,5476,5603,5425,5177,4792,4776 ,4450,4659,5043,5233,5423,5814,5339,5474,5278,5184,4975,4751,4600,4718 ,5218,5336,5665,5900,5330,5626,5512,5293,5143,4842,4627,4981,5321,5290 ,6002,5811,5671,6102,5482,5429,5356,5167,4608,4889,5352,5441,5970,5750 ,5670,5860,5449,5401,5240,5229,4770,5006,5518,5576,6160,6121,5900,5994 ,5841,5832,5505,5573,5331,5355,6057,6055,6771,6669,6375,,6383,6118 ,5927,5750,5122,5398,5817,6163,6763,6835,6678,6821,6421,6338,6265,6291 ,5540,5822,6318,6268,7270,7096,6505,7039,6440,6446,6717,6320) YY=as.timeSeries(Y) adf.test(Y) adf.test(YY) Output adf.test(Y) Augmented Dickey-Fuller Test data: Y Dickey-Fuller = -6.1661, Lag order = 5, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(Y) : p-value smaller than printed p-value adf.test(YY) Augmented Dickey-Fuller Test data: YY Dickey-Fuller = 12.4944, Lag order = 5, p-value = 0.99 alternative hypothesis: stationary Warning message: In adf.test(YY) : p-value greater than printed p-value == Question: Why the two results are different? The help file says that the input series is either a numeric vector or a time series object. But the results are completely opposite if the different types of arguments are used. Thanks in advance. -- View this message in context: http://r.789695.n4.nabble.com/Dickey-Fuller-Test-tp3018408p3018408.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to define new matrix based on an elementary row oper
I appreciate all you help. This is only for instructional purpose: A = matrix(c(0,1,1,-2,-3,1,2,-1,0,2,2,4,1,-3,-2,1,-4,-7,-1,-19), ncol=5, byrow=T) B =matrix(sample(c(0,1,1,-2,-3,1,2,-1,0,2,2,4,1,-3,-2,1,-4,-7,-1,-19),), ncol=5, byrow=T) Which print func( A, B, A+B) can print the resulting matrices A and B and A+B in the following format? [,1] [,2] [,3] [,4] [,5] [,1] [,2] [,3] [,4] [,5] [,1] [,2] [,3] [,4] [,5] [1,]011 -2 -3 [1,] 2 -102 1[1,] 2 0 1 0-2 [2,]12 -102 + [2,] 1 -42 -2-2 = [2,] 2-2 1-2 0 [3,]241 -3 -2 [3,] -31 -71-1 [3,] -1 5-6-2-3 [4,]1 -4 -7 -1 -19 [4,] -304 -19 1 [4,] -2 -4-3 -20 -18 -- View this message in context: http://r.789695.n4.nabble.com/How-to-define-new-matrix-based-on-an-elementary-row-operation-in-a-single-step-tp2341768p2536409.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to print matrices in standard format was ... Re: How to define new matrix based on an elementary row oper
Thanks David. grid graphic works pretty well. -- View this message in context: http://r.789695.n4.nabble.com/How-to-define-new-matrix-based-on-an-elementary-row-operation-in-a-single-step-tp2341768p2536785.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to define new matrix based on an elementary row operation in a single step?
Thank all help help. Ted's intuitive single step definition is what I want. I try to teach elementary Linear Algebra using R to manupilate matrices. Since my students have no programming experience at all, any fancy and muliple step definition in matrix row operation will confuse them. Again, I appreciate the suggestions from all of you! -- View this message in context: http://r.789695.n4.nabble.com/How-to-define-new-matrix-based-on-an-elementary-row-operation-in-a-single-step-tp2341768p2362791.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to define new matrix based on an elementary row oper
Thank you very much, David; for row swapping: R2==R3 A=diag(1:4) A [,1] [,2] [,3] [,4] [1,]1000 [2,]0200 [3,]0030 [4,]0004 A1=A[c(1,3,2,4),] A1 [,1] [,2] [,3] [,4] [1,]1000 [2,]0030 [3,]0200 [4,]0004 -- View this message in context: http://r.789695.n4.nabble.com/How-to-define-new-matrix-based-on-an-elementary-row-operation-in-a-single-step-tp2341768p2364398.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] binomial distribution
try: ?pbinom -- View this message in context: http://r.789695.n4.nabble.com/binomial-distribution-tp2398568p2398705.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to define new matrix based on an elementary row operation in a single step?
-- View this message in context: http://r.789695.n4.nabble.com/How-to-define-new-matrix-based-on-an-elementary-row-operation-in-a-single-step-tp2341768p2341768.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Scatterplot question
Is this what you want? x=rnorm(10) y1=0.5*rnorm(10)+0.5*rexp(10) y2=0.5*rnorm(10)+0.5*runif(10) xlimit=range(x) ylimit=range(c(y1,y2)) plot(x,y1,pch=1,col=2,xlim=xlimit, ylim=ylimit, ylab=Y, xlab=X, cex=0.7) points(x,y2,pch=2, col=4,cex=0.7) -- View this message in context: http://r.789695.n4.nabble.com/Scatterplot-question-tp2341456p2341780.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How to define new matrix based on an elementary row operation in a single step?
Thanks for respose. you still used two steps to get the new matrix tst2: step 1: tst2 = tst step 2: perform the row operation in tst2. Can you do this in a single step? A similar example: tst [,1] [,2] [,3] [,4] [1,]159 13 [2,]26 10 14 [3,]37 11 15 [4,]48 12 16 # I define a new matrix by deleting the first row and the first column of matrix tst using following single step: New.tst=tst[-1,-1] New.tst [,1] [,2] [,3] [1,]6 10 14 [2,]7 11 15 [3,]8 12 16 # the original matrix tst is still . tst [,1] [,2] [,3] [,4] [1,]159 13 [2,]26 10 14 [3,]37 11 15 [4,]48 12 16 -- View this message in context: http://r.789695.n4.nabble.com/How-to-define-new-matrix-based-on-an-elementary-row-operation-in-a-single-step-tp2341768p2344456.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Memory Issue
Thanks for constrctive comments. I was very careful when I wrote the code. I wrote many functions and then wrapped up to get a single function. Originally, I used optim() to get MLE, it was at least 10 times slower than the code based on Newton method. I also vectorized all objects whenever possible. -- View this message in context: http://r.789695.n4.nabble.com/Memory-Issue-tp2335860p2336687.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Memory Issue
Dear All, I have an issue on memory use in R programming. Here is the brief story: I want to simulate the power of a nonparameteric test and compare it with the existing tests. The basic steps are 1. I need to use Newton method to obtain the nonparametric MLE that involves the inversion of a large matrix (n-by-n matrix, it takes about less than 3 seconds in average to get the MLE. n = sample size) 2. Since the test statistic has an unknown sample distribution, the p-value is simmulated using Monte Carlo (1000 runs). it takes about 3-4 minutes to get an p-value. 3. I need to simulate 1000 random samples and reapte steps 1 and 2 to get the p-value for each of the simulated samples to get the power of the test. Here is the question: It initially completes 5-6 simulations per hour, after that, the time needed to complete a single simulation increases exponentially. After a 24 hour running, I only get about 15-20 simulations completed. My computer is a PC (Pentium Dual Core CPU 2.5 GHz, RAM 6.00GB, 64-bit). Appearently, the memory is the problem. I also tried various memory re-allocation procedures, They didn't work. Can anyboy help on this? Thanks in advance. -- View this message in context: http://r.789695.n4.nabble.com/Memory-Issue-tp2335860p2335860.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
