[R] hypergeometric
Hi, I hope somebody can help me on how to use the hypergeometric function. I did read through the R documentation on hypergeometric but not really sure what it means. I would like to evaluate the hypergeometric function as follows: F((2*alpha+1)/2, (2*alpha+2)/2 , alpha+1/2, betasq/etasq). I'm not sure which function should be used- either phyper or qhyper or dhyper Where alpha <- .75; beta1 <- 7 ; beta2 <- 5.5; etasq <- ((beta1+beta2)/(2*beta1*beta2*(1-rho))) ^2 betasq <- ((beta1-beta2)^2+4*beta1*beta2*rho)/(4*beta1^2*beta2^2*(1-rho)^2) Thank you so much for your help. [[alternative HTML version deleted]] __ 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] hypergeometric integral
Dear all,
I am trying to make a numerical integral of a Hypergeometrical function 2F1
but it is not working. I dont know how to pass the arguments to my
function. Thank you beforehand.
Chuse.
Here is my code:
H <- 0.7;
t <- 1;
s <- seq(0,t,0.1);
x <- 1-t/s;
library(gsl)
Gauss2F1 <- function(H,x){
a <- H-1/2;
b <- 1/2-H;
c <- H+1/2;
# if(x>=0 & x<1){
#hyperg_2F1(a,b,c,x)
# }else{
hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
# }
}
F <- Gauss2F1(a,b,c,x)
integrate(F,lower=-1,upper=1,H=0.7)
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[R] hypergeometric function
Hi, I hope somebody can help me on how to use the hypergeometric function. I did read through the R documentation on hypergeometric but not really sure what it means. I would like to evaluate the hypergeometric function as follows: F((2*alpha+1)/2, (2*alpha+2)/2 , alpha+1/2, betasq/etasq). where alpha <- .75; beta1 <- 7 ; beta2 <- 5.5; etasq <- ((beta1+beta2)/(2*beta1*beta2*(1-rho))) ^2 betasq <- ((beta1-beta2)^2+4*beta1*beta2*rho)/(4*beta1^2*beta2^2*(1-rho)^2) I’m not sure which function should be used- either phyper or qhyper or dhyper Thank you so much for your help. __ 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] hypergeometric
The dhyper etc deal with the hypergeometric _distribution_ while what you appear to want have is the hypergeometric special function (the connection is that the regular hypergeometric function is the generating function for the hypergeometric distribution if I recall correctly). Anyway, what you need, I believe, is the hypergeo library from CRAN. Cheers, Jarle. On Wed, Dec 3, 2008 at 9:17 AM, Zakaria, Roslinazairimah - zakry001 <[EMAIL PROTECTED]> wrote: > Hi, > > > > I hope somebody can help me on how to use the hypergeometric function. > I did read through the R documentation on hypergeometric but not really > sure what it means. > > > > I would like to evaluate the hypergeometric function as follows: > > F((2*alpha+1)/2, (2*alpha+2)/2 , alpha+1/2, betasq/etasq). > > > > I'm not sure which function should be used- either phyper or qhyper or > dhyper > > > > Where > > alpha <- .75; beta1 <- 7 ; beta2 <- 5.5; > > etasq <- ((beta1+beta2)/(2*beta1*beta2*(1-rho))) ^2 > > betasq <- > ((beta1-beta2)^2+4*beta1*beta2*rho)/(4*beta1^2*beta2^2*(1-rho)^2) > > > > Thank you so much for your help. > > > > > > >[[alternative HTML version deleted]] > > __ > 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-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] hypergeometric
The hypergeo package should be able to deal with this, although the function you specify below looks like a degenerate case (if I understand it correctly) so the convergence rate is likely to be slow. Let me know how you get on best wishes Robin (author of hypergeo) Jarle Brinchmann wrote: The dhyper etc deal with the hypergeometric _distribution_ while what you appear to want have is the hypergeometric special function (the connection is that the regular hypergeometric function is the generating function for the hypergeometric distribution if I recall correctly). Anyway, what you need, I believe, is the hypergeo library from CRAN. Cheers, Jarle. On Wed, Dec 3, 2008 at 9:17 AM, Zakaria, Roslinazairimah - zakry001 <[EMAIL PROTECTED]> wrote: Hi, I hope somebody can help me on how to use the hypergeometric function. I did read through the R documentation on hypergeometric but not really sure what it means. I would like to evaluate the hypergeometric function as follows: F((2*alpha+1)/2, (2*alpha+2)/2 , alpha+1/2, betasq/etasq). I'm not sure which function should be used- either phyper or qhyper or dhyper Where alpha <- .75; beta1 <- 7 ; beta2 <- 5.5; etasq <- ((beta1+beta2)/(2*beta1*beta2*(1-rho))) ^2 betasq <- ((beta1-beta2)^2+4*beta1*beta2*rho)/(4*beta1^2*beta2^2*(1-rho)^2) Thank you so much for your help. -- Robin K. S. Hankin Uncertainty Analyst University of Cambridge 19 Silver Street Cambridge CB3 9EP 01223-764877 __ 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] hypergeometric vs fisher.test
Dear R team, I have a simple question. I tried this command: phyper(17,449,19551,181, FALSE) [1] 1.47295e-07 and then I tried this command: (fisher.test(matrix(c(17,449,181,19551),2,2), alternative='greater'))$p.value [1] 3.693347e-06 Shouldn't be identical the results of the two commands ? What is the difference ? Thx a lot -- View this message in context: http://r.789695.n4.nabble.com/hypergeometric-vs-fisher-test-tp2324223p2324223.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] hypergeometric integral
#First, correct your code
H <- 0.7;
t <- 1;
s <- seq(0,t,0.1);
x <- 1-t/s;
library(gsl)
Gauss2F1 <- function(H,x){
a <- H-1/2;
b <- 1/2-H;
c <- H+1/2;
# if(x>=0 & x<1){
#hyperg_2F1(a,b,c,x)
# }else{
hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
# }
}
#Here
#F <- Gauss2F1(a,b,c,x)
#and here
#integrate(F,lower=0,upper=1,H=0.7)
integrate(Gauss2F1,lower=0,upper=1,H=0.7)
Error in integrate(Gauss2F1, lower = 0, upper = 1, H = 0.7) :
non-finite function value
#Then note that
Gauss2F1(H,x)
[1] Inf 1.143016 1.083553 1.056065 1.039444 1.028055 1.019653
1.013143 1.007920 1.003618
[11] 1.00
#whereupon you find your second problem.
#Joe
Xuse Chuse
Sent by: r-help-boun...@r-project.org
06/17/2014 08:32 AM
To
r-help ,
cc
Subject
[R] hypergeometric integral
Dear all,
I am trying to make a numerical integral of a Hypergeometrical function
2F1
but it is not working. I dont know how to pass the arguments to my
function. Thank you beforehand.
Chuse.
Here is my code:
H <- 0.7;
t <- 1;
s <- seq(0,t,0.1);
x <- 1-t/s;
library(gsl)
Gauss2F1 <- function(H,x){
a <- H-1/2;
b <- 1/2-H;
c <- H+1/2;
# if(x>=0 & x<1){
#hyperg_2F1(a,b,c,x)
# }else{
hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
# }
}
F <- Gauss2F1(a,b,c,x)
integrate(F,lower=-1,upper=1,H=0.7)
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Re: [R] hypergeometric integral
I made a stupid mistake. My note at the end is irrelevant as is the code
before the library statement.
Instead, the upper bound to your integral must be around .5, not 1.
> integrate(Gauss2F1,lower=0,upper=.5,H=0.7)
0.4954698 with absolute error < 5.5e-15
> integrate(Gauss2F1,lower=0,upper=.51,H=0.7)
Error in integrate(Gauss2F1, lower = 0, upper = 0.51, H = 0.7) :
non-finite function value
>
jlu...@ria.buffalo.edu
Sent by: r-help-boun...@r-project.org
06/17/2014 10:24 AM
To
Xuse Chuse ,
cc
r-help , r-help-boun...@r-project.org
Subject
Re: [R] hypergeometric integral
#First, correct your code
H <- 0.7;
t <- 1;
s <- seq(0,t,0.1);
x <- 1-t/s;
library(gsl)
Gauss2F1 <- function(H,x){
a <- H-1/2;
b <- 1/2-H;
c <- H+1/2;
# if(x>=0 & x<1){
#hyperg_2F1(a,b,c,x)
# }else{
hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
# }
}
#Here
#F <- Gauss2F1(a,b,c,x)
#and here
#integrate(F,lower=0,upper=1,H=0.7)
integrate(Gauss2F1,lower=0,upper=1,H=0.7)
Error in integrate(Gauss2F1, lower = 0, upper = 1, H = 0.7) :
non-finite function value
#Then note that
Gauss2F1(H,x)
[1] Inf 1.143016 1.083553 1.056065 1.039444 1.028055 1.019653
1.013143 1.007920 1.003618
[11] 1.00
#whereupon you find your second problem.
#Joe
Xuse Chuse
Sent by: r-help-boun...@r-project.org
06/17/2014 08:32 AM
To
r-help ,
cc
Subject
[R] hypergeometric integral
Dear all,
I am trying to make a numerical integral of a Hypergeometrical function
2F1
but it is not working. I dont know how to pass the arguments to my
function. Thank you beforehand.
Chuse.
Here is my code:
H <- 0.7;
t <- 1;
s <- seq(0,t,0.1);
x <- 1-t/s;
library(gsl)
Gauss2F1 <- function(H,x){
a <- H-1/2;
b <- 1/2-H;
c <- H+1/2;
# if(x>=0 & x<1){
#hyperg_2F1(a,b,c,x)
# }else{
hyperg_2F1(c-a,b,c,1-1/(1-x))/(1-x)^b
# }
}
F <- Gauss2F1(a,b,c,x)
integrate(F,lower=-1,upper=1,H=0.7)
[[alternative HTML version deleted]]
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Re: [R] hypergeometric vs fisher.test
On Aug 13, 2010, at 3:47 PM, Andrea Franceschini wrote: > > Dear R team, > I have a simple question. > > I tried this command: > phyper(17,449,19551,181, FALSE) > [1] 1.47295e-07 > > and then I tried this command: > (fisher.test(matrix(c(17,449,181,19551),2,2), > alternative='greater'))$p.value > [1] 3.693347e-06 > > > Shouldn't be identical the results of the two commands ? > What is the difference ? Just read the phyper docs more carefully (and perhaps revisit the theory), and you'll see that phyper is using margin totals of the table, where fisher.test is using the individual entries. Also beware of left/right continuity issues with tails of discrete distributions: The convention is that the lower and the upper tail sums to 1, so your "17" is NOT included in the upper tail. > > Thx a lot > -- > View this message in context: > http://r.789695.n4.nabble.com/hypergeometric-vs-fisher-test-tp2324223p2324223.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. -- Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.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] hypergeometric vs fisher.test
I ask the question also because I found this line in Wikipedia: "The test (see above) based on the hypergeometric distribution (hypergeometric test) is identical to the corresponding one-tailed version of Fisher's exact test". Is this wrong ? May I kindly ask a friendly explanation for not-experts in statistics ? Thx a lot, -- View this message in context: http://r.789695.n4.nabble.com/hypergeometric-vs-fisher-test-tp2324223p2324429.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] __ 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] hypergeometric vs fisher.test
Andrea Franceschini wrote: > I ask the question also because I found this line in Wikipedia: > "The test (see above) based on the hypergeometric distribution > (hypergeometric test) is identical to the corresponding one-tailed > version of Fisher's exact test". > > Is this wrong ? May I kindly ask a friendly explanation for > not-experts in statistics ? > > Thx a lot, > You never said you were a non-expert. A question like that might very well have come from a student, or an incompetent claiming to have found a bug in fisher.test... The point was that Fisher's test takes the 2x2 table a b c d and interprets the situation under the null hypothesis as taking a sample of size a+c from an urn with a+b white balls and c+d black balls. Once you read the docs for phyper properly (it _is_ tricky to get it right), you arrive at > phyper(16,17+181,449+19551,17+449, lower.tail=FALSE) [1] 3.693347e-06 -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.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] hypergeometric vs fisher.test
"or an incompetent" Such harsh words Peter. You're not making this a friendly environment for people to ask questions. Is there a less competent attribute mailing list so that some of us don't offend you with our questions? On Aug 13, 2010, at 2:11 PM, Peter Dalgaard wrote: Andrea Franceschini wrote: > I ask the question also because I found this line in Wikipedia: > "The test (see above) based on the hypergeometric distribution > (hypergeometric test) is identical to the corresponding one-tailed > version of Fisher's exact test". > > Is this wrong ? May I kindly ask a friendly explanation for > not-experts in statistics ? > > Thx a lot, > You never said you were a non-expert. A question like that might very well have come from a student, or an incompetent claiming to have found a bug in fisher.test... The point was that Fisher's test takes the 2x2 table a b c d and interprets the situation under the null hypothesis as taking a sample of size a+c from an urn with a+b white balls and c+d black balls. Once you read the docs for phyper properly (it _is_ tricky to get it right), you arrive at > phyper(16,17+181,449+19551,17+449, lower.tail=FALSE) [1] 3.693347e-06 -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd@cbs.dk Priv: pda...@gmail.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-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] hypergeometric series in R
Hello. Somebody knows how to compute generalized hypergeometric series in R? (see http://functions.wolfram.com/HypergeometricFunctions/HypergeometricPFQ/02/ to understand what I mean) Thanks in advance, Arnau. __ 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] hypergeometric function in ‘ mvtnorm’
Is there any way to know how the "dmvt" function computes the hypergeometric function needed in the calculation for the density of multivariate t distribution? -- View this message in context: http://r.789695.n4.nabble.com/hypergeometric-function-in-mvtnorm-tp4483730p4483730.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] hypergeometric series in R
Arnau Mir uib.es> writes:
>
> Hello.
>
> Somebody knows how to compute generalized hypergeometric series in R?
> (see
> http://functions.wolfram.com/HypergeometricFunctions/HypergeometricPFQ/02/
> to understand what I mean)
library(sos)
findFn("generalized hypergeometric function")
-> see the hypergeo package, and the Hyperg function in the gsl package.
You'll have to work out for yourself whether the particular version and
parameterization match what you need.
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Re: [R] hypergeometric function in ‘ mvtnorm’
To view the source of (most) functions, simply type funcname without
parentheses: here, you get
> dmvt
function (x, delta, sigma, df = 1, log = TRUE, type = "shifted")
{
if (df == 0)
return(dmvnorm(x, mean = delta, sigma = sigma, log = log))
if (is.vector(x)) {
x <- matrix(x, ncol = length(x))
}
if (missing(delta)) {
delta <- rep(0, length = ncol(x))
}
if (missing(sigma)) {
sigma <- diag(ncol(x))
}
if (NCOL(x) != NCOL(sigma)) {
stop("x and sigma have non-conforming size")
}
if (!isSymmetric(sigma, tol = sqrt(.Machine$double.eps),
check.attributes = FALSE)) {
stop("sigma must be a symmetric matrix")
}
if (length(delta) != NROW(sigma)) {
stop("mean and sigma have non-conforming size")
}
m <- NCOL(sigma)
distval <- mahalanobis(x, center = delta, cov = sigma)
logdet <- sum(log(eigen(sigma, symmetric = TRUE, only.values =
TRUE)$values))
logretval <- lgamma((m + df)/2) - (lgamma(df/2) + 0.5 * (logdet +
m * logb(pi * df))) - 0.5 * (df + m) * logb(1 + distval/df)
if (log)
return(logretval)
return(exp(logretval))
}
Most of the functions in here you can see code for the same way: the
only ones you won't be able to are eigen, lgamma, log, exp, but these
methods are pretty well-documented and you shouldn't need to find code
for them. If you do, you'll need to read the underlying C.
Michael
On Sun, Mar 18, 2012 at 11:12 PM, statfan wrote:
> Is there any way to know how the "dmvt" function computes the hypergeometric
> function needed in the calculation for the density of multivariate t
> distribution?
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/hypergeometric-function-in-mvtnorm-tp4483730p4483730.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.
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Re: [R] hypergeometric function in ‘ mvtnorm’
Thanks for your advice. I actually meant to ask about the "pmvt" for the
distribution function. Viewing the source code "pmvt" uses the function
"mvt" which uses the function "probval" which sources the fortran code:
Fortran("mvtdst", N = as.integer(n), NU = as.integer(df),
LOWER = as.double(lower), UPPER = as.double(upper), INFIN =
as.integer(infin),
CORREL = as.double(corrF), DELTA = as.double(delta),
MAXPTS = as.integer(x$maxpts), ABSEPS = as.double(x$abseps),
RELEPS = as.double(x$releps), error = as.double(error),
value = as.double(value), inform = as.integer(inform),
PACKAGE = "mvtnorm")
I wish to look at how this "mvtdst" calculates the hypergeometric function
(2_F_1). Anyway that I can see that?
Thanks
--
View this message in context:
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Re: [R] hypergeometric function in ‘ mvtnorm’
On 19-03-2012, at 16:54, statfan wrote:
> Thanks for your advice. I actually meant to ask about the "pmvt" for the
> distribution function. Viewing the source code "pmvt" uses the function
> "mvt" which uses the function "probval" which sources the fortran code:
>
No it doesn't "source". It call a compiled Fortran subroutine.
> Fortran("mvtdst", N = as.integer(n), NU = as.integer(df),
>LOWER = as.double(lower), UPPER = as.double(upper), INFIN =
> as.integer(infin),
>CORREL = as.double(corrF), DELTA = as.double(delta),
>MAXPTS = as.integer(x$maxpts), ABSEPS = as.double(x$abseps),
>RELEPS = as.double(x$releps), error = as.double(error),
>value = as.double(value), inform = as.integer(inform),
>PACKAGE = "mvtnorm")
>
> I wish to look at how this "mvtdst" calculates the hypergeometric function
> (2_F_1). Anyway that I can see that?
Yes. Download the source code of the package.
Obtainable from CRAN.
Unpack and browse.
Berend
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[R] Hypergeometric Function seems to give wrong results
Hello R helpers,
I need to evaluate the Hypergeometric Function of the 2nd kind (Tricomi
confluent hypergeometric function). Therefore I'm using the kummerU
function from the fAsianOptions package. It seems to me that kummerU is
giving wrong results. Here's an example:
library("fAsianOptions")
kummerU(a=19, b=19, x = 10)
R gives 1838.298 for the real part.
If I use Mathematica via the wolfram site (
http://functions.wolfram.com/webMathematica/FunctionEvaluation.jsp?name=HypergeometricU)
the result is 3.52603e-20 which is more reasonable in the context of my
analysis.
Can anyone help how to compute the correct values within R?
Best regards,
Carlos
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Re: [R] Hypergeometric Function seems to give wrong results
Carlos Nasher via R-help r-project.org> writes:
>
[snip]
> I need to evaluate the Hypergeometric Function of the 2nd kind (Tricomi
> confluent hypergeometric function). Therefore I'm using the kummerU
> function from the fAsianOptions package. It seems to me that kummerU is
> giving wrong results. Here's an example:
>
> library("fAsianOptions")
> kummerU(a=19, b=19, x = 10)
>
> R gives 1838.298 for the real part.
>
> If I use Mathematica via the wolfram site (
> http://functions.wolfram.com/webMathematica
/FunctionEvaluation.jsp?name=HypergeometricU)
> the result is 3.52603e-20 which is more reasonable in the context of my
> analysis.
>
[snip]
Your best bet is probably to contact the package maintainer
(use maintainer("fAsianOptions") to see who it is, or look on
the CRAN page for the package). If this functionality is very
commonly used in finance you might try the r-sig-finance mailing
list (indicating that you've already tried here).
good luck
Ben Bolker
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