?interp in akima for f: R^2 -> R.
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champa
seems
to be overkill... standard mle methods should be preferable. (??)
Googling reveals that spss provides such functions... just to wave a red
flag.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217
tran so it should be reasonably quick.
HTH
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign
Take a look at the package SparseM
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign
Many, many thanks, ./configure is now happy, and make is chugging
along
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217
d suggest a way to get readline going.
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678
the package nlrq does median nonlinear regression... among other
things.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244
?segments
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On Jul 2, 2004
take a look at predict.smooth.Pspline in the package pspline...
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678
An R-News or J. of Statistical Software note titled, "Getting to the
Source
of the Problem" detailing the basic strategies for these adventures in
the
new world of S4 methods and namespaces would be very useful.
url:www.econ.uiuc.edu/~roger Roger Koenker
emai
hat matter.
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On Jun 29, 2004,
.) send questions about packages to the maintainer, not R-help
b.) not attach datasets in modes that are stripped by R-help
c.) make a token effort to read the documentation and related
literature
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED
schadenfreude that Stata's Mac version does seem to
make it impossible to run remotely even though their other unix
versions are happy to do so.
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333
.
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On Jun 25, 2004, at 2:30 AM, Nicholas Lewi
For this sort of thing the package rgl is the way to go...
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678
a":
[1] 0 3
Slot "ja":
[1] 1 4
Slot "ia":
[1] 1 2 2 3 3 3
Slot "dimension":
[1] 5 4
> as.matrix(A)
[,1] [,2] [,3] [,4]
[1,]0000
[2,]0000
[3,] 0 003
[4,]0000
[5,]0000
url:www.econ
utation
in transcan, maybe Frank could advise on this?
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:21
plex (exterior point) methods).
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
The package nlrq does nonlinear l1 regression. This isn't robust in the
design directions, but is in the response direction.
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333
thod = "L-BFGS-B", lower = 0,
upper = 1, Step = Step, model = model, pars = Pars, control =
optim.ctrl)
2: nlrq.calc(m, ctrl, trace)
1: nlrq(y ~ SSfpl(x, A, B, xmid, scal), data = test)
Roger
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTE
I would be curious to know how sparse the model.matrix for this problem
is...
Unless it is quite dense, or as Brian implies quite singular, I might
suggest
computing a Cholesky factorization in SparseM.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED
re allowed, but the roughness
penalty is total variation of the derivative, or gradient in the
bivariate case,
so sharp kinks are permitted.
url:www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:21
es are not very appropriate however
you choose to do the smoothing.
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:
x27;m finding this also an issue
in writing vignettes, but my main concern is finding a good way to
handle this in writing .Rd files.
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333
me) and
only in cases of non-response to r-help.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678
would leave the console active or some equivalent functionality.
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:
One should doubt everything, even logic, and in doubt lies possibility.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244
polygon(xx[inhull],yy[inhull] ,col=cfit[i])
}
}
}
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-24
Thanks Thomas...but it was simpler that this...as Don MacQueen suggested
it was just a matter of renaming /sw and then reconfiguring...
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558
b on the g4 contains lots of stuff from
the prior jaguar installation, and ./configure wants to include
-L/sw/lib.
So my question is this: is there way to tell configure politely
to not look in /sw/lib? Or is there another suggestion entirely?
url:www.econ.uiuc.edu/~roger/my.html
or tripack perhaps...
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
ww.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
there is the same problem, however you can adjust for the jacobian
by rescaling by the geometric mean of the response. I hope that this
helps.
Roger
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333
7;
\emph{ORSA J. on Computing}, 6, 23--27.
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Cha
roblems!
Roger
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On T
I'm not sure why quantreg isn't in the windows binaries on CRAN,
perhaps Uwe can explain this...if there is a problem I'd be happy
to try to help, but I don't have access to a windows machine myself.
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
emai
For what it is worth, I would have thought that expressing
the lag coefficients in a B-spline expansion would be preferable
to going back to Almon approach. This would give a relatively
simple lm() application.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL
ope that this helps.
Roger
PS. Generally help inquiries about packages are directed to maintainers
in the first instance and then to R-help in desperation. This probably
helps explain there was no response.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED]
SparseM is really intended for arbitrary sparse structure,
for banded structural there are much more efficient methods,
some of which are, if I'm not mistaken, now available in lapack.
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROT
/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On Thu, 18 Sep 2003, Arni Magnusson wrote:
> Creatin
This was resolved by simply doing:
cd /usr/local/lib
rm -r R
cd /usr/local/R/R-devel
make install
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558
elcome.
Roger
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678
o appear. What then? Undoubtedly I'm missing something blindingly
obvious with lists, but having tried several versions unsuccessfully
I thought I would defer to the collective expertise of R-help. Thanks
in advance.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
thods.
The package "nprq" is joint work with Pin Ng of Northern Arizona University.
Comments and suggestions, as always, would be most welcome.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:2
e transformation twice
>
> new <- qnorm(pexp(old))
And if old is exponential, but not standard exponential?
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558
h due to Khmaladze (1981)
based on the Doob-Meyer decomposition - this is the closest thing
that I'm aware of for handling KS type tests with estimated parameters
in a general context.
url: www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] D
at one can't always rely on the ratfor preprocessing
that is provided by systems even when it exists.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558Univer
It seems that I can get (almost) what I want using the utility
R CMD Rd2dvi packagename
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of
Is it possible for the average user to generate the latex version
of the table of contents page that appears in the Package Reference
Manuals on the CRAN website? Or is this (yet another) a Viennese speciality?
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL
ersion of Oja which replaces the lm() call with a median
regression call.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678
- rep(0,p)
for(i in 1:p)
x[i] <- ((-1)^(i+p)) *det(B[-i,-p])
return(x)
}
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558Unive
R-help Readers might also find amusing the new Tufte paper: "The Cognitive
Style of PowerPoint", available from www.edwardtufte.com. (This is
a non-commercial announcement.)
url:www.econ.uiuc.edu/~roger/my.html Roger Koenker
email [EMAIL PROTECTED]
)*((1-x)/5)
require(quantreg)
abline(rq(y~x,tau=.9)$coef[,1])
abline(rq(y~x,tau=.1)$coef[,1])
the resulting band contains 80 percent of the sample observations. You can
get some further details from ?rq and the references their.
url:www.econ.uiuc.edu/~roger/my.htmlRoger
ugging check for proposed algorithms.
Obviously, the expansion of the determinant gives the same formulation
for p>2, the challenge is to find a clean way to generate the
design matrix and response vector for the general setting.
Bon weekend!
url: www.econ.uiuc.edu/~rog
the original reference is:
Berndt, Hall, Hall and Hausman, (1974)
Annals of economic and social measurement
3, 653-665.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558
of comonotone X and Y as "perfectly concordant" in the language
of rank correlation.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University o
itself creates memory problems even before one tries to hit
it with the QR hammer.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558University of Illinois
fax:217-244
lways better alternatives to [any specified procedure]. So until someone
produces a very convincing argument for the universal applicability of one particular
procedure for robust regression, I would plea for "letting 100 flowers bloom
and 100 schools of thought contend."
url:www
a problems need only store the non-zero elements of X
and computational effort on such problems should grow roughly proportionally
to the number of these non-zero elements.
Roger
url:www.econ.uiuc.edu Roger Koenker Dept. of Economics UCL,
email [EMAIL PROTECTED] Departme
about stripping off the qss
components for subsequent use.
url:www.econ.uiuc.edu Roger Koenker Dept. of Economics UCL,
email [EMAIL PROTECTED] Department of Economics Drayton House,
vox:217-333-4558University of Illinois 30 Gorden St,
fax:217
look at
?try
url:www.econ.uiuc.edu Roger Koenker Dept. of Economics UCL,
email [EMAIL PROTECTED] Department of Economics Drayton House,
vox:217-333-4558University of Illinois 30 Gorden St,
fax:217-244-6678Champaign, IL 61820
I have also been using pdf() and pdflatex ... the nice post processing of ppower4
gives pdf files that have considerable flexibility. See
www.phys.uni-paderborn.de/~stern/ppower
for an example
url:www.econ.uiuc.edu Roger Koenker Dept. of Economics UCL,
email
If you have a dominating density, ie another density, say g, such that cg(x) On Tue, 28 Jan 2003 16:01:06 +, you wrote in message
> <[EMAIL PROTECTED]>:
>
> >
> >Dear R ers, if some can tel me how I can generate a sample from a given
> >density. I have a complex 2D density function en I want t
but I can't figure out how to get a density function from the estimator.
I would suggest that you look at the logspline package. The density estimation
is excellent and simulation methods are provided.
url:http://www.econ.uiuc.edu Roger Koenker
email [EMAIL PROT
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