Somewhere, buried in the vast literature on the Wicksell problem, there is
probably an answer, or at least a hint.
> On Feb 20, 2019, at 11:16 AM, PIKAL Petr wrote:
>
> Dear all
>
> Sorry, this is probably the most off-topic mail I have ever sent to this help
> list. However maybe somebody
regards.
>
> P.S.: sorry for my bad english...
>
> Il giorno lun 11 feb 2019 alle ore 12:54 Roger Koenker <mailto:rkoen...@illinois.edu>> ha scritto:
> My first thought was also that this was an artifact of the ties, but
> dithering the data
> n <- length(child)
&
My first thought was also that this was an artifact of the ties, but dithering
the data
n <- length(child)
child <- child + runif(n,-.5,.5)
parent <- parent + runif(n,-.5,.5)
and rerunning yields the same discrepancy between the Siegel and other fits.
Curiously, both
lmsreg and ltsreg from MASS
I use R CMD BATCH foo which produces a file called foo.Rout and provided the
script includes
sessionInfo() constitutes a quite sufficient summary for my purposes, it isn’t
exactly pretty, but it
is informative.
> On Sep 26, 2018, at 3:00 PM, Spencer Brackett
> wrote:
>
> R users,
>
> Is any
In certain fields this sort of standardization has become customary based on
some sort of (misguided) notion that it
induces “normality.” For example, in anthropometric studies based on the
international Demographic and Health
Surveys (DHS) childrens’ heights are often transformed to Z-scores pr
s so far...
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
> On Aug 14, 2017, at 8:36 PM, Richard
ion(x, bw = bandwidths, ...){
panel.histogram(x, ...)
f <- density(x, bw[packet.number()])
panel.lines(f$x, f$y, col = "blue", lwd = 1.5)
})
print(lp)
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.edu
.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
> On Feb 24, 2017, at 5:10 AM, Helio Santana
>
rying to do.
As always the knowledge and generosity of the R-help community is inspiring.
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244
Thanks, Duncan and Bert,
Duncan’s version does replicate my result, Bert’s does something a bit
different,
now I just need some time to digest what you have done, and try to see how
and why. Many thanks!!!
Roger
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen
I have a (remarkably ugly!!) code snippet (below) that, given
two simple functions, f and g, generates
a list of new functions h_{k+1} = h_k * g, k= 1, …, K. Surely, there are
vastly
better ways to do this. I don’t particularly care about the returned list,
I’d be happy to have the final h_K
Did you read item 1 in the quantreg FAQ()?
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
> On Oct
see the output from the quantreg FAQ:
FAQ()
especially point 2.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
me implies 0 expenditure, then all (quantile)
Engel curves pass through the origin and
one might want to impose this. On the other hand maybe not...
> From: Roger Koenker
> Sent: 06-10-2015 07:09 PM
> To: Lorenz, David
> Cc: r-help@r-project.org
> Subject: Re: [R] Quantile R
do I interpret the line?
As an estimate of the conditional median (quantile) function when constrained
to pass through
the origin… as with least squares fitting without an intercept, you do this at
your peril.
>
>
> On Tue, Oct 6, 2015 at 8:03 AM, Roger Koenker wrote:
>
> >
> On Oct 6, 2015, at 7:58 AM, Lorenz, David wrote:
>
> Did you verify that the correct percentages were above/below the regression
> lines? I did a quick check and for example did not consistently get 50% of
> the observed response values greater than the tau=.5 line. I did when I
> included the
as for lm() or any other linear model fitting….
rq( y ~ x - 1, … )
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
The main effect trend seems rather dangerous, why not just estimate the f’s in
a loop?
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
In ancient times, ie circa 1981, the S language certainly supported HP pen
plotters
so there should be code somewhere that could be resuscitated, he said naively.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217
quite straightforward, although the theory for
such bands
is rather difficult and still under construction.
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax:
You could try:
require(quantreg)
qs <- rq(x ~ 1, weights = w, tau = 1:3/4)
Roger Koenker
rkoen...@illinois.edu
On Nov 20, 2013, at 4:56 PM, David Winsemius wrote:
>
> On Nov 20, 2013, at 11:35 AM, Trevor Walker wrote:
>
>> I often work with tree data that is sample
ual for nls models.
RK
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
On Oct 8, 2013, at 8:36 AM, Elsa Youngs
In the event that these are moderately sparse matrices, you could try Matrix or
SparseM.
Roger Koenker
rkoen...@illinois.edu
On Aug 14, 2013, at 10:40 AM, Praveen Surendran wrote:
> Dear all,
>
> I am exploring ways to perform multiplication of a 9 x 4 matrix wit
This is a bit like asking how should I tweak my sailboat so I can explore the
ocean floor.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
The essential trick here is the Sherman-Morrison-Woodbury formula.
My quantreg package has a lm.fit.recursive function that implements
a fortran version for adding observations, but like biglm I don't remove
observations at the other end either.
Roger Koenker
rkoen...@illinois.edu
On M
alize all of this to other
transformations. Quite a project!
Best,
Roger
Roger Koenker
rkoen...@illinois.edu
On May 17, 2013, at 12:21 PM, Paul Johnson wrote:
> This is an R formula handling question. It arose in class. We were working
> on the Animals data in the MASS package. In ord
ess.
Roger Koenker
rkoen...@illinois.edu
On Apr 24, 2013, at 6:37 PM, R. Michael Weylandt wrote:
>> On Tue, Apr 23, 2013 at 2:54 PM, nafiseh hagiaghamohammadi
>> wrote:
>>> Hi
>>>
>>> I fit one linear quantile regression with package quantreg and I wan
ou want to test f1 vs f0 then use anova(f1,f0)
For further details see: Koenker R. and Jose A.F. Machado. Goodness
of Fit and Related Inference Processes for Quantile Regression
J. of Am Stat. Assoc, (1999), 94, 1296-1310.
url:www.econ.uiuc.edu/~roger Roger Koenker
em
Jonathan,
This is not what we call a reproducible example... what is raw_data? Does it
have something to do with mydata?
what is i?
Roger
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558
The rank test inversion option that you are trying to use won't
work with only one coefficient, and therefore with univariate
quantiles, if you use summary(rq(rnorm(50) ~ 1, tau = .9), cov = TRUE)
you will have better luck.
url:www.econ.uiuc.edu/~roger Roger Koenker
email
There is no automatic "clustering" option for QR bootstrapping.
You will have to roll your own.
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax:
Petr,
You can do:
require(quantreg)
summary(rq(x ~ 1, tau = c(.10,.50,.99))
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
Sam,
Thanks for pointing this out, but I have to point out in turn that this isn't
a SparseM function,
it is part of the package e1071, maintained by David Meyer.
Roger
Roger Koenker
rkoen...@illinois.edu
On Aug 24, 2012, at 3:07 PM, Sam Steingold wrote:
> read.matrix.csr does n
On Jul 28, 2012, at 8:55 AM, stefan23 wrote:
> Dear all,
> I know that my question is somewhat special but I tried several times to
> solve the problems on my own but I am unfortunately not able to compute the
> following test statistic using the quantreg package. Well, here we go, I
> appreciate
/risk.html
Roger Koenker
rkoen...@illinois.edu
On Jul 18, 2012, at 3:09 PM, Cren wrote:
> # Whoops! I have just seen there's a little mistake
> # in the 'sharpe' function, because I had to use
> # 'w' array instead of 'ead' in the cm.CVaR function!
>
Take a look at demo(Mel) in the quantreg package.
Roger Koenker
rkoen...@illinois.edu
On Jul 14, 2012, at 6:55 AM, stefan23 wrote:
> Dear all,
> I am searching for a way to compute a test comparable to Chuang et al.
> ("Causality in Quantiles and Dynamic Stock
> Return
very least you should explicitly pass the arguments y, x, and quant. and you
need to replace
what you call sample.cond.quantile by 0 in the definition of w.less.
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox:
ou also explain what you mean by
"leads to mistakes" below?
Thanks,
Roger
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
an be reformulated as an
exclusion
restriction, see for example the remark on pages 5-6 of
http://www.econ.uiuc.edu/~roger/research/ranks/ranktests.pdf
or the references cited there. And using this sort of parameterization you can
use anova.rq().
Roger Koenker
rkoen...@illinois.edu
O
Dan,
It is hard to say without being able to reproduce your example. If you send me
the data
I could try to advise something.
Roger
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558
If you were to rtfm you'd see that your anova suggests that the slope
coefficients
are the same for your tau = .15 and tau = .30 models.
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333
Roger Koenker
rkoen...@illinois.edu
On Nov 5, 2011, at 1:02 PM, Julia Lira wrote:
Dear David,
Indeed rq() accepts a vector fo tau. I used the example given by
Frank to run
fitspl4 <- summary(rq(b1 ~ rcs(x,4), tau=c(a1,a2,a3,a4)))
and it works.
I even can use anova() to t
On Oct 31, 2011, at 7:30 AM, Thorsten Vogel wrote:
> Dear all,
>
> My question might be more of a statistics question than a question on R,
> although it's on how to apply the 'quantreg' package. Please accept my
> apologies if you believe I am strongly misusing this list.
>
> To be very brief
rnorm(50))
y <- exp(1 + .5*x) + rnorm(50)
nlrq(y ~ exp(a + b * x), start = list(a = 2, b = 1))
Nonlinear quantile regression
model: y ~ exp(a + b * x)
data: parent.frame
tau: 0.5
deviance: 15.39633
a b
1.0348673 0.4962638
Roger Koenker
rkoen...@illinois.edu
oops *bk not - bk.
Roger Koenker
rkoen...@illinois.edu
On Oct 14, 2011, at 8:40 PM, Roger Koenker wrote:
Ah yes offsets, I've meant to look into this, but never quite
understood
why something like:
rq((y - xk - bk) ~ x1 + x2)
wasn't just as convenient....
Rog
Ah yes offsets, I've meant to look into this, but never quite understood
why something like:
rq((y - xk - bk) ~ x1 + x2)
wasn't just as convenient....
Roger Koenker
rkoen...@illinois.edu
On Oct 14, 2011, at 6:55 PM, Tal Galili wrote:
Hello all,
I would like to
It should be possible to say plot(..., xlab = "foo", ylab = "bar") )
if not please let me know.
Roger Koenker
rkoen...@illinois.edu
On Aug 22, 2011, at 9:00 PM, Kitty Lee wrote:
I have spent hours on this ---looked through the quantreg manual and
r-help site--- s
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
On Jul 11, 2011, at 12:39 PM, Prew, Paul wrote:
> Hello, I’m w
This is _not_ a reproducible example so one can only guess,
but the fact that with returns "the analysis goes" suggests that
there is something amiss with your price variable.
Roger Koenker
rkoen...@illinois.edu
On May 28, 2011, at 1:47 PM, Sergius Cerice wrote:
> Dear All,
&g
chosen
alpha level then the difference in medians is "significant."
Roger Koenker
rkoen...@illinois.edu
On Mar 31, 2011, at 4:15 AM, Anna Lee wrote:
> Dear List!
>
> I want to compare medians of non normal distributed data. Is it
> possible and usefull to calculate 95
On Mar 20, 2011, at 10:24 PM, Man Zhang wrote:
> Dear All,
>
> I'm trying to construct confidence interval for an additive quantile
> regression
> model.
>
> In the quantreg package, vignettes section: Additive Models for Conditional
> Quantiles
> http://cran.r-project.org/web/packages/quant
You need to add explicitly newdata = list(x=x) and if you want percentile
method you also
need se = "boot".
Roger Koenker
rkoen...@illinois.edu
On Jan 11, 2011, at 3:54 AM, Davey, Andrew wrote:
> I am using the quantreg package to build a quantile regression model and
>
t is the setting. I'm viewing all this with Acrobat 9
pro,
but my printer produces something quite consistent with what is viewable
on the screen.
Apologies in advance if this has an obvious resolution, I didn't see anything
in the r-help archive.
Roger
url:www.econ.uiu
seM_0.83
loaded via a namespace (and not attached):
[1] tools_2.10.1
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana,
I thought some R-help readers might enjoy seeing the paper by Hal Varian on
predicting the present
using R and Google Trends that is linked via the following blog comment:
http://googleresearch.blogspot.com/2009/04/predicting-present-with-google-trends.html
Apologies in advance if this has alrea
At points of total desperation you can always consider
the time-honored, avuncular advice -- RTFM,
in this case Section 4.4 of Writing R Extensions.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558
ratings.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
On Aug 6, 2009, at 5:00 PM, Noah Silverman wrote
Surely a fortune, because fortuna can be cruel.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
On Jul
these days I'll
incorporate clustered se's into summary.rq, but meanwhile
this seems to be a good alternative.
Roger
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University o
Marc,
Thanks,
sapply(ls(pat = "^name"),get)
was exactly what I was after. The default behavior for vectors of
equal length is nice too, but I was most interested in the ragged
case, which produces a list.
url:www.econ.uiuc.edu/~roger Roger Koenker
emai
quot;^name"), function(x) eval(as.name(x)))
makes the list, but (ironically) doesn't assign the names to the
components.
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558Univer
mit a repaired version of the package later in the day.
Roger
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Urbana, IL 61801
A good discussion of this is provided by Gill, Murray and Wright
Num Lin Alg and Opt, section 4.7.2.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217
You could look at the function kuantile() in the package quantreg
and the associated fortran code dsel05.f which implements a version
of the Floyd and Rivest (CACM, 1975) algorithm.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of
On Jul 12, 2009, at 2:56 PM, David Winsemius wrote:
On Jul 12, 2009, at 3:21 PM, maram salem wrote:
Dear group,
Thank u so much 4 ur help. I've tried the link,
http://finzi.psych.upenn.edu/R/library/quantreg/html/akj.html
for adaptive kernel density estimation.
But since I'm an R beginer an
/~rogerRoger Koenker
email rkoen...@uiuc.edu Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On Jul 8, 2009, at 6:35 PM, tzygmund mcfarlane
having been bitten by this behavior many times, could I register a
plea for
allowing a col argument to plot.stepfun that would deal with both the
horizontal
and vertical segments -- I rather doubt that it is often desirable to
have different
colors for these. Note that verticals = TRUE is t
n't
resist recalling that Galton's "invention of correlation" paper: Co-
relations
and their measurement, Proceedings of the Royal Society, 1888-89,
used medians and interquartile ranges.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.edu
1,1] - 1, weights = w[s1])
g2 <- rq(y[s2] ~ X1[s2,2] - 1, weights = w[s2])
#Now looking at the g1 and g2 objects we see that they are equal and
agree with f1.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
. The default
of 1 is likely to produce something very very rough with
such a large dataset.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
sparse version of the full X matrix.
This is usually not that difficult, but "usually" is based on a rather
small sample that may not be representative of your problems.
Hope that this helps,
Roger
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen..
s by other contributors.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email rkoen...@uiuc.edu Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On May 8
rt island without the aid of their trusty laptop "Friday".
Finally, cbind(1,x) does introduce an intercept in the code
originally asked
about, so if you don't want an intercept don't do that, but be sure
that that is
really want you want to do.
url: www.econ.uiu
Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign, IL 61820
On Apr 13, 2009, at 11:29 PM, Zheng, Xin (NIH) [C] wrote:
Hi there,
I got a data frame with more than
lambda =100)"
[4] "qss(x4, lambda =100)" "qss(x5, lambda =100)" "qss(x6, lambda =100)"
That I would like to operate on to obtain the names of the first
argument, i.e.
> foo(a)
[1] "x1" "x2" "x3" "x4" "x5"
diff(eye,d=2)),y)}
url:www.econ.uiuc.edu/~roger Roger Koenker
email rkoen...@uiuc.edu Department of Economics
vox:217-333-4558University of Illinois
fax:217-244-6678Champaign, IL 61820
On Apr 4,
For the bivariate case:
g <- function(b,x,y)
(abs(y - b[1] - b[2] * x))/sqrt(1 + crossprod(b))
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
oes "moderate d"
which
extends at least to 3d.
Given tripack, it seems like alpha-shapes shouldn't be such a big
enterprise, and
might make a nice project for someone with an interest in computational
geometry. Hint, hint. Nudge, Nudge.
url:www.econ.uiuc.edu/~roger
Why I love R [Number 6]:
Chinese extend a helping hand to Russians who happen to be in Brazil
about a package written in Germany. Trotsky would be proud -- and
amazed!
url:www.econ.uiuc.edu/~rogerRoger Koenker
email rkoen...@uiuc.edu
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign, IL 61820
On Feb 17, 2009, at 1:58 PM, Brigid Mooney wrote
Actually, I think that the survey on "alpha shapes" available from:
http://www.cs.duke.edu/~edels/Surveys/
would be more closely aligned with what Michael was interested in...
url:www.econ.uiuc.edu/~roger Roger Koenker
email rkoen..
oblem this afternoon, and have been wondering why someone else hasn't
already done this? Any clues?
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Economics
vox: 217-333-4558University
I think that this continuation constitutes what Pat calls "hijacking
the thread"
at the end of his new and magnificent opus. The original thread
should be
reserved for kudos to Pat.
url:www.econ.uiuc.edu/~roger Roger Koenker
emailrkoen...@uiuc.edu
Nit-picking about syntax does seem needed, mea culpa, I
intended something more like:
Qn <- ecqf(x)
Qn(runif(whatever))
On Jan 6, 2009, at 5:06 PM, roger koenker wrote:
Sure, but it would be more 'fun' to modify ecdf() slightly to produce
an ecqf() function -
Sure, but it would be more 'fun' to modify ecdf() slightly to produce
an ecqf() function -- essentially reversing the arguments to
approxfun()--
and then use
ecqf(runif(whatever))
no nit-picking about efficiency, please.
url:www.econ.uiuc.edu/~roger Rog
Default kernel density estimation is poorly suited for this sort of
situation.
A better alternative is logspline -- see the eponymous package -- you
can
specify lower limits for the distribution as an option.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL
Both SparseM and Matrix have facilities for rbind and cbind
that allow you to concatenate pieces of sparse matrices together.
On Nov 23, 2008, at 2:19 PM, Atul Kulkarni wrote:
Hi All,
I am dealing with a large data set which translates in to a sparse
matrix, I
want to load this data that i
pup) qexp(runif(ty,plo,pup),rate)
z <- unlist(mapply(fun, ty = ty, plo = plo, pup = pup))
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
: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 Nov 19, 2008, at 5:40 AM, <[EMAIL PROTECTED]> wrote:
Hi Roge
see: http://www.econ.uiuc.edu/~roger/research/panel/rq.fit.panel.R
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678Champaign
Those of you with an interest in the US election and/or
statistical graphics may find the maps at:
http://www-personal.umich.edu/~mejn/election/2008/
interesting.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
s not to something that is in base R, nor even
something in a package, but to code that I happen to have posted to
complement a paper that was published several years ago.
url:www.econ.uiuc.edu/~roger Roger Koenker
email[EMAIL PROTECTED]Department of Economics
vox:
This is really NOT an R-help question. You just need to read the code
more carefully
and everything will be revealed there. This isn't like the Pisan
Cantos.
url:www.econ.uiuc.edu/~roger Roger Koenker
email[EMAIL PROTECTED]Department of Economic
Galton's 19th century mechanical version of this is the quincunx. I
have a
(very primitive) version of this for R at:
http://www.econ.uiuc.edu/~roger/courses/476/routines/quincunx.R
url:www.econ.uiuc.edu/~roger Roger Koenker
email[EMAIL PROT
Hey back,
If you had RTFM you would know that the first argument of the
function KhmaladzeTest was supposed to be a formula, so try:
T <- KhmaladzeTest(Logloss~AS+AM+CB+CF+RB+RBR, data=CPBP,
nullH="location")
url:www.econ.uiuc.edu/~roger Roger Koenker
em
Nothing except: Nothing exceeds like excel.
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 Oct 14
see
http://www.nabble.com/weighted-quantiles-to19864562.html#a19865869
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217-244-6678
se.fit.
Surely there a standard treatment for this ailment, but I can't seem
to find it.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email [EMAIL PROTECTED] Department of Economics
vox:217-333-4558
problem is, provided of
course that it is small enough to look at with the usual tools, svd,
etc.
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax: 217
I've said
earlier on R-help, it is fairly convenient to link these options to R
via R.matlab.
url:www.econ.uiuc.edu/~roger Roger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax:
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