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  1. consuli

    Looking for RPy2 Referent

    The German R Forum is planning an R conference, in which - among others - Rpy2 may be a topic. Therefore we are looking for an Rpy2 referent. He/ she should have the following skills: Knowledge of RPy2 Being familiar with understanding problems of R migrators, e.g. due to own migration path...
  2. consuli

    How to choose best robust regression model?

    Hello. There are several robust regression methods like LAR-(aka LAV-, LAD-, L1-Norm-)Regression, Quantil-Regression, M-Estimator, ... They are assumed to be especially appropriate for data, that does not fulfill the 5 OLS conditions. The major part of the robust regression literature (I read)...
  3. consuli

    3 Lines Matlab Code to R Code (Generating autocorrelated random values)

    Hello, I have found the following Matlab Code for generating autocorrelated random values, with a defined autocorrelation on lag 1. Source: http://www.mathworks.com/matlabcentral/newsreader/view_thread/102939 a1=0.5; A=[1,-a1]; # A=[1,-a1] <=> A= c(1, -a1) x=filter(A,1,randn(1000,1)); #...
  4. consuli

    How to generate an autocorrelated random variable?

    Hi, I know I can generate two correlated random variables x1 an x2 using x1= z1 x2= c* z1 + sqrt(1- c^2)* z2 Where z1: standardnormal random variable z2: standardnormal random variable c= Correlation(x1, x2) But how can I generate an autocorrelated variable x, autocorrelated on x(t-1) ?
  5. consuli

    Transformation of a Uniform Distribution needed

    Hello, I have got a crazy distributed p4. (See file attachment). How can I transform a uniform distribution into the one of p4? Probit Transformation?