Re: gretl/doc/commands gretl_commands.xml, 1.264, 1.265
by Cristian Rigamonti
On Wed, Jul 18, 2007 at 03:06:27PM +0000, Allin Cottrell wrote:
> Update of /cvsroot/gretl/gretl/doc/commands
> In directory sc8-pr-cvs2.sourceforge.net:/tmp/cvs-serv29173/doc/commands
>
> Modified Files:
> gretl_commands.xml
> Log Message:
> Gamma p-values: use shape/scale parameterization
>
>
> Index: gretl_commands.xml
> ===================================================================
> RCS file: /cvsroot/gretl/gretl/doc/commands/gretl_commands.xml,v
> retrieving revision 1.264
> retrieving revision 1.265
> diff -u -d -r1.264 -r1.265
> --- gretl_commands.xml 17 Jul 2007 17:29:48 -0000 1.264
> +++ gretl_commands.xml 18 Jul 2007 15:06:25 -0000 1.265
> @@ -6208,14 +6208,14 @@
> given, before the <repl>xval</repl>: for the <mathvar>t</mathvar>
> and chi-square distributions, the degrees of freedom; for
> <mathvar>F</mathvar>, the numerator and denominator degrees of
> - freedom; for gamma, the mean and variance; for the binomial
> - distribution, the <quote>success</quote> probability and the
> - number of trials; and for the Poisson distribution, the parameter
> - &lgr; (which is both the mean and the variance). Note: the
> - parameters for the gamma distribution are sometimes given as shape
> - and scale rather than mean and variance. The mean is the product
> - of the shape and the scale; the variance is the product of the
> - shape and the square of the scale.
> + freedom; for gamma, the shape and scale parameters; for the
> + binomial distribution, the <quote>success</quote> probability and
> + the number of trials; and for the Poisson distribution, the
> + parameter &lgr; (which is both the mean and the variance). Note:
> + the parameters for the gamma distribution are sometimes given as
> + mean and variance rather than shape and scale. The mean is the
> + product of the shape and the scale; the variance is the product of
> + the shape and the square of the scale.
Two notes about this:
- If the user is supposed to feed gretl with the shape and scale parameters, I
think it would be more useful to "take the inverse" of the last sentence,
something like:
The scale parameter is the variance divided by the mean; the shape parameter is
the square of the mean divided by the variance.
(please check the implied maths :-)
- In some textbooks (such as my edition of Mood et al.) the gamma distribution
is parametrized using an inverse-scale parameter (which affects the above
calculations), so we should probably mention which version of the function we
are using. For example, see http://en.wikipedia.org/wiki/Gamma_distribution
Cri
--
GPG/PGP Key-Id 0x943A5F0E - http://www.linux.it/~cri/cri.asc
Free software, free society - http://www.fsfeurope.org
17 years, 4 months
- 1
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GNU-R .. read.table function
by ashok ragavendran
hi,
I was using gretl with GNU R and found that when the data is uploaded using
the read.table() function if didnt use the header=T argument. This meant
that the variables are treated as character by default. PLease try to
incorporate this small modification. Thanks to the developers for a great
package.
cheers
Ashok
--
ASHOK RAGAVENDRAN
Graduate Research Assistant
Dept. of Fisheries and Wildlife,
Michigan State University
East Lansing MI 48824
706-207-9490
ragavend(a)msu.edu
17 years, 4 months
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