Search results for "37"

Robust dynamic cooperative games

2009

Classical cooperative game theory is no longer a suitable tool for those situations where the values of coalitions are not known with certainty. Recent works address situations where the values of coalitions are modelled by random variables. In this work we still consider the values of coalitions as uncertain, but model them as unknown but bounded disturbances. We do not focus on solving a specific game, but rather consider a family of games described by a polyhedron: each point in the polyhedron is a vector of coalitions’ values and corresponds to a specific game. We consider a dynamic context where while we know with certainty the average value of each coalition on the long run, at each t…

Blind Source Separation Based on Joint Diagonalization in R: The Packages JADE and BSSasymp

2017

Blind source separation (BSS) is a well-known signal processing tool which is used to solve practical data analysis problems in various fields of science. In BSS, we assume that the observed data consists of linear mixtures of latent variables. The mixing system and the distributions of the latent variables are unknown. The aim is to find an estimate of an unmixing matrix which then transforms the observed data back to latent sources. In this paper we present the R packages JADE and BSSasymp. The package JADE offers several BSS methods which are based on joint diagonalization. Package BSSasymp contains functions for computing the asymptotic covariance matrices as well as their data-based es…

Anthropometry: An R Package for Analysis of Anthropometric Data

2017

The development of powerful new 3D scanning techniques has enabled the generation of large up-to-date anthropometric databases which provide highly valued data to improve the ergonomic design of products adapted to the user population. As a consequence, Ergonomics and Anthropometry are two increasingly quantitative fields, so advanced statistical methodologies and modern software tools are required to get the maximum benefit from anthropometric data. This paper presents a new R package, called Anthropometry, which is available on the Comprehensive R Archive Network. It brings together some statistical methodologies concerning clustering, statistical shape analysis, statistical archetypal an…

Recurrence Plots in Nonlinear Time Series Analysis: Free Software

2002

Recurrence plots are graphical devices specially suited to detect hidden dynamical patterns and nonlinearities in data. However, there are few programs available to apply such a mehodology. This paper reviews one of the best free programs to apply nonlinear time series analysis: Visual Recurrence Analysis (VRA). This program is targeted to recurrence analysis and the so-called Recurrence Quantitative Analysis (RQA, the quantitative counterpart of recurrence plots), although it includes many procedures in a friendly visual environment. Comparisons with alternative programs are performed.

Testing Goodness-of-Fit with the Kernel Density Estimator: GoFKernel

2015

To assess the goodness-of-fit of a sample to a continuous random distribution, the most popular approach has been based on measuring, using either L∞ - or L2 -norms, the distance between the null hypothesis cumulative distribution function and the empirical cumulative distribution function. Indeed, as far as I know, almost all the tests currently available in R related to this issue (ks.test in package stats, ad.test in package ADGofTest, and ad.test, ad2.test, ks.test, v.test and w2.test in package truncgof) use one of these two distances on cumulative distribution functions. This paper (i) proposes dgeometric.test, a new implementation of the test that measures the discrepancy between a s…

Dynamic-Interactive Graphics for Statistics (26 years later)

2014

This paper briefly reviews the history of dynamic-interactive graphicsfor statistics, introduces an example of such graphics, and provides a fewglimpses as to the current state of things and the future trends we envision.The general conclusion is that dynamic-interactive graphics for statistics arethriving more than ever as they shift from the desktop to the internet. Thus,dynamic-interactive graphics are becoming increasingly important as they: 1) provide non-experts in statistics with the means to carry out analyses on their own; and 2) teach the basic concepts of statistics to students and practitioners with low to moderate  mathematics skills. Their increasingpopularity makes the lesson…

Directed random walk on the backbone of an oriented percolation cluster

2012

We consider a directed random walk on the backbone of the infinite cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the ``ancestral lineage'' of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) using a regeneration approach. Furthermore, we obtain a quenched central limit theorem (i.e.\ for almost any realisation of the cluster) via an analysis of joint renewals of two independent walks on the same cluster.

Analyzing Temperature Effects on Mortality Within theREnvironment: The Constrained Segmented Distributed Lag Parameterization

2010

Here we present and discuss the R package modTempEff including a set of functions aimed at modelling temperature effects on mortality with time series data. The functions fit a particular log linear model which allows to capture the two main features of mortality- temperature relationships: nonlinearity and distributed lag effect. Penalized splines and segmented regression constitute the core of the modelling framework. We briefly review the model and illustrate the functions throughout a simulated dataset.

Mixed Non-Parametric and Parametric Estimation Techniques in R Package etasFLP for Earthquakes’ Description

2017

etasFLP is an R package which fits an epidemic type aftershock sequence (ETAS) model to an earthquake catalog; non-parametric background seismicity can be estimated through a forward predictive likelihood approach, while parametric components of triggered seismicity are estimated through maximum likelihood; estimation steps are alternated until convergence is obtained and for each event the probability of being a background event is estimated. The package includes options which allow its wide use. Methods for plot, summary and profile are defined for the main output class object. The paper provides examples of the package's use with description of the underlying R and Fortran routines.

R Graphics (3rd Edition)

2020