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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

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Methods for comparing two dissimilarity matrices

Given the data and the description of your problem, I believe an ANOVA test could answer the question you have at hand. You have data from two groups (matrices $A$ and $B$), and want to know whether …
Lucas Farias's user avatar
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2 votes

Analyse my ACF and PACF

The approach you're following is in essence close to the well-known Box-Jenkins method. Basically, in the identification part of the methodology, it tells you to analyse the ACF and PACF of a time se …
Lucas Farias's user avatar
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5 votes

Inverse Fast Fourier Transform in R

The problem is that you're feeding a complex valued array to plot, so it is plotting both the imaginary Im() and the real part Re(), as you can see by the axis labels. To achieve what you want you nee …
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11 votes

Interpreting GAM Coefficients

Not at all. For one thing, GAM's need a link function, and also smoothers, the $g$ and the $f$'s, respectively, in the general definition: $$\mathbb{E}(y)=g^{-1}\left(\alpha+f_1(x_1)+f_2(x_2) + \dots …
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6 votes
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what does regularization mean in xgboost (tree)

In tree-based methods regularization is usually understood as defining a minimum gain so which another split happens: Minimum loss reduction required to make a further partition on a leaf node o …
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1 vote

When testing for structural changes, should a linear trend be identified from the data or th...

In the specific case of the R package strucchange, the documentation [p. 11] states that: All procedures in this package are concerned with testing or assessing deviations from stability in the classical …
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0 votes
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How to validate classification model with ordinal information

You could compare the inverse of the distance. Say we use the absolute value, meaning $distance(x,y) = | x-y|$. The inverse of the distance from $0$ to $2$, e.g. $\frac{1}{|2-0|} = 0.5$, but from $1 …
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2 votes
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How to check stability condition of VEC estimates in R?

provided in the vec2var help page: library(urca) data(finland) sjf <- finland sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2, spec = "longrun", season = 4) vec2var <- vec2var(sjf.vecm, r
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2 votes
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Procedure for Bjørnland & Leitemo (2009) methodology in R

I've been looking for a solution in R to estimate a structural VAR with long and short run restrictions as done in Bjørnland & Leitemo (2009), where they represent a stable VAR in a moving average form … I've found a RATSscript that reproduces their work, but nothing similar in R. …
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