[R] KhmaladzeTest

raul sanchez r_o_sanchez2003 at yahoo.com.ar
Sat Jul 8 02:39:13 CEST 2006


Hello. I am a beginer in R and I can not implement the KhmaladzeTest in the following command. Please help me!!!!!!!!!!!
  PD: I attach thw results and the messages of the R program
   
  R : Copyright 2006, The R Foundation for Statistical Computing
Version 2.3.1 (2006-06-01)
ISBN 3-900051-07-0

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Escriba 'q()' para salir de R.

> utils:::menuInstallLocal()
package 'quantreg' successfully unpacked and MD5 sums checked
updating HTML package descriptions
> utils:::menuInstallLocal()
package 'foreign' successfully unpacked and MD5 sums checked
updating HTML package descriptions
> utils:::menuInstallLocal()
package 'Rcmdr' successfully unpacked and MD5 sums checked
updating HTML package descriptions
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
quantreg package loaded:  To cite see citation("quantreg")
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: tcltk
Loading Tcl/Tk interface ... done
--- Please select a CRAN mirror for use in this session ---
also installing the dependencies 'acepack', 'scatterplot3d', 'fBasics', 
'Hmisc', 'quadprog', 'oz', 'mlbench', 'randomForest', 'SparseM', 
'xtable', 'chron', 'fCalendar', 'its', 'tseries', 'DAAG', 'e1071', 'mvtnorm', 
'zoo', 'strucchange', 'sandwich', 'dynlm', 'leaps'

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/acepack_1.3-2.2.zip'
Content 
type 'application/zip' length 55667 bytes
URL abierta
downloaded 54Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/scatterplot3d_0.3-24.zip'
Content 
type 'application/zip' length 540318 bytes
URL abierta
downloaded 527Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/fBasics_221.10065.zip'
Content 
type 'application/zip' length 3327499 bytes
URL abierta
downloaded 3249Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/Hmisc_3.0-12.zip'
Content 
type 'application/zip' length 1993038 bytes
URL abierta
downloaded 1946Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/quadprog_1.4-8.zip'
Content 
type 'application/zip' length 38626 bytes
URL abierta
downloaded 37Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/oz_1.0-13.zip'
Content 
type 'application/zip' length 39640 bytes
URL abierta
downloaded 38Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/mlbench_1.1-1.zip'
Content 
type 'application/zip' length 1324913 bytes
URL abierta
downloaded 1293Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/randomForest_4.5-16.zip'
Content 
type 'application/zip' length 209710 bytes
URL abierta
downloaded 204Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/SparseM_0.68.zip'
Content 
type 'application/zip' length 728594 bytes
URL abierta
downloaded 711Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/xtable_1.3-2.zip'
Content 
type 'application/zip' length 56703 bytes
URL abierta
downloaded 55Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/chron_2.3-4.zip'
Content 
type 'application/zip' length 101287 bytes
URL abierta
downloaded 98Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/fCalendar_221.10065.zip'
Content 
type 'application/zip' length 754551 bytes
URL abierta
downloaded 736Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/its_1.1.1.zip'
Content 
type 'application/zip' length 194287 bytes
URL abierta
downloaded 189Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/tseries_0.10-3.zip'
Content 
type 'application/zip' length 392748 bytes
URL abierta
downloaded 383Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/DAAG_0.79.zip'
Content 
type 'application/zip' length 796328 bytes
URL abierta
downloaded 777Kb

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/e1071_1.5-13.zip'
Content 
type 'application/zip' length 627972 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/mvtnorm_0.7-2.zip'
Content 
type 'application/zip' length 214609 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/zoo_1.1-0.zip'
Content 
type 'application/zip' length 695387 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/strucchange_1.2-13.zip'
Content 
type 'application/zip' length 866668 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/sandwich_1.9-0.zip'
Content 
type 'application/zip' length 675607 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/dynlm_0.1-2.zip'
Content 
type 'application/zip' length 43966 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/leaps_2.7.zip'
Content 
type 'application/zip' length 73301 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/relimp_0.9-6.zip'
Content 
type 'application/zip' length 70677 bytes
URL abierta

probando la URL 
'http://cran.au.r-project.org/bin/windows/contrib/2.3/multcomp_0.4-8.zip'
Content 
type 'application/zip' length 310081 bytes
URL abierta



Versión del Rcmdr 1.1-7 
> Datos <- read.dta("C:/Mis documentos/r1-r1.dta", convert.dates=TRUE, 
convert.factors=TRUE, missing.type=TRUE, convert.underscore=TRUE, 
warn.missing.labels=TRUE)
Aviso en read.dta("C:/Mis documentos/r1-r1.dta", convert.dates = TRUE,  
: 
         'missing.type' only applicable to version 8 files
> fit1 <- rq(yyy ~ lll, tau = 0.5, data = Datos)
> fit1
Call:
rq(formula = yyy ~ lll, tau = 0.5, data = Datos)

Coefficients:
(Intercept)         lll 
   4.249606   -0.929411 

Degrees of freedom: 36 total; 34 residual
> summary(fit1)

Call: rq(formula = yyy ~ lll, tau = 0.5, data = Datos)

tau: [1] 0.5

Coefficients:
            coefficients lower bd upper bd
(Intercept)  4.24961      2.36774  4.95617
lll         -0.92941     -1.08243 -0.52124
> r1 <- resid(fit1)
> c1 <- coef(fit1)
> summary(fit1, se = "nid")

Call: rq(formula = yyy ~ lll, tau = 0.5, data = Datos)

tau: [1] 0.5

Coefficients:
            Value    Std. Error t value  Pr(>|t|)
(Intercept)  4.24961  1.05525    4.02710  0.00046
lll         -0.92941  0.22934   -4.05246  0.00043
> fit <- rqProcess( y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, 
+                 data = barro, taus = seq(.1,.9,by = .05))
Erro en inherits(x, "data.frame") : objeto "barro" no encontrado
> fit <- rqProcess(yyy ~ lll, data = Datos, taus = seq(.1,.9, by = 
.05))
taus: 0.1  Erro en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
        tau - h < 0:  error in summary.rq
> f <- rqProcess(yyy ~ lll, data = Datos, taus = seq(.1,.9, by = .05))
taus: 0.1  Erro en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
        tau - h < 0:  error in summary.rq
> fit1 <- rqProcess(yyy ~ lll, data = Datos, taus = seq(.1,.9, by = 
.05))
taus: 0.1  Erro en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
        tau - h < 0:  error in summary.rq
> T1 <- KhmaladzeTest(yyy ~ lll, taus = -1, nullH = "location")
Erro en eval(expr, envir, enclos) : objeto "yyy" no encontrado
> Datos <- read.dta("C:/Mis documentos/r1-r1.dta", convert.dates=TRUE, 
convert.factors=TRUE, missing.type=TRUE, convert.underscore=TRUE, 
warn.missing.labels=TRUE)
Aviso en read.dta("C:/Mis documentos/r1-r1.dta", convert.dates = TRUE,  
: 
         'missing.type' only applicable to version 8 files
> T1 <- KhmaladzeTest(yyy ~ lll, taus = -1, nullH = "location")
Erro en eval(expr, envir, enclos) : objeto "yyy" no encontrado
> T1 <- KhmaladzeTest( yyy ~ lll, taus = -1, nullH = "location")
Erro en eval(expr, envir, enclos) : objeto "yyy" no encontrado
> data(barro)
> invisible(edit(barro))
> rqProcess(yyy ~ lll, data = Datos, taus = -1, nullH = "location")
$taus
[1] 0.3161186 0.3543310 0.4007676 0.4150787 0.4268406 0.4542215 
0.5008570 0.5304535 0.5690997
[10] 0.6206522 0.6522563

$qtaus
[1] -0.037757189 -0.033227447 -0.032656681 -0.016152701 -0.015090004 
-0.014413058
[7] -0.013738239 -0.013471008 -0.012253429 -0.010675005 -0.009866834

$Vhat
          [,1]      [,2]      [,3]       [,4]       [,5]       [,6]       
[,7]       [,8]
[1,] 0.3064789 0.5104205 0.6209815 -0.0850221 -0.2053440 -0.1631580 
-0.1766553 -0.1768334
           [,9]      [,10]      [,11]
[1,] -0.1483747 -0.1191922 -0.1026903

$vhat
          [,1]      [,2]      [,3]       [,4]       [,5]       [,6]       
[,7]       [,8]
[1,] 0.3064789 0.5104205 0.6209815 -0.0850221 -0.2053440 -0.1631580 
-0.1766553 -0.1768334
           [,9]      [,10]      [,11]
[1,] -0.1483747 -0.1191922 -0.1026903

attr(,"class")
[1] "rqProcess"
> rqProcess(yyy ~ lll, data = Datos,taus = seq(.1,.9, by = .05), nullH 
= "location")
taus: 0.1  Erro en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
        tau - h < 0:  error in summary.rq
> KhmaladzeTest( yyy ~ lll, data = Datos, taus = seq(.1,.9, by = .05))
taus: 0.1  Erro en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
        tau - h < 0:  error in summary.rq
> T1 <- KhmaladzeTest(yyy ~ lll, taus = -1, nullH = "location")
Erro en eval(expr, envir, enclos) : objeto "yyy" no encontrado
> fit1 <- rqProcess(yyy ~ lll, data = Datos, taus = seq(.1,.9, by = 
.05))
taus: 0.1  Erro en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
        tau - h < 0:  error in summary.rq
> KhmaladzeTest( yyy ~ lll, data = Datos, taus = -1)
Erro en qr(X[1:p, ]) : NA/NaN/Inf en llamada a una función externa (arg 
1)
> KhmaladzeTest( yyy ~ lll, data = Datos, taus = -1, nullH = 
"location")
Erro en qr(X[1:p, ]) : NA/NaN/Inf en llamada a una función externa (arg 
1)
> data(barro)
> KhmaladzeTest( y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2,
+ data = barro, taus = seq(.05,.95,by = .01))
taus: 0.05  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.06  0.07  0.08  0.09  Aviso en summary.rq(rq(formula, data = data, 
tau = taus[i], method = "fn"),  : 
         1 non-positive fis
0.1  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], method 
= "fn"),  : 
         1 non-positive fis
0.11  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         2 non-positive fis
0.12  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         3 non-positive fis
0.13  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         3 non-positive fis
0.14  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         4 non-positive fis
0.15  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         3 non-positive fis
0.16  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         5 non-positive fis
0.17  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         4 non-positive fis
0.18  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         5 non-positive fis
0.19  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         4 non-positive fis
0.2  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], method 
= "fn"),  : 
         4 non-positive fis
0.21  0.22  0.23  0.24  0.25  Aviso en summary.rq(rq(formula, data = 
data, tau = taus[i], method = "fn"),  : 
         1 non-positive fis
0.26  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.27  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.28  0.29  0.3  0.31  0.32  0.33  Aviso en summary.rq(rq(formula, data 
= data, tau = taus[i], method = "fn"),  : 
         1 non-positive fis
0.34  0.35  0.36  0.37  0.38  0.39  0.4  0.41  0.42  0.43  0.44  0.45  
0.46  0.47  0.48  0.49  0.5  0.51  0.52  0.53  0.54  0.55  0.56  0.57  
Aviso en summary.rq(rq(formula, data = data, tau = taus[i], method = 
"fn"),  : 
         1 non-positive fis
0.58  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         2 non-positive fis
0.59  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.6  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], method 
= "fn"),  : 
         1 non-positive fis
0.61  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.62  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.63  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.64  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.65  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.66  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.67  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.68  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.69  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         2 non-positive fis
0.7  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], method 
= "fn"),  : 
         2 non-positive fis
0.71  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         2 non-positive fis
0.72  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         1 non-positive fis
0.73  0.74  0.75  0.76  0.77  0.78  0.79  Aviso en 
summary.rq(rq(formula, data = data, tau = taus[i], method = "fn"),  : 
         2 non-positive fis
0.8  0.81  0.82  0.83  0.84  Aviso en summary.rq(rq(formula, data = 
data, tau = taus[i], method = "fn"),  : 
         2 non-positive fis
0.85  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         3 non-positive fis
0.86  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         3 non-positive fis
0.87  0.88  0.89  Aviso en summary.rq(rq(formula, data = data, tau = 
taus[i], method = "fn"),  : 
         1 non-positive fis
0.9  0.91  0.92  Aviso en summary.rq(rq(formula, data = data, tau = 
taus[i], method = "fn"),  : 
         2 non-positive fis
0.93  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         9 non-positive fis
0.94  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         13 non-positive fis
0.95  Aviso en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
         14 non-positive fis
$nullH
[1] "location"

$Tn
[1] 6.029988

$THn
    lgdp2      fse2     gedy2       Iy2    gcony2 
1.3198411 1.1505847 1.2480321 0.8466474 1.0036528 

attr(,"class")
[1] "KhmaladzeTest"
> data(Datos)
Aviso en data(Datos) : data set 'Datos' not found
> Datos <- read.dta("C:/Mis documentos/r1-r1.dta", convert.dates=TRUE, 
convert.factors=TRUE, missing.type=TRUE, convert.underscore=TRUE, 
warn.missing.labels=TRUE)
Aviso en read.dta("C:/Mis documentos/r1-r1.dta", convert.dates = TRUE,  
: 
         'missing.type' only applicable to version 8 files
> data(Datos)
Aviso en data(Datos) : data set 'Datos' not found
> Datos <- read.dta("C:/Mis documentos/r1-r1.dta", convert.dates=TRUE, 
convert.factors=TRUE, missing.type=TRUE, convert.underscore=TRUE, 
warn.missing.labels=TRUE)
Aviso en read.dta("C:/Mis documentos/r1-r1.dta", convert.dates = TRUE,  
: 
         'missing.type' only applicable to version 8 files
> KhmaladzeTest( yyy ~ lll, data = Datos, taus = -1, nullH = 
"location")
Erro en qr(X[1:p, ]) : NA/NaN/Inf en llamada a una función externa (arg 
1)
> invisible(edit(Datos))
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
> fit <- rqProcess( yyy ~ lll, data = Datos, taus = seq(.1,.9,by = 
.05))

> fff <- rqProcess( yyy ~ lll, data = Datos, taus = seq(.1,.9,by = 
.05))
taus: 0.1  Erro en summary.rq(rq(formula, data = data, tau = taus[i], 
method = "fn"),  : 
        tau - h < 0:  error in summary.rq
> fff <- rqProcess(yyy ~ lll, data = Datos, taus = -1, nullH = 
"location")
> khmaladze.test(fit, nullH = "location")
Error: no se pudo encontrar la función "khmaladze.test"
> khmaladze.test(fff, nullH = "location")
Error: no se pudo encontrar la función "khmaladze.test"
> Khmaladze.test(fff, nullH = "location")
Error: no se pudo encontrar la función "Khmaladze.test"
> KhmaladzeTest(fff, nullH = "location")
Erro en terms.default(formula, data = data) : 
        no terms component
> KhmaladzeTest(fff,data = Datos)
Erro en terms.default(formula, data = data) : 
        no terms component
> KhmaladzeTest(fff, data = Datos)
Erro en terms.default(formula, data = data) : 
        no terms component
> KhmaladzeTest(fff, data = Datos, nullH = "location")
Erro en terms.default(formula, data = data) : 
        no terms component
> khmaladze.test(fit, nullH = "location")
Error: no se pudo encontrar la función "khmaladze.test"
> KhmaladzeTest(fff, data = Datos, taus = -1, nullH = "location")
Erro en terms.default(formula, data = data) : 
        no terms component
> help.search("KhmaladzeTest")
> KhmaladzeTest( yyy  ~ lll, data = Datos, taus = -1, nullH = 
"location" ,  trim = c(0.05, 0.95)) 
Erro en qr(X[1:p, ]) : NA/NaN/Inf en llamada a una función externa (arg 
1)
> KhmaladzeTest( fff, data = Datos, taus = -1, nullH = "location" ,  
trim = c(0.05, 0.95)) 
Erro en terms.default(formula, data = data) : 
        no terms component
> ls()
[1] "barro" "c1"    "Datos" "fff"   "fit1"  "GLM.1" "r1"   
> summary(fff)
      Length Class  Mode   
taus  11     -none- numeric
qtaus 11     -none- numeric
Vhat  11     -none- numeric
vhat  11     -none- numeric
> KhmaladzeTest(formula, data = NUL, taus = -1, nullH = "location"

+ > 
> KhmaladzeTest(fff, data = Datos, taus = -1, nullH = "location")
Erro en terms.default(formula, data = data) : 
        no terms component
> KhmaladzeTest(fff, data = Datos)
Erro en terms.default(formula, data = data) : 
        no terms component
> KhmaladzeTest( fff, data = Datos, taus = -1, nullH = "location" ,  
trim = c(0.05, 0.95))
Erro en terms.default(formula, data = data) : 
        no terms component
> KhmaladzeTest( fit1, data = Datos, taus = -1, nullH = "location" ,  
trim = c(0.05, 0.95))
Erro en qr(X[1:p, ]) : NA/NaN/Inf en llamada a una función externa (arg 
1)
> fix(Datos)


 		
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