[R] autocorrelation test

Spencer Graves spencer.graves at pdf.com
Tue Dec 20 02:29:04 CET 2005

	  I'm not certain I understand your question.  However, I did the 
following as I thought it might produce something that you could use:

	  > RSiteSearch("vector field correlation")

	  This produced 25 hits, several of which might interest you.  In 
particular, I wonder of you could use the function "loglik.GRF in the 
geoR package?  This computes "Log-Likelihood for a Gaussian Random 
(http://finzi.psych.upenn.edu/R/library/geoR/html/loglik.GRF.html).  If 
you fit two nested models and compute this for both, then you can 
compute from these numbers 2*log(likelihood ratio).  Standard asymptotic 
theory says that in many situations, this number will be be distributed 
approximately chi-square with degrees of freedom equal to the difference 
in the number of parameters estimated in the two models.

	  If you'd like further help from this list, please submit another 
question.  Before you do, however, I suggest you read the posting guide! 
"www.R-project.org/posting-guide.html".  Anecdotal evidence suggests 
that posts more consistent with this guide tend to receive quicker, more 
useful replies.

	  hope this helps.
	  spencer graves

Poizot Emmanuel wrote:

> Hi all,
> I would like to test the relevance of a vector field (i.e. if the 
> vectors are organized or not).
> To do so, I would like to use an autocorrelation test, so that I have 
> two questions:
> - is the Watson test applicable to that perpuse ?
> - is the kuiper test applicable to that purpuse ?
> Regards
> ------------------------------------------------
> Emmanuel Poizot
> Cnam/Intechmer
> B.P. 324
> 50103 Cherbourg Cedex
> Phone (Direct) : (00 33)(0)233887342
> Fax : (00 33)(0)233887339
> ------------------------------------------------
> ------------------------------------------------------------------------
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
Fax: 408-280-7915

More information about the R-help mailing list