[Returnanalytics-commits] r2760 - in pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7: Code/Tests Vignette

[noreply at r-forge.r-project.org]

Author: shubhanm
Date: 2013-08-10 13:32:00 +0200 (Sat, 10 Aug 2013)
New Revision: 2760

Added:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Code/Tests/Tests.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Vignette/Test_Report.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Vignette/Test_Report.pdf
Log:
Week 6-7 : Tests for comparison of HAC functions for comparative matlab functions status: completing

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Code/Tests/Tests.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Code/Tests/Tests.R	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Code/Tests/Tests.R	2013-08-10 11:32:00 UTC (rev 2760)
@@ -0,0 +1,21 @@
+fpe <- read.table("http://data.princeton.edu/wws509/datasets/effort.dat")
+attach(fpe)
+lmfit = lm( change ~ setting + effort )
+sandwich(lmfit)
+Fr <- c(68,42,42,30, 37,52,24,43,
+        66,50,33,23, 47,55,23,47,
+        63,53,29,27, 57,49,19,29)
+
+Temp <- gl(2, 2, 24, labels = c("Low", "High"))
+Soft <- gl(3, 8, 24, labels = c("Hard","Medium","Soft"))
+M.user <- gl(2, 4, 24, labels = c("N", "Y"))
+Brand <- gl(2, 1, 24, labels = c("X", "M"))
+
+detg <- data.frame(Fr,Temp, Soft,M.user, Brand)
+detg.m0 <- glm(Fr ~ M.user*Temp*Soft + Brand, family = poisson, data = detg)
+summary(detg.m0)
+
+detg.mod <- glm(terms(Fr ~ M.user*Temp*Soft + Brand*M.user*Temp,
+                      keep.order = TRUE),
+                family = poisson, data = detg)
+sandwich(detg.mod)
\ No newline at end of file

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Vignette/Test_Report.Rnw
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Vignette/Test_Report.Rnw	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Vignette/Test_Report.Rnw	2013-08-10 11:32:00 UTC (rev 2760)
@@ -0,0 +1,35 @@
+\documentclass{article}
+
+\begin{document}
+
+\SweaveOpts{concordance=TRUE}
+<<>>=
+library(sandwich)
+fpe <- read.table("http://data.princeton.edu/wws509/datasets/effort.dat")
+attach(fpe)
+lmfit = lm( change ~ setting + effort )
+lmfit
+sandwich(lmfit)
+Fr <- c(68,42,42,30, 37,52,24,43,
+        66,50,33,23, 47,55,23,47,
+        63,53,29,27, 57,49,19,29)
+
+Temp <- gl(2, 2, 24, labels = c("Low", "High"))
+Soft <- gl(3, 8, 24, labels = c("Hard","Medium","Soft"))
+M.user <- gl(2, 4, 24, labels = c("N", "Y"))
+Brand <- gl(2, 1, 24, labels = c("X", "M"))
+
+detg <- data.frame(Fr,Temp, Soft,M.user, Brand)
+detg.m0 <- glm(Fr ~ M.user*Temp*Soft + Brand, family = poisson, data = detg)
+detg.m0
+sandwich(detg.m0)
+detg.mod <- glm(terms(Fr ~ M.user*Temp*Soft + Brand*M.user*Temp,
+                      keep.order = TRUE),
+                family = poisson, data = detg)
+sandwich(detg.mod)
+@
+
+
+
+
+\end{document}
\ No newline at end of file

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Vignette/Test_Report.pdf
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Property changes on: pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/Vignette/Test_Report.pdf
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Added: svn:mime-type
   + application/octet-stream