<html><body><div style="color:#000; background-color:#fff; font-family:times new roman, new york, times, serif;font-size:12pt"><div><span>Boa noite</span></div><div><br><span></span></div><div><span data-jsid="text" class="commentBody">descobri que tô errado ano incluir os "dados" ao invés de inserir "vetores de quantis".</span></div><div><span data-jsid="text" class="commentBody">Daí pensei em </span><span data-jsid="text" class="commentBody">usar a função quantile, com um vetor de probabilidades +- do tamanho dos dados. Isso funcionou, mas dependendo da função que uso pra CDF os valores dão acima de 1 (creio q isso não era pra ocorrer). <br></span></div><div><span data-jsid="text" class="commentBody">Estou testando outras coisas, se alguém tiver alguma idéia.</span></div><div><br><span data-jsid="text" class="commentBody"></span></div><div><span data-jsid="text" class="commentBody">Atc</span></div><div><span data-jsid="text"
class="commentBody">Julio<br></span></div><div><br></div><div style="font-family: times new roman, new york, times, serif; font-size: 12pt;"><div style="font-family: times new roman, new york, times, serif; font-size: 12pt;"><font size="2" face="Arial"><hr size="1"><b><span style="font-weight:bold;">De:</span></b> julio cesar araujo <julio_economia@yahoo.com.br><br><b><span style="font-weight: bold;">Para:</span></b> Walmes Zeviani <walmeszeviani@gmail.com>; "r-br@listas.c3sl.ufpr.br" <r-br@listas.c3sl.ufpr.br><br><b><span style="font-weight: bold;">Enviadas:</span></b> Terça-feira, 8 de Novembro de 2011 2:00<br><b><span style="font-weight: bold;">Assunto:</span></b> Re: [R-br] cdf da skewed-t - tem alguma rotina pronta??<br></font><br><div id="yiv348453072"><div><div style="color:#000;background-color:#fff;font-family:times new roman, new york, times, serif;font-size:12pt;"><div id="yiv348453072"><div><div
style="color:#000;background-color:#fff;font-family:times new roman, new york, times, serif;font-size:12pt;"><div id="yiv348453072yui_3_2_0_17_132071879484148"><span id="yiv348453072yui_3_2_0_17_1320718794841121">Walmes, <br></span><span></span></div><div id="yiv348453072yui_3_2_0_17_1320718794841144"><br><span id="yiv348453072yui_3_2_0_17_1320718794841121"></span></div><div id="yiv348453072yui_3_2_0_17_1320718794841145"><span id="yiv348453072yui_3_2_0_17_1320718794841121">Encontrei comandos que poderiam ser úteis para a CDF da </span><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">skew t distribution, para os
meus dados. O problema é que não estou conseguindo operacionalizar direito (eu acho).</span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841213"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841214"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">Como "data" tenho 1824 valores de erros padronizados advindos de uma skew t distribuition, nu e xi são os graus de liberdade e assimetria, respectivamente.<br></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841196"><br></div><div
id="yiv348453072yui_3_2_0_17_1320718794841245"><br></div><div id="yiv348453072yui_3_2_0_17_1320718794841246">Uso o comando:<br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841197"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">cdf = psstd(data, mean = 0, sd = 1, nu = 7.07895, xi = -0.15122)</span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841276"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174"
class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841277"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">o erro que aparece é:</span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841289"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">Erro em pt(q, df, lower.tail, log.p) : <br> Argumento não-numérico para função matemática<br></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841290"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet
ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841291"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">Tentei ordenar
então, da seguinte forma:</span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841353"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841354"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">cdf = psstd(data[1:1824, ], mean = 0, sd = 1, nu = 7.07895, xi = -0.15122)</span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841364"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174"
class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841377"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">o que fez o comando funcionar, mas o resultado ficou bem estranho, com diversos números muito próximos....devo não estar entendendo direito a rotina.</span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841442"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841253"><font
id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">daí testei outra rotina<br></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841256"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841257"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">#### cdf= st.cumulants(data, scale = 1, shape = -0.15122, df = 7.07895, n=1)</span></font></div><div
id="yiv348453072yui_3_2_0_17_1320718794841457"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841460"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">Mas os resultados tbm formam "estranhos" , acredito que não devo estar usando corretamente as funções....alguém saberia me dizer????<br><br><br>Atc<br>Julio<br><br><br></span></font></div><div id="yiv348453072yui_3_2_0_17_1320718794841200"><br><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174"
class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"></span></font></div><div><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif"><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;"><br></span></font></div><div><br id="yiv348453072yui_3_2_0_17_132071879484151"></div><div class="yiv348453072yui_3_2_0_17_132071879484152" id="yiv348453072yui_3_2_0_17_132071879484154" style="font-family:times new roman, new york, times, serif;font-size:12pt;"><div id="yiv348453072yui_3_2_0_17_1320718794841176" class="yiv348453072yui_3_2_0_17_132071879484157" style="font-family:times new roman, new york, times, serif;font-size:12pt;"><font size="2" face="Arial"><hr size="1"><b><span style="font-weight:bold;">De:</span></b> Walmes Zeviani <walmeszeviani@gmail.com><br><b><span
style="font-weight:bold;">Para:</span></b> r-br@listas.c3sl.ufpr.br; julio cesar araujo <julio_economia@yahoo.com.br><br><b><span style="font-weight:bold;">Enviadas:</span></b> Sábado, 5 de Novembro de 2011 22:21<br><b><span style="font-weight:bold;">Assunto:</span></b> Re: [R-br] cdf da skewed-t - tem alguma rotina pronta??<br></font><br><div id="yiv348453072"><font id="yiv348453072yui_3_2_0_17_1320718794841175" face="trebuchet ms,sans-serif">Rode esse comando no R e navegue nos resultados<br><br><span id="yiv348453072yui_3_2_0_17_1320718794841174" class="yiv348453072yui_3_2_0_17_132071879484171" style="font-family:courier new, monospace;">RSiteSearch("skew t distribution")</span><br><br>À disposição.<br>Walmes.<br>
<br clear="all"></font><span class="yiv348453072yui_3_2_0_17_132071879484173" style="font-family:trebuchet ms, sans-serif;">==========================================================================</span><br class="yiv348453072yui_3_2_0_17_132071879484175" style="font-family:trebuchet ms, sans-serif;"><span class="yiv348453072yui_3_2_0_17_132071879484177" style="font-family:trebuchet ms, sans-serif;">Walmes Marques Zeviani</span><br class="yiv348453072yui_3_2_0_17_132071879484179" style="font-family:trebuchet ms, sans-serif;">
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<span class="yiv348453072yui_3_2_0_17_132071879484189" style="font-family:trebuchet ms, sans-serif;">fone: (+55) 41 3361 3573</span><br class="yiv348453072yui_3_2_0_17_132071879484191" style="font-family:trebuchet ms, sans-serif;"><span class="yiv348453072yui_3_2_0_17_132071879484193" style="font-family:trebuchet ms, sans-serif;">VoIP: (3361 3600) 1053 1173</span><br class="yiv348453072yui_3_2_0_17_132071879484195" style="font-family:trebuchet ms, sans-serif;">
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