[rkward-cvs] SF.net SVN: rkward: [861] trunk/rkward/rkward/plugins/distributions
tfry at users.sourceforge.net
tfry at users.sourceforge.net
Thu Oct 12 15:31:22 UTC 2006
Revision: 861
http://svn.sourceforge.net/rkward/?rev=861&view=rev
Author: tfry
Date: 2006-10-12 08:31:12 -0700 (Thu, 12 Oct 2006)
Log Message:
-----------
Distribution-plugin updates by sjar part 2: Poisson probabilities
Modified Paths:
--------------
trunk/rkward/rkward/plugins/distributions/poisson_probabilities.php
trunk/rkward/rkward/plugins/distributions/poisson_probabilities.xml
Modified: trunk/rkward/rkward/plugins/distributions/poisson_probabilities.php
===================================================================
--- trunk/rkward/rkward/plugins/distributions/poisson_probabilities.php 2006-10-12 15:21:24 UTC (rev 860)
+++ trunk/rkward/rkward/plugins/distributions/poisson_probabilities.php 2006-10-12 15:31:12 UTC (rev 861)
@@ -1,40 +1,26 @@
<?
- function preprocess () {
- }
-
- function calculate () {
- $vars = "substitute (" . str_replace ("\n", "), substitute (", trim (getRK_val ("x"))) . ")";
+function preprocess () {
+}
+
+function calculate () {
+ global $q;
+ $q = "c (" . preg_replace ("/[, ]+/", ", ", getRK_val ("q")) . ")";
?>
-rk.temp.options <- list (doquantile=<? getRK ("samplequantile"); ?>)
-rk.temp.results <- list ()
-i=0; for (var in list (<? echo ($vars); ?>)) {
- i = i+1
- rk.temp.results[[i]] <- list ()
- rk.temp.results[[i]]$object <- var
- if (rk.temp.options$doquantile) try (rk.temp.results[[i]]$quantile <- quantile (eval (var), na.rm= <? getRK ("narm"); ?>, type = <? getRK ("samplequantile"); ?>, name = <? getRK ("names"); ?>, probs = seq(<? getRK ("probs1"); ?>, <? getRK ("probs2"); ?>, <? getRK ("probs3"); ?>)))
-}<?
- }
-
- function printout () {
-?>
-cat ("<h1>Descriptive statistics</h1>")
+rk.temp = (ppois (q = <? echo ($q); ?>, lambda = <? getRK ("lambda"); ?>, <? getRK ("tail"); ?>, <? getRK("logp"); ?>))
+<?
+}
-cat ("<table border=\"1\"><tr><td>Variable</td>")
-if (rk.temp.options$doquantile) cat ("<td>quantile</td>")
-cat ("</tr>")
-
-for (i in 1:length (rk.temp.results)) {
- cat (paste ("<tr><td>", rk.get.description (rk.temp.results[[i]]$object), "</td>"))
- if (rk.temp.options$doquantile) cat (paste ("<td>", rk.temp.results[[i]]$quantile, "</td>"))
- cat ("</tr>")
+function printout () {
+ global $q;
+?>
+rk.header ("Poisson probabilities", list ("Vector of quantiles", "<? echo ($q); ?>", "Lambda", "<? getRK ("lambda"); ?>", "Tail", "<? getRK ("tail"); ?>", "Probabilities p are given as", "<? getRK ("logp"); ?>"))
+cat ("<h3>Poisson probabilities: ", rk.temp, "</h3>")
+<?
}
-cat ("</table>")
+
+function cleanup () {
+?>
+rm (rk.temp)
<?
- }
-
- function cleanup () {
-?>rm (rk.temp.options)
-rm (rk.temp.results)
-<?
- }
+}
?>
Modified: trunk/rkward/rkward/plugins/distributions/poisson_probabilities.xml
===================================================================
--- trunk/rkward/rkward/plugins/distributions/poisson_probabilities.xml 2006-10-12 15:21:24 UTC (rev 860)
+++ trunk/rkward/rkward/plugins/distributions/poisson_probabilities.xml 2006-10-12 15:31:12 UTC (rev 861)
@@ -1,57 +1,33 @@
<!DOCTYPE rkplugin>
-<!--This is the "Quntile plugin"
-Description
- The generic function quantile produces sample quantiles corresponding to the given probabilities. The smallest observation corresponds to a probability of 0 and the largest to a probability of 1.
+<!--This is the "Poisson probabilities" plugin-->
-Usage
- quantile(x, ...)
-
-## Default S3 method:
-quantile(x, probs = seq(0, 1, 0.25), na.rm = FALSE,
- names = TRUE, type = 7, ...)
-
---><document>
- <code file="poisson_probabilities.php" />
- <dialog label="Descriptive Statistics" >
+<document>
+<code file="poisson_probabilities.php" />
+<dialog label="Poisson probabilities" >
<tabbook>
- <tab label="Vairable(s)" >
- <row>
- <column>
- <varselector id="vars" />
- </column>
- <column>
- <varslot multi="true" type="numeric" id="x" source="vars" label="variable(s):" required="true" />
- </column>
- </row>
- </tab>
- <tab label="Arguments" >
- <frame label="Options" >
+ <tab label="Poisson probabilities" >
<row>
<column>
- <checkbox value_unchecked="FALSE" checked="true" value="TRUE" id="names" label="Names" />
- <checkbox value_unchecked="FALSE" checked="true" value="TRUE" id="narm" label="Remove Missing Values" />
+ <input initial="0.95" id="q" label="Vector of quantiles"/>
+ <spinbox default_precision="2" type="real" initial="1" id="lambda" label="Lambda"/>
</column>
- </row>
- </frame>
- <radio id="samplequantile" label="Sample Quantile Types" >
- <option value="1" label="Inverse of empirical distribution function" />
- <option value="2" label="Similar to type 1 but with averaging at discontinuities" />
- <option value="3" label="SAS definition: nearest even order statistic" />
- <option value="4" label="p(k) = k / n (linear interpolation of the empirical cdf)" />
- <option value="5" label="p(k) = (k - 0.5) / n (piecewise linear function where the knots are the values midway through the steps of the empirical cdf)" />
- <option value="6" label="p(k) = k / (n + 1). Thus p(k) = E[F(x[k])] (used by Minitab and by SPSS)" />
- <option value="7" label="p(k) = (k - 1) / (n - 1). In this case, p(k) = mode[F(x[k])] (used by S)" />
- <option checked="true" value="8" label="p(k) = (k - 1/3) / (n + 1/3). Then p(k) =~ median[F(x[k])] (resulting quantile estimates are approximately median-unbiased regardless of the distribution of x)" />
- <option value="9" label="p(k) = (k - 3/8) / (n + 1/4) (resulting quantile estimates are approximately unbiased if x is normally distributed" />
- </radio>
+ <column>
+ <row>
+ <radio id="tail" label="Choose type of probability" >
+ <option value="lower.tail=TRUE" label="lower tail" />
+ <option value="lower.tail=FALSE" label="upper tail" />
+ </radio>
+ </row>
+ <row>
+ <radio id="logp" label="probabilities p are given as:" >
+ <option value="log.p = FALSE" label="not log(p)" />
+ <option value="log.p = TRUE" label="log(p)" />
+ </radio>
+ </row>
+ <stretch/>
+ </column>
+ </row>
</tab>
- <tab label="Probabilities" >
- <frame label="numeric vector of probabilities with values in [0,1]" >
- <spinbox max_precision="2" default_precision="2" type="real" min="0" id="probs1" initial="0" max="1" label="Lower" />
- <spinbox max_precision="2" default_precision="2" type="real" min="0" id="probs2" initial="1" max="1" label="Mid" />
- <spinbox max_precision="2" default_precision="2" type="real" min="0" id="probs3" initial="0.25" max="1" label="Upper" />
- </frame>
- </tab>
</tabbook>
</dialog>
</document>
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