Re: [R] autocorrelation test

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Tue 20 Dec 2005 - 12:29:04 EST

          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 Field"
(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
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-- 
Spencer Graves, PhD
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Received on Tue Dec 20 12:35:40 2005

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