The German R Forum is planning an R conference, in which - among others - Rpy2 may be a topic.
Therefore we are looking for an Rpy2 referent.
He/ she should have the following skills:
Knowledge of RPy2
Being familiar with understanding problems of R migrators, e.g. due to own migration path...
There are several robust regression methods like LAR-(aka LAV-, LAD-, L1-Norm-)Regression, Quantil-Regression, M-Estimator, ... They are assumed to be especially appropriate for data, that does not fulfill the 5 OLS conditions.
The major part of the robust regression literature (I read)...
I have found the following Matlab Code for generating autocorrelated random values, with a defined autocorrelation on lag 1.
A=[1,-a1]; # A=[1,-a1] <=> A= c(1, -a1)
I know I can generate two correlated random variables x1 an x2 using
x2= c* z1 + sqrt(1- c^2)* z2
z1: standardnormal random variable
z2: standardnormal random variable
c= Correlation(x1, x2)
But how can I generate an autocorrelated variable x, autocorrelated on x(t-1) ?