Displaying 20 results from an estimated 22 matches for "r_i".
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2011 Oct 31
1
Question on estimating standard errors with noisy signals using the quantreg package
...rief, the problem is that I have data on only a random draw, not
all of doctors' patients. I am interested in the, say, median number of
patients of doctors. Does it suffice to use the "nid" option in summary.rq?
More specifically, if the model generating the number of patients, say, r_i,
of doctor i is
r_i = const + u_i,
then I think I would obtain the median of the number of doctors' patients
using rq(r~1, ...) and plugging this into summary.rq() using the option
se="iid".
Unfortunately, I don't observe r_i in the data but, instead, in the data I
only have a...
2011 Jun 17
0
[LLVMdev] PBQP & register pairing
Hi Arnaud,
The patch looks good. I've committed it in r133249.
>
>
> I noticed an unexpected --- to me at least --- behaviour of the allocator.
>
> I have some instructions using 2 pairs of registers, say “mpra R_x, R_x+1,
> R_y, R_y+1”, and setting the pairing constraints R_x -> R_x+1 and R_y ->
> R_y+1 could silently produce wrong code like “mpra %R0, %R2, %R1,
2011 Jun 15
2
[LLVMdev] PBQP & register pairing
Attached is a small patch to allow users of the PBQP allocator to optionally insert a custom pass. I believe it can be usefull to other users of the pbqp.
I used it to undo some of the coalescer work, and make sure that I have different virtual registers, inserting a copy if necessary, to build a pair.
I noticed an unexpected --- to me at least --- behaviour of the allocator.
I have some
2005 Sep 13
4
plot(<lm>): new behavior in R-2.2.0 alpha
...ew more proposals in the past. R <= 2.1.x
has been plotting the Cook's distances vs. observation number, whereas
quite a few people in the past have noted that all influence
measures being more or less complicated functions of residuals
and "hat values" aka "leverages", (R_i, h_{ii}), it would really
make sense and fit more to the other plots
to plot residuals vs. Leverages --- with the additional idea of
adding *contours* of (equal) Cook's distances to that plot, in
case one would really want to seem them.
In the mean time, this has been *active* in R-devel for q...
2009 Jul 07
1
error: no such index at level 2
...The related vector is accessible as
a list element l[[i]] where i is the row index.
I thought this would work:
> crossRsorted[mean(q[[ crossRsorted[,1] ]], na.rm = TRUE) > 0, ]
Error in q[[crossRsorted[, 1]]] : no such index at level 2
How can I express: "select only those rows 'r_i' from crossRsorted
where mean(q[[r_i[1]]]) > 0?
Thanks,
- Godmar
2005 Feb 11
1
cook's distance in weighted regression
I have a puzzle as to how R is computing Cook's distance in weighted linear
regression.
In
this case cook's distance should be given not as in OLS case by
h_ii*r_i^2/(1-hii)^2 divided by k*s^2 (1)
(where r is plain unadjusted residual, k is number of parameters in model,
etc. )
but rather by
w_ii*h_ii*r_i^2/(1-hii)^2 divided by k*s^2, (2)
i.e. has the weight in there. Apart from the division t...
2002 Dec 10
3
clogit and general conditional logistic regression
...for a coxph object."
This suggests that its usefulness is confined to the sort of
data which arise in survival/proportional hazard applications.
My question is: is 'clogit' capable of a general conditional
logistic analysis?
E.g. given a set of data on binomial experiments with Y=1
r_i times out of n_i, associated with levels A_i and B_i
of factors A and B at N_A and N_B levels, would
clogit(Y ~ A+B, method=c(Exact"))
generate something sensible containing the results of a standard
exact conditional logistic regression of Y on A and B?
With thanks,
Ted.
--------------...
2010 Apr 20
1
3D surface plot with wireframe or persp?
...,30,85); # range is (30,50)
data_for_s = sort(1/(273+data_for_c));
data_for_time = sort(runif(1000,0,100000)) # range is (0,100000)
data_for_R = exp((-exp(mle_beta0+mle_beta1*data_for_s))*data_for_time)
data_all = cbind(data_for_s,data_for_time,data_for_R)
# function: plot_R_i_3d = f(data_for_time,data_for_s)
plot_R_i_3d = function(data_for_time,data_for_s)
{
R_i = exp((-exp(mle_beta0+mle_beta1*data_for_s))*data_for_time);
return(R_i)
}
# tried 1) persp or 2) wireframe
persp(data_for_time,data_for_s,plot_R_i_3d)
==> Error in min(x, na.rm = na.rm) : invali...
2011 Jun 20
1
[LLVMdev] PBQP & register pairing
Hi Lang,
> Hmm. Let me make sure I'm reading this right. The constraints are that:
> a) All four operands have distinct registers.
> b) The first two are in a consecutive pair (second > first)
> c) The second two are in a consecutive pair (fourth > third)
Constraints b & c are OK, but a is too strict : "mpra %R0, %R1, %R0, %R1" is OK. But I though, may be
2000 Oct 26
1
competing risks survival analysis
...A
1000 d B
...
c is left censored observation; d is right censored
This sort of problem is discussed in Chap 9 of Cox & Oakes Analysis of
Survival Data under the name "competing risks".
Observations are obtained from n independent individuals in the form
(t_i,r_i;s_i) where t_i is the time of the event (failure), r_i is the
response type (failure type), and s_i is the stimulus type (explanatory
variable).
I am wondering if it is possible to use survfit5 to fit parametric and
nonparametric models to data like these, and if so how to do it. I
read the docume...
2010 Mar 03
1
empirical copula code
Hi all,
I have this data set:
## Empirical copula
## dt1 = ranking
## dt2 = observed uniform data associated with the ranking
Sample data,
> dt1
S_i R_i
[1,] 7.0 10.0
[2,] 232.5 440.5
[3,] 143.0 141.5
[4,] 272.5 222.0
[5,] 46.0 34.0
[6,] 527.0 483.0
[7,] 420.5 563.5
[8,] 23.5 16.5
[9,] 56.5 68.5
[10,] 341.5 382.5
> dt2
unisk1 unisk2
[1,] 0.008 0.010
[2,] 0.298 0.615
[3,] 0.194 0.187
[4,] 0.357 0.297
[5,] 0...
2011 Jun 07
0
[LLVMdev] PBQP & register pairing
Hi Arnaud,
That sounds great. I look forward to seeing a patch.
You may also look forward to big performance improvements in the PBQP
allocator: I'm working on updates which will improve compile speeds and
massively reduce memory use.
Regards,
Lang.
On Tue, Jun 7, 2011 at 7:02 PM, Arnaud Allard de Grandmaison <
Arnaud.AllardDeGrandMaison at dibcom.com> wrote:
>
> I also
2011 Jun 07
2
[LLVMdev] PBQP & register pairing
I also considered this approach, but did not want to dive in the constraint handling for now.
The PBQP path seemed easier at first sight --- and was easy to setup. And I always wanted to give a try to the pbqp :)
I will add the hook to the pbqp and propose a patch if this looks clean enough.
Thanks,
--
Arnaud de Grandmaison
-----Original Message-----
From: Jakob Stoklund Olesen
2004 Apr 09
1
loess' robustness weights in loess
hi!
i want to change the "robustness weights" used by loess. these
are described on page 316 of chambers and hastie's "statistical models in S"
book as
r_i = B(e_i,6m)
where B is tukey's biweight function, e_i are the residulas, and m is the
median average distance from 0 of the residuals. i want to
change 6m to, say, 3m.
is there a way to do this? i cant figure it out from the help files.
thanks,
rafael
2012 Jan 18
1
Non-linear Least Square Optimization -- Function of two variables.
...orm non-linear fittings.
However, I have always dealt with a function of a single variable.
Is there any difference if the function depends on two variables?
To fix the ideas, please consider the function
f(R,N)=(a/(log(2*N))+b)*R+c*N^d,
where a,b,c,d are fit parameters.
For a set of values {N_i, R_i}, i=1,2,.....etc... can I use minpack as
for the case of function of a single variable?
Should I instead resort to another package?
Any suggestion is welcome.
Many thanks
Lorenzo
2005 Feb 24
0
KalmanXXXX and deJong-Penzer statistic?
...se.ac.uk/collections/statistics/documents/researchreport34.pdf
'Diagnosing Shocks in TIme Series', de Jong and Penzer
construct a statistic (tau) which can be used to
locate potential shocks. [p15, Theorem 6.1 and below].
They also state that all the components of that
statistic (v_i, F_i, r_i, N_i) 'are computed with
Kalman Filter Smoother applied to the null model'.
Also, as I understand, that part has been implemented
in one of the S packages , SsfPack, as the book on
that states on p 531 'the standardized smoothed
disturbances may be interpreted as t-statistics for
impul...
2006 Jan 10
2
standardized residuals (rstandard & plot.lm) (PR#8468)
This bug is not quite fixed - the example from my original report now =
works using R-2.2.1, but
plot(Uniform, 6)
does not. The bug is due to
if (show[6]) {
ymx <- max(cook, na.rm =3D TRUE) * 1.025
g <- hatval/(1 - hatval) # Potential division by zero here #
plot(g, cook, xlim =3D c(0, max(g)), ylim =3D c(0, ymx),=20
main =3D main, xlab =3D
2016 Feb 06
2
gc relocations on exception path w/RS4GC currently broken
Thanks, I think that's a useful way to look at it (though if I wanted to bikeshed I'd suggest the name "DoubleIndirect" as a bit more precise than "VeryIndirect").
An aspect of it that I'm still puzzling over is that my target runtime (at least in its current form) doesn't have a way to represent/process a "VeryIndirect" pointer. So I'd like to
2016 Jul 12
2
RFC: Strong GC References in LLVM
...d (roughly) as:
(r0, r1, ... rn) = gc.statepoint(p0, p1, ... pn)
is equivalent to
1. for each object o in the heap:
o_new = malloc(size of o)
*o_new = *o
free(o)
rewrite all refs to o to point to o_new
2. for each object p_i in (p0, p1, ... pn):
set r_i to the the location p_i was relocated to
>> ### Changes to the optimizer
>>
>> We change the optimizer to
>>
>> - Not speculate loads of GCREF type
>> - Not change uses of GCREF types to uses of non-GCREF types
>>
>> Locally we already have c...
2016 Jun 24
6
RFC: Strong GC References in LLVM
This is a proposal to add strong GC reference types to LLVM.
We have some local (downstream) patches that are needed to prevent
LLVM's optimizer from making transforms that are problematic in the
presence of a precise relocating GC. Adding a notion of a strong GC
reference to LLVM will let us upstream these patches in a principled
manner, and will act as a measure to avoid new problematic