similar to: Fw: efficiently replacing values in a matrix

Displaying 20 results from an estimated 300 matches similar to: "Fw: efficiently replacing values in a matrix"

2009 Oct 24
1
operations on sparse matrices, and dense intermediary steps
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Hi, I'm doing some basic operations on large sparse matrices, for example getting a row. it takes close to 30 seconds on a 3Ghz machine, and shots the memory usage up to the sky. I suspect there are dense intermediary steps (which, if true would defeat the purpose of trying to use sparse representaitons). As much as I try understanding the
2011 Apr 27
0
Rule-based regression models: Cubist
Cubist is a rule-based machine learning model for regression. Parts of the Cubist model are described in: Quinlan. Learning with continuous classes. Proceedings of the 5th Australian Joint Conference On Artificial Intelligence (1992) pp. 343-348 Quinlan. Combining instance-based and model-based learning. Proceedings of the Tenth International Conference on Machine Learning
2011 Apr 27
0
Rule-based regression models: Cubist
Cubist is a rule-based machine learning model for regression. Parts of the Cubist model are described in: Quinlan. Learning with continuous classes. Proceedings of the 5th Australian Joint Conference On Artificial Intelligence (1992) pp. 343-348 Quinlan. Combining instance-based and model-based learning. Proceedings of the Tenth International Conference on Machine Learning
2011 Nov 28
2
Principal componet plot from lower triangular matrix file
Hi, I have a comma separated file with element names in first column like shown below : Name_1,0 Name_2,0.8878,0 Name_3,0.6777,0.7643,0 Name_4,0.9844,0.1234,0.1414,0 Original data is a 10000x10000 symmetric matrix (600 MB). To reduce file size, I have minimized matrix to only lower triangle. Is there a (memory) efficient way to 1) read file 2) compute first and second principal components and
2017 Nov 21
1
Truncating vectors by reference in C-backend
Dear all, I want to create a function shrinkVector(x) that takes x and truncates it to the first element without copy. With SETLENGTH and SET_TRUELENGTH, I can achieve that. You can find a reproducible example below. But the memory that was freed is not available for other objects afterwards, except if x is a list (VECSXP). Any suggestions? library(inline) ## define the shrinking function
2008 Dec 24
2
ggplot2 Xlim
Hi: I need some help. I am ploting a bar graph but I can't adjust my x axis scale I use this code: i <- qplot(ForkLength,Number,data=FL,geom="bar") i + geom_bar(colour="blue",fill="grey65") # too crowded FL_dat <- ggplot(FL,aes(x=ForkLength,y=Number)) + geom_bar(colour="green",fill="grey65") FL_dat +
2015 Mar 26
0
vignette checking woes
> On Mar 26, 2015, at 8:50 AM, Martyn Plummer <plummerM at iarc.fr> wrote: > > On Wed, 2015-03-25 at 15:12 -0500, Roger Koenker wrote: >> Thierry, >> >> I have this: >> >> if (require(MatrixModels) && require(Matrix)) { >> X <- model.Matrix(Terms, m, contrasts, sparse = TRUE) > > You have this in the current release, which
2008 Jun 24
0
sparse matrix and block of R
Dear all, I am writing you for two problems I can not solve with R. I used both the 2.6.1 version and the 2.7.0 version. I run a sintax written by a collegue of mine, where there are involved both sparse matrix and quantile estimations. My data begins with 10008*14 observations and at maximum they reach 10008*834 observations. My questions are the following: first, when I give the command
2013 Apr 02
0
coxph and variables
Dear list,I am quite new to the world of biostatistics and I encounter some issues in the precise understanding of the coxph function of the survival package.I have a set of survival data (patient who had (or died from) a breast cancer) I'd like to see which are the variables that might cause dead or not.When trying> summary(coxph(Surv(Time_to_distant_recurrence_yrs, !Distant_recurrence)~
2017 Aug 15
1
Lattice Histogram Scaling
My apologies, the data can now be found at: url <- "http://www.econ.uiuc.edu/~roger/research/ebayes/velo.d" x <- scan(url,skip = 1) If I could get each of the histograms to mimic what is produced by hist(x, 100, freq = FALSE) I?ve experimented with xlim, ylim, without success so far... url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu
2019 Jun 28
0
tools::package_native_routine_registration_skeleton?
Thanks, I was just coming to that conclusion and beginning to look for a way to make a list of exportable objects. Roger Koenker r.koenker at ucl.ac.uk<mailto:r.koenker at ucl.ac.uk> Department of Economics, UCL London WC1H 0AX. On Jun 28, 2019, at 11:23 AM, Georgi Boshnakov <georgi.boshnakov at manchester.ac.uk<mailto:georgi.boshnakov at manchester.ac.uk>> wrote: ...
2006 Mar 14
1
Fwd: makeconf issue on R-devel 2006-03-12 r37524
I sent the message below to r-sig-mac yesterday, but having no reply I decided to explore a bit myself and found that editing: /Library/Frameworks/R.framework/Versions/2.3/Resources/share/make/ shlib.mk yzzy: diff shlib.mk shlib.mk~ 3c3 < include $(R_HOME)/etc/Makeconf --- > include $(R_HOME)/etc${R_ARCH}/Makeconf restored the functionality of R CMD INSTALL. Is this a known issue?
2019 Aug 07
0
#include_next <stdio.h> not found
Yes, this did the trick, thanks very much! I?m cc?ing r-devel just for the record. Roger Koenker r.koenker at ucl.ac.uk<mailto:r.koenker at ucl.ac.uk> Department of Economics, UCL London WC1H 0AX. On Aug 7, 2019, at 4:55 PM, Steven Dirkse <sdirkse at gams.com<mailto:sdirkse at gams.com>> wrote: Roger, Updating Xcode has the unfortunate side effect of wiping out the std
2015 Mar 25
2
vignette checking woes
Thierry, I have this: if (require(MatrixModels) && require(Matrix)) { X <- model.Matrix(Terms, m, contrasts, sparse = TRUE) in my function rqss() I've tried variants of requireNamespace too without success. If I understand properly model.Matrix is from MatrixModels but it calls sparse.model.matrix which is part of Matrix, and it is the latter function that I'm not
2019 Jun 28
1
tools::package_native_routine_registration_skeleton?
On 28/06/2019 6:27 a.m., Koenker, Roger W wrote: > Thanks, I was just coming to that conclusion and beginning to look for a way to make a list of > exportable objects. After library(quantreg), ls("package:quantreg") will list all the names you currently export. So cat(ls("package:quantreg"), sep = ", ") will print the list in a form suitable for including
2003 Nov 20
0
Re: nlrq problem
Johannes, You can minimize an model expression by just putting the ~ on the left and everything else on the righthand side, but I don't think that this is really what you want. In the NLS expression this would ignore the jacobian of the transformation from errors to response, and in nlrq there is the same problem, however you can adjust for the jacobian by rescaling by the geometric mean of
2003 Mar 26
0
Rprof/UseMethod
I'm having difficulty with Rprof. I have a documentation example test.qss that runs fine without profiling, but under Rprof, > Rprof() > source("test.qss") Error in standardGeneric("model.matrix") : UseMethod used in an inappropriate fashion Luke wrote about a similar circumstance last summer: # From: Luke Tierney (luke@stat.umn.edu) # Date: Fri Jul
2003 Mar 31
1
setIs?
I've recently updated from an early February version of 1.7.0 to Version 1.7.0 Under development (unstable) (2003-03-25) and am now having problems with errors giving the message: ' getExtends(ClassDef) : @ must be used on an object with a formal class' which seems to be caused by 'setIs("character","character or NULL")' which attempts to define
2003 Jul 15
1
friday lunch
Greetings, I'm organizing summer econometrics lunch meetings to discuss thesis work. The first meeting will be this friday July 18 12-1pm in the conference room on the third floor of Wohlers. The first talk will be by Lingjie Ma Control Variate Estimation of Structural Quantile Regression Models url: www.econ.uiuc.edu/~roger/my.html Roger Koenker email rkoenker@uiuc.edu Department of
2003 Jul 15
1
Rprof
I find it difficult to find Rprof using the usual search tools... could I suggest that it be cross-referenced to profile Rprofile Profile to make this easier? url: www.econ.uiuc.edu/~roger/my.html Roger Koenker email rkoenker@uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820