Displaying 20 results from an estimated 23 matches for "0.0139".
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0.013
2006 Aug 18
2
4^2 factorial help
To whom it may concern:
I am trying a factorial design a system of mine that has two factors.
Each factor was set at four different levels, with one replication for
each of the combinations. My data is as follows:
A B Response
1 600 2.5 0.0257
2 600 2.5 0.0254
3 600 5
2011 Jan 07
1
Currency return calculations
Dear sir, I am extremely sorry for messing up the logic
asking for help w.r.t. my earlier mails
I have tried to explain below what I am looking for.
I have a database (say, currency_rates) storing datewise
currency exchange rates with some base currency XYZ.
currency_rates <- data.frame(date =
c("12/31/2010", "12/30/2010", "12/29/2010",
2005 May 19
1
logistic regression: differential importance of regressors
Hi, All. I have a logistic regression model that I have run. The
question came up: which of these regressors is more important than
another?
(I'm using Design)
Logistic Regression Model
lrm(formula = iconicgesture ~ ST + SSP + magnitude + Condition +
Expertise, data = d)
Coef S.E. Wald Z P
Intercept -3.2688 0.2854 -11.45 0.0000
ST 2.0871 0.2730 7.64
2010 Mar 17
1
constrOptim - error: initial value not feasible
Hello at all,
working with a dataset I try to optimize a non-linear function with
constraint.
test<-read.csv2("C:/Users/Herb/Desktop/Opti/NORM.csv")
fkt<- function(x){
a<-c(0)
s<-c(0)
#Minimizing square error
for(j in 1:107){
s<-(test[j,2] - (x[1] * test[j,3]) - (x[2] * test[j,4]) - (x[3]*test[j,5]) -
(x[4]*test[j,6]) - (x[5]*test[j,7]))^2
a<- a+s}
a<-as.double(a)
2007 Mar 16
3
ARIMA standard error
Hi,
Can anyone explain how the standard error in arima() is calculated?
Also, how can I extract it from the Arima object? I don't see it in there.
> x <- rnorm(1000)
> a <- arima(x, order = c(4, 0, 0))
> a
Call:
arima(x = x, order = c(4, 0, 0))
Coefficients:
ar1 ar2 ar3 ar4 intercept
-0.0451 0.0448 0.0139 -0.0688 0.0010
s.e.
2011 Jan 07
0
Odp: Currency return calculations
My mistake sir. I was literally engrossed in my stupid logic, and while doing so, overlooked the simple and very effective solution you had offered. Sorry once again sir and will certainly try to be very careful in future.
Thanks again and have a great weekend sir.
Regards
Amelia
--- On Fri, 7/1/11, Petr PIKAL <petr.pikal@precheza.cz> wrote:
From: Petr PIKAL
2017 Dec 20
2
outlining (highlighting) pixels in ggplot2
Using the small reproducible example below, I'd like to know if one can
somehow use the matrix "sig" (defined below) to add a black outline (with
lwd=2) to all pixels with a corresponding value of 1 in the matrix 'sig'?
So for example, in the ggplot2 plot below, the pixel located at [1,3] would
be outlined by a black square since the value at sig[1,3] == 1. This is my
first
2006 Feb 15
1
question about the results given by the Box.test?
Hello, I am using the Ljung Box test in R to compute
if the resiudals of my fitted model is random or not.
I am not sure though what the results mean, I have
looked at various sources on the internet and have
come up with contrasting explanations (mainly because
these info deal with different program languages, like
SAS, SPSS, etc).
I know that my residuals should appropriate white
noise( is
2011 Apr 09
2
[LLVMdev] dragonegg/llvm-gfortran/gfortran benchmarks
With the case-insensitive file system patch from http://llvm.org/bugs/show_bug.cgi?id=9656#c15
applied to dragonegg 2.9, the following Polyhedron 2005 benchmarks are seen on x86_64-apple-darwin10
under gcc 4.5.3svn using the dragonegg plugin...
================================================================================
Date & Time : 8 Apr 2011 19:52:56
Test Name :
2011 Feb 20
1
Help Metafor
? stato filtrato un testo allegato il cui set di caratteri non era
indicato...
Nome: non disponibile
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20110220/1f45c288/attachment.pl>
2010 Mar 16
2
plm "within" models: is the correct F-statistic reported?
Dear R users
I get different F-statistic results for a "within" model, when using
"time" or "twoways" effects in plm() [1] and when manually specifying
the time control dummies [2].
[1] vignette("plm")
[2] http://cran.r-project.org/doc/contrib/Farnsworth-EconometricsInR.pdf
Two examples below:
library("AER")
data("Grunfeld", package =
2017 Dec 20
0
outlining (highlighting) pixels in ggplot2
Hi Eric,
you can use an annotate-layer, eg
ind<-which(sig>0,arr.ind = T)
ggplot(m1.melted, aes(x = Month, y = Site, fill = Concentration), autoscale
= FALSE, zmin = -1 * zmax1, zmax = zmax1) +
geom_tile() +
coord_equal() +
scale_fill_gradient2(low = "darkred",
mid = "white",
high = "darkblue",
2007 Sep 18
0
[LLVMdev] 2.1 Pre-Release Available (testers needed)
On Fri, Sep 14, 2007 at 11:42:18PM -0700, Tanya Lattner wrote:
> The 2.1 pre-release (version 1) is available for testing:
> http://llvm.org/prereleases/2.1/version1/
>
> [...]
>
> 2) Download llvm-2.1, llvm-test-2.1, and the llvm-gcc4.0 source.
> Compile everything. Run "make check" and the full llvm-test suite
> (make TEST=nightly report).
>
> Send
2003 Mar 03
0
lm, gee and lme
Behavioral science data is often collected from nested structures (students
in schools, in districts, etc.). This can produce nonindependence among
responses from individuals in the same groups. Consequently, researchers
are advised to model the nested nature of the data to avoid biases in SE
estimates.
Failing to account for nonindependence can lead to SE estimates that are too
large or too
2012 Oct 16
2
Creating Optimization Constraints
Good afternoon,
In the code below, I have a set of functions (m1,m2,m3,s1,s2, and s3) which represent response surface designs for the mean and variance for three response variables, followed by an objective function that uses the "Big M" method to minimize variance (that is, push s1, s2, and s3 as close to 0 as possible) and hit targets for each of the three means (which are 0, 10,
2011 Apr 09
0
[LLVMdev] dragonegg/llvm-gfortran/gfortran benchmarks
Hi Jack, thanks for the numbers. Any chance of analysing why gcc does better on
those where it does much better than dragonegg?
Ciao, Duncan.
> With the case-insensitive file system patch from http://llvm.org/bugs/show_bug.cgi?id=9656#c15
> applied to dragonegg 2.9, the following Polyhedron 2005 benchmarks are seen on x86_64-apple-darwin10
> under gcc 4.5.3svn using the dragonegg
2009 Feb 08
0
Initial values of the parameters of a garch-Model
Dear all,
I'm using R 2.8.1 under Windows Vista on a dual core 2,4 GhZ with 4 GB
of RAM.
I'm trying to reproduce a result out of "Analysis of Financial Time
Series" by Ruey Tsay.
In R I'm using the fGarch library.
After fitting a ar(3)-garch(1,1)-model
> model<-garchFit(~arma(3,0)+garch(1,1), analyse)
I'm saving the results via
> result<-model
2012 Aug 22
1
Error in if (n > 0)
I've searched the Web with Google and do not find what might cause this
particular error from an invocation of cenboxplot:
cenboxplot(cu.t$quant, cu.t$ceneq1, cu.t$era, range=1.5, main='Total
Recoverable Copper', ylab='Concentration (mg/L)', xlab='Time Period')
Error in if (n > 0) (1L:n - a)/(n + 1 - 2 * a) else numeric() :
argument is of length zero
I do
2007 Sep 15
22
[LLVMdev] 2.1 Pre-Release Available (testers needed)
LLVMers,
The 2.1 pre-release (version 1) is available for testing:
http://llvm.org/prereleases/2.1/version1/
I'm looking for members of the LLVM community to test the 2.1
release. There are 2 ways you can help:
1) Download llvm-2.1, llvm-test-2.1, and the appropriate llvm-gcc4.0
binary. Run "make check" and the full llvm-test suite (make
TEST=nightly report).
2) Download
2012 Nov 23
2
[LLVMdev] [cfe-dev] costing optimisations
On 23.11.2012, at 15:12, john skaller <skaller at users.sourceforge.net> wrote:
>
> On 23/11/2012, at 5:46 PM, Sean Silva wrote:
>
>> Adding LLVMdev, since this is intimately related to the optimization passes.
>>
>>> I think this is roughly because some function level optimisations are
>>> worse than O(N) in the number of instructions.
>>