Displaying 20 results from an estimated 87 matches for "1e3".
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2012 Sep 01
2
Computing 'exp(1e3)*0' correctly....
I have some trouble to deal the value of 'NaN'. For example,
> exp(1e3)
[1] Inf
> exp(1e3)*0
[1] NaN
The correct answer should be 0 rather than NaN. I will very appreciate
if anyone can share some technique to get a correct answer.
2011 Nov 10
2
performance of adaptIntegrate vs. integrate
...a^b f(x) dx
where the integrand f: x in IR -> f(x) in IR^p is vector-valued.
integrate() only allows scalar integrands, thus I would need to call
it many (p=200 typically) times, which sounds suboptimal. The cubature
package seems well suited, as illustrated below,
library(cubature)
Nmax <- 1e3
tolerance <- 1e-4
integrand <- function(x, a=0.01) c(exp(-x^2/a^2), cos(x))
adaptIntegrate(integrand, -1, 1, tolerance, 2, max=Nmax)$integral
[1] 0.01772454 1.68294197
However, adaptIntegrate appears to perform quite poorly when compared
to integrate. Consider the following example (one-dime...
2008 Jul 17
2
Sampling distribution (PDF & CDF) of correlation
...{
Sigma=matrix(c(1,rho,rho,1),2,2)
eS = eigen(Sigma, symmetric = TRUE, EISPACK = TRUE)
ev = eS$values
fact = eS$vectors %*% diag(sqrt(pmax(ev, 0)), 2)
Z = rnorm(2 * N * it)
dim(Z) = c(2, N * it)
Z = t(fact %*% Z)
x = Z[, 1]
y = Z[, 2]
r = sapply(1:it ,get.cors,x, y, N)
return(r)
}
#Run 1e3 monte carlo iterations, where each obtains the correlation
# of 10 pairs of observations from a bivariate normal distribution with
# a true correlation of .5. Returns 1e3 values for the observed
correlation
mc.rs = get.r.dist( N=10 , rho=.5 , it=1e3 )
#plot the PDF & CDF
par(mfrow=c(1,2))
hi...
2011 Nov 22
1
arima.sim: innov querry
...d x2 are similar white noise processes with a mean of 5 and a standard deviation of 1. I thought x3 should be an AR1 process but still have a mean of 5 and a sd of 1. Why does x3 have a mean of ~7? Obviously I'm missing something fundamental about the burn in or the innovations.
x1 <- rnorm(1e3,mean=5,sd=1)
summary(x1)
x2 <- arima.sim(list(order=c(0,0,0)),n=1e3,mean=5,sd=1)
summary(x2)
x3 <- arima.sim(list(order=c(1,0,0),ar=0.3),n=1e3,mean=5,sd=1)
summary(x3) # why does x3 have a mean of ~7?
2016 Oct 28
2
Encontrar la primera columna no NA
...p(NA , numero /2e1
)) , size = numero ) ,
cuatro = sample( c(runif(numero) , rep(NA , numero /1e2
)) , size = numero ) ,
cinco = sample( c(runif(numero) , rep(NA , numero /2e2
)) , size = numero ) ,
seis = sample( c(runif(numero) , rep(NA , numero /1e3
)) , size = numero )
)
First_month <-
apply(X = dat, MARGIN = 1, FUN =
function(x){
return( min( which( !is.na(x) ), na.rm = TRUE ) )
}
)
dat[ , First_month := First_month]
N_for <- length( unique(Fi...
2020 Sep 08
4
Operations with long altrep vectors cause segfaults on Windows
...#39; related bug inside .Internal(inspect(.)) on Windows.
*interestingly*, the above bug I've noticed on (64-bit) Linux
does *not* show on Windows (64-bit), at least not for that case:
On Windows, things are fine as long as they remain (compacted
aka 'ALTREP') INTSXP:
> y <- -1e3:2e9 ;.Internal(inspect(y))
@0x000000000a285648 13 INTSXP g0c0 [REF(65535)] -1000 : 2000000000 (compact)
> y <- -1e3:2.1e9 ;.Internal(inspect(y))
@0x0000000019925930 13 INTSXP g0c0 [REF(65535)] -1000 : 2100000000 (compact)
and here, y is correct, just the printing from
.Internal(inspe...
2010 Jan 11
1
Help me! using random Forest package, how to calculate Error Rates in the training set ?
now I am learining random forest and using random forest package, I can get
the OOB error rates, and test set rate, now I want to get the training set
error rate, how can I do?
pgp.rf<-randomForest(x.tr,y.tr,x.ts,y.ts,ntree=1e3,keep.forest=FALSE,do.trace=1e2)
using the code can get oob and test set error rate, if I replace x.ts and
y.ts with x.tr and y.tr,respectively, is the error rate in the training set
?
pgp.rf<-randomForest(x.tr,y.tr,x.tr,y.tr,ntree=1e3,keep.forest=FALSE,do.trace=1e2)
this time, I get o...
2001 Nov 06
1
R-devel & ATLAS generates Dr. Watson on NT (was RE: Look, Wa tson! La.svd & ATLAS)
...versions of ATLAS 3.2.1. One was compiled on my old Thinkpad
600E (PII), the other was compiled on my new Thinkpad T22 (PIIISSE1).
I compiled R-devel dated 10/31, 11/01 and 11/04, linked against either of
the two ATLAS libs. All gave Dr. Watson when given this code:
La.svd(matrix(runif(1e5), 1e3, 1e2))
(There's no problem with smaller matrices, say 100x100.)
When compiled without ATLAS, the above code ran fine in all three R-devel's.
I tried R-1.3.1 with both ATLAS libs, and both ran fine.
Any ideas on what could be wrong? Seems like R-devel doesn't like ATLAS, at
least on...
2001 Nov 02
1
Look, Watson! La.svd & ATLAS
...()' for some demos, `help()' for on-line help, or
`help.start()' for a HTML browser interface to help.
Type `q()' to quit R.
> set.seed(1)
> x <- matrix(runif(1e4), 1e2, 1e2)
> invisible(La.svd(x)) # This ran fine.
> x <- matrix(runif(1e5), 1e3, 1e2)
> invisible(La.svd(x))
(Dr. Watson says there's an access violation.)
So far La.svd is the only thing I know of that generates Dr. Watson.
The version info:
_
platform i386-pc-mingw32
arch x86
os Win...
2004 Sep 03
1
how to debug a sudden exit in non-interactive mode
...ly know that it has something to do with me loading my
custom library, vor, in .Rprofile.
I use R-1.9.1 on RH7.3.
Following the posting guide I include an example (note that it may work
for you fine since you don't have my .Rprofile).
This is debug.R file:
#=============
dataLength <- 1e3
y <-rnorm(dataLength)
x <- rnorm(dataLength)
library("mgcv")
cat("before\n")
xy.gam <- gam(y ~ s(x), knots=list(place.knots(x, 25)), fit=FALSE)
cat("after\n")
# Here I run it non-interactively from the shell. Note that the last
line, cat("af...
2016 Oct 27
4
Encontrar la primera columna no NA
...o /2e1
)) , size = numero ) ,
cuatro = sample( c(runif(numero) , rep(NA , numero /1e2
)) , size = numero ) ,
cinco = sample( c(runif(numero) , rep(NA , numero /2e2
)) , size = numero ) ,
seis = sample( c(runif(numero) , rep(NA , numero /1e3
)) , size = numero )
)
apply(X = dat, MARGIN = 1, FUN =
function(x){
return( min( which( !is.na(x) ), na.rm = TRUE ) )
}
)
dat[ , First_month := First_month]
N_for <- length( unique(First_month ))
for( j in...
2012 Feb 02
1
pgfSweave doesn't lazyload my objects
...king something obvious.
Below is my .Rnw and sessionInfo. Pointers, suggestions, etc are most
welcome.
%%%%%%%%%%%%%%% RNW; test_png.Rnw %%%%%%%%%%%%%%%%%%%%%%
\documentclass{article}
\begin{document}
some bla bla text
<<large-chunk-no-cache, cache=false>>=
mm1 <- matrix(1:1e7, 1e3, 1e4)
@
<<c2>>=
print(length(mm1))
@
<<large-chunk-do-cache, cache=true>>=
mm2 <- matrix(1:1e7, 1e3, 1e4)
@
<<c4>>=
print(length(mm2))
@
\end{document}
%%%%%%%%%%%%%%%%% END RNW %%%%%%%%%%%%%%%%%%
I am running the folowing R command:
pgfSweave('test...
2009 Dec 06
2
Error in eval(expr, envir, enclos) : object 'N' not found
...n be
causing this? I have no object 'N' anywhere in the script. I made an
identical version of models states, parameters, and everything just by
adding 2 after each one, and I'm still getting this error.
Thanks,
-Hans
::CODE::
require(odesolve);
###Params for running script ##
iniT=1E3; iniN=10; iniM=0; iniC=1E3;
num_days = 30; interval_size = .1; OF_prcnt = .10;
model <- function(t, state, pars)
{
with (as.list(c(state, pars)), {
dT=(a*T-a*T*b*T) - (c1*N*T) - (Kt*M*T)
dN=a1 - (f*N) + g * (T/(h+T)) * N - (p * N * T) - (Kn * M * N)
dC=a2 - (beta * C) - (Kc * M * C)
dM=...
2020 Sep 08
2
[External] Re: Operations with long altrep vectors cause segfaults on Windows
...gt;> *interestingly*, the above bug I've noticed on (64-bit) Linux
>> does *not* show on Windows (64-bit), at least not for that case:
>>
>> On Windows, things are fine as long as they remain (compacted
>> aka 'ALTREP') INTSXP:
>>
>> > y <- -1e3:2e9 ;.Internal(inspect(y))
>> @0x000000000a285648 13 INTSXP g0c0 [REF(65535)] -1000 : 2000000000 (compact)
>> > y <- -1e3:2.1e9 ;.Internal(inspect(y))
>> @0x0000000019925930 13 INTSXP g0c0 [REF(65535)] -1000 : 2100000000 (compact)
>>
>> and here, y is corr...
2010 Nov 05
0
User defined function and nonlinear least-squares fit
...rectangular functions with an offset dx
f <- function (x, x0=0, P=2, w=0.5, dx=1) {
.f <- function(.x, .dx=dx, .P=P, .w=w)
g(x=(x0+.x), P=.P, w=.w) + g(x=(x0+.x+dx), P=.P, w=.w)
return( unlist(lapply(x, .f)))
}
# generate a data set
dataset <- curve(f(x, dx=0.65), 1, 5, n=1e3)
# add some noise
dataset$x <- dataset$x + rnorm(1e3, 0, 0.02)
dataset$y <- dataset$y + rnorm(1e3, 0, 0.05)
points(dataset, type='p', cex=0.67, col='blue')
# trying to fit only one parameter
fit1 <- nls(
y ~ f(x, x0=0, P=2, w=0.5, dx),
start = list(dx=0....
2003 Nov 26
0
RE: 64-bit R on Opteron [was Re: [R] Windows R 1.8.0 hangs when M em Usage >1.8GB]
> From: Douglas Bates
>
> How does the Opteron perform on floating point? Can you try something
> like
>
> > mm = matrix(rnorm(1e6), nc = 1e3)
> > system.time(crossprod(mm))
> [1] 0.51 0.02 0.53 0.00 0.00
> > system.time(crossprod(mm))
> [1] 0.37 0.03 0.40 0.00 0.00
> > system.time(crossprod(mm))
> [1] 0.38 0.02 0.40 0.00 0.00
> > system.time(crossprod(mm))
> [1] 0.38 0.02 0.40 0.00 0.00
>
> (Th...
2015 Jan 02
3
Benchmark code, but avoid printing
Dear all,
I am trying to benchmark code that occasionally prints on the screen
and I want to
suppress the printing. Is there an idiom for this?
If I do
sink(tempfile)
microbenchmark(...)
sink()
then I'll be also measuring the costs of writing to tempfile. I could
also sink to /dev/null, which is probably fast, but that is not
portable.
Is there a better solution? Is writing to a
2020 Sep 08
1
[External] Re: Operations with long altrep vectors cause segfaults on Windows
...the above bug I've noticed on (64-bit) Linux
>> does *not* show on Windows (64-bit), at least not for that case:
>>
>> On Windows, things are fine as long as they remain (compacted
>> aka 'ALTREP') INTSXP:
>>
>> > y <- -1e3:2e9 ;.Internal(inspect(y))
>> @0x000000000a285648 13 INTSXP g0c0 [REF(65535)] -1000 : 2000000000 (compact)
>> > y <- -1e3:2.1e9 ;.Internal(inspect(y))
>> @0x0000000019925930 13 INTSXP g0c0 [REF(65535)] -1000 : 2100000000 (compact)
>>
>> and...
2006 Feb 14
2
How to access values returned by R functions (to put into vectors)?
...correlated variables:
C <- c(457, 1371, 4113, 12339, 37017, 111051, 333153, 999459)
E <- c(0.003858377, 0.014334578, 0.014092836, 0.737950754, 0.996371828,
0.997482379, 1.005569257, 0.994382856)
# The nls function:
A = nls(E~(Em*C^p)/(C50^p + C^p), start = list(Em=0.8, p=3, C50=1e3))
# Returns the following parameter estimates for Em, p and C50:
Nonlinear regression model
model: E ~ (Em * C^p)/(C50^p + C^p)
data: parent.frame()
Em p C50
0.9989113 4.7957189 9934.6481397
residual sum-of-squares: 0.0002856567
How do...
2016 Oct 27
2
Encontrar la primera columna no NA
...numero) , rep(NA , numero /2e1 )) ,
size = numero ) ,
cuatro = sample( c(runif(numero) , rep(NA , numero /1e2 )) ,
size = numero ) ,
cinco = sample( c(runif(numero) , rep(NA , numero /2e2 )) ,
size = numero ) ,
seis = sample( c(runif(numero) , rep(NA , numero /1e3 )) ,
size = numero )
)
t <- Sys.time()
First_month <-
dat %>%
apply( MARGIN = 1, FUN =
function(x){
which( !is.na(x) ) %>% min( na.rm = TRUE ) %>% return()
}
)
First_month %>% table %>% prop.table
dat[ , First_month...