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...and A. Raftery. My problem is trying to figure out how the (model) identifier (e.g, EII, VII, VVI, etc.) relates to the covariance matrix. The parameterization of the covariance matrix makes use of the method of decomposition in Banfield and Rraftery (1993) and Fraley and Raftery (2002) where Sigma_k = lambda_k*D_k*A_k*D_k^' where Sigma_k is the covariance matrix for the kth (k=1,...,G), lambda_k is the kth groups constant of proportionality, D_k is the orthogonal matrix of eigenvectors for the kth group, and A_k is a diagonal matrix whose elements are proportional to the eigenvalues. The...

...of the R community. Since this question is way off topic, if anybody has the urge to reply, they should probably email me directly: rolf at math.unb.ca rather than via this list. My question is essentially about Fourier coefficients: Suppose pi / 2*pi*a_k = | f(omega)*exp(-i*k*omega) d omega / -pi and pi / 2*pi*b_k = | G(omega)*f(omega)*exp(-i*k*omega) d omega / -pi (The ``*''-s just mean multiplication here, not convolution; i...

...h reality, leading to lost log data. Now, as I see it, rsync would be a useful tool for this job, except that it would mean that we end up scanning a large file on both servers every 10 minutes. I've played around on paper and come up with a reversed version of the rolling checksum (i.e. given a_k, b_k calculate a_k-1 and b_k-1). The idea is that I calculate the checksum of the final block of the log on the loghost and pass that to the remote host. A program there starts reading backwards through the logfile, until it finds a checksum match. It then feeds back everything in the file after th...

Hi, SAS transport files created with the xport engine in SAS can be read using read.xport. However, the xport engine only works with SAS version 6, and consequently long variable names are not allowed... Can anyone tell me how to get SAS data (ver 8) into R (easily)? Thanks in advance S?ren H?jsgaard sorenh at agrsci.dk http://www.jbs.agrsci.dk/~sorenh

Dear Users, Consider a multivariate time series model: a_1*y(t)-...-a_k*y(t-k)=b+[c_1*z(t)-...-c_j*z(t-j)] i.e., a simple multivariate time series model with one exogenous variable. I would like to know what package can I use to do the following, using R: 1) Select k and j jointly; 2) Estimate the model; 2) Forecast h=4 steps ahead the estimated model; 4) Bootstrap t...

Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking