Displaying 8 results from an estimated 8 matches for "arctan".
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arcan
2006 Jun 28
1
Transform Normal Dist to ArcTan Dist
I have a set of data that is distributed normally. How can I transform
this data to fit an ArcTan distribution?
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2008 Aug 14
1
non-linear regression problem
I need to do a non-linear regression in the form of
Y = a0 + a1 * arctan(a2 * x) + error.
A data sample (X,Y) is available, but I can't remember how to run this sort
of regression through R so that I get a value for a0, a1 and a2.
Can someone please give me a hint?
Thank you in advance.
2015 Feb 26
2
Vorbis I spec errata: single entry codebooks
The following has been committed to the Vorbis I spec as of r19445:
Errata 20150226: Single entry codebooks
A ?single-entry codebook? is a codebook with one active codeword
entry. A single-entry
codebook may be either a fully populated codebook with only one
declared entry, or a
sparse codebook with only one entry marked used. The Vorbis I spec
provides no means
to specify a codeword length of
2014 Mar 20
2
BARK implementation (or specification) error
Hi,
In the course of some work which I describe below, I have found a very significant difference between the BARK function described in the Vorbis specification and its implementation in libvorbis.
In the specificationhttp://xiph.org/vorbis/doc/Vorbis_I_spec.pdf
bark(x) = 13.1arctan(.00074x) + 2.24arctan(.0000000185x**2 + .0001x)
In the libvorbis code http://svn.xiph.org/trunk/vorbis/lib/scales.h
#define toBARK(n) (13.1f*atan(.00074f*(n))+2.24f*atan((n)*(n)*1.85e-8f)+1e-4f*(n))
You will note that the last term is inside the parentheses of the second arctan function in the...
2009 Jan 02
1
R: numerical integration problems
...=
three methods are used to calculate E(s2|X) for different sample sizes:
Method 1
=========
(integral(s2*L(X|s2)*p(s2)))/(integral(L(X|s2)*p(s2))) where the integrals are calculated using the integrate function
Method 2
=========
transform s2 to tau (from (0,Inf) to (-1,1))
f(s2) = tau = 4*arctan(s2)/pi-1
so
E(s2|X) = (integral(jac*finv(s2)*L(X|finv(s2))*p(finv(s2))))/(integral(L(X|finv(s2))*p(finv(s2)))) . the bounds on both integrals is (-1,1)
jac = the jacobian and finv is the inverse function of f(s2)
once again the integrals are calculated using the intergrate function
Meth...
2008 Dec 11
2
Validity of GLM using Gaussian family with sqrt link
Dear all,
I have the following dataset: each row corresponds to count of forest floor small mammal captured in a plot and vegetation characteristics measured at that plot
> sotr
plot cnt herbc herbht
1 1A1 0 37.08 53.54
2 1A3 1 36.27 26.67
3 1A5 0 32.50 30.62
4 1A7 0 56.54 45.63
5 1B2 0 41.66 38.13
6 1B4 0 32.08 37.79
7 1B6 0 33.71 30.62
1999 Feb 08
0
Constrained minimisation
Hi
Apart from nlm() with the stepmax= argument, is there any other >1
dimensional minimisation function where I can limit the step size
dynamically. With the NAG routine E04NBF (I think) I used to bound the
size of the next step using a*arctan(x/a) tricks where a function was
particularly difficult near a boundary and thus 'steer' the result within
legal limits.
The function I am trying to minimise is (negative) log likelihood for the
GEV but with a *lot* of right-censoring. I am not currently sure whether
it is a numerical pro...
2008 May 23
2
Fit a sine to data
Dear R-users,
I'd like to fit a sine function to my data. The result should have a format
(and thus the formula, too)
y ~ a + sin(x+b)
where y and x are vectors, and a and b are (yet) unknown values.
The data sets (vectors x and y) are OK, and I can do a simple lm fitting
lm(y~x), or lm(y~I(sin(2*pi*x/360))), succesfully My issue is that I'm not
able to do the optional linear shift in