Displaying 20 results from an estimated 8460 matches for "betaful".
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2008 Sep 13
0
FreeBSD 7.1-BETA/6.4-BETA Available...
The FreeBSD 7.1-BETA and 6.4-BETA builds are now available on the
FreeBSD FTP mirror sites. This is the first step in the release process
for FreeBSD-7.1 and FreeBSD-6.4. This set of builds do not include
pre-built packages. The ISOs are available from:
ftp://ftp.freebsd.org/pub/FreeBSD/releases/${arch}/ISO-IMAGES/7.1/
ftp://ftp.freebsd.org/pub/FreeBSD/releases/${arch}/ISO-IMAGES/6.4/
2005 Dec 10
2
Problems with integrate
Hi,
Having a weird problem with the integrate function.
I have a function which calculates a loss density: I'd like to integrate
it to get the distribution.
The loss density function is:
lossdensity<-function(p,Beta,R=0.4){
# the second derivative of the PDF
# p is the default probability of the pool at which we are evaluating
the lossdensity
# Beta is the correlation with the market
2007 Aug 18
1
Restricted VAR parameter estimation
I have a VAR model with five macro-economic variables, y[1], y[2], y[3], y[4], y[5]. They are related to each other in following manner.
y[1,t] = alpha[1,0] + beta[1,1, 1]*y[1,t-1]+............+beta[1,1, 12]*y[1,t-12] + beta[1,2, 1]*y[2,t-1]+............+beta[1,2, 12]*y[2,t-12] + e[1,t]
y[2,t] = alpha[2,0] + beta[2,2, 1]*y[2,t-1]+............+beta[2,2, 12]*y[2,t-12] + e[2,t]
y[3,t] = alpha[3,0]
2009 Dec 03
2
Help R2WinBUGS
Hello,
I have problem running WinBUGS from R.
The following example works in WinBUGS but it does not work in R through
package R2WinBUGS.
Does anyone know what the problem is?
x <- c(0.2, 1.1, 1, 2.2, 2.5, 2.9, 2.9, 3.6, 3.8, 0.6, 1, 2, 2.4, 2.6, 2.8,
3.2, 3.9, 3.5)
y <- c(0.5, 1.3, 0.1, 0.7, -0.4, 0.5, -0.9, -0.3, -0.3, 0.6, 0.4, 0.9, -0.1,
-0.4, -0.5, -0.2, 0.3, -1.5)
eco <- c(1, 3,
2005 Oct 27
3
outer-question
Dear all,
This is a rather lengthy message, but I don't know what I made wrong in
my real example since the simple code works.
I have two variables a, b and a function f for which I would like to
calculate all possible combinations of the values of a and b.
If f is multiplication, I would simply do:
a <- 1:5
b <- 1:5
outer(a,b)
## A bit more complicated is this:
f <-
2005 Oct 27
3
outer-question
Dear all,
This is a rather lengthy message, but I don't know what I made wrong in
my real example since the simple code works.
I have two variables a, b and a function f for which I would like to
calculate all possible combinations of the values of a and b.
If f is multiplication, I would simply do:
a <- 1:5
b <- 1:5
outer(a,b)
## A bit more complicated is this:
f <-
2008 Sep 17
3
Is there a way to not use an explicit loop?
I have a problem in where i generate m independent draws from a
binomial distribution,
say
draw1 = rbinom( m , size.a, prob.a )
then I need to use each draw to generate a beta distribution. So,
like using a beta prior, binomial likelihood, and obtain beta
posterior, m many times. I have not found out a way to vectorize
draws from a beta distribution, so I have an explicit for loop
2010 Aug 18
1
Displaying Results in Two Columns
Could I have some suggestions as to how (various ways) I can display my confidence interval results?
rm(list = ls())
set.seed(1)
func <- function(d,t,beta,lambda,alpha,p.gamma,delta,B){
d <- c(5,1,5,14,3,19,1,1,4,22)
t <- c(94.32,15.72,62.88,125.76,5.24,31.44,1.048,1.048,2.096,10.48)
post <- matrix(0, nrow = 11, ncol = B)
theta <- c(lambda,beta)
beta.hat <- 2.471546
for(j
2012 Nov 12
2
[LLVMdev] Incorrect values of GCC/LLC, GCC/LLC-BETA and LLC/LLC-BETA columns in the report.html
Hi,
I run LLVM test suite using the following command and get
report.nightly.html successfully.
% make report.html TEST=nightly
But GCC/LLC, GCC/LLC-BETA and LLC/LLC-BETA columns look strange. Here
is for example snippet of "clamscan" test result:
[[
Program MultiSource/Applications/ClamAV/clamscan
GCC 0.2360
LLC 0.2360
2008 Feb 18
3
tabulation on dataframe question
I have a data frame with data similar to this:
NameA GrpA NameB GrpB Dist
A Alpha B Alpha 0.2
A Alpha C Beta 0.2
A Alpha D Beta 0.4
B Alpha C Beta 0.2
B Alpha D Beta 0.1
C Beta D Beta 0.3
Dist is a distance measure between two entities. The table displays
all to all distances, but the
2009 Oct 31
1
Help me improving my code
Hi,
I am new to R. My problem is with the ordered logistic model. Here is my
question:
Generate an order discrete variable using the variable
wrwage1 = wages in first full calendar quarter after benefit application
in the following way:
*
wage*1*Ordered *=
1 *if*0 *· wrwage*1 *< *1000
2 *if*1000 *· wrwage*1 *< *2000
3 *if*2000 *· wrwage*1 *< *3000
4 *if*3000 *· wrwage*1 *<
2007 Mar 13
3
CentOS 5 (Beta) for i386 and x86_64 is released
The CentOS development team is pleased to announce the release of CentOS
5 (Beta) for i386 and x86_64.
It is available via beta.CentOS.org mirrors and bittorrent.
This release corresponds to the upstream vendor EL5 beta2 release.
NOTE: This software is BETA and should be treated as such. It is for
testing purposes only. Please ensure it meets your needs completely
before using in a production
2007 Mar 13
3
CentOS 5 (Beta) for i386 and x86_64 is released
The CentOS development team is pleased to announce the release of CentOS
5 (Beta) for i386 and x86_64.
It is available via beta.CentOS.org mirrors and bittorrent.
This release corresponds to the upstream vendor EL5 beta2 release.
NOTE: This software is BETA and should be treated as such. It is for
testing purposes only. Please ensure it meets your needs completely
before using in a production
2008 Sep 27
0
compute posterior mean by numerical integration
Dear R useRs,
i try to compute the posterior mean for the parameters omega and beta
for the following
posterior density. I have simulated data where i know that the true
values of omega=12
and beta=0.01. With the function postMeanOmega and postMeanBeta i wanted
to compute
the mean values of omega and beta by numerical integration, but instead
of omega=12
and beta=0.01 i get omega=11.49574 and
2004 Sep 27
0
Announcing Red Hat Enterprise Linux 4 (Nahant) Beta 1 Public Availability (fwd)
--
uklinux.net - The ISP of choice for the discerning Linux user.
---------- Forwarded message ----------
Date: Mon, 27 Sep 2004 12:44:37 -0400
From: taroon-beta-list at redhat.com
To: taroon-beta-list at redhat.com
Subject: Announcing Red Hat Enterprise Linux 4 (Nahant) Beta 1 Public
Availability
Red Hat is pleased to announce the availability of the Red Hat
Enterprise Linux (version 4)
2012 Nov 14
0
[LLVMdev] Incorrect values of GCC/LLC, GCC/LLC-BETA and LLC/LLC-BETA columns in the report.html
On Mon, Nov 12, 2012 at 11:15 PM, Simon Atanasyan <satanasyan at mips.com> wrote:
> I run LLVM test suite using the following command and get
> report.nightly.html successfully.
>
> % make report.html TEST=nightly
>
> But GCC/LLC, GCC/LLC-BETA and LLC/LLC-BETA columns look strange. Here
> is for example snippet of "clamscan" test result:
> [[
> Program
2012 Mar 16
1
Beta binomial and Beta negative binomial
Hi,
I need Beta binomial and Beta negative binomial functions but in R there is
only SuppDists package which provide this distributions using a limited
parameter space of the generalized hypergeometric distribution (dghyper & Co.)
which provide a limited parameter space for Beta binomial and Beta negative
binomial functions (e.g. alpha + beta <1 in the Beta negative binomial).
I've
2006 Sep 19
0
How to interpret these results from a simple gamma-frailty model
Dear R users,
I'm trying to fit a gamma-frailty model on a simulated dataset, with 6 covariates, and I'm running into some results I do not understand. I constructed an example from my simulation code, where I fit a coxph model without frailty (M1) and with frailty (M2) on a number of data samples with a varying degree of heterogeneity (I'm running R 2.3.1, running takes ~1 min).
2009 Oct 14
1
using mapply to avoid loops
Hello, I would like to use mapply to avoid using a loop but for some reason, I can't seem to get it to work. I've included copies of my code below. The first set of code uses a loop (and it works fine), and the second set of code attempts to use mapply but I get a "subscript out of bounds" error. Any guidance would be greatly appreciated. Xj, Yj, and Wj are also lists, and s2,
2012 Jul 03
2
EM algorithm to find MLE of coeff in mixed effects model
I have a general question about coefficients estimation of the mixed model.
I simulated a very basic model: Y|b=X*\beta+Z*b +\sigma^2* diag(ni);
b follows
N(0,\psi) #i.e. bivariate normal
where b is the latent variable, Z and X are ni*2 design matrices, sigma is
the error variance,
Y are longitudinal data, i.e. there are ni