search 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