Displaying 8 results from an estimated 8 matches for "calucate".
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2006 Feb 21
3
Number of Days Between Dates: Incorrect Results For Date Calucations.
In some cases, incorrect results are produced by the code below intended to
calculate the number of days between 2 dates. The year in question was a
leap year.
Note the results for 2004-04-04 and 2004-04-05 are the same! They should be
37 and 38 respectively.
> as.integer(as.POSIXct("2004-04-02") - as.POSIXct("2004-02-27"))
[1] 35
>
2009 Feb 18
1
Training nnet in two ways, trying to understand the performance difference - with (i hope!) commented, minimal, self-contained, reproducible code
...pam" "nonspam" "spam"
"spam"
[etc...]
# error matrix
>(nn1.test.tab<-table(spam.test$type, nn1.pr.test, dnn=c('Actual', 'Predicted')))
Predicted
Actual nonspam spam
nonspam 778 43
spam 63 496
# Calucate overall error percentage ~ 7.68%
>(nn1.test.perf <- 100 * (nn1.test.tab[2] + nn1.test.tab[3]) / sum(nn1.test.tab))
[1] 7.68116
## Example 2 - code based on rattles log script
# train artifical neural network
>nn2<-nnet(as.numeric(type)-1~., data=spam.train, size=3, decay=0.1, maxit=10...
2010 Mar 08
1
How can I understand this sentence,and express it by means of Mathematical approach?
...like the sentence below can reduce many variable, How can I
understand it?
what is significant correlation at 5% level, what is the criterion? P
value?or what?
"Independent variables whose correlation with the response variable was not
significant at 5% level were removed"
how can I calucate the correlation between them?
thank you!
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2009 Apr 22
1
converting histogram to barchart
...ad of a filled area. I have however failed so
far.
Could anyone give me a few tips? There is basically two things to solve.
1. Covert histogram to a barplot
2. Convert polygon to line.
Here is the code so far with comments. weights$Weight is the
individual weight observations.
Best regards.
# calucate the right breakpoints
breakpoints <- seq(min(weights), max(weights), by=binwidth)
#scale density
dens <- density(reference)
dens$y <- dens$y * (length(weights$Weight)*binwidth)
#graph it
hist(weights$Weight, freq=TRUE, breaks=breakpoints, xlab=xlabel,
ylab="No of Births", main...
2007 May 10
4
Value at Risk
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2011 Jun 07
0
Introduction and Discussion for Learning to Rank Framework
...explain the whole flow of the 'Letor'
ranking.
Structure of the Xapian::Letor class
methods:
Following Five methods basically prepare the statistical information needed
to generate the values of desired features.
tf()
idf()
doc_len()
coll_tf()
coll_len()
Following six methods will calucate the particular feature values with the
help of above statistical information. Here char ch plays a roll to tell the
method that this features value is to be calculated for which documents
part. For example [ ch = 't' says calculate feature 1 for title only , 'b' -
body only , 'w...
2008 Jun 23
5
Need ideas on how to show spikes in my data and how to code it in R
Hi
I have recently been analyzing birthweight data from a clinic. The
data has obvious defects in that there is digit preference on certain
weights making them overrepresented. This shows as spikes in the
histogram on certain well rounded weights like 2, 2.5, 3, etc. I
would like to show this to government officials but can't figure out
how I should present the finding in an easy to
2013 Apr 07
0
Fitting distributions to financial data using volatility model to estimate VaR
...n to the original return series, calculate
the volatility (?t) and then just calculate the VaR with
VaR_t=sigma_t*q_alpha where q_alpha is the quantile of the fitted
distribution
or
do they fit the distribution to the standardized returns
(xi_t=r_t/sigma_t), calculate the volatility and then just calucate
the VaR with VaR_t=sigma_t*q_alpha where q_alpha is now the quantile
of the fitted distribution which was fitted using the standardized
residuals?
Another question is: Did they set the mean of the return to zero?
My main point is, how to fit a sophisticated distribution to financial
data using a...