search for: 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 >

Dear all, Objective: I am trying to learn about neural networks. I want to see if i can train an artificial neural network model to discriminate between spam and nonspam emails. Problem: I created my own model (example 1 below) and got an error of about 7.7%. I created the same model using the Rattle package (example 2 below, based on rattles log script) and got a much better error of about

This topic refer to independent variables reduction, as we know ,a lot of method can do with it,however, for pre-processing independent varibles, a method 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

Hi list, After a lot of tweaking i have managed to create a histogram with an overlaying density plot. The histogram shows a sample of birth weights of babies and the density plot shows birth weights from a much larger reference populaton. My data is divided in 0.1 Kg bins so in the code below binweigh=0.1. The trouble with the current graph is that it is not very clear since the density plot

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Hello All, This time we are working on a weighting scheme "Learning to Rank" which involves machine learning and its a supervised ranking scheme unlike unsupervised schemes like BM25 under GSoC project. This mail intends to discuss the framework of the Learning to Rank in Xapian as a whole. I have thought of the following framework, pour in your insights or issues for the same. This is

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

Ok, I try it again with plain text, with a simple R code example and just sending it to the r list and you move it to sig finance if it is necessary. I try to be as detailed as possible. I want to fit a distribution to my financial data using a volatility model to estimate the VaR. So in case of a normal distribution, this would be very easy, I assume the returns to follow a normal distribution