Displaying 20 results from an estimated 30 matches for "chebyshev".
2011 Jul 10
1
Chebyshev Inequality — MVUE
Hello,
I was interested in trying to write an R script to calculate a UCL for a lognormal distribution using the Chebyshev Inequality — MVUE Approach (based on EPA’s guidance found in http://www.epa.gov/oswer/riskassessment/pdf/ucl.pdf). This looks like it should be straight forward, but I am need to calculate an MVUE for the population mean and an MVUE for the population variance, which requires a value (g_n) from a t...
2005 Feb 25
2
outlier threshold
...shold?
Listed below, is there a best method to select an outlier threshold and how does R calculate it?
In R, how do you find the outlier threshold through an interquartile range?
In R, how do you find the outlier threshold using the hist command?
In R, how do you find the outlier threshold with Chebyshev Inequality?
In R, how do you find the outlier threshold with Kmeans?
Also, is there a better way to select an outlier threshold not listed above?
2008 Aug 21
1
pnmath compilation failure; dylib issue?
...th failed:
...
gcc -arch i386 -isysroot /Developer/SDKs/MacOSX10.4u.sdk -mmacosx-
version-min=10.4 -std=gnu99 -dynamiclib -Wl,-
headerpad_max_install_names -mmacosx-version-min=10.4 -undefined
dynamic_lookup -single_module -multiply_defined suppress -L/usr/local/
lib -o pnmath.so bd0.o beta.o chebyshev.o choose.o d1mach.o dbeta.o
dbinom.o dcauchy.o dchisq.o dexp.o df.o dgamma.o dgeom.o dhyper.o
dlnorm.o dlogis.o dnbeta.o dnbinom.o dnchisq.o dnf.o dnorm.o dnt.o
dpois.o dt.o dunif.o dweibull.o fmax2.o fmin2.o ftrunc.o gamma.o
gamma_cody.o i1mach.o imax2.o imin2.o lbeta.o lgamma.o lgammacor....
2010 May 17
2
best polynomial approximation
Dear R-users,
I learned today that there exists an interesting topic in numerical
analysis names "best polynomial approximation" (BSA). Given a function
f the BSA of degree k, say pk, is the polynomial such that
pk=arginf sup(|f-pk|)
Although given some regularity condition of f, pk is unique, pk IS NOT
calculated with least square. A quick google tour show a rich field of
research
2007 Sep 13
2
Reciprocal Mill's Ratio
...9;t
believe that this would be one of the things I might be good at!
Murray Jorgensen
References
Cody, W. D. (1993)
Algorithm 715: SPECFUN ? A portable FORTRAN package of special function
routines and test drivers.
ACM Transactions on Mathematical Software 19, 22?32.
Cody, W. D. (1969)
Rational Chebyshev Approximations for the Error Function
Mathematics of Computation, Vol. 23, No. 107. (Jul., 1969), pp. 631-637.
2009 Mar 17
3
R does not compile any more on FreeBSD 8.0-CURRENT
...-O2 -c wilcox.c -o wilcox.o
gcc -std=gnu99 -I. -I../../src/include -I../../src/include
-I/usr/local/include -DHAVE_CONFIG_H -g -O2 -c signrank.c -o signrank.o
rm -rf libnmath.a
ar cr libnmath.a mlutils.o d1mach.o i1mach.o fmax2.o fmin2.o fprec.o
fround.o ftrunc.o sign.o fsign.o imax2.o imin2.o chebyshev.o log1p.o
expm1.o lgammacor.o gammalims.o stirlerr.o bd0.o gamma.o lgamma.o
gamma_cody.o beta.o lbeta.o polygamma.o bessel_i.o bessel_j.o bessel_k.o
bessel_y.o choose.o snorm.o sexp.o dgamma.o pgamma.o qgamma.o rgamma.o
dbeta.o pbeta.o qbeta.o rbeta.o dunif.o punif.o qunif.o runif.o dnorm.o
pnor...
2003 Dec 30
1
Accuracy: Correct sums in rowSums(), colSums() (PR#6196)
...+ yhilo;
! correction = (tsum - sum) - yhilo;
! sum = tsum;
! cnt++;
! }
else if (keepNA) {sum = NA_REAL; break;}
#endif
break;
---------end of patch -------
Since someone is certainly wondering why I bothered to bring this up - I was
trying to optimize the order of a Chebyshev approximation to a specific function
so that I accomplish the most power-efficient calculation at one ulp accuracy
(multiplications and additions consume battery power). The optimization was
based on minimizing the relative error between the true function and the
approximation. It involved a lot of...
2004 Mar 30
0
numerical solution of functional equations (dynamic stochastic optimization)
...tions:
1. The state space is 4 dimensional. I think that I will use splines,
what is the easy way to generate and handle multidimensional spline
basis in R? There are many spline packages in R, which ones would you
recommend for this?
2. Is there a package in R which helps generate orthogonal an
Chebyshev basis?
3. I would like to use quadrature rules to speed up integration (ie
the calculation of expected values), which package would you
recommend?
Again, R code would be especially appreciated: I know some R, but
people on this list present such elegant solutions to use it in ways I
would not hav...
2002 Jan 22
1
compile problem with bessel_i.c on IRIX64 flexor 6.5 10100655 IP35 (uname -a) (PR#1275)
...d1mach.c
making i1mach.d from i1mach.c
making fmax2.d from fmax2.c
making fmin2.d from fmin2.c
making fprec.d from fprec.c
making fround.d from fround.c
making ftrunc.d from ftrunc.c
making sign.d from sign.c
making fsign.d from fsign.c
making imax2.d from imax2.c
making imin2.d from imin2.c
making chebyshev.d from chebyshev.c
making log1p.d from log1p.c
making lgammacor.d from lgammacor.c
making gammalims.d from gammalims.c
making stirlerr.d from stirlerr.c
making bd0.d from bd0.c
making gamma.d from gamma.c
making lgamma.d from lgamma.c
making gamma_cody.d from gamma_cody.c
making beta.d from beta.c...
2002 Sep 11
1
rational approximations to the normal cdf
In the R source, nmath/pnorm.c contains the
code for a rational function approximation
for the normal cdf. These constants are listed:
const double a[5] = {
2.2352520354606839287,
161.02823106855587881,
1067.6894854603709582,
18154.981253343561249,
0.065682337918207449113
};
The source file cites a paper by Cody (1969)
and states that these
2004 Aug 06
1
Fixed-point cos/acos
Hi,
Before I try to code this myself, I'd like to know if anyone has a
fixed-point routine to compute the cos and acos functions. All I need is
around 3-digit accuracy.
Thanks.
Jean-Marc
--
Jean-Marc Valin, M.Sc.A., ing. jr.
LABORIUS (http://www.gel.usherb.ca/laborius)
Université de Sherbrooke, Québec, Canada
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2000 Oct 31
1
conflicting types for `Rf_stirlerr
...fmin2.c
making fmod.d from fmod.c
making fprec.d from fprec.c
making fround.d from fround.c
making ftrunc.d from ftrunc.c
making sign.d from sign.c
making fsign.d from fsign.c
making fsquare.d from fsquare.c
making fcube.d from fcube.c
making imax2.d from imax2.c
making imin2.d from imin2.c
making chebyshev.d from chebyshev.c
making log1p.d from log1p.c
making lgammacor.d from lgammacor.c
making gammalims.d from gammalims.c
making stirlerr.d from stirlerr.c
making gamma.d from gamma.c
making lgamma.d from lgamma.c
making gamma_cody.d from gamma_cody.c
making beta.d from beta.c
making lbeta.d from lbet...
2005 Nov 29
2
cheb_poly_eva using Clenshaw's recurrence formula
Hi,
After reading the paper entitled "The Computation of Line Spectral
Frequencies Using Chebyshev Polynomials", P. Kabal and R.
Ramachandran, IEEE Trans. on ASSP, Vol. 34, No. 6, December 1986, I
rewrite the function cheb_poly_eva in lsp.c using the Clenshaw's
recurrence formula, as described, for example, in Numerical Recipes in
C, Second Edition (5.5 and 5.8) :
static float cheb_pol...
2010 Dec 22
0
Rcpp 0.9.0 and RcppClassic 0.9.0
...cial functions, permutations,
combinations, fast fourier transforms, eigensystems, random numbers,
quadrature, random distributions, quasi-random sequences, Monte Carlo
integration, N-tuples, differential equations, simulated annealing, numerical
differentiation, interpolation, series acceleration, Chebyshev
approximations, root-finding, discrete Hankel transforms physical constants,
basis splines and wavelets. There are over 1000 functions in total with an
extensive test suite. The RcppGSL package provides an easy-to-use interface
between GSL data structures and R using concepts from Rcpp. The RcppG...
2010 Dec 22
0
Rcpp 0.9.0 and RcppClassic 0.9.0
...cial functions, permutations,
combinations, fast fourier transforms, eigensystems, random numbers,
quadrature, random distributions, quasi-random sequences, Monte Carlo
integration, N-tuples, differential equations, simulated annealing, numerical
differentiation, interpolation, series acceleration, Chebyshev
approximations, root-finding, discrete Hankel transforms physical constants,
basis splines and wavelets. There are over 1000 functions in total with an
extensive test suite. The RcppGSL package provides an easy-to-use interface
between GSL data structures and R using concepts from Rcpp. The RcppG...
1999 May 03
1
problems compiling R-0.63.3 on alpha
...th_inexact -g -I../include -I../../src/include -c fcube.c -o
fcube.o
gcc -ieee_with_inexact -g -I../include -I../../src/include -c imax2.c -o
imax2.o
gcc -ieee_with_inexact -g -I../include -I../../src/include -c imin2.c -o
imin2.o
gcc -ieee_with_inexact -g -I../include -I../../src/include -c chebyshev.c -o
chebyshev.o
gcc -ieee_with_inexact -g -I../include -I../../src/include -c logrelerr.c -o
logrelerr.o
gcc -ieee_with_inexact -g -I../include -I../../src/include -c lgammacor.c -o
lgammacor.o
gcc -ieee_with_inexact -g -I../include -I../../src/include -c gammalims.c -o
gammalims.o
gcc -iee...
2012 Apr 23
2
automating a script to read a file
..., max, skewlocation, skewscale, skewshape,
skewmax, <skewtitle>)")
flush.console()
# sample input data could be the following:
# -100, 1000, 976.02, 230, -34, 0.7543
# 0, 500, 270, 350, -13, 0.7707
# or any other data of similar form
erf <- function(z) {
## Chebyshev fitting formula for erf(z) from
## Vetterling, W.T., , W.H. Press, S.A. Teukolsky, and B.P.
Flannery. 1999.
## Numerical Recipes: Example Book [C], Second Edition.
## Cambridge University Press, NY. , Chapter 6-2.
t <- 1.0/(1.0 + 0.5 * abs(z))
## use Horn...
1998 Nov 06
1
DEC alpha INSTALLATION R-0.62.4
.../include -c fsign.c
cc -ieee_with_inexact -g -I../../src/include -c fsquare.c
cc -ieee_with_inexact -g -I../../src/include -c fcube.c
cc -ieee_with_inexact -g -I../../src/include -c imax2.c
cc -ieee_with_inexact -g -I../../src/include -c imin2.c
cc -ieee_with_inexact -g -I../../src/include -c chebyshev.c
cc -ieee_with_inexact -g -I../../src/include -c logrelerr.c
cc -ieee_with_inexact -g -I../../src/include -c lgammacor.c
cc -ieee_with_inexact -g -I../../src/include -c gammalims.c
cc -ieee_with_inexact -g -I../../src/include -c gamma.c
cc -ieee_with_inexact -g -I../../src/include -c lgamma.c...
1998 Dec 08
0
R compile problems with AIX
...ude -I../../src/include -c fsquare.c -o fsquare.o
gcc -g -O2 -I../include -I../../src/include -c fcube.c -o fcube.o
gcc -g -O2 -I../include -I../../src/include -c imax2.c -o imax2.o
gcc -g -O2 -I../include -I../../src/include -c imin2.c -o imin2.o
gcc -g -O2 -I../include -I../../src/include -c chebyshev.c -o chebyshev.o
gcc -g -O2 -I../include -I../../src/include -c logrelerr.c -o logrelerr.o
gcc -g -O2 -I../include -I../../src/include -c lgammacor.c -o lgammacor.o
gcc -g -O2 -I../include -I../../src/include -c gammalims.c -o gammalims.o
gcc -g -O2 -I../include -I../../src/include -c gamma.c -...
1998 Dec 08
0
R compile problems with AIX
...ude -I../../src/include -c fsquare.c -o fsquare.o
gcc -g -O2 -I../include -I../../src/include -c fcube.c -o fcube.o
gcc -g -O2 -I../include -I../../src/include -c imax2.c -o imax2.o
gcc -g -O2 -I../include -I../../src/include -c imin2.c -o imin2.o
gcc -g -O2 -I../include -I../../src/include -c chebyshev.c -o chebyshev.o
gcc -g -O2 -I../include -I../../src/include -c logrelerr.c -o logrelerr.o
gcc -g -O2 -I../include -I../../src/include -c lgammacor.c -o lgammacor.o
gcc -g -O2 -I../include -I../../src/include -c gammalims.c -o gammalims.o
gcc -g -O2 -I../include -I../../src/include -c gamma.c -...