search for: convolutions

Dear R-Helpers, I want to try the 2D (two-dimensional) convolution in R. For example, let us we have the following kernel and data. kernel <- (1,2,3,2,1) data <- array(1:100, dim=c(10,10)) I know the function 'convolve' only for one-dimensional convolution, but it is just for a 1D sequence. Is there any function for 2D convolution? For theory, please refer to the following link:

I want to generate the following outcome using convolution of two sequences. x <- c(1,2,3,4,5) y <- c(6,7,8,9) The resulting convolution vector is 6 19 40 70 100 94 76 45 When using convolve(), it is hard to produce the result above. Would you help me out to get that? Best regards Moohwan Kim

Hi, I'm new to R, and I'm a bit confused with the "convolve()" function. If I do: x<-c(1, 2, 3) convolve(x, rev(x), TRUE, "open") = 9 12 10 4 1 But I expected: 3 8 14 8 3 (like in Octave/MATLAB - conv(x, reverse(x)) ) 3 2 1 x 1 2 3 = 3 2 1 0 6 4 2 0 0 9 6 3 = 3 8 14 8 3 The thing is, that "convolve(x, x, TRUE, "open")" works. For me

...instead of "next_power_of_2()". > > The current implementation of convolve uses an fft-buffer of length > nx + ny - 1 for "open" convolution, not nextn(). > The fft-based convolution is by nature "circular". However it can be > used for "open" convolutions: the trick is to padd the input sequences > with enough zeros to avoid the overlap inherent to circular convolution. > Then the ouput sequence doesn't "look" circular anymore. > > For example, if the input sequences are > X = 2 5 8 > Y = 100 1 0 >...

Dear sir, we would like to know if there exist any R package containing the computational performance of the n-fold Stieljes' convolution of functions. We look forward to hearing from you. Thank you in advance. ____________________________________ M.Luz G?miz P?rez Dpt. Estad?stica e Investigaci?n Operativa Facultad de Ciencias Universidad de Granada Telf.: 958-243156 e-mail:

Full_Name: Bill Simpson Version: 65.1 , 0.90.1 OS: Linux Submission from: (NULL) (193.62.250.209) I reported this on r-help, but here is official bug report. The present convolve() does not do convolution by default. Its default behaviour is correlation. This is a bug. The default argument conj should be set to FALSE. The zero-padding should be on the right for linear convolution (don't

I have been experimenting with convolve(). What I know about convolution I learned from engineering (they call this stuff linear systems theory), not statistics, so maybe this is all just a matter of different conventions. BUT I notice very weird things with convolve(). 1. First example, from the classic Bracewell The Fourier transform and its applications, chap 3 (p.32 in 2nd edition): {2 2 3 3

Hello, May be somebody can help me... I am trying to find a solution of a convolution equation using fft (and unfortunately I do not have a good background for this). So I am just trying to figure out how it can be implemented in R. I have two multidimensional independent variables X and Z and I know their densities fx and fz, which are multidimensional arrays. So I have to find the density of

Is there any R function that computes the convolution of the double exponential distribution? If not, is there a good way to integrate ((q+x)^n)*exp(-2x) over x from 0 to Inf for any value of q and for any positive integer n? I need to perform the integration within a function with q and n as arguments. The function integrate() is giving me this message: "evaluation of function gave a

Dear all, I have an image that I need to filter, and so I'm looking for a method to convolve it with a matrix. If I understood the docs for convolve correctly, it only works in 1D (and I have tried to convolve, it didn't look good). So, I wondered if anybody have implemented 2D convolution in R, or have any good advices to share (beyond having a look at mvfft), before I go hacking?

...ion are essentially identical. 2. We obtained negative probabilities. More accurately, the same example returns negative probabilities under Windows, but not under Linux. We also obtained negative probabilities for another example under Linux, though. We understand that convolve() computes the convolutions using fft(), but we are not familiar enough with the latter to assess if the above issues are some sort of bugs or normal behavior. In the latter case, is there is any workaround? Any help/comments/ideas appreciated. === EXAMPLES === panjer <- function(fx, lambda) { fx0 <- fx[1]...

Hi, I want to determine the confidence interval on the sum of two sigma's. Is there an easy way to do this in R? I guess I have to use some sort of chisquare convolution algorithm??? Thanx, Roy -- The information contained in this communication and any atta...{{dropped}}

Hi, I am learning CNN using MXNet R package. I am following this great tutorial about olivetti_faces reconnaissance <https://www.r-bloggers.com/image-recognition-tutorial-in-r-using-deep-convolutional-neural-networks-mxnet-package/>. In the end after building model and testing the final score was 0.975. It is great score but what can do after with this model? How can use this model for

Hello, I have a R code for doing convolution of two functions: convolveSlow <- function(x, y) { nx <- length(x); ny <- length(y) xy <- numeric(nx + ny - 1) for(i in seq(length = nx)) { xi <- x[[i]] for(j in seq(length = ny)) { ij <- i+j-1 xy[[ij]] <- xy[[ij]] + xi * y[[j]] } } xy } How do I reduce the 2

I have three Windows XP (All SP2) machines that won't cache credentials with a Samba DC. A Debian Sarge system with Samba 3.0.10 is the domain controller. It has three users and three machine accounts. The three users all are simple Unix users, with no mapping to Windows users. We use DHCP (entirely different server) and DNS, but local IPs do not resolve. The configuration files for Samba

Hi, Man page for 'convolve' says: conj: logical; if 'TRUE', take the complex _conjugate_ before back-transforming (default, and used for usual convolution). The complex conjugate of 'x', of 'y', of both? In fact it seems that it takes the complex conjugate of 'y' only which is OK but might be worth mentioning because (1) conj=TRUE is the

...butions based on min, max, and skill. (So I can make my online calculator estimate the probability of killing enemies) Erm, I know it is a lot to ask for, but how would I go about making this in R? And if R isn't the right tool for this, is there any other tool you'd reccomend? Cause doing convolutions by hand sucks. Thanks a lot for reading this long message :) And thanks in advance for your help.

On Fri, Jun 3, 2016 at 11:53 AM, Ahmed Bougacha <ahmed.bougacha at gmail.com> wrote: > -llvmdev at cs.uiuc.edu, that list isn't in use anymore. > > On Wed, Jun 1, 2016 at 4:48 PM, Kenneth Adam Miller via llvm-dev > <llvm-dev at lists.llvm.org> wrote: > > Hello all, > > > > I would like to restrain the compiler that I build on my local box from >

Greetings, I have the following? Problem: Given k (=10) discrete independent random variables X_i with n_i (= 5 to 20) values each,compute quantiles of the distribution of the sum X = X_1+...+X_k. Here X has n=n_1 x n_2 ... n_k distinct values which is too large to list them all together with their probabilities. I tried several approaches: (A) Convolution: each X_j is approximated with

How does one define PDFs as yet undefined in R, such as the ex- gaussian, the sum of two RVs, one exponential, one Gaussian? The PDF would then be the convolution of an exponential PDF, dexp(), and a normal, dnorm(). Kindly cc me in your reply to r-help. Thanks, _____________________________ Professor Michael Kubovy University of Virginia Department of Psychology USPS: P.O.Box 400400