Displaying 20 results from an estimated 35015 matches for "distribute".
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2006 Oct 27
0
VGAM package released on CRAN
Dear useRs,
upon request, the VGAM package (currently version 0.7-1) has been
officially released on CRAN (the package has been at my website
http://www.stat.auckland.ac.nz/~yee/VGAM for a number of years now).
VGAM implements a general framework for several classes of
regression models using iteratively reweighted least squares
(IRLS). The key ideas are Fisher scoring, generalized linear
and
2016 Oct 09
3
On Loop Distribution pass
Dear community,
Our team at IITH have been experimenting with loop-distribution pass in
LLVM. We see the following results on few benchmarks.
clang -O3 -mllvm -enable-loop-distribute -Rpass=loop-distribute file.c
clang -O3 -mllvm -enable-loop-distribute -Rpass-analysis=loop-distribute
file.c
TORCH
<http://crd.lbl.gov/departments/computer-science/PAR/research/previous-projects/torch-testbed/>
:
There are nearly 488 loops in this benchmark. LLVM was not able to
distribu...
2006 May 11
2
Maximum likelihood estimate of bivariate vonmises-weibull distribution
Hi,
I'm dealing with wind data and I'd like to model their distribution in
order to simulate data to fill-in missing values. Wind direction are
typically following a vonmises distribution and wind speeds follow a
weibull distribution. I'd like to build a joint distribution of
directions and speeds as a VonMises-Weibull bivariate distribution.
First is this a stupid question? I'm
2016 Oct 10
2
On Loop Distribution pass
...; Sent: Sunday, October 9, 2016 12:09:01 PM
> Subject: [llvm-dev] On Loop Distribution pass
>
> Dear community,
>
> Our team at IITH have been experimenting with loop-distribution pass in LLVM. We see the following results on few benchmarks.
>
> clang -O3 -mllvm -enable-loop-distribute -Rpass=loop-distribute file.c
> clang -O3 -mllvm -enable-loop-distribute -Rpass-analysis=loop-distribute file.c
>
>
> TORCH <http://crd.lbl.gov/departments/computer-science/PAR/research/previous-projects/torch-testbed/>:
> There are nearly 488 loops in this benchmark. LLVM wa...
2004 Dec 02
1
Re: A somewhat off the line question to a log normal distribution
...ution of means is
equal to the mean of the population from which the
samples were drawn.
[2] The variance of the sampling distribution of means
is equal to the variance of the population from which
the samples were drawn divided by the size of the
samples.
--> [3] If the original population is distributed
normally (i.e. it is bell shaped), the sampling
distribution of means will also be normal. If the
original population is not normally distributed, the
sampling distribution of means will increasingly
approximate a normal distribution as sample size
increases. (i.e. when increasingly large samples...
2007 Jun 12
0
distribution graph
The following gives two functions for producing distribution graphs:
distribution-graph
produces a single graph, and
multiple.distribution.graph
produces a number of graphs side by side.
Regards,
Tore Wentzel-Larsen
statistician
Centre for Clinical research
Armauer Hansen house
Haukeland University Hospital
N-5021 Bergen
tlf +47 55 97 55 39 (a)
faks +47 55 97 60 88 (a)
email
2011 Jan 02
1
How to compute the density of a variable that follows a proportional error distribution
Hello,
I am trying to compute the density of a variable k that is either (1)
Normally distributed; (2) Log-Normally distributed; or (3) follows
proportional error distribution. I tried to search R-help and the answer for
normal distribution was easy to find (please see 1c). I am not sure if my
formula for dlnorm is correct (please see 2c below)? I really don't know
what function to use for...
2011 Feb 20
8
Generating uniformly distributed correlated data.
I wish to generate a vector of uniformly distributed data with a
defined correlation to another vector
The only function I have been able to find doing something similar is
corgen from the library ecodist.
The following code generates data with the desired correlation to the
vector x but the resulting vector y is normal and not uniform
dis...
2011 Jun 10
3
Test if data uniformly distributed (newbie)
...bunch of files containing 300 data points each with values from 0
to 1 which also sum to 1 (I don't think the last element is relevant
though). In addition, each data point is annotated as an "a" or a "b".
I would like to know in which files (if any) the data is uniformly
distributed.
I used Google and found out that a Kolmogorov-Smirnov or a Chi-square
goodness-of-fit test could be used. Then I looked up ?kolmogorov and found
"ks.test", but the example there is for the normal distribution and I am not
sure how to adapt it for the uniform distribution. I did ?runif...
2008 Apr 13
2
Arrays and functions
Hi, I' am doing a stats project using R to work out the size of a t-test and wilcoxon test depending on the distribution and sample size. I just can't get it to work - I want to put my results from the function size() into an array.At the moment I keep getting the error message:Error in res[distribution, test, samplesize] <- results : subscript out of boundsCan anyone tell me where
2013 Apr 07
0
Fitting distributions to financial data using volatility model to estimate VaR
...f&ei=RSJhUd7YJIbktQaQ-YCAAw&usg=AFQjCNGpCXUdLSVHQtYJMl7MccLGQtdkDw&sig2=HBxWDrRTMN7rVqWu-Yp1zQ&bvm=bv.44770516,d.Yms
Especially page 238 is interesting: "According to this model, returns
are generated as follows"
r_t=sigma_t xi_t
sigma^2_t is calculated by EWMA
xi is distributed according to the generalized error distribution. So
they do not assume the returns to follow a certain distribution, but
they assume the returns condition on the volatility to follow a
certain distribution, right?
Now my question is, how can one calculate the VaR in this case? On
page 242 they gi...
2006 Apr 11
0
[LLVMdev] make dist?
...ctory is traversed and the correct file
permissions and modes are set based on the type of file.
To control the process of making the distribution directory correctly,
each Makefile can utilize two features:
1. EXTRA_DIST - this make variable specifies which files it should
distribute. By default, all source files are automatically
included for distribution as well as certain "well known" files
(see DistAlways variable in Makefile.rules for details). Each
Makefile specifies, via the EXTRA_DIST variable, which
additional files need to be...
2004 Sep 15
2
Slightly off-topic --- distribution name.
I've built R functions to ``effect'' a particular distribution, and
would like to find out if that distribution is already ``known'' by
an existing name. (I.e. suppose it were called the ``Melvin''
distribution --- I've built dmelvin, pmelvin, qmelvin, and rmelvin as
it were, but I need a real name to substitute for melvin.)
The distribution is really just a toy
2006 Apr 11
3
[LLVMdev] make dist?
Reid,
Could you explain in detail what make dist does? :) I'd like to see how it
can be integrated into the release process.
Thanks,
Tanya
2007 Feb 20
1
Mahalanobis distance and probability of group membership using Hotelling's T2 distribution
I want to calculate the probability that a group will include a particular
point using the squared Mahalanobis distance to the centroid. I understand
that the squared Mahalanobis distance is distributed as chi-squared but that
for a small number of random samples from a multivariate normal population
the Hotellings T2 (T squared) distribution should be used.
I cannot find a function for Hotelling's T2 distribution in R (although from
a previous post I have been provided with functions for the...
2003 Sep 04
3
Overlaying graphs
----- Original Message -----
From: "Richard A. O'Keefe" <ok at cs.otago.ac.nz>
To: <paul at datavore.com>
Sent: Thursday, September 04, 2003 2:56 AM
Subject: Re: [R] Overlaying graphs
> I do not know how to overlay the curve graphic on top of hist graphic.
>
> Do you know about the "add=TRUE" option for plot()?
>
> I am hoping to show visually
2013 Nov 04
2
transform one probability distribution into another
Hi guys
Given a exponential curve, is there any function on r that can generate exponential distributed random numbers?
in General I want an function that can transform one probability distribution into another??
Regards
******************************************************************
Bander
*************************************
[[alternative HTML version deleted]]
2004 Jan 14
3
How can I test if time series residuals' are uncorrelated ?
Ok I made Jarque-Bera test to the residuals (merv.reg$residual)
library(tseries)
jarque.bera.test(merv.reg$residual)
X-squared = 1772.369, df = 2, p-value = < 2.2e-16
And I reject the null hypotesis (H0: merv.reg$residual are normally
distributed)
So I know that:
1 - merv.reg$residual aren't independently distributed (Box-Ljung test)
2 - merv.reg$residual aren't indentically distributed (Breusch-Pagan test)
3 - merv.reg$residual aren't normally distributed (Jarque-Bera test)
My questions is:
It is possible merv.reg$residual...
2004 Jan 30
2
request for comments --- package "distr" --- S4 Classes for Distributions
Hello,
after some discussions with Martin Maechler and Josef Leydold (WU Wien),
we have felt the need for some package that should allow for an
object-orientated
approach to distributions.
Our small group at Bayreuth now has developed a package "distr" which
tries to fill this gap, implementing distributions by means of
S4--classes.
A mother class "Distribution" is
2004 Jan 13
3
How can I test if a not independently and not identically distributed time series residuals' are uncorrelated ?
...merv <- na.remove(log(Argentina))
I made the Augmented Dickey-Fuller test to analyse
if merv have unit root:
adf.test(merv,k=13)
Dickey-Fuller = -1.4645, p-value = 0.805,
merv have unit root than diff(merv,1) is stationary.
Than I made Breushch-Pagan test to test if residuals are identically distributed:
library(lmtest)
bptest(merv[2:1730]~-1+merv[1:1729],~merv[1:1729]+I(merv[1:1729])^2)
BP = 81.3443, df = 2, p-value = < 2.2e-16
So merv.reg$resid aren't identically distributed. Than merv is heteroscedastik.
Finally I made Box-Ljung test to test if residuals are independently distributed...