search for: dpq

...; Coefficients: > d > 4.583013e-05 > sigma[eps] = 18.01252 > a list with components: > [1] "log.likelihood" "n" "msg" "d" "ar" > [6] "ma" "covariance.dpq" "fnormMin" "sigma" "stderror.dpq" > [11] "correlation.dpq" "h" "d.tol" "M" "hessian.dpq" > [16] "length.w" "residuals"...

..., 2.15)) Coefficients: d 4.583013e-05 sigma[eps] = 18.01252 a list with components: [1] "log.likelihood" "n" "msg" [4] "d" "ar" "ma" [7] "covariance.dpq" "fnormMin" "sigma" [10] "stderror.dpq" "correlation.dpq" "h" [13] "d.tol" "M" "hessian.dpq" [16] "length.w" "residuals"...

Hi, I believe I have significantly improved [dpq]wilcox functions by implementing Harding's algorithm: Harding, E.F. (1984): An Efficient, Minimal-storage Procedure for Calculating the Mann-Whitney U, Generalized U and Similar Distributions, App. Statist., 33, 1-6 Results on my computer show (against R-2.9.1): > system.time( dwilcox( 800...

...isson",method="REML",scale=-1) phiq<-m3$scale #1st term S1q<-m3$smooth[[1]]$S[[1]]*m3$sp[1] S2q<-m3$smooth[[2]]$S[[1]]*m3$sp[2] Sq<-matrix(0,19,19) for (i in 2:10) { for (j in 2:10) { Sq[i,j]=S1q[i-1,j-1] Sq[i+9,j+9]=S2q[i-1,j-1] } } betaq<-m3$coef #penalised deviance Dpq<-m3$dev+t(betaq)%*%Sq%*%betaq F1q<-Dpq/(2*phiq) #2nd term undefined #3rd term Xq<-predict(m3,type="lpmatrix") Wq<-diag(fitted(m3)) Hq<-t(Xq)%*%Wq%*%Xq ldhsq<-determinant(Hq+Sq,log=TRUE)$modulus[1] eigSq<-eigen(Sq,only.values=TRUE)$val ldsq<-sum(log(eigSq[1:16]))...

...term > S1q<-m3$smooth[[1]]$S[[1]]*m3$sp[1] > S2q<-m3$smooth[[2]]$S[[1]]*m3$sp[2] > Sq<-matrix(0,19,19) > for (i in 2:10) > { > for (j in 2:10) > { > Sq[i,j]=S1q[i-1,j-1] > Sq[i+9,j+9]=S2q[i-1,j-1] > } > } > betaq<-m3$coef > #penalised deviance > Dpq<-m3$dev+t(betaq)%*%Sq%*%betaq > F1q<-Dpq/(2*phiq) > > #2nd term undefined > > #3rd term > Xq<-predict(m3,type="lpmatrix") > Wq<-diag(fitted(m3)) > Hq<-t(Xq)%*%Wq%*%Xq > ldhsq<-determinant(Hq+Sq,log=TRUE)$modulus[1] > eigSq<-eigen(Sq,only....

dear members, I am using arfima() from forecast package to model a time series. The following is the code: > LYGH[[202]] [1] 45.40 3.25 6.50 2.15 > arfima(LYGH[[202]]) Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : NA/NaN/Inf in foreign function call (arg 5) I tried viewing .fdcov() with the following code:

I've discovered an infelicity (I guess) in qbeta(): it's not a bug, since there's a clear warning about lack of convergence of the numerical algorithm ("full precision may not have been achieved"). I can work around this, but I'm curious why it happens and whether there's a better workaround -- it doesn't seem to be in a particularly extreme corner of parameter

Hi, I'm using the function fracdiff and can not figure out how to get the estimated values for sigma2 or confidence intervals for the parameter estimates. Does anyone know how to obtain these values? Thanks, Melissa

Full_Name: M. Welinder Version: 1.8.1 OS: Solaris Submission from: (NULL) (65.213.85.227) Currently R has... #define R_D_Lval(p) (lower_tail ? (p) : (1 - (p))) /* p */ #define R_D_val(x) (log_p ? log(x) : (x)) /* x in pF(x,..) */ #define R_DT_val(x) R_D_val(R_D_Lval(x)) /* x in pF */ ...which is sub-optimal in the lower_tail==FALSE && log_p==TRUE case. Something like this ought

...ting the package to run correctly. In particular, I want to modify a few things inside of pnbeta.c (namely errmax and itrmax), which is what the pbeta() function calls upon when there is a noncentral parameter. I copied the pnbeta.c C code, changed its name [to pnbeta2.c], included the nmath.h, dpq.h files, lgamma.c, and pbeta.c in my src folder (since the .h files were called upon and the .c files were). I then created an R function that I thought would call upon the new C code: pnbeta2 <- function(x, a, b, lambda, low.tail, log.p) { res <- .C("pnbeta2", as.double(x), as....

Hello, can someone please help me with coding a function for a bootstrap WMW test (package boot, R under Windows, version 1.6.2)?

...> Should I report this on the bug list? Yes, please. Not all problem of pbeta() / qbeta() are part yet, of R's bugzilla data base, and maybe this will help to draw more good applied mathematicians look into it. Martin Maechler ETH Zurich and R Core team (I'd call myself the "dpq-hacker" within R core -- related to my CRAN package 'DPQ') > A more general illustration: > http://www.math.mcmaster.ca/bolker/misc/qbeta.png > === > fun <- function(phi,i=0.01,t=0.001, f=qbeta) { > f(t,shape1=i/phi,shape2=(1-i)/phi, lower.tail...

...> Yes, please. Not all problem of pbeta() / qbeta() are part yet, > of R's bugzilla data base, and maybe this will help to draw > more good applied mathematicians look into it. > > > > Martin Maechler > ETH Zurich and R Core team > (I'd call myself the "dpq-hacker" within R core -- related to > my CRAN package 'DPQ') > > > > A more general illustration: > > http://www.math.mcmaster.ca/bolker/misc/qbeta.png > > > === > > fun <- function(phi,i=0.01,t=0.001, f=qbeta) { > >...

Hello, I am currently running Fedora 15 on an x86_64 system that acts as a whole house server for named, dhcp, nfs, nis, htpp, samba, etc The system is currently running samba-3.5.11-71 with kernel 2.6.40.6-0.fc15.x86_64. The system is fully patched as of today. However, this issue has existed for at least 2 years and I am at a loss to debug it. I have a simple samba configuration for

...* * is used to evaluate the density at x != 0 and * * f(0, df, ncp) = exp(-.5*ncp^2) / (sqrt(pi)*sqrt(df)*gamma(df/2))*gamma((df+1)/2) * * is used for x=0. * * All calculations are done on log-scale to increase stability. * */ #include "nmath.h" #include "dpq.h" double dnt(double x, double df, double ncp, int give_log) { double u; #ifdef IEEE_754 if (ISNAN(x) || ISNAN(df)) return x + df; #endif // If non-positive df then error if (df <= 0) ML_ERR_return_NAN; // If x is infinite then return 0 if(!R_FINITE(x)) ret...

Hi Ivan Can you please clarify what input files should be used with your proposed function? I tried a few files in r-svn/src/include and one of them gave me an error. > getdecl("~/R/r-svn/src/include/R.h") [1] "R_FlushConsole" "R_ProcessEvents" "R_WaitEvent" > getdecl("~/R/r-svn/src/include/Rdefines.h") Error in regmatches(lines,

...nd rgb2hsv are newly in the C API. o Salloc and Srealloc are provided in S.h as wrappers for S_alloc and S_realloc, since current S versions use these forms. o The type used for vector lengths is now R_len_t rather than int, to allow for a future change. o The internal header nmath/dpq.h has slightly improved macros R_DT_val() and R_DT_Cval(), a new R_D_LExp() and improved R_DT_log() and R_DT_Clog(); this improves accuracy in several [dpq]-functions {for "extreme" arguments}. DEPRECATED & DEFUNCT o print.coefmat() is defunct, replaced by printCoefmat()....

...nd rgb2hsv are newly in the C API. o Salloc and Srealloc are provided in S.h as wrappers for S_alloc and S_realloc, since current S versions use these forms. o The type used for vector lengths is now R_len_t rather than int, to allow for a future change. o The internal header nmath/dpq.h has slightly improved macros R_DT_val() and R_DT_Cval(), a new R_D_LExp() and improved R_DT_log() and R_DT_Clog(); this improves accuracy in several [dpq]-functions {for "extreme" arguments}. DEPRECATED & DEFUNCT o print.coefmat() is defunct, replaced by printCoefmat()....

...nBSD has these anomalies: exp(-Inf) -> NaN, exp(Inf) -> Inf, but exp(-MAXNORMAL) -> 0 and exp(MAXNORMAL) -> +Inf, as expected. Examination of the R-1.7.0/src/nmath/pweibull.c file shows that pweibull() calls pow(), log(), log1p(), and R_D_exp(), and the latter is defined in ./src/nmath/dpq.h as #define R_D_exp(x) (log_p ? (x) : exp(x)) /* exp(x) */ I therefore tried some experiments with hoc, using log1p() as the most likely candidate for errors, since it is quite new, and much less used than exp() and log(). And voilà, log1p() is at least part of the problem: Free...

hi, I can''t get a freeswan 2.02 ipsec x509 connection at work can somebody help me? ************************************************************************************* global situation ************************************************************************************* the linux gateway (chivas) is a single machine 192.168.1.250 with a local net 192.168.1.0/24, a dyn IP via a DSL