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Hi, I am trying to use R to mimic what I did in SAS. proc transreg data=x ; model identity(GSI)=monotone(group1); output out=d2 pprefix=M; run; Accroding to SAS documentation, the MONOTONE transfomation algorithm comes from (Kruskal 1964, secondary approach to ties). I have tried ace. it does provide some kind of monotone transformation, but it is not what I expected. Here is how

...using the cmdscale(). this is very fine. in addition, i want the display to distinguish between two classes of records in my data. i have my data records marked as "1" or "0". so i want to display 1's and 0's. how may i do that? i use the following code: ---- > fj <- read.table("fj") > names(fj) [1] "V1" "V2" "V3" "V4" "V5" # "V5" contains the class mark (1 or 0) > # > # since i dont want the class attribute in the distance matrix > # i create another data.frame dropping it...

...========================================== void foo() { int i = 2; int& r = i; } 2 =========================================== void foo(){ int gi; int *gip1 = &gi; int *gip2 = &gi; } 3 ========================================== void foo (double * fa){ int fi, fj; fi = 0; fj = 2; if (! fa) fj = fj + 4; fa[fi] = fa[fi + fj]; } -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.llvm.org/pipermail/llvm-dev/attachments/20090319/103392f3/attachment.html>

I have a list of vectors $A "AB" "BC" "CD" $B "GF" "HG" "FH" "FJ" and I want to convert it into a dataframe of form A AB A BC A CD B GF B HG B FH B FJ Just can't quite come up with a nice "R" solution for it. Thanks, Sean

...uld/could use macro R_FINITE to test each entry of the hessian. > In package nleqslv I test for a "correct" jacobian like this in file nleqslv.c in function fcnjac: > for (j = 0; j < *n; j++) > for (i = 0; i < *n; i++) { > if( !R_FINITE(REAL(sexp_fjac)[(*n)*j + i]) ) > error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1); > rjac[(*ldr)*j + i] = REAL(sexp_fjac)[(*n)*j + i]; > } A minor hint on that: While REAL(.) (or INTEGER(.) ...) is really cheap in the R sources...

...ach entry of the hessian. >>> In package nleqslv I test for a "correct" jacobian like this in file nleqslv.c in function fcnjac: >> >>> for (j = 0; j < *n; j++) >>> for (i = 0; i < *n; i++) { >>> if( !R_FINITE(REAL(sexp_fjac)[(*n)*j + i]) ) >>> error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1); >>> rjac[(*ldr)*j + i] = REAL(sexp_fjac)[(*n)*j + i]; >>> } >> >> A minor hint on that: While REAL(.) (or INTEGER(.)...

...ations/cycle, 3 operations forms an instruction. One of the Integer Instruction looks like this: add Ri, Rj, Rk; add Rl, Rm, Rn; add Ro, Rp, Rq An int instruction and a float instruction forms a VLIW instruction (bundle), e.g. { add Ri, Rj, Rk; add Rl, Rm, Rn; add Ro, Rp, Rq fadd Fi, Fj, Fk; fadd Fl, Fm, Fn; fadd Fo, Fp, Fq } I want to express above concept in this way: // Assembly Language { add Ri, Rj, Rk add Rl, Rm, Rn add Ro, Rp, Rq fadd Fi, Fj, Fk fadd Fl, Fm, Fn fadd Fo, Fp, Fq } Q1: My first question is, the instruction encoding can only be determi...

...R_FINITE to test each entry of the hessian. >> In package nleqslv I test for a "correct" jacobian like this in file nleqslv.c in function fcnjac: > >> for (j = 0; j < *n; j++) >> for (i = 0; i < *n; i++) { >> if( !R_FINITE(REAL(sexp_fjac)[(*n)*j + i]) ) >> error("non-finite value(s) returned by jacobian (row=%d,col=%d)",i+1,j+1); >> rjac[(*ldr)*j + i] = REAL(sexp_fjac)[(*n)*j + i]; >> } > > A minor hint on that: While REAL(.) (or INTEGER(.) ...) is really c...

Alle, I am trying to install CentOS 5 on a Dual Xeon 5160 FJ RX200 S3. The RAID hardware is an internal LSI MPT 1068 SAS/RAID controller (LSI 1068SASIME-2300). I have downloaded the drivers (mptsas, mptscsih and mptbase) and created the required floppy. When I run linux dd after booting from either the DVD or Disk 1 of the CentOS distro, it says it load...

...g the inverse cdf for a KDE estimate of a density (using the ks or KernSmooth packages) in R ? The method I'm using now is to perform a numerical integration of the pdf to get the cdf and then doing a search for the desired probablity value, which is highly inefficient and very slow. Thanks, -fj [[alternative HTML version deleted]]

I'm trying to provide different parameters to the integrate function for various probability functions. I'm using dnorm as the simplest example here. For instance integrate(dnorm, -1.96, 1.96) produces the correct answer for a normal distribution with mean 0 and standard deviation 1. I've tried two ways to use mean=2.0 and standard deviation 1, but with no luck. The examples follow.

Full_Name: FJ Caballero-Granado Version: 2.5.0 OS: Windows Submission from: (NULL) (84.125.163.119) Hi, I usually used R version 2.0.0 and ScViews. I have recently installed version 2.5.0, and I updated ScViews. But the latter does not works well. This is the screen: R version 2.5.0 Patched (2007-05-21 r4165...

...mode: 432 user: postfix group: postfix master: path: /var/run/dovecot/auth-master mode: 384 ____________________________ Reinhard Sanjeet Lal Manager Network Operations p + 679 3275040 f + 679 3275053 m + 679 9923147 e sanjeet at getunwired.com.fj <http://www.unwired.com.fj> www.unwired.com.fj disclaimer "This transmission is for the intended addressee only and is confidential information. If you have received this transmission in error, please delete it and notify the sender. The contents of this e-mail are the opinion of the w...

...ordered variables. (ie I have n uniform distributions on [0, w_i] for w_i different w_j and i=1..n. I want to plot the distribution of the second order statistic ie one less the maximum. I thought that the way to do this is to calculate: F= Sum over i { (1-Fi) * Product of all j different i of Fj} + Product over all i of Fi where Fi are just the respective uniform cdf for variable i. The problem is that when I do this and plot F over the range from 0 to the highest of the w_i I don't get a cdf but something that slopes down at some point again. What is going on????? Any help is gr...

Alle, I was wondering if anyone is using 4.X on any Fujitsu Primergy hardware and what type of experience they've had. I know that FJ provides separate drivers for all the supported hardware that are supposed to be RHEL4.X compatible, but I have my doubts. Best Regards, Camron Best Regards, Camron -- Camron W. Fox Hilo Office High Performance Computing Group Fujitsu America, INC. E-mail: cwfox at us.fujitsu.com

...would like to avoid re-creating the samples from the histogram. Is there some quick way of doing this using one of the standard kde methods in R ? Also, a general statistical question - is there some measure of the standard error or confidence interval or similar of a KDE of a data-set ? Thanks, -fj [[alternative HTML version deleted]]

In my package 'glmmML' I'm using old C code and linpack in the optimizing procedure. Specifically, one part of the code looks like this: F77_CALL(dpoco)(*hessian, &bdim, &bdim, &rcond, work, info); if (*info == 0){ F77_CALL(dpodi)(*hessian, &bdim, &bdim, det, &job); ........ This usually works OK, but with an ill-conditioned data

Alle, I'm running V5.3 (newly installed) on an FJ E8020 laptop. The problem I have is when shutting down (*not* rebooting). NetworkManager fails to stop and after (during?) the postfix shutdown, the system seems to hang. I cannot access via another screen or remotely. I can't find any clues in the log files. I could use some suggestions on...

...ake_file(letter,*,2) [sender] flist start=1, used=2, low=0, high=1 [sender] i=1 box1 ./ mode=040755 len=72 uid=1000 gid=1000 flags=5 [sender] i=2 box1 letter mode=0100644 len=0 uid=1000 gid=1000 flags=0 send_file_list done file list sent send_files starting server_recv(2) starting pid=4836 uid 1000(fj) maps to 1000 process has 8 gids: 4 20 24 46 108 123 124 1000 gid 1000(fj) maps to 1000 recv_file_name(.) recv_file_name(letter) received 2 names [receiver] flist start=1, used=2, low=0, high=1 [receiver] i=1 0 ./ mode=040755 len=72 gid=1000 flags=5 [receiver] i=2 1 letter mode=0100644 len=0 gid=1...

Dear list, [cross-posting from Stack Overflow where this question has remained unanswered for two weeks] I'd like to perform a numerical integration in one dimension, I = int_a^b f(x) dx where the integrand f: x in IR -> f(x) in IR^p is vector-valued. integrate() only allows scalar integrands, thus I would need to call it many (p=200 typically) times, which sounds suboptimal. The