Displaying 20 results from an estimated 105 matches for "gauss".

2008 Sep 27

3

Double integration - Gauss Quadrature

Hi,
I would like to solve a double integral of the form
\int_0^1 \int_0^1 x*y dx dy
using Gauss Quadrature.
I know that I can use R's integrate function to calculate it:
integrate(function(y) {
sapply(y, function(y) {
integrate(function(x) x*y, 0, 1)$value
})
}, 0, 1)
but I would like to use Gauss Quadrature to do it.
I have written the following code (using R's statmod package) wh...

2007 Mar 21

2

Gaussian Adaptive Quadrature

Hi all,
Does anybody know any function that performs gaussian adapative quadrature integration of univariate functions?
Thanks in advance,
Regards,
Caio
__________________________________________________
[[alternative HTML version deleted]]

2007 Apr 17

3

Extracting approximate Wald test (Chisq) from coxph(..frailty)

...e
frailty (in the following example 17.89 value)?
What about the P-values, other Chisq, DF, se(coef) and
se2? How can they be extracted?
######################################################>
kfitm1
Call:
coxph(formula = Surv(time, status) ~ age + sex +
disease + frailty(id,
dist = "gauss"), data = kidney)
coef se(coef)
age 0.00489 0.0150
sex -1.69703 0.4609
diseaseGN 0.17980 0.5447
diseaseAN 0.39283 0.5447
diseasePKD -1.13630 0.8250
frailty(id,...

2006 Jul 20

2

function names in a vector used by for (){} character problem ?

Hi there,
i´m have vector of kernels. just like:
kernels = c('gauss','epan','rectangular')
i know there are density.default$kernels, but thats not my question
here. my own kernel functions are running and working.
my problem is the following is not working:
dev.off()
par(mfrow=c(3,3))
for(i in 1:length(bw))
{
for(j in 1:length(ke...

2009 Jun 08

3

running program with .exe that does not need being installed

Hi
I'm trying to run a program called GAUSS. Under windows, I just needed to launch the .exe even without installing it, (there is no setup.exe). That means I can just have the file containing different .exe/.dll and so on a usb key and it runs.
I tried with wine (1.1.23 with ubuntu 8.04), putting it in:
> /home/user/....

2001 Apr 07

0

Ox (was: Using Gauss with R)

I'll be even more tangent. Those interested in Ox, see
http://www.de.ufpe.br/~cribari/ox.pdf
Cheers, Francisco.
Date: Fri, 6 Apr 2001 09:34:19 +0100 (BST)
From: Bill Simpson <wsi at gcal.ac.uk>
Subject: Re: [R] Using Gauss with R
This is a tangent to your question.
The economist Jurgen Doornik has written a language called Ox:
http://www.nuff.ox.ac.uk/Users/Doornik/doc/ox/ox.htm
It obviously caters to econometricians. The unix version is free.
I did use it at one time before R was reall...

2006 Aug 25

2

horizontal direct product

II am translating some gauss code into R, and gauss has a matrix
product function called the horizontal direct product (*~), which is
some sort of variant on the Kronecker product.
For example if x is 2x2 and y is 2x2
the horizontal direct product, z, of x and y is defined (in the Gauss
manual) as:
row 1 = x11*y11 x11...

2012 Oct 31

1

gauss fit with outlier removal

I have distribution that are gaussian to a good approximation. I fit a
gaussian to these distributons. Once in a while there is an outlier. Could
someone suggest a robust method (R package already?) that removes those
outliers and redoes the gaussian fit to get a better fit? Thanks.
[[alternative HTML version deleted]]

2017 Jul 13

2

Question on Simultaneous Equations & Forecasting

Frances,
I would not advise Gauss-Seidel for non linear models. Can be quite tricky, slow and diverge.
You can write your model as a non linear system of equations and use one of the nonlinear solvers.
See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqslv and ktsolve)...

2010 Apr 14

2

Gaussian Quadrature Numerical Integration In R

Hi All,
I am trying to use A Gaussian quadrature over the interval (-infty,infty) with weighting function W(x)=exp(-(x-mu)^2/sigma) to estimate an integral.
Is there a way to do it in R? Is there a function already implemented which uses such weighting function.
I have been searching in the statmode package and I found the func...

2013 Nov 06

3

Nonnormal Residuals and GAMs

Greetings, My question is more algorithmic than prectical. What I am
trying to determine is, are the GAM algorithms used in the mgcv package
affected by nonnormally-distributed residuals?
As I understand the theory of linear models the Gauss-Markov theorem
guarantees that least-squares regression is optimal over all unbiased
estimators iff the data meet the conditions linearity, homoscedasticity,
independence, and normally-distributed residuals. Absent the last
requirement it is optimal but only over unbiased linear estimators.
What...

2017 Jul 13

0

Question on Simultaneous Equations & Forecasting

...ve your problem the following two pointers might be helpful:
1) Recast your model in the revised form, i.e., include your identity directly into your reaction functions, if possible.
2) For solving your model, you can employ the Gau?-Seidel method (see https://en.wikipedia.org/wiki/Gauss%E2%80%93Seidel_method).
This has not only the advantage of generating forecasts, in terms of your exogenous variables, but you can also compute 'dynamic ex post' forecasts. This is probably the most powerful testing for dynamic simultaneous equation systems, given that you provide only your...

1997 Nov 05

3

R-beta: Latex and R

Hello R users,
This question might be already discussed before, I apologize
if it is the case.
Simple... how can I do to include a figure in a latex document.
As I have already done in Splus, I tried this:
\begin{figure}
\special{psfile=gauss.ps .......}
\end{figure}
but it didn't work. Any help?
Thank you in advance.
PS: I let down the Mac and the MS Window platforms and I am back
to my beloved Sun machine to run R, what a relief! ;-)
Halima from Leiden.
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=...

2017 Jul 13

0

Question on Simultaneous Equations & Forecasting

...--Urspr?ngliche Nachricht-----
Von: Berend Hasselman [mailto:bhh at xs4all.nl]
Gesendet: Donnerstag, 13. Juli 2017 10:53
An: OseiBonsu, Frances
Cc: Pfaff, Bernhard Dr.; r-help at r-project.org
Betreff: [EXT] Re: [R] Question on Simultaneous Equations & Forecasting
Frances,
I would not advise Gauss-Seidel for non linear models. Can be quite tricky, slow and diverge.
You can write your model as a non linear system of equations and use one of the nonlinear solvers.
See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqslv and ktsolve)...

2017 Jul 13

1

Question on Simultaneous Equations & Forecasting

...nd Hasselman [mailto:bhh at xs4all.nl]
> Gesendet: Donnerstag, 13. Juli 2017 10:53
> An: OseiBonsu, Frances
> Cc: Pfaff, Bernhard Dr.; r-help at r-project.org
> Betreff: [EXT] Re: [R] Question on Simultaneous Equations & Forecasting
>
> Frances,
>
> I would not advise Gauss-Seidel for non linear models. Can be quite tricky, slow and diverge.
>
> You can write your model as a non linear system of equations and use one of the nonlinear solvers.
> See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqs...

2017 Jul 12

2

Question on Simultaneous Equations & Forecasting

Hello,
I have estimated a simultaneous equation model (similar to Klein's model) in R using the system.fit package.
I have an identity equation, along with three other equations. Do you know how to explicitly identify the identity equation in R?
I am also trying to forecast the dependent variables in the simultaneous equation model, while incorporating the identity equation in the

2009 Sep 02

4

[LLVMdev] link-error: different visibilities

...'_ZNKSt6vectorIN5gnash8geometry7Range2dIfEESaIS3_EE4sizeEv': symbols have
different visibilities!
Because the name is mangled, I can't find the exact position of this
function in the original source code, so I can't give more information about
it.
Any one will help me?
Thanks!
Gauss, 09-02
--
View this message in context: http://www.nabble.com/link-error%3A-different-visibilities-tp25252124p25252124.html
Sent from the LLVM - Dev mailing list archive at Nabble.com.

2009 Aug 10

2

[LLVMdev] How to use a FunctionPass in a ModulePass?

...ss*) + 27
18 opt 0x082d10c2
19 opt 0x082d2f03 main + 3181
20 libc.so.6 0x009b66e5 __libc_start_main + 229
21 opt 0x082c4641
Aborted (core dumped)
---------------------------------------------------------------------------------------------------------------
*
**
Thanks a lot.
gauss
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.llvm.org/pipermail/llvm-dev/attachments/20090810/cd9142d0/attachment.html>

2011 Nov 10

2

performance of adaptIntegrate vs. integrate

...2.403
time2
user system elapsed
0.204 0.004 0.208
a$integral
> [1] 0.0177241
b$value
> [1] 0.0177241
a$functionEvaluations
> [1] 345
b$subdivisions
> [1] 10
Somehow, adaptIntegrate was using many more function evaluations for a
similar precision. Both methods apparently use Gauss-Kronrod
quadrature, though ?integrate adds a "Wynn's Epsilon algorithm". Could
that explain the large timing difference?
I'm open to suggestions of alternative ways of dealing with
vector-valued integrands.
Thanks.
baptiste

2007 Feb 21

1

Confindence interval for Levenberg-Marquardt fit

Dear all,
I would like to use the Levenberg-Marquardt algorithm for non-linear
least-squares regression using function nls.lm. Can anybody help me to
find a a way to compute confidence intervals on the fitted
parameters as it is possible for nls (using confint.nls, which does not
work for nls.lm)?
Thank you for your help
Michael