Displaying 14 results from an estimated 14 matches for "johannesson".
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johannessen
2004 Apr 14
2
attaching data.frame/list within a function
..."package:methods" "package:stats"
[5] "package:graphics" "package:utils" "Autoloads" "package:base"
[1] 0
>
Thanks,
Gardar
___________________________________________________________________
Gardar Johannesson
Lawrence Livermore National Laboratory
7000 East Avenue, L-229
Livermore, CA 94550
johannesson1@llnl.gov
Tel: (925) 422-3901, Fax: (925) 422-4141
[[alternative HTML version deleted]]
2002 Nov 27
1
problem with attr()
...ibute, however, if I don't
create the 'n.ch' attribute, it finds it! That is:
> tmp <- list(id=1)
> attr(tmp,'n')
NULL
> attr(tmp,'n') <- 1
> attr(tmp,'n')
[1] 1
>
--
_________________________________________________________
Gardar Johannesson
Department of Statistics
The Ohio State University
304E Cockins Hall, 1958 Neil Ave.
Columbus, OH 43210
Email: gardar at stat.ohio-state.edu Tel: (614) 292-1567
Web: www.stat.ohio-state.edu/~gardar Fax: (614) 292-2096
_________________________________________________________...
2001 Nov 26
2
R not giving memory back to system?
...RES STATE TIME CPU COMMAND
18068 gardar 1 32 0 244M 241M sleep 0:14 0.02% R.bin
My question is; are gc() and unix top telling the same memory story? If
not, which one is not getting it right?
Cheers,
Gardar
________________________________________________________
Gardar Johannesson
Department of Statistics
Ohio State University
304E Cockins Hall, 1958 Neil Av.
Columbus, OH 43210
_________________________________________________________
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r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hor...
2003 Aug 24
1
regression constraints (again)
...have
set the problem up with solve.QP and just the non-negativity constraints
along the lines of:
y as the data vector
X as the design matrix
D <- t(X) %*% X
d <- t(t(y) %*% X)
A <- diag(ncol(X))
b <- rep(0,ncol(X))
fit <- solve.QP(D=D,d=d,A=t(A),b=b,meq=0)
(as per Gardar Johannesson '01)
When I try to add the extra constraint that sum(weights)=1 I get errors
owing to incompatibility of matrices. I add the constraint by putting an
extra column of all ones to A and setting meq=1.
I can work round it I think, by using an intercept and using the extra
column on the matri...
2007 Apr 24
1
Matrix: how to re-use the symbolic Cholesky factorization?
...n this case one
does only need to carry out the symbolic factorization _once_ and
then follow that up with a numerical factorization for each of the
Q_i's (re-using the general symbolic factorization each time). Does
anybody know if this is possible using the Matrix package?
Thanks,
Gardar Johannesson
Lawrence Livermore National Laboratory
2001 Nov 20
0
Summary: non-negative least squares
Thank you Brian Ripley, Gardar Johannesson, and Marcel Wolbers for your
prompt
and friendly help! I will share any further learnings as I move through
these suggestions. -Bob Abugov
Brian Ripley wrote:
I just use optim() on the sum of squares with non-negativity constraints.
That did not exist in 1999.
Gardar Johannesson wrote:
You...
2000 Jun 22
1
'pausing' in R
...e efficiently, that is, not using as much CPU time
as in the above case?
Thanks,
Gardar
I'm using version 1.1.0 on:
Machine hardware: sun4u
OS version: 5.7
Processor type: sparc
Hardware: SUNW,Ultra-250
_________________________________________________________
Gardar Johannesson Home Addr.
Department of Statistics 605 Dennison, #3
Ohio State University Columbus, OH 43215
305A Cockins Hall, 1958 Neil Av. Tel: 614-531-0102
Columbus, OH 43210 ( cellular )
Tel: 614-292-6038
Fax: 614-292-2096
e-mail: gardar a...
2001 Dec 20
1
optimizing R-1.4.0 build on Solaris; a show-and-tell storry
...c user CPU time
4) The result of system.time(B <- A %*% A) where A is 500x500 matrix.
R-1.4.0-def: 18.83 sec user CPU time
R-1.4.0-opt: 0.37 sec user CPU time
I hope this will be of use to somebody... cheers, Gardar
_________________________________________________________
Gardar Johannesson
Department of Statistics
Ohio State University
304E Cockins Hall, 1958 Neil Av.
Columbus, OH 43210
Tel: 614-292-1567
Fax: 614-292-2096
e-mail: gardar at stat.ohio-state.edu
WWW: www.stat.ohio-state.edu
_________________________________________________________
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-...
2002 Sep 18
1
problem with make fullcheck on Sparc Solaris 8
...al error: Command failed for target `test-Recommended-Examples'
Current working directory /home/gardar/local/src/R-1.6.0/tests
*** Error code 1
make: Fatal error: Command failed for target `fullcheck'
--
_________________________________________________________
Gardar Johannesson
Department of Statistics
The Ohio State University
304E Cockins Hall, 1958 Neil Ave.
Columbus, OH 43210
Email: gardar@stat.ohio-state.edu Tel: (614) 292-1567
Web: www.stat.ohio-state.edu/~gardar Fax: (614) 292-2096
_________________________________________________________
-.-...
2002 Sep 20
0
problem with make on sparc solaris 8 ( R-1.6.0beta_2002-09-18.tar.gz)
...C="cc"
CFLAGS="-xO5 -xlibmil -dalign"
F77="f95"
FFLAGS="-xO5 -xlibmil -dalign"
CXX="CC"
CXXFLAGS="-xO5 -xlibmil -dalign"
and I'm using the solaris make program...
--
_________________________________________________________
Gardar Johannesson
Department of Statistics
The Ohio State University
304E Cockins Hall, 1958 Neil Ave.
Columbus, OH 43210
Email: gardar@stat.ohio-state.edu Tel: (614) 292-1567
Web: www.stat.ohio-state.edu/~gardar Fax: (614) 292-2096
_________________________________________________________
-.-...
2005 Jan 04
2
x11 is not available
Dear list,
I have problems installing R-2.0.1 on SUSE Linux 9.2. I used the
following commands in order install R in
/usr/local
./configure --with x11 --with-readline
make
make install
When starting R and trying to display a plot on the X-window system
output is written to a postscript file. When I try to run x11 with
>x11()
Error in X11(): X11 is not available.
I do have a running
2003 Oct 16
1
Improving efficiency in "outer"-like calculation
Hello,
I am doing mcmc=10000 simulations from a posterior distribution of the parameters
of a mixture of K=6 normal densities.
I have mcmc by K matrices simMeans, simVars and simWeights containing
the simulation output: one row for each simulation, one column for
each normal component of the mixture.
One thing I would like to do is a plot of the posterior predictive
density. In order to do that
2000 Jun 22
1
Summary: 'pausing' in R (fwd)
...se).
We do plan to have a version of this for all platforms in due course.
##################
By the way; is it 'required' to write a summary of responses and post to
r-help? (e.g., as on the s-news list.)
Thanks,
Gardar
_________________________________________________________
Gardar Johannesson Home Addr.
Department of Statistics 605 Dennison, #3
Ohio State University Columbus, OH 43215
305A Cockins Hall, 1958 Neil Av. Tel: 614-531-0102
Columbus, OH 43210 ( cellular )
Tel: 614-292-6038
Fax: 614-292-2096
e-mail: gardar a...
2002 Sep 10
9
R 1.6.0 beta
R 1.6.0 has gone into final feature freeze as of today.
As a new feature, we'll make interim beta versions available via
ftp://cran.us.r-project.org/pub/R/src/base
alias
http://cran.us.r-project.org/src/base
(filename R-1.6.0beta_*.tar.gz, where * is the creation date).
If you want to help ensure that the final 1.6.0 works satisfactorily
on *your* platform, it might be a good idea to