search for: keogh

...rom within the function, but the mean value "m" does, why? I think it's probably to do with scoping but don't really know. The vector "x" can of course be printed with the print function so there no problem seeing it for program debugging etc. Thanks in advance. Gerard Keogh The information in this email, and any attachments transmitted with it, are confidential and are for the intended recipient only. If you receive this message in error, please notify us via postmaster at cso.ie. To see the latest figures from the CSO go to http://www.cso.ie -.-.-.-.-.-.-.-.-.-....

Hi all! I'm sure this must have been asked many times before but here goes anyway. I'm looking for a kalman filter in R for ar(i)ma time series. I'm sure there must be one around but it does not seem to be in either ts or tseries packages? Any suggestions welcome. Thanks Gerard Keogh The information in this email, and any attachments transmitted with it, are confidential and are for the intended recipient only. If you receive this message in error, please notify us via postmaster at cso.ie. To see the latest figures from the CSO go to http://www.cso.ie -.-.-.-.-.-.-.-.-.-.-...

Am 28.01.2015 um 07:07 schrieb Philip Keogh: Hi Philip, > There's a .spec file that the author ran through mock on EL7: > https://github.com/mckern/carbon/blob/rpm_spec/rpm_spec/carbon.spec By author you mean the author of the RPM? > (If you need to know how to generate an RPM from a .spec see > https://fedoraproject.org/...

...> Gregory (Greg) L. Snow Ph.D. >>>> Statistical Data Center >>>> Intermountain Healthcare >>>> greg.snow@imail.org >>>> 801.408.8111 >>>> >>>> >>>> -----Original Message----- >>>>> From: Gerard M. Keogh [mailto:GMKeogh@justice.ie] >>>>> Sent: Monday, March 02, 2009 3:22 AM >>>>> To: Greg Snow >>>>> Cc: Frank E Harrell Jr; R list; r-help-bounces@r-project.org >>>>> Subject: Re: [R] Inefficiency of SAS Programming >>>>> >&...

...out S+ either!) I've a simple question: How do I generate overlay plots in R? So far as I can see the plot(x, y) operator will only give me one graph and the plot(x ~ y + z) will give me 2 separate plots. Is there an easy way to overlay or am I missing the obvious? Any help welcome. Gerard Keogh The information in this email, and any attachments transmitted with it, are confidential and are for the intended recipient only. If you receive this message in error, please notify us via postmaster at cso.ie. To see the latest figures from the CSO go to http://www.cso.ie -.-.-.-.-.-.-.-.-.-.-...

Hi I cannot seem to find any information regarding this in the mailing lists . I am testing a UNIX PDC before I implement it to general use in the network . It works fine It would appear with the win 2000 clients. But I essentially have two problems 1. When I have PGP installed on the machine and log in with a roaming profile . It creates a network associates folder that does not get

Hi all, I have a multiple queing situation I'd like to simulate to get some idea of the distributions - waiting times and allocations etc. Does R has a package available for this - many years ago there used to be a language called "simscript" for discrete event simulation and I was wondering if R has an equivalent (or hopefully with graphics, something better!). Apologies if there

I am a beginner in using R and I need help in the interpretation of AR result by R. I used 12 observations for my AR(2) model and it turned out the intercept showed 5.23 while first and second AR coefficients showed 0.40 and 0.46. It is because my raw data are in million so it seems the intercept is too small and it doesn't make sense. Did i make any mistake in my code? My code is as follows:

I did a regression with ARMA errors using arima0 with ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1) or ari<-arima0(y,order=c(2,0,2),xreg=reg1) where reg1 is the matrix of the regressors and when I see diag(ari$var.coef) I get negative terms. Do you know what this mean ? I try to change transform.pars to 0 or 1 but this crash R on Windows. Is it possible to test the significativity

Hi folks, Does anyone know if and when RPMs for "graphite-web" will be available in CentOS 7? I know that this relates to EPEL, but maybe someone here can help me out or point me to soemplace/-one who knows. Thx and regards, Shorty -------------- next part -------------- A non-text attachment was scrubbed... Name: signature.asc Type: application/pgp-signature Size: 181 bytes Desc:

On Tue, Jan 27, 2015 at 10:23 PM, Markus "Shorty" Uckelmann <shorty at koeln.de> wrote: > Am 28.01.2015 um 07:07 schrieb Philip Keogh: >> You can also likely use this Fedora tree: >> http://pkgs.fedoraproject.org/cgit/graphite-web.git/tree/ > > That's the one I already found. But I wasn't sure in which state this > was. So you mean this is "stable"? Is this the one which will some day > s...

On Fri, 8 Jun 2018 15:46:30 +0000 Max Keogh <mpgk at marinesoftware.co.uk> wrote: > Hi Rowland, > > I'm on Ubuntu 16.04.04. > Originally I was using the latest version of Samba from the Ubuntu > repositories but realised that this was old (version 4.3 ish). I > downloaded the latest version from samba.org and co...

Dear all, The standard call to ARIMA in the base package such as arima(y,c(5,0,0),include.mean=FALSE) gives a full 5th order lag polynomial model with for example coeffs Coefficients: ar1 ar2 ar3 ar4 ar5 0.4715 0.067 -0.1772 0.0256 -0.2550 s.e. 0.1421 0.158 0.1569 0.1602 0.1469 Is it possible (I doubt it but am

Hi everyone, newbee query! I've installed R 2.8.0 and tried to run this simple glm - x is no of cars in a given year, y is the number voted in an election that year while n is the population 18+: votes <- data.frame(x = c(0.62,0.77,0.71,0.74,0.77,0.86,1.13,1.44), + y=c(502,542,711,653,771,806,934,1123), n=

Hi all, simple Q: how do I extract the upper and lower CI for predicted probabilities directly for a glm - I'm sure there's a one line to do it but I can't find it. the predicted values I get with the predict (.. "response") Thanks Gerard ********************************************************************************** The information transmitted is intended only for

Dear all, I don't know the historical reason why the char '_' was defined in the R language grammar as a synonyme of the assignment <-, anyway the R documentation dosen't recommand its usage. Well, this is a real "incompatibility issue" each time we need to interface R with other language/systems, notably with database systems. Recall that, in perhaps all

Dear all, sorry to bother you all with this but I've been trying to use the loglm in MASS package (v2.8.0) and cannot get any sensible output. I'm wondering am I doing something very foolish or missing something obvious. For example, I tried the documentation help(loglm) example - here's the code # Case 1: frequencies specified as an array. sapply(minn38,

Hello, Anyone who knows a fast and accurate algorithm for generating draws from an underdispersed Poisson distribution. Or even better, if there is a package containing such an implementation. Thanks Rene

Dear all, I've replicated the cheese tasting example on p175 of GLM's by McCullagh and Nelder. This is a 4 treatment (rows) by 9 ordinal response (cols) table. Here's my simple code: #### cheese library(MASS) options(contrasts = c("contr.treatment", "contr.poly")) y = c(0,0, 1, 7, 8,8,19, 8,1, 6,9,12,11, 7,6, 1, 0,0, 1,1, 6, 8,23,7,

Hi all, apologies if this is obvious - but I can't see it and would appreciate some quick help! the matrix mhouse is 26x3 and I'm computing odds ratios. The simple code below "should" compute the odds vector for every pair (325) i.e. 26C2 in cols 1 and 2. On the first i=1 outer loop the inner j loop runs from 2 to 26 ok and then I get the error (Error: subscript out of bounds)