search for: l_1

Displaying 12 results from an estimated 12 matches for "l_1".

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2000 Apr 04
0
stochastic process transition probabilities estimation
Hi all, I'm new with R (and S), and relatively new to statistics (I'm a computer scientist), so I ask sorry in advance if my question is silly. My problem is this: I have a (sample of a) discrete time stochastic process {X_t} and I want to estimate Pr{ X_t | X_{t-l_1}, X_{t-l_2}, ..., X_{t-l_k} } where l_1, l_2, ..., l_k are some fixed time lags. It will be enough for me to compute #{ X_t=a_t, X_{t-l_1}=a_{t-l_1}, X_{t-l_2}=a_{t-l_2}, ..., X_{t-l_k}=a_{t-l_k} } ---------------------------------------------------------------------------------- #{...
2014 Oct 24
3
[LLVMdev] IndVar widening in IndVarSimplify causing performance regression on GPU programs
...widening uses more mul.lo.s64, add.s64, and setp.lt.s64 instructions which are more expensive than their 32-bit counterparts. Indeed, the SASS code (disassembly of the actual machine code running on GPUs) of the version with widening looks significantly longer. Without widening (7 instructions): .L_1: /*0048*/ IMUL R2, R0, R0; /*0050*/ IADD R0, R0, 0x1; /*0058*/ ST.E [R4], R2; /*0060*/ ISETP.NE.AND P0, PT, R0, c[0x0][0x140], PT; /*0068*/ IADD R4.CC, R4, 0x4; /*0070...
2010 Oct 01
1
Question about Reduce
Hello! In the example below the Reduce() function by default assigns "a" to be the last accumulated value and "b" to be the current value in "x". I could not find this documented anywhere as the default settings for the Reduce() function. Does any sort of documentation for this behavior exist? x <- c(0,0,0,0,0,1,0,0,0,5,0,0,0,7,0,0,0,8,5,10)
2016 Aug 13
2
A "hello world" coverage sanitizer
Thank you, kcc. I am unsure if I misunderstand your reply. It seems that trace-bb, rather than trace-pc, fits better for my problem, given that my instrumentation is to put before each conditional statement. Do I misunderstand something here? " Tracing basic blocks <http://clang.llvm.org/docs/SanitizerCoverage.html#id11> With -fsanitize-coverage=trace-bb the compiler will insert
2002 Oct 21
1
dist() {"mva" package} bug: treats +/- Inf as NA
Vince Carey found this (thank you!). Since the fix to the problem is not entirely obvious, I post this to R-devel as RFC: help(dist) says: >> Missing values are allowed, and are excluded from all computations >> involving the rows within which they occur. If some columns are >> excluded in calculating a Euclidean, Manhattan or Canberra >> distance, the sum is
2004 Feb 25
2
PWM Help
I saw a Help e-mail related to MLE. Does R have a probability weighted method (PWM) estimator function? I can't seem to find anything on PWM, unless my eyes are playing trick on me. [[alternative HTML version deleted]]
2004 Jun 12
1
optimize linear function
I am attempting to optimize a regression model's parameters to meet a specific target for the sum of positive errors over sum of the dependent variable (minErr below). I see two courses of action , 1) estimate a linear model then iteratively reduce the regressors to achieve the desired positive error threshold (naturally the regressors and predicted values are biased - but this is
2018 Sep 19
4
Bias in R's random integers?
Hi Duncan-- Nice simulation! The absolute difference in probabilities is small, but the maximum relative difference grows from something negligible to almost 2 as m approaches 2**31. Because the L_1 distance between the uniform distribution on {1, ..., m} and what you actually get is large, there have to be test functions whose expectations are quite different under the two distributions. Whether those correspond to commonly used statistics or not, I have no idea. Regarding backwards compatib...
2018 Sep 19
2
Bias in R's random integers?
...Philip B. Stark wrote: >> Hi Duncan-- >> >> Nice simulation! >> >> The absolute difference in probabilities is small, but the maximum >> relative difference grows from something negligible to almost 2 as m >> approaches 2**31. >> >> Because the L_1 distance between the uniform distribution on {1, ..., >> m} and what you actually get is large, there have to be test functions >> whose expectations are quite different under the two distributions. > > That is a mathematically true statement, but I suspect it is not very > r...
2018 Sep 19
0
Bias in R's random integers?
On 19/09/2018 3:52 PM, Philip B. Stark wrote: > Hi Duncan-- > > Nice simulation! > > The absolute difference in probabilities is small, but the maximum > relative difference grows from something negligible to almost 2 as m > approaches 2**31. > > Because the L_1 distance between the uniform distribution on {1, ..., m} > and what you actually get is large, there have to be test functions > whose expectations are quite different under the two distributions. That is a mathematically true statement, but I suspect it is not very relevant. Pseudo-ran...
2018 Sep 19
0
Bias in R's random integers?
...an-- > >> > >> Nice simulation! > >> > >> The absolute difference in probabilities is small, but the maximum > >> relative difference grows from something negligible to almost 2 as m > >> approaches 2**31. > >> > >> Because the L_1 distance between the uniform distribution on {1, ..., > >> m} and what you actually get is large, there have to be test functions > >> whose expectations are quite different under the two distributions. > > > > That is a mathematically true statement, but I suspect it...
2018 Sep 19
2
Bias in R's random integers?
No, the 2nd call only happens when m > 2**31. Here's the code: (RNG.c, lines 793ff) double R_unif_index(double dn) { double cut = INT_MAX; switch(RNG_kind) { case KNUTH_TAOCP: case USER_UNIF: case KNUTH_TAOCP2: cut = 33554431.0; /* 2^25 - 1 */ break; default: break; } double u = dn > cut ? ru() : unif_rand(); return floor(dn * u); } On Wed, Sep