Displaying 5 results from an estimated 5 matches for "l_2".
Did you mean:
l2
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} }
----------------------------------------------------------------------------------
#{ X_{t-l_1}=...
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]]
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)
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 Mar 03
8
need help with smooth.spline
Dear R listers,
When using smooth.spline to interpolate data, results are generally
good. However, some cases produce totally unreasonable results.
The data are values of pressure, temperature, and salinity from a
probe that is lowered into the ocean, and the objective is to
interpolate temperature and salinity to specified pressures. While
smooth.spline provides excellent values at the