search for: maxp

...segfault *** address 0x513c7b84, cause 'memory not mapped' Traceback: 1: .Fortran("knnimp", x, ximp = x, p, n, imiss = imiss, irmiss, as.integer(k), double(p), double(n), integer(p), integer(n), PACKAGE = "impute") 2: knnimp.internal(x, k, imiss, irmiss, p, n, maxp = maxp) 3: knnimp(x, k, maxmiss = rowmax, maxp = maxp) 4: impute.knn(dummy0, k) Possible actions: 1: abort (with core dump, if enabled) 2: normal R exit 3: exit R without saving workspace 4: exit R saving workspace ################## thanks for your help in advance! tina -- Bettina Kulle...

...he actual model should take log(J + 1) in case of a 0 value for the J in the time series, but unfortunately I do not know how to rectify this. I was wondering if any one could tell me how how I can achieve this as I am very naive with R still. # Get the matrix for estimation of linear model maxp = max(periods,periodsJ); #max number of aggregation levels if(!is.null(leverage)){ maxp = max(maxp,leverage) } n = length(RM1); #Number of Days # Aggregate RV: RVmatrix1 = aggRV(RM1,periods); if( nest==2 ){ RVmatrix2 = aggRV(RM2,periods); } # In case a jumprobust es...

...ot;)), .Dim = c(1000L, 1L)) The full code is just below this code and what I have tried to do within it is change the following two lines when running transform="log" but this gives unrealistic regression output such as values over 3: if( type == "HARRVJ" ){ J = J[(maxp:(n-h)),]; *x = cbind(x1,J);* # bind jumps to RV data if(!is.null(transform)){ y = Ftransform(y); x = Ftransform(x); } x = cbind(x,rmin); model = estimhar(y=y,x=x); model$transform = transform; model$h = h; model$type = "HARRVJ"; model$dates = al...

...columns: id, p, t, and s, etc.), and the objective is to get a much smaller dataframe and the unique values for ID is 1409 with the minimum and maximum pressure for each profile. The slow part is: h.maxmin <- by(p.1,p.1$id,function(x){ data.frame(id=x$id[1], maxp=max(x$p), minp=min(x$p))}) 2. Even with unneeded data objects removed, this is very slow. Is there a faster way to get the maximum and minimum values? platform sparc-sun-solaris2.9 arch sparc os solaris2.9 system sparc, solaris2.9 st...

Hi - I'm having trouble trying to get "Point'n'Print" working. I (think I?) have set it up as per the HOW-TOs but here's what happens... I login as "root" in the "MAXP" domain to the client (gservxp). I use "Network Neighbourhood" to navigate to the server (lambada). I then open up "Printers and Faxes" - just for info, the Add Printer wizard is there. At this point, the following message gets logged for the client (gservxp): [2003/07...

This message is in MIME format --_=XFMail.1.3.p0.Linux:990422185944:4782=_ Content-Type: text/plain; charset=us-ascii R-0.64.0 on RedHat Linux 5.1 Some problems with multivariate fast fourier transform. I have attached the dump of a 30 x 3 matrix that seems to reliably reproduce these problems 1) mvfft doesn't like vectors. It complains about not having enough memory: R>

...ts. Each sample has thousands of values but as usuual contains missing values I want to use knn to imput these missing values. I am doing tthis using knn.impute. Do I need to specify the various groups or can I just use the knn.impute command on the whole dataset together. Also I am setting the maxp argument to the total number of values for each sample. Is this the correct thing to do? Thanks in advance

...n unsatisfactory around that value. Not supplying the gradient avoids the error (by using a finite-difference model), but is unacceptably slow. Does anyone have an idea for a more clever way to preform what is effectively a simple quadratic programming problem on a discontinuous domain: {0, [minp, maxp]}? Thanks, Robert Robert McGehee, CFA Geode Capital Management, LLC One Post Office Square, 28th Floor | Boston, MA | 02109 Direct: (617)392-8396 This e-mail, and any attachments hereto, are intended fo...{{dropped:10}}

> On Sep 12, 2014, at 10:27 AM, Dan Gohman <dan433584 at gmail.com> wrote: > > > More generally, I don’t see a compelling reason for LLVM to add intrinsic support for the version you’re proposing. Your choice can easily be expanded into IR, and does not have the wide hardware support (particularly in GPUs) that the IEEE version does. > > The IEEE version can also be

On Jul 21, 2008, at 1:21 PM, Stefanus Du Toit wrote: > Hi, > > We would like to extend the vector operations in llvm a bit. We're > hoping to get some feedback on the right way to go, or some starting > points. I had previously had some discussion on this list about a > subset of the changes we have in mind. > > All of these changes are intended to make

Hi, Is the http://xenbits.xensource.com/linux-2.6-xen.hg tree still being updated? if not, what''s the preferred Linux tree to track that has all of the Xen bits? Thanks, Muli _______________________________________________ Xen-devel mailing list Xen-devel@lists.xensource.com http://lists.xensource.com/xen-devel

Hi, We would like to extend the vector operations in llvm a bit. We're hoping to get some feedback on the right way to go, or some starting points. I had previously had some discussion on this list about a subset of the changes we have in mind. All of these changes are intended to make target-independent IR (i.e. IR without machine specific intrinsics) generate better code or be