Displaying 3 results from an estimated 3 matches for "mchung".
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chung
2012 Feb 29
2
Converting a function from Splus to R
I have a function written for Splus, when I run it in R I obtain get an error
because the function has the elements "0.d0" and "2.d0". How can I change it
to run in R?
The function can be found in page 230 from
http://www.stat.wisc.edu/~mchung/teaching/stat471/stat_computing.pdf
Function is as follows:
gauher <- function(n) {# Gauss-Hermite: returns x,w so that
#\int_-\infty^\infty exp(-x^2) f(x) dx \doteq \sum w_i f(x_i)
EPS <- 3.e-14
PIM4 <- .7511255444649425D0
MAXIT <- 10
m <- trunc((n+1)/2)
x <- w <- rep(-1,n)...
2004 Dec 09
1
System is computationally singular?
Hi all,
I was using the Newton-Raphson method to estimate paremeters in the model developed by my supervisor. However, when I interatively computed theta(t+1)=theta(t) - solve(H)*s (where the Hessian matrix and score vector were explicitely derived), I got the error message: Error in solve.default(H) : system is computationally singular: reciprocal condition number = 1.70568e-032. Assume my score
2007 Apr 20
8
Suggestions for statistical computing course
Dear R-helpers,
I am planning a course on Statistical Computing and Computational
Statistics for the Fall semester, aimed at first year Masters students
in Statistics. Among the topics that I would like to cover are linear
algebra related to least squares calculations, optimization and
root-finding, numerical integration, Monte Carlo methods (possibly
including MCMC), bootstrap, smoothing and