search for: montecarlo

...on Harrop wrote: >>> On Monday 02 February 2009 06:10:26 Chris Lattner wrote: >>>> I'm seeing exactly identical .s files with -msse2 and -msse3 on the >>>> scimark version I have. Can you please send the output of: >>>> >>>> llvm-gcc -O3 MonteCarlo.c -S -msse2 -o MonteCarlo.2.s >>>> llvm-gcc -O3 MonteCarlo.c -S -msse3 -o MonteCarlo.3.s >>>> >>>> llvm-gcc -O3 MonteCarlo.c -S -msse2 -o MonteCarlo.2.ll -emit-llvm >>>> llvm-gcc -O3 MonteCarlo.c -S -msse3 -o MonteCarlo.3.ll -emit-llvm >>> &g...

...ically, the -msse3 > > flag > > The -msse3 flag? Does the -msse2 flag have a similar effect? Yes: $ llvm-gcc -Wall -lm -O3 -msse2 *.c -o scimark2 $ ./scimark2 Composite Score: 525.99 FFT Mflops: 538.35 (N=1024) SOR Mflops: 472.29 (100 x 100) MonteCarlo: Mflops: 120.92 Sparse matmult Mflops: 585.14 (N=1000, nz=5000) LU Mflops: 913.27 (M=100, N=100) But -msse does not: $ llvm-gcc -Wall -lm -O3 -msse *.c -o scimark2 $ ./scimark2 Composite Score: 540.08 FFT Mflops: 535.04 (N=1024) SOR...

R-users, I can't tell what's causing the following error. The vignette does not make a reference to a "packages" option or parameter. > library(MonteCarlo) Loading required package: abind Loading required package: codetools Loading required package: rlecuyer Loading required package: snow Loading required package: snowfall > infest_kud_fun<-function(x,A,B){ +?? equation1=exp(A-(B*x)) +?? return(list("equation1"=equation1)) + } &g...

...y" comic strip ) On Thu, Feb 15, 2018 at 11:39 AM, john polo <jpolo at mail.usf.edu> wrote: > R-users, > > I can't tell what's causing the following error. The vignette does not > make a reference to a "packages" option or parameter. > > > library(MonteCarlo) > Loading required package: abind > Loading required package: codetools > Loading required package: rlecuyer > Loading required package: snow > Loading required package: snowfall > > > infest_kud_fun<-function(x,A,B){ > + equation1=exp(A-(B*x)) > + return(list(...

Hi, I would like to replicate a sort of Montecarlo experiment: I have to generate a random variable N(0,1) with 100 observations but I have to contaminate this values at certain point in order to obtain different vectors with different samples: tab<-function(N,n,E,L){ for(i in 1:100){ X1<-rnorm(N*(1-a),0,1) X2<-rnorm(N*(a),E,L) X_tab<...

Hy! I would like to know how run a montecarlo simulation with R. Thank you!!!! Francesca Matalucci __________________________________________________________________ Accesso Internet Gratis per utenti Excite! Attivalo subito! http://www.excite.it/hitech/accesso Il Mio Excite. Personalizza la tua Home page Excite come vuoi tu! http://www.exci...

Hello, When using write.table I am getting two variables pasted together (not by choice). Has anyone else had this happen? Specifically, I have the following: d _ read.dta(paste('/montecarlo/forecast/off/',F,'.dta',sep='')) write.table(d,file=paste('/montecarlo/forecast/off/csv/',F,'.csv',sep=''), row.names=FALSE, col.names=FALSE, quote=FALSE, sep=' , ') which gives: [mtaylor at statamatic Verify]$ head /montecarlo/forecast/...

...rades the performance of the int-intensive Monte Carlo part of the test: $ llvm-gcc -Wall -lm -O3 *.c -o scimark2 $ ./scimark2 Using 2.00 seconds min time per kenel. Composite Score: 432.84 FFT Mflops: 358.90 (N=1024) SOR Mflops: 473.45 (100 x 100) MonteCarlo: Mflops: 210.54 Sparse matmult Mflops: 354.25 (N=1000, nz=5000) LU Mflops: 767.04 (M=100, N=100) $ llvm-gcc -Wall -lm -O3 -msse3 *.c -o scimark2 $ ./scimark2 Composite Score: 548.53 FFT Mflops: 609.87 (N=1024) SOR Mflops: 497.92...

Hello, When using write.table I am getting two variables pasted together (not by choice). Has anyone else had this happen? Specifically, I have the following on a RH7.2/R1.4 box: d _ read.dta(paste('/montecarlo/forecast/off/',F,'.dta',sep='')) write.table(d,file=paste('/montecarlo/forecast/off/csv/',F,'.csv',sep=''), row.names=FALSE, col.names=FALSE, quote=FALSE, sep=' , ') which gives: [mtaylor at statamatic Verify]$ head /montecarlo/forecast/...

...tch.c /home/howarth/llvm-gcc42-work/bin/gcc -O4 -m64 -c Random.c /home/howarth/llvm-gcc42-work/bin/gcc -O4 -m64 -c SOR.c /home/howarth/llvm-gcc42-work/bin/gcc -O4 -m64 -c SparseCompRow.c /home/howarth/llvm-gcc42-work/bin/gcc -O4 -m64 -c array.c /home/howarth/llvm-gcc42-work/bin/gcc -O4 -m64 -c MonteCarlo.c /home/howarth/llvm-gcc42-work/bin/gcc -O4 -m64 -c LU.c /home/howarth/llvm-gcc42-work/bin/llvm-ld -O4 -native -o scimark2 scimark2.o FFT.o kernel.o Stopwatch.o Random.o SOR.o SparseCompRow.o array.o MonteCarlo.o LU.o /usr/lib64/libm.so /usr/lib/../lib64/crt1.o: In function `_start': (.text...

Hi I'm working with the function Kest in the package SpatStat (under LINUX with R 2.1.0). In order to evaluate the statistical significance of my point pattern I'm doing 999 Montecarlo replications. The script that use the Kest function runs OK for most of the different point patterns that I have but for a particular point pattern, which have only 17 points, it runs until the 34th iteration and then I receive this message: Error in "[<-"(`*tmp*`, index, value = NULL...

...tro, and Eric Petit. 23rd IEEE International Symposium on Computer Arithmetic (ARITH), July 2016. The preprint is available online at <https://hal.archives-ouvertes.fr/hal-01192668>. Could you please also add our tool to http://llvm.org/ProjectsWithLLVM ? Verificarlo: A tool for automatic Montecarlo Arithmetic analysis. https://github.com/verificarlo/verificarlo Verificarlo is an LLVM based tool to automatically use the Monte Carlo arithmetic in place of IEEE-754 floating point arithmetic. Verificarlo instruments floating operations point at the LLVM Intermediate Representation level replaci...

...real1,real2) Po<-r*matrix(1,1,N); Sim<-rbind(Po,Z) Simulation<-rbind(real,Z) par(mar=c(10,6,6,6)) matplot(Simulation,type="l",ylim=c(0,40000)) abline(h = 8000, lwd = 2, col = "black") abline(h = 12000, lwd = 2, col = "black") title("Dinamic Montecarlo Simulation 2 years ahead",font=4) fhist<-hist(Simulation,plot=FALSE) par(mar=c(6,0,6,6)) barplot(fhist$counts,axes=FALSE, space=0,horiz=TRUE,col="lightgray") grid() title("Marginal Distribution",font=4) rect(0, 0, 0, 0) # transparent [[alternative HTML version delet...

On Fri, Jan 30, 2009 at 5:43 PM, Jon Harrop <jon at ffconsultancy.com> wrote: > > I just remembered an anomalous result that I stumbled upon whilst tweaking the > command-line options to llvm-gcc. Specifically, the -msse3 flag The -msse3 flag? Does the -msse2 flag have a similar effect? -Eli

My wife has been using a diagnostic from Manley (1991; "Randomization and MonteCarlo Methods in Biology") that compares a normal multiple regression's performance with that using random predicted variables. Is there something like this already available in R? If not, the "boot" package looks like a good place to start looking for methods, no? Thanks in advan...

Hello I have to show that R has more functionality than SAS for MonteCarlo type exercises involving matrix algebra. As I has little experience with SAS is anyone able to help. I have a model written in R but the IT world in this company is not familiar with R and wants to use something like SAS. thanks

...ve read the advertisements about the good manners and I hope to propose a good question. I?m using R to build an epidemiological SEIR model based on ODEs. The odesolve package is very useful to solve deterministic ODE systems but I?d like to perform a stochastic simulation based on Markov chain Montecarlo methods. I don?t know which packages could be used to do it (I tried with "sde" but without results). Have you some suggestions about useful methods and/or function in R for reaching my aim. Thanks in advance. Max MASSIMO FENATI (DVM) ----------------------------------------- Isti...

...thing option. The option is written on a stock that today has a price of X. Nine months before i will have this situation: If a<X<b the option pays 3 dollars If X<a or X>b the option pays nothing The price of the title is described by a geometric brownian motion, so i need to start a Montecarlo simulation to find the stock price using the gbm, and then using it for the evaluation of the option. Many thanks to anyone. Luca, from Italy. [[alternative HTML version deleted]]

...; >> >> >> >> >> par(mar=c(10,6,6,6)) >> matplot(Simulation,type="l",ylim=c(0,40000)) >> >> abline(h = 8000, lwd = 2, col = "black") >> >> abline(h = 12000, lwd = 2, col = "black") >> title("Dinamic Montecarlo Simulation 2 years ahead",font=4) >> >> fhist<-hist(Simulation,plot=FALSE) >> par(mar=c(6,0,6,6)) >> barplot(fhist$counts,axes=FALSE, space=0,horiz=TRUE,col="lightgray") >> grid() >> title("Marginal Distribution",font=4) >> >&...

...) > Simulation<-rbind(real,Z) > > > > > > > par(mar=c(10,6,6,6)) > matplot(Simulation,type="l",ylim=c(0,40000)) > > abline(h = 8000, lwd = 2, col = "black") > > abline(h = 12000, lwd = 2, col = "black") > title("Dinamic Montecarlo Simulation 2 years ahead",font=4) > > fhist<-hist(Simulation,plot=FALSE) > par(mar=c(6,0,6,6)) > barplot(fhist$counts,axes=FALSE, space=0,horiz=TRUE,col="lightgray") > grid() > title("Marginal Distribution",font=4) > > > rect(0, 0, 0, 0) # tran...