search for: nran

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2006 Aug 24
2
Why are lagged correlations typically negative?
...58593 -0.49161602 0.03805543 > (T2<-c(T1[2:3],NA)) [1] -0.49161602 0.03805543 NA > cor(T1,T2, use="complete") [1] 1 ########### # More advanced simulation example ########### > lags function(nobs,nreps,rho=1){ OUT<-data.frame(NEG=rep(NA,nreps),COR=rep(NA,nreps)) nran<-nobs+1 #need to generate 1 more random number than there are observations for(i in 1:nreps){ V1<-rnorm(nran) V2<-sqrt(1-rho^2)*rnorm(nran)+rho*V1 #print(cor(V1,V2)) V1<-V1[1:nran-1] V2<-V2[2:nran] OUT[i,1]<-ifelse(cor(V1,V2)<=0,1,0)...
2005 Aug 03
7
call fortran in R
...ly load the compiled code. Here is what I have done: In the terminal this how I compiled my fortran code: R CMD SHLIB ~/Desktop/Fortan_kmeans/kmeans3.f There is the wrapper I have paste inside de kmeans3.f file: c THIS IS THE WRAPPER subroutine wrapper(n, p, nran, mat, ishort, w, z, + ntran, istand, k1, k2, iassign, iseed) integer n,p,kmax real*8 mat(n,p),sx(kmax,p),sx2(kmax,p),vect(p), + xbar(kmax,p),var(kmax,p),mean(p),coord(10) real*8 D1,Dref,SSE,SSEref,Dvec(kmax),w(p),SST...