Displaying 3 results from an estimated 3 matches for "p49".
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2007 Apr 11
1
Programming Problem (for loop, random # control, 3 dimentional graph)
...26=g(-2,0)
p27=g(-2,.5)
p28=g(-2,1)
p29=g(-2,2)
p30=g(-2,3)
p31=g(-2,4)
p32=g(-2,5)
p33=g(-1,-.5)
p34=g(-1,0)
p35=g(-1,.5)
p36=g(-1,1)
p37=g(-1,2)
p38=g(-1,3)
p39=g(-1,4)
p40=g(-1,5)
p41=g(-0.5,-0.5)
p42=g(-0.5,0)
p43=g(-0.5,0.5)
p44=g(-0.5,1)
p45=g(-0.5,2)
p46=g(-0.5,3)
p47=g(-0.5,4)
p48=g(-0.5,5)
p49=g(0,-0.5)
p50=g(0,0)
p51=g(0,.5)
p52=g(0,1)
p53=g(0,2)
p54=g(0,3)
p55=g(0,4)
p56=g(0,5)
p57=g(0.5,-.5)
p58=g(0.5,0)
p59=g(0.5,.5)
p60=g(0.5,1)
p61=g(0.5,2)
p62=g(0.5,3)
p63=g(0.5,4)
p64=g(0.5,5)
p65=g(1,-.5)
p66=g(1,0)
p67=g(1,.5)
p68=g(1,1)
p69=g(1,2)
p70=g(1,3)
p71=g(1,4)
p72=g(1,5)
p73=g(2,-.5)...
2005 Nov 30
0
unexpected result from KalmanRun (KalmanLike, StructTS)
...v = y - Z a, F = Z P Z' + H, K = T P Z' / F +
H,
a[t+1] = T a + K v, P[t+1] = T P L' + R Q R'
for P1 = 0, Q=0, T=Z=R=1 that reduces to:
v = y - a, F = H, K = H, a[t+1] = a + K v,
P[t+1] = 0
(also equivalent to exponential moving average,
Durbin/Koopman p49)
So I am getting a serious discrepancy between manual
and KalmanRun computations. To make things more
interesting, looking into the code of arima.c we have
at line 109 an equivalent of
a[t+1] = anew + Pnew * resid0 / gain
where gain = mod$h = H (by line 97), resid0 = y-a =
v (by lines...
2013 Nov 07
1
R interface to C API Rf_logspace_{add,sub}?
Is there an R-language interface to the R API C-language functions Rf_logspace_add()
and Rf_logspace_sub()? I don't see one but I may not looking under the
right name.
Various packages have functions which do that same sort
of thing (log(exp(x)+exp(y)) and log(exp(x)-exp(y)) without unnecessary
floating point errors). They have names like
matrixStats::logSumExp(lx, na.rm=FALSE, ...)