search for: pvar

This has been bugging me for a while In php you can do $pVar++ to add 1 or $pVar-- to subtract, how can this be done in ruby? -- Posted via http://www.ruby-forum.com/.

...t;- data.frame(mapm=all.names, col=NA,ordin=1:length (all.names)) # created a dataframe, to be sure of the # order, I include a variable 'ordin' to index later # next I merge in the data to use for coloration # the merge works well, with every element matched t <- merge(final[,c('PVar','mapm')],all.names1) # check order once more (redundant perhaps, but I was desperate) t <- t[order(t$ordin),] # a little accounting for the colors t$PVar <- (t$PVar-min(t$PVar,na.rm=T))/(max(t$PVar,na.rm=T)-min(t $PVar,na.rm=T)) t$col <- round((((t$PVar*100)-100)*-1),0) # t$...

...function(p) p[1]/(1+exp((p[2]-times)/p[3])) elliptic(data,model=mu,preg=c(17,50,8)) # variance increases with power of absolute fitted values: model fm1 # note: function for log(variance) is fitted shape <- function(p,mu) p[1]*log(abs(mu))+p[2] elliptic(data,model=mu,preg=c(17,50,8),varfn=shape,pvar=c(1,2),shfn=T) # CAR(1): model fm2 elliptic(data,model=~Asym/(1+exp((xmid-times)/scal)),preg=c(17,50,8),par=0.5) # fit the discrete time AR(1) #elliptic(data,model=~Asym/(1+exp((xmid-ctimes)/scal)),preg=c(17,50,8),par=0.5) # CAR(1) and variance depending on mean elliptic(data,model=mu,preg=c(19,55...

...cky to import variables. this is a simple example. is there any simpler way to do it? furthermore is there any other available resource to interface the two language? RSPerl seems to be no longer supported and when I load it R complains about deprecated functions perl_script <- function(x){ Pvar <- "@var = 1;" PPvar <- .PerlExpr(Pvar) i = 1 for(i in 1:length(x)){ Ppush <- paste("push","(", "@var", ",", x[i], ")", ";", sep = "") .PerlExpr(Ppush) print(i) } Print <- p...

Hi, Is there a function in any of R-packages that can produce and plot the impulse response function for any model.. Thank you Ahmad Abu Hammour -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body",

...x1 is higher than I would have expected from theory (0.7 vs 0.88) I wondered whether this would be an artifact due to x1 and x2 being correlated despite that the variance inflation factor is not too high (1.065): I used perturbation analysis to evaluate collinearity library(perturb) P<-perturb(A,pvars=c("x1","x2"),prange=c(1,1)) > summary(P) Perturb variables: x1 normal(0,1) x2 normal(0,1) Impact of perturbations on coefficients: mean s.d. min max (Intercept) -26.067 0.270 -27.235 -25.481 x1 0.726 0.025 0.672...

...data matrix adf: logical, indicating wether Augmented-Dickey-Fuller Tests should be calculated or not. dtt: logical, wether the data matrix y is governed by a deterministic trend, too. graph: logical, diagram of fits (level and first differences of the y series and impulse response functions). pvar: integer, how many lags the underlying VAR should have. Note, the number of lags in the VECM is one order smaller than the VAR-order is. ira: integer, number of periods for the impulse response function. Output: ALPHA: vector of constants. PSI0: Error-Correction-Matrix PSI: Array of matric...

...TGMEDIUM marshaling and unmarshaling. include: Fix the byte-order in the definition of the USER_MARSHAL_CB_SIGNATURE macro. oleaut32: Add some tests for user marshaling a VT_UNKNOWN variant. oleaut32: Make the VARIANT_UserUnmarshal tests work on XP. oleaut32: Clear the input pvar structure in VARIANT_UserUnmarshal to free the data instead of just initializing. ole32: Add a test for StgStreamImpl_SetSize with a non-zero HighPart for the size. atl: Add support for the pMapEntries parameter to AtlModuleUpdateRegistryFromResourceD. atl: Add support for the reg...