search for: ruppert

...e > nr to NULL so that we don't try to read them again later. > Would it be worth doing a similar thing with the unlocked samplers below the nr mark ? It seems to me that we might be leaking nv50->samplers[s][i], or perhaps I'm missing something ? -Emil > Tested-by: Christian Ruppert <idl0r at qasl.de> > Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> > Cc: "10.2 10.3" <mesa-stable at lists.freedesktop.org> > --- > src/gallium/drivers/nouveau/nv50/nv50_state.c | 7 +++++-- > 1 file changed, 5 insertions(+), 2 deletions(-) > &...

...will mean that the smooth is quite a long way from the data. When you include the intercept (m1) then the intercept is effectively shifting the constrained curve up towards the data, and you get a nice fit. Why? I haven't read Simon's book in great detail, though I have read Ruppert et al.'s Semiparametric Regression. I don't see a reason why a penalized spline model shouldn't equal the intercept (or zero) when all of the regressors equals zero. Is anyone able to help with a bit of intuition? Or relevant passages from a good description of why this would be t...

...he lme4 package to fit a linear mixed model of the form Y = Xb + Zu + e and I can?t figure out how to control the covariance structure of u. I want u ~ N(0,sigma^2*I). More precisely I?m trying to smooth a curve through data using the "Penalized Splines as BLUPs" method as described in Ruppert, Wand & Carroll (2003). So I have Z = [Z1 Z2 ... Z11] where Z1,...,Z11 is a linear spline basis and X = [1 t] where t is time column in my case. I have tried various things and read a lot of the online literature but I can?t seem to find anything useful. I know the old way of fitting this usi...

...ally a Poisson model to describe monthly series of counts in different regions. My aim is to fit subject-specific curves, modelling a non-linear trend for each region through random effects for linear splines components (see Durban et al, Stat Med 2005, or " Semiparametric regression" by Ruppert et al, 2003). I use the command 'glmmPQL' in the MASS package and replicated the analysis with Stata's 'xtmepoisson'. I obtained very different results, so I would like to try 'glmer' in the lme4 package. I guess the default correlation for the random effects in '...

Hi everybody, I am currently working on mixtures of two densities ( f(xi,teta)= (1-teta)*f1(xi) + teta*f2(xi) ), particularly on the behavior of the variance for teta=0 (so sample only comes from the first distribution). To determine the maximum likelihood estimator I use the Newton-Rapdon Iteration. But when computing the first derivative I get a none linear function (with several asymptotes)

Hi all, I am also looking for interesting statistical experiments about testing and estimating CAPM, APT, Fama models, etc. using R using financial series data... please give me some pointers... I have been searching the R archives for the past a few hours and I vaguely got to know that there are programs do these interesting statistical things, but I just could not find where are they... I have

This isn't all that likely to be homework, Bert.... However, Alexander, you may find that not many readers are familiar with YTM concepts. There's a chapter with R examples in Ruppert+Matteson's book (if you have SpringerLink, you may be able to download for free). Otherwise you could try searching CRAN, but be warned that you may get considerably more than you wished for. Some packages do look like they could be relevant. -pd > On 16 Nov 2017, at 16:55 , Bert Gunter &...

Hello, I am a bit confused about gamm in mgcv. Consulting Wood (2006) or Ruppert et al. (2003) hasn't taken away my confusion. In this code from the gamm help file: b2<-gamm(y~s(x0)+s(x1)+s(x2)+s(x3),family=poisson,random=list(fac=~1)) Am I correct in assuming that we have a random intercept here....but that the amount of smoothing is also changing per...

In certain circumstances, findFirstUses could end up doubling back on instructions it had already processed, resulting in an infinite recursion. Avoid this by keeping track of already-visited instructions. Bugzilla: https://bugs.freedesktop.org/show_bug.cgi?id=83079 Tested-by: Tobias Klausmann <tobias.johannes.klausmann at mni.thm.de> Signed-off-by: Ilia Mirkin <imirkin at

I?m working on an R-implementation of the simulation-based finite-sample null-distribution of (R)LR-Test in Mixed Models (i.e. testing for Var(RandomEffect)=0) derived by C. M. Crainiceanu and D. Ruppert. I'm in the beginning stages of this project and while comparing quick and dirty grid-search-methods and more exact optim()/optimize()-based methods to find the maximum of a part of the RLR-Test-Statistic i stumbled upon the following problem: It seems to me that R produces different results...

hello can anyone say me if it is possible to upgrade the firmware of my ups? i mean.. for example i can only run a 10 sec selftest (with original software from trust: winpower...). i see that the internal driver is 1.5.4. thx -- Christian Ruppert -------------- next part -------------- A non-text attachment was scrubbed... Name: signature.asc Type: application/pgp-signature Size: 189 bytes Desc: not available Url : http://lists.alioth.debian.org/pipermail/nut-upsuser/attachments/20080110/af1e3a12/attachment.pgp

...sed to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns Statistics) David Kane (Kane Capital) Roger Koenker (U of Illinois at Urbana/Champaign) David Ruppert (Cornell) Diethelm Wuertz (ETH Z?rich) Eric Zivot (U of Washington) We invite all users of R in Finance to submit one-page abstracts or complete papers (in txt/pdf/doc format). We encourage papers both on academic research topics and related to use of R by Finance practi...

Hello! This is my first post to the help list; I have been using R only for a couple of months. I have been able to find answers to most questions through the archives, but I have not seen any posts about double sided Box-Cox models. Is there any way to run do this in R? Thanks, --Bill West [[alternative HTML version deleted]]

Hi R People: Sorry about the off topic question. Does anyone know the reference for "-2 Log Lambda is approx dist. Chi square", please? It may be Bartlett, but I'm not sure.... thanks in advance! Sincerely, Laura Holt mailto: holtlaura at gmail.com

...sed to announce R/Finance 2009: Applied Finance with R on April 24 and 25, 2009, in Chicago, IL, USA Confirmed keynote speakers include: Patrick Burns (Burns Statistics) David Kane (Kane Capital) Roger Koenker (U of Illinois at Urbana/Champaign) David Ruppert (Cornell) Diethelm Wuertz (ETH Z?rich) Eric Zivot (U of Washington) We invite all users of R in Finance to submit one-page abstracts or complete papers (in txt/pdf/doc format). We encourage papers both on academic research topics and related to use of R by Finance practi...

Samplers are only defined up to num_samplers, so set all samplers above nr to NULL so that we don't try to read them again later. Tested-by: Christian Ruppert <idl0r at qasl.de> Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> Cc: "10.2 10.3" <mesa-stable at lists.freedesktop.org> --- src/gallium/drivers/nouveau/nv50/nv50_state.c | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/src/gallium/driver...

...rate? sampler_state_create/delete deal with allocation and deallocation. samplers starts out as NULL. I'm just making sure that a subsequent call with a larger number of samplers doesn't try to unlock potentially-deleted samplers. -ilia > > -Emil > >> Tested-by: Christian Ruppert <idl0r at qasl.de> >> Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> >> Cc: "10.2 10.3" <mesa-stable at lists.freedesktop.org> >> --- >> src/gallium/drivers/nouveau/nv50/nv50_state.c | 7 +++++-- >> 1 file changed, 5 insertions(+), 2...

...s I said above, sending through My own app or minicom works fine but I'm not able to receive anything. I checked all wires again and again, connections is ok, pins are ok. Is there anybody who has the same UPS (mine is from 1990) and who is able to receive something? -- Regards, Christian Ruppert -------------- next part -------------- A non-text attachment was scrubbed... Name: not available Type: application/pgp-signature Size: 198 bytes Desc: This is a digitally signed message part. URL: <http://lists.alioth.debian.org/pipermail/nut-upsuser/attachments/20090803/1a7a70b3/attachment-000...

https://bugzilla.samba.org/show_bug.cgi?id=10405 Summary: Feature request: Add support for pre/post cmds for the rsync client Product: rsync Version: 3.1.1 Platform: All OS/Version: All Status: NEW Severity: normal Priority: P5 Component: core AssignedTo: wayned at samba.org

This list has a no homework policy. Also, please read the posting guidebelow to learn what sorts of posts are legitimate and how to post. Note: plain text , not html, which often gets mangked by the server. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom