search for: syen04

...a question? You seem to have three possible calculations, have already implemented two of them (?) and it is unclear (to me) what you think the right answer for any of them is supposed to be. > -- Sent from my phone. Please excuse my brevity. On June 7, 2017 > 8:50:55 PM PDT, Steven Yen <syen04 at gmail.com> wrote: >> I need to have all elements of a matrix multiplied by a weight before >> being post-multiplied by itself, as shown in the forst block of codes >> below. I can also multiply the matrix by the square root of the weight >> and then take the outer prod...

...From: Steven Yen <styen at ntu.edu.tw <mailto:styen at ntu.edu.tw>> To: Uwe Ligges <ligges at statistik.tu-dortmund.de <mailto:ligges at statistik.tu-dortmund.de>>, R-help Mailing List <r-help at r-project.org <mailto:r-help at r-project.org>> Cc: Steven Yen <syen04 at gmail.com <mailto:syen04 at gmail.com>> Subject: Re: [R] grep Message-ID: <b73784ce-c018-4587-bcd9-64adbd0dc4a7 at ntu.edu.tw <mailto:b73784ce-c018-4587-bcd9-64adbd0dc4a7 at ntu.edu.tw>> Content-Type: text/plain; charset="utf-8" Sorry. grepl worked: which(grepl...

Hello Can someone help me with the following, specifically in judging whether a matrix exists. I have trouble with the first line below. In this case, matrix obj$hessian exists and is 74 x 74. I receive the error message: Warning message: In all(w$hessian) : coercing argument of type 'double' to logical Thank you all. --- if (!all(obj$hessian)|OPG){ vb<-obj$gradientObs;

Is this a question? You seem to have three possible calculations, have already implemented two of them (?) and it is unclear (to me) what you think the right answer for any of them is supposed to be. -- Sent from my phone. Please excuse my brevity. On June 7, 2017 8:50:55 PM PDT, Steven Yen <syen04 at gmail.com> wrote: >I need to have all elements of a matrix multiplied by a weight before >being post-multiplied by itself, as shown in the forst block of codes >below. I can also multiply the matrix by the square root of the weight >and then take the outer product. > >Act...

...either cheating or wasting our time, and it is up to you to explain why we should follow you down this rabbit hole, keeping in mind that statistics theory per-se is also off-topic here. You have yet to explain why you want to do this the hard way. On October 4, 2024 2:13:26 AM PDT, Steven Yen <syen04 at gmail.com> wrote: >Pardon me!!! > >What makes you think this is a homework question? You are not obligated >to respond if the question is not intelligent enough for you. > >I did the following: two ways to calculate a covariance matrix but >wonder how I might replicate...

I need to have all elements of a matrix multiplied by a weight before being post-multiplied by itself, as shown in the forst block of codes below. I can also multiply the matrix by the square root of the weight and then take the outer product. Actually, what I need is this. Denote each row of the matrix by a row vector as xi and each element of the weighting vector as wi. Then, I need the

I am running R-3.0.3 on RStudio 1.1.183. I have recently gotten the following error message while saving an .RData file with the save.image command. I have not had this problem until recently. Help appreciated. === Error in save.image("bope1a.RData") : image could not be renamed and is left in bope1a.RDataTmp [[alternative HTML version deleted]]

Pardon me!!! What makes you think this is a homework question? You are not obligated to respond if the question is not intelligent enough for you. I did the following: two ways to calculate a covariance matrix but wonder how I might replicate the results with "apply". I am not too comfortable with the online do of apply. > set.seed(122345671) > n<-3 > x<-rnorm(n); x

The RStudio list generally does not respond to free version users. I was hoping someone one this (R) list would be kind enough to help me. Steven from iPhone > On Apr 6, 2023, at 6:22 PM, Uwe Ligges <ligges at statistik.tu-dortmund.de> wrote: > > ?No, but you need to ask on an RStudio mailing list. > This one is about R. > > Best, > Uwe Ligges > > > >