search for: unsmooth

...library(XML) doc = htmlParse('http://www.statcan.gc.ca/daily-quotidien/090520/t090520b1-eng.htm') rows = xpathSApply(doc, '//table/tbody/tr') The last row is: row_last = rows[15] row_last [[1]] <tr><td id="t1stub17" class="stub1 RGBShade"><b>Unsmoothed composite leading indicator</b></td>&#13; <td align="right" headers="hdt1r1c2 t1stub17" class="data"><b>221.8</b></td>&#13; <td align="right" headers="hdt1r1c3 t1stub17" class="data"><...

R-help, I have the following file I want to import to R (some lines removed) Calibrated CTD data for station:00280001 Calibrated:23/8 2001, Salinity Unsmoothed, Fluorescence Uncalibrated Maximum observed depth: 36 m QUAL has one digit for each of pressure, temp., sal. and fluor. QUAL=1:Uncal., QUAL=2:OK, QUAL=6:Interp., QUAL=9:No data DEPTH CTDPRS CTDTMP CTDSAL RAWFLU NUMB. QUAL...

...lt;- smooth.spline(d.zoo$Y, spar = 0.2) plot(predict(s,index(d.zoo)), xlab = "Year") # not defined for Date objects and if I do something like plot(predict(s,as.numeric(index(d.zoo))), xlab = "Year") # one straight line, no matter the value of spar What am I doing wrong? (The unsmoothed series plots just fine - a noisy upward trend) Thanks in advance. P.S. I would really just like to keep varying the penalty parameter 'lambda' of a Hodrick-Prescott filter until I get a 'smooth enough' series, but an archive search suggests that if I ask for this, some smarty pa...

...ty, homoscedasticity, independence, and normally-distributed residuals. Absent the last requirement it is optimal but only over unbiased linear estimators. What I am trying to determine is whether or not it is necessary to check for normally-distributed errors in a GAM from mgcv. I know that the unsmoothed terms, if any, will be fitted by ordinary least-squares but I am unsure whether the default Penalized Iteratively Reweighted Least Squares method used in the package is also based upon this assumption or falls under any analogue to the Gauss-Markov Theorem. Thank you in advance for any help. S...

...rt fitted values (should form band with no patterns) I'm totally unfamilar with using Pearson residuals. Until I can see example of a band with no patterns I can't really say if my output is OK! Could this band also be described as a cloud of points with no pattern? I have 2 factors and 2 unsmoothed explanatory variables in my model ? what residual graphs are suitable for these? Is it the "traditional" ones of normalized residuals vs raw explanatory variables? Also for a lot of other model checking residuals are plotted against explanatory variables..what?s appropriate residuals t...

...that the parameter would be used 'in addition' to the 1/N factor. I highly recommend that you reference the sources from the spec.pgram help page. Second, smoothing and tapering are defined separately from the PSD, so I do not think the equalities hold up as well between a quantity of the (unsmoothed) time-domain signal, and its normalized (smoothed &/or tapered) power spectrum. I hope this helps, wasn't to long, and that my weak editing skills did not make to grand an appearance. Regards, KeithC. Message: 30 Date: Tue, 31 Jan 2006 13:02:03 -0800 From: Leif Kirschenbaum <leif a...

在 2015年06月12日 17:12, Pino Toscano 写道: > On Friday 12 June 2015 10:58:34 Pino Tsao wrote: >> Hi, >> >> 在 2015年06月11日 17:43, Pino Toscano 写道: >>> Hi, >>> >>> On Wednesday 10 June 2015 17:54:18 Pino Tsao wrote: >>>> Signed-off-by: Pino Tsao <caoj.fnst@cn.fujitsu.com> >>>> --- >>>> daemon/btrfs.c