Displaying 7 results from an estimated 7 matches for "unsmoothed".
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smoothed
2009 Jun 23
1
How to find b entries using xPath?
...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>
<td align="right" headers="hdt1r1c2 t1stub17"
class="data"><b>221.8</b></td>
<td align="right" headers="hdt1r1c3 t1stub17"
class="data"><b&...
2006 Nov 03
4
read file problem
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
M...
2009 Apr 04
2
Help using smooth.spline with zoo object
...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 pant...
2013 Nov 06
3
Nonnormal Residuals and GAMs
...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.
Sin...
2010 Jul 21
0
Validation in R for GAMM
...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 to...
2006 Feb 02
0
How do I normalize a PSD?
...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 at...
2015 Jun 12
2
Re: [PATCH] New API: btrfs_replace_start
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