search for: whitened

Displaying 20 results from an estimated 54 matches for "whitened".

2011 Apr 07
1
transform() on selective names. Is it possible?
Hi all, I am whitening my data: # code begins N <- 300 M <- 2 x <- matrix(data=rnorm(N*M, 0, 3)-10, ncol=M, nrow=N) y <- matrix(c(1,-2,-2,1), ncol=M, nrow=M) z <- data.frame(x %*% y) colnames(z) <- c('x','y') par(mfrow=c(1,3)) plot(z, pch=5, col="blue") whiten <- function(x) { (x-mean(x))/sd(x) } zz <- transform(z, x=whiten(x), y=whiten(y))
2011 Sep 09
1
Exception in NeweyWest - Pre-Whitening necessary?
Hi guyz, I have run my algorithm in R (see http://pastebin.com/q84Tujfg) and got the following error: Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, : 'order.max' must be < 'n.used' I am pretty sure, that the error comes from the NeweyWest function in line 45, as the NeweyWest function uses the ar.ols() function for pre whitening. Does anyone
2009 Feb 16
2
Whitening Time Series
Hi R users, I am doing cross correlation analysis on 2 time series (call them y-series and x-series) where I need the use the model developed on the x-series to prewhiten the yseries.. Can someone point me to a function/filter in R that would allow me to do that? Thanks in advance for any help! -- View this message in context:
2002 Nov 26
1
floor curve question (whitening filter)
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN"> <HEAD><META http-equiv=Content-Type content="text/html; charset=iso-8859-1"></HEAD> <BODY bgColor=#ffffff><FONT face="verdana,arial" size="2"> Hi there,</P> one step in the encoding process (if I got it right), would becomputing a "floor
2007 Feb 26
1
Partial whitening of time series?
I have a time series with a one year lag, ar=0.5. The series has some interesting events that disappear when the series is whitened (i.e., fitting an AR process and looking at the residuals). I'd like to remove the autocorrelation in stages to see the effect on the time series. Is there a way to specify the autocorrelation term while fitting an AR process? For instance, given the following: x <- arima.sim(model = list...
2007 May 14
1
Free Colgate Max Fresh Whitening Toothpaste
http://www.colgate.toothpaste-sample.com Get New Colgate Max Fresh Whitening Toothpaste. Cool Mint Flaor with Breath Strips. -- Posted via http://www.ruby-forum.com/. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Ruby on Rails: Talk" group. To post to this group, send email to
2011 Jun 30
0
CCF of two time series pre-whitened using ARIMA
Hi all, I have two time series that I would like to correlate but as they are autocorrelated, I am "pre-whitening" them first by fitting ARIMA models, then correlating their residuals....as described in https://onlinecourses.science.psu.edu/stat510/?q=node/75 However, http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm discusses some issues with ARIMA in R. In particular, for issue 2, if
2007 Nov 17
2
can't rename folder whiten with non ASCI charters
Running dovecot 1.0.5 on Debian testing. I've just tried to create folder using Russian charters after that I'm tried to renamed it without luck. Folder removed and no new created and I still subscribed to old folder even its not exist anymore.
2006 Mar 11
1
Analyze Fmri package
Hi, Can you please help me? Whenever I try to run f.ica.fmri.gui(), R crashes. In the GUI, I selected an *.img file and I checked the 'Create mask' box and I typed a name for the object and then I press 'Start' button. Then in the R Console window it said 'Reading...Whitening', but after the Whitening message an error window popped up and then R crashed. Did I do something
2008 Oct 10
7
How do I see that a xVM is running as paravirtualized
I have followed a combination of instructions from this post and have been able to get an Ubuntu paravirtualized instance running under snv_96. Is there a way to "list" the fact that it is paravirtualized? For example, xm list, virsh list, etc. thanks -- This message posted from opensolaris.org
2006 Sep 30
1
autologistic model? - what package?
Dear all, Could you pleas advise me on the following? I need to use general(ized) linear models (binomial distribution + logit link function) , to describe the preferred environment of each species (each sample is an individual in which I have measured several variables and also recorded the species it belongs to) However, must account for the spatial autrefoocorrelation between
2005 Feb 16
0
Watson Singapore Cares for Singaporean with Biotechnology-revised
Dear Valued Watsons Singapore Customers, Watsons Singapore brings you the latest in Beauty Care with Biotechnology in all 72 Watsons Outlets throughout Singapore. Try! Believe the miraculous effects of Vitasence Biotechnology! Vitasence Biotechnology : A. Amino Acid Facial Cleansing Mousse Skin friendly cleansing agents based on olive oil and amino acids are used to provide effective
2012 Mar 05
0
auto.arima and intervention analysis
Hello, I'm currently using auto.arima to verify the order of my arima model. I would like to use the model to conduct an intervention analysis. The problem is that, when I include a step function in auto.arima, by including a binary variable in "xreg", the arima order that auto.arima gives is different from when I don't include it. From my understanding, the
2007 Jul 03
0
The Benefits of Corner Computer Desks
The Benefits of Corner Computer Desks Corner computer desks are ideal for a corner space in the house or office. They give allow a worker to focus, giving the feel of an exclusive space. They optimize the space within a room and give a cozy look when decorated in tune with the rest of the room. http://nooco.notlong.com Teeth Whitening Naturally One of the latest dental habits to make waves
2014 Aug 11
1
[PATCH 1/2] rngd: add udev rule to source from hwrng if virtio-rng present
On Mon, Aug 11, 2014 at 12:45:27PM +0530, Amit Shah wrote: > > What's the suggested value for rng->quality, though, for virtio-rng > that I can use to ensure the kthread starts? > > Should I use the 700 (70%) as proposed in the original patchset? I'm > not exactly sure how that value will be used as well.. There is no such thing as a suggested value, every number
2014 Aug 11
1
[PATCH 1/2] rngd: add udev rule to source from hwrng if virtio-rng present
On Mon, Aug 11, 2014 at 12:45:27PM +0530, Amit Shah wrote: > > What's the suggested value for rng->quality, though, for virtio-rng > that I can use to ensure the kthread starts? > > Should I use the 700 (70%) as proposed in the original patchset? I'm > not exactly sure how that value will be used as well.. There is no such thing as a suggested value, every number
2008 Aug 05
1
Mixed model with multiple response variables?
Hi, I have a data set collected from 10 measurements (response variables) on two groups (healthy and patient) of subjects performing 4 different tasks. In other words there are two fixed factors (group and task), and 10 response variables. I could analyze the data with aov() or lme() in package nlme for each response variable separately, but since most likely there are correlations among the 10
2008 Mar 13
1
lmer and correlation
Hello list, I've been reading through the archives and it seems as though, as of right now, there is no way to specify the correlation structure in lmer. I was wondering if anyone knows if this is going to be implemented? I'm using mixed-effects models within a tree structure, so I make a lot of calls to lme to get the resulting deviance, and lmer2 is almost 5 times faster than lme
2011 Sep 13
1
Domain Member keytabs invalid after Password Change
We have a 2008r2 AD domain. We join Linux machines as domain members using Samba with Winbind (I'll show all of my config files below). This portion of our setup works without failures of any kind. However, some of these machines are web servers for Intranet stuff and we'd like to have SSO working. For this, we use Apache (HTTPD) plus mod_auth_kerb (requires a keytab file). So, since
2003 Jan 06
2
Removing autocorrelations
Could anyone tell me whether there is an R function for removing autocorrelations from a series of observations before performing a linear or nonlinear regression analysis on them? Many thanks, Andrew Wilson