search for: wl1

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2013 Feb 19
1
latin hypercube sampling
...a probability density function for each variable function, and then use latin hypercube sampling on this pdf. So far, I have created a data frame consisting of the "y" output of density(functionX) for each of the different functions I wish to sample. [examples of functions include T1(t), WL1(T1,t), BE1(WL1,T1,t)] The dataframe consists of 512 rows/vectors for each function. I tried running res <- clhs(df, size = 500, iter = 2000, progress = FALSE, simple = TRUE) and it returned a single series of 500 samples, rather than a series of 500 samples per function. I ultimately need...
2009 Sep 17
0
geoR, variofit
...he semi-variance is of course 6 orders of magnitude higher but the values are the same. So from my point of view it should be the same fit. Maybe there is a reason for this I do not get. Hopefully someone could reply to this question. Thanks, Sascha Bellaire! Parts of code, just multiplying wl1$PSI with 1000 changed it. #Calculate the extent of the current "sampling" design locations <- cbind(wl1$X,wl1$Y) extent <- max(dist(locations)) max.dist <- extent/2 data1 <- cbind(wl1$X,wl1$Y,wl1$PSI*1000) geodata1 <- as.geodata(data1, coords.col = 1:2, data.col = 3...
2009 Jan 21
0
trouble switching to 'plm' from 'xtabond' and Stata
...to perfectly replicate Roodman's "naive model" (on page 17) regressing Log(Employment) on its own first and second lags as well as current and first lags of log(wages) and current/first/second lags of capital and output. Roodman uses the Stata command "regress n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr*" (n=employment, w=wages, k=capital, ys=output, yr*=year dummy variables, and nL1=first Lag of employment). I am unable to replicate other results. Specifically, I cannot even replicate the Least Squares Dummy Variable model with effects for both time and firm...