search for: yanwei

...0.0005085944 Random effects: Formula: ~1 | CL (Intercept) Residual StdDev: 0.8313193 0.5346455 Variance function: Structure: fixed weights Formula: ~invwt Number of Observations: 700 Number of Groups: 100 > fit2 Error in asMethod(object) : matrix is not symmetric [1,2] Wayne (Yanwei) Zhang Statistical Research CNA Email: Yanwei.Zhang@cna.com<mailto:Yanwei.Zhang@cna.com> NOTICE: This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information. If you ar...

Hi all, I have an old package installed, say "abc". Now I made some changes to the source, and built a new version of the source code "abc_0.1.1.tar.gz". How can I update the old package to this newer version from the local tar.gz file? I was running the following, but it did not work. setwd("directory where the tar.gz file locates")

...3.698 0.00767 ** One can see that in the second regression, i.e. R2~-1+p1+R1, the coefficient for p1 is not significant. I wonder if I can run this bivariate regression again with the constraint that the coefficient for p1 in the second regression equation is zero? Thanks a lot. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...ictors, like the WLS in the univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)?? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Hi all, Although I sent the mail to Piotr, the author of FSelector, it should be better to ask here to let others know. Yanwei Begin forwarded message: From: Yanwei Song <yanwei.song@gmail.com> Date: September 7, 2011 4:41:58 PM EDT To: p.romanski@stud.elka.pw.edu.pl Subject: FSelector and RWeka problem Dear Piotr, Thanks for developing the FSelector package for us. I'm a new R beginner, and trying to use...

...ing to sample two variables from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...]=b[,3] > c[,3]=b[,2] > c [,1] [,2] [,3] [,4] [1,] 0.33833811 -0.06181611 -0.9422273 -1.8346134 [2,] 0.07811688 -1.61262688 0.1338694 0.2988365 [3,] -0.68167996 0.71079887 0.2004836 -1.1590184 [4,] 0.21869786 -0.13694344 -1.6356661 -1.2121355 Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...all, I have n independent variables A_1, A_2, A_3,......,A_n, and each with known variances var(A_1), var(A_2),..., but unknown mean. How can I get the approximation of the variance of the product of the variables using numerical computation, i.e. var(A_1*A_2*A_3*.....*A_n)? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...sim2=matrix(0,n,1) > for (i in 1:(n)){ + sim2[i]=rnorm(1,sim1[i]*b1,sqrt(sim1[i])*50) + } > fit1=lm(sim2~-1+sim1,weights=sqrt(sim1)*50) > coef(fit1) sim1 1.116028 > y=sim2/(sqrt(sim1)*50) > x=sim1/(sqrt(sim1)*50) > fit2=lm(y~-1+x) > coef(fit2) x 1.116273 Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Hi all, Assume I have a random vector with four variables, i.e. A=(a,b,c,d). I am able to get the covariance matrix of vector A, but how can I get the covariance matrix of vector B=(a,c,b,d) by manipulating the corresponding covariance matrix of A? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...: Warning messages: 1: In dnorm(x, mean, sd, log) : NaNs produced 2: In dnorm(x, mean, sd, log) : NaNs produced I would really appreciate if anybody would help to point out the problem with this code or tell me how to trace it down (using "trace"?)? Many thanks in advance. Wayne (Yanwei) Zhang Statistical Research CNA NOTICE: This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information. If you are not the intended recipient, any review, dissemination, distr...

...fit2 <- optim(theta, loglik, clotting, gr = NULL, hessian = TRUE, control = list(fnscale = -1)) # Then I got the following error message: Error in optim(theta, loglik, clotting, gr = NULL, hessian = TRUE, control = list(fnscale = -1)) : non-finite finite-difference value [3] Wayne (Yanwei) Zhang Statistical Research CNA Phone: 312-822-6296 Email: Yanwei.Zhang@cna.com<mailto:Yanwei.Zhang@cna.com> NOTICE: This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged in...

...ic",y="character",z="numeric")) [1] "abc" > xxx=new("abc",x=1,y="a",z=2) > xxx$a Error in xxx$a : $ operator not defined for this S4 class > length(xxx) [1] 1 > xxx[[1]] Error in xxx[[1]] : this S4 class is not subsettable Wayne (Yanwei) Zhang Statistical Research CNA NOTICE: This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information. If you are not the intended recipient, any review, dissemination, distr...

...2. I want to validate whether all of the "object"s have the same dimension, that is, whether dim(object1)[1]==dim(object2)[1]==dim(object3)[1]& dim(object1)[2]==dim(object2)[2]==dim(object3)[2] is true. How can I do that easily since the length of lst is not fixed? Thanks. Wayne (Yanwei) Zhang Ttatistical *esearch > CNA > > > E-MAIL CONFIDENTIALITY NOTICE: The contents of this e-mail message and any attachments are intended solely for the addressee(s) and may contain confidential and/or legally privileged information. If you are not the intended recipient of thi...

...7 The following the my code to do the above with the matrix called "r". How can I simply the code? plot(r[,1],type="n",ylim=c(0.4,1.2)) for (i in 1:7) {points(rep(i,8-i),r[,i][1:(8-i)],col=2) } for (i in 2:7) {points(rep(i,(i-1)),r[,i][(9-i):7],col=3)} Thanks Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America <mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

...B, C, D and E. A Vector Autoregression Model should work here. But first of all, I should select which series of B, C, D and E to be include in the VAR model, as well as the number of lags. I wonder If someone would give some advice on such a series selection procedure. Thanks so much. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

Hi all, Is there an easy way to do cumulative matrix multipliation in R? What's the syntex? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com> [[alternative HTML version deleted]]

..."abc", but when the package is loaded, the function "summary(x)" where x is of class "abc" seems to have called the default summary function for "ANY" class. Shouldn't it call the method I have defined? How could I get around with that? Thanks. Wayne (Yanwei) Zhang Statistical Research CNA NOTICE: This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information. If you are not the intended recipient, any review, dissemination, distr...

Dear all, I am a new user of R, here I have a question about remove the previous restored workspace. I saved the workspace last time, but R always automatically load the workspace when I open it. I try to remove the object and then close R without saving. But next time when I open R, it always load the previous workspace. I want to delete the .RData in the directory, but I have no clue

...ed. > > Kenny Larsen > -- > View this message in context: http://www.nabble.com/Assigning-Data-a-name-from-within-another-variable--tp24037279p24037279.html > Sent from the R help mailing list archive at Nabble.com. > > > > > > > > > > From: "Zhang,Yanwei" <Yanwei.Zhang@cna.com> > Date: 16 June 2009 1:58:15 AM > To: r-help@r-project.org > Subject: [R] Create R object > > > Dear R users, > > I have two simple questions here, and hope someone can help me on > this. Thanks in advance. > > 1. > I have a l...