search for: yen

Hi all, I am a bit confused when i type rake spec and it gives me this message, No examples matching ./spec/**/*_spec.rb could be found what is that mean that something is not found. and where i can input my the test code because i did have a tiny sample code in user_controller_test.rb. is that the right place to test functional.. plz give me a help thanks -- You received this message

...ave only x? > Note that the variance of x[1] or any other vector element is zero, > it's only one value therefore it does not vary. A similar reasonong > can be applied to cov(x[1], x[2]), etc. > > Hope this helps, > > Rui Barradas > > ?s 12:14 de 04/10/2024, Steven Yen escreveu: >> Hello >> >> I have a vector: >> >> set.seed(123) > n<-3 > x<-rnorm(n); x [1] -0.56047565 -0.23017749 >> 1.55870831 I like to create a matrix with elements containing >> variances and covariances of x. That is var(x[1]) cov(x[1],x[...

...refore I would like to know that how could it be avoid. One way I think is to define the value 1-sum(x) as zero when it is smaller than a particular value, but the particular value is not be set yet. I would like to know more about the definition of the shown zero in R. Thank you so much. Yen [[alternative HTML version deleted]]

...0 3.0000000 2.0000000 4.0000000 6.0000000 3.0000000 6.0000000 9.0000000 a.*x 1.0000000 2.0000000 3.0000000 4.0000000 8.0000000 12.000000 9.0000000 18.000000 27.000000 -- Steven T. Yen, Professor of Agricultural Economics The University of Tennessee http://web.utk.edu/~syen/ [[alternative HTML version deleted]]

...Fukuoka Ruby Award* http://www.f-rubyaward.com/index_en.html The Government of Fukuoka Japan, together with the Fukuoka Ruby Award Selection Committee, is excited to announce the opening of the 2010 Fukuoka Ruby Award Competition. The competition is free to enter. The grand prize is 1 million yen (approximately $10,000). Applications may be submitted Online at http://www.f-rubyaward.com/index_en.html. *Completed entry forms must be received by 5:00 PM Pacific Time on November 20, 2009 to be eligible.* For detailed information, eligibility requirements, and to apply, please visit http:...

...er into a vector and write a file. However, it could not be properly implemented when I use it. It works when I run it line by line. I wonder what is the problem and I appreciate anyone who is willing to help. The function and the example code is attached. Any advice is appreciated! Best, Yen

...not meaningful for factors in: Ops.factor(y[revOrder], Fitted) ###################################################### Can someone point out what is the meaning of this warning message? I tried to look at Ops.factor, but I don't understand it since I'm relatively new to R. Thanks. Yen Lin [[alternative HTML version deleted]]

...er, this approach is obviously suitable for a short function or a small number of functions. Instead of inserting the lines in Rprofile.site, is there a way to insert one line pointing to (fetching) the function in a local drive, similar to #include c:\path\... in Gauss? Thank you. -- Steven T. Yen, Professor of Agricultural Economics The University of Tennessee http://web.utk.edu/~syen/ [[alternative HTML version deleted]]

...) And I like to do it with "apply". Thanks. On 10/4/2024 6:35 PM, Rui Barradas wrote: > Hello, > > If you have a numeric matrix or data.frame, try something like > > cov(mtcars) > > Hope this helps, > > Rui Barradas > > > ?s 10:15 de 04/10/2024, Steven Yen escreveu: >> On 10/4/2024 5:13 PM, Steven Yen wrote: >> >>> Pardon me!!! >>> >>> What makes you think this is a homework question? You are not >>> obligated to respond if the question is not intelligent enough for you. >>> >>> I did...

...quot;co" or joint with what if you have only x? Note that the variance of x[1] or any other vector element is zero, it's only one value therefore it does not vary. A similar reasonong can be applied to cov(x[1], x[2]), etc. Hope this helps, Rui Barradas ?s 12:14 de 04/10/2024, Steven Yen escreveu: > Hello > > I have a vector: > > set.seed(123) > n<-3 > x<-rnorm(n); x [1] -0.56047565 -0.23017749 > 1.55870831 I like to create a matrix with elements containing variances > and covariances of x. That is var(x[1]) cov(x[1],x[2]) cov(x[1],x[3]) > c...

...teven from iPhone > On Apr 6, 2023, at 6:22 PM, Uwe Ligges <ligges at statistik.tu-dortmund.de> wrote: > > ?No, but you need to ask on an RStudio mailing list. > This one is about R. > > Best, > Uwe Ligges > > > > >> On 06.04.2023 11:28, Steven T. Yen wrote: >> I updated to latest RStudio (RStudio-2023.03.0-386.exe) but >> R would not run. Error message: >> Error Starting R >> The R session failed to start. >> RSTUDIO VERSION >> RStudio 2023.03.0+386 "Cherry Blossom " (3c53477a, 2023-03-09) for Windo...

...ov(cbind(x,y)). If you want to compute all pairwise squared differences between elements of x and y you could use outer(x, y, "-")^2. Can you explain a little bit more about (1) the context for your question and (2) why you want/need to use apply() ? On 2024-10-04 8:28 a.m., Steven Yen wrote: > OK. Thanks to all. Suppose I have two vectors, x and y. Is there a way > to do the covariance matrix with ?apply?. The matrix I need really > contains the deviation products divided by the degrees of freedom (n-1). > That is, the elements > > (1,1), (1,2),...,(1,n) &g...

...ts<-NULL out$results$ei<-ap out$results$vi<-vap All I need is printing by returning out (unless I turn it off). And, retrieve ap and vap as needed as shown above. Guess I need to read more about invisible. On 8/11/2024 10:09 PM, Rui Barradas wrote: > ?s 09:51 de 11/08/2024, Steven Yen escreveu: >> Hi >> >> In the following codes, I had to choose between printing (= TRUE) or >> deliver something for grab (ei, vi). Is there a way to get both--that >> is, to print and also have ei and vi for grab? Thanks. >> >> Steven >> >> .....

...win.binary") package ?aod? successfully unpacked and MD5 sums checked I will always be able to download the proper .zip file from CRAC Archive, right. So, this will always work for me? Thank you all !! If there are more direct options that work, I would still be interested to know. Steven Yen On 2020/10/9 ?? 12:49, Duncan Murdoch wrote: > Don't choose a mirror.? That will override the repos choice. > > Do update R to a current version if you aren't able to debug this > yourself. > > Duncan Murdoch > > On 08/10/2020 12:38 p.m., Steven Yen wrote: >>...

Hello, If you have a numeric matrix or data.frame, try something like cov(mtcars) Hope this helps, Rui Barradas ?s 10:15 de 04/10/2024, Steven Yen escreveu: > On 10/4/2024 5:13 PM, Steven Yen wrote: > >> Pardon me!!! >> >> What makes you think this is a homework question? You are not >> obligated to respond if the question is not intelligent enough for you. >> >> I did the following: two ways to calc...

Hi, Just a quick question. I wonder if the package of "car" has been removed from the most current version of R. Or what can I do to renew it since I have to do the analysis with that? Thanks, yen

...,1]==k], however, I was told it's not a data frame, I can get the object by using dollar sign. I tried data.frame(A), but it didn't work. Any input on this will be very appreciated. Thanks. I tried looking in the manual, but I think I'm might be wrong about the keywords. Yen Lin [[alternative HTML version deleted]]

Hello everyone, It seems that I was not successfully attached the code. Here is the code. I appreciate any help! Best, Yen ?? b88207001 at ntu.edu.tw: > Hello everyone, > > I have been working on a code which simply repeatedly appends a > number into a vector and write a file. However, it could not be > properly implemented when I use it. It works when I run it line by > line. I wonder what is...

Homework questions are not answered on this list. Best, Uwe Ligges On 04.10.2024 10:32, Steven Yen wrote: > The following line calculates standard deviations of a column vector: > > se<-apply(dd,1,sd) > > How can I calculate the covariance matrix using apply? Thanks. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSU...

...ity. I learned how to use it for level one heteroscedasticity but don't know how to use it to model the level two heteroscedasticity. I wonder if anyone could give me some guide how to do it or any suggested software / packages if nlme is unable to do it. Many thanks in advance! Best, Yen