search for: yzhang

...or 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]]

...r(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]]

I've installed R-2.9.2 (64 bit), unixODBC-2.2.14-p2 (64 bit) and RODBC_1.2-5 (64 bit) on a 64 bit Redhat Linux server (Red Hat Enterprise Linux Server release 5.4 (Tikanga), x86_64) release 2.6.18-164.2.1.el5. I've tested the ODBC drive via isql and the test was success: [yzhang@ROracleTest ~]$ isql -v DRTST yzhang test +---------------------------------------+ | Connected! | | | | sql-statement | | help [tablename] | | quit | |...

...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]]

...ucture 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]]

....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]]

...h 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]]

...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]]

...=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, 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]]

...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]]

...same in R? 2. I used BSD version of R, which I can use "up" key to call back last command. But in Sun, I can't make it happened. I reinstalled the readline from GNU, hoping it help. But it didn't. Please help me, if anyone know the answer or workaround on above issues. Yan Zhang yzhang at akamaitrading.com -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To...

.../bioconductor.org/packages/2.11/bioc/bin/windows/contrib/2.15/KEGGSOAP_1.32.0.zip' Content type 'application/zip' length 69037 bytes (67 Kb) opened URL downloaded 67 Kb package ‘KEGGSOAP’ successfully unpacked and MD5 sums checked The downloaded binary packages are in         C:\Users\yzhang\AppData\Local\Temp\RtmpawAjwx\downloaded_packages Warning message: installed directory not writable, cannot update packages 'acepack', 'actuar', 'ada', 'ade4', 'ade4TkGUI',   'agricolae', 'akima', 'ape', 'aplpack', 'arules&...

Why was XENMEM_translate_gpfn_list removed in Xen 4.0. How to achieve similar purpose in HVM? _______________________________________________ Xen-devel mailing list Xen-devel@lists.xensource.com http://lists.xensource.com/xen-devel

...n definition. Could you please let me know which file has the function? Also, in general, how do I find the source file of a given function? Thanks. Yue Zhang, CFA Cohen & Steers Capital Management, Inc. 280 Park Ave., 10th Floor New York, NY 10017 Tel: (212)796-9370 Fax: (212)319-8238 Email: yzhang@cohenandsteers.com ________________________________ The information transmitted is only for the intended recipient and may contain confidential, privileged, copyrighted, or otherwise restricted material. It may not be reproduced or retransmitted without permission. If you have received this in er...

Hi, every one, I am a newbie to Theora, it look like very nice. Thank the developers for the excellent project. I have a question: Does Theora support scalable decoding? If not yet, when will it support? Is there a roadmap for it? Thanks a lot.