Displaying 20 results from an estimated 7000 matches similar to: "looking for reference that covers convergence in distribution"
2006 Aug 09
2
Rails job position in UK
We are an expanding IT company based in West Sussex, UK with a software
department specialising in providing software solutions for Recruitment
agencies.
We are currently seeking a UK based Senior Software Developer to assist
with the development of our software packages using Ruby on Rails. The
position will be based mainly on development of our own software
packages, but may include a
2009 Oct 17
2
Recommendation on a probability textbook (conditional probability)
I need to refresh my memory on Probability Theory, especially on
conditional probability. In particular, I want to solve the following
two problems. Can somebody point me some good books on Probability
Theory? Thank you!
1. Z=X+Y, where X and Y are independent random variables and their
distributions are known.
Now, I want to compute E(X | Z = z).
2.Suppose that I have $I \times J$ random number
2007 May 31
1
cox goodness of fit
Is there an implementation of the Cox-Snell residuals / Nelson-Aalen plot
for goodness of fit?
Or otherwise is there an appropriate Goodness of Fit diagnostic?
Thanks
Murray
--
Murray Pung
Statistician, Datapharm Australia Pty Ltd
0404 273 283
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2007 Apr 30
3
general question about use of list
Hi,
is this list only related to R issues or it has a broader context regarding
questions and discussions about statistics. Is there any other email list or
forum for that? For example, I have a question regarding variance. It is
defined as:
variance = sum(sq(Xi-mean)) / (N-1)
and I never understood why not define it as
variance = sum(absolute(Xi-mean) / (N-1)
I read somewhere that this cannot
2007 Jan 11
0
Re: Digium TE407P vs. Sangoma A104d
Hi,
Recommending to go Digium because of an OpenBSD issue with the
Sangoma A104D is quite funny to say the least since neither
is the TE407P supported in BSD by Digium. So the recommendation is
useless to the person who originally requested for a comparison
between the two products.
If someone wanted to send back the A104D, he could have taken
advantage of Sangoma's 30 day money back
2007 Aug 23
2
Exact Confidence Intervals for the Ration of Two Binomial
Hello everyone,
I will like to know if there is an R package to compute exact confidence
intervals for the ratio of two binomial proportions.
Tony.
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2005 Aug 24
4
scriptaculous: Draggable and table rows
I''m trying to add drag/drop for moving rows between two tables, and not
having much luck... I can get images to be drag-able OK so I know all
the script files are in the right place ;-) But no joy with table rows.
Is this a Draggable and/or Javascript/HTML limitation?
Here''s what I''m trying:
<html>
<head>
<script type="text/javascript"
2007 Jan 16
2
Really Big Queues
Hi,
How do you folks handle really large queues (350+ simultaneous
callers) in your Asterisk PBXes?
We're going to be bringing in around 16 PRIs' worth of inbound
callers, doing skills-based routing, and queuing them up for
approximately 200 agents.
What's the best way to handle all of these callers? We want to record
the calls and we'll probably use the ramdisk method that has
2003 Aug 27
2
Basic GLM: residuals definition
Dear R Users,
I suppose this is a school boy question, but here it is anyway. I'm trying to re-create the residuals for a poisson GLM with simulated data;
x<-rpois(1000,5)
model<-glm(x~1,poisson)
my.resids<-(log(x)- summary(model)$coefficients[1])
plot(my.resids,residuals(model))
This shows that my calculated residuals (my.resids) are not the same as residuals(model).
p 65 of
2005 Oct 18
3
Ajax.Request / XmlHttpRequest details
Does anyone know a good reference for the various statuses that
XmlHttpRequest''s readyState property can have? I mean, I know what
the states are, but I''m unclear on the circumstances under which each
occurs...
In a simple test I wrote, I''m seeing the loaded, interactive and
complete states (i.e. my Ajax.Request instance calls its onLoaded,
onInteractive and
2005 Sep 14
3
Effects.Scale and form input elements
is it possible to use Effects.Scale to make a set of form input
elements appear in a ''slide out'' effect? I''m trying to build a
control with a button which, when clicked, will cause a row of form
inputs to appear. I can do this with Effects.Appear, but what I
really wanted was for the inputs to appear to ''slide out'' from the
button.
What I
2005 Sep 18
3
Attaching effects during onload
I''m trying to attach effects to elements in my onload handler and my
lack of Javascript-fu is showing... I want to call the effect from
the onclick handler of an anchor inside the div I want the effect to
apply to. Here''s what I''m trying to do:
function doOnLoad() {
var filters = document.getElementsByName(''filter'');
for
2015 Aug 06
2
backing up IMAP server on a hard drive
Dear Rick,
Thanks.
I guess I'll have to install dovecot.
I am not sure what the parameter for the -host2 should be(apart from
localhost? )
Its my first time doing dovecot on a Linux desktop.
I was thinking of using Thunderbird to download all mails but I guess that
will be too long of a process.
On Friday, August 7, 2015, Rick Romero <rick at havokmon.com> wrote:
> Hi Kevin,
>
2006 Jan 16
1
singular convergence(7)?
Hi all,
I just wonder what singular convergence means. Thanks.
Yen Lin
Error in lme.formula(Data ~ 1, random = ~1 | Wafer/fie/loc, subset =
Wafer == :
singular convergence (7)
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2013 May 15
1
Problem with convergence in optim
Hello to all,
I have been using an optim with the following call:
optim(param_ini,fun_errores2,Precio_mercado=Precio,anos_pagosE2=anos_pagos,control=list(maxit=10000,reltol=1e-16))
depending on the intial values I'm getting the same solution but once I get
the convergence message=10 (no convergence) and for the others I get
convergence message = 0
Solution1:
$par
beta1
2009 Jul 28
1
Fwd: randomized block design analysis in R
---------- Forwarded message ----------
From: alis villiyam <aalisiyan at gmail.com>
Date: Mon, Jul 27, 2009 at 9:47 AM
Subject: randomized block design analysis in R
To: bolker at zoology.ufl.edu
Dear All user
Hello,
I'm a student and I have some trouble with the experimental
(columns-experiments) design of my project. I use a randomized block design
with 4 treatments including a
2011 Jun 22
1
lme convergence failure within a loop
Hi R-users,
I'm attempting to fit a number of mixed models, all with the same
structure, across a spatial grid with data points collected at various
time points within each grid cell. I'm trying to use a 'for' loop to try
the model fit on each grid cell. In some cells lme does not converge,
giving me the error:
Error message: In lme.formula(logarea ~ year + summ_d, data =
2005 Nov 21
1
singular convergence with lmer function i lme4
Dear R users,
I am trying to fit a GLMM to the following dataset;
tab
a b c
1 1 0.6 199320100313
2 1 0.8 199427100412
3 1 0.8 199427202112
4 1 0.2 199428100611
5 1 1.0 199428101011
6 1 0.8 199428101111
7 0 0.8 199527103011
8 1 0.6 199527200711
9 0 0.8 199527202411
10 0 0.6 199529100412
11 1 0.2 199626201111
12 2 0.8 199627200612
13 1 0.4 199628100111
14 1 0.8
2009 Jun 15
2
GARCH:: False Convergence
Dear R users,
I am trying to use tseries' garch function in order to determine the
volatility of a return series generated by quantmod. Here is the code that I
am using:
> library(quantmod)
> getSymbols("AAPL")
convert daily closing prices into continuous log returns
> dret<-dailyReturn(AAPL,type='log')
check to see that the autocorrelations decay
>
2007 Apr 19
4
convergence
hie..
how can i write a loop that makes algorithm keeps repeating until a solution
is converged?do i use a for loop? i know that we can use for loop to ask for
a number of repetitions, but how to use it to ask the algorithm to keep
repeating until a solution is converged?
Thanks
--
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