similar to: Programming Statistical Functions

Does anyone have any "R" code for computing the entropy of a simple first or second order Markov chain, given a transition matrix something like the following (or the symbol vector from which it is computed)? AGRe ARIe CSRe DIRe DSCe eos HRMe SPTe TOBe AGRe 0.0000000 0.0000000 0.0000000 0.0000000 1.0000000 0.0000000 0.0000000 0.0000000

On Nov 9, 2011, at 2:12 PM, Chris Lattner wrote: > On Nov 9, 2011, at 1:08 PM, Jim Grosbach wrote: >>> On Nov 9, 2011, at 10:49 AM, Jim Grosbach wrote: >>>>> >>>>> It's not good, but people do it. Also constructing enums via & and | etc. It'd be nice to be able to get the name of whatever it is that the code generator actually produced :)

Greetings: I'm still working on functions to make it easier for students to interpret regression predictions. I am working out a scheme to more easily create "newdata" objects (for use in predict functions). This has been done before in packages like Zelig, Effects, rms, and others. Nothing is "exactly right," though. Stata users keep flashing their "predicted

Hi Jochen, > My llvm version is 3.0 release. > I have a module generated by clang. When I optimize it, I first add an > inlining pass (llvm::createFunctionInliningPass), then these passes: > - own FunctionPass > - llvm::createPromoteMemoryToRegisterPass > - llvm::createInstructionCombiningPass > - llvm::createDeadInstEliminationPass > - llvm::createDeadStoreEliminationPass

Hi! My llvm version is 3.0 release. I have a module generated by clang. When I optimize it, I first add an inlining pass (llvm::createFunctionInliningPass), then these passes: - own FunctionPass - llvm::createPromoteMemoryToRegisterPass - llvm::createInstructionCombiningPass - llvm::createDeadInstEliminationPass - llvm::createDeadStoreEliminationPass - new llvm::DominatorTree() - new

Dear all, I would like to implement a spatial quantile regression using instrumental variable estimation (according to Su and Yang (2007), Instrumental variable quantile estimation of spatial autoregressive models, SMU economics & statistis working paper series, 2007, 05-2007, p.35 ). I am applying the hedonic pricing method on land transactions in Luxembourg. My original data set contains

Hello everyone, I am working on some changes to the Hexagon VLIW PreRA scheduler, and as a part of it need to test aliasing properties of two instruction. What it boils down to is the following code: char a[20]; char s; char *p, *q; // p == &a[0]; q == &s; void test() { register char reg; s = 0; reg = p[0] + p[1]; s = q[0] + reg; return; } When I ask the question whether

I've been presented with a problem where I don't have the raw data, but I do have summary data. Specifically, I have a response that takes values from 0 thru 10, and a factor that has 5 levels (unordered) ... I have a mean and std dev for each of the 5 levels and need to obtain a p-value indicating whether there is evidence of a difference between these means. Mean

Thanks to Rolph Turner and Jason Turner ... I guess I was too excited about getting back on the list after an absense of several years ... I'll be a little more thoughtful about the problem before posting next time, and a little less trigger-happy with the "Send" e-mail button. Never-the-less, much appreciated. - Mohamed -----Original Message----- From: Rolf Turner

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-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Hello, on the wiki-page https://wiki.samba.org/index.php/Build_Samba_from_source there are some configure-Options like "./configure ... - --with-sysconfdir=/etc/samba/". If I try to start "./configure --with-sysconfdir=/etc/samba/" I get the following error-message: waf: error: no such option: --with-sysconfdir Is the

can anyone pls help, On my Windows server, I can view and access my Samba Server and shares, but on my Samba Server under Server Status, the ACTIVE CONNECTIONS shows no value even while the "demons" are running. Sometimes The Active Conections displays 0.0.0 for the value of the IP address. This is absolutely driving me nuts. SOMEONE PLS HELP!!!! __________________________________

Hi R-listers, I am trying to compare sections of the beach separated from the HTL to the Veg (east to west), separated into indices (-5 to 30m), HTLIndex. Cross parallel (north to south) are major beach sections (Rayos 1, 2, 3, 4 and MNB). I am thinking to do an ANOVA for each independent rectangle of beach (not exactly but will be treated as). The HTL from (0-5m) in Rayo 1 is one rectangle of

Hi everyone I am trying to estimate the optimal hedge variance ratio for cross hedging two commodities. the price levels are used (compared to price change and % price change) and used the OLS with dummy variable for estimating the co-efficients. the equation looks like this Y = B + B1*D1 + B2*X + B3*(X*D1) Where Y = Daily Cash market price D1 = Dummy variable taking value 1 for period Oct-Mar

Hi, I am trying to run a software which requires a specific version of glib(GLIBC_2.7). Current version of GLIB on my system is 2.5 and error which I am getting is - ------------------------------ [hp at mysys example]$ /share/apps/CAP3/cap3: /lib64/libc.so.6: version `GLIBC_2.7' not found (required by /share/apps/CAP3/cap3) ------------------------------ [root at mysys scratch]# ldd

This is the initial proposal for a paravirtualized IOMMU device using virtio transport. It contains a description of the device, a Linux driver, and a toy implementation in kvmtool. With this prototype, you can translate DMA to guest memory from emulated (virtio), or passed-through (VFIO) devices. In its simplest form, implemented here, the device handles map/unmap requests from the guest. Future

This is the initial proposal for a paravirtualized IOMMU device using virtio transport. It contains a description of the device, a Linux driver, and a toy implementation in kvmtool. With this prototype, you can translate DMA to guest memory from emulated (virtio), or passed-through (VFIO) devices. In its simplest form, implemented here, the device handles map/unmap requests from the guest. Future

Dear R-Help, My problem/bug came to light,when fitting a linear model using stepwise selection. I'd started with the straightfoward command step(lm(y~., dataset)) This worked fine, but because this starts with all the possible explanatory variables, it results in a model with too many explanatory variables. Hence I wanted to start with just a constant and do forward selection, to get a

I'm using the package pglm and I'have estimated a "random probit model". I need to save in a vector the fitted values and the residuals of the model but I can not do it. I tried with the command fitted.values using the following procedure without results: library(pglm) m1_S<-pglm(Feed ~ Cons_PC_1 + imp_gen_1 + LGDP_PC_1 + lnEI_1 +

k=lm(y~x) summary(k) returns R^2=0.9994 lm(y~x) is supposed to find coef. a anb b in y=a*x+b l=lm(y~x+0) summary(l) returns R^2=0.9998 lm(y~x+0) is supposed to find coef. a in y=a*x+b while setting b=0 The question is why do I get better R^2, when it should be otherwise? Im sorry to use the word "MS exel" here, but I verified it in exel and it gives: R^2=0.9994 when y=a*x+b is used