similar to: Fitting GLMM models with glmer

I declared gi2 as "volatile" and I think gi2 is still incremented once. Here is a snippet of the code. Line 39 - 42 increments gi2. According to the standard, shouldn't ++gi2 be executed twice regardless of whether gi2 is volatile or not? Isn't the missing chain from EH_SJLJ_SETJMP node to load/store nodes that access gi2 causing this problem (please see attached file in my

Okay. I understand builtin functions do not have to behave exactly the same way as standard library functions. What I wanted to know is what should the code generated by llvm (clang + llc) look like (I am working on the Mips back-end now). I guess there should be a behavior users expect to see who are using __builtin_setjmp/longjmp even they aren't the same as library functions. If the code

There is no C standard to follow for these builtins. You are expecting them to behave as if they were the standard library calls. They are not equivalent and the naming similarity is an unfortunate historical artifact. Use the standard library functions instead. -Jim On Apr 27, 2011, at 1:22 PM, Akira Hatanaka wrote: > I declared gi2 as "volatile" and I think gi2 is still

I have another basic question about setjmp/longjmp. When I compile and run the following program, is it expected that global variable gi2 will be incremented twice? It seems that the code generated with clang and llc increments it only once (line 37-43 of attached file). $ clang setjmp6.c -o setjmp6.arm.ll -emit-llvm -O3 -S -ccc-host-triple arm-unknown-darwin -ccc-clang-archs arm $ llc

On Apr 13, 2011, at 9:51 AM, Akira Hatanaka wrote: > int > main (int argc, char** argv) > { > int n = atoi(argv[1]), r; > > if ((r = setjmp (buf))) > { > printf("n = %d\n", n); > return 0; > } Non-volatile local variables are not preserved by setjmp(), so this program can print whatever it wants. /jakob

The builtins are for internal compiler use in the context of SjLj exception handling. Any other use, including any direct calls of the builtins in user code, are a bad idea with no guaranteed behaviour. That they're exposed at all is, again, for historical purposes. Don't use them. -Jim On Apr 27, 2011, at 3:45 PM, Akira Hatanaka wrote: > Okay. I understand builtin functions do not

Okay. Are you saying that you shouldn't use __builtin functions in general in your program or just __builtin_setjmp/longjmp? Also, are there any warnings issued by either clang or llvm if they are used in your program? On Wed, Apr 27, 2011 at 3:55 PM, Jim Grosbach <grosbach at apple.com> wrote: > The builtins are for internal compiler use in the context of SjLj exception >

Dear all, I have a function to optimize for a set of parameters and want to set a constraint on only one parameter. Here is my function. What I want to do is estimate the parameters of a bivariate normal distribution where the correlation has to be between -1 and 1. Would you please advise how to revise it? ex=function(s,prob,theta1,theta,xa,xb,xc,xd,t,delta) { expo1=

Hi I am trying to find a parametric bootstrap confidence interval and when I used the boot function I get zero bias and zero st.error? What could be my mistake? Thank you and take care. Laila [[alternative HTML version deleted]]

Dear list I am calling the functiton bugs() provided by R2WinBugs to performs an IRT analysis. The function returns a set of estimated parameters over n replications/iterations. For each replication, two sets of person measures (theta1 and theta2) and two sets of item difficulty parameters (diff1 and diff2) are returned. The code used to obtain these estimates is as follows: sim <-

Dear Bert, Thank you so much for your kind and valuable feedback. I tried finding the starting values using the approach you mentioned, then did the following to fit the nonlinear regression model: nlregmod2 <- nls(y ~ theta1 - theta2*exp(-theta3*x), start = list(theta1 = 0.37, theta2 = exp(-1.8), theta3 =

Can any one help me to solve problem in my code? I am actually trying to find the stopping index N. So first I generate random numbers from normals. There is no problem in finding the first stopping index. Now I want to find the second stopping index using obeservation starting from the one after the first stopping index. E.g. If my first stopping index was 5. I want to set 6th observation from

Hi, Could you please let me know to use a list in a for loop here geneset is a loop.I am trying to match the names of the list with 1st row of the output. result<- list() for(i in 1:length(output) { result[[i]] <- geneset(which(geneset %n% output[,1])) } Kindly help me out -- View this message in context: http://www.nabble.com/For-loop-tp18163665p18163665.html Sent from the R

Oh, sorry; I changed signs in the model, fitting theta0 + theta1*exp(theta2*x) So for theta0 - theta1*exp(-theta2*x) use theta1= -.exp(-1.8) and theta2 = +.055 as starting values. -- Bert On Sun, Aug 20, 2023 at 11:50?AM Paul Bernal <paulbernal07 at gmail.com> wrote: > Dear Bert, > > Thank you so much for your kind and valuable feedback. I tried finding the > starting

Dear R-users, I apply to your kind attention to know if someone have used the Splus software koq.q (Kent & O'Quigley's measure of dependence for censored data) in R and kindly can help me. I have tried several times to contact the authors Andrej Blejec (andrej.blejec at uni-lj.si) or Janez Stare (janez.stare at mf.uni-lj.si) but unfortunately no one answered me. Following

Dear friends, This is the dataset I am currently working with: >dput(mod14data2_random) structure(list(index = c(14L, 27L, 37L, 33L, 34L, 16L, 7L, 1L, 39L, 36L, 40L, 19L, 28L, 38L, 32L), y = c(0.44, 0.4, 0.4, 0.4, 0.4, 0.43, 0.46, 0.49, 0.41, 0.41, 0.38, 0.42, 0.41, 0.4, 0.4 ), x = c(16, 24, 32, 30, 30, 16, 12, 8, 36, 32, 36, 20, 26, 34, 28)), row.names = c(NA, -15L), class =

Dear Bert, Thank you for your extremely valuable feedback. Now, I just want to understand why the signs for those starting values, given the following: > #Fiting intermediate model to get starting values > intermediatemod <- lm(log(y - .37) ~ x, data=mod14data2_random) > summary(intermediatemod) Call: lm(formula = log(y - 0.37) ~ x, data = mod14data2_random) Residuals: Min

Basic algebra and exponentials/logs. I leave those details to you or another HelpeR. -- Bert On Sun, Aug 20, 2023 at 12:17?PM Paul Bernal <paulbernal07 at gmail.com> wrote: > Dear Bert, > > Thank you for your extremely valuable feedback. Now, I just want to > understand why the signs for those starting values, given the following: > > #Fiting intermediate model to get

I am having the following error in my function function(theta,reqdIRR) { theta1<-theta[1] theta2<-theta[2] n<-length(reqdIRR) constant<- n*(theta1+theta2) sum1<-lapply(reqdIRR*exp(theta1),FUN = sum) sum2<-lapply(exp(theta2 - reqdIRR*exp(theta1)),FUN = sum) sum = sum1 + sum2 log.fcn = constant - as.numeric(sum) result = - log.fcn return(result) } *error :

Hi I need to find the Hessian matrix for a complicated function from a certain kind of data but i keep getting this error Error in f1 - f2 : non-numeric argument to binary operator the data is given by U<-runif(n) Us<-sort(U) tau1<- 2 F1tau<- pgamma((tau1/theta1),shape,1) N1<-sum(Us<F1tau) X1<- Us[1:N1]