Displaying 20 results from an estimated 2000 matches similar to: "Record inbound and outbound calls to and from one number."
2005 Jan 27
1
Am I missing something really basic here?????helpwith Asterisk@home {Scanned}
Ok, I thought the point of asterisk@home was that it automatically
detected the X100P board and configured it correctly.
Is this incorrect? You still need to modify /etc/zaptel files? And not
just using the AMP configurator.
There is no mention of this on the Asterisk@home webpage.
Can anyone who has actually used ast6erisk@home confirm this one way or
the other?
Thanks,
Dean
2011 Aug 18
2
Concatenate two strings in one in a string matrix
Dear R-Users
I have the following matrix
> out$desc [,1] [,2]
[1,] "" ""
[2,] "y_{01}(k-001)" ""
[3,] "y_{01}(k-002)" ""
[4,] "y_{01}(k-003)" ""
[5,] "u_{01}(k-001)" ""
[6,] "u_{01}(k-002)" ""
[7,] "u_{01}(k-003)" ""
2005 Jan 26
1
Am I missing something really basic here????? help with Asterisk@home
I'm trying to install asterisk@home, I've just downloaded the latest cd
from soundforge. I can get it to install ok (network card didn't auto
configure - but I worked out how to use 'netconfig').
I worked out how to add a few grandstream budgetone fine. Worked out how
to upload music etc. Worked out how to modify FOP.
Voicemail and meetme's work fine.
2015 Feb 03
2
Seed in 'parallel' vignette
Hi,
This is most likely only a minor technicality, but I saw the
following: On page 6 of the 'parallel' vignette
(http://stat.ethz.ch/R-manual/R-devel/library/parallel/doc/parallel.pdf),
the random-number generator "L'Ecuyer-CMRG" is said to have seed
"(x_n, x_{n-1}, x_{n-2}, y_n, y_{n-1}, y_{n-2})". However, in L'Ecuyer
et al. (2002), the seed is given with
2012 Jul 28
4
quantreg Wald-Test
Dear all,
I know that my question is somewhat special but I tried several times to
solve the problems on my own but I am unfortunately not able to compute the
following test statistic using the quantreg package. Well, here we go, I
appreciate every little comment or help as I really do not know how to tell
R what I want it to do^^
My situation is as follows: I have a data set containing a
2001 Jul 20
3
estimation of drift of continuous random walk
Dear R-Users,
I have the following problem to solve and I wonder if there are means in R
that can help me.
At irregular time intervals I observe a random walk process, Y, with
time-varying drift. I assume that the drift, D, is a (linear) function of
some parameter X. The goal is to estimate D(X).
I could regress Y_{t+dt} - Y_{t} ~ X, but it's probably not appropriate
since Var(Y_{t+dt} -
2002 Mar 29
1
help with lme function
Hi all,
I have some difficulties with the lme function and so this is my problem.
Supoose i have the following model
y_(ijk)=beta_j + e_i + epsilon_(ijk)
where beta_j are fixed effects, e_i is a random effect and
epsilon_(ijk) is the error.
If i want to estimate a such model, i execute
>lme(y~vec.J , random~1 |vec .I )
where y is the vector of my data, vec.J is a factor object
2006 Apr 29
1
SSPIR problem
I am having a problem with the package SSPIR. The code below
illustrates it. I keep getting the message: "Error in y - f :
non-conformable arrays."
I tried to tweak the code below in many different ways, for example,
substituting rbind for cbind, and sometimes I get a different error
message, but I could not find a variation of this code that would
work.
Any help will be greatly
2009 Nov 15
2
lme model specification
Dear all
this is a question of model specification in lme which I'd for which I'd greatly appreciate some guidance.
Suppose I have data in long format
gene treatment rep Y
1 1 1 4.32
1 1 2 4.67
1 1 3 5.09
. . . .
. . . .
. . . .
1 4 1 3.67
1 4 2 4.64
1 4 3 4.87
.
2011 Dec 01
1
Estimation of AR(1) Model with Markov Switching
Dear R users,
I have been trying to obtain the MLE of the following model
state 0: y_t = 2 + 0.5 * y_{t-1} + e_t
state 1: y_t = 0.5 + 0.9 * y_{t-1} + e_t
where e_t ~ iidN(0,1)
transition probability between states is 0.2
I've generated some fake data and tried to estimate the parameters using the
constrOptim() function but I can't get sensible answers using it. I've tried
using
2007 Mar 05
1
Heteroskedastic Time Series
Hi R-helpers,
I'm new to time series modelling, but my requirement seems to fall just
outside the capabilities of the arima function in R. I'd like to fit an
ARMA model where the variance of the disturbances is a function of some
exogenous variable. So something like:
Y_t = a_0 + a_1 * Y_(t-1) +...+ a_p * Y_(t-p) + b_1 * e_(t-1) +...+ b_q *
e_(t-q) + e_t,
where
e_t ~ N(0, sigma^2_t),
2003 Nov 10
1
ts package function filter: mismatch between function action and help (PR#5017)
Dear people,
I'm running
RedHat 9.0
and
R : Version 1.7.1 (2003-06-16)
from the help file
# Usage:
#
# filter(x, filter, method = c("convolution", "recursive"),
# sides = 2, circular = FALSE, init)
# init: for recursive filters only. Specifies the initial values of
# the time series just prior to the start value, in reverse
# time
2001 Oct 09
1
PROC MIXED user trying to use (n)lme...
Dear R-users
Coming from a proc mixed (SAS) background I am trying to get into
the use of (n)lme.
In this connection, I have some (presumably stupid) questions
which I am sure someone out there can answer:
1) With proc mixed it is easy to get a hold on the estimated
variance parameters as they can be put out into a SAS data set.
How do I do the same with lme-objects? For example, I can see the
2009 Jun 19
1
using garchFit() to fit ARMA+GARCH model with exogeneous variables
Hello -
Here's what I'm trying to do. I want to fit a time series y with
ARMA(1,1) + GARCH(1,1), there are also an exogeneous variable x which I
wish to include, so the whole equation looks like:
y_t - \phi y_{t-1} = \sigma_t \epsilon_t + \theta \sigma_{t-1}
\epsilon_{t-1} + c x_t where \epsilon_t are i.i.d. random
variables
\sigma_t^2 = omega + \alpha \sigma_{t-1}^2 + \beta
2003 Jun 19
2
Fitting particular repeated measures model with lme()
Hello,
I have a simulated data structure in which students are nested within
teachers, and with each student are associated two test scores. There
are 20 classrooms and 25 students per classroom, for a total of 500
students and two scores per student. Here are the first 10 lines of
my dataframe "d":
studid tchid Y time
1 1 1 -1.0833222 0
2 1 1
2013 Jul 26
0
[LLVMdev] floor
Here is a test case:
extern double floor(double);
extern double floor_(double);
double x = 1.5;
double y, y_;
void foo() {
double y = floor(x);
double y_ = floor_(x);
}
If I compile this for Mips16, it calls the proper helper function for
floor_ but not for floor, because the signature for floor in callee info
is wrong. Args[0] = void RetTy = void
2011 Nov 12
1
State space model
Hi,
I'm trying to estimate the parameters of a state space model of the
following form
measurement eq:
z_t = a + b*y_t + eps_t
transition eq
y_t+h = (I -exp(-hL))theta + exp(-hL)y_t+ eta_{t+h}.
The problem is that the distribution of the innovations of the transition
equation depend on the previous value of the state variable.
To be exact: y_t|y_{t-1} ~N(mu, Q_t) where Q is a diagonal
2004 Apr 30
1
Exact Binomial test feature or bug?
Dear R Users,
Is the p-value reported in a two-tailed binomial exact
test in error or is it a feature?
If it is a feature, could someone provide a reference
for its two-tailed p-value computations?
Using Blaker's (2000 - Canad. J. Statist 28: 783-798)
approach,the p-value is the minimum of the two-tailed
probabilities $P \left(Y\geq y_{obs}\right)$ and
$P\left(Y\leq y_{obs}\right)$
2002 Apr 09
2
Restricted Least Squares
Hi,
I need help regarding estimating a linear model where restrictions are imposed on the coefficients. An example is as follows:
Y_{t+2}=a1Y_{t+1} + a2 Y_t + b x_t + e_t
restriction
a1+ a2 =1
Is there a function or a package that can estimate the coefficient of a model like this? I want to estimate the coefficients rather than test them.
Thank you for your help
Ahmad Abu Hammour
--------------
2004 Oct 08
1
nlme vs gls
Dear List:
My question is more statistical than R oriented (although it originates
from my work with nlme). I know statistical questions are occasionally
posted, so I hope my question is relevant to the list as I cannot turn
up a solution anywhere else. I will frame it in the context of an R
related issue.
To illustrate the problem, consider student achievement test score data
with multiple