similar to: character substitution within a variable name

Hi all, I'm new with R (and S), and relatively new to statistics (I'm a computer scientist), so I ask sorry in advance if my question is silly. My problem is this: I have a (sample of a) discrete time stochastic process {X_t} and I want to estimate Pr{ X_t | X_{t-l_1}, X_{t-l_2}, ..., X_{t-l_k} } where l_1, l_2, ..., l_k are some fixed time lags. It will be enough for me to compute

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

Hi all I recently started to write a matrix exponentiation operator for R (by adding a new operator definition to names.c, and adding the following code to arrays.c). It is not finished yet, but I would like to solicit some comments, as there are a few areas of R's internals that I am still feeling my way around. Firstly: 1) Would there be interest in adding a new operator %^% that performs

Hi, Can Someone inform me how to generate RV's using the below CDF, by inverse technique. Thanks for your help and time. My CDF is as follows \[ F(x)=0 \ \text{if} \ x < 0\]\[ F(x)=\{\frac{x-x_i}{x_{i+1}-x_{i}}*(p_{i+1}-p_{i})\}+p_{i}\ \forall \ x_{i}\leq x < x_{i+1} \] \[ F(x)=1 \ \text{if} \ x > x_{i+1} \] Regards Murthy

Dear All, Suppose I have a vector X = (x_1, x_2, ...., x_n), X_sort = sort(X) = (x_(1), x_(2), ... , x(n) ), and I would like to know the original position of these ordered x_(i) in X, how can I do it? case 1: all values are unique x <- c( 3, 5, 4, 6) x.sort <- sort(x) # # I would like to obtain a vector (1, 3, 2, 4) which indicates that 3 in x is still the 1st element in x.sort, 5 is at

Dear R users, I'd like to compute X like below. X_{i,t} = 0.1*t + 2*X_{i,t-1} + W_{i,t} where W_{i,t} are from Uniform(0,2) and X_{i,0} = 1+5*W_{i,0} Of course, I can do this with "for" statement, but I don't think it's good idea because "i" and "t" are too big. So, my question is that Is there any better idea to avoid "for" statement

Hi, there. How do I calculate the cross-product in the form of \sum_{i=1}^{n}X_{i}^{t} \Sigma X_{i} using R code without using do loop? X_{i} is the covariate matrix for subject I, \Sigma is the covariance matrix. Thanks for your help. Yulei [[alternative HTML version deleted]]

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

Dear mailing list, I have found some strange behaviour which I think relates to parent frames and eval. Can anyone explain what's going on here? First example: > test.parent.funcs_ function() { outer.var_ 5 subfunc1_ function() substitute( outer.var, envir=parent.frame()) print( subfunc1()) subfunc2b_ function() eval( quote( outer.var), envir=parent.frame()) print(

I have constructed the function mml2 (below) based on the likelihood function described in the minimal latex I have pasted below for anyone who wants to look at it. This function finds parameter estimates for a basic Rasch (IRT) model. Using the function without the gradient, using either nlminb or optim returns the correct parameter estimates and, in the case of optim, the correct standard

NAME xx - twice as dirty SYNOPSIS ~ > gem install "double x" require "xx" include XX::XHTML doc = xhtml_{ html_{ head_{ title_{ " go xx! " } } body_{ " one more and it would be illegal " } } } URI http://rubyforge.org/frs/?group_id=1024 DESCRIPTION xx is a library designed to extend ruby objects

I'm observing that base::sum(x, na.rm=FALSE) for typeof(x) == "double" is much more time consuming when there are missing values versus when there are not. I'm observing this on both Window and Linux, but it's quite surprising to me. Currently, my main suspect is settings in on how R was built. The second suspect is my brain. I hope that someone can clarify the below

Hola. Intento crear un archivo .html a partir de un .Rmd que tenga Toc, LaTeX y tablas. Empleo RStudio (v. 0.97.551), pero aparece un error en la función "markdownToHTML" Pasos: 1) creo un fichero Rmd (adjunto ejemplo) => con knitr (v. 1.0.5) crea un fichero ".md" 2) Si quiero añadirle el TOC (table of contents) necesito emplear la función "markdownToHTML" del

Hello, I was wondering if someone knows the formula used by the function lm to compute the t-values. I am trying to implement a linear regression myself. Assuming that I have K variables, and N observations, the formula I am using is: For the k-th variable, t-value= b_k/sigma_k With b_k is the coefficient for the k-th variable, and sigma_k =(t(x) x )^(-1) _kk is its standard deviation.

I am using both nlminb and optim to get MLEs from a likelihood function I have developed. AFAIK, the model I has not been previously used in this way and so I am struggling a bit to unit test my code since I don't have another data set to compare this kind of estimation to. The likelihood I have is (in tex below) \begin{equation} \label{eqn:marginal} L(\beta) = \prod_{s=1}^N \int

Dear people, A somewhat clueless question follows: I just discovered that the lme function in contrib package nlme for R, while similar to the lme function in Splus, does not use the cluster function option. This difference does not appear to be documented in the V&R `R Complements' file. I have data which is divided into 6 groups The lme model is of the form (simplified from the actual

On Tue, Feb 3, 2015 at 10:39 AM, Marius Hofert <marius.hofert at uwaterloo.ca> wrote: > 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 >

Does this give correct results for special floats (0, infs)? We tried to improve (for single floats) x86 rcp in llvmpipe with newton-raphson, but unfortunately not being able to give correct results for these two cases (without even more additional code) meant it got all disabled in the end (you can still see that code in the driver) since the problems are at least as bad as those due to bad

Dear R-Users and Developpers, Currently R does not include functions to compute the skewness and kurtosis. I programmed it myself in the following way, but probably *real* programmers/statisticians can do that better: mykurtosis <- function(x) { m4 <- mean((x-mean(x))^4) kurt <- m4/(sd(x)^4)-3 kurt } myskewness <- function(x) { m3 <- mean((x-mean(x))^3) skew <-

Suppose I have the following hat matrix: H=X(X'X)^{-1}X' X is a n by p matrix, where n >= p and X_{i,1} = 1 I'm wondering why H1 = 1. (Here, 1 is column vector, whose each element is the number 1) Thank you!