similar to: rsync suggestion

Displaying 20 results from an estimated 10000 matches similar to: "rsync suggestion"

2004 Apr 21
2
Question on CAR appendix on NLS
The PDF file on the web, which is an appendix on nonlinear regression associated with the CAR book, is very nice. When I ran through the code presented there, I found something odd. The code does a certain model in 3 ways: Vanilla NLS (using numerical differentation), Analytical derivatives (where the user supplies the derivatives) and analytical derivatives (using automatic differentiation). The
2010 Mar 25
0
help with breaking loops used to fit covariates in nlme model building procedure
Dear All I'm attempting to speed up my model building procedure, but need some help with the loops I've created...please bear with me through the explanation! My basic model call is something like: m0sulf.nlme<-nlme(conc~beta0*exp(-beta1*day)+beta2*exp(-beta3*day), data=m0sulf, fixed=(beta0+beta1+beta2+beta3~1),
2008 Dec 03
1
hypergeometric
Hi, I hope somebody can help me on how to use the hypergeometric function. I did read through the R documentation on hypergeometric but not really sure what it means. I would like to evaluate the hypergeometric function as follows: F((2*alpha+1)/2, (2*alpha+2)/2 , alpha+1/2, betasq/etasq). I'm not sure which function should be used- either phyper or qhyper or dhyper Where
2013 Apr 03
3
Generating a bivariate joint t distribution in R
Hi, I conduct a panel data estimation and obtain estimators for two of the coefficients beta1 and beta2. R tells me the mean and covariance of the distribution of (beta1, beta2). Now I would like to find the distribution of the quotient beta1/beta2, and one way to do it is to simulate via the joint distribution (beta1, beta2), where both beta1 and beta2 follow t distribution. How could we
2012 Oct 23
1
Minimizing Computational Time
Dear R-users, May I seek some suggestions from you. I have a long programme written in R with several 'for' loops inside. I just want to get them out by any elegant way (if there is!) to reduce the computational time of the main programme. For instance, is there any smart way for the following programme that will lessen time?
2012 Oct 17
1
Random Forest for multiple categorical variables
Dear all, I have the following data set. V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 alpha beta 1 11 1 11 1 11 1 11 1 11 alpha beta1 2 12 2 12 2 12 2 12 2 12 alpha beta1 3 13 3 13 3 13 3 13 3 13 alpha beta1 4 14 4 14 4 14 4 14 4 14 alpha beta1 5 15 5 15 5 15 5 15 5
2013 Mar 11
2
vertical lines in R plot
Dear All, May I seek your suggestion on a simple issue. I want to draw vertical lines at some positions in the following R plot. To be more specific, I wish to draw vertical lines at d=c(5.0,5.5,6) and they should go till p=c(0.12,0.60,0.20) . I haven't found any way out, though made several attempts. Please run the following commands first if you are interested in!
2001 Nov 29
0
ltsreg warnings (PR#1184)
Full_Name: Charles J. Geyer Version: 1.3.1 OS: linux-gnu-i686 Submission from: (NULL) (134.84.86.22) ltsreg gives incomprehensible (to me) warnings A homework problem for nonparametrics ########## start example ########## library(bootstrap) data(cell) names(cell) attach(cell) library(lqs) plot(V1, V2) fred <- ltsreg(V2 ~ V1 + I(V1^2)) curve(predict(fred, data.frame(V1 = x)), add = TRUE)
2012 Dec 04
1
Winbugs from R
Hi, I am trying to covert a Winbugs code into R code. Here is the winbugs code model{# model’s likelihoodfor (i in 1:n){time[i] ~ dnorm( mu[i], tau ) # stochastic componenent# link and linear predictormu[i] <- beta0 + beta1 * cases[i] + beta2 * distance[i]}# prior distributionstau ~ dgamma( 0.01, 0.01 )beta0 ~ dnorm( 0.0, 1.0E-4)beta1 ~ dnorm( 0.0, 1.0E-4)beta2 ~ dnorm( 0.0, 1.0E-4)#
2009 Jul 12
2
Nonlinear Least Squares nls() programming help
Hi, I am trying to use the nls() function to closely approximate a vector of values, colC and I'm running into trouble. I am not sure how if I am asking the program to do what I think its doing, because the same minimization in Excel's Solver does not run into problems. If anyone can tell me what is going wrong, and why I'm getting a singular convergence(7) error, please tell me. I
2018 Apr 04
1
parfm unable to fit models when hazard rate is small
Hello, I would like to use the parfm package: https://cran.r-project.org/web/packages/parfm/parfm.pdfhttps://cran.r-project.org/web/packages/parfm/parfm.pdf in my work. This package fits parametric frailty models to survival data. To ensure I was using it properly, I started by running some small simulations to generate some survival data (without any random effects), and analyse the data using
2009 Aug 25
1
Help with nls and error messages singular gradient
Hi All, I'm trying to run nls on the data from the study by Marske (Biochemical Oxygen Demand Interpretation Using Sum of Squares Surface. M.S. thesis, University of Wisconsin, Madison, 1967) and was reported in Bates and Watts (1988). Data is as follows, (stored as mydata) time bod 1 1 0.47 2 2 0.74 3 3 1.17 4 4 1.42 5 5 1.60 6 7 1.84 7 9 2.19 8 11 2.17 I then
2018 Mar 28
0
coxme in R underestimates variance of random effect, when random effect is on observation level
Hello, I have a question concerning fitting a cox model with a random intercept, also known as a frailty model. I am using both the coxme package, and the frailty statement in coxph. Often 'shared' frailty models are implemented in practice, to group people who are from a cluster to account for homogeneity in outcomes for people from the same cluster. I am more interested in the classic
2006 Apr 19
4
DO NOT REPLY [Bug 3701] New: rsync_xal_set: lsetxattr system.posix_acl_default failed: Permission denied
https://bugzilla.samba.org/show_bug.cgi?id=3701 Summary: rsync_xal_set: lsetxattr system.posix_acl_default failed: Permission denied Product: rsync Version: 2.6.7 Platform: x86 OS/Version: Linux Status: NEW Severity: major Priority: P3 Component: core AssignedTo:
2009 Jan 16
0
Project Robust & Linier Regresssion
Hello, I'm EDWIN, I create (make) GUI, with call many function but I don't know why when I call function I can't. if without function, Yes I can.. can you help me ? can you make this, become true with full code? Can you help me to create data.entry with interface LM - BETA1.HAT - BETA2.HAT SD.BETA1.HAT HAT SD.BETA2.HAT RLM - BETA1.HAT - BETA2.HAT SD.BETA1.HAT HAT SD.BETA2.HAT 2 10
2006 Mar 27
1
Missing Argument in optim()
Hello everybody, i already searched the archieves, but i still don't know what is wrong in my implementation, mybe anybody coud give me some advice ll1<-function(rho,theta,beta1,beta2,beta3,beta4,t,Szenariosw5,Testfaellew5,X1,X2) { n<-length(t) t<-cumsum(t) tn<-t[length(t)] Szenn<-Szenariosw5[length(Szenariosw5)]
2009 Jan 18
1
My Problem
Hello, My name is Edwin, I come from INDONESIA I have problem I creating function then I have many calculation like this xx<-function(){ a<-sd(....) b<-beta1.hat c<-beta2.hat data.entry(a,b,c) } then i have function too, almost same yy<-function(){ d<-sd(....) e<-beta1.hat f<-beta2.hat data.entry(d,e,f) } I have 6 function almost same then my problem is I can't
2010 Mar 26
1
Problems if optimization
What's up fellows... I am a begginer in R and i am trying to find the parameters of one likelihood function, but when i otimize it, always appers a error or advertisement and the solve does not occur. The problem seems like that: "lMix<-function(pars,y){ beta1<-pars[1] beta2<-pars[2] beta3<-pars[3] beta4<-pars[4] beta5<-pars[5] alfa1<-pars[6]
2009 Aug 19
1
ridge regression
Dear all, I considered an ordinary ridge regression problem. I followed three different ways: 1. estimate beta without any standardization 2. estimate standardized beta (standardizing X and y) and then again convert back 3. estimate beta using lm.ridge() function X<-matrix(c(1,2,9,3,2,4,7,2,3,5,9,1),4,3) y<-t(as.matrix(cbind(2,3,4,5))) n<-nrow(X) p<-ncol(X) #Without
2006 Oct 17
4
if statement error
Hi List, I was not able to make this work. I know it is a simple one, sorry to bother. Give me some hints pls. Thanks! Jen if(length(real.d)>=30 && length(real.b)>=30 && beta1*beta2*theta1*theta2>0 ) { r <- 1; corr <- 1; } real.d and real.b are two vectors, beta1,beta2,theta1,and theta2 are constants. The error occurred like this: Error in if