Displaying 20 results from an estimated 1000 matches similar to: "Adding a Matrix Exponentiation Operator"
2006 Jan 25
1
xx-0.1.0 : xhtml and xml make it twice as dirty
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
2008 Jul 11
1
Subsetting an array by a vector of dimensions
Hi
Is it possible to subset an n-dimensional array by a vector of n dimensions? E.g. assume I have
> x <- array(1:24, dim=2:4)
> x[1,1,2]
[1] 7
> dims <- c(1,1,2)
I would like a function that I can supply x and dims as parameters to, and have it return 7. Also, I would like to do something like:
> x[1,1,]
[1] 1 7 13 19
> dims2<- c(1,1,NA)
And have a function of x and
2000 Apr 04
0
stochastic process transition probabilities estimation
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
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
2006 Sep 14
1
Rv generation
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
2010 Nov 10
2
Parallel code runs slower!
My parallel code is running slower than my non-parallel code! Can someone
pls advise what am I doing wrong here?
t and tTA are simple matrices of equal dimensions.
#NON PARALLEL CODE
nCols=ncol(t)
nRows=nrow(t)
tTA = matrix(nrow=nRows,ncol=nCols)
require(TTR)
system.time(
for (i in 1:nCols) {
x = t[,i]
xROC = ROC(x)
tTA[,i]=xROC
}
)
user system elapsed
123.24 0.07 123.47
#
2013 Mar 11
3
How to obtain the original indices of elements after sorting
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
2012 Jun 25
4
do.call or something instead of for
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
2010 Jun 10
3
Retrieving the 2 row of "dist" computations
Dear R Gurus,
As you probably know, dist calculates the distance between every two rows of
data. What I am interested in is the actual two rows that have the least
distance between them, rather than the numerical value of the distance
itself.
For example, If the minimum distance in the following sample run is d[14],
which is .3826119, and the rows are 4 & 6. I need to find a generic way to
2011 Apr 18
2
Avoiding loop
Hi everyone.
I'm using matrix product such as :
#Generate some data
NCols = 5
NRows = 5
A = matrix(runif(NCols*NRows), ncol=NCols)
B = matrix(runif(NCols*NRows), ncol=NCols)
#First calculation
R = A%*%B
for(i in 1:100)
{
R = R%*%B
}
I would like to know if it was possible to avoid the loop by using something
like mapply or anything else.
Tx in advance,
Phil
--
View this message
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
2006 Apr 08
1
cross product
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]]
2003 May 01
2
What' wrong?
I try to do single proportion test on my category data. Here is my R
script:
library("ctest")
catSignifTest <- function( catFile ) {
###############################################################
## Get the data sets from text file
catData <- read.table( catFile )
ncols <- length(catData)
nrows <- length(catData[,1])
ncol1 <- ncols - 1
probeNbr
2002 Sep 04
3
strange things with eval and parent frames
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(
2018 Jul 16
2
Memory leakage from large lists
Hello,
I am experiencing a very noticeable memory leak when using large lists of
large data. The code below creates a list of matrices, yet the memory does
not free up after removing that item and performing a garbage collection.
Is there a something I can do to prevent this memory leak? Any help would
be greatly appreciated. By the way, if you execute the code, please run it
in a new R session.
2015 Jun 01
2
sum(..., na.rm=FALSE): Summing over NA_real_ values much more expensive than non-NAs for na.rm=FALSE? Hmm...
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
2013 Oct 21
2
Error de markdownToHTML al parsear LATEX
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
2009 Nov 29
1
optim or nlminb for minimization, which to believe?
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
2013 Jan 16
1
dendrogram stops!
Dear I am using the 'as.dendrogram' function from the 'stats' library to convert from an hclust object to a dendrogram with a dataset of size
~30000 (an example code is below). I need the dendrogram structure to
use the "dendrapply" and "attributes" functions and to access the child
nodes, I do not need any of the plot properties.
The problem is that it
2011 Aug 01
3
formula used by R to compute the t-values in a linear regression
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.