similar to: Implementation of the PL2 weighting scheme of the DFR Framework

Displaying 20 results from an estimated 800 matches similar to: "Implementation of the PL2 weighting scheme of the DFR Framework"

2013 Feb 19
2
Implementing tf-idf weighting scheme in Xapian
Hello guys.I just read up about tf-idf schemes and want to implement it in Xapian (with some frequently used normalizations) as it will also give me a good hang of implementing a weighting scheme before I start working on implementing DFR schemes. I read the following as references and I think Ive understood it well and can write the hack :- 1.)
2009 Jul 30
1
lmer() and "$ operator is invalid for atomic vectors"
Hi all, I am a bit mystified by this error message that I get when I try to apply lmer() to a simple dataset with one between factor (age) and one within factor (item): "$ operator is invalid for atomic vectors" I'll just provide the code, because I don't see where the problem is: library(lme4) options(contrasts=c("contr.helmert","contr.poly")) data =
2005 Sep 26
2
nls and na/Nan/Inf error
I am trying to it a particular nonlinear model common in Soil Science to moisture release data from soil. I have written the function as shown below according to the logist example in Ch8 of Pinheiro & Bates. I am getting the following error (R version 2.1.1) *Error in qr(attr(rhs, "gradient")) : NA/NaN/Inf in foreign function call (arg 1)* Below is the function and data. /#
2009 Apr 24
1
the puzzle of eigenvector and eigenvalue
Dear all I am so glad the R can provide the efficient calculate about eigenvector and eigenvalue. However, i have some puzzle about the procedure of eigen. Fristly, what kind of procedue does the R utilize such that the eigen are obtained? For example, A=matrix(c(1,2,4,3),2,2) we can define the eigenvalue lamda, such as det | 1-lamda 4 | =0 | 2 3-lamda | then
2013 Apr 04
5
Help for bootstrapping‏
I have a set of data for US t-bill returns and US stock returns frm 1980-2012. I am trying to bootstrap the data and obtain the minimum variance portfolio and repeat this portfolio 1000 times. However I am unable to get the correct code function for the minimum variance portfolio. When I tried to enter Opt(OriData+1, 1, 5, 0), I get "error:subscript out of bounds" Please help!
2013 Mar 15
1
DFR framework as a GSOC project
Hey guys,hi.:) I've finished implementing the PL2 scheme . The bounds I have implemented for it are as good as I could, given the nature of the scheme and my mathematical skills.However,tight bounds for other named DFR schemes will be easier to implement because their forumlas are quite simpler compared to PL2 . Will send in a pull request in a couple of days once I'm done with the tests
2011 Apr 19
1
How to get the tuning parameter lamda in storey's qvalue package
Dear All, In Storey's estimator of the proportion of true nulls, the estimator depends on the tuning parameter lamda. Suppose now that an estimator of this proportion has been obtained by the qvalue package, what is the lamda that corresponds to the estimate? How to get this lamda? Thanks, -Chee [[alternative HTML version deleted]]
2009 Apr 10
1
Re MLE Issues
Hi I have been having issue with a ML estimator for Jump diffusion process but know I am get little error I didn't notice before like I am try to create a vector > #GBMPJ MLE Combined Ph 1 LR > # > n<-length(combinedlrph1) > j<-c(1,2,3,4,5,6,7,8,9,10) Error in c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10) : unused argument(s) (3, 4, 5, 6, 7, 8, 9, 10) >
2009 Apr 03
2
Geometric Brownian Motion Process with Jumps
Hi, I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then added this into my log-likelihood equation, know I am getting a message: NA in the initial gradient My codes is hear # n<-length(combinedlr) j<-c(1,2,3,4,5,6,7,8,9,10)
2011 Oct 20
1
R code Error : Hybrid Censored Weibull Distribution
Dear Sir/madam, I'm getting a problem with a R-code which calculate Fisher Information Matrix for Hybrid Censored Weibull Distribution. My problem is that: when I take weibull(scale=1,shape=2) { i.e shape>1} I got my desired result but when I take weibull(scale=1,shape=0.5) { i.e shape<1} it gives error : Error in integrate(int2, lower = 0, upper = t) : the integral is probably
2020 Oct 09
1
Aide pour finaliser ce code
Hello. Here is my R code. I used the functional data . Now I need to use the functional data by applying the kernels instead of the xi, yi functions. Bonjour. Voici mon code en R . J'ai utiliser les donn?es fonctionnelles . Maintenant j'ai besoin d'utiliser les donn?es fonctionnelles en appliquant les noyaux ? la place des fontions xi, yi library(MASS)
2004 Dec 09
1
How can I estimate parameters of probability distributions?
Hi list, I have a group of data. It looks like they follow a exponential distribution. In R, how can I esimate lamda, that is the rate in pexp, of the distribution and can I use Kolmogorov-Smirnov for hypothesis testing in such a situation? I have read the "8.2 Examing the distribution of a set of data" of "An Introduction to R" but I did not find any clues on this issue.
2013 Mar 27
1
Need help as Pl2 tests not performing as expected
Hello guys. I just ran the updated tests for PL2 and they are not giving the mset order I expect.Now,the thing is, dfr's behavior is a bit hard to predict and so even if I expect a particular order ,it may give another order and still be correct.So,the only way to write correct tests for PL2 is to manually calculate the weight of the documents to decide the expected order.For that,I need to
2020 Oct 10
3
Please need help to finalize my code
Good evening dear administrators, It is with pleasure that I am writing to you to ask for help to finalize my R programming algorithm. Indeed, I attach this note to my code which deals with a case of independence test statistic . My request is to introduce the kernels using the functional data for this same code that I am sending you. So I list the lines for which we need to introduce the
2020 Oct 13
1
Please need help to finalize my code
Hm. Google tells me that kernel function is in stats package which comes with base installation and is invoked when you start R. search() [1] ".GlobalEnv" "package:stats" "package:graphics" [4] "package:grDevices" "package:utils" "package:datasets" [7] "package:methods" "Autoloads"
2020 Oct 13
0
Please need help to finalize my code
What do you *mean* "when you want to use the kernels". WHICH kernels? Use to do WHAT? In your browser, visit cran.r-project.org then select "Packages" from the list on the left. Then pick the alphabetic list. Now search for 'kernel'. You will find dozens of matches. On Wed, 14 Oct 2020 at 05:15, PIKAL Petr <petr.pikal at precheza.cz> wrote: > Hm. Google tells
2013 Mar 27
0
Major Mistake in pL2 tests in the pull request
Hello guys.I just realized that Ive not set the weighting scheme to PL2 in the tests for PL2 and so a default weighting scheme of BM25 is used. I am extremely sorry for this and am updating the tests by setting the weighting scheme to PL2. -Regards -Aarsh -------------- next part -------------- An HTML attachment was scrubbed... URL:
2013 Jul 01
1
Weird problem with PL2 tests
Hi olly, I rewrote the test for PL2 after adding code to deal with negative weights. It passes on all backends other than inmemory . I see a different value of weight for inmemory backend. The code to calculate the lower bound is implemented in init().Please can I get some help with this ? -Regards -Aarsh -------------- next part -------------- An HTML attachment was scrubbed... URL:
2013 Mar 25
0
Added feature tests to the PL2 pull request
Hello guys.I have added various tests to the PL2 pull request.They are working fine. Have also added PL2 to the registry and to the java and csharp makefiles.Please do let me know what you'll think.Other than the collection frequency problem discussed on IRC, it is ready.Am now beginning work on adding code and tests for DPH to the same branch. -Regards -Aarsh -------------- next part
2010 Mar 16
0
recursive term
Hi r-users;   I have this values: eign_val <- c(137.810447,3.538721,2.995161,1.685670) alp    <- 1.6549 ;  lamda <- eign_val lamda_m <- min(lamda)   First I calculated manually: delta0 <- 1 delta1 <- alp*delta0*(4-lamda_m*(1/lamda[1]+1/lamda[2]+1/lamda[3]+1/lamda[4]))  delta1 delta2 <- (alp/2)*(delta1*(delta1/alp) + delta0*((1-lamda_m/lamda[1])^2+