similar to: Help please..

Dear All, I am trying to generate some Pareto random variates using the inverse method. This is really straightfoward and my R function looks as below : pareto <- function(c, a, cnt=1000) { u <- runif(cnt) x <- (c / ((u ^ (1 / a)))) mean.theo <- ((c * a) / (a - 1)) mean.gen <- mean(x) cat('Pareto mean : theoritical', mean.theo, 'generated', mean.gen,

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+

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

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. /#

I install Samba 2.0.7 on my HP 715-80 running HPUX 10.20. The HP server and two PC's are connected on a local LAN. I can map network, move files, etc. However, when I try to use smbtar I get an error. The unix server is hobbs, the two PC's are calvin and marmaduke. The C: drive on calvin is named drive_c and set for share r/w. I can use tar from the cmd line on the unix 'puter to

Hi, I need help in calculating Java method time-stamp in following fashion. Consider following method example. long method3(long stop) { try { Thread.sleep(1500); } catch (Exception e) { } //////////////////// real CPU intensive operation /////////////////////////// for (int i = 1; i < stop; i++) { stop = stop * stop * i; };

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 =

Hi, I have a Ruby on Rails application. I am able to run it in my local system using Apache2 server. I would like to host my application so that all the systems in the private network 192.168.3.0/24 should be able to access the web-application. My system private-ip is 192.168.3.57. Please help me what all configurations do I need to do. Thank you Ajit -- Posted via

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

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]]

Hello guys.I am working on implementing the PL2 weighting scheme of the DFR framework by Gianni Amati. It uses the Poisson approximation of the Binomial as the probabilistic model (P), the Laplace law of succession to calculate the after effect of sampling or the risk gain (L) and within document frequency normalization H2(2) (as proposed by Amati in his PHD thesis). The formula for w(t,d) in

R-help readers, I''m having a problem with an R script (see below), which regularly generates the error message, Error in start:(start + (sample.length - 1)) : NA/NaN argument , for which I am unsure of the cause. In essence, the script (below) generates the start and end points for random subsamples from along a vector (in reality a transect (of a given length,

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) >

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!

Hi, The following controller method taking me into infinite loop. Once the update action completes I want to reload the ''index'' page. May I know why it is going into infinite loop? def update Device.find_by_id( params[:device_id] ).driver = ( params[:driver_id] == 0 ) ? nil : Driver.find_by_id( params[:driver_id] ) redirect_to :action => :index, :tab =>

Hi, I want to use USDT in my java applications. Please tell me how to achieve this. I am comfortable with SDT in C application. I am using Solaris Sparc10 with Generic_120011-14 version. Do I need to update my machine for this? Thanks, Ajit -- This message posted from opensolaris.org

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)

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)

Hi I have a problem on how to proceed with further steps in my analysis. I did a linear OLS regression (ri,t=alpha*beta*rm,t+et) with my daily data of stock and index returns. There is now the problem of arch in my error terms. Thus I used the following r command: /garch(resid_desn, order=c(0,2)) ## This ARCH(2) process seems to fit the best after trial and error. Consequently, I get there

InfoSec World(tm) Conference and Expo 2006 April 3-5, 2006 Vendor Expo: April 3 & 4 Optional Workshops: April 1, 2, 5, 6, & 7 Disney's Coronado Springs Resort / Orlando, FL http://www.misti.com/InfoSecWorld SPECIAL OFFER! SECNAP Network Security Corp. and MIS Training Institute would like to offer you 10% OFF of the regular undiscounted conference fee of $1495 to attend