similar to: Combinatorics for nonparametric tests

Dear R users, When running the program below I receive the following error message: fit <- optim(parm, objective, yt = tyield, hessian = TRUE) Error in as.vector(data) : no method for coercing this S4 class to a vector I can't figure out what the problem is exactly. I imagine that it has something to do with "tyield" being a matrix. Any help on explaining what's going on

Hi, I'm trying to estimate the parameters of a state space model of the following form measurement eq: z_t = a + b*y_t + eps_t transition eq y_t+h = (I -exp(-hL))theta + exp(-hL)y_t+ eta_{t+h}. The problem is that the distribution of the innovations of the transition equation depend on the previous value of the state variable. To be exact: y_t|y_{t-1} ~N(mu, Q_t) where Q is a diagonal

Dear all The following is a very basic and beginner's question on loops. Suppose you have data (say, 1000 cases) with two variables named "answer" (string) and "class" (numeric). The latter runs from 1 to 78 and categorizes the data. I need to create a file "answer_1.txt" for the cases with class==1, and so on, up to "answer_78.txt" I have been

Hi I want to enumerate all vectors of length "J", whose elements are integers in the range 1 to S, without regard to ordering. With J=S=3, the combinations are as follows: [,1] [,2] [,3] [1,] 1 1 1 [2,] 1 1 2 [3,] 1 1 3 [4,] 1 2 2 [5,] 1 2 3 [6,] 1 3 3 [7,] 2 2 2 [8,] 2 2 3 [9,] 2

I have a problem where I need to loop over the total combinations of vectors (combined once chosen via combinatorics). Here is a simplification of the problem: STEP 1: Define three vectors a, b, c. STEP 2: Combine all possible pairwise vectors (i.e., 3 choose 2 = 3 possible pairs of vectors: ab,ac, bc) NOTE: the actual problem has 8 choose 4, 8 choose 5 and 8 choose 6 combinations. STEP

Hi How do I generate all ways of ordering sets of indistinguishable items? suppose I have two A's, two B's and a C. Then I want AABBC AABCB AACBC ABABC . . .snip... BBAAC . . .snip... CBBAA [there are 5!/(2!*2!) = 30 arrangements. Note AABBC != BBAAC] How do I do this? -- Robin Hankin Uncertainty Analyst National Oceanography Centre, Southampton European Way, Southampton SO14

On Mon, Jan 15, 2018 at 6:30 PM, ?? <chenxi at shudun.com> wrote: > Using the host name of the volume, its related gluster commands can become > very slow .For example,create,start,stop volume,nfs related commands. and > some time And in some cases, the command will return Error : Request timed > out > but If using ip address to create the volume. The volume all gluster >

Using the host name of the volume, its related gluster commands can become very slow .For example,create,start,stop volume,nfs related commands. and some time And in some cases, the command will return Error : Request timed out but If using ip address to create the volume. The volume all gluster commands are normal. I have configured /etc/hosts correctly,Because,SSH can normally use the

Greetings, I have the following? Problem: Given k (=10) discrete independent random variables X_i with n_i (= 5 to 20) values each,compute quantiles of the distribution of the sum X = X_1+...+X_k. Here X has n=n_1 x n_2 ... n_k distinct values which is too large to list them all together with their probabilities. I tried several approaches: (A) Convolution: each X_j is approximated with

Hi, I am running simulations that does multiple comparisons to control. For each simulation, I need to model 7 nls functions. I loop over 7 to do the nls using try if try fails, I break out of that loop, and go to next simulation. I get warnings on nls failures, but the simulation continues to run, except when the internal call (internal to nls) of the chol2inv fails.

Dear R developers, I am a little disappointed that my bug report only made it to the wishlist, with the argument: Well, it does not say it has. Only relevant to prediction intervals. predict.lm does calculate prediction intervals for linear models from weighted regression, so they should be correct, right? As far as I can see they are bound to be wrong in almost all cases, if no weights

As we all know, in R indices for vectors start with 1, i.e, x[0] is not a correct expression. Some algorithms, e.g. in graph theory or combinatorics, are much easier to formulate and code if 0 is an allowed index pointing to the first element of the vector. Some programming languages, for instance Julia (where the index for normal vectors also starts with 1), provide libraries/packages that allow

Hi All, I'm trying to come up with a clear and concise (and fast?) solution to the following problem. I would like to take a vector 'v' and enumerate all of the ways in which it can be broken into n sets of length 2 (if the length of the vector is odd, and an additional set of length 1). An element of 'v' can only appear in one set. Order within sets is not important.

Also https://cran.r-project.org/package=Oarray (which is older and hence possibly more stable) On 2024-04-21 3:55 a.m., Hans W wrote: > As we all know, in R indices for vectors start with 1, i.e, x[0] is not a > correct expression. Some algorithms, e.g. in graph theory or combinatorics, > are much easier to formulate and code if 0 is an allowed index pointing to > the first element

Hi, This is FYI. Lets not start discussion on a topic of "my fingerd is better than yours". Alex ------- Forwarded Message Return-Path: owner-bugtraq@NETSPACE.ORG Message-ID: <199705240145.WAA11413@morcego.linkway.com.br> Date: Fri, 23 May 1997 22:45:04 -0300 Reply-To: Rodrigo Barbosa <rodrigob@MORCEGO.LINKWAY.COM.BR> Sender: Bugtraq List <BUGTRAQ@NETSPACE.ORG>

https://cran.r-project.org/package=index0 On Sun, Apr 21, 2024, 3:56 AM Hans W <hwborchers at gmail.com> wrote: > As we all know, in R indices for vectors start with 1, i.e, x[0] is not a > correct expression. Some algorithms, e.g. in graph theory or combinatorics, > are much easier to formulate and code if 0 is an allowed index pointing to > the first element of the vector.

"Kaylor, Andrew" <andrew.kaylor at intel.com> writes: > I guess we'll have to add that to the list of things that needs to be > done to replace the old JIT. > > In the projects I've worked on that use MCJIT, we've been using > getPointerToFunction and then calling it from outside the MCJIT > engine, but I suppose that the generic handling in

?s 08:55 de 21/04/2024, Hans W escreveu: > As we all know, in R indices for vectors start with 1, i.e, x[0] is not a > correct expression. Some algorithms, e.g. in graph theory or combinatorics, > are much easier to formulate and code if 0 is an allowed index pointing to > the first element of the vector. > > Some programming languages, for instance Julia (where the index for

I have a whole slew of questions about optimization passes. Answers to any or all would be extremely helpful: How important are doInitialization/doFinalization? I can't detect any difference if I use them or not. Why does the function pass manager have doInitialization/doFinalization, but the global pass manager doesn't? If I am applying the function passes to many functions, do I

Dear useRs, French reading people among you might be interested by the following book: Noel, Y. (2013). Psychologie statistique avec R [Statistical psychology with R, in French], coll. PratiqueR, Paris: Springer. http://www.springer.com/psychology/book/978-2-8178-0424-8 This book provides a detailed presentation of all basics of statistical inference for psychologists, both in a fisherian