similar to: estimation of drift of continuous random walk

Displaying 20 results from an estimated 8000 matches similar to: "estimation of drift of continuous random walk"

2003 Feb 19
4
fitting a curve according to a custom loss function
Dear R-Users, I need to find a smooth function f() and coefficients a_i that give the best fit to y ~ a_0 + a_1*f(x_1) + a_2*f(x_2) Note that it is the same non-linear transformation f() that is applied to both x_1 and x_2. So my first question is how can I do it in R? A more general question is this: suppose I have a utility function U(a_i, f()), where f() is say a spline. Is there a general
2001 Sep 17
3
computational capacity of Linux network
Hi, This is not an R question per ce, but I feel like this is a right community to ask it. As a part of our work we run a lot of non-interactive computational jobs. To increase the throughput we would like to distribute the load over the entire network and we are looking at Linux network as a platform. Ideally we would like to be able to submit a job to the network, rather than to a computer, and
2001 Nov 26
3
Doing things with POSIXt
Dear R-Users, I have a data file with timestamps and I wanted to use POSIXct time data type to represent the respective column. I played around with the type and found a couple of issues: * there seems to be no direct way of reading datetimes into a variable. Let's say this is my file "1992-02-27 23:03:20 PST" "1992-02-27 22:29:56 PST" "1992-01-14 01:03:30 PST"
2002 Jul 13
3
mutable objects
Hi, I need "mutable" objects that I can safely modify in my C code. All call interfaces, e.g. .C, .Call, etc., require you to not modify the "in" args. The description of the OOP package in R-news from Sep 2001 alludes to a possiblity of such objects, but the package itself is no longer on Omegahat and I am not sure I need the full machinery. Thanks, Vadim P.S. I wonder
2002 Apr 29
2
calling optim from external C/C++ program
Hi, Does anyone have an example of calling optim() from a standalone C/C++ program? If possible please include the linker options (I am using gcc version 2.96 20000731 (Red Hat Linux 7.1 2.96-98)) Thanks, Vadim -------------------------------------------------- DISCLAIMER This e-mail, and any attachments thereto, is intended only for use by the addressee(s) named herein and may contain
2002 Nov 11
2
listing objects loaded by load()
Hi, Is there a direct way of listing objects loaded by load() command? I worked around by loading into a new environment and then ls() of that environment, but I wonder if there is a simpler way. Thanks, Vadim -------------------------------------------------- DISCLAIMER This e-mail, and any attachments thereto, is intended only for use by the addressee(s) named herein and may contain legally
2001 Oct 27
2
"unloading" data
Dear R-Users, I am reading the "An Introduction to R" manual and have come across data() function for loading data. I assume that R requires explicit loading of data objects to save memory. Then I'd expect there should be a function that can unload the objects once they are not needed anymore, what is this function? It would be helpful if ?data contained a reference to that
2004 Dec 05
4
What is the most useful way to detect nonlinearity in logistic regression?
It is easy to spot response nonlinearity in normal linear models using plot(something.lm). However plot(something.glm) produces artifactual peculiarities since the diagnostic residuals are constrained by the fact that y can only take values 0 or 1. What do R users find most useful in checking the linearity assumption of logistic regression (i.e. log-odds =a+bx)? Patrick Foley patfoley at
2001 Nov 23
4
SQL implementations (was: Are you experienced in SAS and R ...)
An embedded message was scrubbed... From: Douglas Bates <bates at stat.wisc.edu> Subject: Re: [R] Are you experienced in SAS and R as well? Which of these would you recommend me? Date: 23 Nov 2001 15:16:59 -0600 Size: 4446 Url: https://stat.ethz.ch/pipermail/r-help/attachments/20011123/8d0399f0/attachment.mht
2002 Sep 03
1
predict.lm with missing data
Dear R-Users, Say I have a data frame 'data' with missing values and I fit > data.lm <- lm(y~x, data=data, na.action=na.omit) Now I want to compute predictions for each observation of 'data' (having NA where the data was missing). The straightforward predict(data.lm) is not good since it produces a vector that is shorter than the number of rows in data (because of the
2002 Dec 02
1
readLines() changes mode of connection
Hi, It seems like reading a line from a gzfile() connection changes the mode of the connection from text to binary (it also alters "can write", in case it matters). The following transcript, produced on RedHat 7.1, demonstrates this "feature" (note the evolution of file$text). Is this expected? Thanks, Vadim > file <- gzfile("foo.gz") file <-
2003 Sep 03
3
read.table: check.names arg - feature request
Hi, I thought it would be convenient if the check.names argument to read.table, which currently can only be TRUE/FALSE, could take a function value as well. If the function is supplied it should be used instead of the default make.names. Here is an example where it can come in handy. I tend to keep my data in coma-separated files with a header line. The header line is prefixed with a comment
2005 Mar 08
4
how modify object in parent.env
Hi, Is it possible to modify an object in the parent.env (as opposed to re-bind)? Here is what I tried: > x = 1:3 # try to modify the first element of x from within a new environment > local(get("x", parent.env(environment()))[1] <- NA) Error in eval(expr, envir, enclos) : Target of assignment expands to non-language object # On the other hand retrieval works just fine >
2004 Jun 14
5
mkChar can be interrupted
Hi, As was discussed earlier in another thread and as documented in R-exts .Call() should not be interruptible by Ctrl-C. However the following code, which spends most of its time inside mkChar, turned out to be interruptible on RH-7.3 R-1.8.1 gcc-2.96: #include <Rinternals.h> #include <R.h> SEXP foo0(const SEXP nSexp) { int i, n; SEXP resSexp; if (!isInteger(nSexp))
2005 May 07
4
how to add method to .Primitive function
Hi, I tried to write the dim method for the list class, but R doesn't seem to dispatch to it: > dim.list = function(x) c(length(x[[1]]), length(x)) > dim(list(1)) NULL > dim.list(list(1)) [1] 1 1 What is the correct way of registering dim.list with .Primitive("dim")? Thanks, Vadim [[alternative HTML version deleted]]
2004 May 01
5
skip lines on a connection
Hi, I am looking for an efficient way of skipping big chunks of lines on a connection (not necessarily at the beginning of the file). One way is to use read lines, e.g. readLines(1e6), but a) this incurs the overhead of construction of the return char vector and b) has a (fairly remote) potential to blow up the memory. Another way would be to use scan(), e.g. scan(con, skip=1e6, nmax=0)
2005 Apr 12
5
How allocate STRSXP outside of gc
Hi, I am trying to figure a way to allocate a string SEXP so that gc() won't ever collect it. Here is a little bit of a background. Suppose I want to write a .Call-callable function that upon each call returns the same value, say mkChar("foo"): SEXP getFoo() { return mkChar("foo"); } The above implementation doesn't take advantage of the fact that
2004 Mar 17
4
why-s of method dispatching
Hi, I am having a problem to understand why as.data.frame method doesn't dispatch properly on my class: > setClass("Foo", "character") [1] "Foo" > as.data.frame(list(foo=new("Foo", .Data="a"))) Error in as.data.frame.default(x[[i]], optional = TRUE) : can't coerce Foo into a data.frame I was expecting that this would call
2004 Dec 03
4
seq.Date requires by
Hi, What is the reason for seq.Date to require the 'by' argument and not to default it to 1 in the example below? > seq(from=as.Date("1996-01-01"), to=as.Date("1996-12-01")) Error in seq.Date(from = as.Date("1996-01-01"), to = as.Date("1996-12-01")) : exactly two of `to', `by' and `length.out' / `along.with' must be specified
2005 Mar 22
1
documentation on seek *does not* need update
Well, "integer" is also a storage.mode in R. It is not immediately clear which meaning the help page uses. I guess some extra elaboration would be helpful. Anyway, thank you for the clarification, Vadim > -----Original Message----- > From: Prof Brian Ripley [mailto:ripley@stats.ox.ac.uk] > Sent: Tuesday, March 22, 2005 9:54 AM > To: Vadim Ogranovich > Cc: