similar to: multiple dimensional diag()

As I have previously asked, in response to a similar question: Is this a homework problem? cheers, Rolf Turner rolf at math.unb.ca

Hi all, I have n independent variables A_1, A_2, A_3,......,A_n, and each with known variances var(A_1), var(A_2),..., but unknown mean. How can I get the approximation of the variance of the product of the variables using numerical computation, i.e. var(A_1*A_2*A_3*.....*A_n)? Thanks. Sincerely, Yanwei Zhang Department of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176

Dear All, I've been searching relevant topics about replacing values, none seemed to be applicable to me... I have a file with many many varieties, and want to replace some of them into different names. I tried various of ways, still don't know how to do that most efficiently.. Here is part of the example data: Gen Rep A_1 1 A_1 2 A_2 1 A_2 2 B_1 1 B_1

Dear R experts, I was wondering if there are any R functions that give the tail area of a sum of chisquare distributions of the type: a_1 X_1 + a_2 X_2 where a_1 and a_2 are constants and X_1 and X_2 are independent chi-square variables with different degrees of freedom. Thanks, Klaus -- "Feel free" - 5 GB Mailbox, 50 FreeSMS/Monat ...

Dear All, I have six different campaign and 5 different agent have login on that campaign.*Same thing i have done using agi and database,i never use queue management on this scenario. Agent** can also shuffling one campaign to anther campaign. * Now i want to do some work with queue.I want to use single queue to managing this. Eg: campaign Agent Login A a_1,a_3

Hi! I want to write portions of my data (3573 columns at a time) to twenty folders I have available titled "A_1" to "A_20" such that the first 3573 columns will go to folder A_1, next 3573 to folder A_2 and so on. This code below ensures that the data is written into all 20 folders, but only the last iteration of the loop (last 3573 columns) is being written into ALL of the

Hello, I am looking into description of surf.ls(spatial) and see under value $beta - the coefficients. When I use polynomial of degree 2 to fit surface I expect to get 4 coefficients: z = a_1 x^2 + a_2 xy + a_3 y^2 + a_4 What do beta really stand for and why do I get $beta vector of length 6? Thakns, Mark

Hallo everybody, I'm new in r and I"ll appreciate some help! I have a matrix of nrow=30 and ncoll=54,and I would like to generate 50 simulations with tha same size of the matrix!!!That is to say that I want to generate 50 matrices -for my 50 simulations - with the same dimensions! I took my 1st matrix according to the formula that I want to implement: D<-mean_m + U_i*mat_DELTA

Hello to all, I am having trouble with intregrating a complicated uni-dimensional function of the following form Phi(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n). Here n is about 5000, Phi is the cumulative distribution function of standard normal, phi is the density function of standard normal, and x ranges over (-infty,infty). My idea is to to use quadrature to handle this integral. But

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

Hello, I'm very new to using R, but I was told it could do what I want. I'm not sure how best to enter the information but here goes... I'm trying to transfer the following integral into R to solve for ln(gamma_1), on the left, for multiple instances of gamma_i and variable N_i. gamma_i is, for example, (0, 0.03012048, 0.05000000, 0.19200000, 0.44000000, 0.62566845) N_i (N_1 or

> I asked myself the same question. Without mod, how do you ensure that for instance the expression 2*i+255 was not actually 2*i-1 ? I think it is not possible in general, but I believe it is possible in case of affine expressions used as GEP indices. I assume, GEP indices (except indexing into struct) are interpreted as signed integers. It isn't explicitly stated in the LangRef, but

Hello, Apologies if this question has already arised, hope you can help me to the find the solution to this or point the place to look at. I have a multidimensional piece-wise regression linear problem, i.e. to find not only the regression coefficients for each "interval" but also the beginning and ends of the intervals. To simplify it to the one dimensional case and two intervals,

Dear useRs, I am trying to model a time series with a transfer function. I think it can be put into the ARMA framework, and estimated with the 'arima' function (and others have made similar comments on this list). I have tried to do that, but the results have so far been disappointing. Maybe I am trying to make 'arima' do something it can't... The data are time series of

Hi I recently tried to install the printerdriver to the samba server (samba 3.0alpha30 on debian) from a windows 2000 client. The APW asked me for a Win2k-server cd for the winnt drivers, although i had them on a disc...which I don't have 2 Questions: 1) does anybody know why the APW will not accept my winnt driver from the driver disc when i comes to install the winnt driver 2) is it

On Wed, 13 Oct 2004, Duncan Temple Lang wrote: > Prof Brian Ripley wrote: > > On Wed, 13 Oct 2004, Liaw, Andy wrote: > > > > > > > On a slightly different topic: In R-2.0.0, packages with NAMESPACE no > > > longer need to use the package= argument in .C/.Fortran. Does that mean if > > > I remove those arguments, I should put R version >=

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Hola, Carlos. Primero, muchas gracias por el código. No es exactamente lo que quería, porque la parte "Detección de presencia de "cual_1" y "cual_2"... no excluye aquellas combinaciones en las que está presente también el objeto c, pero me ha servido de base e inspiración para elaborar otro código. He copiado la primera parte de tu función, para crear todas las

When you say that distribution shouldn't be used, do you mean within instcombine rather than some other pass? Or not all as an IR optimization? A dedicated optimization pass that looks for and makes factoring/distribution folds to eliminate instructions seems like it would solve the problems that I'm seeing. Ie, I'm leaning towards the proposal here: https://reviews.llvm.org/D41574

Hello! I would like to use constrain to sum coeficients of a factor to 0 instead of classical corner contraint i.e. I would like to fit a model like lm(y ~ 1 + effectA + effectB) and say get parameters intercept effectA_1 effectA_2 effectB_1 effectB_2 effectB_3 where effectA_1 represents deviation of level A_1 from intercept and sum(effectA_1, effectA_2) = 0 and the same for factor B. Is