similar to: eigenvalues of a circulant matrix

Looks like the files did not go through again. In any case, here is the kinv: please cut and paste and save to a file: -1.16801E-03 -2.24310E-03 -1.16864E-03 -2.24634E-03 -1.17143E-03 -2.25358E-03 -1.17589E-03 -2.26484E-03 -1.18271E-03 -2.27983E-03 -1.19124E-03 -2.29896E-03 -1.20164E-03 -2.32206E-03 -1.21442E-03 -2.34911E-03 -1.22939E-03 -2.38073E-03

Hi, could anyone tell me how predict() predicts the new value(s), of a MA(1) arima-modell. its really easy to make it with an AR(1), knowing the last term, but how can i or R know the last error? It would also help if somebody could tell me how to find the "open" source of the function predict(). Thanks and sorry for my poor english. -- View this message in context:

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 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

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 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

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

Hello, I have a simulated data structure in which students are nested within teachers, and with each student are associated two test scores. There are 20 classrooms and 25 students per classroom, for a total of 500 students and two scores per student. Here are the first 10 lines of my dataframe "d": studid tchid Y time 1 1 1 -1.0833222 0 2 1 1

Hi R-helpers, I'm new to time series modelling, but my requirement seems to fall just outside the capabilities of the arima function in R. I'd like to fit an ARMA model where the variance of the disturbances is a function of some exogenous variable. So something like: Y_t = a_0 + a_1 * Y_(t-1) +...+ a_p * Y_(t-p) + b_1 * e_(t-1) +...+ b_q * e_(t-q) + e_t, where e_t ~ N(0, sigma^2_t),

> On May 8, 2018, at 9:50 AM, Daniel Berlin via llvm-dev <llvm-dev at lists.llvm.org> wrote: > > 1. The reassociate pass that exists right now was *originally* (AFAIK) written to enable CSE/GVN to do better. Agreed. The original mindset included a (naive) belief that going with a canonical form was better than teaching redundancy elimination to handle abstractions (as a matter

Dear R people: Is there a way to perform simple polynomial multiplication; that is, something like (x - 3) * (x + 3) = x^2 - 9, please? I looked in poly and polyroot and expression. There used to be a package that had this, maybe? thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at

Dear all, I have some issues with integrate in R thus I would like to request your help. I am trying to calculate the integral of f(x)*g(x). The f(x) is a step function while g(x) is a polynomial. If f(x) (step function) changes its value only few times (5 or 6 'steps') everything is calulated ok(verified results in scrap paper) but if f(x) takes like 800 different values I receive the

Mirando los comentarios, realmente lo que deseo es encontrar la raíz real de (-0.5)^(1/5) la cual debería ser -0.87055056329. José me hace caer en cuenta que además de no encontrar la raiz real, tampoco da todas las raiz complejas. Habría alguna manera de que tuviera en cuenta? > ------------------------------ > > Message: 6 > Date: Thu, 15 Oct 2015 11:25:39 +0200 > From: José

* Kill the A8+A8 hack. Recent enough X servers (>=1.7) fall back to ARGB glyphs for drivers not supporting A8 render targets. * Kill all the global state. It doesn't matter a lot yet but it might if we get multicard working at some point. * Other random clean-ups with no functional changes. Some numbers from x11perf -aa10text -aa24text -comppixwin10 -comppixwin500: * Before, with A

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 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

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'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 all, I have two highly correlated variables (y and x), and both of them depend on a third variable (A, for Area). Multiple regression (y=a+(b*x)+(c*A)) would have collinearity problems, so I decided to do a partial regression to predict y. I did it this way: - I regressed y to A, and calculated the residuals (e_y) (reg1) - I regressed x to A, and calculated the residuals (e_x) (reg2)