similar to: R-code for binormla distribution

Hello, I would like to apply BAGGING to classification tree. Does a package exists on that method? In advance I thank you for your answer and I am looking forward to hearing from you . Best regards, Vincent HERNU. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",

hi all why does the following not work??? this was someone elses code and i couldnt explain why it doesn't work. m=matrix(c(0,0),2,1) v=matrix(c(1,0,0,1),2,2) Y=function(X1,X2,mu=m,V=v) { X=matrix(c(X1,X2),2,1) a=(1/((2*pi)*sqrt(det(V))))*exp((-0.5)*(t(X-mu)%*%solve(V)%*%(X-mu))) a[1] } x1=seq(-1,1) x2=x1 Z=outer(x1,x2,FUN="Y",mu=m,V=v) persp(x1,x2,Z) my code:

Hi, I am new to LLVM, and I am pretty much paranoid about loose pointers. I would like to write a compiler in C++ + boost + llvm, but am worried about the pointers created and passed as parameters, especially about whose responsibility it is of deallocating them (does the LLVM API do it internally, or is it the application programmer's responsibility?). And what is the best practice for

I am trying to create the roc plot bootstrap method from library(verification), and when I set the plot =both or emp then I get the following error. The roc.plot works fine when the plot is set to binorm. This is my first time using this function in R and am not sure what this error means or how to resolve the issue. It seems to work ok with the example dataset. Is there an option or data

Hi all, can you help me to disable the "/Noselect" flag from folder so imap client can select the folder and his sub-folders to store mails inside Thanks

Hi, Suppose I want to test a set of random numbers (using the Binormal random number generator), input the following command to generate a set of random numbers: test <- rbinom( 10000000, 1, 0.5 ) How can I, after obtaining the result, export the vector "test" into an text file? Then, suppose I want to do something like: > x <- 1e10 > x [1] 1e+10

2014-02-12 10:13 GMT+01:00 <hamid.nabil at coop.no>: > Arnaud, > > > > I see your name all over when I look for Netvision MIB. Thought maybe you > can help me. I want the MIB for our UPS (SOCOMEC) with NetVision 6.0 > > > > I appreciate your help in advanceJ > > Regards > > Hamid Nabil > > > Hello Hamid, the procedure describing how to do

Hi All, I''ve run into a bit of a tangle. I currently have two puppet masters which are "load balanced" with round robin DNS (one is also the CA). I''m using dns_alt_names to let them each answer to puppet.my.domain.com For the past year this has been fine. About a week ago I tried to add a third & while all my Linux clients are happy with the new arrangement,

OCFS2 development team, We are on RHEL5 oracle-umawachorad01-+ASM1:/u00/app/oracle/admin/wachprd/bdump> uname -a Linux umawachorad01 2.6.18-92.el5 #1 SMP Tue Apr 29 13:16:15 EDT 2008 x86_64 We want to upgrade our current OCFS2 version 1.2.8 to the latest release 1.4.1 oracle-umawachorad01-+ASM1:/u00/app/oracle/admin/wachprd/bdump> cat /proc/fs/ocfs2/version OCFS2 1.2.8 Wed May 21

Hello, I use puppetmaster behind nginx and I have a strange issue. The master can sign the agent but after this, I have an SSL error. If I don''t use nginx, everything work great, no problem with ssl. The nginx configuration and the ssl error are here : http://pastebin.com/nEt5uvN2 Thanks for the help. -- You received this message because you are subscribed to the Google Groups

Hi all, I'm intersted in draw confidence regions for two estimates that *are not* in the same GLM, but I know their point estimates c(a,b) and their covariance matrix V, say. Of course > V[1,2]==V[2,1] [1] TRUE Their joint distribution is not binormal (at least i don't know it), but I know (or I assume) their limiting distribution is Normal, so I can use the bivariate Wald statistics to

Hello. I have yet to receive a response to my previous post, so I may have done a poor job asking the question. So, here is the general question: how can I run a run a multivariate (more than one non-independent, response variables) ordered probit regression model? I've had success doing this in the univariate case using the vglm() function in the VGAM package. For example:

Hi, Would you help me solve the following question? Thanks. Question: If I try to set the probability=0.05 and find the approximate x. (The answer should be somewhere between 2.1782 and 2.1783.) I write about this R program as follows but I don¡¦t know how to get the value of x which is between 2.1782 and 2.1783. library(mvtnorm) value<-array(1000) a<-array(1000)

Hello R gurus, I have the code below for which i need help and pointers to make it run in parallel on a dual core win7 computer with R 2.13.x, using foreach, iterators,doMC. library(scatterplot3d) # Loads 3D library. library(fields) library(MASS) library(ROCR) library(verification) library(caret) library(gregmisc) ##simulated data d=replicate(9, rnorm(40)+10)

Hi there, pmvnorm(lo=c(-Inf,-Inf), up=c(Inf,Inf), mean=c(0,0) ) should give me "1", right? But it doens't - it giver me "0". Would someone help me, please? [[alternative HTML version deleted]]

Hi Brian, Your underlying dataset for the ROC curve only has 4 unique values for specificity, even though there are 23 elements in the vector, hence the step function nature of the first plot. The default smoothing in the smooth() function is "binormal". You might try one of the other smoothing options to see the result and whether they make visual sense. In the absence of smoothing,

Hi all, Can anyone tell me what the following error message means? " Error in mvt(lower = lower, upper = upper, df = 0, corr = corr, delta = mean, : NA/NaN/Inf in foreign function call (arg 6)" It was generated when I used the 'pmvnorm' function in the 'mvtnorm' package. Thanks a lot. Yonghai Li

Good point. Now this returns 0.04062184. Hmmm..... On Mon, Oct 2, 2017 at 6:30 PM, Hollie Johnson (PGR) < h.a.johnson at newcastle.ac.uk> wrote: > Hi Eric, > > > Thanks for having a look into this. I think you have a small typo... > > B <- matrix(x, nrow=3, byrow = TRUE) should read B <- matrix(y, nrow=3, > byrow = TRUE) > > > Regards, Hollie >

Dear all, The MASS library provides a mvrnorm function to generate random numbers from a multivariate normal distribution, similar to S-Plus's rmvnorm, but is there an R-equivalent to pmvnorm, which generates probabilities from a multivariate normal? With thanks, John Field -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Currently doing some work on local maxima on a random field and have encountered an issue with the Miwa algorithm used with the pmvnorm function in the mvtnorm R package. Based on recommendations by Mi et al., we ran the mvtnorm package using the Miwa algorithm, since we have a maximum of 4 dimensions with non-singular matrices. However, running the estimation procedure in this way, we obtained