similar to: Numerical Integration

Hi there, I'm writing a program in R that has a few nested loops. I'd like to monitor the progress when the program is running and be able to estimate the remaining time. I'd highly appreciate it if anyone can shed a light on this issue. Thanks for your time! Best Regards, Martha Cao

[Sorry if this is a duplicate post. My original didn't appear to have gotten through.] I had previously installed libao, libogg, libvorbis, and vorbis-tools, as linked from the RC3 download page at vorbis.com -- I downloaded and installed the latest versions of these four libraries from the vorbis.com download page, at which point my pyogg/pyvorbis Python bindings broke. I reinstalled the

PROBLEM How can I concatenate the following lists into ONE LIST WITHOUT the unhelpful message "operator is invalid for atomic vectors"? Combine as a data frame? EXAMPLE Birth_Date <- NULL Birth_Date[1:3] <- c("01/17/1939","01/17/1949", "01/17/1959") Later_Date <- NULL Later_Date[1:3] <- c("01/17/2009", NA, NA) Names

I am running Dovecot IMAP on Linux, on a LizardFS storage cluster with Maildir storage. This has worked well for most of the accounts for several months. However in the last couple of weeks we are seeing increasing errors regarding corrupted index files. Some of the accounts affected are unable to retrieve messages due to timeouts. It appeared the problems were due to the accounts being accessed

Hello guys, I am wondering the default way of transferring arguments in R. Is it by value or by ref in default case, or could that be changed explicitly? Cheers, Xiaofan --- Xiaofan Li Department of Applied Mathematics and Theoretical Physics University of Cambridge

Sorry to bother the group but I am wondering if there are some official ways to delete a row/column, i.e., some functions of dataTable manipulation? For rows operation I use subset() but what about columns? Any advice is welcome and I will be more than grateful if somebody could make a summary on this issue. Xiaofan --------------------------------------------------------- Xiaofan Li

Hello all, I'm hoping to find a way to evaluate the following sort of integral in R. \int_a^b \int_{g(y)}^Inf f(x,y) dx dy. The integral has no closed form and so must be evaluated numerically. The "adapt" package provides for multidimensional integration but does not appear to allow the limits of integration to be a function. I need to evaluate a number of integrals of this

Dear list, I'm seeking some advice regarding a particular numerical integration I wish to perform. The integrand f takes two real arguments x and y and returns a vector of constant length N. The range of integration is [0, infty) for x and [a,b] (finite) for y. Since the integrand has values in R^N I did not find a built-in function to perform numerical quadrature, so I wrote my own after

Full_Name: Martha Nason Version: 2.0.1 OS: Windows XP Submission from: (NULL) (137.187.154.154) I am running simulations using fisher's test on 2 x c tables and a very small p.value from fisher's test (<2.2e-16) is returned as a negative number. Code follows. > set.seed(0) > nreps.outer <-7 > pvalue.fisher <- rep(NA,nreps.outer) > > population1 <- c(

Suppose I have multiple time series with names for each one, for example, x <- ts(matrix(rnorm(30,0,1),10,3), names=c("Juan", "Tuey", "Trey"), frequency=4) So now, as I start to explore these series, if I do everything at once, the names stay attached to the series. For example, plot(x) # gives a plot of the series with their names acf(x) # gives the ACFs &

hello all happy new year and hope you r having a good holiday. i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentation on a trivial example. example ======== suppose x(i)~N(0,s2) where s2 = the variance the prior for s2 = p(s2)~IG(a,b) so the posterior is

Hi, I would like to solve a double integral of the form \int_0^1 \int_0^1 x*y dx dy using Gauss Quadrature. I know that I can use R's integrate function to calculate it: integrate(function(y) { sapply(y, function(y) { integrate(function(x) x*y, 0, 1)$value }) }, 0, 1) but I would like to use Gauss Quadrature to do it. I have written the following code (using R's statmod package)

Hello, Sorry to bother the list but I am wondering how to mark the X/Y axes with the column/row names of the data but not the raw index numbers, in a plot generated by function plot(), or more generally, through which way can I assign a string array to either of the X/Y axis as the data marks. Regards, Xiaofan --------------------------------------------------------- Xiaofan Li

I compiled and installed pyogg followed by pyvorbis, running: $ ./config_unix.py $ python setup.py build and as root: # python setup.py install for pyogg and pyvorbis in turn. This completed without error, however upon trying to import ogg.vorbis in IDLE I get an import error: ImportError: libvorbisfile.so.3: cannot open shared object file: No such file or directory I was told this may have

On 08/02/2012 05:00 AM, r-devel-request at r-project.org wrote: > Now I just have to grovel over the R code in ns() and bs() to figure > out how exactly they pick knots and handle boundary conditions, plus > there is some code that I don't understand in ns() that uses qr() to > postprocess the output from spline.des. I assume this is involved > somehow in imposing the boundary

Hello all, I keep on getting the following error message when I try downloading statmod: > install.packages("statmod") Installing package(s) into ‘C:\Users\Isaac\Documents/R/win-library/2.12’ (as ‘lib’ is unspecified) trying URL ' http://www.revolution-computing.com/cran/bin/windows/contrib/2.12/statmod_1.4.9.zip ' Error in download.file(url, destfile, method, mode =

On 2019-09-25 3:26 a.m., Martin Maechler wrote: >>>>>> Ben Bolker >>>>>> on Tue, 24 Sep 2019 20:09:55 -0400 writes: > > > SuppDists is orphaned on CRAN (and has been since 2013). > > https://cran.r-project.org/web/checks/check_results_.html > > > Oddly, the simulate method for the inverse.gaussian family > >

SuppDists is orphaned on CRAN (and has been since 2013). https://cran.r-project.org/web/checks/check_results_.html Oddly, the simulate method for the inverse.gaussian family [inverse.gaussian()$simulate] depends (in a loose sense) on SuppDists (it fails if the SuppDists namespace is not available: if (!requireNamespace("SuppDists", quietly = TRUE)) stop("need CRAN

I have a fedora 3 with postfix and apache apache is ok, webmin is fine, etc no 25 or 110 ? kevin Jan 4 15:47:13 ibm kernel: Shorewall:net2fw:ACCEPT:IN=eth0 OUT= MAC=00:06:29:33 :e8:7e:00:02:3b:00:02:c4:08:00 SRC=67.127.200.22 DST=4.11.105.55 LEN=40 TOS=0x00 PREC=0x00 TTL=44 ID=33681 PROTO=TCP SPT=57621 DPT=25 WINDOW=2048 RES=0x00 SYN U RGP=0 Jan 4 15:47:20 ibm kernel:

Hi All, I am trying to use A Gaussian quadrature over the interval (-infty,infty) with weighting function W(x)=exp(-(x-mu)^2/sigma) to estimate an integral. Is there a way to do it in R? Is there a function already implemented which uses such weighting function. I have been searching in the statmode package and I found the function "gauss.quad(100, kind="hermite")" which uses