similar to: [R} Getting 'tilting' confidence intervals in R

I am trying to compute bootstrap confidence intervals for a sample using R 2.5.1 for Windows. I can get "Normal", "Basic", "Percentile", "BCa" and "ABC" from boot.ci() and boot() in the Davison & Hinkley "boot" package. But I can't figure out how to use tilt.boot() to get the "tilting" confidence interval.

I'm using R 2.15.1 on a 64-bit machine with Windows 7 Home Premium. Sample problem (screwy subscripted syntax is a relic of edited down a more complex script): > N <- 25 > s <- rlnorm(N, 0, 1) > require("boot") Loading required package: boot > v <- NULL # hold sample variance estimates > i <- 1 > v[i] <- var(s) # get sample variance >

I'm using R 2.15.1 on a 64-bit machine with Windows 7 Home Premium and package 'boot'. I've found that using a number of bootstrap resamples in boot() that is less than the number of data results in a fatal error. Once the number of resamples meets or exceeds the number of data, the error disappears. Sample problem (screwy subscripted syntax is a relic of edited down a more

I wish to perform moving tiles bootstrap resampling on some gridded data meteorological data. I've many years experience with S-Plus, but it has no way to perform a moving-tiles bootstrap. Within R I've learned how to use quadratresample() with the spatstats package and would be happy to simply use empirical percentiles if generating the replicates were fast, but it isn't. So,

Good Morning: I posted an initial question a few days ago and I received some good advice from two R experts. I have re-examined the Davison-Hinkley text paying close attention to the examples of the boot() and boot.ci() in that text and the single example of a similar process in the MASS book (not the MASS package manual as I initially misunderstood). I think I understand how the stratified

I've been playing fine for months with a couple of very minor issues. Tuesday (August 5, 2008) Full Tilt did a software upgrade and I began receiving this message when trying to launch the software: ____________________________________________________ Microsoft Visual C++ Runtime Library Program: C\Program Files\Full Tilt Poker\FullTiltPoker.exe R6034 An application has made an attempt to

Hey friends, I was wondering what is the current opinion on using tilt in ActionView? Right now, there''s a lot of code in AV::Template/ TemplateHandler etc. which is nicely implemented in tilt. I''m currently refactoring the AV layer (private interest ;-) using tilt and it makes the whole thing much more readable and easier to follow. What do you guys think? I know there was a

Alright here we go. When I start up my computer and open Full Tilt, it works fine for about 15 minutes. After about 15 minutes, the sound stops working, and then a little after that, the program crashes all together. If I try to open it up after I force quit it, the fonts all get messed up, the sound still doesn't work, and everything is just a mess. What can I do to get Full Tilt to stop

I''m using Ferret on a Swedish website and I get some unexpected behaviour on searches containing the swedish charchters ???. An exampel, if I index a string "Varf?r fungerar det inte" ("Why doesnt it work" in swedish) and search for "f?r" I''ll get one (1) match. The expected behaviour would be no matches since ''f?r'' is part of

Let's say I have a program that returns variables whose names may be any string within the vector NAMES=c("varA","varB","varC","varD","varE","varF"..."varZ"), but I do not ever know which ones have actually been created. So in one example output, "varA", "varC", and "varD" could exist, but

Hi Michael, A few comments 1. To add the constraint sum(wgt.vect=1) you would use the method of Lagrange multipliers. What this means is that in addition to the w_i (the components of the weight variables) you would add an additional variable, call it lambda. Then you would modify your optim.fun() function to add the term lambda * (sum(wgt.vect - 1) 2. Are you sure that you have defined

You can't -- at least as I read the docs for ?optim (but I'm pretty ignorant about this, so maybe there's a way to tweak it so you can). See here: https://cran.r-project.org/web/views/Optimization.html for other R optimization capabilities. Also, given your credentials, the r-sig-finance list might be a better place for you to post your query. Cheers, Bert Bert Gunter

Greetings Everybody: I generated a 1.2MB dta file based on the general social survey with Stata8 for linux. The file can be re-opened with Stata, but when I bring it into R, it says all the values are missing for most of the variables. This dataset is called "morgen.dta" and I dropped a copy online in case you are interested http://www.ku.edu/~pauljohn/R/morgen.dta looks like this

Hi ? This is giving me a headache. I?m trying to do a relatively simple optimization ? actually trying to approximate the output from the Excel Solver function but at roughly 1000x the speed. ? The optimization parameters look like this. The only trouble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim. Mo.vect <-

Here is a runable program. When I plot Day and Wgt, it graphs all the data points. All I need is daily.sub1 plotted. I also need each "Tanks" to have its own col or pch. When I run it with the line with pch, it gives me nothing. rm(list=ls()) Trial<-rep(c(1,2),each=12) Tanks=rep(c("a3","a4","c4","h4"),each=3,2) Day=rep(c(1:12),2)

On Thu, May 3, 2018 at 2:03 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote: > Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > I'm very confused by these statements. Most of the "finance tools"

I'm not happy with the way that Wine interpretes mouse wheel tilts (remaps them to scrolls) I want to change this to keyboard input. I want to do this because I use the wheel tilt to change target in World of Warcraft when I play in Windows, and I want to carry this over to Linux. I'm a bit of a n00b, but does anyone have any idea how I'd go about doing this? I know how to apply

Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > On May 3, 2018, at 3:01 PM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > > You can't -- at least as I read the docs for ?optim (but I'm pretty > ignorant

How is it going all ? new here. I am running pclinux09 and installed wine latest stable and it seems to there fine, installed full tilt and it seems to go there , load and log in but when trying to go to the table it does not load. does anyone have any ideas ? the technology is here I just need to figure it out . 8)

First time post, so forgive me if this has been addressed before... Has anyone had success in getting Full Tilt Poker to run with the latest version of Wine? I can get it to run, but it is not quite right (compared to M$ Windows). Thanks in advance for the help. :?