similar to: Skewed t distribution

Hello, I have a bigger problem in calculating the Maximum Likelihood Estimator regarding the degree of freedom of a multivariate skew-t copula. First of all I would like to describe what this is all about, so that you can understand my problem: I have 2 time series with more than 3000 entries each. I would like to calculate a multivariate skew-t Copula that fits this time series. Notice:

Dear All, I am using the pmst function from the sn package (version 0.4-0). After inserting the example from the help page, I get non-trivial answers, so everything is fine. However, when I try to extend it to higher dimension: xi <- alpha <- x <- rep(0,27) Omega <- diag(0,27) p1 <- pmst(x, xi, Omega, alpha, df = 5) I get the following result: >p1 [1] 0 attr(,"error")

Hi R-users,   I have this code below and use some code from sn package for multivariate skew t (rmst) to generate a set of random numbers.   I try to do a looping to produce ‘rand’ for different values of degrees of freedom (degf).  Actually, I’m not sure how to specify the attribute for the rand.  As we know, rand will give us a set of results + all the parameters used, so just wonder whether we

Hi, Is there a function in R that I can use to fit the data with skew t distribution? Speaking in detail, I first used the kernel density estimation to fit my data, then I drew the skew t using my specified location, scale, shape, and df to make it close to the kernel density. Now I want to get the parameter estimations of the skew t which give me the closet density to the kernel density.

Hi there, I''m wrapping my head around Facebooker to try and build some integration points between an existing ROR application and facebook. I''ve managed to get FB talking to my app but when I tried to access my ROR app directly I noticed that all requests for images, CSS, and JS files were being made through my callback_url. Commenting out the following line from

On Fri, Sep 18, 2015 at 02:01:32PM +0300, Ady via Syslinux wrote: > > > > We have pxechn.c32 working with pxelinux.0 to switch between the two > > system, but pxechn.c32 under Uefi come up with the folowing error > > > @Developers, please consider using 8.3 file names format for c32 files > instead of such a long file name. Example of such a long file name? So

> -----Original Message----- > From: r-help-bounces at stat.math.ethz.ch > [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Caio Lucidius > Naberezny Azevedo > Sent: 01 September 2005 12:09 > To: Help mailing list - R > Subject: [R] Multivariate Skew Normal distribution > > > Hi all, > > Could anyone tell me if there is any package (or function)

Thanks Can you help on "the big question" ? which is under the name "installing syslinux on a fresh system (SATA)" Mau On Mon, Jan 13, 2014 at 12:17 PM, Gene Cumm <gene.cumm at gmail.com> wrote: > On Sun, Jan 12, 2014 at 3:33 PM, Mau Z <zmau1962 at gmail.com> wrote: > > Hi! > > > > I was looking to download EXTLINUX in the following page

On 08/05/2018 4:50 PM, Steven Nydick wrote: > It also does the same thing if the factor is not on the first level of > the list, which seems to be due to the fact that the islistfactor is > recursive, but if a list is a list-factor, the first level lists are > coerced into character strings. > > > x <- list(list(factor(LETTERS[1]))) > > unlist(x) > Error in

On 18/09/2015 15:23, Ady via Syslinux wrote: > >> On Fri, Sep 18, 2015 at 02:01:32PM +0300, Ady via Syslinux wrote: >>>> >>>> We have pxechn.c32 working with pxelinux.0 to switch between the two >>>> system, but pxechn.c32 under Uefi come up with the folowing error >>> >>> >>> @Developers, please consider using 8.3

Hi, I am looking for an efficient way to compute the values of the density function of a multivariate T distribution - something like "dmvnorm", but for T distr. Does this exist somewhere? Many thanks, Jan Bulla Goettingen University

My apologies for this because it is, technically, OT, but it is a classic example of what rotten support Linux (and CentOS) get in the US from equipment manufacturers. The whole email is a lie because they DO have the drivers on their asia site, they just don't want us 'Murkins to get our hands on them. Or maybe it's part of some clever little nuance of their agreement with Micro$oft

Hello all, I''ve tried to run ''puppetrun'', but there seems something unconfigured regarding the certificates. The reverse way (puppetd pulls the config from puppetmasterd) works fine. The namespaceauth.conf on the client (where puppetd runs) is configured as follows: [puppetrunner] allow *.abc.net (also tried the calling host: puppet1.abc.net) But when I call

Hi, This is probably really simple, but I am clearly not R-minded, I have read the help files, and reread them, and I still can't work out what to do... I have a data frame (d) with 3 columns (age (0-5), quarter (1-4) and x). I want to estimate the precision of my mean x by age and quarter, so I want to carry out a bootstrap for each group. I am trying to do this within a loop, so I don't

Hello everybody, I have the following problem: I read a multiple time series (along with column names), and then need to manipulate the univariate components separately in order to compute the statistics of interest. Can someone tell me how can I access the univariates separately through their names ? I need to do it on a ts object (and not data frame, where I know how to), for the sake of later

I have a <select multiple="multiple"> list with a fixed height. It contains several <option> elements that extend well past the viewable area. I added code that would track which options had been previously selected so that users could select multiple items without holding the ctrl key. I''m storing the previous selections in an array whose index corresponds with

Hi Christopher, On Friday 17 August 2007 19:42:31 Christopher Lamb wrote: > On Aug 16, 2007, at 9:09 AM, Chris Lattner wrote: > > On Thu, 16 Aug 2007, Holger Schurig wrote: > >>> if the programmer is going to tell you that the memory pointed > >>> to by a pointer argument is never written. > > If you use a const * __restrict pointer then you should get the

current Vorbis cvs gives: gcc -DPACKAGE=\"libvorbis\" -DVERSION=\"1.0\" -DHAVE_DLFCN_H=1 -DHAVE_ALLOCA_H=1 -DHAVE_ALLOCA=1 -I. -I. -I../include -O20 --fast-math -mno-ieee-fp -D_REENTRANT -fsigned-char -O2 -march=i686 -mcpu=i686 -DUSE_MEMORY_H -Wp,-MD,.deps/envelope.cpp -c envelope.c -fPIC -DPIC -o .libs/envelope.lo gcc: Internal compiler error: program cc1 got fatal

On 08/05/2018 2:58 PM, Duncan Murdoch wrote: > On 08/05/2018 1:48 PM, Steven Nydick wrote: >> Reproducible example: >> >> x <- list(list(list(), list())) >> unlist(x) >> >> *> Error in as.character.factor(x) : malformed factor* > > The error comes from the line > > structure(res, levels = lv, names = nm, class = "factor") >

R-help readers, I''m having a problem with an R script (see below), which regularly generates the error message, Error in start:(start + (sample.length - 1)) : NA/NaN argument , for which I am unsure of the cause. In essence, the script (below) generates the start and end points for random subsamples from along a vector (in reality a transect (of a given length,