similar to: Evaluating predictive power with no intercept-statistics question - not R question

Dear R-users, i try to solve to following linear programm in R 0 * x_1 + 2/3 * x_2 + 1/3 * x_3 + 1/3 * x_4 = 0.3 x_1 + x_2 + x_3 + x_4 = 1 x_1, x_2, x_3, x_4 > 0, x_1, x_2, x_3, x_4 < 1 as you can see i have no objective function here besides that i use the following code. library(lpSolve) f.obj<-c(1,1,1,1) f.con<-matrix(c(0,2/3,1/3,1/3, 1,1,1,1,

I have a simple system of linear equations to solve for X, aX=b: > a [,1] [,2] [,3] [,4] [1,] 1 2 1 1 [2,] 3 0 0 4 [3,] 1 -4 -2 -2 [4,] 0 0 0 0 > b [,1] [1,] 0 [2,] 2 [3,] 2 [4,] 0 (This is ex Ch1, 2.2 of Artin, Algebra). So, 3 eqs in 4 unknowns. One can easily use row-reductions to find a homogeneous solution(b=0) of: X_1

Hello folks, I am on learning phase of R. I have developed Regression Model over six predictor variables. while development, i found my all data are not very linear. So, may because of this the prediction of my model is not exact. Here is the summary of model : Call: lm(formula = y ~ x_1 + x_2 + x_3 + x_4 + x_5 + x_6) Residuals: Min 1Q Median 3Q Max -125.302

Dear R users, I?m a graduate students and in my master thesis I must obtain the values of the parameters x_i which maximize this Multinomial log?likelihood function log(n!)-sum_{i=1]^4 log(n_i!)+sum_ {i=1}^4 n_i log(x_i) under the following constraints: a) sum_i x_i=1, x_i>=0, b) x_1<=x_2+x_3+x_4 c)x_2<=x_3+x_4 I have been using the ?ConstrOptim? R-function with the instructions

Hi All Apologies if this is not the correct list for this question. The Rglpk package offers the following example in its documentation library(Rglpk) ## Simple mixed integer linear program. ## maximize: 3 x_1 + 1 x_2 + 3 x_3 ## subject to: -1 x_1 + 2 x_2 + x_3 <= 4 ## 4 x_2 - 3 x_3 <= 2 ## x_1 - 3 x_2 + 2 x_3 <= 3 ## x_1, x_3 are non-negative integers ## x_2 is a non-negative real

Dear List: I cannot seem to find a way to plot my data correctly. I have a small data frame with 6 total variables (x_1 ... x_6). I am trying to plot x_1 against x_2 and x_3. I have tried plot(x_2, x_1) #obviously works fine plot(x_3, x_1, add=TRUE) # Does not work. I keep getting error messages. I would also like to add ablines to this plot. I have experimented with a number of other

Dear R users, I have a txt file named 'data_1.txt' whose first column contains the names of the individuals and the other columns contain the values of four variables X_1,X_2,X_3 and X_4. I read it with R from its location and called it data. I'd like to do a normalized principal component analysis. I started by calculating the correlation matrix: cor(data) I got the following

Hi Daniel, Sorry for taking so long to respond. I spoke with a colleague more familiar with llvm who thought he could clear up my confusion, but we both came out of the conversation confused. I will try my best to explain the ambiguity. In an DAG, alias queries would be completely unambiguous. Every instruction would only be executed once, and every SSA value really would have a single static

Hi Hal, Thank you for your email, that makes a lot of sense to me. I am working on some tools to use memory profiling to speculatively replace memory loads and stores with value forwarding in hardware implementations. I'd like to compare the profiled data to static alias analysis, so it would be super useful if there was a way to answer the questions about aliasing across backedges that

Dear All, I am wondering on how to use the abline.xyplot with xyplot such that I will have different vertical lines for each panel. More sepcifically, suppose that the xyplot generates 4 panels defined by the combination of two binary variables: X_1 and X_2. i.e. xyplot(Y ~ Z | X_1*X_2, data = df) I want something like: abline(v = 5) if X_1=0 and X_2 = 0 abline(v =

Hi all, I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case. y_1~x_1+x_2 y_2~x_1+x_2 var(y_1)=x_1*sigma_1^2 var(y_2)=x_2*sigma_2^2 cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2 How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)??

> On 5 Nov 2017, at 15:17 , Duncan Murdoch <murdoch.duncan at gmail.com> wrote: > > On 04/11/2017 10:20 PM, Daniel Nordlund wrote: >> Tirthankar, >> "random number generators" do not produce random numbers. Any given >> generator produces a fixed sequence of numbers that appear to meet >> various tests of randomness. By picking a seed you enter

Dear All, Here is what I am trying to achieve: I would like to plot some data in 3D. Usually, one has a matrix of the kind y_1(x_1) , y_1(x_2).....y_1(x_i) y_2(x_1) , y_2(x_2).....y_2(x_i) ........................................... y_n(x_1) , y_n(x_2)......y_n(x_i) where e.g. y_2(x_1) is the value of y at time 2 at point x_1 (see that the grid in x is the same for the y values at all times).

Hey Daniel, Thanks again for the help. I'm still a bit confused about the interface to the alias analysis. It seems like we are talking about different interfaces. Has it changed from what the documentation says? As far as I can tell, the documentation takes a specific Value*, and no information about which dynamic execution it is talking about. When you say "Right. It's a

Hi, I was wondering if I can have some advice on the following problem. Let's say that I have a problem in which I want to predict a binary outcome and I use logistic regression for that purpose. In addition, suppose that my model includes predictors that will not be used in scoring new observations but must be used during model training to absorb certain effects that could bias the

The existing behaviour seems inutitive to me. I would consider these invariants for n vector x_i's each with size m: * nrow(rbind(x_1, x_2, ..., x_n)) equals n * ncol(rbind(x_1, x_2, ..., x_n)) equals m Additionally, wouldn't you expect rbind(x_1[i], x_2[i]) to equal rbind(x_1, x_2)[, i, drop = FALSE] ? Hadley On Thu, May 16, 2019 at 3:26 PM Gabriel Becker <gabembecker at

Hi,   I have a system in which I analyze 2 subjects and 1 variable, so I have 2 models as follow:   y ~ x_1[, 1] + x_2[, 1] + x_1[, 2] + x_2[, 2]   Where   x_1[, i] = cos(2 * pi * t / T_i) x_2[, i] = sin(2 * pi * t / T_i)   i = 1, 2   Data have two columns: t and y.   As you can see, I have a multiple components model, with rithm and without trends, and I have a fundamental

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 ...

I'm interested in doing multinomial logistic regression with equality constraints on some of the parameter values. For example, with categorical outcomes Y_1 (baseline), Y_2, and Y_3, and covariates X_1 and X_2, I might want to impose the equality constraint that \beta_{2,1} = \beta_{3,2} that is, that the effect of X_1 on the logit of Y_2 is the same as the effect of X_2 on the

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