function out there that
will do what I need or is there a way to turn off the warnings as I don't want
the warning to be displayed to the end user?
Konrad Hammel
Engineer
Prilink LTD
[EMAIL PROTECTED]
905.305.1096
[[alternative HTML version deleted
to? To glm00 (the null model)? To my
knowledge and understanding, the initial null model should have been
included in every step of the search.
Am I wrong?
Thanks for all comments :-)
Konrad Birycki
[[alternative HTML version deleted
of You for help - with Your explanations, You
really clarified my view of the
problem (and saved me a lot of time I would've spent on digging through my
own code).
best wishes,
Konrad Banachewicz
best wishes,
Adelchi Azzalini
Also, have you asked about this directly to the maintainers
.
Can anyone give me a hint as to how to work around this problem and evaluate
the skew-t cdf in a large-dimensional space? It's pretty crucial to my
current research. Thanks in advance,
Konrad
[[alternative HTML version deleted]]
__
R-help
remove the .Rdata file from the
directory,
launch clean and manually load the old .RData file everything is working
fine.
I tried it a few times, even reinstalled the whole thing (and removing
previous versions)
and the problem remains. Can someone help me with this one? Thanks in
advance
Konrad
you to.
Ok, point taken, I just forgot about it and had no way to do it
before computations started (I have to work on two machines,
and the one with R on it has no access to the internet).
My apologies for wasting Your everyone else's time.
rg,
konrad
--
We are what we pretend to be, so we
pages give it. In large dimensions, I get a zero value
of the density (which is probably due to numerical issues). I tried the
following dummy example
t1 - rmst(1,mu,P,alpha, nu)
t2 - dmst(t1, mu, alpha,nu)
and t2 remains to be zero. Can anyone help me on this one?
thanks in advance,
Konrad
--
We
mean by `write an mle procedure': what is wrong with st.mle,
for example?)
st.mle assumes skewed-t marginals (for a whole distribution), whereas
I am working with a copula so my margins are uniform. The whole point
is separating the joint and marginal dynamics.
rg,
konrad
[[alternative
P is an identity matrix 240X240, mu and alpha are vectors of zeros
240X1, nu equals 10, so alltogether You need:
P - matrix(0,244,244)
diag(P) - 1
nu - 10
alpha - rep(0,244)
mu - rep(0,244)
require(sn)
t1 - rmst(1,mu,P, alpha, nu)
t2 - dmst(t1,mu,P,alpha,nu)
please supply the ingredients
.
I'm using R 2.1.0 (windows xp) and CYGWIN (gnu compilers,..)
Konrad
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data.
any help will be much appreciated,
regards,
konrad
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Hi,
I have a time series plot to produce, yet I want the x-axis to be
labelled with dates
(stored on another array) and not with observation numbers. Can anyone
suggest me how?
Thanks.
Konrad
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