at 12:22, Ivan Krylov wrote:
>
> В Tue, 9 Apr 2024 12:04:26 +0200
> Adelchi Azzalini пишет:
>
>> res <- CEoptim(sumsqrs, f.arg = list(xt), continuous = list(mean =
>> c(0, 0, 0), sd = rep(1,3), conMat = A, conVec = b), discrete =
>> list(categories = c(
e in the accompanying
paper, but these are not checked by CRAN.
Best regards,
Adelchi
>
> If the problem is how to activate a dormant maintainer and fix the issue for
> everyone, I don't really have a clue, but you might consider cantacting the
> CRAN team.
>
> Best,
uld anyone help?
Best regards,
Adelchi Azzalini
http://azzalini.stat.unipd.it
library(CEoptim)
## 5.7 AR(1) Model with Regime Switching
set.seed(123)
sumsqrs <- function(theta, rm1, x) {
N <- length(x) #without
shall post the question again.
Best wishes,
Adelchi
> On 4 May 2023, at 11:44, Berwin A Turlach wrote:
>
> G'day Adelchi,
>
> hope all is well with you.
>
> On Thu, 4 May 2023 10:34:00 +0200
> Adelchi Azzalini via R-help wrote:
>
>> Thanks, Duncan.
> On 4 May 2023, at 10:26, Duncan Murdoch wrote:
>
> On 04/05/2023 4:05 a.m., Adelchi Azzalini via R-help wrote:
>> Hi. There must be something about the use of update() which I do not grasp,
>> as the next exercise indicates.
>> Suppose that obj is an object return
ata, xf=xf)
new.obj <- update(obj, . ~ . + xf)
generates
Error in eval(predvars, data, env) : object 'xf' not found
Could somebody explain what I got wrong, and how to fix it?
Best regards,
Adelchi Azzalini
__
R-help@r-project.org ma
4
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
>
> From: R-help on behalf of Adelchi Azzalini
>
> Sent: Monday, June 1, 2020 3:17 PM
> To: Michael Dewey
> Cc: r-help@r-project.org
> Subject: Re: [R] a question of e
ook.
Best regards,
Adelchi
>
> This may have already been discussed there so a quick look at the archive
> might also help you.
>
> On 01/06/2020 17:34, Adelchi Azzalini wrote:
>> The new version of a package which I maintain will include a new function
>> which
include them as co-authors of the
package, or as contributors, or what else?
Is there a general policy about this matter?
Adelchi Azzalini
http://azzalini.stat.unipd.it/
__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https
:03, Duncan Murdoch wrote:
>
> On 17/11/2017 10:47 AM, Adelchi Azzalini wrote:
>> Since I have updated my Linux system, and consequently re-installed R, I
>> am unable to see HTML documentation which I used to access via a web
>> browser. To be more specific, my R installa
20170516
The current R installation is
R version 3.4.2 (2017-09-28) -- "Short Summer"
but the same problem existed with 3.4.1 after the system update.
When I (re-)install R, everything seems fine; no error messages are
generated.
Can anyone tell me how to put the HTML do
e answer. You really do need to
look at
the answers and make sure that they are meaningful.
JN
On 13-12-17 11:32 AM, Adelchi Azzalini wrote:
On Tue, 17 Dec 2013 08:27:36 -0500, Prof J C Nash (U30A) wrote:
PJCN> If you run all methods in package optimx, you will see results
PJCN> all over
these data, nor any other
data. I am working on an update of package 'sn'.
Thanks for your informative reply.
Adelchi
--
Adelchi Azzalini
Dipart.Scienze Statistiche, Università di Padova, Italia
tel. +39 049 8274147, http://azzalini.stat.unipd.it/
_
) point of minimum has been found, the
Hessian matrix must be computed on the original parameterization,
to get standard errors.
Adelchi Azzalini
PJCN>
PJCN>
PJCN> > Date: Mon, 16 Dec 2013 16:09:46 +0100
PJCN> > From: Adelchi Azzalini
PJCN> > To:
is wrong, (iii) the eigenvalues are not right.
...and, in case, how to get the real solution.
Adelchi Azzalini
#--
library(sn) # version 0.4-18
data(ais, package="sn")
attach(ais)
X <- cbind(1,Ht,Wt)
y <- cbind(bmi, lbm)
dettach(ais)
negLogLik <- function(vdp, x, y)
me series, specifically about their
joint distribution?
Also, is "t" a single time point or a sequence of time points?
In the first case, we are just dealing with a bivariate distribution.
Finally, what do you mean by "conditional quantile", conditional on
what?
Adel
that the examples are parsed as ordinary text, not R commands.
I am really puzzled. Any explanation?
Adelchi Azzalini
[mac:aa:~/SW/R/Pkg-mnormt] R CMD Check mnormt
running .Rprofile
(Sun 16-Jan-2011, 11:17:59)
* using log directory ‘/Users/aa/SW/R/Pkg-mnormt/mnormt.Rcheck’
* using R version 2
hat have
expressed their views on this question. This has helped me to make up
my mind: I reproduce below my 2008 message mentioned above.
With best regards,
Adelchi Azzalini
Begin forwarded message:
===
Date: Tue, 26 Aug 2008 10:44:16 +0200
From: Adel
errors to
the whole R-help list, or what else? I only rule out writing (again) to
the maintainers of the package.
Adelchi Azzalini
--
Adelchi Azzalini
Dipart.Scienze Statistiche, Università di Padova, Italia
tel. +39 049 8274147, http://azzalini.stat.unipd.it
On Thu, 14 Jan 2010 07:07:49 -0800 (PST), Corey Sparks wrote:
CS>
CS> Hi, it appears that your corrdinates contain commas, instead of
CS> decimal points, R sees the commas and immediatly thinks the data
CS> are text, you should replace the commas with decimal points in a
CS> text editor.
CS>
o
ou get a single number out -- this is
as expected.
I presume that actually you want to compute a 1-dimensional
distribution at 10 different points, which is achieved by
pst(rr1, dp=c(0,1,1,5))
[1] 0.564580 0.996707 0.867177 0.497123 0.575915 0.085922 0.004127
0.030807 [9] 0.076839 0.02
year 2008
month 12
day22
svn rev47281
language R
version.st
be made available in 2009. So, at this stage, I thought
appropriate to remind people that sooner or later the existing functions
may disappear, at least with their present names.
best wishes
Adelchi Azzalini
--
Adelchi Azzalini
Dipart.Scienze Statistiche, Università di Pa
On Thu, 11 Dec 2008 15:11:06 +0100, Adelchi Azzalini wrote:
AA>
AA> In practical terms you can still use density(), as indicated above, but
AA> selecting a suitably smaller bandwith compared to the one used for
AA> density estimation.
PS.
of course this is numerically most
1/5}),
while for CDF estimation is O(n^{-1/3}), if n denotes the sample size.
In practical terms you can still use density(), as indicated above, but
selecting a suitably smaller bandwith compared to the one used for
density estimation.
Best wishes
Adelchi Azzalini
--
Adelchi Azzalini <[EMA
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