Duncan Murdoch murdoch.duncan at gmail.com Wed Oct 12 22:43:19 CEST 2011 Previous message: [Rd] how to make a true binary package? Next message: [Rd] trace an Rd conversion error in R cmd check Messages sorted by: [ date ] [ thread ] [ subject ] [ author ] On 12/10/2011 3:57 PM, Greg Snow wrote: > If you want to hide some code from accidental or casual sight then I have had some success with addin
Programming Tools with Big Data and Conditional Random Fields A new research paper showing how to build programming tools based on probabilistic models learned from massive codebases recently appeared at the ACM Principles of Programming Languages Conference, 2015 (ACM POPL’15). The paper presents a machine learning framework for predicting facts about programs based on probabilistic graphical mod
Random Forest Applied Multivariate Statistics – Spring 2012 Overview Intuition of Random Forest The Random Forest Algorithm De-correlation gives better accuracy Out-of-bag error (OOB-error) Variable importance 1 Diseased Diseased Healthy Healthy Diseased Intuition of Random Forest 2 young old short tall healthy diseased young old diseased female male healthy healthy working retired healt
GPU Optimization Topics • Threading Details – Wavefronts and warps – Thread scheduling for both AMD and NVIDIA GPUs – Predication • Optimziation – Thread mapping – Device occupancy – Vectorization 2 Work Groups to HW Threads • OpenCL kernels are structured into work groups that map to device compute units • Compute units on GPUs consist of SIMT processing elements • Work groups automatically get b
Histograms Description The generic function hist computes a histogram of the given data values. If plot = TRUE, the resulting object of class "histogram" is plotted by plot.histogram, before it is returned. Usage hist(x, ...) ## Default S3 method: hist(x, breaks = "Sturges", freq = NULL, probability = !freq, include.lowest = TRUE, right = TRUE, fuzz = 1e-7, density = NULL, angle = 45, col = "light
Description Compare two package version numbers to see which is later. Usage compareVersion(a, b) Arguments Details R package version numbers are of the form x.y-z for integers x, y and z, with components after x optionally missing (in which case the version number is older than those with the components present). Value 0 if the numbers are equal, -1 if b is later and 1 if a is later (analogous to
Description Simulate from an ARIMA model. Usage arima.sim(model, n, rand.gen = rnorm, innov = rand.gen(n, ...), n.start = NA, start.innov = rand.gen(n.start, ...), ...) Arguments A list with component ar and/or ma giving the AR and MA coefficients respectively. Optionally a component order can be used. An empty list gives an ARIMA(0, 0, 0) model, that is white noise.
Description This page is intended to provide some more information on how to select GAMs. In particular, it gives a brief overview of smoothness selection, and then discusses how this can be extended to select inclusion/exclusion of terms. Hypothesis testing approaches to the latter problem are also discussed. Smoothness selection criteria Given a model structure specified by a gam model formula,
Description Decompose a time series into seasonal, trend and irregular components using loess, acronym STL. Usage stl(x, s.window, s.degree = 0, t.window = NULL, t.degree = 1, l.window = nextodd(period), l.degree = t.degree, s.jump = ceiling(s.window/10), t.jump = ceiling(t.window/10), l.jump = ceiling(l.window/10), robust = FALSE, inner = if(robust) 1 else 2, outer = if(robust) 15 else 0, na.acti
Description How R manages its workspace. Details R has a variable-sized workspace. There are (rarely-used) command-line options to control its minimum size, but no longer any to control the maximum size. R maintains separate areas for fixed and variable sized objects. The first of these is allocated as an array of cons cells (Lisp programmers will know what they are, others may think of them as th
Write Data to a File Description Write data x to a file or other connection. As it simply calls cat(), less formatting happens than with print()ing. If x is a matrix you need to transpose it (and typically set ncolumns) to get the columns in file the same as those in the internal representation. Whereas atomic vectors (numeric, character, etc, including matrices) are written plainly, i.e., without
Details If X_1,\dots, X_m, \ X_i\in\mathbf{R}^p is a sample of m independent multivariate Gaussians with mean (vector) 0, and covariance matrix \Sigma, the distribution of M = X'X is W_p(\Sigma, m). Consequently, the expectation of M is E[M] = m\times\Sigma. Further, if Sigma is scalar (p = 1), the Wishart distribution is a scaled chi-squared (\chi^2) distribution with df degrees of freedom, W_1(\
Time-Series Objects Description The function ts is used to create time-series objects. as.ts and is.ts coerce an object to a time-series and test whether an object is a time series. Usage ts(data = NA, start = 1, end = numeric(), frequency = 1, deltat = 1, ts.eps = getOption("ts.eps"), class = if(nseries > 1) c("mts", "ts", "matrix", "array") else "ts", names = ) as.ts(x, ...) is.ts(x) is.mts(x) A
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