[R] Nonparametric Estimation of Tail Dependence Coefficients

Dear all, in which package can I find an implementation of the nonparametric estimation of tail dependence coefficients: lambda_L = lim_{u\to 0} P[F_1(X_1)u|F_2(X_2)u] lambda_U = lim_{u\to 1} P[F_1(X_1)u|F_2(X_2)u], where (X_1,X_2) has marginal distribution functions F_1 and F_2? (The

[R] CRAN policies - citing others

? In the documentation for pbcOptim.R? In the file DESCRIPTION? In the file lbfgsb.cpp? Thanks you very much for your help -- Gildas Mazo PhD student MISTIS team at INRIA Grenoble, France __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r

[R] optim and the function should not advice

Dear R users, I'm using optim to optimize a pretty complicated function. This function takes the parameter vector theta and within its body I use instructions like sigma-theta[a:b]; computations with sigma... out-c() for (i in 1:d){ a-theta[(3*d+i):c] out[i]-evaluation of an expression

[R] message-passing algorithm

Dear R users, I'm searching a message-passing algorithm in R. Any help much appreciated. Thank you, Gildas __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide

Re: [R] Computing High Order Derivatives (Numerically)

+0100, Gildas Mazo wrote: Dear R users, Let f be a function over d variables x1,..,xd. I want to compute the k^th-order derivative with respect to x1,..,xk (k=d). I have a by hand solution (see below) using an iterating code using D. However, I expect d to be high and f to be complicated

[R] Computing High Order Derivatives (Numerically)

Dear R users, Let f be a function over d variables x1,..,xd. I want to compute the k^th-order derivative with respect to x1,..,xk (k=d). I have a by hand solution (see below) using an iterating code using D. However, I expect d to be high and f to be complicated. Then I want a vector x to be

[R] Numerical Inversion of Cumulative Distribution Function

Dear R users, Given a user-defined cumulative distribution function F, I want to compute F^{-1}(x). How is that possible with R? Best Regards, -- Gildas Mazo PhD student MISTIS team at INRIA Grenoble, France [[alternative HTML version deleted

Re: [R] [Fwd: Re: optimization subject to constraints]

, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: Gildas Mazo gildas.m...@curie.fr Date: Tuesday, August 10, 2010 10:11 am Subject: [R] [Fwd

Re: [R] optimization subject to constraints

...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Dwayne Blind Sent: Monday, August 09, 2010 12:56 PM To: Gildas Mazo Cc: r-help@r-project.org Subject: Re: [R] optimization subject to constraints Hi ! Why not constrOptim ? Dwayne 2010/8/9 Gildas Mazogildas.m

[R] [Fwd: Re: optimization subject to constraints]

) } # constraint f- function(x) { return(x[1]+x[2]) } # objective function x0 = c(1, 1) solnp(x0, fun=f, eqfun=g, eqB=c(1)) Am 10.08.2010 14:59, schrieb Gildas Mazo: Thanks, but I still cannot get to solve my problem: consider this simple example: f- function(x){ return(x[1

[R] optimization subject to constraints

Dear R users, I'm looking for tools to perform optimization subject to constraints, both linear and non-linear. I don't mind which algorithm may be used, my primary aim is to get something general and easy-to-use to study simples examples. Thanks for helping, Gildas

Re: [R] SQL/R

Allan. On 22/07/10 12:52, Gildas Mazo wrote: Dear R users, I want to aggregate data in the following way: ### X- data.frame(u = c(T1,T1,T1,T2), v=c(a,a,b,a)) X library(sqldf) sqlOut- sqldf(select count(distinct(v)) from X group by u) sqlOut ### Now I want to get the same result

[R] SQL/R

Dear R users, I want to aggregate data in the following way: ### X - data.frame(u = c(T1,T1,T1,T2), v=c(a,a,b,a)) X library(sqldf) sqlOut - sqldf(select count(distinct(v)) from X group by u) sqlOut ### Now I want to get the same result without using SQL. How can I achieve that ? Thanks for

[R] Build Design Matrix with avoiding loops

Dear R users, I'd like to build a simple design matrix in a efficient way. I naively wrote the code below. n = 15 k = 3 nbPerGrp = c(5,5,5) xT - list() for (i in 1:k){ xT[[i]] - rep(0, k) xT[[i]][i] - 1 } X - matrix(nrow = n, ncol = k) #design matrix for (i in

Re: [R] Sweave amp; png

Thank you Ben Bolker a écrit : Gildas Mazo gildas.mazo at curie.fr writes: Is there a simple way to save my figures in png instead of pdf with Sweave ?? See http://sites.google.com/site/thibautjombart/r-packages (scroll to the bottom

[R] Sweave png

Hi, Is there a simple way to save my figures in png instead of pdf with Sweave ?? Thanks in advance, Gidas __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide

Re: [R] function which saves an image of a dgtMatrix as png

function. On Wed, Apr 28, 2010 at 1:20 PM, Gildas Mazo gildas.m...@curie.fr wrote: Hi, I'm getting crazy: This does work: library(Matrix) a1-b1-c(1,2) c1-rnorm(2) aDgt-spMatrix(ncol=3,nrow=3,i=a1,j=b1,x=c1) png(myImage.png) image(aDgt) dev.off() But this doesn't !!! f-function(x

[R] function which saves an image of a dgtMatrix as png

nothing at all !!! Thanks in advance, Gildas Mazo __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained

[R] Matrix package + mfcol/mfrow

Hi, When I load the Matrix package, I cannot get the par(mfrow=c(..,..)) to work, that is, I cannot get to display several images at a time. How can I fix this problem ? Thanks in advance, Gildas Mazo __ R-help@r-project.org mailing list https