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Thus, the current Stata release can always open datasets that were created with older versions, but older versions cannot read newer format datasets. Stata can read and write SAS XPORT format datasets natively, using the fdause and fdasave commands. Some other econometric applications, including gretl, can directly import Stata file formats.
Tab-separated values (TSV) is a simple, text-based file format for storing tabular data. [3] Records are separated by newlines, and values within a record are separated by tab characters.
Double hashing is a computer programming technique used in conjunction with open addressing in hash tables to resolve hash collisions, by using a secondary hash of the key as an offset when a collision occurs. Double hashing with open addressing is a classical data structure on a table .
State-transition tables are typically two-dimensional tables. There are two common ways for arranging them. In the first way, one of the dimensions indicates current states, while the other indicates inputs. The row/column intersections indicate next states and (optionally) outputs associated with the state transitions.
LuckGrib provides easy access to many GRIB weather models. In addition, several ocean current and wave models are provided. Data can be downloaded via the internet, satellite or email. PyGrib A python language extension module which allows one to read and write GRIB 1 and GRIB 2 formats.
Exponential transition function for the ESTAR model with varying from -10 to +10 and - from 0 to 1.. In statistics, Smooth Transition Autoregressive (STAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a smooth transition.
If a program needs a precomputed table, then a macro might create the table at compile time, so the compiler need only output the table and need not call code to create the table at run time. Some Lisp implementations even have a mechanism, eval-when , that allows code to be present during compile time (when a macro would need it), but not ...
For these two expressions to be well-defined, we require that all elements of H tend to 0 and that n −1 |H| −1/2 tends to 0 as n tends to infinity. Assuming these two conditions, we see that the expected value tends to the true density f i.e. the kernel density estimator is asymptotically unbiased; and that the variance tends to zero. Using ...