Bootstrapping multivariate data

Hi all,

I am searching for a Matlab function that can do the non-parametric bootstrapping of multivariate data. For instance, I have a matrix of sample data (MxN) where M is the dimension of the random vector (multivariate data), and N is the number of observation. I want to generate (resample) bootstrap data from this initial multivariate data. Does anyone knows this function?

Thank you very much for your help.

Best regards, 
CT DO 
0
CT
8/17/2010 5:59:05 AM
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"CT " <cong-thanh.do@hotmail.fr> wrote in message <i4d8f9$n3a$1@fred.mathworks.com>...
> Hi all,
> 
> I am searching for a Matlab function that can do the non-parametric bootstrapping of multivariate data. For instance, I have a matrix of sample data (MxN) where M is the dimension of the random vector (multivariate data), and N is the number of observation. I want to generate (resample) bootstrap data from this initial multivariate data. Does anyone knows this function?
> 
> Thank you very much for your help.
> 
> Best regards, 
> CT DO 

matlab does not not have a pre-built function for multivariate data.However, in the file exhcnage you can find a code, the function is called 'bstrag'
0
Rogelio
8/17/2010 6:33:42 AM
On 8/17/2010 1:59 AM, CT wrote:
> I am searching for a Matlab function that can do the non-parametric
> bootstrapping of multivariate data. For instance, I have a matrix of
> sample data (MxN) where M is the dimension of the random vector
> (multivariate data), and N is the number of observation. I want to
> generate (resample) bootstrap data from this initial multivariate data.
> Does anyone knows this function?

If you have access to the Statistics Toolbox, the BOOTSTRP function does 
what you are asking.  it is here:

<http://www.mathworks.com/access/helpdesk/help/toolbox/stat /bootstrp.html>
0
Peter
8/17/2010 12:34:34 PM
Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4dvkq$8ns$2@fred.mathworks.com>...
> On 8/17/2010 1:59 AM, CT wrote:
> > I am searching for a Matlab function that can do the non-parametric
> > bootstrapping of multivariate data. For instance, I have a matrix of
> > sample data (MxN) where M is the dimension of the random vector
> > (multivariate data), and N is the number of observation. I want to
> > generate (resample) bootstrap data from this initial multivariate data.
> > Does anyone knows this function?
> 
> If you have access to the Statistics Toolbox, the BOOTSTRP function does 
> what you are asking.  it is here:
> 
> <http://www.mathworks.com/access/helpdesk/help/toolbox/stat /bootstrp.html>

Isn't this just:

X(:,ceil(rand(1,N)*N))

where X is the sample matrix?
0
Simon
8/17/2010 2:18:05 PM
Thank you all for your replies. I'll try to perform your suggestions and will let you know about the results.

CT DO


"Simon Preston" <preston.simon+mathsworks@gmail.com> wrote in message <i4e5mt$c2f$1@fred.mathworks.com>...
> Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4dvkq$8ns$2@fred.mathworks.com>...
> > On 8/17/2010 1:59 AM, CT wrote:
> > > I am searching for a Matlab function that can do the non-parametric
> > > bootstrapping of multivariate data. For instance, I have a matrix of
> > > sample data (MxN) where M is the dimension of the random vector
> > > (multivariate data), and N is the number of observation. I want to
> > > generate (resample) bootstrap data from this initial multivariate data.
> > > Does anyone knows this function?
> > 
> > If you have access to the Statistics Toolbox, the BOOTSTRP function does 
> > what you are asking.  it is here:
> > 
> > <http://www.mathworks.com/access/helpdesk/help/toolbox/stat /bootstrp.html>
> 
> Isn't this just:
> 
> X(:,ceil(rand(1,N)*N))
> 
> where X is the sample matrix?
0
8/17/2010 4:31:11 PM
On 8/17/2010 10:18 AM, Simon Preston wrote:
>> <http://www.mathworks.com/access/helpdesk/help/toolbox/stat
>> /bootstrp.html>

Sorry, for some reason that link was missing an "s"
<http://www.mathworks.com/access/helpdesk/help/toolbox/stats/bootstrp.html>

> Isn't this just:
>
> X(:,ceil(rand(1,N)*N))
>
> where X is the sample matrix?

That's the basis of it, yes.  But:

1) It's kind of tedious to write the same loop over and over, regardless 
of how simple that loop is,
1) There is a good deal of flexibility in the arguments you can pass to 
BOOTSTRP, so a single matrix isn't the only case it handles for you, and
2) (in recent MATLAB releases) There is support for parallelizing the 
computations using PARFOR (if your installation supports that)

Just as an aside, since 2008b you might find it easier to use RANDI to 
generate random integers.
0
8/17/2010 5:58:47 PM
Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4eikn$ndn$1@fred.mathworks.com>...
> On 8/17/2010 10:18 AM, Simon Preston wrote:
> >> <http://www.mathworks.com/access/helpdesk/help/toolbox/stat
> >> /bootstrp.html>
> 
> Sorry, for some reason that link was missing an "s"
> <http://www.mathworks.com/access/helpdesk/help/toolbox/stats/bootstrp.html>
> 
> > Isn't this just:
> >
> > X(:,ceil(rand(1,N)*N))
> >
> > where X is the sample matrix?
> 
> That's the basis of it, yes.  But:
> 
> 1) It's kind of tedious to write the same loop over and over, regardless 
> of how simple that loop is,
> 1) There is a good deal of flexibility in the arguments you can pass to 
> BOOTSTRP, so a single matrix isn't the only case it handles for you, and
> 2) (in recent MATLAB releases) There is support for parallelizing the 
> computations using PARFOR (if your installation supports that)
> 
> Just as an aside, since 2008b you might find it easier to use RANDI to 
> generate random integers.

Just one thing to point out, you said that M is the dimention of the data. I thought that you ment different groups or different experiments where the data was collected, after all thats why your data is not of dimenation N*M x 1, for instance. If the columns of the matrix represent different groups, for some or another reason, you cannot pool the series. As far as know 'bootstrp' does not distinguishes among different groups. If this last statement is incorrect, can someone send me the link to read about it. 
Thanks
0
Rogelio
8/17/2010 7:31:04 PM
I mean that I have N observations of the random vectors x, the vector x has M elements, these are the seed data. So each variable here is a vector (of M elements). Their probability density distribution (pdf) might be multivariate distribution, e.g. Gaussian mixture model (GMM). Since the bootstrap here is non-parametric, the N observations will be used instead of a concrete pdf.

I have tried to used BOOTSTRP to perform the bootstrapping, but it is not easy, even unfeasible (tell me if I am wrong), since the manual of BOOTSTRP in Matlab is not clear in this case (I think).

If the generated data is only X(:,ceil(rand(1,N)*N)), I don't see anything new that the bootstrap can bring. As I see, this is only a disorder of the initial data, we cannot expect anything different from the new data, I'm wrong?

"Rogelio " <rogelioa@math.uio.no> wrote in message <i4eo1o$c8b$1@fred.mathworks.com>...
> Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4eikn$ndn$1@fred.mathworks.com>...
> > On 8/17/2010 10:18 AM, Simon Preston wrote:
> > >> <http://www.mathworks.com/access/helpdesk/help/toolbox/stat
> > >> /bootstrp.html>
> > 
> > Sorry, for some reason that link was missing an "s"
> > <http://www.mathworks.com/access/helpdesk/help/toolbox/stats/bootstrp.html>
> > 
> > > Isn't this just:
> > >
> > > X(:,ceil(rand(1,N)*N))
> > >
> > > where X is the sample matrix?
> > 
> > That's the basis of it, yes.  But:
> > 
> > 1) It's kind of tedious to write the same loop over and over, regardless 
> > of how simple that loop is,
> > 1) There is a good deal of flexibility in the arguments you can pass to 
> > BOOTSTRP, so a single matrix isn't the only case it handles for you, and
> > 2) (in recent MATLAB releases) There is support for parallelizing the 
> > computations using PARFOR (if your installation supports that)
> > 
> > Just as an aside, since 2008b you might find it easier to use RANDI to 
> > generate random integers.
> 
> Just one thing to point out, you said that M is the dimention of the data. I thought that you ment different groups or different experiments where the data was collected, after all thats why your data is not of dimenation N*M x 1, for instance. If the columns of the matrix represent different groups, for some or another reason, you cannot pool the series. As far as know 'bootstrp' does not distinguishes among different groups. If this last statement is incorrect, can someone send me the link to read about it. 
> Thanks
0
CT
8/18/2010 6:17:24 AM
If you are saying or have a feeling that your data might come from a multivariate distribution, then as far as I know 'bootstrp' will pool your data together, assuming they come from the same pdf which might be an erronous assumption. 
> I have tried to used BOOTSTRP to perform the bootstrapping, but it is not easy, even unfeasible (tell me if I am wrong), since the manual of BOOTSTRP in Matlab is not clear in this case (I think)<
Why? can you tell us what is the mistake or post the code
>As I see, this is only a disorder of the initial data, we cannot expect anything different from the new data, I'm wrong?<
What the bootstrapring does, roughly speaking, is to resample with replacement. We create pseudo random variables out from your original data. The empirical pdf will converge to the pdf, this is asymptotically. 


"CT " <cong-thanh.do@hotmail.fr> wrote in message <i4fttk$qpk$1@fred.mathworks.com>...
> I mean that I have N observations of the random vectors x, the vector x has M elements, these are the seed data. So each variable here is a vector (of M elements). Their probability density distribution (pdf) might be multivariate distribution, e.g. Gaussian mixture model (GMM). Since the bootstrap here is non-parametric, the N observations will be used instead of a concrete pdf.
> 
> I have tried to used BOOTSTRP to perform the bootstrapping, but it is not easy, even unfeasible (tell me if I am wrong), since the manual of BOOTSTRP in Matlab is not clear in this case (I think).
> 
> If the generated data is only X(:,ceil(rand(1,N)*N)), I don't see anything new that the bootstrap can bring. As I see, this is only a disorder of the initial data, we cannot expect anything different from the new data, I'm wrong?
> 
> "Rogelio " <rogelioa@math.uio.no> wrote in message <i4eo1o$c8b$1@fred.mathworks.com>...
> > Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4eikn$ndn$1@fred.mathworks.com>...
> > > On 8/17/2010 10:18 AM, Simon Preston wrote:
> > > >> <http://www.mathworks.com/access/helpdesk/help/toolbox/stat
> > > >> /bootstrp.html>
> > > 
> > > Sorry, for some reason that link was missing an "s"
> > > <http://www.mathworks.com/access/helpdesk/help/toolbox/stats/bootstrp.html>
> > > 
> > > > Isn't this just:
> > > >
> > > > X(:,ceil(rand(1,N)*N))
> > > >
> > > > where X is the sample matrix?
> > > 
> > > That's the basis of it, yes.  But:
> > > 
> > > 1) It's kind of tedious to write the same loop over and over, regardless 
> > > of how simple that loop is,
> > > 1) There is a good deal of flexibility in the arguments you can pass to 
> > > BOOTSTRP, so a single matrix isn't the only case it handles for you, and
> > > 2) (in recent MATLAB releases) There is support for parallelizing the 
> > > computations using PARFOR (if your installation supports that)
> > > 
> > > Just as an aside, since 2008b you might find it easier to use RANDI to 
> > > generate random integers.
> > 
> > Just one thing to point out, you said that M is the dimention of the data. I thought that you ment different groups or different experiments where the data was collected, after all thats why your data is not of dimenation N*M x 1, for instance. If the columns of the matrix represent different groups, for some or another reason, you cannot pool the series. As far as know 'bootstrp' does not distinguishes among different groups. If this last statement is incorrect, can someone send me the link to read about it. 
> > Thanks
0
Rogelio
8/18/2010 6:55:23 AM
By the way ...... what is the statistc that you are bootstraping? it will be nice if you post the code.

"Rogelio " <rogelioa@math.uio.no> wrote in message <i4g04r$fa8$1@fred.mathworks.com>...
> If you are saying or have a feeling that your data might come from a multivariate distribution, then as far as I know 'bootstrp' will pool your data together, assuming they come from the same pdf which might be an erronous assumption. 
> > I have tried to used BOOTSTRP to perform the bootstrapping, but it is not easy, even unfeasible (tell me if I am wrong), since the manual of BOOTSTRP in Matlab is not clear in this case (I think)<
> Why? can you tell us what is the mistake or post the code
> >As I see, this is only a disorder of the initial data, we cannot expect anything different from the new data, I'm wrong?<
> What the bootstrapring does, roughly speaking, is to resample with replacement. We create pseudo random variables out from your original data. The empirical pdf will converge to the pdf, this is asymptotically. 
> 
> 
> "CT " <cong-thanh.do@hotmail.fr> wrote in message <i4fttk$qpk$1@fred.mathworks.com>...
> > I mean that I have N observations of the random vectors x, the vector x has M elements, these are the seed data. So each variable here is a vector (of M elements). Their probability density distribution (pdf) might be multivariate distribution, e.g. Gaussian mixture model (GMM). Since the bootstrap here is non-parametric, the N observations will be used instead of a concrete pdf.
> > 
> > I have tried to used BOOTSTRP to perform the bootstrapping, but it is not easy, even unfeasible (tell me if I am wrong), since the manual of BOOTSTRP in Matlab is not clear in this case (I think).
> > 
> > If the generated data is only X(:,ceil(rand(1,N)*N)), I don't see anything new that the bootstrap can bring. As I see, this is only a disorder of the initial data, we cannot expect anything different from the new data, I'm wrong?
> > 
> > "Rogelio " <rogelioa@math.uio.no> wrote in message <i4eo1o$c8b$1@fred.mathworks.com>...
> > > Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4eikn$ndn$1@fred.mathworks.com>...
> > > > On 8/17/2010 10:18 AM, Simon Preston wrote:
> > > > >> <http://www.mathworks.com/access/helpdesk/help/toolbox/stat
> > > > >> /bootstrp.html>
> > > > 
> > > > Sorry, for some reason that link was missing an "s"
> > > > <http://www.mathworks.com/access/helpdesk/help/toolbox/stats/bootstrp.html>
> > > > 
> > > > > Isn't this just:
> > > > >
> > > > > X(:,ceil(rand(1,N)*N))
> > > > >
> > > > > where X is the sample matrix?
> > > > 
> > > > That's the basis of it, yes.  But:
> > > > 
> > > > 1) It's kind of tedious to write the same loop over and over, regardless 
> > > > of how simple that loop is,
> > > > 1) There is a good deal of flexibility in the arguments you can pass to 
> > > > BOOTSTRP, so a single matrix isn't the only case it handles for you, and
> > > > 2) (in recent MATLAB releases) There is support for parallelizing the 
> > > > computations using PARFOR (if your installation supports that)
> > > > 
> > > > Just as an aside, since 2008b you might find it easier to use RANDI to 
> > > > generate random integers.
> > > 
> > > Just one thing to point out, you said that M is the dimention of the data. I thought that you ment different groups or different experiments where the data was collected, after all thats why your data is not of dimenation N*M x 1, for instance. If the columns of the matrix represent different groups, for some or another reason, you cannot pool the series. As far as know 'bootstrp' does not distinguishes among different groups. If this last statement is incorrect, can someone send me the link to read about it. 
> > > Thanks
0
Rogelio
8/18/2010 7:08:05 AM
On 8/18/2010 2:55 AM, Rogelio wrote:
> If you are saying or have a feeling that your data might come from a
> multivariate distribution, then as far as I know 'bootstrp' will pool
> your data together, assuming they come from the same pdf which might be
> an erronous assumption.

Rogelio, your definition of "multivariate" seems to mean "grouped" or 
"stratified" or "from a mixture distribution".  The usual way to define 
"multivariate" is simply that there are multiple variables.  You are 
correct that BOOTSTRP does not resample with stratification, but it's 
not clear that that is what the OP was asking about.
0
Peter
8/18/2010 12:22:25 PM
For instance, I have a matrix X(M,N) = X(3,500) of initial data. There are thus N = 500 observations of random vector tri-variate random vector x following the multivariate normal distribution. These data can be generated by the code:
mu = [1 -1 -2]; Sigma = [2 -1 1; -1 2 -1; 1 -1 2];
X = mvnrnd(mu, Sigma, 500);
I don't know if I can use 'bootstrp' to generate the data of the same nature, i.e. they follow (asymptotically) the multivariate normal distribution that I have used to generate X:
[bootstat, bootsamp] = bootstrp(10, [], X); (I don't care about the stats of the data at the moment, I want to have the resampled data only).

However, 'bootstrp' returns the matrix bootsamp of dimension 500x10, so 'bootstrp' has done only for one dimensional variable? And I don't know if 'bootstrp' can return the stats for multivariate distribution or not? (here are the mean vector and covariance matrix)

"Rogelio " <rogelioa@math.uio.no> wrote in message <i4g0sl$a6k$1@fred.mathworks.com>...
> By the way ...... what is the statistc that you are bootstraping? it will be nice if you post the code.
> 
> "Rogelio " <rogelioa@math.uio.no> wrote in message <i4g04r$fa8$1@fred.mathworks.com>...
> > If you are saying or have a feeling that your data might come from a multivariate distribution, then as far as I know 'bootstrp' will pool your data together, assuming they come from the same pdf which might be an erronous assumption. 
> > > I have tried to used BOOTSTRP to perform the bootstrapping, but it is not easy, even unfeasible (tell me if I am wrong), since the manual of BOOTSTRP in Matlab is not clear in this case (I think)<
> > Why? can you tell us what is the mistake or post the code
> > >As I see, this is only a disorder of the initial data, we cannot expect anything different from the new data, I'm wrong?<
> > What the bootstrapring does, roughly speaking, is to resample with replacement. We create pseudo random variables out from your original data. The empirical pdf will converge to the pdf, this is asymptotically. 
> > 
> > 
> > "CT " <cong-thanh.do@hotmail.fr> wrote in message <i4fttk$qpk$1@fred.mathworks.com>...
> > > I mean that I have N observations of the random vectors x, the vector x has M elements, these are the seed data. So each variable here is a vector (of M elements). Their probability density distribution (pdf) might be multivariate distribution, e.g. Gaussian mixture model (GMM). Since the bootstrap here is non-parametric, the N observations will be used instead of a concrete pdf.
> > > 
> > > I have tried to used BOOTSTRP to perform the bootstrapping, but it is not easy, even unfeasible (tell me if I am wrong), since the manual of BOOTSTRP in Matlab is not clear in this case (I think).
> > > 
> > > If the generated data is only X(:,ceil(rand(1,N)*N)), I don't see anything new that the bootstrap can bring. As I see, this is only a disorder of the initial data, we cannot expect anything different from the new data, I'm wrong?
> > > 
> > > "Rogelio " <rogelioa@math.uio.no> wrote in message <i4eo1o$c8b$1@fred.mathworks.com>...
> > > > Peter Perkins <Peter.Perkins@MathRemoveThisWorks.com> wrote in message <i4eikn$ndn$1@fred.mathworks.com>...
> > > > > On 8/17/2010 10:18 AM, Simon Preston wrote:
> > > > > >> <http://www.mathworks.com/access/helpdesk/help/toolbox/stat
> > > > > >> /bootstrp.html>
> > > > > 
> > > > > Sorry, for some reason that link was missing an "s"
> > > > > <http://www.mathworks.com/access/helpdesk/help/toolbox/stats/bootstrp.html>
> > > > > 
> > > > > > Isn't this just:
> > > > > >
> > > > > > X(:,ceil(rand(1,N)*N))
> > > > > >
> > > > > > where X is the sample matrix?
> > > > > 
> > > > > That's the basis of it, yes.  But:
> > > > > 
> > > > > 1) It's kind of tedious to write the same loop over and over, regardless 
> > > > > of how simple that loop is,
> > > > > 1) There is a good deal of flexibility in the arguments you can pass to 
> > > > > BOOTSTRP, so a single matrix isn't the only case it handles for you, and
> > > > > 2) (in recent MATLAB releases) There is support for parallelizing the 
> > > > > computations using PARFOR (if your installation supports that)
> > > > > 
> > > > > Just as an aside, since 2008b you might find it easier to use RANDI to 
> > > > > generate random integers.
> > > > 
> > > > Just one thing to point out, you said that M is the dimention of the data. I thought that you ment different groups or different experiments where the data was collected, after all thats why your data is not of dimenation N*M x 1, for instance. If the columns of the matrix represent different groups, for some or another reason, you cannot pool the series. As far as know 'bootstrp' does not distinguishes among different groups. If this last statement is incorrect, can someone send me the link to read about it. 
> > > > Thanks
0
CT
8/18/2010 3:55:28 PM
Here's some very basic code that might illustrate what's' going on

%%  Generate your original data set

mu = [1 -1 -2]; Sigma = [2 -1 1; -1 2 -1; 1 -1 2];

X = mvnrnd(mu, Sigma, 500);



%%  Sampling with replacement to create a new data set



% Generate an index

boot_index = randsample(1:length(X),length(X), 'true')'



% Use the index to create a new dataset

Boot_dataset = X(bootindex,:)



A bootstrap is simply repeating this same operation nboot times and then 
calculating something interesting using this set of new data sets.



Jumping back to the whole "multivariate" discussion.



Each time you're drawing from X, you're extracting an entire row.

All of the elements of this row are related in that they are a single output 
from your original multivariate normal distribution.



All of this assumes that you need to perform a nonparametric bootstrap.



If you have prior knowledge that your population is described by a 
multivariate normal distribution with



mu = [1 -1 -2]



and



Sigma = [2 -1 1; -1 2 -1; 1 -1 2];



then its often entirely appropriate to use parametric bootstrap  and 
generate your new dataset using mvnrnd.


0
Richard
8/18/2010 4:56:17 PM
Just a correction, the covariance matrix that I have used is only an example to illustrate the generation of multivariate data. A matrix like that might have no sense.
Thank you for the discussions.
0
CT
8/19/2010 4:13:58 PM
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Hi all. I really appreciate you guys to concern my past question. (In the past thread, "For exact data transfer by using FT2232H." , I asked why the FT2232H makes data delay randomly WHILE I sent the exact data from FPGA. like below: 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9 0 1 2 3 4 ...

data weighting
Hi, This may be more of a statistics question than a MatLab question, but perhaps someone can point me in the right direction. I am weighting 2-d data for a fit. I am used to weighting data that has uncertainty in one direction (lets say the 'x' direction), but I am uncertain how to weight data when there is uncertainty in both directions ('x' and 'y'). I know there are multiple ways to weight data, but is there a way to combine my "x-weight" and my "y-weight"? Thanks for the help "Brendt " <bchyde2@hotmail.com> wrote in message...

Data help #2
Hi, First of all, I would like to thank you all for your help in the past. I have a question regarding the data manipulation. I am trying hard but not able to achieve the final output. What I have: ID VAR1 VAR2 101 0 205 101 2 175 101 4 130 101 6 182 101 10 132 101 14 147 101 16 179 What I need is: To calculate the value of VAR3=(VAR2 - smallest value of VAR2)/smallest value of VAR2. But VAR3 should not be calculated for every observation. It should be only calculated when: ID VAR1 VAR2 VAR3 101 0 205 . 101 2 175 . 101 4 130 ...

.632 Bootstrap
Hi All, Does anyone know of an existing SAS macro that computes Efron's 0.632 bootstrap and/or .632+ bootstrap? Thanks, Song sounpra@YAHOO.COM wrote: > >Hi All, > >Does anyone know of an existing SAS macro that computes Efron's 0.632 >bootstrap and/or .632+ bootstrap? > >Thanks, > >Song ..632+ is generally considered to be preferable, although there are papers which question whether Efron's methods are better than cross-validation in all cases. I don't have a macro. But I would recommend doing it via by-processing with no macros, by modifying ...

Possible to receive 8O1 data on serial port?
I'm developing an application in C++ on RedHat 7.3 which reads data from a serial port (RS422 - I'm using an Amplicon board) which comes from another third-party device. The communication protocol for the device specified that the device sends data using 8O1 characters - i.e. 8 data bits, parity bit using odd parity, and 1 stop bit. However, this has been causing me problems. I'm a relative newcomer to Linux development, and a complete newcomer to serial programming. I've been using the "Serial Programming HOWTO" and the "Serial Programming Guide for POSIX Oper...

Re: data-driven solution #4
Well, PDFs are much weaker IMO than HTML or other forms. Either one of the solutions I listed would still work using PDF files. I tend to like very rich graphics, interactive charting, floatovers, etc. PDF, to me, is a very stale way of displaying information except text. More than that, I think Adobe's stuff is bug ridden (I am Googling tonight on 2 bugs in Adobe products that are vexing me). However, a person has to do whatever the client desires: I understand that. I would suggest you go the ODS route. I do not use ODS, others can advice you on that. Just type in PDF and ODS in google...

Data Recovery
Hopefully I'm in the right group here. Would like to share the release of a new web site dedicated to data recovery. The current release includes the basic processes required to recover data from hard disk drives, data recovery related software for download (freeware and demoware), a forum for users and IT professionals to ask questions or get answers. Visit: http://www.howtorecoverdata.com The site also features "RFQ Blaster". RFQ Blaster sends a request for quote to multiple data recovery companies in one shot. Saves time! The site is in the early stages of dev...

Cell phone data ?
Can someone tell us what commands to use to get last numbers called, last calls received, etc. from Motorola or Nokia cell phones, via the data port at the bottom of the phone, using AT commands? We are reading and writing names and numbers with our program (VB and C#), and getting other info about the cell phone(s), but cannot get the commands in the GSM specs to work for these other data fields. TIA, Paul "Paul H" wrote: > Can someone tell us what commands to use to get last numbers > called, last calls received, etc. from Motorola or Nokia cell > phones,...

Receive data, TCP / IP ??? #2
Hi, I have a problem I don't even know where to start from to solve it. I have two computers, say A and B. A wants to send a raw file to B (let's say "data.csv"). B wants to receive this file in a Matlab Session, and store the contents of this file in cell-array "data". B uses the cell-array "data" to perform some operation and obtains a solution cell-array he wants to send back to A as a Raw file, say "solution.csv". Do you have any idea? I thought I could use a TCP/IP connection setting a listening port, but practically I don't know h...

multichannel data separation &amp; finding mean
Hi I am having some data in 6 channels. I need to group&nbsp; them (2 groups each of 3 channels). After grouping them i need to find mean of each roup. &nbsp; How can i do the grouping? &nbsp; &nbsp; &nbsp; VYBH Hi VYBH, build two arrays out of your six channels. Use the "Add Array Elements" function and divide it with the number of elements.Mike Hi VYBH, There are many ways to do this depending on the format of&nbsp;the data you have. Here are two examples of manipulating arrays. <img src="http://forums.ni.com/attachments/ni/170/332879/1/arrays.JPG...

Standards for data
The company I work for is currently trying to redeploy Maximo (CMMS software). We are trying to figure out the value of using the Standard Modifiers Dictionary. I was wondering if anyone has used Standard Modifiers Dictionary and what the impact has been for your company.Thank you, Steve ...

Call from "Bootstrap Technologies" for Testing Tools #2
www.bootstraptech.com Bootstrap Technologies Private Limited, Global Systems integration and IT Services Company with a Focus on Enterprise Applications Space looking for Aggressive offshore expansion plans for their Hyderabad Development Centre. Bootstrap Technologies started Bootstrap Knowledge Park in Jan 06 and expanding aggressively. We are looking for 250 members offshore expansion to serve our Fortune 5000 clientele who are based out of North America, Europe and APAC. We follow a specially developed Business Pulse Continuity Model which allows us to continue mission critical operations ...

Extract data from table html
Hi, I would like to extract data from the table attached. Could someone help me to create the regular expression to grab that informations? TABLE: <table border=1 cellpadding=4 cellspacing=0 width=100%><tr bgcolor='#dcdcdc'><td align=center><b>Data</b></td><td align=center><b>Apertura</b></td><td align=center><b>Massimo</b></td><td align=center><b>Minimo</b></td><td align=center><b>Chiusura</b></td><td align=center><b>Volumi</b></td&...

informats reading NUMERIC data
I think there is a profound misunderstanding about the nature of informats when I see a statement like this: "Now to be accurate, as the more informed members of SAS-L have said, informats read character data and transform it to either numeric or character." I would argue that there are a number of informats that read NUMERIC data. Firstly I will make it clear that I regard the main purpose of informats are to read raw data. True, I use them as others do within data steps, to map values to a numeric field that I will use for sorting but I would avoid doing data conversion within a ...

Fastest way to transfer data from RT to FPGA
Hi, &nbsp; my questions are simple. &nbsp; 1.) Which ist the fastes way to transfer data (numeric, boolean) from and to&nbsp;a working FPGA on a RT-PXI-system. I've got a deterministic rt-loop and i have to write and to read data to and from a FPGA. FPGA-DMA-FIFO or FPGA-Read/Write-"Control" or Global Var. or ...? The transfer have to be in nano/microseconds! &nbsp; 2.)What is the fastest way to transfer data between a rt-loop and a lower priority loop (network communication)? RT-FIFO (1 element) or Notifier or Global Var. or Func. Var (LV2 Var.) or ...? The trans...

Bootstrap sampling question #7
Hi All, =A0 I want to generate bootstrap samples based on the following original sampli= ng: =A0 =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0= =A0=A0=A0=A0=A0=A0 =A0 =A0 =A0=A0=A0=A0=A0=A0Testing Results at Instrument = 1=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 Testing Results at Instrument 2 Sample ID=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 SITE1=A0=A0=A0=A0=A0=A0=A0=A0=A0= =A0=A0 SITE2=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 SITE3=A0=A0 SITE4=A0=A0=A0=A0= =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 =A0=A0=A0=A0=A0=A0=A0=A0=A0=A0=A0 SITE1=A0= =A0=20 =A0 1=A0=A0=A0=A0=A0=A0=A0=A0=A0 =A0=A0=A0=A0=...

Data stack "frame" superior
TOPIC: Data stack "frame" superior I am quite surprised that no one has commented on my timing studies in which I demonstrated that for the calculation of y = a * x ** + b * x + c in the unoptimal way the use of PICK with cleanup of the input parameters was faster than the normal use of the return stack. This started with the misrepresentation of NSI (named stack items) representing it as producing the following: (net time on a 486DX ) ( 163.52 ) : bar-roll-full 3 ROLL OVER * OVER * -ROT 3 ROLL * + + ; Of course this painted NSI in a bad light. Even the use of pick...

PDF data an Mainframe SAS
*********************************************************************** Bear Stearns is not responsible for any recommendation, solicitation, offer or agreement or any information about any transaction, customer account or account activity contained in this communication. *********************************************************************** say again!! On Mon, 23 Aug 2004, Braten, Michael Exchange wrote: > *********************************************************************** > Bear Stearns is not responsible for any recommendation, solicitation, > offer or agreement or any in...

US-TX-Austin: Database Architect/Admin, Data Modeling, SQL, UMS, Model 204; 3M (45283738500)
US-TX-Austin: Database Architect/Admin, Data Modeling, SQL, UMS, Model 204; 3M (45283738500) ============================================================================================ Position: Database Architect/Admin Reference: SMC01140 Location: Austin TX Duration: 1Y Skills: Experience designing and developing enterprise-wide database systems. Skilled in the use of queries and analysis tools to interface with legacy data in support of both internal and external customers. BS in Computer Science o...