similar to: Problem with reproducing log likelihood estimated with ghyp package

Displaying 20 results from an estimated 100 matches similar to: "Problem with reproducing log likelihood estimated with ghyp package"

2009 Jun 22
1
Problem with storing a sequence of lmer() model fit into a list
Dear R-helpers: May I ask a question related to storing a number of lmer model fit into a list. Basically, I have a for-loop (see towards the bottom of this email) in the loop, I am very sure that the i-th model fit (i.e.,fit_i) is successfully generated and the character string (i.e., tmp_i) is created correctly. The problem stems from the following line in the for-loop #trouble making line
2010 Jun 17
1
simulating data from a multivariate dist
Sir, I am working on fitting distribution on multivariate financial data and then simulate observations from that fitted distribution. I use stepAIC.ghyp() function of 'ghyp' library which select the best fitted distribution from generalized hyperbolic distribution class on the given dataset. data(indices) # Multivariate case: aic.mv <- stepAIC.ghyp(indices, dist =
2012 Jul 26
1
gamma distribution in rugarch package
Hi guys, does anyone know if there is the possibility to fit a gamma distribution using ugarch?honestly i don't know if maybe is possible to fix some parameters that reduce ghyp or ged in a gamma distribution.. thanks a lot sara -- View this message in context: http://r.789695.n4.nabble.com/gamma-distribution-in-rugarch-package-tp4637893.html Sent from the R help mailing list archive at
2010 Sep 21
2
Need help for EM algorithm ASAP !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
I created a EM algorithm for Generalized hyperbolic distribution. I want to estimate mutheldaplus, sigmatheldaplus, betasigmaplus in my code. After getting use these value , then my iteration have to be begin of this code. But I can not to do iteration part. Can you help me use my code and get iteration ? Do know any useful code for EM algorithm for Generalized Hyperbolic library(QRMlib)
2008 Mar 12
3
Types of quadrature
Dear R-users I would like to integrate something like \int_k^\infty (1 - F(x)) dx, where F(.) is a cumulative distribution function. As mentioned in the "integrate" help-page: integrate(dnorm,0,20000) ## fails on many systems. This does not happen for an adaptive Simpson or Lobatto quadrature (cf. Matlab). Even though I am hardly familiar with numerical integration the implementation
2005 Nov 03
4
nlme questions
Dear R users; Ive got two questions concerning nlme library 3.1-65 (running on R 2.2.0 / Win XP Pro). The first one is related to augPred function. Ive been working with a nonlinear mixed model with no problems so far. However, when the parameters of the model are specified in terms of some other covariates, say treatment (i.e. phi1~trt1+trt2, etc) the augPred function give me the following
2011 May 06
1
Generalized Hyperbolic distribution
How to use the package generalized hyperbolic distribution in order to estimate the four parameters in the NIG-distribution? I have a data material with stock returns that I want to fit the parameters to. -- View this message in context: http://r.789695.n4.nabble.com/Generalized-Hyperbolic-distribution-tp3504369p3504369.html Sent from the R help mailing list archive at Nabble.com.
2010 Jan 04
2
MLE optimization
Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing a Maximum Likelihood Estimation in Matlab, but the algorithms didn't converge. So my academic advisor suggested using R. My problem is: estimate a mean reverting jump diffusion parameters. I've succeeded in deriving the likelihood function (which looks like a gaussian
2010 Aug 25
1
Documenting S4 Methods
I'm in the process of converting some S3 methods to S4 methods. I have this function : setGeneric("enrichmentCalc", function(rs, organism, seqLen, ...){standardGeneric("enrichmentCalc")}) setMethod("enrichmentCalc", c("GenomeDataList", "BSgenome"), function(rs, organism, seqLen, ...) { ... ... ... })
2015 Jul 30
2
how to get bug fixed by TUV
hi all, i have a general question (a bit surprised ti's not on the centos faq): we found a bug in a package in a centos install, and we are wondering what the best approach is to get TUV to fix it (and release an update), so it gets fixed in centos rebuild and thus on our nodes. or at the very least to get it on their todo list ;) bugs.centos.org seems an obvious candidate to get them
2015 Jul 30
0
how to get bug fixed by TUV
On 07/30/2015 03:37 AM, Stijn De Weirdt wrote: > hi all, > > i have a general question (a bit surprised ti's not on the centos faq): > > we found a bug in a package in a centos install, and we are wondering > what the best approach is to get TUV to fix it (and release an update), > so it gets fixed in centos rebuild and thus on our nodes. or at the very > least to get
2015 Jul 30
2
how to get bug fixed by TUV
The Redhat guys are normally responding very well to bug reports from Centos users. They don't seem to differentiate. Using bugs.centos.org seems quite pointless. I normally just use https://bugzilla.redhat.com/. On 30 July 2015 at 13:12, Johnny Hughes <johnny at centos.org> wrote: > On 07/30/2015 03:37 AM, Stijn De Weirdt wrote: > > hi all, > > > > i have a
2011 Aug 19
3
PHP 5.3: IUS vs CentOS repos
I need to upgrade PHP because the latest WordPress requires one at least at 5.2.4. What are the tradeoffs of using the php53 packages provided by CentOS versus IUS? I've seen that installing the RHEL-derived php53 requires removing php first and it creates package conflicts because it doesn't provide a virtual php-common package. That suggests I should install the IUS package. Is
2009 Oct 20
11
Stuck with puppet
Hello a newbie here. The situation is that: 2 machine one master one client Puppet 0.24.5 This my configuration: Client: /etc/puppet/puppetd.conf [puppetd] server = Asus-Vista-Box logdir = /var/log/puppet vardir = /var/lib/puppet rundir = /var/run master /etc/puppet/manifests/classes/sudo.pp class sudo { file { "/etc/sudoers": owner => "root",
2003 Sep 24
1
partial matching in data frame subscripting
I'm not sure if the following is a bug or a feature: > jjmat <- array(1:6, c(2,3), list(c('ABC', 'DEF'), c('xyz', 'tuv', 'qrs'))) > jjdf <- as.data.frame(jjmat) > jjmat['AB', ] Error: subscript out of bounds > jjdf['AB',] xyz tuv qrs ABC 1 3 5 > jjmat[, 'tu'] Error: subscript out of bounds
2008 Aug 25
2
slow Perl on CentOS 5
If your Perl apps are unusually slow on CentOS 5, have a look at this blog: http://blog.vipul.net/2008/08/24/redhat-perl-what-a-tragedy/ In a nutshell: some Perl apps are 100x slower on RedHat / CentOS 5 compared to other distributions. Bugzilla entry: https://bugzilla.redhat.com/show_bug.cgi?id=379791 -- Florin Andrei http://florin.myip.org/
2015 Feb 14
1
Where is the official doc for CentOS 7
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 On 14/02/15 05:05, Peng Yu wrote: > Hi, > > I don't see the official doc for CentOS 7. Does anybody know where > is it? Thanks. > > https://www.centos.org/docs/ > and same for CentOS 6 .. it seems difficult to know what to do for those docs, so I'd be in favor of either finding a solution (involving lawyers) or just
2004 Jun 16
4
Digium X100P vs Dodgy Ebay X100P
Hi I thought this might be of general interest. Recently I purchased an X100P from a Digium reseller in the UK. Very pleased with the card; works perfectly. My friend (known for his deep pockets and short arms) purchased an X100P card from Ebay. He's had no end of problems with line noise, dropped called etc so I thought I would compare the two cards. Plus mine was delivered within two
2009 Jun 02
6
release/update question
hi, since i don't use centos very heavily i'm not too familiar with the centos/rhel release/update process (and i didn't do much research on this): is it normal behavior that through the use of "yum update" systems are forced to follow the point releases of a major release (5.0 -> 5.1 -> 5.2, etc)? is there a way and would it make sense to stay within one particular
2010 Nov 06
1
Hashing and environments
Hi, I'm trying to write a general-purpose "lexicon" class and associated methods for storing and accessing information about large numbers of specific words (e.g., their frequencies in different genres). Crucial to making such a class practically useful is to get hashing working correctly so that information about specific words can be accessed quickly. But I've never really