Displaying 20 results from an estimated 7000 matches similar to: "Running MCMC in R"
2012 Dec 13
1
An important question about running MCMC
Dear officer
I have a question concerning running R when I am doing my research. Can you
help me to figure that out?
I am now running a MCMC iteration in the R program. But it is always
stucked in some loop. This cause big problems for my research. So I want to
know whether we can skip the current dataset and move to next simulated
data when the iteration is stucked? Alternatively, can the MCMC
2012 Nov 20
2
about MCMC
Hello all, could you tell wehere I can find information related to MCMC
(Monte Carlo).
And some examples about this topic.
Thanks,
Tania
[[alternative HTML version deleted]]
2016 Oct 26
5
BUG?: On Linux setTimeLimit() fails to propagate timeout error when it occurs (works on Windows)
setTimeLimit(elapsed=1) causes a timeout error whenever a call takes
more than one second. For instance, this is how it works on Windows
(R 3.3.1):
> setTimeLimit(elapsed=1)
> Sys.sleep(10); message("done")
Error in Sys.sleep(10) : reached elapsed time limit
Also, the error propagates immediately and causes an interrupt after ~1 second;
> system.time({ Sys.sleep(10);
2011 Jan 19
2
MCMC object indexing
I have an mcmc object and I''m trying to plot the quantiles of the variables - and not as a function of the iterations as in cumuplot.
I cannot seem to find the right combination of indexing to access the variables; after which I''m sure I can plot all the statistics I could hope for.
Any hints for accessing the mcmc object would be appreciated.
=Dave
[[alternative HTML
2010 Apr 21
1
A question about plot.mcmc
Dear List members,
I am using R to generate MCMC time series plots.
This is the code I use; however, everytime an error message will come out
saying could not find function "plot.mcmc."
I have coda package and Lattice package installed.
Does anyone know what may get wrong here? Thanks so much for your
suggestions.
Hongli Li
*library (coda)
dat1=read.csv("Itemtime.csv")
2004 Feb 12
1
How do you create a "MCMC" object?
I have been running a Gibbs Sampler to estimate levels of efficiency in the
Louisiana Shrimp Industry. I created a matrix (samp) where I stored the
results of each iteration for 86 variables. I run 10,000 iterations. So, the
matrix samp is 10,000 x 86. I want to use the gelman-rubin test to check for
convergence. To do that, I need at least two chains. If I run second chain
with different starting
2003 Aug 21
2
mcmc
Hello,
I am about to move all of my modelling work into R, and I have been
investigating the present state of MCMC and Bayesian methods in R.
Following a thread on the mailing list in 2000, I have looked at
mcmcpack and Hydra. Three years down the line, is there anything new in
this area? I have used both MCSim and WinBUGS in the past. The first one
seems promising, but is too focused towards
2018 Jan 18
2
MCMC Estimation for Four Parametric Logistic (4PL) Item Response Model
Good day Sir/Ma'am! This is Alyssa Fatmah S. Mastura taking up Master of
Science in Statistics at Mindanao State University-Iligan Institute
Technology (MSU-IIT), Philippines. I am currently working on my master's
thesis titled "Comparing the Three Estimation Methods for the Four
Parametric Logistic (4PL) Item Response Model". While I am looking for a
package about Markov chain
2006 May 11
1
about MCMC pack
Hello,
I tryed to use the MCMC pack, particularly the function MCMCirtKd to
simulate the posterior distribution in a multidimensional IRT model.
The code I used is:
posterior1 <- MCMCirtKd(Y, dimensions=2,
item.constraints=list("V2"=list(3,0)),
burnin = 1000, mcmc = 10000, thin=1, verbose = 1, seed = NA,
alphabeta.start = NA, b0 = 0, B0=0, store.item = FALSE,
2005 Sep 23
4
books about MCMC to use MCMC R packages?
Dear list users,
I need to learn about MCMC methods, and since there are several packages in
R that deal with this subject, I want to use them.
I want to buy a book (or more than one, if necessary) that satisfies the
following requirements:
- it teaches well MCMC methods;
- it is easy to implement numerically the ideas of the book, and notation
and concepts are similar to the corresponding R
2010 May 20
1
Geneland error on unix: Error in MCMC(........ :, unused argument(s) (ploidy = 2, genotypes = geno)
I am receiving the above error ( full r session output below) the
script runs OK in windows. and "genotypes" and "ploidy" are both
correct arguments
any suggestions would be most welcome
Nevil Amos
MERG/ACB
Monash University School of Biological Sciences
> library(Geneland)
Loading required package: RandomFields
Loading required package: fields
Loading required
2010 Sep 29
1
sample exponential r.v. by MCMC
Dear R users,
I am leaning MCMC sampling, and have a problem while trying to sample
exponential r.v.'s via the following code:
samp <- MCMCmetrop1R(dexp, theta.init=1, rate=2,
mcmc=5000, burnin=500,
thin=10, verbose=500, logfun=FALSE)
I tried other distribtions such as Normal, Gamma with shape>1, it works
perfectly fine. Can someon
2000 Mar 16
3
MCMC
Hi
Does anyone know of any R coding/functions for MCMC approaches? I am
currently using BUGS but I wonder if the bazaar has produced anything? I
think I am pushing BUGS to it's limit and possibly past it at the moment.
John
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send
2010 Apr 26
2
Unexpected warnings from summary() on mcmc.list objects
I am trying to get summary statistics from WinBUGS/JAGS output in the
form of mcmc.list objects, using the summary() function. However, I
get odd warning messages:
Warning messages:
1: In glm.fit(x = X, y = Y, weights = weights, start = start, etastart
= etastart, :
algorithm did not converge
2: In glm.fit(x = X, y = Y, weights = weights, start = start, etastart
= etastart, :
algorithm did
2009 Jul 02
1
MCMC/Bayesian framework in R?
Dear R-users (and developers),
I am looking for an efficient framework to carry out parameter
estimations based on MCMC (optionally with specified priors). My goal is
as follow:
* take ANY R-function returning a likelihood-value (this function may
itself call external programmes or other code!)
* run a sampler that covers the multidimensional parameter space (thus
creating a posterior
2009 Nov 08
3
MCMC gradually slows down
Hello,
I have written a simple Metropolis-Hastings MCMC algorithm for a
binomial parameter:
MHastings = function(n,p0,d){
theta = c()
theta[1] = p0
t =1
while(t<=n){
phi = log(theta[t]/(1-theta[t]))
phisim = phi + rnorm(1,0,d)
thetasim = exp(phisim)/(1+exp(phisim))
r = (thetasim)^4*(1-thetasim)^8/(theta[t]^4*(1-theta[t])^8)
if(runif(1,0,1)<r){
theta[t+1] = thetasim
}
2009 Aug 12
1
MCMC sampling question
Hello,
Consider MCMC sampling with metropolis / metropolis hastings proposals
and a density function with a given valid parameter space. How are MCMC
proposals performed if the parameter could be located at the very
extreme of the parameter space, or even 'beyond that' ? Example to
express it and my very nontechnical 'beyond that': The von Mises
distribution is a circular
2018 Jan 18
0
MCMC Estimation for Four Parametric Logistic (4PL) Item Response Model
I know of no existing functions for estimating the parameters of this model using MCMC or MML. Many years ago, I wrote code to estimate this model using marginal maximum likelihood. I wrote this based on the using nlminb and gauss-hermite quadrature points from statmod.
I could not find that code to share with you, but I do have code for estimating the 3PL in this way and you could modify the
2010 Apr 13
2
Getting Started with Bayesian MCMC
Hi all,
I would like to start to use R's MCMC abilities to compute answers in
Bayesian statistics. I don't have any specific problems in mind yet,
but I would like to be able to compute/sample posterior probabilities
for low-dimensional custom models, as well as handle "standard"
Bayesian cases like linear regression and hierarchical models.
R clearly has a lot of abilities in
2007 Mar 09
1
MCMC logit
Hi,
I have a dataset with the binary outcome Y(0,1) and 4 covariates (X1,X@,X#,X$). I am trying to use MCMClogit to model logistic regression using MCMC. I am getting an error where it doesnt identify the covariates ,although its reading in correctly. The dataset is a sample of actual dataset. Below is my code:
> #######################
>
>
> #retreive data
> # considering four