Displaying 20 results from an estimated 55 matches for "alpha0".
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2008 Aug 18
1
ARMA(0,2) & GARCH(1,1) - code & hessian
...the same problem using garchFit()). Can anyone tell me what I'm doing wrong? And how can I calculate the hessian matrix?
Many thanks,
Desislava Kavrakova
Code:
garch<-function(x){
x<<-ts(x)
n<-length(x)
Mean = mean(x); Var = var(x); S = 1e-6
param = c(a = Mean, b1 = S, b2 = S, alpha0 = 0.1*Var,alpha = 0.1, beta = 0.8)
lowerB = c(a = -10*abs(Mean), b1 = S-1, b2 = S-1, alpha0 = S^2, alpha = S, beta = S)
upperB = c(a = 10*abs(Mean), b1 = 1-S, b2 = 1-S, alpha0 = 100*Var, alpha = 1-S, beta = 1-S)
llh<-function(p){
a<-p[1]
b1<-p[2]
b2<-p[3]
alpha0<-p[4]
alpha<-p[5]...
2011 May 04
1
hurdle, simulated power
...o_trt
-0.200134813
Three of the four look right (ie, converging to population values), but
the count_trt is stuck at zero, regardless of sample size (when it
should be ~ -0.20).
Does anyone see what's wrong?
Thanks for any input.
cheers, Dave
mysim <- function(n, beta0, beta1, alpha0, alpha1, theta){
trt <- c(rep(0,n), rep(1,n))
### mean function logit model
p0 <- exp(alpha0 + alpha1*trt)/(1 + exp(alpha0 + alpha1*trt))
### 0 / 1 based on p0
y1 <- as.numeric(runif(n)>p0)
### mean function count portion
mu <- exp(beta0 + beta1*trt)
### estimate counts using...
2010 Feb 16
1
Build failure on Solaris 10 (SPARC)
I'm trying to build R 2.10.1 on a Sun Blade 1000 running Solaris 10 (03/05
release). I've installed iconv 1.13.1 and used:
CPPFLAGS="-I /export/home/drkirkby/sage-4.3.3.alpha0/local/include"
(which is where iconv is)
LDFLAGS=
-R/export/home/drkirkby/sage-4.3.3.alpha0/local/lib
-L/export/home/drkirkby/sage-4.3.3.alpha0/local/lib
The build of R fails as below.
gcc -std=gnu99 -I../../src/extra/zlib -I../../src/extra/bzip2
-I../../src/extra/pcre -I../../src/extra...
2008 Sep 12
1
Error in solve.default(Hessian) : system is computationally singular
...in selecting a method for function 'diag'
Can anyone help me with this? I don't understand what the problem is.
Many thanks,
Desislava Kavrakova
Code:
garchfitS<-function(x){
x<<-ts(x)
r<<-0.05/365
n<<-length(x)
Mean = mean(x); Var = var(x); S = 1e-6
param = c(alpha0 = Var, alpha = 0.1, beta = 0.8)
lowerB = c(alpha0 = S^2, alpha = S, beta = S)
upperB = c(alpha0 = 100*Var, alpha = 1-S, beta = 1-S)
llh<-function(p){
alpha0<-p[1]
alpha<-p[2]
beta<-p[3]
hh<-Var
for (i in 2:n){
hh[i]<-alpha0+alpha*(x[i-1]-r+0.5*hh[i-1])^2+beta*hh[i-1]
}
hh<-ts(...
2010 Aug 16
1
Specify decimal places for parameters in BUGS output
...that in
my code for R2WinBUGS.
trial.data <- read.table("trial_data.txt", header=T)
bugs.output <- list()
for(i in 1:5){
nausea <- as.integer(trial.data[i,])
bugs.output[[i]] <- bugs(
data=list(nausea=nausea, N=63),
inits=list(
list(alpha0=0,tau=1),
list(alpha0=0.9, tau=1),
list(alpha0=0.8,tau=1)
),
model.file="B-LN_model_trial.txt",
parameters.to.save = c("sigma", "tau","alpha0","p"),
n.chains=3, n.iter=12000, n.burnin=5000,...
2008 Dec 19
1
obtaining output from an evaluated expression
Hi
I am trying to use the deriv and eval functions to obtain the value of a
function , say "xi-(alpha0+alpha1*gi)" , differentiated with respect to
alpha0 and alpha1, in the following way
# for gi = 0
> dU1dtheta <- deriv(~ xi-(alpha0+alpha1*gi), c("alpha0","alpha1"))
> eval(dU1dtheta)
(Intercept)
-0.2547153
attr(,"gradient")
alpha0 alpha1
[...
2011 Nov 27
0
Need Help with my Code for complex GARCH (GJR)
...(Di)
Mi<<-ts(Mi)
Do<<-ts(Do)
Fr<<-ts(Fr)
n<-length(x)
a <-par[1]
di <- par[2]
mi <- par[3]
do <- par[4]
fr <- par[5]
b1 <- par[6]
b2 <- par[7]
b3 <- par[8]
b4 <- par[9]
dum <- par[10]
alpha0<-par[11]
alpha<-par[12]
beta<-par[13]
res<-array(length(x))
hh<-array(length(x))
ll <-numeric(length(x))
res[1] <- x[1]-a
for (i in 2:n){
res[i]<-x[i]-a-di*Di[i]-mi*Mi[i]-do*Do[i]-fr*Fr[i]-b1*y[i]-b2*z[i-1]-b3*x[i-1]-b4*d[i]*x[i-1]
#MEan E...
2016 Oct 17
2
Massive LMTP Problems with dovecot
...lf.Hildebrandt at charite.de>:
> > It seems to loop in sha1_loop & hash_format_loop
>
> The problem occurs in both 2.3 and 2.2 (I just updated to 2.3 to check).
I'm seeing the first occurence of that problem on the 10th of october!
I was using (prior to the 10th) : 2.3.0~alpha0-1~auto+371
On the 10th I upgraded (16:04) to: 2.3.0~alpha0-1~auto+376
I'd think the change must have been introduced between 371 and 376 :)
I then went back to, issues went away: 2.2.25-1~auto+49
and the issues reappeared with 2.2.25-1~auto+57
Does that help?
--
Ralf Hildebrandt...
2016 Jul 11
4
2.3.0~alpha0-1~auto+197: Crash when openening a message via IMAP
...ibc_start_main+0xf0)
[0x7efd1cf6c830] -> dovecot/imap [hildeb 141.42.206.36 UID FETCH - 8192 bytes waiting corked](+0xdc6f) [0x55649b34fc6f]
Jul 11 13:12:44 mproxy dovecot: imap(hildeb)<TGwoO1o3id+NKs4k>: Fatal: master: service(imap): child 27254 killed with signal 6 (core dumped)
# 2.3.0.alpha0 (3aae884) [XI:2:2.3.0~alpha0-1~auto+197]: /etc/dovecot/dovecot.conf
--
Ralf Hildebrandt
Gesch?ftsbereich IT | Abteilung Netzwerk
Charit? - Universit?tsmedizin Berlin
Campus Benjamin Franklin
Hindenburgdamm 30 | D-12203 Berlin
Tel. +49 30 450 570 155 | Fax: +49 30 450 570 962
ralf.hild...
2011 Aug 11
1
R crashes when communicating with JAGS
...------
require(R2WinBUGS)
require(rjags)
require(R2jags)
## write model file:
print(list.modules())
write.model(con="blah.bug",model=function() {
for( i in 1 : N ) {
r[i] ~ dbin(p[i],n[i])
b[i] ~ dnorm(0.0,tau)
logit(p[i]) <- alpha0 + alpha1 * x1[i] + alpha2 * x2[i] +
alpha12 * x1[i] * x2[i] + b[i]
}
alpha0 ~ dnorm(0.0,1.0E-6)
alpha1 ~ dnorm(0.0,1.0E-6)
alpha2 ~ dnorm(0.0,1.0E-6)
alpha12 ~ dnorm(0.0,1.0E-6)
tau ~ dgamma(0.001,0.001)
sigma <- 1 / sqrt(tau)
})...
2011 Apr 04
0
[R-sig-ME] Documentation for the glm module in jags/rjags?
...s=2, n.adapt=2500)
>> Compiling model graph
>> Resolving undeclared variables
>> Allocating nodes
>> Graph Size: 167
>>
>> > update(m, 2500)
>> |**************************************************| 100%
>> > x <- coda.samples(m, c("alpha0", "alpha1","alpha2","alpha12","sigma"),
>> + n.iter=10000, thin=10)
>> |**************************************************| 100%
>> > source("bench-test1.R")
>> > check.fun()
>> alpha0...
2004 May 06
5
Orthogonal Polynomial Regression Parameter Estimation
Dear all,
Can any one tell me how can i perform Orthogonal
Polynomial Regression parameter estimation in R?
--------------------------------------------
Here is an "Orthogonal Polynomial" Regression problem
collected from Draper, Smith(1981), page 269. Note
that only value of alpha0 (intercept term) and signs
of each estimate match with the result obtained from
coef(orth.fit). What went wrong?
--------------------------------------------
Data:
> Z<-1957:1964
> Y<-c(0.93,0.99,1.11,1.33,1.52,1.60,1.47,1.33)
> X<-Z-1956
> X
[1] 1 2 3 4 5 6 7 8
-----------...
2009 May 22
0
EM algorithm mixture of multivariate
...)
em2mn<- function(y)
{
n<-length(y[,1])
p<-matrix(0,n,1)
f1<-matrix(0,n,1)
f2<-matrix(0,n,1)
tau<-matrix(0,n,2)
eps<-0.0001
mu01<-c(0,0)
mu02<-c(0,0)
sd01<-matrix(0,2,2)
sd02<-matrix(0,2,2)
cov1<-matrix(0,2,2)
cov2<-matrix(0,2,2)
# 1 inizializzare i valori
alpha0= runif(1,0,1)
for (j in 1:2) {
mu01[j] <- runif(1,min=quantile(y[,j], probs =0.25),
max=quantile(y[,j], probs =0.75))
mu02[j] <- runif(1,min=quantile(y[,j], probs =0.25),
max=quantile(y[,j], probs =0.75))
}
sd01<- var(y[1:round(n/2),])
sd02<- var(y[round(n/2):n,])
#sd01<-s1
#sd02<...
2009 May 22
0
EM algorithm mixture of multivariate gaussian
...)
em2mn<- function(y)
{
n<-length(y[,1])
p<-matrix(0,n,1)
f1<-matrix(0,n,1)
f2<-matrix(0,n,1)
tau<-matrix(0,n,2)
eps<-0.0001
mu01<-c(0,0)
mu02<-c(0,0)
sd01<-matrix(0,2,2)
sd02<-matrix(0,2,2)
cov1<-matrix(0,2,2)
cov2<-matrix(0,2,2)
# 1 inizializzare i valori
alpha0= runif(1,0,1)
for (j in 1:2) {
mu01[j] <- runif(1,min=quantile(y[,j], probs =0.25),
max=quantile(y[,j], probs =0.75))
mu02[j] <- runif(1,min=quantile(y[,j], probs =0.25),
max=quantile(y[,j], probs =0.75))
}
sd01<- var(y[1:round(n/2),])
sd02<- var(y[round(n/2):n,])
#sd01<-s1
#sd02<...
2018 May 30
2
Fatal: nfs flush requires mail_fsync=always
...always
>>
>> The result is that the client does not connect at all, which is not
>> really what I wanted to happen :)
>>
>> Any idea what is going wrong here?
>>
>> Best regards
>> S?ren P. Skou
>>
>> doveconf -n
>>
>> # 2.3.1.alpha0 (bdfa22623) [XI:2:2.3.1~alpha0-1~auto+14]:
>> /etc/dovecot/dovecot.conf
>> # Pigeonhole version 0.5.1.alpha0 (d5f710e0)
>> # OS: Linux 4.9.0-4-amd64 x86_64 Debian 9.3 nfs
>> auth_worker_max_count = 200
>> dict {
>> expire = mysql:/etc/dovecot/dovecot-dict-sql.c...
2018 Jan 19
1
Fatal: nfs flush requires mail_fsync=always
...e is that from what I can see, mail_fsync is set
to always :
# doveconf -n | grep mail_fs
mail_fsync = always
The result is that the client does not connect at all, which is not
really what I wanted to happen :)
Any idea what is going wrong here?
Best regards
S?ren P. Skou
doveconf -n
# 2.3.1.alpha0 (bdfa22623) [XI:2:2.3.1~alpha0-1~auto+14]:
/etc/dovecot/dovecot.conf
# Pigeonhole version 0.5.1.alpha0 (d5f710e0)
# OS: Linux 4.9.0-4-amd64 x86_64 Debian 9.3 nfs
auth_worker_max_count = 200
dict {
expire = mysql:/etc/dovecot/dovecot-dict-sql.conf.ext
quota = mysql:/etc/dovecot/dovecot-dict-sql....
2007 Jul 26
2
error in using R2WinBUGS on Ubuntu 6.10 Linux
...ated for context 0x3
fixme:keyboard:RegisterHotKey (0x10032,13,0x00000002,3): stub
fixme:ntdll:RtlNtStatusToDosErrorNoTeb no mapping for 8000000a
err:ole:local_server_thread Failure during ConnectNamedPipe 317
R SOURCE FILE:
rm(list=ls(all=TRUE))
library(R2WinBUGS)
inits<-function(){
list(alpha0 = 0, alpha1 = 0, alpha2 = 0, alpha12 = 0, sigma = 1)
}
data<-list(r = c(10, 23, 23, 26, 17, 5, 53, 55, 32, 46, 10, 8, 10, 8, 23, 0, 3, 22, 15, 32, 3),
n = c(39, 62, 81, 51, 39, 6, 74, 72, 51, 79, 13, 16, 30, 28, 45, 4, 12, 41, 30, 51, 7),
x1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0,...
2017 Feb 17
2
fts_solr and connection via https://
...> tested.
>>>>
>>> Thanks for the update Stephan! Awesome! Looking forward to test it
>>> myself :-)
>> https://github.com/dovecot/core/commit/526631052ca3175357302af8fa7dcbf763b40c53
>>
> Thank you. I am using now the following version:
> 2.3.0.alpha0 (2eeea57) [XI:2:2.3.0~alpha0-1~auto+650]
>
> The error messages I am getting now are like this:
>
> doveadm(user at host): Info: Received invalid SSL certificate: unable to
> get local issuer certificate: /C=US/O=Let's Encrypt/CN=Let's Encrypt
> Authority X3
> doveadm(u...
2010 Mar 09
0
varComb in gls/lme
...d the simulated data). This makes me wonder if it is a right way
to model variance function exp(c0+nu0*W +nu1*W^2) using "varComb". The
codes and outputs are copied below.
Any suggestions and help are very apprecited
library(nlme)
simulate.pilot = function(m, mn, sigma, alpha0, alpha1, c0, nu0, nu1) {
pilot.dat=data.frame(W=rnorm(m, mean=mn, sd=sigma))
pilot.dat=transform(pilot.dat, Y=rnorm(m, mean=alpha0 + alpha1*W,
sd=sqrt(exp(c0+nu0*W+nu1*W^2))))
pilot.dat
}
mn=3.3
sigma=sqrt(0.5)
alpha0=0.1
alpha1=3
m=200
n=200
c0=-2.41...
2010 Mar 15
0
question regarding variance function in gls
...(I used the simulated data). This makes me wonder if it is a right way
to model variance function exp(c0+nu0*W +nu1*W^2) using "varComb". The
codes and outputs are copied below.
Any suggestions and help are very apprecited
library(nlme)
simulate.pilot = function(m, mn, sigma, alpha0, alpha1, c0, nu0, nu1) {
pilot.dat=data.frame(W=rnorm(m, mean=mn, sd=sigma))
pilot.dat=transform(pilot.dat, Y=rnorm(m, mean=alpha0 + alpha1*W,
sd=sqrt(exp(c0+nu0*W+nu1*W^2))))
pilot.dat
}
mn=3.3
sigma=sqrt(0.5)
alpha0=0.1
alpha1=3
m=200
n=200
c0=-2.413; nu0=-0.2; nu1=0.3...