Displaying 20 results from an estimated 40 matches for "bess".
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bass
2010 Feb 10
1
looping problem
...here:
library(numDeriv)
fprime <- function(z)
{ alp <- 2.0165;
rho <- 0.868;
# simplified expressions
a <- alp-0.5
c1 <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
c2 <- sqrt(rho)/(1-rho)
t1 <- exp(-z/(1-rho))
t2 <- (z/(2*c2))^a
bes1 <- besselI(z*c2,a)
t1bes1 <- t1*bes1
c1*t1bes1*t2
}
## Newton iteration
newton_gam <- function(z)
{ n <- length(z)
r <- runif(n)
tol <- 1E-6
cdf <- vector(length=n, mode="numeric")
for (i in 1:1000)
{ # numerical intergration to find the cdf
cdf <-...
2003 Aug 20
2
Method of L-BFGS-B of optim evaluate function outside of box constraints
Hi, R guys:
I'm using L-BFGS-B method of optim for minimization problem. My function
called besselI function which need non-negative parameter and the besselI
will overflow if the parameter is too large. So I set the constraint box
which is reasonable for my problem. But the point outside the box was
test, and I got error. My program and the error follows. This program
depends on CircStats pac...
2007 Jun 18
1
two bessel function bugs for nu<0
#bug 1: besselI() for nu<0 and expon.scaled=TRUE
#tested with R-devel (2007-06-17 r41981)
x <- 2.3
nu <- -0.4
print(paste(besselI(x, nu, TRUE), "=", exp(-x)*besselI(x, nu, FALSE)))
#fix:
#$ diff bessel_i_old.c bessel_i_new.c
#57c57
#< bessel_k(x, -alpha, expo) * ((ize == 1)? 2. : 2.*exp(...
2007 Sep 22
0
error messages
...)
z<-as.vector(z)
x<-rvonmises(100,0,2+cos(z))
x<-as.vector(x)
f<-function(x){
k1<-x[1]
k2<-x[2]
k12<-x[3]
g<-x[4]
-2*sum(log(
exp(k1*cos(x))*integrate(function(y)exp((k2+k12*cos(x))*cos(y)),g,2*pi,subdivisions=1000000)$value
/(2*pi*integrate(function(y)besselI(k1+k12*cos(y),0)*exp(k2*cos(y)),g,2*pi,subdivisions=1000000)$value)
))
}
gr<-function(u){
k1<-u[1]
k2<-u[2]
k12<-u[3]
g<-u[4]
grad1<-sum(integrate(function(y)integrate(function(a)(cos(x)-cos(a))*exp(k2*cos(y)+(k1+k12*cos(y))*cos(a)),subdivisions=10000000,-pi,pi)...
2010 Jan 26
1
newton method for single nonlinear equation
...z <- pars[1]
## Constant value
alp <- 2.0165 ; rho <- 0.868;
c <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
for (i in 1:n)
{ t1 <- exp(-pars[1]/(1-rho))
t2 <- (pars[1]*(1-rho)/(2*sqrt(rho)))^(alp-0.5)
bes1 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-0.5)
bes2 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-1.5)
bes3 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp+0.5)
## Equation
f <- c*t1*t2*bes1 - runi
## derivative
fprime <- c*t1*t2*( -bes1/(1-rho) + (alp-0.5)*bes1/par...
2002 Apr 19
1
FW: Problem compiling on HP-UX 10.20
Here is a copy of the last few lines in base-Ex.Rout.fail:
> x <- seq(3,500);yl <- c(-.3, .2)
> plot(x,x, ylim = yl, ylab="",type='n', main = "Bessel Functions
Y_nu(x)")
> for(nu in nus){xx <- x[x > .6*nu]; lines(xx,besselY(xx,nu=nu), col =
nu+2)}
> legend(300,-.08, leg=paste("nu=",nus), col = nus+2, lwd=1)
>
> x <- seq(10,50000,by=10);yl <- c(-.1, .1)
> plot(x,x, ylim = yl, ylab="",type...
2009 Jun 03
2
code for double sum
Hi R-users,
I wrote a code to evaluate double sum as follows:
ff2 <- function(bb,eta,z,k)
{ r <- length(z)
for (i in 1:r)
{ sm1 <- sum((z[i]*bb/2)*(psigamma((0:k)+eta+1,deriv=0)/(factorial(0:k)*gamma((0:k)+eta+1))))
sm2 <- sum((besselI(z[i]*bb,eta)*log(z[i]*bb/2) - sm1)/besselI(z[i]*bb,eta))
sm2
}
ff2(bb,eta,z,10)
but it gave me the following message:
> source(.trPaths[5], echo=TRUE, max.deparse.length=10000)
Error in source(.trPaths[5], echo = TRUE, max.deparse.length = 10000) :
C:\Documents and Settings\zakry001...
2002 Nov 26
2
Existence of non-vectorised functions
Dear R-Group:
Recently, I ran into a problem. I was using a function called "I.1",
which evaluates the first-order modified Bessel function of the first
kind, in the package "CircStats". This function is not vectorized,
since it uses a couple of "if" conditions. However, when I called this
function with a vector argument, I got no error/warning messages in
R1.5.1 (under Windows 2000). Furthermore, th...
2010 Jun 15
1
Error in nlm : non-finite value supplied by 'nlm'
...has one parameter (vector[2]).
So in total I want to estimate two parameters: the AR(1) paramter (vector[1]) and the distribution parameter.
My function is the negative loglikelihood derived from a mixing operator.
f=function(vector) -sum(log((vector[1]*data$I)+((1-vector[1])*((exp(-2*vector[2]))*besselI(2*vector[2],data$PC)))))
nlm(f,p=c(-0.2354,0.00003269))
Error in nlm(f, p = c(-0.2354, 3.269e-05)) :
non-finite value supplied by 'nlm'
In addition: There were 50 or more warnings (use warnings() to see the first 50)
warnings()
Warning messages:
1: In besselI(2 * vector[2], data...
2007 Sep 11
1
Fitting Data to a Noncentral Chi-Squared Distribution using MLE
Hi, I have written out the log-likelihood function to fit some data I have (called ONES20) to the non-central chi-squared distribution.
>library(stats4)
>ll<-function(lambda,k){x<-ONES20; 25573*0.5*lambda-25573*log(2)-sum(-x/2)-log((x/lambda)^(0.25*k-0.5))-log(besselI(sqrt(lambda*x),0.5*k-1,expon.scaled=FALSE))}
> est<-mle(minuslog=ll,start=list(lambda=0.05,k=0.006))
R accepts the function definition without a problem, but gives this error when I ask for the mle of the parameters.
Error in besselI(x, nu, 1 + as.logical(expon.scaled)) :...
2002 Dec 11
3
Modified Bessel Function - 2nd kind
In order to fit a probability distribution proposed by Sichel [Journal of
the Royal Statistical Society. Series A (General), Vol. 137,
No. 1. (1974), pp. 25-34], I need a modified Bessel function of the 2nd
kind. I notice that the base package of "R" only has modified Bessel
functions of the 1st and 3rd kind. Does a modified Bessel function of the
2nd kind exist anywhere?
Many thanks,
Andrew Wilson
2004 May 05
4
Discontinuities in a simple graph (machine precision?)
...produce a graph of this over the range [-3,3] so I
used:
plotit <-function(x=seq(-3,3,0.01),...){
y<-sapply(x,mdevstdev)
plot(x,y,...)
}
> plotit()
This produces the graph, but some discontinuities appear on it. I've
produced the same graph in Mathematica 5
(http://econserv2.bess.tcd.ie/cullens/R/DOverDelta.eps), and it was smooth
over this range (it takes ages to run, though). Is this a numerical
precision problem? Any suggestions on how to improve the precision?
I'm running R 1.9 on WinXP, PIII. I haven't changed any R parameters that
I know of.
--
SC
Si...
2009 Mar 23
4
newton method
Hi R-users,
Does R has a topic on newton's method?
Thank you for the info.
2010 Jan 26
1
Newton method
...z <- pars[1]
## Constant value
alp <- 2.0165 ; rho <- 0.868;
c <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
for (i in 1:n)
{ t1 <- exp(-pars[1]/(1-rho))
t2 <- (pars[1]*(1-rho)/(2*sqrt(rho)))^(alp-0.5)
bes1 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-0.5)
bes2 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp-1.5)
bes3 <- besselI(pars[1]*sqrt(rho)/(1-rho),alp+0.5)
## Equation
f <- c*t1*t2*bes1 - runi
## derivative
fprime <- c*t1*t2*( -bes1/(1-rho) + (alp-0.5)*bes1/par...
2002 May 14
1
Functional Data Analysis
Hi,
is there support (i.e. packages or similar) in R for functional data
analysis as suggested by Ramsay (1982) and Besse and Ramsay (1986)?
Cheers
Roland
--
E-Mail : Roland.Goecke at ieee.org
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"...
2004 Dec 14
1
increase thr range in R
Hello Everybody in order to get some needed results out of my function i
need to get my besselI function evaluated at some values which normally gave
Inf or 0 (expon.scaled NAN) back. So I would like to increase the range in R
from approxamittly 1e+320 to aabout 1e+500 or something like that. Is there
any possibility or pacckage to do this easily?
Thank You
Sebastian Kaiser
Institut for St...
2010 Jun 15
0
nlm is
...one parameter (vector[2]).
So in total I want to estimate two parameters: the AR(1) paramter (vector[1]) and the distribution parameter.
My function is the negative loglikelihood derived from a mixing operator.
f=function(vector) -sum(log((vector[1]*data$I)+((1-vector[1])*((exp(-2*vector[2]))*besselI(2*vector[2],data$PC)))))
nlm(f,p=c(-0.2354,0.00003269))
Error in nlm(f, p = c(-0.2354, 3.269e-05)) :
non-finite value supplied by 'nlm'
In addition: There were 50 or more warnings (use warnings() to see the first 50)
warnings()
Warning messages:
1: In besselI(2 * vector[2]...
2010 Feb 09
1
how to adjust the output
...y out the calculation.
integrand <- function(z)
{ alp <- 2.0165
rho <- 0.868
# simplified expressions
a <- alp-0.5
c1 <- sqrt(pi)/(gamma(alp)*(1-rho)^alp)
c2 <- sqrt(rho)/(1-rho)
t1 <- exp(-z/(1-rho))
t2 <- (z/(2*c2))^a
bes1 <- besselI(z*c2,a)
t1bes1 <- t1*bes1
c1*t1bes1*t2
}
z1 <- 20
cdf <- integrate(integrand, lower = 0, upper = z1,abs.tol = FALSE)
r <- runif(1)
## Newton iteration
z2 <- z1 - (cdf - r)/integrand(z1)
Output
> z1 <- 20
> cdf <- integrate(integrand, lower = 0, up...
2002 Oct 17
1
underflow handling in besselK (PR#2179)
The besselK() function knows about overflows/underflows internally;
there is a constant xmax_BESS_K in src/nmath/bessel.h (and referred to
only in bessel_k.c), equal to 705.342, which is checked if expon.scaled is
FALSE. (The equivalent number for bessel_i.c is 709, defined as
exparg_BESS in bessel.h.) How...
2002 Oct 23
1
vectorizing a function
...The best I have come up with so far just tests for z being longer than
1 and if so, uses sapply() recursively. This is fine, except that it
doesn't preserve the dimensions correctly if z is a matrix or an
array. And the function doesn't work properly if z is a scalar but A
is a vector.
besselI() does The Right Thing (tm), but it is internal ; what is the
best way to vectorize this type of function?
hypergeo <- function(A,B,C,z,tol=1e-6){
if(length(z) > 1) {
return(sapply(z,hypergeo,A=A,B=B,C=C,tol=tol))
} else {
term <- tmp <- 1
for(n in 1:100){...