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...sulation.R:7: #define FRAME_IS_LOCKED(e) (ENVFLAGS(e) & FRAME_LOCK_MASK) ./R6/tests/manual/encapsulation.R:8: #define UNLOCK_FRAME(e) SET_ENVFLAGS(e, ENVFLAGS(e) & (~ FRAME_LOCK_MASK)) ./R6/tests/manual/encapsulation.R-9- ./R6/tests/manual/encapsulation.R-10- if (TYPEOF(env) == NILSXP) ./BMA/R/iBMA.glm.R-21-*/ ./BMA/R/iBMA.glm.R-22-#define FRAME_LOCK_MASK (1<<14) ./BMA/R/iBMA.glm.R:23:#define FRAME_IS_LOCKED(e) (ENVFLAGS(e) & FRAME_LOCK_MASK) ./BMA/R/iBMA.glm.R:24:#define UNLOCK_FRAME(e) SET_ENVFLAGS(e, ENVFLAGS(e) & (~ FRAME_LOCK_MASK)) ./BMA/R/iBMA.glm.R-25-' ./BMA/...

Hello everybody, In order to predict income for different time points, I fitted a linear model with polynomial effects using BMA (bicreg(...)). It works fine, the results are consistent with what we are looking for. Now, we would like to predict income for a future time point t_next and of course draw the prediction interval around the estimated value for this point t_next. I've found the formulae for the ponctual estim...

HI, List I want to know weather any body has used BMA Package for model averaging for prediction of future values.....What are the paprmeters we have to suplly to the model. Any script for the same. thanks in advance ANIL KUMAR( METEOROLOGIST) LRF SECTION NATIONAL CLIMATE CENTER ADGM(RESEARCH) INDIA METEOROLOGICAL DEPARTMENT SHIVIJI NAGAR PUNE-41...

...he difference between postmean(the posterior mean of each coefficient from model averaging) and condpostmean(the posterior mean of each coefficient conditional on the variable being included in the model), But it's still unclear about the results explanations, and the artile of Rnews in 2005 on BMA still don't give more detail on it. Suppose my results of logistic regression analyzed by bic.glm (BMA) as follows:(dataset is birthwt(MASS) and i include the interaction) p!=0 EV SD condEV cond SD model 1 model 2 model 3 model 4 model 5 Intercep...

Hi, I'm trying to using pspline in bic.surv{BMA}. ############################# library(BMA) library(survival) data(veteran) test.bic.surv<- bic.surv(Surv(time,status) ~ karno+pspline(age,df=3)+diagtime+prior, data = veteran, factor.type = TRUE) summary(test.bic.surv, conditional=FALSE, digits=2) ############################# The results ar...

Hi ! I have been using BMA (bayesian model Averaing) package for modeling purposes, but was faced with a problem of incorporating offset term in the Poisson regression of disease rates. It looks like bic.glm does not accept offset keyword like glm ? Any ways to solve the problem using wt option in BMA? Janne Pitk?niemi...

Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE) Software to carry out robust covariance estimation by Nearest Neighbor Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)] is now available for R and Splus. In the simulation studies published in JASA, this had mean squared error at least 100 times smaller than that of other leading

Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE) Software to carry out robust covariance estimation by Nearest Neighbor Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)] is now available for R and Splus. In the simulation studies published in JASA, this had mean squared error at least 100 times smaller than that of other leading

Hello! I have data containing a large number of probabilities (about 60) of nonzero coefficients to predict 10 different independent variables (in 10 different BMA models). i've arranged these probabilities in a matrix like so: (IV1) (IV2) (IV3) ... p(b0) p(b0) p(b0) p(b1) p(b1) p(b1) p(b2) p(b2) p(b2) ... where p(b1) for independent variable 1 is p(b1 != 0) (given model uncertainty - using the BMA package). i've a...

...version: The instruction in ‘0x6c7f22b3’ refers to memory ‘0x000038e4’. The process ‘read’ can not be carried out on the memory. Click ‘OK’ to end the program. Click ‘break’ for the debugging. is it possible to solve this problem? if not, then, is it possible to work Bayesian Model Average (BMA) package on version 2.3? Actually, i have already tried to load the BMA package on 2.3 and i am informed by the message saying that the BMA package is written in 2.4 and supported by 2.4. That's why i tried to install 2.4. looking for your professional help!! and thank you very very much!!...

...BITS=64 -D_LARGE_FILES -D_LARGEFILE_SOURCE=1 -DNO_GCC_PRAGMA -Wall -g -fno-strict-aliasing -O2 -fPIC -Wno-unused-function -I /usr/local/lib/site_ruby/1.8 -I /usr/local/lib/site_ruby/1.8/x86_64-linux -I /usr/local/lib/site_ruby -I /usr/lib/ruby/1.8 -I /usr/lib/ruby/1.8/x86_64-linux -I . -I /home/bma/wxruby2-preview-0.0.36/doc/lib -o obj/wx.o src/wx.cpp src/wx.cpp: In function ?void GcMapPtrToValue(void*, VALUE)?: src/wx.cpp:1636: error: cast from ?void*? to ?int? loses precision src/wx.cpp: In function ?VALUE GcGetValueFromPtr(void*)?: src/wx.cpp:1646: error: cast from ?void*? to ?int? loses p...

The article on BMA (Bayesian model averaging) presents most valuable tools for model selection, but I find one detail confusing in Example 1. In page 4 of RNews 5/2, second paragraph says that the probability of Time variable not being in the model is 0.445. It seems to me that the figure should be 1 - 0.445 = 0.555,...

Hello R Group, Below is the code I submit: library("BMA") X <- read.table("C:/Documents and Settings/Administrator/Desktop/coding.txt",header=TRUE) Y <- read.table("C:/Documents and Settings/Administrator/Desktop/1DCS.txt",header=TRUE) IGout<- iBMA.glm(X, Y, glm.family= gaussian(), verbose = TRUE, thresProbne0 = 5 )...

Hello Chris,  I 've found two other issues  with MAE and CRPS, giving warning  when running examples. I've the same issue on my data.  Hope that you could find some time to take a look here. Thank you Anna > library(ensembleBMA) Loading required package: chron > example(MAE) MAE>   data(ensBMAtest) MAE>   ensMemNames <- c("gfs","cmcg","eta","gasp","jma","ngps","tcwb","ukmo") MAE>   obs <- paste("T2","obs&quo...

...ne could compute tolerance intervals. ????? Is there a way to get more standard prediction intervals from a glm object, other than the Bayesian approach coded into Ecfun:::simulate.glm?? And that still doesn't answer the question re. confidence intervals for a more general fit object like BMA::bic.glm. ????? Comments? ????? Thanks, ????? Spencer Graves > >> ? ??? ??????? * In the lm example with x0 = c(-1, 1), var(x0) = 2, and >> var(unlist(simulate(lm(x0~1), 10000, 1))) is 2.0064.? Shouldn't it be 3 >> = var(mean(x0)) + var(x0) = (2/2) + 2? > > That...

...chedule_timeout S 1137 tty6 00:00:00 mingetty schedule_timeout S 1800 ? 00:00:35 sshd schedule_timeout S< 1801 pts/0 00:00:01 bash schedule_timeout S 30359 tty1 00:00:00 mingetty schedule_timeout S 16576 ? 00:00:34 bma schedule_timeout S 16577 ? 00:00:33 bma schedule_timeout D 16579 ? 00:35:55 vbda lock_page S 17314 ? 00:00:00 crond pipe_wait S 17316 ? 00:00:00 sh wait4 S 17318 ? 00:00:00 collect_stats...

Hi, I used the bic.surv function, S-PLUS functions developed by Chris Volinsky http://www.research.att.com/~volinsky/bma.html, without problems with S-PLUS. I have to use it with R but I am face with a problem: this function call a fortran routine named "leaps" (answer <- .Fortran("leaps", arguments)). I loaded the leaps library, and the leaps function work well with my R, but there is no Fort...

Hi all. Are there any R functions around that do quick logistic regression with a Gaussian prior distribution on the coefficients? I just want posterior mode, not MCMC. (I'm using it as a step within an iterative imputation algorithm.) This isn't hard to do: each step of a glm iteration simply linearizes the derivative of the log-likelihood, and, at this point, essentially no

...ith x1=1, var(unlist(simulate(glm(x1~1, poisson), 10000, 1))) = 1.006. Shouldn't it be 2 = var(glm estimate of the mean) + var(simulated Poisson distribution) = 1 + 1? ????? I'm asking, because I've recently written "simulate" methods for objects of class stats::glm and BMA::bic.glm, where my primary interest was simulating the predicted mean with "newdata".? I'm doing this, so I can get Monte Carlo prediction intervals.? My current code for "simulate.glm" and "simulate.bic.glm" are available in the development version of the &quo...

Dear friends. On the Bayesian averaging homepage http://www.research.att.com/~volinsky/bma.html I found some S code some of which perhaps may run in R. There was a call to an algorithm possibly within S but not supported by R 64.1: "leaps and bounds". I guess it is a minimization step. Can anyone clarify the algorithm and perhaps even give a pointer to some code ? I guess this...