Displaying 2 results from an estimated 2 matches for "bretthorst".
2010 Jul 04
0
Call for suggestions
...I have a package under development which fits models of the form
$$
f(t)=\sum_i B_iG_i(t,\omega)
$$
depending on a parameter vector $\omega$ of arbitrary dimension to
data (one dimensional time series) in the general framework of the
data = deterministic signal + Gaussian noise
in the spirit of
Bretthorst, G. Larry, 1988, "Bayesian Spectrum Analysis and Parameter
Estimation,"
Lecture Notes in Statistics, vol. 48, Springer-Verlag, New York.
The basic parametric model
$$
G_i(t,\omega)=cos(\omega_i t), sin(\omega_i t)
$$
corresponds to classical spectral analysis, however the model can (at le...
2006 Sep 01
1
integration problem with gamma function
...is in various ways and -
at least for me - it does not help. Thus, I assume it is another issue.
Thank you very much,
best wishes
leo g?rtler
now the R script to reproduce (can be pasted directly into R):
####################
# R-Portierung aus Mathematica (Urban Studer, 90er)
# Ursprung: G.L. Bretthorst "On the difference of means"
# zuerst: 12-06-05
# zuletzt: 21-06-06
# --------------------------------------------------
# Success rates and integration bounds in the case
# of the (conservative) Bayes-Laplace prior
# --------------------------------------------------
SucRatesIntBou...