Displaying 3 results from an estimated 3 matches for "c_ij".
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c_id
2003 Jul 17
3
Looking to maximize a conditional likelihood
...del (in the survival
package of 1.7) will do what I want.
Here's a little more detail on the function, though this is still quite
terse. Pseudo Tex notation:
We have cases in clusters. y_ij is the outcome (0 or 1) for the j'th
case in the i'th cluster It has vector covariates X_ij. c_ij is a
transform of y_ij and is in (0, 1) (it's actually the probability of
being in cluster j). It may be specified a priori or to be estimated.
Maximize the product over i of
c_ij exp(sum_j y_ij X_ij b)
----------------------------
sum_K c_ij exp(sum_K y_ij X_ij b)
Where sum_K means we are...
2011 Apr 19
2
Markov transition matrices , missing transitions for certain years
Hi all,
I am working for nest box occupancy data for birds and would like to
construct a Markov transition matrix, to derive transition probabilities for
ALL years of the study (not separate sets of transition probabilities for
each time step). The actual dataset I'm working with is 125 boxes over 14
years that can be occupied by 7 different species, though I have provided a
slimmed down
2008 Apr 29
1
NumDeriv - derivatives of covariance matrix
Hello R-help,
I need to compute matrices of first derivatives of a covariance matrix C
with entries given by c_ij=theta*exp(-0.5* sum(eta*(x[i,]-x[j,])^2)), wrt to
elements of eta, a m-dimensional vector of parameters, given a n*m data
matrix x. So far, I have been computing matrices for each parameter (given
by par[index]) analytically, using the following
kmatder<- function(x, par, index) {
## x: n*m...