Displaying 2 results from an estimated 2 matches for "correlationopt".
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correlationfp
2017 Jun 08
5
Matrix multiplication
...-a
a<-w*a
t(a)%*%b
set.seed(76543211)
a<-matrix(rpois(20,2),nrow=10); a
a<-sqrt(w)*a; a
t(a)%*%a
On 1/4/2017 5:41 PM, Steven Yen wrote:
> I need help with gls{nlme}.
> Specifically, I am estimating an equation with AR(1) using
> maximum-likelihood. I am not understanding the correlationoption
> below. Help appreciated.
>
> ===
> library(nlme)
> eq1<-log(chnimp)~log(chempi)+log(gas)+log(rtwex)+befile6+
> affile6+afdec6
> reg1<-gls(eq1,data=mydata,correlation=corAR1(),method="ML",verbose=T)
>
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2017 Jun 08
0
Matrix multiplication
...t;a<-matrix(rpois(20,2),nrow=10); a
>a<-sqrt(w)*a; a
>t(a)%*%a
>
>
>
>
>On 1/4/2017 5:41 PM, Steven Yen wrote:
>> I need help with gls{nlme}.
>> Specifically, I am estimating an equation with AR(1) using
>> maximum-likelihood. I am not understanding the correlationoption
>> below. Help appreciated.
>>
>> ===
>> library(nlme)
>> eq1<-log(chnimp)~log(chempi)+log(gas)+log(rtwex)+befile6+
>> affile6+afdec6
>> reg1<-gls(eq1,data=mydata,correlation=corAR1(),method="ML",verbose=T)
>>
>...