Displaying 4 results from an estimated 4 matches for "ergodicity".
Did you mean:
erogodicity
2010 Nov 07
3
Computing ergodic mean with CODA
Hi all,
I would like to compute ergodic mean using MCMC output from WinBUGS. I
tried using CODA package, but it seems that it is not implemented yet.
Could anyone help me to compute this? Attached to this email are my
output and index files.
Kind regards,
Raquel
--
Raquel Rangel de Meireles Guimar?es
Doutoranda em Demografia
raquel at cedeplar.ufmg.br
2011 Jul 23
2
How to solve ergodic density/distribution using R
May I have a question on how to solve the following problem by R code?
Mainly we want to solve the equation show in the attached image. The equation is a continuous version of Markov process.
In the equation, we have been able to achieve two things using R code:
[1] From year-2009 sample data, we can estimate the marginal density ?f(x ; 2009)? by using R function ?density()?
[2] From
2006 Feb 06
1
marginal distribution wrt time of time series ?
Dear all,
In many papers regarding time series analysis
of acquired data, the authors analyze 'marginal
distribution' (i.e. marginal with respect to time)
of their data by for example checking
'cdf heavy tail' hypothesis.
For i.i.d data this is ok, but what if samples are
correlated, nonstationary etc.?
Are there limit theorems which for example allow
us to claim that
2006 Jun 03
1
default value for cutoff in gstat variogram()
I wonder what is the default value for the argument 'cutoff' when not
specified in the variogram.formula function of gstat. Computing
variogram envelops within gstat, I am comparing the results obtained
with variog in geoR and variogram in gstat, and it took me a while
before understanding that the cutoff default value is not the maximum
distance.
Can Edzer tell us about it?
All the