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...ciety for Business and Industrial Statistics (ISBIS) Participating Organisations: Faculty of Economics - University of Cagliari IASC (International Association for Statistical Computing ISI (International Statistical Institute) SIS (Italian Statistical Society) ESSEC Business School of Paris and Singapore Main themes: This conference will focus on statistical issues aimed at improving decision-making processes in Banking and Finance, Environment, Quality of Services for Small and Medium Enterprises (SMEs), Transport and Tourism. Main Topics: Asset-liability M...

Hello everyone Is there a function/command to simulate from "matrix variate normal distribution" in R. A follow up question would be is there a function/command to obtain the density, distribution and quantile function of "matrix variate normal distribution" in R. Wikipedia has a good description of "matrix variate normal distribution" which is also alternatively

Hello everyone I was wondering how would one simulate from a Normal Wishart Distribution in R. A normal inverted Wishart distribution is denoted by NIW (M,C,d,S), where X/(Sigma) ~ N( M,C,(Sigma) ) -> a matrix normal distribution, (Sigma) -> column dispersion matrix (Sigma) ~ IW (d,S) -> inverted Wishart distribution Thanks a lot ! Best Shantanu [[alternative HTML version

Hello Everyone Both the MCMCpack and the bayesm libraries allow us to make draws from the Inverse Wishart distribution. But I wanted to find out how exactly is the Inverse Wishart distribution parameterized in these libraries. The reason I ask is the following: Now its generally standard to express Inverse Wishart as IW(0.5 * DOF,0.5* Scale). (DOF-> Degree of freedom, Scale -> Scale

Hello Everyone I have a dual-core Intel i3-370M processor and Windows 64 operating system. I have a 3GB RAM and my processor can support a maximum of 8GB RAM. I have virtual memory enabled on my computer. I am running a program in the 64 bit R which implements a MCMC on a large dataset and involves around 80000 iterations. The processor estimates that it will take around 1000 minutes to

Hello Everyone I have a MCMC loop to calculate a time varying hierarchical Bayesian structure. This requires me to use around 5-6 matrix inversions in the loop. I use cholesky and chol2inv for the matrix decomposition. Because of the data I am working with I am required to invert a 167 by 167 matrix twice in one iteration. I need to run the iteration for 10000 times, but I get the error

Hi all, I am considering writing a 3D visualisation package for R. Purposes: - Visualise 3 dimension data - Manipulate the data or series or any other object with the mouse as in any 3D software (3D Studio Max, Lightwave...) - Eventually display more than just 3D objects. Justification: - It's always interesting to plot data before performing any analysis - Manipulating (rotating,

Hi all, I just discovered R a couple of days ago and I must say it rocks. I've been looking for heteroskedasticity tests and couldn't find any, however. Particularly, I've been told in one of my courses on econometrics of White's method (>< white.test()). The test's statistic is beta / sqrt(W), where W is Var(beta) "? la White", that is the beta(i) matrix is

Hum hum... I've tried to install the R addin for Excel yesterday and since then Excel refuses to start (fatal exception)... I think I've done all the manipulations properly (running the server prior to loading Excel, loading the .xla file in the tool>addins menu...). Any help welcome. Bye! Vincent. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help