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exdev
2008 Feb 25
0
logLik calculation in gls (nlme)
...(runif(n))
grow_det = exp(-2*x)
grow_var = 0.1*grow_det^2
y = rnorm(n,mean=grow_det,sd=sqrt(grow_var))
dat = data.frame(x=x,y=y) ## nlme likes to have data= specified
## fit true model
library(nlme)
g1 = gnls(y~a*exp(-b*x),
start=list(a=1,b=2),
weights=varPower(form=~fitted(.)),
data=dat)
expdev = -2*logLik(g1)
## Fitting the true model recovers
## the true parameters nicely:
coef(g1)
## Fit a series of splines:
sfit <- function(d) {
form <- bquote(y~ns(x,df=.(d)))
gls(eval(form),
weights=varPower(form=~fitted(.)),
data=dat)
}
spline_df = c(3:15,20,25,...