search for: gauss

Hi, I would like to solve a double integral of the form \int_0^1 \int_0^1 x*y dx dy using Gauss Quadrature. I know that I can use R's integrate function to calculate it: integrate(function(y) { sapply(y, function(y) { integrate(function(x) x*y, 0, 1)$value }) }, 0, 1) but I would like to use Gauss Quadrature to do it. I have written the following code (using R's statmod package) wh...

Dear All, I am a long time S user and now a convert to R. As part of my general work in time series I occasionally assist groups of econometricians and others in the finance fraternity. In particular, that community has invested a large amount of time and effort in writing specialised code in Gauss. I am unfamiliar with Gauss (although I have used Matlab which is, I understand, a comparable product) and I would be grateful for any help you might be able to provide with the following query. Can the Gauss engine be linked for use within R? If so I would be grateful for some further details an...

...the likelihood for the Rasch item response theory model and f(\theta) is the population distribution. Originally, I was using numerical quadrature by summing from -10 to 10 in increments of .01 for the denominator and from c to 10 for the numerator. This worked, but was rather expensive. Now, the gauss.quad.prob function provides weights that I can use for the denominator via: > gauss.quad.prob(49, dist='normal', mu=mu, sigma=sigma) Where mu and sigma are values that are estimated from another procedure. But, for sake of argument assume N(0,1). My challenge was to get the appropriate...

The search at www.r-project.org mentioned a function "gauss.hermite{rmutil}". However, 'install.packages("rmutil")' produced, 'No package "rmutil" on CRAN.' How can I find the current status of "gauss.hermite" and "rmutil"? Thanks, Spencer Graves

...ally spaced quadrature points along a normal distribution from -10 to +10 moving in increments of .01. These functions are working and give very good approximations, but I think they are computationally wasteful as I am evaluating the function at *many* points. Instead, I would prefer to use true Gaussan Quadrature and evaluate the integral at fewer points. I am working with the gauss.quad.prob function and have rewritten my functions to use the nodes and weights. But, I believe these are only for definite integrals and not for evaluating from -inf to a or b to +inf. >From what I understand,...

...- m)/sigma) * dnorm(x, observed, sigma) Then, given the parameters: mu <- 300 sigma <- 50 m <- 250 target <- 200 sigma_i <- 50 I can use the function integrate as: > integrate(ff, lower= -Inf, upper=target) 0.002169851 with absolute error < 4.4e-05 I would like to also use Gauss-Laguerre methods to also integrate this function. In doing so, I believe the only change of variable needed when integrating from -Inf to target is x = target - y_i where y_i is node i. As such, I can implement the following: library(statmod) falsePos <- function(target, m, mu, sigma, sigma_i,...

Hi all. I thying settings the option "hide unreadable" but not work. I tested in global section and share section, follow my settings now. after various tests. # Global parameters [global] workgroup = BATLAB realm = BATLAB.CORP netbios name = GAUSS server role = active directory domain controller server services = s3fs, rpc, nbt, wrepl, ldap, cldap, kdc, drepl, winbind, ntp_signd, kcc, dnsupdate template shell = /bin/bash load printers = no hide dot files = yes hide unreadable = yes...

Hi there, i´m have vector of kernels. just like: kernels = c('gauss','epan','rectangular') i know there are density.default$kernels, but thats not my question here. my own kernel functions are running and working. my problem is the following is not working: dev.off() par(mfrow=c(3,3)) for(i in 1:length(bw)) { for(j in 1:length(ke...

Greetings fellow R entusiasts! We have some problems converting a computer routine written initially for Gauss to estimate a Markov Regime Switching analysis with Time Varying Transition Probability. The source code in Gauss is here: http://www.econ.washington.edu/user/cnelson/markov/programs/hmt_tvp.opt We have converted the code to R, and it's running without errors, but we have some convergence prob...

Hi, I am translating some Gauss code to R. Gauss has an interesting way of handling constraints. Observe the following code snipplet: e1 = x[.,23] .eq 0; @ remove obs with Regular Hours = 0 @ e2 = x[.,12] .gt 1; @ remove obs with non-regular work status @ e3 = x[.,4] .lt 15; @ remove obs with agricultural and mining in...

I'm just curious, but wondering if there has been any work in making these algorithms available in R. They are aimed at accelerating matrix-vector products using approximation ideas, and might be useful in applications such as kernel machines, Gaussian processes/kriging. Thanks Mark Palmer Landscape Monitoring and Modelling CSIRO Mathematical and Information Sciences Private bag 5, Wembley, Western Australia, 6913 Phone 61-8-9333-6293 Mobile 0427-50-2353 Fax:...

...e frailty (in the following example 17.89 value)? What about the P-values, other Chisq, DF, se(coef) and se2? How can they be extracted? ######################################################> kfitm1 Call: coxph(formula = Surv(time, status) ~ age + sex + disease + frailty(id, dist = "gauss"), data = kidney) coef se(coef) age 0.00489 0.0150 sex -1.69703 0.4609 diseaseGN 0.17980 0.5447 diseaseAN 0.39283 0.5447 diseasePKD -1.13630 0.8250 frailty(id,...

Hi I'm trying to run a program called GAUSS. Under windows, I just needed to launch the .exe even without installing it, (there is no setup.exe). That means I can just have the file containing different .exe/.dll and so on a usb key and it runs. I tried with wine (1.1.23 with ubuntu 8.04), putting it in: > /home/user/.wine/drive_c/Pro...

I'll be even more tangent. Those interested in Ox, see http://www.de.ufpe.br/~cribari/ox.pdf Cheers, Francisco. Date: Fri, 6 Apr 2001 09:34:19 +0100 (BST) From: Bill Simpson <wsi at gcal.ac.uk> Subject: Re: [R] Using Gauss with R This is a tangent to your question. The economist Jurgen Doornik has written a language called Ox: http://www.nuff.ox.ac.uk/Users/Doornik/doc/ox/ox.htm It obviously caters to econometricians. The unix version is free. I did use it at one time before R was really rolling. I used it for MLE...

Hi, I am trying to find a function that returns simply the weights and points of an n point gauss hermite integeration, so that I can use them to fit a non-standard likelihood. I have found some documentation for the function 'gauss.hermite' written by jim lindley, but can't find the actual binary on CRAN I'm aware there are lots of functions like glmm, glmmML etc to fit mixe...

...3 : On mixed-effect cox models, ...), as far as I came to know, coxme penalize the partial likelihood (Ripatti, Palmgren, 2000) where as frailtyPenal (in frailtypack package) uses the penalized the full likelihood approach (Rondeau et al, 2003). How, then, coxme and coxph(...frailty(id, dist='gauss')) differs? Just the coding algorithm, or in approach too? coxph(...frailty(id, dist='gamma')) estimates by means of the penalized likelihood approach (Hougaard, 2000). Same for coxph(...frailty(id, dist='gauss'))? How these are related with nltm(...model="GFT") in n...

Does anyone see why my code does not integrate to 1? library(statmod) mu <- 0 s <- 1 Q <- 5 qq <- gauss.quad(Q, kind='hermite') sum((1/(s*sqrt(2*pi))) * exp(-((qq$nodes-mu)^2/(2*s^2))) * qq$weights) ### This does what's it is supposed to myNorm <- function(theta) (1/(s*sqrt(2*pi))) * exp(-((theta-mu)^2/(2*s^2))) integrate(myNorm, -Inf, Inf)

...es, which I want to plot as kernel densities. Is there any way to do this? I can do one or the other, but not both together. For example: data(columbus) # compute gwr bandwidth col.bw <- gwr.sel(crime ~ income + housing, data=columbus, coords=cbind(columbus$x, columbus$y)) # estimate gwr col.gauss <- gwr(crime ~ income + housing, data=columbus, coords=cbind(columbus$x, columbus$y), bandwidth=col.bw, hatmatrix=TRUE) # summarize gwr results col.gauss # compute local correlation matrix among gwr coefs col.cor <- gw.cov(col.gauss$SDF,vars=2:4,bw=col.bw,cor=T,longlat=F) # extract gwr coeff...

Dear All, I need to convert some Northing-Easting coordinates from the Gauss-Krüger system into latitude-longitude. Any suggestions on how to do it? Regards, Marco Marco Giannitrapani Statistical Consultant Tel: +44151373 5945 Email: Internet: http://www.shell.com [[alternative HTML version deleted]]

Hi all, I am using the 'gaussHermite' function from the 'pracma' library ############ CODES ########### library(pracma) cc=gaussHermite(10) cc$x^2 cc$x^5 cc$x^4 ############ CODES ########### as far so good. However, it does NOT work for any NON integer values, say ############ CODES ########### cc$x^(2.5) cc$x^(...