search for: gfit

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2011 Jun 28
2
gam confidence interval (package mgcv)
...im=c(0,max(Y1,Y2)), xlim=c(0,5)) points(X2, Y2, pch=19, col="red") # Full dataset dfr <- data.frame(X=c(X1,X2), Y=c(Y1,Y2), treatment=c(rep("A",20),rep("B",20))) # Fit gam # I use a gamma family here although it is not necessary: in the real problem it is, though. gfit <- gam(Y ~ treatment + s(X), data=dfr, family=Gamma(link=log)) # I am interested in the relationship: # Y(treatment =="B") / Y(treatment=="A") as a function of X, with a confidence interval! Do I just do a bootstrap here? Or is there a more appropriate method? Thanks a lot...
2004 Nov 24
1
how to remove time series trend in R?
I got a set of data which has seasonal trend in form of sinx, cosx, I don't have any idea on how to deal with it. Can you give me a starting point? Thanks, Terry
2004 Jul 20
1
Performance problem
...nction and it takes hours to do the calculation on a fast notebook under Windows. I suspect by(.) to be a poor implementation for doing individual analysis on subgroups. Is there an alternative and more efficient way for doing by-group processing within lme(.). Here some code to give you a glimpse gfit <- by(longdata, gen, function(x) lme(fixed=response ~ dye + C(treat, base = 4 ), data=x,random =~ 1 | slide) ) Thanks in advance & regards Gerhard Krennrich ------------------------------------------------------------------------ BASF Aktiengesellschaft GVC/S - B009 Gerhard K...
2007 Dec 10
1
Having trouble getting GARCH parameters (basic/newbie)
...It appears to work because I can print the data (a "hello world" type dataset with only 5 datapoints): > g Data 1 0.002337 2 0.010037 3 0.007608 4 0.005620 5 0.006050 4. Looks good. So now I try to get the parameters of a fitted GARCH(1,1) model: > gFit <- garch( g, order=c(1,1) ) Here's where the problem is. R returns: ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** and that's it. No further output is generated; R just sits there. My dataset had 5000 elements, but R just hung there after printing the above message. So I cu...
2005 Apr 09
4
make check-all fails (PR#7784)
Full_Name: Ed Borasky Version: R-beta 2.1.0 2005-04-08 OS: Linux 2.6.11 GCC 3.3.5 Submission from: (NULL) (24.21.57.139) I downloaded the latest R-beta tarball and did a build with the default options. OS is Linux 2.6.11 and compiler is GCC 3.3.5. "make check-all" failed with the following message: make[3]: Entering directory `/home/znmeb/R-beta/tests' running code in