search for: gilks

Hi all I have a couple of obscure questions for R/Splus experts (which unfortunately isn't me!) I am trying to compute Bayes Factors using some Splus code of Raftery in Gilks et al (1996). Only problem is 1) R doesn't seem to have a robust covariance (cov.mve) which I suspect I need rather than a non-robust classical estimate 2) Splus has cov.mve BUT dgamma in Splus doesn't have a scale parameter (like in R). I presume it is easy to include one but it is not i...

...he mean and variance of the density of the gamma approximation using "vmmin" (i also supply the gradient argument). For moderate replications the procedure works, but if I increase them R crashes. If instead of the tuned gamma density i use the adaptive rejection sampling procedure by Gilks and Wild (downloaded from their website) the procedure returns the results for any number of replications, thus I suspected that there was a memory leak in "vmmin". I am not an expert in "C" and am only a windows user. Have tried some of the debugging tools available to us w...

...hes well MCMC methods; - it is easy to implement numerically the ideas of the book, and notation and concepts are similar to the corresponding R packages that deal with MCMC methods. I have done a search and 2 books seem to satisfy my requirements: - Markov Chain Monte Carlo In Practice, by W.R. Gilks and others. - Monte Carlo Statistical methods, Robert and Casella. What do people think about these books? Is there a suggestion of some other book that could satisfy better my requirements? Thank you very much in advance. ---------------------------------------------------------------------...

...f clusters. For theoretical result, see Lin, X. & Breslow N.E. (1996) in JASA. For empirical demonstartion, see Carlin et al (2001) in Biostatistics. (3)Bayesian approach. See for example, Clayton, D. G. (1996). Generalized linear mixed models. In Markov Chain Monte Carlo in Practice, Ed W.R. Gilks, S. Richardson & D.J. Spiegelhalter, pp. 275-301. London: Chapman and Hall. (4)REML estimation in GLMM. I will have a paper in June issue of Bioemtrika. REML estimation has the same asymptotic property as standard MLE but less bias for finite samples. Of course, one can argue that Bayesian fo...

Hi Does anyone know of any R coding/functions for MCMC approaches? I am currently using BUGS but I wonder if the bazaar has produced anything? I think I am pushing BUGS to it's limit and possibly past it at the moment. John -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send