search for: hlmann

...another normal distribution in the mixture, ie c=3? I've started the VR algorithm with different starting points, but they always converge to the same estimates. I have about < 12000 observations, and the VR algorithm converges after about 15 iterations. Thank you for any help. Sharon K?hlmann +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ SHARON K?HLMANN-BERENZON Tel. +46-31-772 53 60 Dept. Mathematical Statistics Fax. +46-31-772 35 08 Chalmers University of Tech. e-mail: sharon at math.chalmers.se Eklandagatan 86 412 96 G?teborg, Sweden -.-.-.-.-.-....

...e; 4. weights() returns the matrix of weights corresponding to the data. Summaries can be done in various ways; see ?simpf.summaries o Function cm() (for "_c_redibility _m_odel") to compute structure parameters estimators for hierarchical credibility models, including the B?hlmann and B?hlmann-Straub models. Usage is similar to lm() of packages 'stats' in that the hierarchical structure is specified by means of a formula object and data is extracted from a matrix or data frame. There are special methods of print(), summary() for objects of class "cm&quot...

...e; 4. weights() returns the matrix of weights corresponding to the data. Summaries can be done in various ways; see ?simpf.summaries o Function cm() (for "_c_redibility _m_odel") to compute structure parameters estimators for hierarchical credibility models, including the B?hlmann and B?hlmann-Straub models. Usage is similar to lm() of packages 'stats' in that the hierarchical structure is specified by means of a formula object and data is extracted from a matrix or data frame. There are special methods of print(), summary() for objects of class "cm&quot...

...2 72 61 1608 AIC = 5247 > +++ END+++ The questions are: 1. What is it trying to do? 2. How is it abbreviating? 3. How much should I worry about it? 4. What can I do? I have looked at the documentation plus M<c3><a4>chler M. and B<c3><bc>hlmann P. (2004) Variable Length Markov Chains: Methodology, Computing, and Software. _J. Computational and Graphical Statistics_ *2*, 435-455. Thanks for any feedback, Costas -- Constantinos Antoniou, Ph.D., Assistant Professor National Technical University of Athens Laboratory of Transp...

...nction in R for fitting a GLM where the response is distributed as a Beta distribution? In my case, the response variable is a percentage ([0,1] and continuous). The current glm() function in R doesn't include the Beta distribution. Thank you for any help on this topic. Sincerely, Sharon K?hlmann +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ SHARON K?HLMANN-BERENZON Tel. +46-31-772 53 60 Dept. Mathematical Statistics Fax. +46-31-772 35 08 Chalmers University of Tech. e-mail: sharon at math.chalmers.se Eklandagatan 86 412 96 G?teborg, Sweden

...existing links in glm for binomial data (logit, probit, cloglog) are not adequate for my data, and I need to test some other transformations. Is it possible to do this in R? And how? Thank you for your help, /Sharon +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ SHARON K?HLMANN-BERENZON Tel. +46-31-772 53 60 Dept. Mathematical Statistics Fax. +46-31-772 35 08 Chalmers University of Tech. e-mail: sharon at math.chalmers.se Eklandagatan 86 412 96 G?teborg, Sweden -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list...

Dear R users, I know of the possibility to import bitmaps via the nice pixmap library. But if you later on create a PDF it is somewhat disappointing to have such graphics bitmapped. Is there a trick (via maps?) to import a vector graphic and have them plotted onto a graph? My searching attempts in the searchable r-help archive did not seem to result in anything useful... Cheers, hinrich

...Technische Universit?t Dortmund, Dortmund, Germany, August 12 to 14, 2008. The conference schedule comprises invited lectures and user-contributed sessions as well as half-day tutorials presented by R experts on August 11, 2008, prior to the conference. Invited speakers will include Peter B?hlmann, John Fox, Andrew Gelman, Kurt Hornik, Gary King, Duncan Murdoch, Jean Thioulouse, and Graham J. Williams. The spectrum of user-contributed sessions will depend on your submissions. Hence, we invite you to submit abstracts on topics presenting innovations or exciting applications of R. The ca...

...was under 25 (i.e. no day care center larger than 25 children). Is the geese and gee functions limited by the size of the cluster? And if so, are there any suggestion how to go around the problem? Thank you for your help. Sincerely, Sharon ============================================ Sharon K?hlmann Berenzon, Ph.D. Statistician Dept. Epidemiology Swedish Institute for Infectious Disease Control (SMI) Sharon.Kuhlmann at smi.ki.se tel. +46-8-457 2376; fax. +46-8-30 06 26

...so that the first two boxplots are close to each other, and the other two a bit further apart. I can do something like this with the labels, but haven't managed with the actual boxplots. Grateful for any suggestions. Sincerely, Sharon ============================================ Sharon K?hlmann Berenzon, Ph.D. Statistician Dept. Epidemiology Swedish Institute for Infectious Disease Control (SMI) Sharon.Kuhlmann at smi.ki.se tel. +46-8-457 2376; fax. +46-8-30 06 26

...FUN(newX[, i], ...) : unused argument(s) ( ...) I have no idea about the meaning of this message and where the error is (contained in the "ifelse"-statement or already in the definiton of "myfunction"?) Any help is highly appreciated!! Best wishes, Thomas ------- Thomas M??hlmann Department of Economics University of Cologne Albertus-Magnus Platz 50923 Koeln Germany Tel: (0049) +221-4702628 Fax: (0049) +221-4702305 Email: maehlmann at wiso.uni-koeln.de

...Technische Universit?t Dortmund, Dortmund, Germany, August 12 to 14, 2008. The conference schedule comprises invited lectures and user-contributed sessions as well as half-day tutorials presented by R experts on August 11, 2008, prior to the conference. Invited speakers will include Peter B?hlmann, John Fox, Andrew Gelman, Kurt Hornik, Gary King, Duncan Murdoch, Jean Thioulouse, and Graham J. Williams. The spectrum of user-contributed sessions will depend on your submissions. Hence, we invite you to submit abstracts on topics presenting innovations or exciting applications of R. The ca...

Hello R-users. Is there a package which handles sieve bootstrap methods in various time series applications? Method of Sieve Bootstrap by B?hlmann, P. (1995, Technical Report; published 1997 in the Journal of the Bernoulli Society): http://ftp.stat.berkeley.edu/tech-reports/431.pdf Thank you in advance. Sincerely, Andreas. __________________________________________________ Do You Yahoo!? Sie sind Spam leid? http://mail.yahoo.com

hi, hi, good morning everyone. I have a time series with binary outputs like : 0001011110100.................etc. Now I want to forecast the future values of that. Can anyone please tell me whether there is any tools exist in literature for dealing with this kind of binary observation? If possible please provide me some good references in net as well. rgd, Megh

...nvited lectures and user-contributed sessions (abstract submission will be available online starting from December 2007). Prior to the conference, there will be tutorials on R (proposals for tutorials should be sent before 2007-10-31). INVITED LECTURES Invited speakers will include Peter B?hlmann, John Fox, Kurt Hornik, Gary King, Duncan Murdoch, Jean Thioulouse, Graham J. Williams, and Keith Worsley. USER-CONTRIBUTED SESSIONS The sessions will be a platform to bring together R users, contributors, package maintainers and developers in the S spirit that `users are developers'. P...

...nvited lectures and user-contributed sessions (abstract submission will be available online starting from December 2007). Prior to the conference, there will be tutorials on R (proposals for tutorials should be sent before 2007-10-31). INVITED LECTURES Invited speakers will include Peter B?hlmann, John Fox, Kurt Hornik, Gary King, Duncan Murdoch, Jean Thioulouse, Graham J. Williams, and Keith Worsley. USER-CONTRIBUTED SESSIONS The sessions will be a platform to bring together R users, contributors, package maintainers and developers in the S spirit that `users are developers'. P...

...internal functions to carry calculations for each supported credibility model. This is more efficient. o Basic support for the regression model of Hachemeister in function cm(). o For the hierarchical credibility model: support for the variance components estimators of B?hlmann and Gisler (2005) and Ohlsson (2005). Support remains for iterative pseudo-estimators. o Calculations of iterative pseudo-estimators in hierarchical credibility are much faster now that they are done in C. OTHER NEW FEATURES o Four new vignettes: introduction to the package and p...

...internal functions to carry calculations for each supported credibility model. This is more efficient. o Basic support for the regression model of Hachemeister in function cm(). o For the hierarchical credibility model: support for the variance components estimators of B?hlmann and Gisler (2005) and Ohlsson (2005). Support remains for iterative pseudo-estimators. o Calculations of iterative pseudo-estimators in hierarchical credibility are much faster now that they are done in C. OTHER NEW FEATURES o Four new vignettes: introduction to the package and p...

I need to find a computationally simple process for the movement of interest rates. In this simplified model, an interest rate can have 3--5 possible values, and its movement is characterized by a matrix of transition probabilities (ie, it is a Markov process). I would like to estimate this process from a given set of data. For example, let the interest rate time series be: 7 3 8 2 5 9 6