search for: linp

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2006 Oct 27
1
Censored Brier Score and Royston/Sauerbrei's D
...lt;- read.csv(file='c:\\.... time <- data$time # The time in years from diagnosis of cancer to death status <- data$status # The status at last follow-up: 1=dead, 0=alive pred <- data$pred # The predicted probability of surviving 5 years after cancer from external Cox model A linp <- data$linp # The linear predictor of external Cox model B predicting survival after cancer s <- Surv(time, status) test <- sbrier(s, pred, btime=5) # I get this error message that I can't seem to solve Error in Surv(time, 1 - cens) : Time variable is not numeric In addition: W...
2012 Feb 13
3
mgcv: increasing basis dimension
...pected gcv to decrease when increasing the basis dimension, as I thought this would minimise gcv over a larger subspace. But gcv increased. Here's an example. thanks for any comments. greg #simulate some data set.seed(0) x1<-runif(500) x2<-rnorm(500) x3<-rpois(500,3) d<-runif(500) linp<--1+x1+0.5*x2+0.3*exp(-2*d)*sin(10*d)*x3 y<-rpois(500,exp(linp)) sum(y) library(mgcv) #basis dimension k=5 m1<-gam(y~x1+x2+te(d,bs="ts")+te(x3,bs="ts")+te(d,x3,bs="ts"),family="poisson") #basis dimension k=10 m2<-gam(y~x1+x2+te(d,bs="ts&quo...
2012 Sep 25
1
REML - quasipoisson
...d by gam and the formula (4) on p.4 here: http://opus.bath.ac.uk/22707/1/Wood_JRSSB_2011_73_1_3.pdf I'm ok with this for poisson, or for quasipoisson when phi=1. However, when phi differs from 1, I'm stuck. #simulate some data library(mgcv) set.seed(1) x1<-runif(500) x2<-rnorm(500) linp<--0.5+x1+exp(-x2^2/2)*sin(4*x2) y<-rpois(500,exp(linp)) ##poisson #phi=1 m1<-gam(y~s(x1)+s(x2),family="poisson",method="REML") phi<-m1$scale #formula #1st term S1<-m1$smooth[[1]]$S[[1]]*m1$sp[1] S2<-m1$smooth[[2]]$S[[1]]*m1$sp[2] S<-matrix(0,19,19) for (i...
2010 Oct 21
1
gam plots and seWithMean
...er the covariate values), except for the smooth concerned". an example with a poisson gam (re-run this a few times as the plots can vary significantly) ------- library(mgcv) #simulate some data x1<-runif(500) x2<-rnorm(500) x3<-rpois(500,3) d<-runif(500) t<-runif(500,20,50) linp<--6.5+x1+2*x2-x3+2*exp(-2*d)*sin(2*pi*d) lam<-t*exp(linp) y<-rpois(500,lam) sum(y) table(y) #fit the data without d by glm and with d by gam f1<-glm(y~offset(log(t))+x1+x2+x3,poisson) f2<-gam(update.formula(as.formula(f1),~.+s(d)),poisson) anova(f1,f2) summary(f2) plot(f2) #the sol...
2012 Oct 01
0
[Fwd: REML - quasipoisson]
...s.bath.ac.uk/22707/1/Wood_JRSSB_2011_73_1_3.pdf > > I'm ok with this for poisson, or for quasipoisson when phi=1. > > However, when phi differs from 1, I'm stuck. > > #simulate some data > library(mgcv) > set.seed(1) > x1<-runif(500) > x2<-rnorm(500) > linp<--0.5+x1+exp(-x2^2/2)*sin(4*x2) > y<-rpois(500,exp(linp)) > > ##poisson > #phi=1 > m1<-gam(y~s(x1)+s(x2),family="poisson",method="REML") > phi<-m1$scale > > #formula > #1st term > S1<-m1$smooth[[1]]$S[[1]]*m1$sp[1] > S2<-m1$smoo...
2008 May 28
2
Linear Programming.
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