Displaying 9 results from an estimated 9 matches for "modfit".
2011 Jul 28
2
Help with modFit of FME package
Dear R users,
I'm trying to fit a set an ODE to an experimental time series. In the attachment you find the R code I wrote using modFit and modCost of FME package and the file of the time series.
When I run summary(Fit) I obtain this error message, and the values of the parameters are equal to the initial guesses I gave to them.
The problem is not due to the fact that I have only one equation (I tried also with more equations, b...
2011 Dec 08
0
Fit initial time with modFit and modCost
Hello,
I would like to use modFit and modCost from the package FME to find
the optimal initial time t0 of a process. For simplicity, the process
is either "off" (value 0) or "on" (value h). So I have a data vector
with some zeros followed by some h's, e.g.
> c(0,0,0,2,2,2,2,2,2,2)
[1] 0 0 0 2 2 2 2 2 2...
2011 Aug 01
0
Help with modFit of FME package 2
...ules of the mailing lis. Again, please receive my sincere apologies for
this.
I re-send again the e-mail with .txt attachemnt in the hope someone an help
me to solve my problem.
I'm trying to fit a set an ODE to an experimental time series. In the
attachment you find the R code I wrote using modFit and modCost of FME
package and the file of the time series.
When I run summary(Fit) I obtain this error message, and the values of the
parameters are equal to the initial guesses I gave to them.
The problem is not due to the fact that I have only one equation (I tried
also with more equations, b...
2011 Aug 04
1
use of modMCMC
Dear all,
I used modFit of the package FME to fit a set of ODE to a ste of eperiemntal
data.
The summary of this fit give me the following error
> summary(Fit)
Residual standard error: 984.1 on 452 degrees of freedom
Error in cov2cor(x$cov.unscaled) : 'V' is not a square numeric matrix
In addition: Warning m...
2004 May 30
1
What's wrong with this simple code???
Hi, all
I can not figure this out, please have a look and help me out.
thank you!
Note: this is in SPLUS, not R.
I have following code
***********************************
modfit<-function(yir,yew, ft) {
n<-length(yew)
yew<-yew[1:(n-1)]
yy<-yir-ft
xx<-yew-ft
n<-length(xx)
xx0<-xx[2:n]
yy0 <-yy [2:n]
xx1<-xx[1:(n-1)]
fit <- garch(yy0~xx0 + xx1+var.in.mean, ~garch(1,1),cond.dist='ged')
summary(fit)
}
fs1hca<-modfit(s1hca.r, s1hca...
2011 Jun 03
0
Package dlm generates unstable results?
..._t = X_t * a_t + noise(V)，(no Intercept here)
a_t = a_{t-1} + noise(W)
I first run the following code: (I shall provide data at the end of the mail)
BuildMod <- function(x){
return(dlm(
m0 = x[1],
C0 = x[2],
FF = 1,
GG = 1,
V = x[3],
W = x[4],
JFF = 1,
X = X
))
}
ModFit <- dlmMLE(Y,rep(1,4),BuildMod,debug=T)
dlmMod <- BuildMod(ModFit$par)
V <- dlmMod$V
W <- dlmMod$W
ModFilt <- dlmFilter(Y,dlmMod)
v <- tail(dlmSvd2var(ModFilt$U.C,ModFilt$D.C),1)
m <- tail(ModFilt$m,1)
The results are:
V = 5.945003e-05
W = 0.0003086623
v = 9.850526e-05 (t...
2006 Jan 14
2
initialize expression in 'quasi' (PR#8486)
...often fails) for variance function
"mu(1-mu)". Here is a short demo to show it:
#################################################
set.seed(666)
dat <- data.frame(x = rep((-10):10, each = 5), w = rep(1:5, 21))
dat <- transform(dat, y = rbinom(x, size = w, prob = pcauchy(1 + 2*x)))
modFit <- glm(y/w ~ x, quasi(link = cauchit, variance = "mu(1-mu)"),
dat, weights = w, trace = T)
Deviance = 309.2785 Iterations - 1
Deviance = 3257.501 Iterations - 2
Deviance = 1043.455 Iterations - 3
..
Deviance = 1733.824 Iterations - 24
Deviance = 1665.487 Iterations -...
2011 Jun 03
0
How to reconcile Kalman filter result (by package dlm) with linear regression?
...ldMod <- function(x){
L1 = matrix(0,nFactor,nFactor)
L1[upper.tri(L1,T)] <- x[1:nMatrix]
return(dlm(
m0 = rep(0,nFactor),
C0 = diag(nFactor)*10,
FF = matrix(1,1,nFactor),
GG = diag(nFactor),
V = tail(x,1)^2,
W = crossprod(L1),
JFF = matrix(1:4,nr=1),
X = X
))
}
ModFit <- dlmMLE(Y,rep(0.1,nTotal),BuildMod,debug=T)
dlmMod <- BuildMod(ModFit$par)
V = dlmMod$V
W = dlmMod$W
m0 = dlmMod$m0
C0 = dlmMod$C0
ModFilt <- dlmFilter(Y,dlmMod)
v <- tail(dlmSvd2var(ModFilt$U.C,ModFilt$D.C),1)
m <- tail(ModFilt$m,1)
Here is the value of Y:
0.012567873937010...
2010 Apr 06
1
estimating the starting value within a ODE using nls and lsoda
All-
I am interested in estimating a parameter that is the starting value for an ODE model.
That is, in the typical combined fitting procedure using nls and lsoda (alternatively rk4), I first defined the ODE model:
minmod <- function(t, y, parms) {
G <- y[1]
X <- y[2]
with(as.list(parms),{
I_t <- approx(time, I.input, t)$y
dG <- -1*(p1 + X)*G +p1*G_b
dX <-