Displaying 2 results from an estimated 2 matches for "operatorname".
2010 Apr 29
1
a question on autocorrelation acf
Hi R users,
where can I find the equations used by acf function to calculate
autocorrelation? I think I misunderstand acf. Doesn't acf use following
equation to calculate autocorrelation?
[image: R(\tau) = \frac{\operatorname{E}[(X_t - \mu)(X_{t+\tau} -
\mu)]}{\sigma^2}\, ,]
If it does, then the autocorrelation of a sine function should give a
cosine; however, the following code gives a cosine-shape function with its
magnitude decreasing along the lag.
x = c(1:500)
x = x/10
x = sin(x)
acf(x, type='correlation',...
2009 Nov 29
1
optim or nlminb for minimization, which to believe?
...#list("coefficients" = opt$par, "LogLik" = -opt$value, "Std.Error" = 1/sqrt(diag(opt$hessian)))
opt
}
### latex describing the likelihood function
\documentclass{article}
\usepackage{latexsym}
\usepackage{amssymb,amsmath,bm}
\newcommand{\Prb}{\operatorname{Prob}}
\title{Marginal Maximum Likelihood for IRT Models}
\author{Harold C. Doran}
\begin{document}
\maketitle
The likelihood function is written as:
\begin{equation}
\label{eqn:mml}
f(x) = \prod^N_{i=1}\int_{\Theta}\prod^K_{j=1}p(x|\theta,\beta)f(\theta)d\theta
\end{equation}
\noindent where $N$ i...