search for: ornstein

Is there a package that will allow me to fit Brownian motion and Ornstein?Uhlenbeck models of evolution for discrete traits? I know that geiger and ouch have commands for fitting these models for continuous traits, but these aren't suitable for discrete trait evolution, correct? -- View this message in context: http://r.789695.n4.nabble.com/Discrete-trait-Ornst...

Dear friends i am trying to fit an Ornstein-Uhlenbeck process by MAXIMUM LIKELYHOOD method. i found these formulas on http://www.sitmo.com/article/calibrating-the-ornstein-uhlenbeck-model/ this is the mean-reverting process http://r.789695.n4.nabble.com/file/n4637271/process.txt process.txt and this is the script that i am using..........

hello everyone, i'm trying to simulate a 2-parameter integrated ornstein-uhlenbeck (IOU) process, but i'm not sure exactly where to start (which package, which function). the motivation is the paper by taylor et. al. (JASA 1994) "a stochastic model for the analysis of longitudinal aids data." the model they suggest consists of a combination of fixed and ra...

dear useRs, i'm working with a mean reverting model of the following specification: y = mu + beta(x - mu) + errorterm, where mu is a constant currently I estimate just y = x (with lm()) to get beta and then calculate mu = estimated intercept / (1-beta). but I'd like to estimate mu and beta together in one regression-step and also get the test-statistics (including parameter

...in SS[i] <- SS.term(names[i]) : nichts zu ersetzen" (German) "Error in SS[i] <- SS.term(names[i]) : nothing to replace" (probably being the message in the English version) I also tried the example mentioned in Fox (2002, "An R and S-Plus companion..."), with the "ornstein" data set but received the same message. If I don't use the argument "white.adjust="hc3" the standard anova is computed without any error messages.. Any hints? Kilian [[alternative HTML version deleted]]

Dear all, I wanted to let you know about four phylogenetic comparative methods (PCM) packages that have become available on (3 on CRAN and 1 on GitHub) recently that hopefully will be interesting to somebody. Three of them go significantly beyond the Brownian motion (BM) and Ornstein-Uhlenbeck (OU) processes. 1) There is a new version of mvSLOUCH available. The most important change is that the inference engine has been completely rewritten. Instead of directly evaluating the multivariate normal density formula it uses the PCMBase (R package, see below) to obtain the value of...

Dear all, I wanted to let you know about four phylogenetic comparative methods (PCM) packages that have become available on (3 on CRAN and 1 on GitHub) recently that hopefully will be interesting to somebody. Three of them go significantly beyond the Brownian motion (BM) and Ornstein-Uhlenbeck (OU) processes. 1) There is a new version of mvSLOUCH available. The most important change is that the inference engine has been completely rewritten. Instead of directly evaluating the multivariate normal density formula it uses the PCMBase (R package, see below) to obtain the value of...

...parameters in the trajects (indmove and wawotest for dx, dy and dist, testang.ltraj for rel.angle and abs.angle) * Several functions allow to simulate common models of trajects: the correlated random walk (simm.crw), the brownian motion (simm.brown), the arithmetic brownian motion (simm.mba), the Ornstein Uhlenbeck process (simm.mou), the brownian bridge (simm.bb) and the Levy process (simm.levy). * The function explore.kasc() provides a Tk interface for the exploration of a multi-layer raster map of class "kasc" * A partitioning algorithm (still under research) is also available to part...

...parameters in the trajects (indmove and wawotest for dx, dy and dist, testang.ltraj for rel.angle and abs.angle) * Several functions allow to simulate common models of trajects: the correlated random walk (simm.crw), the brownian motion (simm.brown), the arithmetic brownian motion (simm.mba), the Ornstein Uhlenbeck process (simm.mou), the brownian bridge (simm.bb) and the Levy process (simm.levy). * The function explore.kasc() provides a Tk interface for the exploration of a multi-layer raster map of class "kasc" * A partitioning algorithm (still under research) is also available to part...