Displaying 3 results from an estimated 3 matches for "psi0".
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pci0
2012 Oct 02
3
Integration in R
...ward.
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library(cubature)
dose<-c(2,3,5)
y0<-c(2,1,0)
y1<-c(1,1,1)
y2<-c(0,1,2)
lf<-function (x) {
v<-1
for (i in 1:length(dose)) {
psi0<-1/((1+exp(x[1]+x[2]*dose[i]))*(1+exp(x[3]+x[4]*dose[i])))
psi1<-exp(x[1]+x[2]*dose[i])/((1+exp(x[1]+x[2]*dose[i]))*(1+exp(x[3]+x[4]*dose[i])))
v<-v*(psi0^y0[i])*(psi1^y1[i])*((1-psi0-psi1)^y2[i])
}
return(v)
}
adaptIntegrate(lf, lowerLimit = c(-20, 0,-20,0)...
2005 Jun 10
0
Replies of the question about robustness of segmented regression
...fferent starting values to assess how the
final solution depends on them. Then select one having the best logLik
(or the minimum RSS).
Everybody dealing with nonlinear models knows that the logLik may be not
concave. This is particulary true for broken-line model, so different
starting values (psi0) sometimes can lead to different solutions
(segmented performs "just" an iterative estimating algorithm..). This
sensitivity depends on your data: the more clear-cut the relationship,
the stabler the algorithm, i.e. more indipendent of psi0 the estimates
are. Of course here, a grid-se...
2002 Sep 09
0
Function: VECM (Johansen)
...he y
series and impulse response functions).
pvar: integer, how many lags the underlying VAR should have. Note,
the number of lags in the VECM is one order smaller than the
VAR-order is.
ira: integer, number of periods for the impulse response
function.
Output:
ALPHA: vector of constants.
PSI0: Error-Correction-Matrix
PSI: Array of matrices for the lagged differences of y.
OMEGA: Variance/Covariance matrix.
ENDOG: Matrix of endogenous variables (1st differences).
FITTEDD: Fitted values in 1st differences.
FITTEDL: Fitted values in levels.
IRA: Array of Impulse Responses
Note, this fu...