Displaying 7 results from an estimated 7 matches for "r_j".
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2011 Jul 03
3
Hint improve my code
...nize that they should be estimated.
This is the error I am getting.
> out1=optim(llik,par=start.par)
Error in pnorm(au_j, mean = b_j * R_m, sd = sigma_j) :
object 'au_j' not found
#Yet al_j,au_j,sigma_j and b_j are just estimates that balance the
likelihood function?
llik=function(R_j,R_m)
if(R_j< 0)
{
sum[log(1/(2*pi*(sigma_j^2)))-(1/(2*(sigma_j^2))*(R_j+al_j-b_j*R_m))^2]
}else if(R_j>0)
{
sum[log(1/(2*pi*(sigma_j^2)))-(1/(2*(sigma_j^2))*(R_j+au_j-b_j*R_m))^2]
}else if(R_j==0)
{
sum(log(pnorm(au_j,mean=b_j*R_m,sd=sigma_j)-pnorm(al_j,mean=b_j*R_m,sd=sigma_j)))
}
start.par=...
2011 Jul 01
2
Help fix last line of my optimization code
...re out how to fix my code.
When I call into R
>optimize(llik,init.params=F)
I get this error message
####Error in optimize(llik, init.params = F) : element 1 is empty;
the part of the args list of 'min' being evaluated was:
(interval)####
My data and my code looks like below.
R_j R_m
0.002 0.026567296
0.01 0.003194435
. .
. .
. .
. .
0.0006 0.010281122
a=read.table("D:/ff.txt",header=T)
attach(a)
llik=function(R_j,R_m)
#The parameters al_j, au_j, b_j ,
and sigma_j need to be estimated and there are no initial estimates to
them.
if(R_j< 0)
{
LF=sum[log(...
2011 Jul 04
3
loop in optim
...1 to 60 data points.
The final result should have 4 columns of each of the estimates AND 4 rows
of each of 0 to 20, 21 to 40, 41 to 60.
###MY code is
n=20
runs=4
out=matrix(0,nrow=runs)
llik = function(x)
{
al_j=x[1]; au_j=x[2]; sigma_j=x[3]; b_j=x[4]
sum(na.rm=T,
ifelse(a$R_j< 0, -log(1/(2*pi*(sigma_j^2)))-
(1/(2*(sigma_j^2))*(a$R_j+al_j-b_j*a$R_m))^2,
ifelse(a$R_j>0 , -log(1/(2*pi*(sigma_j^2)))-
(1/(2*(sigma_j^2))*(a$R_j+au_j-b_j*a$R_m))^2,
-log(pnorm(au_j,mean=b_j*a$R_m,sd=...
2011 Jul 23
1
Extend my code to run several data at once.
Hi
I have a code that calculate maximisation using optimx and it is working
just fine. I want to extend the code to run several colomns of R_j where j
runs from 1 to 200. If I am to run the code in its current state, it means I
will have to run it 200 times manually. May you help me adjust it to
accomodate several rows of R_j and print the 200 results.
***Please do not get intimidated by the maths in the code.***
my code
######
afull=re...
2011 Jul 06
1
Group Data indexed by n Variables
...umns of each of the estimates AND 4 rows
> of each of 0 to 20, 21 to 40, 41 to 60.
>
> ###MY code is
>
> n=20
> runs=4
> out=matrix(0,nrow=runs)
>
> llik = function(x)
> {
> al_j=x[1]; au_j=x[2]; sigma_j=x[3]; b_j=x[4]
> sum(na.rm=T,
> ifelse(a$R_j< 0, -log(1/(2*pi*(sigma_j^2)))-
> (1/(2*(sigma_j^2))*(a$R_j+al_j-b_j*a$R_m))^2,
> ifelse(a$R_j>0 , -log(1/(2*pi*(sigma_j^2)))-
> (1/(2*(sigma_j^2))*(a$R_j+au_j-b_j*a$R_m))^2,
>
> -log(pnorm(au_j,mean=b_j*a$R_m,sd=sqrt(...
2011 Dec 19
1
pls help to print out first row of terms(model) output in example program
...mcDiagnose <- function(model){
auxRegs <- lmAuxiliary(model)
auxRsq <- numeric(length=length(auxRegs))
j <- 0
for ( i in auxRegs ){
j <- j + 1
sumry <- summary(i)
auxRsq[j] <- sumry$r.squared
}
print("Drum roll please!")
print("And your R_j Squareds are (auxiliary Rsq)")
print(names(auxRegs))
print(auxRsq)
}
x1 <- rnorm(100)
x2 <- rnorm(100)
y <- rnorm(100)
m1 <- lm(y~x1+x2)
mcDiagnose(m1)
m2 <- lm(y~log(10+x1) + poly(x2,2))
mcDiagnose(m2)
--
Paul E. Johnson
Professor, Political Science
1541 Lilac Lane,...
2009 May 21
1
[PATCH server] Updated look and feel for empty grid views
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