search for: regimes

Dear All, I am analysing some data for a colleague (not my data, gotta be published so I cannot divulge). My response variable is the number of matings observed per day for some fruitlies. My factors are: Day: the observations were taken on 9 days Regime: 3 selection regimes Line: 3 replicates per selection regime. I have 81 observations in total The lines are coded A to I, so I do not need to do any extra grouping. my model is: anova(lme(Matings ~ Day * Regime, random = ~1| Line/Day, mydata)) I would expect to have: 1 df per Day 2 df per Regime 2 df per Day * Reg...

Hi, I am looking for a package to estimate regime switching models (states following a markov chain). I found packages for Hidden Markov Models but I am looking for something a little different: In the HMM the conditional distribution of the observations (give the state) is a known distribution (normal or others), while the package I need should allow to set a conditional distribution (given the

Hello R-Users Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction? Thank you very much. Regards, Andreas.

...96636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2 Using maximum autoregressive order for high regime: mH = 2 Searching on 1552 possible threshold values within regimes with sufficient ( 15% ) number of observations Searching on 6208 combinations of thresholds ( 1552 ), thDelay ( 1 ), mL ( 2 ) and MM ( 2 ) Results of the grid search for 1 threshold thDelay mL mH th pooled-AIC 1 0 2 2 1.674402 -43590.12 2 0 2 2 1.674218 -43588.81 3...

Hi, I'm trying to do a multiple events model using coxph. I need to choose which covariates stay in the final model and i'm using anova but it seems that it doesn't work with robust variances as a error message appears when I try to do it: /PWPfit<-coxph(Surv(ini,fim,status)~Sexo+Transmissao+Regime+HAART+Drogas+Psi+ + CD4+CV+Neo+IO+cluster(idPARTICIPANTE)+strata(Estrato),data=PWP)

msz De: Fern?ndez-L?pez, Ambito Iberoamericano, Paseo de la Castellana 223, Madrid. [1]InEnglish - [2]EnEspanol Caros amigos luso-brasileiros, ? de se perguntar se as "patrulhas ideol?gicas" esquerdistas estar?o impedindo que os ?ltimos artigos do ex preso pol?tico e escritor cubano Armando Valladares - que abordam delicados aspetos das rela??es entre o regime

.../ThresholdCointegration offers an overview of the threshold cointegration framework and describes the implemented functions. It can serve as an ideal introduction for people interested in discovering this field. Main new features include: -added possibilty to have two thresolds and hence three regimes in setar and selectSETAR (arg nthresh) -new functions for unit roots tests: KapShinTest() and BBCTest() -new functions for estimating VAR and VECM: lineVar -new function for estimating TVECM: function TVECM() -new function for estimating TVAR: function TVAR() -new function to test for setar: funct...

.../ThresholdCointegration offers an overview of the threshold cointegration framework and describes the implemented functions. It can serve as an ideal introduction for people interested in discovering this field. Main new features include: -added possibilty to have two thresolds and hence three regimes in setar and selectSETAR (arg nthresh) -new functions for unit roots tests: KapShinTest() and BBCTest() -new functions for estimating VAR and VECM: lineVar -new function for estimating TVECM: function TVECM() -new function for estimating TVAR: function TVAR() -new function to test for setar: funct...

Greetings fellow R entusiasts! We have some problems converting a computer routine written initially for Gauss to estimate a Markov Regime Switching analysis with Time Varying Transition Probability. The source code in Gauss is here: http://www.econ.washington.edu/user/cnelson/markov/programs/hmt_tvp.opt We have converted the code to R, and it's running without errors, but we have some

I'm having trouble figuring out how to format Date variables when used as axis labels in graphs. The particular case here is an attempt to re-create Nightingale's coxcomb graph with ggplot2, where I'd like the months to be labeled as "Mar 1885", "Apr 1885", using a date format of "%b %Y" applied to label the dates, or really anything other than

Hi there, I am used to traditional update-rc.d et all. Now I wonder how to add a a script that used to called by init.d (wit start/sop ..) to the new "service start xx" regime. All the tutorials I found talk about how to use update-rc.d.. thanks robert

I have installed rsync on my Windows and Linux PCs. I would like to use it to copy a folder from Windows to Linux on a regular basis as part of my backup regime. It works but always prompts me for a password. Is there any way to make Windows pass authentication automatically so that I can batch this process? Tyson & Ackland -------------- next part -------------- HTML attachment

...lectSETAR(a, m=2)Using maximum autoregressive order for low regime: >>>> mL >>>> >>>>> = 2 >>>>> >>>>> Using maximum autoregressive order for high regime: mH = 2 >>>> Searching on 1552 possible threshold values within regimes with >>>> sufficient ( 15% ) number of observations >>>> Searching on 6208 combinations of thresholds ( 1552 ), thDelay ( 1 >>>> ), mL ( 2 ) and MM ( 2 ) >>>> Results of the grid search for 1 threshold >>>> thDelay mL mH th po...

On 05/05/2016 11:42 AM, C Bergström via llvm-dev wrote: > On Fri, May 6, 2016 at 2:30 AM, Chandler Carruth <chandlerc at gmail.com> wrote: >> On Thu, May 5, 2016 at 2:55 AM C Bergström <llvm-dev at lists.llvm.org> wrote: >>> Chandler - I do not want to derail, hijack or change the topic of this >>> discussion - Would you be ok with me going into specific

On Thu, May 5, 2016 at 2:55 AM C Bergström <llvm-dev at lists.llvm.org> wrote: > Chandler - I do not want to derail, hijack or change the topic of this > discussion - Would you be ok with me going into specific examples? > IMO, no, I don't think that would be a productive direction. I also suspect it would have a high probability of (unintentionally) leading to exactly the

HI All, I have a long data file generated from a minimal pair test that I gave to learners of Arabic before and after a phonetic training regime. For each of thirty some subjects there are 800 rows of data, from each of 400 items at pre and posttest. For each item the subject got correct, there is a 'C' in the column 'Correct'. The line: tapply(ALLDATA$Correct,

The following is a message to be sent to the President of the United States of America. Although we may not be able to do a great deal from where we are, but for the people of America just knowing we care and feel their sadness will help. Please put your name on the following list and send it to all you know and who care. If you are the 100th name and every 100th there on could you please also

Does anyone succeed at compiling Linux kernel for Sparc v8 architecture? I am currently trying to expand the regime of LLVM to Sparc kernel codes. The following is the initial error messages. Any comment is welcomed. #1. Inline Assembly Code: register struct thread_info *current_thread_info_reg asm("g6"); Error Message: include/asm/thread_info.h:77: error:

...cially when unwinding deep stacks. Objective-C 2 on Leopard may be one of the few systems which has this combination of properties. (But exceptions in Cocoa code are discouraged even more strongly than in C++.) Note that there is nothing in LLVM that prevents alternative exception handling regimes, they just won't benefit from the existing infrastructure, and will not interoperate with the DWARF runtime. — Gordon

Dear list, I would like to simulate individual survival times from a model that has been fitted using the survreg procedure (library survival). Output shown below. My plan is to extract the shape and scale arguments for use with rweibull() since my error terms are assumed to be Weibull, but it does not make any sense. The mean survival time is easy to predict, but I would like to simulate