Displaying 20 results from an estimated 43 matches for "reparameterized".
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reparameterize
2012 Jul 03
3
design matrix creation in R
...ich creates the following please? I understand the first part.
b=g1(?) does what?
dd <- data.frame(a = gl(3,4), b = gl(4,1,12)) # balanced 2-way
dd
a b
1 1 1
2 1 2
3 1 3
4 1 4
5 2 1
6 2 2
7 2 3
8 2 4
9 3 1
10 3 2
11 3 3
12 3 4
I am using the tree dataset in R. I want to form a reparameterized design matrix in ones, zeroes and minus ones. The dataframe dd is very important here.
Can anyone assist here? Thanks in advance.
Mary A. Marion
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2005 Jun 09
2
lme model specification
Dear All,
I am trying to specify the following fixed effects model for lme:
y ~ constant1 - beta1*(x - beta2)
where y is the response, x is the independent variable, and the
operators above are real arithmetic operations of addition, subtraction,
and multiplication. I realize that this model is just a
reparameterization of y=beta0+beta1*x, but I am using this
parameterization because I am
2003 Aug 28
3
(no subject)
Dear All,
A couple of questions about the nls package.
1. I'm trying to run a nonlinear least squares
regression but the routine gives me the following
error message:
step factor 0.000488281 reduced below `minFactor' of
0.000976563
even though I previously wrote the following command:
nls.control(minFactor = 1/4096), which should set the
minFactor to a lower level than the default
2005 Apr 04
1
custom loss function + nonlinear models
Hi all;
I'm trying to fit a reparameterization of the
assymptotic regression model as that shown in
Ratkowsky (1990) page 96.
Y~y1+(((y2-y1)*(1-((y2-y3)/(y3-y1))^(2*(X-x1)/(x2-x1))))/(1-((y2-y3)/(y3-y1))^2))
where y1,y2,y3 are expected-values for X=x1, X=x2, and
X=average(x1,x2), respectively.
I tried first with Statistica v7 by LS and
Gauss-Newton algorithm without success (no
2006 Dec 21
0
Poisson mixed effects model
...*' 0.05 '.' 0.1 ' ' 1
Correlation of Fixed Effects:
(Intr)
Dose -0.324
My problem is that I need to find the lower limit on the dose that
causes a 10% effect. I can get the dose that causes a 10% effect, but
getting the lower-limit is not straightforward. Thus, I have
reparameterized the model in terms of this dosage and want to re-fit.
The reparameterized model is:
Log(E(Eggs)) = A - (B/A*0.1)*Dose
where E(Eggs) is the expected value from the Poisson distribution, A is
the intercept and B is the dose causing a 10% reduction. Is it possible
to directly fit A and B in this ca...
2007 Jun 13
1
specify constraints in maximum likelihood
Hi,I know only mle function but it seems that in mle one can only specify the bound of the unknowns forming the likelihood function. But I would like to specify something like, a = 2b or a <= 2b where 'a' and 'b' could be my parameters in the likelihood function. Any help would be really appreciated. Thank you!- adschai
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2005 Sep 27
1
About Coda Package
Dear R users:
I am using the package coda (the last verison in CRAN) to analyse the output from a MCMC Bayesian analysis. And I get unconsitented results. I have export the chain using the read.table function and after I have transformed this data frame to an mcmc object using the mcmc function. I am interested in three variables, when I use the function effectiveSize I have these figures:
2002 Apr 09
2
Restricted Least Squares
Hi,
I need help regarding estimating a linear model where restrictions are imposed on the coefficients. An example is as follows:
Y_{t+2}=a1Y_{t+1} + a2 Y_t + b x_t + e_t
restriction
a1+ a2 =1
Is there a function or a package that can estimate the coefficient of a model like this? I want to estimate the coefficients rather than test them.
Thank you for your help
Ahmad Abu Hammour
--------------
2006 Feb 28
1
Collinearity in nls problem
Dear R-Help list,
I have a nonlinear least squares problem, which involves a changepoint;
at the beginning, the outcome y is constant, and after a delay, t0, y
follows a biexponential decay. I log-transform the data, to stabilize
the error variance. At time t < t0, my model is
log(y_i)=log(exp(a0)+exp(b0))
at time t >= t0, the model is
log(y_i)=log(exp(a0-a1*(t_i - t0))+exp(b0=b1*(t_i -
2016 Jun 30
2
Calling C implementations of rnorm and friends
Hi all,
Looking at the body for the function rnorm, I see that the body of the
function is:
.Call(C_rnorm, n, mean, sd)
I want to implement functions that generate normal (and other) random
variables. Now, I understand that I can perfectly well just call the R
wrapper for these functions and that will be almost indistinguishable for
most purposes, but for whatever reason I wanted to try and
2016 Jul 01
2
Calling C implementations of rnorm and friends
Gabriel,
Thanks for that! I guess I really should have figured that one out sooner,
huh?
I understand why that wouldn't be CRAN-compliant. But then, what *is* the
proper way to do it? Is there any way I can call unexported functions from
another package and have it accepted by CRAN?
Also, if I instead re-write the random variable generating functions, do
you have any idea of where the
2013 Oct 20
5
nlminb() - how do I constrain the parameter vector properly?
Greets,
I'm trying to use nlminb() to estimate the parameters of a bivariate normal sample and during one of the iterations it passes a parameter vector to the likelihood function resulting in an invalid covariance matrix that causes dmvnorm() to throw an error. Thus, it seems I need to somehow communicate to nlminb() that the final three parameters in my parameter vector are used to
2003 Nov 25
5
Parameter estimation in nls
I am trying to fit a rank-frequency distribution with 3 unknowns (a, b
and k) to a set of data.
This is my data set:
y <- c(37047647,27083970,23944887,22536157,20133224,
20088720,18774883,18415648,17103717,13580739,12350767,
8682289,7496355,7248810,7022120,6396495,6262477,6005496,
5065887,4594147,2853307,2745322,454572,448397,275136,268771)
and this is the fit I'm trying to do:
nlsfit
2001 Sep 17
0
Many thanks. (Was: Supply linear constrain to optimizer)
Many thanks to those took time replied to my question. They were very
helpful and I solved my problem by reparameterization. With the help of
optim() the fitting procedure is very robust and insensitive to initial
starting value.
Once again, many thanks.
Kevin
-------- Original post ---------
>Dear R and S users,
>
>I've been working on fitting finite mixture of negative
2008 Jan 26
1
Any numeric differentiation routine in R for boundary points?
Hi, I have a scalar valued function with several variables. One of the
variables is restricted to be non-negative. For example,
f(x,y)=sqrt(x)*exp(y), then x should be non-negative. I need the
gradient and hessian for some vector (0,y), i.e., I need the gradient and
hessian at the boudary of parameter space.
The "numderiv" package does not work, even for f(x)=sqrt(x), if you
do
2011 Sep 04
2
Regression coefficient constraints
Hi Guys,
Does anyone know how I could constrain my regression coefficients so that they are positive and add up to one? Any help will be greatly appreciated.
Kind Regards,
Andre
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2006 Oct 06
1
Relative constraint using constrOptim?
I am trying to optimize a likelihood function using constrOptim. I
know from prior research that, e.g. x1>x2. Is there a way to include
that constraint into the optimization routine, i.e. the ci
constraint? The examples I found only use absolute numeric values for
the constraint and not relative values. My attempts to include it
into ci failed: e.g. ci=c(1, x[1]).
Am I using the
2011 Nov 18
0
how to define the bound between parameters in nls() (Jinsong Zhao)
The multiple exponential problem you are attempting has a well-known and long history.
Lanczos 1956 book showed that changing the 4th decimal in a data set changes the
parameters hugely.
Nevertheless, if you just need a "fit" and not reliable paramters, you could
reparameterize to k1 and k2diff=k2-k1, so k2=k1+kdiff. Then kdiff has a lower bound of 0,
though putting 0 will almost
2012 Jul 25
0
Integrate: compound distribution
...s now, and figured it's time to get some help. I want to
integrate(f(x), lower=-Inf, upper=Inf)
with f(x) =
((gamma(K+1)/(gamma(r+1)*gamma(K-r+1)))*(q(x)^r)*(((1-q(x))^(K-r))*phi(x),
where phi(x) is the standard normal pdf, and q(x) the logistic CDF (with
inverse scale parameter, so a little reparameterized). In short: it's a
compound binomial probability. It can be shown that this integral can be
expressed as a sum of moments of the System-Bounded Johnson distribution,
for which it is proven that no analytical expressions exist. Moreover, it
can be written as an infinite Taylor series in terms of...
2012 Aug 14
3
self-starter functions for y = a + b * c^x
Hi
there are some predefined self-start functions, like SSmicmen, SSbiexp,
SSasymp, SSasympOff, SSasympOrig, SSgompertz, SSflp, SSlogis, SSweibull,
Quadratic, Qubic, SSexp (nlrwr)
Btw, do you know graphic examples for this functions?
The SSexpDecay (exponential decay) for y = (y0 - plateau)*exp(-k*x) +
plateau from