Displaying 3 results from an estimated 3 matches for "rgig".
Did you mean:
gig
2013 Jan 28
1
gigFit problems
...n another curve fitting program, I would really like to use R's tools
for confidence intervals and manipulations; but the problems below make
me uneasy.
Problem one (from examples with parameter change):
Code:
paramStart.X2002<-c(2.044, .622, 2)
param<-paramStart.X2002
dataVector <- rgig(500, param = param)
gigFit(dataVector)
Result
Data: dataVector
Parameter estimates:
chi psi lambda
0.007543 0.722962 2.535284
Likelihood: -644.6349
Method: Nelder-Mead
Convergence code: 0
Iterations: 104
Notice that the chi parameter is significan...
2010 Sep 21
2
Need help for EM algorithm ASAP !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
...you help me use my code and get iteration ?
Do know any useful code for EM algorithm for Generalized Hyperbolic
library(QRMlib)
library(ghyp)
############ simulation part
simulation<-function(n,lambda,mu,thelda,gamma,sigma,beta){
set.seed(235)
chi<-thelda^2
psi<-gamma^2
W <- rGIG(n, lambda, chi, psi);
Z <- rnorm(n,0,1);
y<-mu + beta * W + sqrt(W) * Z *gamma;
for (i in 1:n){
theldastar<-rep(0,n)
zi<-rep(0,n)
ti<-rep(0,n)
muthelda<-mu
gammathelda<-thelda*gamma
sigmathelda<-(thelda^2)*sigma
betathelda<-(thelda^2)*sigma*beta
lambdastar<-...
2009 Aug 17
2
Newbie that don't understand R code
...a == 0),
BB9 = (theta[1] == 1),
GIG=FALSE)
U <- runif(n * d)
U <- matrix(U, nrow = n, ncol = d)
if(independence)
return(U)
Y <- switch(name,
clayton = rgamma(n, 1/theta),
gumbel = rstable(n, 1/theta) * (cos(pi/(2 * theta)))^theta,
frank = rFrankMix(n, theta),
BB9 = rBB9Mix(n, theta),
GIG = rGIG(n,theta[1],theta[2],theta[3]))
Y <- matrix(Y, nrow = n, ncol = d)
phi.inverse <- switch(name,
clayton = function(t, theta)
//where is t comming from, what is phi inverse
{
(1 + t)^(-1/theta)
}
,
gumbel = function(t, theta)
{
exp( - t^(1/theta))
}
,
frank = function(t, theta)
{
(-1/theta) * lo...