search for: rho1

...Jul 16 11:58:03 CEST 2007 Checked again in R-prompt, and it's OK! #Creating the sintetic AR1 series... where the "white-noise" #has a mean = 0, and the var = sigmaz_c = stand_dev^2 is whatever value, #if sigmaz_c = 1 then this "white-noise" is a "Gaussian-noise." #rho1 (or alpha in another text-books ;-)) < 1 (in fact 0 < rho1 < 1) so that #the system can be stationary. #Where var_serie is the variance of the serie cat("\n Hello, this is creat_AR1_synt_ser.R. \n These are the input parameters: synt_series(ar1_length, rho1, ...), where rho1 is the c...

...[1] # NO RESTRICTION sigep <- 0.01 + exp(alpha[2]) # greater than 0.01 sigeta <- 0.01 + exp(alpha[3]) # greater than 0.01 rho2 <- 0.8*sin(alpha[4]) # between -0.8 and 0.8 rho1 <- lstar*abs(alpha[5])/(1+abs(alpha[5])) # between 0 and lstar delta <- 0.01 + exp(alpha[6]) # greater than 0.01 ########################################## # THE THREE FUNCTIONS TO INTEGRATE # FOR COMPUTING THE LOGLIKELIHOOD ################################...

Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching on the R-help archives, I've figured out how to get th...

Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching on the R-help archives, I've figured out how to get th...

Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching on the R-help archives, I've figured out how to get th...

Hi, I'm trying to write a simple function like case1 <- function (m, cov, Q, R) { theta <- (acos(R/sqrt(Q^3))) beta <- (-2)*sqrt(Q)*cos(theta/3)+m[1]/3 rho1 <- (-2)*sqrt(Q)*cos((theta+2*pi)/3)+m[1]/3 rho2 <- (-2)*sqrt(Q)*cos((theta-2*pi)/3)+m[1]/3 stderrb <- deltamethod( ~(-2)*sqrt(Q)*cos(theta/3)+x1/3,m,cov) stderrr1 <- deltamethod( ~(-2)*sqrt(Q)*cos((theta+2*pi)/3)+x1/3, m, cov) stderrr2 <- deltamethod( ~(-2)*sqrt...

I am looking for examples of code that demonstrates the fine tuning of the strip panels in lattice graphics and uses plotmath characters. The code for the graphic is as follows: xyplot(lagy ~ n | rho1 * rho2, data= data, layout=c(2,6), span = 1, xlab = "Sample Size", ylab = "Bias in the Coefficient for the Lag of X", type = "o") rho1 is a four level factor and rho2 is a three level factor. The problem is that I want to use plotmath characters in the str...

[Apologies in advance if this is too "statistics" and not enough "R".] I've got an experiment with two sets of treatments. Each subject either received all treatments from set A or all treatments from set B. I can compute the N pairwise correlations for all treatments in either set using cor(). If I take the mean of these N pairwise correlations, I see that the effects

Hi All, I am doing econometric modeling of panel data (fixed effects). We currently use Eviews to do this, but I have discovered a bug in Eviews 7 and am exploring the use of R to build panel data models / longitudinal data models. I looked at the plm package but do not see how I can incorporate AR terms in the model using the plm package. I have an Eviews model with two AR terms, AR(1) and

...r indic1 :- Indicator for variable one indic2 :- indicator for variable two d.time :- A covariate m.unit :- the grouping units. However I want to do this with the error structure for the grouping unit as follows sigma = ( sigma_1 0 ) ( 0 sigma_2) where sigma_1 = sig1 * AR1(rho1) = error relating to variable 1 sigma_2 = sig2* AR1(rho2) = error relating to variable 2 How can I do this using lme()? Any help is greatly appreciated. Regards Souvik Banerjee Junior Research Fellow Dept of Statistics University of calcutta [[alternative HTML version deleted]]

...ctured covariance matrix. However, I want to fit a model for a structured variance covariance matrix. The error structure for the grouping unit is as follows sigma = ( sigma1 sigma12 ) ( sigma12 sigma2) sigma1, sigma2 and sigma12 are matrices with where sigma1 = sig1 * AR1(rho1) sigma2 = sig2* AR1(rho2) sigma12 = sig12 * AR1(rho12) My question is whether there is any method to fit such data using packages like gee or geepack (or may be any other package ) in R. The function genZcor() of geepack can be used to construct correlation but I have been unable to use it in th...