search for: rho2

...RE-PARAMETRIZATION # THESE RESTRICTIONS EMERGE FROM THE MODEL muep <- alpha[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 FUNCTIO...

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(Q)*cos((theta-2*pi)/3)+x1/3, m, cov) stderr <- c(st...

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 strips, bu...

I have gone over the examples and can't figure this out: rho<-.77 text(x=.05,y=.5,paste(expression(rho),rho)) I was hoping to get this to print a Greek rho with 0.77 beside it. Instead I get: rho 0.77 (i.e. Roman lettering) The help on expression() is quite opaque so I don't understand how it works. Thanks for any help. Bill Simpson

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 the 2-banded Toeplitz, but not the desired special cas...

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 the 2-banded Toeplitz, but not the desired special cas...

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 the 2-banded Toeplitz, but not the desired special cas...

Dear list, I have a problem on persp() x <- u1data #first coloum in attached data y <- u2data #second coloum in attached data f <- function(x,y){qgev(pnorm(rhoF*qnorm(pnorm((qnorm(y)-rho2*qnorm(x)/sqrt(1-rho2^2)))) +sqrt(1-rhoF^2)*qnorm(0.95)),-0.3935119, 0.4227890, 0.2701648)} z <- outer(x,y,f) persp(x,y,z) The R will display: "Error in persp.default(x, y, z) : increasing 'x' and 'y' values expected" So I try to adjust it to: test...

[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

...value of Y sigmax, # standard deviation of X sigmay, # standard deviation of Y rho){ # correlation coefficient x <- rnorm(n,mux,sigmax) y <- rnorm(n,muy+rho*sigmay*(x-mux)/sigmax, sigmay*sqrt(1-rho2)) cbind(x,y) } In this way I've sampled from a normal bivariate distribution and I've obtained two vectors of values:x and y.. Now, I would like to find the marginal distribution of y from the bivariate distribution. Is there a command to do this? Thank you, Elis...

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

...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]]

...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 the present context. Any he...