Displaying 20 results from an estimated 1339 matches for "sigmae".
Did you mean:
sigma
2007 Sep 10
2
Are the error messages of ConstrOptim() consisten with each other?
...ot
missing in the first 2 cases suddently become missing?
For your convenience, I put the complete code below:
Best Wishes
Yuchen Luo
########################################
rm(list = ls())
mat=5
rint=c(4.33,4.22,4.27,4.43,4.43,4.44,4.45,4.65,4.77,4.77)
tot=rep(13319.17,10)
sh=rep(1553656,10)
sigmae=c(0.172239074,0.188209271,0.193703774,0.172659891,0.164427247,0.24602361,0.173555309,0.186701165,0.193150456,
0.1857315601)
ss=c(56.49,56.39,56.55,57.49,57.37,55.02,56.02,54.35,54.09, 54.67)
orange=rep(21.25,10)
apple2=expression(rint*(1.0-rec)*(1.0-(pnorm(-lambda/2.0+log(((ss+(tot/sh*1000.0)*lbar...
2015 Apr 10
1
RFC: sigma() in package:stats ?
I'm proposing to add something like this to the stats package :
----------------------------------------------------------
### "The" sigma in lm/nls - "like" models:
sigma <- function(object, ...) UseMethod("sigma")
## works whenever deviance(), nobs() and coef() do fine:
sigma.default <- function (object, use.fallback=TRUE, ...)
2007 Sep 09
2
What does it mean by "initial value not available"?
....0-(pnorm(-lambda/2.0+log(((ss+(tot/sh*
1000.0)*lbar)/(tot/sh*1000.0
)/lbar*exp(lambda*lambda)))/lambda)-((ss+(tot/sh*1000.0)*lbar)/(tot/sh*
1000.0)/lbar*exp(lambda*lambda))*pnorm(-lambda/2.0-log(((ss+(tot/sh*1000.0
)*lbar)/(tot/sh*1000.0
)/lbar*exp(lambda*lambda)))/lambda))+(exp(rr*(lambda*lambda/(sigmae*ss/(ss+lbar*(tot/sh*
1000.0)))/(sigmae*ss/(ss+lbar*(tot/sh*1000.0)))))*((((ss+(tot/sh*1000.0
)*lbar)/(tot/sh*1000.0)/lbar*exp(lambda*lambda))^(sqrt(0.25+2.0*rr/
(sigmae*ss/(ss+lbar*(tot/sh*1000.0)))/(sigmae*ss/(ss+lbar*(tot/sh*1000.0
))))+0.5)*pnorm(-log(((ss+(tot/sh*1000.0)*lbar)/(tot/sh*1000.0
)/...
2010 Mar 27
1
R runs in a usual way, but simulations are not performed
Dear addresses, I need perform a batch of 10 000 simulations for each of
4 options considered. (The idea is to obtain the parameter estimates in
a heteroskedastic linear regression model - with additive or mixed
heteroskedasticity - via the Kenward-Roger small-sample adjusted
covariance matrix of disturbances). For this purpose I wrote an R
program which would capture all possible options (true
2009 Jun 03
1
Would like to add this to example for plotmath. Can you help?
Greetings:
I would like comments on this example and after fixing it up, I need
help from someone who has access to insert this in R's help page for
plotmath.
I uploaded a drawing
http://pj.freefaculty.org/R/Normal-2009.pdf
that is created by the following code
http://pj.freefaculty.org/R/Normal1_2009_plotmathExample.R
This will be a good addition to the plotmath help page/example.
2012 Sep 11
1
Strange result from GAMLSS
Hi Folks! Just started using the gamlss package and I tried a simple code
example (see below). Why the negative sigma?
John
> y <- rt(100, df=1)> m1<-fitDist(y, type="realline")Warning messages:1: In MLE(ll3, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, :
possible convergence problem: optim gave code=1 false convergence
(8)2: In MLE(ll4, start = list(eta.mu =
2005 Dec 20
4
help with sapply, plot, lines
Hi,
I am trying to plot multiple lines on a graph.
The function is particularly simple:
sigma<-function(lambda) atm-2*rr*(lambda-0.5)+16*str*(lambda-0.5)^2
which uses the variables atm, rr and str...
I define these as such:
atm<-0.4
rr<-0.2
str<-0.1
and this plots fine:
plot(seq(0.01,0.99,0.01),sigma(seq(0.01,0.99,0.01)),ylim=c(0,1))
Now, I want to plot the same function for
2010 Jul 06
1
plotmath vector problem; full program enclosed
Here's another example of my plotmath whipping boy, the Normal distribution.
A colleague asks for a Normal plotted above a series of axes that
represent various other distributions (T, etc).
I want to use vectors of equations in plotmath to do this, but have
run into trouble. Now I've isolated the problem down to a relatively
small piece of working example code (below). If you would
2018 Feb 13
3
Help with regular expressions
R 3.4.2
OS X
Colleagues
I would appreciate some help with regular expressions.
I have string that looks like:
" ITERATION ,THETA1 ,THETA2 ,THETA3 ,THETA4 ,THETA5 ,THETA6 ,THETA7 ,SIGMA(1,1) ,SIGMA(2,1) ,SIGMA(2,2)?
In the entries that
2002 Aug 10
0
?subexpressions, D, deriv
Hi all,
I am not used to using the computer to do calculus and have up to
now done my differentiation "by hand" , calling on skills I learned
many years ago and some standard cheat sheets.
My interest at present is in getting the second derivative of a
gaussian, which I did by hand and results in a somewhat messy
result involving terms in sigma^5 .. I have done some spot checks
2009 Nov 20
3
symbol in the plot
a graph question. Thanks a lot in advance.
I made two scatterplots on one graph (sigma vs. delta1, sigma vs. delta2)
(20 observations of delta1, delta2 and corresponding sigma) the x-axis is
sigma, the y-axis is either delta1 or delta2. I connected both scatterplots.
To seperate them, one curves is a line with circles, the other curve is a
line with squares on it.
I want to make a notation
2004 Jul 03
2
DSTEIN error (PR#7047)
Full_Name: Stephen Weigand
Version: 1.9.0
OS: Mac OS X 10.3.4
Submission from: (NULL) (68.115.89.235)
When running an iteratively reweighted least squares program R crashes and the
following is
written to the console.app (when using R GUI) or to stdout (when using R from
the command
line):
Parameter 5 to routine DSTEIN was incorrect
Mac OS BLAS parameter error in DSTEIN, parameter #0,
2008 Jul 23
1
R2WinBUGS problem
Dear friends - I'm on winXP, R 2.71 - I have with some help dveloped
this multivariate normal model, which gives very plausible results in
WinBUGS even without any
initial values specified. However, when I then try to run the same model
via the bugs function in R2WinBUGS with inits specified as inits=NULL
the program stops in a dead end. So I have tried to make inits for the
bugs function
2012 Apr 26
2
ErrError in f(x, ...) : object 'g.' not found
Hi , R is a new language for me so sorry in advance if this error is to basic
for posting. I have tried the R manual and search online for quite a few, if
anyone could help i would be very thankful.
Here is my code.
kappa = 1.1
theta = 0.1
sigma = 0.4
rho = -0.6
v0 = 0.2
r = 0.05
T = 0.5
s0 = 1
K = 0.5
type = 1
Hestoncall = function(kappa,theta,sigma,rho,v0,r,T,s0,K,type)
{
u = 0.5
b
2005 Mar 18
3
plotmath question
R listers:
I have been foiled by plotmath!
(in R 2.01,Windows 2000)
The task: Plot a normal density and label the ticks as mu - 3 sigma, mu - 2
sigma, ...., mu + 3 sigma, where the mu's and sigmas appear as Greek
symbols, of course.
The following code does this:
x<-seq(-3,to=3,by=.01)
y<-dnorm(x)
plot(x,y,type='h',col='lightblue',axes=FALSE)
2010 Mar 09
3
Shade area under curve
I want to shade the area under the curve of the standard normal density.
Specifically color to the left of -2 and on. How might i go about doing
this?
Thanks
--
View this message in context: http://n4.nabble.com/Shade-area-under-curve-tp1586439p1586439.html
Sent from the R help mailing list archive at Nabble.com.
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
2013 Apr 22
0
Copula fitMdvc:
Hello,
I am trying to do a fit a loglikelihood function with Multivariate
distribution via copulas with fitMdvc. The problem is that it
doesn't recognize that my beta is a vector of km parameter and when I try
to run it it say that the length of my initial values is not the same as
the parameter.
Can somebody guide me where my mistake is.
Thanks,
Elisa.
#################################
2005 Apr 18
2
Construction of a large sparse matrix
Dear List:
I'm working to construct a very large sparse matrix and have found
relief using the SparseM package. I have encountered an issue that is
confusing to me and wonder if anyone may be able to suggest a smarter
solution. The matrix I'm creating is a covariance matrix for a larger
research problem that is subsequently used in a simulation. Below is the
latex form of the matrix if
2007 Aug 13
1
simulate data from multivariate normal with pre-specified correlation matrix
For example, the correlation matrix is 3x3 and looks like
1 0.75 0 0 0
0.75 1 0 0 0
0 0 0 0 0
Can I write the code like this?
p<- 3 # number of variables per observation
N<- 10 # number of samples
# define population correlation matrix sigma
sigma<-matrix(0,p,p) #creates a px p matrix of 0
rank<-2
for (i in 1:rank){
for (j in 1:rank){
rho<-0.75