search for: sigsq

...ooks like this: lnL <- function(theta, gsvr, gsvR) { # theta[1]= mu, theta[2]=gamma, theta[3]=kappa1, theta[4]=kappa2 nn <- 252 d <- 0:nn wd <- exp((theta[3] * d + theta[4] * d^2))/(sum(exp(theta[3] * d + theta[4] * d^2))) sigsq <- numeric(length(gsvR$ret)) x <- numeric(length(gsvR$ret) # Below this line can be specified differently x[1] <- 1 lenR <- length(gsvR$ret) for (i in 1:(lenR-1)) { x[i+1] <- sum(gsvR$rw[1:i]) + 1...

...validation data (indicated by vs.flag). Any help would be greatly appreciated.I apologize for the clumsiness of the R code. Many thanks in advance. Sincerely, Loki ################################################################# SAS Code: proc nlmixed data=repdat parms b0 -3 b1 -.135 a0 3 a1 4 sigsq 0.25; if vs.flag = 1 then do; eta1 = b0 + b1*lnbldT; llbin = anybc.cens.ind*eta1 - log(1+exp(eta1)); eta2 = a0 + a1*lnndsTs; llnorm = -1/(2*sigsq)*(lnbldT - eta2)**2 - .5*log(sigsq); ll = llbin + llnorm; end; else do; eta2 = a0 + a1*lnndsTs; eta1 = b0 + b1*eta2 + u...

Dear All, reading an article by Rodolphe Thiebaut and Helene Jacqmin-Gadda ("Mixed models for longitudinal left-censored repeated measures") I have found this program in SAS proc nlmixed data=TEST QTOL=1E-6; parms sigsq1=0.44 ro=0.09 sigsq2=0.07 sigsqe=0.18 alpha=3.08 beta=0.43; bounds $B!](B1< ro < 1, sigsq1 sigsq2 sigsqe >= 0; pi=2*arsin(1); mu=alpha+beta*TIME+a i+b i*TIME; if OBS=1 then ll=(1/(sqrt(2*pi*sigsqe)))*exp(-(RESPONSE-mu)**2/(2*sigsqe)); if OBS=0 then ll=probnorm((RESPONSE-mu)/sqrt(sigsqe));...

Dear All I am trying to estimate a mixture of regression and get the following error using the mixreg package: Error in y - yhat : non-conformable arrays The instruction I used were: x <- as.matrix(LRHUN) y <- as.matrix(LRINTER) TS <- list(list(beta=c(3.0,1.0),sigsq=1,lambda=0.4), list(beta=c(0.0,1.0),sigsq=1,lambda=0.6)) prova <- mixreg(x,y, ncomp=2, theta.start=TS) The data set has about 1200 observations. I checked out that x and y have the same number of obs. Also examples work fine. Any hints on what is going on? Thanks best regards M *...

I want to run some R script using the inline package (which allows to create and run inline C++ code in my humble understanding). So, after loading the required packages and copy and paste the example that runs C code (in the Reference Manual as a PDF), I have a compilation error. Any body has ever tried this inline package? -- View this message in context:

...t it to work with bartMachine models. I get dozens of messages like these: bartMachine initializing with 50 trees... bartMachine vars checked... bartMachine java init... bartMachine factors created... bartMachine before preprocess... bartMachine after preprocess... 19 total features... bartMachine sigsq estimated... bartMachine initializing with 30 trees... bartMachine vars checked... bartMachine java init... bartMachine factors created... bartMachine before preprocess... bartMachine after preprocess... 19 total features... bartMachine sigsq estimated... [...] And eventually, this: Something i...

...qrt(fit$df.post/2) * exp(lgamma((fit$df.post - 1)/2) - lgamma(fit$df.post/2)) K2 <- fit$df.post/(fit$df.post - 2) } tausq.m <- K2 * prob %*% tau^2 tau.m <- K1 * prob %*% tau tau.sd <- sqrt(tausq.m - tau.m^2) sigsq.m <- K2 * prob %*% sig^2 sig.m <- K1 * prob %*% sig sig.sd <- sqrt(sigsq.m - sig.m^2) coefs.m <- prob %ip% coefs cov.c.m <- K2 * (prob %ip% cov.c) coef.d <- coefs[, , 1] - matrix(coefs.m[, 1], nrow = r, ncol = p, byrow = T)...

An executable version 0.6 of my libraries is now available at www.luc.ac.be/~jlindsey/rcode.html This works with MS R0.64.2 and appears possibly to work with R65.0. There is a serious problem with the Fortran compiler as some of the examples for elliptic and carma crash it. These same examples do not crash R63.0 with the library executables of Jan 99. I am releasing this anyway because of the