Displaying 4 results from an estimated 4 matches for "start_val".
2011 Dec 01
1
Estimation of AR(1) Model with Markov Switching
...logf[i] <- log(f[i])
}
logl <-sum(logf)
return(-logl)
}
# restrict intercept in state model 0 to be greater than intercept in state
model 1
# thus matrix of restrictions R is [1 0 -1 0 0 0 0]
R <- matrix(c(1,0,-1,0,0,0,0), nrow = 1)
# pick start values for the 7 unknown parameters
start_val <- matrix(runif(7), nrow = 7)
# ensures starting values are in the feasible set
start_val[1,] <- start_val[3,] + 0.1
# estimate pars
results <-constrOptim(start_val,neg.logl,grad = NULL, ui = R, ci = 0)
Regards,
N
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2007 Dec 12
0
IRT Likelihood problem
...s only w.r.t. theta.
# x = response pattern
# b = vector of location parameters
# a = vector of discrimination parameters
# c = vector of guessing paramete
theta.3pl <- function(x, b, a, c){
opt <- function(theta) -sum(dbinom(x, 1, c + ((1-c)/(1 +
exp(-1.7*a*(theta - b)))), log = TRUE))
start_val <- log(sum(x)/(length(x)/sum(x)))
out <- optim(start_val , opt, method = "BFGS", hessian = TRUE)
out$par
}
# score = the category the student scored in for item i
# d = the item parameters for the ith item
# a = the discrimination p
# Muraki's GPCM
pcm.max <- fun...
2011 Dec 17
0
time-varying parameters kalman filter estimation problem using FKF package
...capm.ss(theta["alpha"], theta["beta"],
theta["sigma_e"],theta["sigma_n1"], theta["sigma_n2"])
ans <- fkf(a0 = sp$a0, P0 = sp$P0, dt = sp$dt, ct = sp$ct, Tt = sp$Tt, Zt =
sp$Zt, HHt = sp$HHt, GGt = sp$GGt, yt = yt)
return(-ans$logLik)
}
start_val <- runif(5)
fit <- optim(start_val, loss.fn, hessian = TRUE, yt = y)
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2006 Aug 30
4
Create a vector from another vector
Dear list
Suppose I have the following vector:
x <- c(3,4,2,5,6)
Obviously, this sums to 20. Now, I want to have a second vector, call it
x2, that sums to x where 5 <= x <= 20, but there are constraints.
1) The new vector must be same length as x
2) No element of the new vector can be 0
3) Element x2[i] of the new vector cannot be larger than element x[i] of
the original vector
4)