search for: varcomb

Hi, I am trying to add multiple variance structures such as the first example below: vf1 <- varComb(varIdent(form = ~1|Sex), varPower()) However my code below will not work can anybody please advise me? VFcomb<-varComb(varExp(form=~depcptwithextybf),varFixed(form=~FebNAO)) also if you have two variables with the same weights function would you write that as: VFcomb<-varComb(varExp(form=...

Dear R-help members, I have a question regarding how to use varComb function to specify a variance function for the "weights" in the gls. I need to fit a linear model with heteroscedasticity. The variance function is exp(c0+nu0*W +nu1*W^2) where W is a covariate. Initially I want to use varFunc to define my own variance function following the instruc...

Dear R-help members, I have a question regarding how to use varComb function to specify a variance function for the "weights" in the gls. I need to fit a linear model with heteroscedasticity. The variance function is exp(c0+nu0*W +nu1*W^2) where W is a covariate. Initially I want to use varFunc to define my own variance function following the instruc...

...omo añadir el offset a la formula siguiente cuando creo el bucle. GAM.A1 <-gam ((DYO)~s(DMA,k=4)+ s(WOD,k=4)+s(CIN,k=4)+s(DRA,k=4)+s(DBR,k=4) +offset(log(ARE)),family=quasipoisson(link = "log"),data=as.data.frame(cbind(DYO,Conjunto))) Os escribo el codigo del bucle: for(i in (1:nrow(VarCombS))){ Formula <- as.formula(paste("DYO",sep=" ~ ",paste(as.matrix(VarCombS)[i,1:NVar],sep="",collapse=" + "))) ### Cómo introduzco el offset?? GAM <- gam(Formula,family=quasipoisson(link = "log"),data=as.data.frame(cbind(DYO,Conjunto))) S...

Dear list, I was trying to create a VarClass for nlme to work with Fay-Herriot (FH) models. The idea was to create a modification of VarComb that instead of multiplying the variance functions made their sum (I called it varSum). After some fails etc... I found that the I was not getting the expected results because I needed to make sigma fixed. Trying to find how to make sigma fixed I run into this bug (with uconfirmed status but listed...

Hello, I am trying to design new variance structures by using fixed effects variables in combination with the VarPower function. That is, I would like to create and evaluate my own variance function in the data frame and then incorporate it into the model using varPower, with value=.5. As a start, I am trying to recreate the function of VarConstPower by introducing two new variables in the

...f the "*" operator. However, that is not what I want, because it fits a different variance parameter to each combination of the two levels. What I would like is more along the ways of p. 163 and ff., where they fit models with crossed random effects. I think this can be achieved using varComb. If we have two strata, say ID1 and ID2, we can do: gls(my.formula, weights = varComb( varIdent(form = ~ 1 | ID), varIdent(form = ~ 1 | ID2))) This seems to work (and to produce reasonable results) but I am not sure if it is right, or I am doing something dumb. Best, -- Ram?n D?az-Uri...

...omo añadir el offset a la formula siguiente cuando creo el bucle. GAM.A1 <-gam ((DYO)~s(DMA,k=4)+ s(WOD,k=4)+s(CIN,k=4)+s(DRA,k=4)+s(DBR,k=4) +offset(log(ARE)),family=quasipoisson(link = "log"),data=as.data.frame(cbind(DYO,Conjunto))) Os escribo el codigo del bucle: for(i in (1:nrow(VarCombS))){ Formula <- as.formula(paste("DYO",sep=" ~ ",paste(as.matrix(VarCombS)[i,1:NVar],sep="",collapse=" + "))) ### Cómo introduzco el offset?? GAM <- gam(Formula,family=quasipoisson(link = "log"),data=as.data.frame(cbind(DYO,Conjunto))) S...

...skew and is overdispersed with a fair amount of zeros, and I haven't found any transformations that will completely normalize it (I've tried square roots and logs).  Meanwhile, the variance in call numbers  varies between sites and between microphones.  I wanted to use a GAMM to incorporate varComb and varIdent, but these can only be applied on data with a gaussian distribution.  Are there any packages I should be looking into that I don't know about that will apply a variance structure on a negative binomial distribution?  Or is there some transformation that I should be using that wil...

Hello everybody, I have a dataset where each row has number of subjects and that gives me natural weights for the variance function. Additionally I see that variance increases with Age, which is a regressor. So using gls I have weights=varFixed(~1/n) but don't know how to include the extra effect of the regressor. Fitted values show a quadratic curve vs. age, not sure if that helps.

Hello all. I was wondering if the logLike.nls() and logLike.nlme() functions are still being used. Neither function seems to be available in the most recent release of R (1.9.1). The following is contained in the help file for logLik(): "classes which already have methods for this function include: 'glm', 'lm', 'nls' and 'gls', 'lme' and others in

  Hola,   Por favor, ¿podríais indicarme qué recursos (librerías o ideas) pueden resultar de utilidad para crear un gráfico del estilo del de la figura 3.8 del siguiente link?   http://www.tsc.uvigo.es/BIO/Bioing/ChrLDoc3.html#3.5   Actualmente estoy utilizando funciones muy básicas y la verdad es que no me encuentro muy satisfecha con el resultado.   Muchas gracias.   Eva [[alternative HTML