Displaying 3 results from an estimated 3 matches for "vcorr".
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2009 Feb 15
0
Kalman Filter - dlm package
...guide, F is the Identity matrix
(diag(2)) and I would like to know how to adapt the coding such that F can
vary over time and matches my case study described above.
data(NelPlo)
### multivariate local level -- seemingly unrelated time series
buildSu <- function(x) {
Vsd <- exp(x[1:2])
Vcorr <- tanh(x[3])
V <- Vsd %o% Vsd
V[1,2] <- V[2,1] <- V[1,2] * Vcorr
Wsd <- exp(x[4:5])
Wcorr <- tanh(x[6])
W <- Wsd %o% Wsd
W[1,2] <- W[2,1] <- W[1,2] * Wcorr
return(list(
m0 = rep(0,2),
C0 = 1e7 * diag(2),
FF = diag(2),
GG = diag(2),
V = V,
W = W))
}
suMLE &...
2012 Sep 21
1
translating SAS proc mixed into R lme()
...imes a year). I need to allow slope
and intercept vary.
SAS codes are:
proc mixed data = survey method=reml;
class subject var1 var3 var2 time;
model score = var2 score_base var4 var5 var3 var6 var7 var1 time/ noint
solution;
random intercept timecontinious / subject=subject type=un g gcorr v vcorr;
run;
Thank you a lot!
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2008 May 07
0
Help with Mixed effect modeling in R
...y the GROUP=grp option;
title 'RANDOM COEFFICIENT MODEL WITH DIAGONAL WITHIN-PATIENT';
title1 'DIFFERENT D MATRIX FOR BOTH GENDERS';
proc mixed method=ml data=dent1;
class pt grp;
model y = grp grp*t / noint solution;
random intercept t / type=un group=grp subject=pt g gcorr v vcorr;
run;
The key to specifying different covariance structure for the random
effects seems to be the highlighted portion in the code. What would be
it's equivalent in R?
In R, I tried the following
Model1 <- lme(y ~ g1+Tg1+g2+Tg2-1,random =
pdBlocked(list(pdSymm(~g1+Tg1-1),pdSymm(~...