search for: wlf

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2004 Feb 17
0
A log on Bayesian statistics, stochastic cost frontier, montecarl o markov chains, bayesian P-values
...m: Peter Dalgaard [mailto:p.dalgaard@biostat.ku.dk] Sent: Thursday, February 05, 2004 2:54 PM To: Icabalceta, Jorge L. Cc: 'r-help@lists.R-project.org' <mailto:'r-help@lists.R-project.org'> Subject: Re: [R] rgamma question "Icabalceta, Jorge L." < Icabalceta_j@wlf.state.la.us <mailto:Icabalceta_j@wlf.state.la.us> > writes: > I was trying to generate random numbers with a gamma distribution. In R the > function is: > rgamma(n, shape, rate = 1, scale = 1/rate). My question is that if > X~gamma(alpha, beta) and I want to generate one ran...
2004 Feb 05
5
rgamma question
I was trying to generate random numbers with a gamma distribution. In R the function is: rgamma(n, shape, rate = 1, scale = 1/rate). My question is that if X~gamma(alpha, beta) and I want to generate one random number where do I plug alpha and beta in rgamma? and, what is the meaning and use of rate? Thanks for your attention, Jorge [[alternative HTML version deleted]]
2004 Feb 12
1
How do you create a "MCMC" object?
I have been running a Gibbs Sampler to estimate levels of efficiency in the Louisiana Shrimp Industry. I created a matrix (samp) where I stored the results of each iteration for 86 variables. I run 10,000 iterations. So, the matrix samp is 10,000 x 86. I want to use the gelman-rubin test to check for convergence. To do that, I need at least two chains. If I run second chain with different starting
2004 Mar 04
1
Gelman-Rubin Convergence test
Dear friends, I run the Gelman-Rubin Convergence test for a MCMC object I have and I got the following result Multivariate psrf 1.07+0i, What does this mean? I guess (if I am not mistaken) that I should get a psrf close to 1.00 but what is 1.07+0i? Is that convergence or something else? Jorge [[alternative HTML version deleted]]
2004 Feb 11
0
gelman.diag question
Dear Friends, I am trying to use the gelman-rubin convergence test. I generated a matrix samp[10,000x86] with the gibbs sampler. the test requires the creation of "mcmc" objects. Since I don't know how to define samp as a "mcmc" object, I tried to create one mcmc object by means of the mcmc() function. With this function I tried to create a mcmc object dul from samp but I
2004 Feb 16
0
How do we obtain Posterior Predictive (Bayesian) P-values in R (a sking a second time)
Dear Friends, According to Gelman et al (2003), "...Bayesian P-values are defined as the probability that the replicated data could be more extreme than the observed data, as measured by the test quantity p=pr[T(y_rep,tetha) >= T(y,tetha)|y]..." where p=Bayesian P-value, T=test statistics, y_rep=data from replicated experiment, y=data from original experiment, tetha=the function