similar to: maxNR - Error in p(a, b) : element 1 is empty; the part of the args list of '*' being evaluated was: (b, t)

Hi R-users, Recently, I use maxNR function to find maximizer. I have error appears as follows Error in maxNRCompute(fn = fn, grad = grad, hess = hess, start = start, : NA in the initial gradient My code is mu=2 s=1 n=300 library(maxLik) set.seed(1004) x<-rcauchy(n,mu,s) loglik<-function(mu) { log(prod(dcauchy(x,mu,s))) } maxNR(loglik,start=median(x))$estimate Does anyone know how

Greetings, I use maxNR function under maxLik package to find the REML estimates of the parameters of variance components in heteroskedastic linear regression models. I assume that in the model there is additive/multiplicative/mixed heteroskedasticity and I need estimate the respective parameters of additive/multiplicative/mixed variance components. For my research purposes I make a

Dear All, Hello! I have some questoins in R programming as follows: Question 1- How to take the integral of this function with respect to y, such that x would appear in the output after taking integral. f(x,y)=(0.1766*exp(-exp(y+lnx))*-exp(y+lnx))/(1-exp(-exp(y+lnx))) y in (-6.907,-1.246) It is doable in maple but not in R. At least I could not find the way. p.s: result from maple is:

I have a question about running an optimization function on an existing LOESS function defined in R. I have a very large dataset (1 million observations) and have run a LOESS regression. Now, I want to run a Newton-Raphson optimization to determine the point at which the slope change is the greatest. I am relatively new to R and have tried several permutations of the maxNR and nlm functions with

Dear R Users: The functions of our "micEcon" package [1,2] can be subdivided into three categories: - microeconomic demand and firm models - sample selection models (mainly selection()) - routines for (likelihood) maximisation (e.g. maxLik(), maxNR(), maxBHHH()) (mainly used for ML estimation of sample selection models) Although sample selection models are often used in

Hi, I have a quick question regarding estimation of a truncation regression model (truncated above at 1) using MLE in R. I will be most grateful to you if you can help me out. The model is linear and the relationship is "dhat = bhat0+Z*bhat+e", where dhat is the dependent variable >0 and upper truncated at 1; bhat0 is the intercept; Z is the independent variable and is a uniform

>>>>> Steven Yen >>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes: > Oh Hi Arne, You may recall we visited with this before. I > do not believe the problem is algorithm specific. The > algorithms I use the most often are BFGS and BHHH (or > maxBFGS and maxBHHH). For simple econometric models such > as probit, Tobit, and evening

Hi R-users, Does R has a topic on newton's method? Thank you for the info.

Hello, and apologies for the upcoming naive questions. I am a biologist who is trying to teach himself the appropriate areas of math and stats. I welcome pointers to suggested background reading just as much as I do direct answers to my question. Let's say I have a function F() that takes variables (a,b,c,a1,b1,c1) and returns x, and I want to find the values of these variables that result in

Dear Friends, This is Shao from National University of Singapore(NUS). I'm currently doing my exchange study in Royal Institute of Technology(KTH), Sweden. IR is really interesting to me. I've taken a Information Retrieval course during the exchange study here in KTH http://www.csc.kth.se/utbildning/kth/kurser/DD2476/ir12/labblydelser/assignment2. The Weighting Schemes and Learn to Rank

I've done a decent size update of the OpenSSH portable from the upstream tree. There is an AES upgrade that needs to take place, but I need people to test and tell me what endedness changes need to be applied (if any). Attached is the patch. It is geared towards the latter snapshots..Unsure how it will patch (if at all) against 2.9pX series. Thanks. - Ben "This is dark day in

Hi all, I've managed to get JAGS working on my Ubuntu Hardy Linux with a 32-bit computer and AMD processors using R 2.8.1. JAGS is great. I've read that JAGS is the fastest, but that hasn't been my experience. At any rate, I have more experience with WinBUGS under Windows and would like a version of that working as well. It seems like I've read a lot on the subject and tried a

Hi, everyone, I try to run as follows: Z>library("RODBC") Z>cnct<-odbcConnectExcel("Forbes2000.xls") Z>cnct RODB Connection 1 Details: case=nochange DBQ=C:\Program Files\R\R-2.5.0\Forbes2000.xls DefaultDir=C:\Program Files\R\R-2.5.0 Driver={Microsoft Excel Driver (*.xls)} DriverId=790 MaxBufferSize=2048 PageTimeout=5 Z>sqlQuery(cnct, "select

Dear addresses, I need perform a batch of 10 000 simulations for each of 4 options considered. (The idea is to obtain the parameter estimates in a heteroskedastic linear regression model - with additive or mixed heteroskedasticity - via the Kenward-Roger small-sample adjusted covariance matrix of disturbances). For this purpose I wrote an R program which would capture all possible options (true

> jQuery.post("/plans/<%= @plan.id %>/add_learning_objective?name=" + > objective_name) You need to specify the type option as "script" to have it executed. (See the docs for jQuery.ajax(), where it is the dataType option. The "type" option in $.post is passed to $.ajax as the dataType option) Rein --~--~---------~--~----~------------~-------~--~----~

> jQuery.post("/plans/<%= @plan.id %>/add_learning_objective?name=" + > objective_name) You need to specify the type option as "script" to have it executed. (See the docs for jQuery.ajax(), where it is the dataType option. The "type" option in $.post is passed to $.ajax as the dataType option) Rein --~--~---------~--~----~------------~-------~--~----~

Author: kalai Repository: /hg/zfs-crypto/gate Revision: 9ce5df2e0d457b2e06ab4cc52f67c2fafc2f16bc Log message: 6188921 - assembly should be evaluated for appropriateness of single-byte ret instructions Files: update: usr/src/uts/i86pc/ml/locore.s update: usr/src/uts/i86pc/ml/mpcore.s update: usr/src/uts/intel/ia32/ml/copy.s update: usr/src/uts/intel/ia32/ml/ddi_i86_asm.s update:

R-users, I would like to take advantage of R's mathematical typesetting capabilities in the graphical environment using text(..., expression(...)), however, I can't figure out how to include in the expression some evaluated function. For example, > x <- 1:8 > plot(1:10, 1:10) > text(5, 5, expression(sum(x[i], i == 1, length(x))) # would like "8"

> Background: > OS: Linux Mandrake 9.1 > release: R 1.9.0 > editor: Xemacs 21.4 > frontend: ESS 5.1.23 > --------------------------------- > > Colleagues > Is there a function in R that is similar to polyval in matlab? (y = polyval(p,x) returns the value of a polynomial of degree n evaluated at x. The input argument p is a vector of length n+1 whose elements are the

Try something like: install.packages("polynom") library(polynom) predict(polynomial(rev(p)), x) HTH, Andy > From: McClatchie, Sam (PIRSA-SARDI) > > > Background: > > OS: Linux Mandrake 9.1 > > release: R 1.9.0 > > editor: Xemacs 21.4 > > frontend: ESS 5.1.23 > > --------------------------------- > > > > Colleagues > >