Displaying 20 results from an estimated 2000 matches similar to: "nlrq parameter bounds"
2008 Jan 16
1
nlrq coefficients querry
I have been quantreg library for a number of projects but have just hit a
snag. I am using nlrq to examine an asymptotic relationship between 2
variables at the 99th percentile. It performs as expected, however when I
try to extract the coefficients along with se and significance I am running
into problems. The problem is that for the nlrq regression Dat.nlrq,
summary(Dat.nlrq) reports a different
2004 May 06
1
sporadic errors with nlrq() / optim()
Dear List,
Apologies if this is a known problem ... I wasn't able to find it on the bug
list, but it is a problem that does not seem to occur with a MAC build of R
2.0, so perhaps this problem has already been addressed for the future.
I am getting *sporadic* errors when refitting the same model to the same
data set, using nlrq() in the nlrq package. The algorithm is not stochastic,
so I
2011 Oct 16
1
nlrq {quantreg}
Dear all,
I sent an email on Friday asking about nlrq {quantreg}, but I haven't received any answer.
I need to estimate the quantile regression estimators of a model as: y = exp(b0+x'b1+u). The model is nonlinear in parameters, although I can linearise it by using log.When I write:
fitnl <- nlrq(y ~ exp(x), tau=0.5)
I have the following error: Error in match.call(func, call = cll) :
2008 Aug 11
1
variance covariance matrix of parameter estimate using nlrq
In "lm" command, we can use "vcov" option to get variance-covariance matrix. Does anyone know how to get variance-covariance matrix in nlrq?
Thanks,
Kate
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2003 Nov 20
3
nls, nlrq, and box-cox transformation
Dear r-help members
I posted this message already yesterday, but don't know whether it
reached you since I joined the group only yesterday.
I would like to estimate the boxcox transformed model
(y^t - 1)/t ~ b0 + b1 * x.
Unfortunately, R returns with an error message when I try to
perform this with the call
nls( I((y^t - 1)/t) ~ I(b0 + b1*x),
start = c(t=1,b0=0,b1=0), data = mydataframe)
2003 Nov 20
0
Re: nlrq problem
Johannes,
You can minimize an model expression by just putting the ~ on the left
and everything else on the righthand side, but I don't think that this
is really what you want. In the NLS expression this would ignore the
jacobian of the transformation from errors to response, and in nlrq
there is the same problem, however you can adjust for the jacobian
by rescaling by the geometric mean of
2004 Feb 04
1
Fitting nonlinear (quantile) models to linear data.
Hello.
I am trying to fit an asymptotic relationship (nonlinear) to some
ecological data, and am having problems. I am interested in the upper
bound on the data (i.e. if there is an upper limit to 'y' across a range
of 'x'). As such, I am using the nonlinear quantile regression package
(nlrq) to fit a michaelis mention type model.
The errors I get (which are dependant on
2009 Jun 09
1
Non-linear regression/Quantile regression
Hi,
I'm relatively new to R and need to do a quantile regression. Linear
quantile regression works, but for my data I need some quadratic function.
So I guess, I have to use a nonlinear quantile regression. I tried the
example on the help page for nlrq with my data and it worked. But the
example there was with a SSlogis model. Trying to write
dat.nlrq <- nlrq(BM ~ I(Regen100^2),
2006 Dec 02
2
nonlinear quantile regression
Hello, I?m with a problem in using nonlinear quantile regression, the
function nlrq.
I want to do a quantile regression o nonlinear function in the form
a*log(x)-b, the coefficients ?a? and ?b? is my objective. I try to use the
command:
funx <- function(x,a,b){
res <- a*log(x)-b
res
}
Dat.nlrq <- nlrq(y ~ funx(x, a, b), data=Dat, tau=0.25, trace=TRUE)
But a can?t solve de problem,
2012 Feb 13
1
non linear quantile regression - Median not plotting where it should
Hi,
I'm attempting to calculate the 0.25 and 0.97 quantiles for tree height (0-50 meters) against tree age (0-300 years) and I am running into some difficulty with the plotted grafic. I've run the examples in the quantreg help and can get those to work properly and by plugging in my data I can also get the lines plotted on my dataset. Unfortunately I'm running into a problem with the
2008 Sep 18
0
quantile regression / problems calling nlrq from inside other functions
All,
This worked:
mBW <- function( ... ) ... # matrix-valued function
BaconWatts <- function(formula,
mmf=mBW, # model matrix function(x, bp, g)
data, plot=T, tau=0.5 )
{
...
m.nl <- nlrq(y ~ b0 + mBW(x,bp,g) %*% c(b1,b2), tau=tau, start=par0,
trace=T )$m
...
}
For some reason the following reports a failure to find the
2006 Dec 29
0
What's meaning of the lambda in nlrq output
I used the nlrq function in the package "quantreg". There is a lambda in
the output when I set trace=TRUE.
With different start point, the results are converged, but the last
lambda is different.
I want to know the meaning "lambda=1" and "lambda=0".
Many Thanks!
Examples of output
1. Where the last lambda=1:
108.6581 : 0.3 8.0
iter 0 value 108.658087
final
2008 Jan 01
2
Non-Linear Quantile Regression
Please,
I have a problem with nonlinear quantile regression.
My data shows a large variability and the quantile regression seemed perfect
to relate two given variables. I got to run the linear quantile regression
analysis and to build the graph in the R (with quantreg package). However, the
up part of my data dispersion seems a positive exponential curve, while the
down part seems a negative
2001 Oct 11
2
Where's MVA?
Hi All:
Package TSERIES is stated to depend on MVA. However, there is no MVA package to be found under the list of package sources.
Best wishes,
ANDREW
tseries: Package for time series analysis
Package for time series analysis with emphasis on non-linear and non-stationary modelling Version: 0.7-6
Depends: ts, mva, quadprog
Date: 2001-08-27
Author: Compiled by Adrian
2010 Nov 09
1
subsampling table
G'day R-helpers,
I want to subsample rows of a large table based on the value in its
first column. Of all rows sharing the same value in the first column I
want to RANDOMLY extract only one.
Thanks in advance,
Achim
example input
1 15 34
1 4 66
1 24 65
2 23 47
2 9 36
3 58 9
3 38 64
3 12 64
3 4 15
4 1 88
4 23 90
desired output
1 4 66
2 23 47
3 12 64
4 1 88
2011 May 19
2
Unicorn preload_app and upstart
?Hi,
I was wondering if anyone has managed to get the preload_app and SIGUSR2
combination working well with upstart?
My issue currently is that when I perform a SIGUSR2 against the master,
check everything''s working and close off the old master, upstart then
attempts to restart it because the original PID/binary are no longer
running.
What is the correct way of handling this? In my
2006 Jul 08
1
survfit, unused argument(s) (error ...)
Hi
It seems that survfit() doesn't accept the argumnet 'error' as below
>survfit(fit, error='greenwood')
Error in survfit.coxph(fit, error = "greenwood") :
unused argument(s) (error ...)
Isn't is allowed to do that for a coxph object?
Regards Soren
Windows XP, SP2
R 2.3.0
2006 Aug 09
1
nested ANOVA using lme
I have an ANOVA model with 2 factors "Environment" and "Site",
"Diameter" is the response variable. Site should be nested within
Environment. Site is also a random factor while Environment is fixed. I
can do this analysis using the "aov" function by using these commands:
>model<-aov(Diam~Env+Error(Env%in%Site),data=environ)
>summary(model)
2020 May 18
3
ether-wake
Some switch hardware can generate the packets directly, negating the need
for a box on every VLAN. Meraki hardware can do it, but you have to go
through the dashboard so automating it isn't currently possible.
Here is some documentation on forwarding WoL on catalyst 3750 switches from
Cisco:
2004 Jul 05
2
nonlinear regression with M estimation
Hi All,
Could any one tells me if R or S has the capacity to fit nonlinear
regression with Huber's M estimation? Any suggestion is appreciated. I was
aware of 'rlm' in MASS library for robust linear regression and 'nls' for
nonlinear least squares regression, but did not seem to be able to find
robust non-linear regression function.
Thanks and regards,
Ray Liu