Displaying 20 results from an estimated 1000 matches similar to: "Gelman 2006 half-Cauchy distribution"
2007 Oct 31
1
Simple Umacs example help..
Hello all...
I am just starting to teach myself Bayesian methods, and am
interested in learning how to use UMacs. I've read the
documentation, but the single example is a bit over my head at the
level I am at right now. I was wondering if anyone has any simple
examples they'd like to share. I've successfully done a couple of
simple gibbs examples, but have had a hard time
2010 Nov 30
1
rcauchy density distribution
Hello, I'm taking samples from certain distributions and drawing a density
distribution over the histogram of the samples
It works fine for the chi-square and for the normal, but not for the cauchy. Any
idea what I'm doing wrong? Thanks
x <- rchisq(10000, df = 4)
hist(x, freq = FALSE, breaks=100)
curve(dchisq(x, df = 4), col = 2, add = TRUE)
x <- rnorm(10000)
hist(x, freq =
2006 Feb 01
1
Cauchy distribution limits
I have question (curiosity) regarding returned values of R's qcauchy
() function,
for nonexceedance probability (F). It seems the ideal returned range
of cauchy distribution should be [-Inf,Inf].
For F=0
> qcauchy(0)
[1] -Inf
but for F=1
> qcauchy(1)
[1] 8.16562e+15
It seems to me that the proper return value should be Inf???
For default (location=0,scale=1) quantile function of
2009 Jun 11
0
Variogram fitted by Cauchy
Hi
I'm using R(2.9.0) and gstat package under Windows to plot sample variograms.
When I want to fit them, I don't have the possibility to choose Cauchy functions. Under Mathematica for example, we have it and it seems to be the best one to fit the variograms I have
I tested the others functions, they can fit but I would,if possible, use the Cauchy one. If anybody knows something about
2009 Feb 20
0
ML estimators of bivariate cauchy
Hi all,
I am using the function COV.WT to estimate the estimators (location and
scale) of a bivariate cauchy distribution.
My doubt is about the option WT (weight), cause at the R-help shows that the
weight is uniform according to the number of observations. But, checking the
theory, for example, the mean is given by
mean_estimator=mean(u(s)x)/mean(u(s)), where
x=my data (bivariate)
2007 Aug 29
3
OT: distribution of a pathological random variate
Folks,
I wonder if anything could be said about the distribution of a random variate x, where
x = N(0,1)/N(0,1)
Obviously x is pathological because it could be 0/0. If we exclude this point, so the set is {x/(0/0)}, does x have a well defined distribution? or does it exist a distribution that approximates x.
(The case could be generalized of course to N(mu1, sigma1)/N(mu2, sigma2) and one
2002 Jun 28
1
Problem in optim(method="L-BFGS-B") (PR#1717)
Full_Name: Jörg Polzehl
Version: 1.5.1
OS: Windows 2000
Submission from: (NULL) (193.175.148.198)
When calculating MLE's in a variance component model using constrained
optimization, i.e. optim(...,method="L-BFGS-B",...) I observed an inproper
behaviour in cases where
the likelihood function was evalueted at the constraint. Parameters and value of
the
function at the constraint
2003 Apr 18
1
MCMCpack gelman.plot and gelman.diag
Hi,
A question. When I run gelman.diag and gelman.plot
with mcmc lists obtained from MCMCregress, the results are following.
> post.R <- MCMCregress(Size~Age+Status, data = data, burnin = 5000, mcmc = 100000,
+ thin = 10, verbose = FALSE, beta.start = NA, sigma2.start = NA,
+ b0 = 0, B0 = 0, nu = 0.001, delta = 0.001)
> post1.R <- MCMCregress(Size~Age+Status, data
2005 Apr 22
2
pointer to comments re Paul Murrell's new book, R, & SAS on Andrew Gelman's blog
There are some interesting comments re Paul Murrell's new book, R, & SAS
on Andrew Gelman's blog:
http://www.stat.columbia.edu/~cook/movabletype/archives/2005/04/a_new_book_on_r.html
-- Tony Plate
2004 Sep 22
2
ordered probit and cauchit
What is the current state of the R-art for ordered probit models, and
more
esoterically is there any available R strategy for ordered cauchit
models,
i.e. ordered multinomial alternatives with a cauchy link function. MCMC
is an option, obviously, but for a univariate latent variable model
this seems
to be overkill... standard mle methods should be preferable. (??)
Googling reveals that spss
2007 May 03
1
Bayesian logistic regression with a beta prior (MCMClogit)
Dear all,
I am trying to use the logistic regression with MCMClogit (package:
MCMCpack/Coda) and I want to put a beta prior on the parameters, but it's
giving me error message (please see output below) no matter what shape 1 or
2 I use. It works perfect with the cauchy or normal priors. Do you know if
there is a catch there somewhere? Thanks
logpriorfun <- function(beta,shape1,shape2){
2011 Apr 20
1
Error in dimnames(x) for Poisson EWMA model
I am attempting to run a Poisson EWMA model using Patrick Brandt's source code. I get the following error when I run the code:
Error in dimnames(x) <- dn :
length of 'dimnames' [1] not equal to array extent
Dimnames(x) looks like this:
[[1]]
NULL
[[2]]
[1] "mip" "div" "nom" "unity" "mood"
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]]
2009 Mar 19
2
Randomly splitting a data frame in half
I have a data frame in long format and I would like to randomly divide
this data frame in half. The data frame consists of 39622 rows and I
initially tried ...
randomsample1 <- data[sample(nrow(data),19811), ]
Where allows me to randomly select half of the rows and assign them to
randomsample1 but then I couldn't figure out how to select those rows
that were not selected and assign
2008 Sep 05
1
library/function that estimates parameters of well known distributions from empirical data?
I found this a few months ago, but for the life of me I can't remember what
the function or package was, and I have had no luck finding it this week.
I have found, again, the functions for working with distributions like
Cauchy, F, normal, &c., and ks.test, but I have not found the functions for
estimating the distribution parameters given a vector of values.
What I need to do is
2006 Jul 04
1
problem getting R 2.3.1 svn r38481 to pass make check-all
Hi,
I noticed this problem on my home desktop running FC4 and again on my
laptop running FC5. Both have previously compiled and passed make
check-all on 2.3.1 svn revisions from 10 days ago or so. On both these
machines, make check-all is consistently failing (4 out of 4 attempts on
the FC 4 desktop and 3 out of 3 on the FC 5 laptop) in the
p-r-random-tests tests. This is with both default
2005 May 17
3
The error in R while using bugs.R function
Dear R users,
I followed the instuctions on Dr. Gelman's web to install all
of documents that bugs.R needs, but when I try to run the school example that the web posted in R, I got an error: couldn't find function "bugs", what's wrong?
Thanks,
Jia
2004 Aug 10
0
Check failed after compilation (PR#7159)
Full_Name: Madeleine Yeh
Version: 1.9.1
OS: AIX 5.2
Submission from: (NULL) (151.121.225.1)
After compiling R-1.9.1 on AIX 5.2 using the IBM cc compiler, I ran the
checks. One of them failed. Here is the output from running the check solo.
root@svweb:/fsapps/test/build/R/1.9.1/R-1.9.1/tests/Examples:
># ../../bin/R --vanilla < stats-Ex.R
R : Copyright 2004, The R
2003 Jul 25
5
named list 'start' in fitdistr
Hi R lovers!
I'd like to know how to use the parameter 'start' in the function
fitdistr()
obviously I have to provide the initial value of the parameter to optimize
except in the case of a certain set of given distribution
Indeed according to the help file for fitdistr
" For the following named distributions, reasonable starting values
will be computed if `start'
2010 Mar 12
2
Question regarding to maxNR
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