similar to: Displaying of Results

Could I have some suggestions as to how (various ways) I can display my confidence interval results? rm(list = ls()) set.seed(1) func <- function(d,t,beta,lambda,alpha,p.gamma,delta,B){ d <- c(5,1,5,14,3,19,1,1,4,22) t <- c(94.32,15.72,62.88,125.76,5.24,31.44,1.048,1.048,2.096,10.48) post <- matrix(0, nrow = 11, ncol = B) theta <- c(lambda,beta) beta.hat <- 2.471546 for(j

Dears, I am writing sice having question about your R package "copula". I am using this package to fit my data with some of the 22 copulas mentioned in Nelsen 1999. However, when trying random number generator I have got some difficulties. For example when I have familie number A13 where cupola is equal to C(u,v) = exp(1-((1-log(u))^theta+(1-log(v))^theta-1)^(1/theta)) devuv =

Full_Name: Alan Bain Version: 2.4.0 OS: XP Submission from: (NULL) (155.140.122.227) Code for pnchisq contains following if (tSml) { if (x> f+ theta+ 5*sqrt(2*(f+2*theta) ))){ return 1.; /* better than 0 --- but definately FIXME */ } } This needs to check which tail has been requested; it is only correct if the default lower_tail=1 has been requested; for upper tail should return 0

Dear friends, Over the past weeks, I have been asking a lot of questions about how to use R in Bayesian analysis. I am brand new to R, but I am very pleased with it. I started with winbugs but I found winbugs to be a limited software, not bad but has several limitations. By contrast, R allows the analyst to tackle any problem with a huge set of tools for any kind of analysis. I love R. In

I got some R code that I don't understand. Question as comment in code //where is t comming from, what is phi inverse rAC <- function(name, n, d, theta){ #generic function for Archimedean copula simulation illegalpar <- switch(name, clayton = (theta < 0), gumbel = (theta < 1), frank = (theta < 0), BB9 = ((theta[1] < 1) | (theta[2] < 0)), GIG = ((theta[2] < 0) |

Hi - I am doing a monte carlo experiment that requires to do a linear regression of a matrix of vectors of dependent variables on a fixed set of covariates (one regression per vector). I am wondering if anyone has any idea of how to speed up the computations in R. The code follows: #regression function #Linear regression code qreg <- function(y,x) { X=cbind(1,x) m<-lm.fit(y=y,x=X)

Dear R users, I'm trying to fit a gamma-frailty model on a simulated dataset, with 6 covariates, and I'm running into some results I do not understand. I constructed an example from my simulation code, where I fit a coxph model without frailty (M1) and with frailty (M2) on a number of data samples with a varying degree of heterogeneity (I'm running R 2.3.1, running takes ~1 min).

Hi, Can anyone help to write a more elegant version of my code? I am sure this can be put into a loop but I am having trouble creating the objects b1,b2,b3,...,etc. b1 <- rigamma(50,1,1) theta1 <- rgamma(50,0.5,(1/b1)) sim1 <- rpois(50,theta1) b2 <- rigamma(50,1,1) theta2 <- rgamma(50,0.5,(1/b2)) sim2 <- rpois(50,theta2) b3 <- rigamma(50,1,1) theta3 <-

Dear Clara, Thanks for the reply. I am forwarding your message to the list, ok. When I wrote was a way of get further information to help the helpers. happy holidays, milton ---------- Forwarded message ---------- From: Clara Brück <clara_brueck@web.de> Date: 2009/12/30 Subject: Re: [R] Negbin Error Warnings To: milton ruser <milton.ruser@gmail.com> Dear Milton, Thanks for

I try to do a test for dirichlet process for Multivariate normal, but Winbugs always says "expected multivariate node", does that mean I miss something at initialization? I will really appreciate the help to solve this problem Here is the R code, and Winbugs code. model { for(i in 1:N){ y[i,1:2] ~ dmnorm(mu[i,],tau[i,,]) S[i] ~ dcat(pi[]) mu[i,1:2] <- mu.star[S[i],]

Hello, I am having trouble using "optim". I want to maximalise a function to its parameters [kind of like: univariate maximum likelihood estimation, but i wrote the likelihood function myself because of data issues ] When I try to optimize a function for only one parameter there is no problem: llik.expo<-function(x,lam){(length(x)*log(lam))-(length(x)*log(1-exp(-1*lam*

Dear R users: I'm generating the following survival data: set.seed(123) n=200 #sample size x=rbinom(n,size=1,prob=.5) #binomial treatment v=rgamma(n,shape=1,scale=1) #gamma frailty w=rweibull(n,shape=1,scale=1) #Weibull deviates b=-log(2) #treatment's slope t=exp( -x*b -log(v) + log(w) ) #failure times c=rep(1,n) #uncensored indicator id=seq(1:n) #individual frailty indicator

Hallo together, I am trying to estimate parameters by means of QMLE using the nlminb optimizer for a tree-structured GARCH model. I face two problems. First, the optimizer returns error[8] false convergence if I estimate the functions below. I have estimated the model at first with nlm without any problems, but then I needed to add some constraints so i choose nlminb.

Ultima Online is currently beta testing a new release which will have a 3d client based on the Kingdom Reborn release. In preparation, I am trying to load Kingdom Reborn to learn the client but it crashes in Wine when it hits the installation wizard. Has anyone worked through any tricks to make this install and run? It crashes almost immediately after unpacking the archive and starting the

i=1 for(rate in c(2,4) ){ for(shape in c(1,3,5) ){ curve(dgamma(x,rate,shape),xlim=c(0,3),ylab="",col=i,lty=i,add=T) i=i+1 } } How can I add some legend to represent these lines? i.e. the legend is displayed as col=1 lty=1 lambda=2 theta=1 col=2 lty=2 lambda=2 theta=3 col=3 lty=3 lambda=2 theta=5 col=4 lty=4 lambda=4 theta=1 col=5 lty=5 lambda=4 theta=3 col=6 lty=6 lambda=4 theta=5

Dear R people, This is a possibly silly question, but the rgamma function takes the shape and scale arguments and simulates gamma rvs corresponding to those values, right? But the shape and scale parameters have to be positive, right? However, rgamma quite happily returns to me values for negative values of shape and scale, and in some cases returns negative values eg. > rgamma(1, 1, -1) [1]

I installed Solstice reborn on my Linux Mint LXDE. I already have .net framework 2.0 and mono installed as well as directx 9.0. I overwrote mscore in wine libraries also. Now when I start the game it opens and there is an error message. I minimize it and a terminal like screen appears chronicling the loading process of SR. The game window pops up, the mouse changes to the game mouse, the

Hi - I have a question about the following code from Bayesian Computation with R (Jim Albert). par(mfrow=c(2,2)) m = 500 alphas = c(5, 20, 80, 400) for (j in 1:4) { mu = rgamma(m, shape=10, rate=10) lambda1 = rgamma(m, shape=alphas[j], rate=alphas[j]/mu) lambda2 = rgamma(m, shape=alphas[j], rate=alphas[j]/mu) plot(lambda1, lambda2) title(main=paste('alpha=',

Hi, I got the following problem. I am doing a maximum likelihood estimation for a Kalman Filter. For this purpose, I have to invert an error matrix Ffast of dimension "no. parameters X no.parameters". The usualy optim methods often find only local minima, so I decided to make the optimization using the SANN algorithm, which is very slow already. However, this becomes a real problem

Hi: I am writing a C program which need a gamma random number generator. I download the source file of R and compile, make it myself. There is a "rgamma.c" function in the installing directory of R("/home/zhliu/Backup/R-2.0.1/src/nmath/rgamma.c"). My question is how to call this function in my own program which is in another directory. I can not copy this "rgamma.c"