similar to: Accessing Vector of A Data Frame

Hi all, I appreciate the help this list has given me before. I have a question which has been perplexing me. I have been working on doing a Bayesian calculating inserting studies sequentially after using a non-informative prior to get a meta-analysis type result. I created a function using three iterations of this, my code is below. I insert prior mean and precision (I add precision manually

Hi, I'm having issues with what I believe is a bug in the MCMCpack's MCMCmetrop1R function. I have code that basically looks like this: posterior.sampler <- function(data, prior.mu){ log.posterior <- function(theta) log.likelihood(data, theta) + log.prior(prior.mu, theta) post.samples <- MCMCmetrop1R(log.posterior, theta.init=prior.mu, burnin=100, mcmc=1000, thin=40,

Greetings all, I'm a newcomer to Bayesian stats, and I'm trying to calculate the Deviance Information Criterion "by hand" from some MCMC output. However, having consulted several sources, I am left confused as to the exact terms to use. The most common formula can be written as DIC = 2*Mean(Deviance over the whole sampled posterior distribution) - Deviance(Mean

Hello, for a frequency modelling problem I want to combine expert knowledge with incoming real-life data (which is not available up to now). The frequency has to be modelled with a poisson distribution. The parameter lambda has to be normal distributed (for certain reasons we did not NOT choose gamma althoug it would make everything easier). I've started with the subsequent two functions to

I am attempting to use optim to solve a neural network problem. I would like to optimize coefficients that are currently stored in a matrix Y=270 x 1 X= 27- x 14 b1= 10x14 b2= 11x1 V= 10 x 14 set of prior variances. I have the following function: posterior.mode1=function(y,X,b_0,b2,V) { log.like=function(b1) { a_g=compute(b1) z_g=tanh(a_g); z_g=cbind(1,z_g)

This question is slightly off topic, but I'll use R to try and make it as relevant as possible. I'm working on a problem where I want to compare estimates from a posterior distribution with a uniform prior with those obtained from a frequentist approach. Under these conditions the estimates should agree. Specifically, I am asking the question, "What is the probability that the true

With predict.lda the posterior probabilities only relate to the existing Class definitions. This is fine for Class definitions like gender but it is a problem when new data does not necessarily belong to an existing Class. Is there a classification method that gives posterior probabilities for Class membership and does not assume the new data must belong to one of the existing Classes? A new

Dear R-users I am looking for a help in using the "deal" package. I followed the manual and paper from the author's web site to learn it, as shown below, but I could not figure out how to access the local and posterior probability of the nodes in the constructed network. library(deal) data(ksl) ksl.nw <- network(ksl) ksl.prior <- jointprior(ksl.nw) banlist <-

Dear R users, I'm trying to carry out monte carlo integration of a posterior density function which is the product of a normal and a gamma distribution. The problem I have is that the density function always returns 0. How can I solve this problem? Here is my code #generate data x1 <- runif(100, min = -10, max = 10) y <- 2 * x1^2 + rnorm(100) # # # # # # # # Model 0 # # # # # # #

Dear R list, I have written some code to produce several wireframe plots in a panel. They look good, but when I try to create a pdf, many (but not all) of the details I have specified are not reproduced. For example, the line width I have specified is not reproduced, and neither are the font sizes for the axis labels. I'm an R novice, so I could really use some guidance. Here is the code I am

Hi all, I did some analysis using package R2WinBUGS to call WinBUGS. I set the iterations to 50000 (fairly a large number, I think), but after the program was done, the effective posterior samples contained only 7 draws. I don't know why. By the way, I checked posterior sample size by using bugsobj$n.sims. And, for my previous practice with WinBUGS/R2WinBUGS, no such strange thing happend.

Hi, I have the following vector which is created from 3 distinct distribution (three components) of gamma: x=c(rgamma(30,shape=.2,scale=14),rgamma(30,shape=12,scale=10),rgamma(30,shape=5,scale=6)) I want to plot the density curve of X, in a way that it shows a distinct 3 curves that represent each component. How can I do that? I tried this but doesn't work: lines(density(x)) Please

Hi all, Suppose I have 2 matrices A and B. And I want to measure how good each of this matrix is. So I intend to compare A and B with another "gold standard" matrix X. Meaning the more similar a matrix to X the better it is. What is the common way in R to measure matrix similarity (ie. A vs X, and B vs X) ? - Gundala Viswanath Jakarta - Indonesia

Hi Dieter, Sorry my mistake. I wanted to convert them into Decimal (not Hexadecimal). Given this string, the desired answer follows: > ascii_str <- "ORQ>IK" 79 82 81 62 73 75 > ascii_str2 <- "FDC" 70 68 67 - Gundala Viswanath Jakarta - Indonesia On Mon, Dec 22, 2008 at 5:49 PM, Dieter Menne <dieter.menne at menne-biomed.de> wrote: > Gundala

Hello everybody, In order to predict income for different time points, I fitted a linear model with polynomial effects using BMA (bicreg(...)). It works fine, the results are consistent with what we are looking for. Now, we would like to predict income for a future time point t_next and of course draw the prediction interval around the estimated value for this point t_next. I've found the

I'm fitting a GLMM to some questionnaire data. The structure is J individuals, nested within I areas, all of whom answer the same K (ordinal) questions. The model I'm using is based on so-called continuation ratios, so that it can be fitted using the lme4 package. The lmer function fits the model just fine, but using mcmcsamp to judge the variability of the parameter estimates produces

I would like to estimate a 95% highest density area for a multivariate parameter space (In the context of anova). Unfortunately I have only experience with univariate kernel density estimation, which is remarkebly easier :) Using Gibbs, i have sampled from a posterior distirbution of an Anova model with k means (mu) and 1 common residual variance (s2). The means are independent of eachother, but

Problem on flexmix when trying to apply signature developed in one model to a new sample. Dear R Users, R Core Team, I have a problem when trying to know the classification of the tested cases using two variables with the function of flexmix: After importing the database and creating a matrix: BM<-cbind(Data$var1,Data$var2) I see that the best model has 2 groups and use: ex2

Hi all, I used both OpenBugs and R function bugs{R2WinBUGS} to run a linear mixed effects model based on the same data set and initial values. I got the same summary statistics but different posterior samples. However, if I order these two sets of samples, one is generated from OpenBugs and the other is generated from R, they turn to be the same. And the samples from R do not have any

Hi, I have the following (M x N) matrix, where M = 10 and N =2 What I intend to do is to group index of (M) based on this condition of "x_mn" , namely For each M, If x_m1 > x_m2, assign index of M to Group1 otherwise assign index of M into Group 2 > x [,1] [,2] [1,] 4.482909e-01 0.55170907 [2,] 9.479594e-01 0.05204063 [3,] 8.923553e-01 0.10764474