similar to: Problem with reproducing log likelihood estimated with ghyp package

Dear R-helpers: May I ask a question related to storing a number of lmer model fit into a list. Basically, I have a for-loop (see towards the bottom of this email) in the loop, I am very sure that the i-th model fit (i.e.,fit_i) is successfully generated and the character string (i.e., tmp_i) is created correctly. The problem stems from the following line in the for-loop #trouble making line

Sir, I am working on fitting distribution on multivariate financial data and then simulate observations from that fitted distribution. I use stepAIC.ghyp() function of 'ghyp' library which select the best fitted distribution from generalized hyperbolic distribution class on the given dataset. data(indices) # Multivariate case: aic.mv <- stepAIC.ghyp(indices, dist =

Hi guys, does anyone know if there is the possibility to fit a gamma distribution using ugarch?honestly i don't know if maybe is possible to fix some parameters that reduce ghyp or ged in a gamma distribution.. thanks a lot sara -- View this message in context: http://r.789695.n4.nabble.com/gamma-distribution-in-rugarch-package-tp4637893.html Sent from the R help mailing list archive at

I created a EM algorithm for Generalized hyperbolic distribution. I want to estimate mutheldaplus, sigmatheldaplus, betasigmaplus in my code. After getting use these value , then my iteration have to be begin of this code. But I can not to do iteration part. Can you help me use my code and get iteration ? Do know any useful code for EM algorithm for Generalized Hyperbolic library(QRMlib)

Dear R-users I would like to integrate something like \int_k^\infty (1 - F(x)) dx, where F(.) is a cumulative distribution function. As mentioned in the "integrate" help-page: integrate(dnorm,0,20000) ## fails on many systems. This does not happen for an adaptive Simpson or Lobatto quadrature (cf. Matlab). Even though I am hardly familiar with numerical integration the implementation

Dear R users; Ive got two questions concerning nlme library 3.1-65 (running on R 2.2.0 / Win XP Pro). The first one is related to augPred function. Ive been working with a nonlinear mixed model with no problems so far. However, when the parameters of the model are specified in terms of some other covariates, say treatment (i.e. phi1~trt1+trt2, etc) the augPred function give me the following

How to use the package generalized hyperbolic distribution in order to estimate the four parameters in the NIG-distribution? I have a data material with stock returns that I want to fit the parameters to. -- View this message in context: http://r.789695.n4.nabble.com/Generalized-Hyperbolic-distribution-tp3504369p3504369.html Sent from the R help mailing list archive at Nabble.com.

Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing a Maximum Likelihood Estimation in Matlab, but the algorithms didn't converge. So my academic advisor suggested using R. My problem is: estimate a mean reverting jump diffusion parameters. I've succeeded in deriving the likelihood function (which looks like a gaussian

I'm in the process of converting some S3 methods to S4 methods. I have this function : setGeneric("enrichmentCalc", function(rs, organism, seqLen, ...){standardGeneric("enrichmentCalc")}) setMethod("enrichmentCalc", c("GenomeDataList", "BSgenome"), function(rs, organism, seqLen, ...) { ... ... ... })

I have a small model running under R. This is basically running various power-law relations on a variable (in this case water level in a river) changing spatially and through time. I'd like to include some kind of error propagation to this. My first intention was to use a kind of monte carlo routine and run the model many times by changing the power law parameters. These power laws were

Hi all Iam trying to implement "route add " using netlink. The changes are not reflected in the routing table. I have given my code and screen shots of the routing tables. Can anybody tell me is there any mistake iam making in defining the fields . or any other mistake iam commiting thanxs viji //////////////////////////////////// CODE

Hi *, is there a way to obtain some kind of p-value for a model fitted with RMA using the lmodel2 package? I know that p-values are discussed and criticized a lot and as you can image from my question I'm not very much of a statistican (only writing my bachelor thesis). As fare as I understood the confidence interval statistic correctly, a coefficient is regarded as statistically significant

hi all, i have a general question (a bit surprised ti's not on the centos faq): we found a bug in a package in a centos install, and we are wondering what the best approach is to get TUV to fix it (and release an update), so it gets fixed in centos rebuild and thus on our nodes. or at the very least to get it on their todo list ;) bugs.centos.org seems an obvious candidate to get them

On 07/30/2015 03:37 AM, Stijn De Weirdt wrote: > hi all, > > i have a general question (a bit surprised ti's not on the centos faq): > > we found a bug in a package in a centos install, and we are wondering > what the best approach is to get TUV to fix it (and release an update), > so it gets fixed in centos rebuild and thus on our nodes. or at the very > least to get

The Redhat guys are normally responding very well to bug reports from Centos users. They don't seem to differentiate. Using bugs.centos.org seems quite pointless. I normally just use https://bugzilla.redhat.com/. On 30 July 2015 at 13:12, Johnny Hughes <johnny at centos.org> wrote: > On 07/30/2015 03:37 AM, Stijn De Weirdt wrote: > > hi all, > > > > i have a

I need to upgrade PHP because the latest WordPress requires one at least at 5.2.4. What are the tradeoffs of using the php53 packages provided by CentOS versus IUS? I've seen that installing the RHEL-derived php53 requires removing php first and it creates package conflicts because it doesn't provide a virtual php-common package. That suggests I should install the IUS package. Is

Dears, I have the below code for metropolis of the GLM logit (logistic regression) using a flat prior. Can someone help me modify the prior so that the model becomes hierarchical by using a flat prior for mu and sigma, the derived density for beta ~ N(mu, sigma^2)? Actually I took my code from a teacher that posted on the internet and modified it to the GLM logit but I can't adapt it to the

Hello a newbie here. The situation is that: 2 machine one master one client Puppet 0.24.5 This my configuration: Client: /etc/puppet/puppetd.conf [puppetd] server = Asus-Vista-Box logdir = /var/log/puppet vardir = /var/lib/puppet rundir = /var/run master /etc/puppet/manifests/classes/sudo.pp class sudo { file { "/etc/sudoers": owner => "root",

Hi I have an action which saves the originating resource from which it was called, and returns to it later. This is done by setting: session[:return_to] = request.referer ... redirect_to(session[:return_to]) Which works great for GET resources. The problem is that POST variables aren''t kept in request.referer, so this method fails when the originating resource is a a POST.

Hello, I'd like to reproduce the standard biplot with pc.biplot=TRUE using xyplot in lattice in order to assign different symbols to groupings of observations (similar to the example in fig. 11.2 on page 285 in DAAG). In order to reproduce the biplots I need to know how to scale the observations and variables. In ?biplot.princomp I found that the variables are scaled by 'lambda ^