Displaying 20 results from an estimated 400 matches similar to: "Definition of AIC (Akaike information criterion) for normal error models"
2011 Aug 16
0
Cubic splines in package "mgcv"
re: Cubic splines in package "mgcv"
I don't have access to Gu (2002) but clearly the function R(x,z) defined
on p126 of Simon Wood's book is piecewise quartic, not piecewise cubic.
Like Kunio Takezawa (below) I was puzzled by the word "cubic" on p126.
As Simon Wood writes, this basis is not actually used by mgcv when
specifying bs="cr".
Maybe the point is
2004 Apr 02
0
FW: GARCH
> > Hi there fellow R-Users,
> >
> > Can anyone recommend a good book on the theory and practice
> > of applying
> > GARCH models.
>
Hello Wayne,
* Campbell, John, Lo, Andrew W., MacKinlay, A. Craig, The
Econometrics of Financial Markets, 1996, Princeton, NJ:
Princeton University Press.
http://pup.princeton.edu/titles/5904.html
* Enders, Walter,
2006 Feb 01
1
Off topic: nonparametric regression
Hi All,
What do you consider to be the best book(reference) on nonparametric regression?
I am currently reading the book of Kunio Takezawa(2006): "Introduction to nonparametric regression".
Is the book of Hardle(1990): "Applied nonparametric regression" better? or maybe another book?
This is off topic, but most of the books is using R or S-plus.
Thanks
Hennie
2009 Jun 17
0
New book: Mathematical modeling using R
May I recommend my new book on mathematical modeling to you, which is
based on R as a main software tool:
Kai Velten: Mathematical Modeling and Simulation, Wiley-VCH, 2009,
ISBN 978-3527407583.
See also:
http://www.wiley.com/WileyCDA/WileyTitle/productCd-3527407588.html
http://books.google.com/books?id=Czp1N5UWpyEC
List of reviews below.
The book covers a broad range of mathematical models
2001 Sep 13
2
akaike's information criterion
Hello all,
i hope you don't mind my off topic question. i want to use the Akaike criterion
for variable selection in a regression model. Does anyone know some basic
literature about that topic?
Especially I'm interested in answers to the following questions:
1. Has (and if so how has) the criterion to be modified, if i estimate the
transformations of the variables too?
2. How is the
2006 Sep 20
1
Step procedure and Akaike information criterion
Please can you help me
I have the following problem:
I have selected an lm model through the step procedure which visualize for each step the AIC value; then I have calculated for the initial model and the selected one the AIC using the funnction AIC. The results are different.What's happened?
Emilia Rocco
Dipartimento di Statistica "G. Parenti"
Università di Firenze
e-mail:
2008 Dec 19
4
Akaike weight in R
Odette
> Wondering how can I generate "Akaike weight" with R? I know the description,
> but is there any function to generate by R on the web-site or R library?
> I am using GLM or GLMM (family=binomial), so would be appreciated if you
> help me.
You could have a look at this.
http://bm2.genes.nig.ac.jp/RGM2/R_current/library/aod/man/summary.aic.html
Which is in the OAD
2002 Sep 30
2
"Rcmd SHLIB" does not work
R-users
E-mail: r-help at stat.math.ethz.ch
Hi!
I would like to produce DLL files to be linked to
R objects on Windows98SE. The source files are
written in Fortran77.
I input the command below on R console.
Rcmd SHLIB aaa.f
The result is:
Error: syntax error
Does this mean that "Rcmd SHLIB aaa.f" contains
symtax error, or "aaa.f" contains it?
Or do I need to do
2005 Jul 03
1
code for model-averaging by Akaike weights
Dear all,
does anyone have r code to perform model-averaging of regression
parameters by Akaike weights,
and/or to do all-possible-subsets lm modelling that reports parameter
estimates, AICc and number of parameters for each model?
I have been looking for these in the archive but found none.
(I am aware that many of you would warn me against these methods
advocated by Burnham and Anderson
2007 Dec 26
1
Cubic splines in package "mgcv"
R-users
E-mail: r-help@r-project.org
My understanding is that package "mgcv" is based on
"Generalized Additive Models: An Introduction with R (by Simon N. Wood)".
On the page 126 of this book, eq(3.4) looks a quartic equation with respect
to
"x", not a cubic equation. I am wondering if all routines which uses
cubic splines in mgcv are based on this quartic
2008 Oct 19
2
definition of "dffits"
R-users
E-mail: r-help@r-project.org
Hi! R-users.
I am just wondering what the definition of "dffits" in R language is.
Let me show you an simple example.
function() {
library(MASS)
xx <- c(1,2,3,4,5)
yy <- c(1,3,4,2,4)
data1 <- data.frame(x=xx, y=yy)
lm.out <- lm(y~., data=data1, x=T)
lev1 <- lm.influence(lm.out)$hat
sig1 <-
2007 Dec 18
1
R-users
R-users
E-mail: r-help@r-project.org
I have a quenstion on "gam()" in "gam" package.
The help of gam() says:
'gam' uses the _backfitting
algorithm_ to combine different smoothing or fitting methods.
On the other hand, lm.wfit(), which is a routine of gam.fit() contains:
z <- .Fortran("dqrls", qr = x * wts, n = n, p = p, y = y *
2009 Nov 10
0
Akaike weight in R
I am using lm simulation in R and try to find the AICc and Akaike weight of
the model. I searched out that using package "AICcmodavg" AICc is easily to
get. I wonder how can I get the "Akaike weight", any function I can use to
generate it? Thanks in advance.
Sunny
[[alternative HTML version deleted]]
2012 Mar 30
1
Akaike's Final Prediction Error (FPE)
Hello,
first of all I have found lots of different versions of the FPE which have
given me different results. I was wondering if there was an explicit command
in R to compute the FPE of a model. Thank you in advance,
Jonny
--
View this message in context: http://r.789695.n4.nabble.com/Akaike-s-Final-Prediction-Error-FPE-tp4519011p4519011.html
Sent from the R help mailing list archive at
2007 Dec 18
2
"gam()" in "gam" package
R-users
E-mail: r-help@r-project.org
I have a quenstion on "gam()" in "gam" package.
The help of gam() says:
'gam' uses the _backfitting
algorithm_ to combine different smoothing or fitting methods.
On the other hand, lm.wfit(), which is a routine of gam.fit() contains:
z <- .Fortran("dqrls", qr = x * wts, n = n, p = p, y = y *
2002 Oct 02
0
Re: Rcmd SHLIB" does not work
R users
E-mail: r-help at stat.math.ethz.ch
I really appreciate information from Dr. Ligges and Dr. Wang.
I managed to create DLL files by MinGW and use them as subroutines
on R.
Thank you very much again.
******** E-mail: takezawa at affrc.go.jp ********
***** http://cse.naro.affrc.go.jp/takezawa/patent-e.html *****
2005 Oct 29
2
LaTex error when creating DVI version when compiling package
Dear Listers,
I got this message when compiling a package:
* creating pgirmess-manual.tex ... OK
* checking pgirmess-manual.text ... ERROR
LaTex errors when creating DVI version.
This typically indicates Rd problems.
The message is quite explicit but I struggled a lot before understanding
that the trouble comes from a single file "selMod.rd" among 44 topics.
Even though I have
2017 Oct 20
3
nls() and loop
Hello I?m need fitt growth curve with data length-age. I want to evaluate
which is the function that best predicts my data, to do so I compare the
Akaikes of different models. I'm now need to evaluate if changing the
initial values changes the parameters and which do not allow to estimate
the model.
To do this I use the function nls(); and I randomize the initial values
(real positive number).
2013 May 21
1
Calculating AIC for the whole model in VAR
Hello!
I am using package "VAR".
I've fitted my model:
mymodel<-VAR(mydata,myp,type="const")
I can extract the Log Liklihood for THE WHOLE MODEL:
logLik(mymodel)
How could I calculate (other than manually) the corresponding Akaike
Information Criterion (AIC)?
I tried AIC - but it does not take mymodel:
AIC(mymodel)
# numeric(0)
Thank you!
--
Dimitri Liakhovitski
2006 Feb 20
1
Nested AIC
Greetings,
I have recently come into some confusion over weather or not AIC
results for comparing among models requires that they be nested.
Reading Burnham & Anderson (2002) they are explicit that nested
models are not required, but other respected statisticians have
suggested that nesting is a pre-requisite for comparison. Could
anyone who feels strongly regarding either position