similar to: An important question about running MCMC

Displaying 20 results from an estimated 5000 matches similar to: "An important question about running MCMC"

2012 Dec 13
4
Running MCMC in R
Dear all I am now running a MCMC iteration in the R program. But it is always stucked in some loop. This cause big problems for my research. So I want to know whether we can skip the current dataset and move to next simulated data when the iteration is stucked? Alternatively, can the MCMC chain skip the current iteration when it is stucked and automatically to start another chain with different
2009 Aug 12
1
MCMC sampling question
Hello, Consider MCMC sampling with metropolis / metropolis hastings proposals and a density function with a given valid parameter space. How are MCMC proposals performed if the parameter could be located at the very extreme of the parameter space, or even 'beyond that' ? Example to express it and my very nontechnical 'beyond that': The von Mises distribution is a circular
2010 May 20
1
Geneland error on unix: Error in MCMC(........ :, unused argument(s) (ploidy = 2, genotypes = geno)
I am receiving the above error ( full r session output below) the script runs OK in windows. and "genotypes" and "ploidy" are both correct arguments any suggestions would be most welcome Nevil Amos MERG/ACB Monash University School of Biological Sciences > library(Geneland) Loading required package: RandomFields Loading required package: fields Loading required
2010 Apr 21
1
A question about plot.mcmc
Dear List members, I am using R to generate MCMC time series plots. This is the code I use; however, everytime an error message will come out saying could not find function "plot.mcmc." I have coda package and Lattice package installed. Does anyone know what may get wrong here? Thanks so much for your suggestions. Hongli Li *library (coda) dat1=read.csv("Itemtime.csv")
2004 Feb 12
1
How do you create a "MCMC" object?
I have been running a Gibbs Sampler to estimate levels of efficiency in the Louisiana Shrimp Industry. I created a matrix (samp) where I stored the results of each iteration for 86 variables. I run 10,000 iterations. So, the matrix samp is 10,000 x 86. I want to use the gelman-rubin test to check for convergence. To do that, I need at least two chains. If I run second chain with different starting
2009 Jul 02
1
MCMC/Bayesian framework in R?
Dear R-users (and developers), I am looking for an efficient framework to carry out parameter estimations based on MCMC (optionally with specified priors). My goal is as follow: * take ANY R-function returning a likelihood-value (this function may itself call external programmes or other code!) * run a sampler that covers the multidimensional parameter space (thus creating a posterior
2006 May 11
1
about MCMC pack
Hello, I tryed to use the MCMC pack, particularly the function MCMCirtKd to simulate the posterior distribution in a multidimensional IRT model. The code I used is: posterior1 <- MCMCirtKd(Y, dimensions=2, item.constraints=list("V2"=list(3,0)), burnin = 1000, mcmc = 10000, thin=1, verbose = 1, seed = NA, alphabeta.start = NA, b0 = 0, B0=0, store.item = FALSE,
2011 Jan 19
2
MCMC object indexing
I have an mcmc object and I''m trying to plot the quantiles of the variables - and not as a function of the iterations as in cumuplot. I cannot seem to find the right combination of indexing to access the variables; after which I''m sure I can plot all the statistics I could hope for. Any hints for accessing the mcmc object would be appreciated. =Dave [[alternative HTML
2018 Jan 18
0
MCMC Estimation for Four Parametric Logistic (4PL) Item Response Model
I know of no existing functions for estimating the parameters of this model using MCMC or MML. Many years ago, I wrote code to estimate this model using marginal maximum likelihood. I wrote this based on the using nlminb and gauss-hermite quadrature points from statmod. I could not find that code to share with you, but I do have code for estimating the 3PL in this way and you could modify the
2018 Jan 18
2
MCMC Estimation for Four Parametric Logistic (4PL) Item Response Model
Good day Sir/Ma'am! This is Alyssa Fatmah S. Mastura taking up Master of Science in Statistics at Mindanao State University-Iligan Institute Technology (MSU-IIT), Philippines. I am currently working on my master's thesis titled "Comparing the Three Estimation Methods for the Four Parametric Logistic (4PL) Item Response Model". While I am looking for a package about Markov chain
2007 Mar 09
1
MCMC logit
Hi, I have a dataset with the binary outcome Y(0,1) and 4 covariates (X1,X@,X#,X$). I am trying to use MCMClogit to model logistic regression using MCMC. I am getting an error where it doesnt identify the covariates ,although its reading in correctly. The dataset is a sample of actual dataset. Below is my code: > ####################### > > > #retreive data > # considering four
2010 Sep 29
1
sample exponential r.v. by MCMC
Dear R users, I am leaning MCMC sampling, and have a problem while trying to sample exponential r.v.'s via the following code: samp <- MCMCmetrop1R(dexp, theta.init=1, rate=2, mcmc=5000, burnin=500, thin=10, verbose=500, logfun=FALSE) I tried other distribtions such as Normal, Gamma with shape>1, it works perfectly fine. Can someon
2010 Apr 26
2
Unexpected warnings from summary() on mcmc.list objects
I am trying to get summary statistics from WinBUGS/JAGS output in the form of mcmc.list objects, using the summary() function. However, I get odd warning messages: Warning messages: 1: In glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, : algorithm did not converge 2: In glm.fit(x = X, y = Y, weights = weights, start = start, etastart = etastart, : algorithm did
2010 Apr 13
2
Getting Started with Bayesian MCMC
Hi all, I would like to start to use R's MCMC abilities to compute answers in Bayesian statistics. I don't have any specific problems in mind yet, but I would like to be able to compute/sample posterior probabilities for low-dimensional custom models, as well as handle "standard" Bayesian cases like linear regression and hierarchical models. R clearly has a lot of abilities in
2009 Nov 08
3
MCMC gradually slows down
Hello, I have written a simple Metropolis-Hastings MCMC algorithm for a binomial parameter: MHastings = function(n,p0,d){ theta = c() theta[1] = p0 t =1 while(t<=n){ phi = log(theta[t]/(1-theta[t])) phisim = phi + rnorm(1,0,d) thetasim = exp(phisim)/(1+exp(phisim)) r = (thetasim)^4*(1-thetasim)^8/(theta[t]^4*(1-theta[t])^8) if(runif(1,0,1)<r){ theta[t+1] = thetasim }
2007 Feb 13
1
lme4/lmer: P-Values from mcmc samples or chi2-tests?
Dear R users, I have now tried out several options of obtaining p-values for (quasi)poisson lmer models, including Markov-chain Monte Carlo sampling and single-term deletions with subsequent chi-square tests (although I am aware that the latter may be problematic). However, I encountered several problems that can be classified as (1) the quasipoisson lmer model does not give p-values when
2005 Sep 23
4
books about MCMC to use MCMC R packages?
Dear list users, I need to learn about MCMC methods, and since there are several packages in R that deal with this subject, I want to use them. I want to buy a book (or more than one, if necessary) that satisfies the following requirements: - it teaches well MCMC methods; - it is easy to implement numerically the ideas of the book, and notation and concepts are similar to the corresponding R
2012 Feb 21
1
System is computationally singular error when using cholesky decompostion in MCMC
Hello Everyone I have a MCMC loop to calculate a time varying hierarchical Bayesian structure. This requires me to use around 5-6 matrix inversions in the loop. I use cholesky and chol2inv for the matrix decomposition. Because of the data I am working with I am required to invert a 167 by 167 matrix twice in one iteration. I need to run the iteration for 10000 times, but I get the error
2008 Jun 30
1
Coda not providing summary on mcmc object
The object is a mcmc sample from lmer. I am using R v2.7.1. Please let me know what additional information I can provide, hopefully I am just making a simple mistake. Thanks in advance! > data(ratdrink, package = 'faraway') > rd.er <- lmer(wt ~ weeks*treat + (1 | subject), data = ratdrink) > rd.mc <- mcmcsamp(rd.er, 10000) > library(coda) Loading required package:
2003 Aug 21
2
mcmc
Hello, I am about to move all of my modelling work into R, and I have been investigating the present state of MCMC and Bayesian methods in R. Following a thread on the mailing list in 2000, I have looked at mcmcpack and Hydra. Three years down the line, is there anything new in this area? I have used both MCSim and WinBUGS in the past. The first one seems promising, but is too focused towards