similar to: Help in analysis in RWinBugs

Hi R User, I was trying to use R for WINBUGS using following model and data (example), but I am new with WINBUGS and don't know how we perform the analysis. I wonder whether I can run the following the example data and Winbugs Model in R. Your help will be highly appreciated. Sincerely, SN PANDIT === library(R2WinBUGS) #Model model{ #likelihood for(i in 1:N){ a1[i] ~ dnorm(a11[i],tau)

Moved to R-help because there's no obvious financial content. Michael On Sat, Apr 6, 2013 at 10:56 AM, Stat Tistician <statisticiangermany at gmail.com> wrote: > Hi, > I want to implement the EM algorithm manually, with my own loops and so. > Afterwards, I want to compare it to the normalmixEM output of mixtools > package. > > Since the notation is very advanced, I

Hi, I am trying to write the Realized GARCH model with order (1,1) The model can be describe bellow: r_t = sqrt( h_t) * z_t logh_t = w + b*logh_(t-1) + r*logx_(t-1) logx_t = c + q*logh_t + t1*z_t +t2*(z_t ^2 -1) + u_t and z follow N(0,1) , u follow N(0, sigma.u^2) But I'm troubled with the simulation check for my code. After I simulate data from the model and estimate the data, I

Dear R listers, I am learning the MLE utility optim() in R to program ordered logit models just as an exercise. See below I have three independent variables, x1, x2, and x3. Y is coded as ordinal from 1 to 4. Y is not yet a factor variable here. The ordered logit model satisfies the parallel regression assumption. The following codes can run through, but results were totally different from what I

Why fails nls with "singular gradient" here? I post a minimal example on the bottom and would be very happy if someone could help me. Kind regards, ########### # define some constants smallc <- 0.0001 t <- seq(0,1,0.001) t0 <- 0.5 tau1 <- 0.02 # generate yy(t) yy <- 1/2 * ( 1- tanh((t - t0)/smallc) * exp(-t / tau1) ) + rnorm(length(t))*0.01 # show the curve

Hi All, I'm new to R and am trying to run a unit root test on the vector "y" (a time series of inflation (i.e. changes in the Consumer Price Index quarter on quarter)). I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives me an error that it cannot find the function ur.df unless I comment out the third last line of code (see below). I try to call

Hi everybody, I try to simulate random numbers from a trivariate nested Archimedean copula. My aim is to correlate two processes with, e.g. theta2, as the so called child pair and then to correlate these two processes with a third one with theta1 (parent). This "figure" tries to capture what I am explaining theta1 theta2

I?m trying to run a logistic joinpoint regression utilising the ljr package. I?ve been using the forward selection technique to get the number of knots for the analysis, but I?m uncertain as to my results and the interpretation. The documentation is rather brief ( in the package and the stats in medicine article is quite technical) and without any good examples. At the moment I?m thinking 1)find

Dear List, I am trying to estimate a 3 dimensional density through the DPpackage. For example # model sigma <- matrix(c(0.1,0.05,0.05,0.05,0.1,0.05,0.05,0.05,0.1), ncol=3) rnormm<- rmvnorm(n=100, mean=c(5,100,150), sigma=sigma) sigma2 <- matrix(c(10,0.05,0.05,0.05,10,0.05,0.05,0.05,10), ncol=3) rnormm2<- rmvnorm(n=100, mean=c(20,1,110), sigma=sigma) rnormm<-rbind(rnormm,rnormm2)

We have recently digitized a set of points from some scanned engineering drawings (in the form of PDFs). The digitization resulted in x,y page coordinates for each point. The scans were not aligned perfectly so there is a small rotation, and furthermore each projection (e.g. the yz-plane) on the drawing has a different offset from the page origin to the projection origin. From the dimensions

Dear list, I've generated a list of 3D coordinates representing ellipsoids in arbitrary orientations. I'm now trying to obtain a 2D projection of the scene, that is to draw the silhouette of each object on a plane (x,y). The only way I could think of is to compute the convex hull of the (x,y) coordinates of each object and use this as the outline of the object. This is clearly

I was working with the rmetrics portfolioBacktesting function and dug into the code to try to find why my formula with 113 items, i.e. A1 thru A113, was being truncated and I only get 85 items, not 113. Is it due to a string length limitation in R or is it a bug in the strsplit or gsub functions, or in my string? I'd very much appreciate any suggestions ============Input script:

Dear R users: I was trying to fit a HMM with mixture of Gaussian into the dataset, and I tried to implement it by R2Winbugs. But I got the following errer. * Error in FUN(X[[1L]], ...) : .C(..): 'type' must be "real" for this format* Does anybody know what's the problem? Does R2Winbugs accept some matrix as inits? I would really appreciate your help. Thank you very much.

Hi there, I would like to find a more efficient way of permuting the rows and columns of a symmetrical matrix that represents ecological or actual distances between objects in space. The permutation is of the type used in a Mantel test. Specifically, the permutation has to accomplish something like this: Original matrix addresses: a11 a12 a13 a21 a22 a23 a31 a32 a33 Example

Hi I need to find the Hessian matrix for a complicated function from a certain kind of data but i keep getting this error Error in f1 - f2 : non-numeric argument to binary operator the data is given by U<-runif(n) Us<-sort(U) tau1<- 2 F1tau<- pgamma((tau1/theta1),shape,1) N1<-sum(Us<F1tau) X1<- Us[1:N1]

Im tryng to understand an error i get with integrate. this is 1.7.0 on solaris 2.8. ##i am trying to approximate an integral of this function, f<-function(b) exp(-(b-mu)^2/(2*tau2))/(p-exp(b))*10^6 ##with tau2 <- .005;mu <- 7.96;p <- 2000 ##from -inf to different upper limits. using integrate(f,-Inf,log(p-exp(1))) ##i get the following error: ##Error in integrate(f, -Inf, log(p -

Hello, This is not a problem with R, the calculated results are mathematically correct. This a matrix stability problem. Because of measuring errors, my matrix solution is a bit off. Here is what my equations look like: A11 x11+A12 x12 +A13 x13 = b1 A21 x21+A22 x21 +A23 x23 = b2 A31 x31+A32 x31 +A33 x33 = b3 A is a reading, X is a measured weight, and b is total. The 3 experiments give

Dear Colleagues, I have a dataframe with variables: [1] "ID" "category" "a11" "a12" "a13" "a21" [7] "a22" "a23" "a31" "a32" "b11" "b12" [13] "b13" "b21"

Hi, I posted this message earlier in "Rmetrics" and I don't know whether I posted in the wrong place, so I'm posting it again in Rhelp. I have a function in x and y and let's call it f(x,y). I need to get the Hessian matrix. i.e I need (d^2f/dx^2), (d^2f/dxdy), (d^2f/dydx), (d^2f/dy^2).I can get these using the D function. now I need to evaluste the hessian matrix for

Dear people from the R help list, I have a question that I can't get my head around to start answering, that is why I am writing to the list. I have data in a format like this (tabs might look weird): John A1 1 0 1 John A2 1 1 1 John A3 1 0 0 Mary A1 1 0 1 Mary A2 0 0 1 Mary A3 1 1 0 Peter A1 1