Displaying 20 results from an estimated 1000 matches similar to: "Bayesian Stats Job, MCMC Code Porting"
2005 Apr 16
0
bayesm: a package for Bayesian infererence for Marketing/Micro-Econometrics
We are pleased to announce the release of version 0.0 of bayesm on CRAN.
bayesm covers many important models used in marketing
and micro-econometrics applications.
The package includes:
Bayes Regression (univariate or multivariate dep var)
Multinomial Logit
Multinomial and Multivariate Probit
Multivariate Mixtures of Normals
Hierarchical Linear Models with a normal prior and covariates
2005 Apr 16
0
bayesm: a package for Bayesian infererence for Marketing/Micro-Econometrics
We are pleased to announce the release of version 0.0 of bayesm on CRAN.
bayesm covers many important models used in marketing
and micro-econometrics applications.
The package includes:
Bayes Regression (univariate or multivariate dep var)
Multinomial Logit
Multinomial and Multivariate Probit
Multivariate Mixtures of Normals
Hierarchical Linear Models with a normal prior and covariates
2007 Aug 07
1
bayesm - question about 'rscaleUsage function'
Hi all,
I have managed to get the r-scale usage algorithm to work, but I need to obtain the final results from this. As I understand it, this code is designed to generate a matrix after processing and store it somewhere?????
Here is the code.....
I get this part of the code, it all makes sense.
##
if(nchar(Sys.getenv("LONG_TEST")) != 0) {R=1000} else {R=5}
{
data(customerSat)
2009 Mar 21
0
Can not replicate estimates with rScreen function from ROSSI "Bayesian Statistics and Marketing"
Hi R-users,
I have the following problem: I am trying to learn something about bayes methodology and started paying around bayesm package, but could not replicate the Conjunctive model's estimates as they appear in Rossi et al "Bayesian Statistics and Marketing", 2005, JWS, pages 264-265, Table CS4.4.
I have downloaded in my working directory the documents from
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
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
2011 Aug 04
0
Problems with Z in rhierMnlRwMixture using bayesm
Dear All,
I am using rhierMnlRwMixture in the bayesm package for the analysis of data
from a choice experiment. I am trying to follow the margarine example set
out in the bayesm manual (p.28). However, after several attempts I keep
getting an error message with regards to my Z matrix as below.
> Error in Z %*% t(matrix(olddelta, ncol = nz)) :
>requires numeric/complex matrix/vector
2006 Feb 08
0
bayesm, rmnlIndepMetrop
Hi,
I tried to use rmnlIndepMetrop (bayesm package) for my MNL model with 4
choice alternatives, 5 independent variables, 69 observations,
dim(X) [1] 276 5, nu=6. So I run such code:
if(nchar(Sys.getenv("LONG_TEST")) != 0) {R=2000} else {R=10}
set.seed(66)
df=read.table("X_metrop.dat",header=TRUE)
inp=as.matrix(df)
y=as.numeric(inp[,1])
n=length(y)
p=4
2005 Oct 03
0
release of version 2.0-1 of bayesm
Folks-
We are pleased to announce the release of version 2.0-1 of bayesm.
Highlights of the new version:
1. Bayesian treatment of SUR (seemingly unrelated regression)
2. Added clustering to mixture of normals models
3. Added routines to compute implied univ and bivariate densities from
mixture of normals MCMC draws
4. improved input error checking in many routines
please get rid of your
2007 Mar 08
0
Release 2.1-1 of bayesm
Release 2.1-1 is now available on CRAN.
This release includes--
bayesm classes (some compatible with the mcmc class of coda) for output.
plot
and summary methods for these classes.
additional datasets including store-level panel data.
peter r
................................
Peter E. Rossi
Joseph T. and Bernice S. Lewis Professor of Marketing and Statistics
Editor, Quantitative Marketing
2005 Oct 03
0
release of version 2.0-1 of bayesm
Folks-
We are pleased to announce the release of version 2.0-1 of bayesm.
Highlights of the new version:
1. Bayesian treatment of SUR (seemingly unrelated regression)
2. Added clustering to mixture of normals models
3. Added routines to compute implied univ and bivariate densities from
mixture of normals MCMC draws
4. improved input error checking in many routines
please get rid of your
2008 Dec 09
1
bayesm package not downloading via any mirror or repository
I am a pretty new R user, I am running the latest linux version on xandros,
updated with some extra debian packages, and I also run the latest windows
version, but prefer linux.
I am having trouble downloading "bayesm", it won't do it all from any of the
sites on the web, I resorted to this one,
http://packages.debian.org/unstable/math/r-cran-bayesm. and got slightly
further, but I
2009 Mar 13
1
Hierarchical Bayesian Modeling in R
Hi Friends,
I'm trying to model the consumer decisions (Click-Through Rate and
Conversion) in Search Engine Advertising using a hierarchical Bayesian
binary logit. The input data is the weekly CTRs and Avg. Position for each
search keyword.
CTR is modeled as (for each keyword i and week j):
Pij = exp(C + Bi x Positionij + A1 x Lengthi + A2 x Brandi + A3 x
ProductSpecifici) / [1 + exp(C +
2009 Mar 31
0
Function rmultiregfp from package bayesm gone?
Hi,
I have been using the function rmultiregfp from the bayesm package for a
long time. In the current version of the package this function (and the
corresponding init.rmultiregfp) is no longer available, does anyone know
why?
Can someone who has the "old" bayesm still on his computer please post the
code of these two functions? Would be a great help as I have them both in a
number of
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
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
2010 May 31
0
miss.loc function in MCMC Geneland: can't make it work
I am trying to use the function 'filter.NA=TRUE' in Geneland. The function
appears to be set on TRUE by default, as it appears as TRUE in the
'parameter.txt' file output and hence I do not need to enter the function
per se (as it is an 'Unused argument otherwise') . Hence all my missing
data (individuals that I have not yet scored at that specific loci) are
scored as
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
2012 Dec 13
1
An important question about running MCMC
Dear officer
I have a question concerning running R when I am doing my research. Can you
help me to figure that out?
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