similar to: Robust Covariance Estimation (NNVE) Package Released

Forwarded from Adrian Raftery: -----Original Message----- From: Adrian Raftery [mailto:raftery at stat.washington.edu] Sent: Tuesday, October 22, 2002 10:15 AM To: Warnes, Gregory R Subject: Re: FW: [R] Mixture Transition Distribution (MTD) time series model in R or S ? Thanks, Greg. Current MTD software is reviewed in Andr? Berchtold and Adrian E. Raftery "The Mixture Transition

The article on BMA (Bayesian model averaging) presents most valuable tools for model selection, but I find one detail confusing in Example 1. In page 4 of RNews 5/2, second paragraph says that the probability of Time variable not being in the model is 0.445. It seems to me that the figure should be 1 - 0.445 = 0.555, because p!=0.445 is the prob. of Time variable being in the model. The plot in

Hello all (especially MCLUS users). I'm trying to make use of the MCLUST package by C. Fraley and A. Raftery. My problem is trying to figure out how the (model) identifier (e.g, EII, VII, VVI, etc.) relates to the covariance matrix. The parameterization of the covariance matrix makes use of the method of decomposition in Banfield and Rraftery (1993) and Fraley and Raftery (2002) where

Dear friends. On the Bayesian averaging homepage http://www.research.att.com/~volinsky/bma.html I found some S code some of which perhaps may run in R. There was a call to an algorithm possibly within S but not supported by R 64.1: "leaps and bounds". I guess it is a minimization step. Can anyone clarify the algorithm and perhaps even give a pointer to some code ? I guess this may be

Hi! The nobs() method for glm objects always returns the number of cases with non-null weights in the data, which does not correspond to the number of observations for Poisson regression/log-linear models, i.e. when family="poisson" or family="quasipoisson". This sounds dangerous since nobs() is, as the documentation states, primarily aimed at computing the Bayesian

Hello, I'm working with a series (30+) of hydrologic metrics and 10 vegetation communities and I need to determine which of the metrics provide the best separability for each of the vegetation communities. The hydrologic metrics are highly correlated, therefore the need to reduce the number of them considered is critically important. I've been looking at the scatter3d function in the

Dear Adrian and Ian (and r-helpers), I encountered a curious result in developing an example using the bicreg function in the BMA package: I noticed that pairs of models with equal R^2 and equal numbers of predictors had nevertheless different BIC values. Looking at the bicreg function, the definition of BIC appears to be the usual one, or close to it [bic <- n * log(1 - r2/100) + (size - 1) *

Hi all, The systems guys here in the stat dept don't seem to be able to compile R on the Dec Alphas or on the SGIs. Can anyone give them a hand? -Greg ------------------------------------------------------------------------------- Gregory R. Warnes | It is high time that the ideal of success warnes at biostat.washington.edu | be replaced by the ideal of service.

Hello everyone, I am searching for a covariate selection procedure in a cox model formulated as a counting process. I use intervals, my formula looks like coxph(Surv(start,stop,status)~ x1+x2+...+cluster(id),robust=T) where id is a country code (I study occurence of civil wars from 1962 to 1997). I'd like something not based on p-values, since they have several flaws for this purpose. I turned

I haven't seen this cryptic warning before: > update.views('Robust') Warning message: In update.views("Robust") : The following packages are not available: covRobust, distr, FRB, MASS, mblm, multinomRob, mvoutlier, quantreg, RandVar, rgam, RobAStBase, robfilter, RobLox, RobRex, robust, RobustAFT, robustbase, ROptEst, ROptRegTS, rrcov, sandwich, wle >

Hi all, I'm just getting started with R and I would appreciate some help. I'm having trouble creating a boxplot with whiskers at the 95th and 5th percentiles instead of at 1.5 * IQR. I have read the relevant documentation, and checked existing mails on this topic. I found a small modification that should work : https://stat.ethz.ch/pipermail/r-help/2001-November/016817.html and tried to

Hi all I have a couple of obscure questions for R/Splus experts (which unfortunately isn't me!) I am trying to compute Bayes Factors using some Splus code of Raftery in Gilks et al (1996). Only problem is 1) R doesn't seem to have a robust covariance (cov.mve) which I suspect I need rather than a non-robust classical estimate 2) Splus has cov.mve BUT dgamma in Splus doesn't have a

I was sniffing in the fracdiff library (this is for fractionally integrated ARMA processes; Haslett and Raftery 1989). The documentation suggests that one tries the following simple example: library(fracdiff) ts.test <- fracdiff.sim( 5000, ar = .2, ma = -.4, d = .3) fracdiff( ts.test$series, nar = length(ts.test$ar), nma = length(ts.test$ma)) When I run this, I get the following error: R

R lets one lock an environment with both an R function, base::lockEnvironment, and a C function, R_LockEnvironment, but, as far as I can tell, no corresponding function to unlock an environment. Is this omission on principle or just something that has not been done yet? I ask because several packages, including the well-used R6 and rlang packages, fiddle with some bits in with SET_ENVFLAGS and

HI, List I want to know weather any body has used BMA Package for model averaging for prediction of future values.....What are the paprmeters we have to suplly to the model. Any script for the same. thanks in advance ANIL KUMAR( METEOROLOGIST) LRF SECTION NATIONAL CLIMATE CENTER ADGM(RESEARCH) INDIA METEOROLOGICAL DEPARTMENT SHIVIJI NAGAR PUNE-411005 INDIA MOBILE +919422023277

Dear R people, I need to do some work with clustering, but know next to nothing about it at present. R has (at least) three clustering packages, cluster, mclust, cclust. I was wondering if someone can direct me to some good books where I could find documentation and background on the functions in these packages. The html help in these packages lists the following as references. Can people

Hello everybody, In order to predict income for different time points, I fitted a linear model with polynomial effects using BMA (bicreg(...)). It works fine, the results are consistent with what we are looking for. Now, we would like to predict income for a future time point t_next and of course draw the prediction interval around the estimated value for this point t_next. I've found the

Hi All Please see the Rprofile file which i have modified as follows and after that when I start R then I see that R says to me "TRUE" for all the packages implying that all loaded at once. But when i try to use commands as simple as help("lm"), it doesnt work nor any of the menu "Packages" is not working. Although the regression using lm ( Y ~ X ) is working

Hello, If you're interested in authoring your presentations/slide shows in Markdown, you might check out the Slide Show (S9) gem in Ruby. A simple slide show looks like: What's Slide Show (S9)? ======================= A Free Web Alternative to PowerPoint and KeyNote in Ruby Getting Started in 1-2-3 Easy Steps =================================== * Step

Hello! I have data containing a large number of probabilities (about 60) of nonzero coefficients to predict 10 different independent variables (in 10 different BMA models). i've arranged these probabilities in a matrix like so: (IV1) (IV2) (IV3) ... p(b0) p(b0) p(b0) p(b1) p(b1) p(b1) p(b2) p(b2) p(b2) ... where p(b1) for independent variable 1 is p(b1 !=