similar to: New package: pomp, inference for partially-observed Markov processes

Hi, I have a question that I have not been succesful in finding a definitive answer to; and I was hoping someone here could give me some pointers to the right place in the literature. A. We have 4 sets of data, A(t), B(t), C(t), and D(t). Each of these consists of a series of counts obtained in sequential time-intervals: so for example, A(t) would be something like: Count A(t): 25,

Hello R users, I have a puzzle with the VGAM package, on my first excursion into generalized additive models, in that this very nice package seems to want to do either more or less than what I want. Precisely, I have a 4-component outcome, y, and am fitting multinomial logistic regression with one predictor x. What I would like to find out is, is there a single nonlinear function f(x) which acts

Hi, I am using the rcs() function in the Design library to model non-linearity that is not well characterized by an otherwise mechanistic function. I am able to make the model 'available' to others through the excellent nomogram() function and the set of tables that it can create. However, I would like to present the model in an 'expanded' format-- probably what rcspline.restate()

Rers: I have some ecological data (stream velocity vs. % cover of submerged weeds) that shows strong evidence of a thresholding step-function, e.g. below some velocity, % cover ranges from 0% to 100% (with no apparent relationship to velocity within this range of velocities), but above a certain "threshold" velocity, the % cover does not appear to exceed, say, 10%. There are good

Position: Statistician in a systems biology team focused on metabolic disorders such as diabetes and obesity. The position is part of a statistics group supporting Pfizer global research and development. Role and Responsibilities: The statistician will be an integral member of a systems biology team which develops and/or uses computational and statistical approaches to manage and derive

Dear R users & Experts, This is just a curiousity, I was wondering why the dominant eigenvetor and eigenvalue of the following matrix is given as the third. I guess this could complicate automatic selection procedures. 0 0 0 0 0 5 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 0 Please

Position: Quantitative Risk Analysis Consultant APPLICATIONS RECEIVED UNTIL JANUARY 9TH, 2017 Location: Fort Collins, CO (physical presence required) Position type: Full time We are a Colorado-based specialist risk and decision modeling consulting and research firm, with diverse experience and skills. We are seeking to fill a full-time position as a Quantitative Risk Analysis Consultant, to

Dear all - Cody and Bert have some amusing points. The problems with R that Cody states are no different than those that any organization has with any programming work. Period. We've mostly solved them through appropriate approaches, addressing through quality management, some of the issues raised by Cody with respect to 3-rd party packages, etc. Quality Management != Absolute

In the latest CAVP conference call, the membership body voted to restrict membership to VoIP LEC's and to create a seperate membership body for any other parties interested in contributing to the CAVP's efforts in CRTC lobbying and providing a unified industry presence in the Canadian telco industry with a view to VoIP services. Accordingly, I would like to propose an adjutant association

I modified the CUPS access rights (defined in cupsd.conf). Before that only users of administrative group had access to the printer configuration parts. Now I removed all access restrictions, so that anyone can access all CUPS services (printers, jobs, ...) (we use this, because sometimes we need to hold printers manually ...). But, as I mentioned, I don't find the relationship between this

Hi, Is there a package that will estimate simple Markov models and hidden Markov models for discrete time processes in R? Thanks in advance, David -- =============================================================== David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room, 1061 1025 W. Johnson Street Madison, WI 53706

Hello R-Users Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction? Thank you very much. Regards, Andreas.

Dear R community, I am looking for an R package or other software to study hidden Markov models. I need to be able to incorporate multivariate emissions and covariates for the transition probabilities. The msm package seems almost perfect for my purpose, but I do not think it allows multivariate emissions. I will be grateful for your suggestions. All the best, -- Emilio A. Laca One

Hi, I was just wondering if there are any books on R that have applications using Hidden Markov models or anyone with tutorials/exercises that can be shared. Ideally, these would have a bio/ecological slant though not neccesarily. Any suggestions would be appreciated. Thanks! [[alternative HTML version deleted]]

Hello, can any one point me to R-packages (if available) which include spatial Markov Chain methods? My second question is more general but hopefully not OT: Currently we are using the software TPROGS, which let people simulate property distributions in space by some Markov Chain approaches. We face some problems due to the lack of information between distances of samples along borehole path

Deal All I want to use MSGARCH for my data. What package I will used. Many THanks -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]

Hi all, I am using a discrete Hidden Markov Model with discrete observations in order to detect a sequence of integers. I am using the "hmm.discnp" package. I am using the following code: signature <- c(-89, -98, -90, -84, -77, -75, -64, -60, -58, -55, -56, -57, -57, -63, -77, -81, -82, -91, -85, -89, -93) quant <- length(-110:-6) # Initialize and train the hmm with the

Hi, friends! Has R estimation (library, for example) to do estimation in HMM? Thanks in advance, ======================================== Cezar Freitas Estatistico - Comissao Permanente para os Vestibulares / UNICAMP Probabilidade e Estatistica Aplicadas - IME / USP | IMECC / UNICAMP Campinas | Sao Paulo, SP - Brasil

I'm testing some different formulations of pairwise interaction point processes in Spatstat (version 1.11-6) using R 2.5.0 on a Windows platform and I wish to simulate them using the Metropolis-Hastings algorithm implemented with Spatstat. Spatstat utilizes Fortran77 code with the preprocessor RatFor to do the Metropolis-Hastings MCMC, but the Makefile is more complicated than any I have

Dear helpers, Does anyone know about a package or a function that allows to estimate Multivariate Markov-Switching Models, like MS-VAR as introduced by Krolzig(1997) with R ? Thanks a lot!! Carlo