similar to: AdMit 1.00-02

Dear all, The new version of AdMit (version 1.01-01) is now available from CRAN. SUMMARY The package provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function. The mixture approximation can then be used as the importance density in importance sampling or as the candidate density in the Metropolis-Hastings

Dear all, The new version of AdMit (version 1.01-01) is now available from CRAN. SUMMARY The package provides functions to perform the fitting of an adaptive mixture of Student-t distributions to a target density through its kernel function. The mixture approximation can then be used as the importance density in importance sampling or as the candidate density in the Metropolis-Hastings

Dear all, I am using the functions 'optim' and 'nlminb'. For both, you can provide a function which computes the gradient of the objective function (to enhance speed and precision). In my case, both the objective function and the gradient take time to be computed and share many common computations (similar matrix, products, etc...). Therefore, I have to compute these

Dear all, I am currently creating a package and writing the documention files for some functions (the main functions). When using R CMD check myPackage, I get a warning message indicating that some of my functions are not documented. How can I get rid of this problem? Of course, I don't want to document every function in the package... Thanks for your help. -- David Ardia H-building, room

Dear all, I am currently building a package with C code (in scr folder). Everything was ok, but now, I get the following error message when compiling the package using R CMD INSTALL: make[2]: *** No rule to make target 'R/Copy', needed in [...] What does that mean? I can still compile other packages containing C code, but not that one. No 00UNLOCK directory has been created . I am on

Dear all, How can I pass '-Inf' and 'Inf' values from R to C code using the function '.C(...)'. When running my code, I get an error since C does not recognize -Inf and Inf values. Of course, I could use instead a very low (or high) number, but I was wondering whether a more elegant solution exists. Thanks for your help. -- David Ardia H-building, room 11-26

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

Hi all, I'm trying to write a MH algorithm in R for a standard normal distribution, I've been trying for a good week or so now with multiple attempts and have finally given up trying to do it on my own as I'm beginning to run out of time for this, would somebody please tell me what is wrong with my latest attempt: n=100 mu=0 sigma=1 lik<-function(theta) exp(((theta-mu)^2)/2*sigma)

Hi, Do any body know which packages of R I need to go for the below topics? 1. Monte Carlo Markov chain (MCMC) 2. Gibbs Sampling 3. Metropolis Hastings Thanks in advance... Shubha [[alternative HTML version deleted]]

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

Dear list, After running for a while, it crashes and gives the following error message: can anybody suggest how to deal with this? Error in if (ratio0[i] < log(runif(1))) { : missing value where TRUE/FALSE needed ################### original program ######## p2 <- function (Nsim=1000){ x<- c(0.301,0,-0.301,-0.602,-0.903,-1.208, -1.309,-1.807,-2.108,-2.71) # logdose

Dear R users, I am doing MCMC using Metropolis-Hastings. My model is bivariate-log-normal and the prior for variance-covariance is wishart distribution. I am wondering if there are some simple codes about how to get the density of Wishart distribution in my case ? Thanks in advance. Meihua [[alternative HTML version deleted]]

Dear R-helpers, Hi! All. I'm doing a project which needs MCMC simulation. I wonder whether there exists related packages in R. The only one I know is a MCMCpack package. What I want to do is implementing gibbs sampling and Metropolis-Hastings Algorithm to get the posterior of hierarchical bayesian models. Thanks in advance. Jun

Hi, I have a problem with R, after an update: this piece of code: cat("creating resolver data frame\n"); dfG<-cbind(dfG,2^(RGN$G)) dfR<-cbind(dfR,2^(RGN$R)) suddenly, creates values to inf. Is the syntax changed for the ^ symbol in the latest R downloadable version? Kind regards, wilfred -- Dr. Ir. Wilfred Van IJcken Labmanager Genomics Erasmus Center for Biomics,

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 }

Hello all, could you tell where is an example of metropolis hasting? Thank you! Tania Sent from my iPod

Does anyone know whether there is an R version of the S-Plus software that can be downloaded from the website of the book Elements of Statistical Learning by Hastie, Tibshirani and Friedman? Rob Potharst -- ********************************************************** Dr. Rob Potharst Lecturer in Computer Science Erasmus University email: potharst at few.eur.nl P.O. Box 1738

This is not related to R but I was hoping that someone could help me. I am reading the "Understanding the Metropolis Hastings Algorithm" paper from the American Statistician by Chip and Greenberg, 1995, Vol 49, No 4. Right at the beginning they explain the algorithm for basic acceptance rejection sampling in which you want to simulate a density from f(x) but it's not easy and you

hello i have a few quick questions. i am using a windows platform. how does one include functions from a particular r package in the C code. e.g. rgamma can be included if we include #include <R.h> #include <Rmath.h> , and #include <math.h> in the C code. what should be included if i want to use functions that are inside the MASS package (for example)? When performing mcmc

Hello all... I am just starting to teach myself Bayesian methods, and am interested in learning how to use UMacs. I've read the documentation, but the single example is a bit over my head at the level I am at right now. I was wondering if anyone has any simple examples they'd like to share. I've successfully done a couple of simple gibbs examples, but have had a hard time