Displaying 20 results from an estimated 10000 matches similar to: "R-beta: ms, nls, etc?"
1998 Mar 12
2
R-beta: nonlinear fitting
Thanks very much Douglas for the pointer to nlm.
Maybe the "Notes on R" maintainer can add at least a mention of nlm in the
section on nonlinear fitting?
I never did nonlinear fitting in S-Plus before, so I have nothing to
unlearn, but I was hoping someone could show me how to do a least squares
fit with nlm.
example:
x<-c(1,2,3,4,5,6)
y<-.3*x^-.6 +.2
y<-y+rnorm(6,0,.01)
1998 Mar 12
2
R-beta: nonlinear fitting
Thanks very much Douglas for the pointer to nlm.
Maybe the "Notes on R" maintainer can add at least a mention of nlm in the
section on nonlinear fitting?
I never did nonlinear fitting in S-Plus before, so I have nothing to
unlearn, but I was hoping someone could show me how to do a least squares
fit with nlm.
example:
x<-c(1,2,3,4,5,6)
y<-.3*x^-.6 +.2
y<-y+rnorm(6,0,.01)
1997 Sep 25
2
R-beta: return()
I have a question on the use of return(). (Nothing on it in the docs I
have)
The test code below gives the error: Error: Object "x" not found
when I do: thingy2().
How should it be fixed? Thanks very much for any help!
(My original solution to this sort of problem was to use global variables
x<<-...
y<<-...)
Bill Simpson
-----------------------------
thingy<-function(k)
1998 Apr 14
1
R-beta: SEs for one-param MLE in R?
Simple-mindedly I tried getting MLE and SE for one-parameter model in the
same way as for multi-param models.
out<-nlm(fn,p=c(2),hessian=T)
But
sqrt(diag(solve(out$hessian)))
gives the answer 1. The Hessian has only one entry, not really a matrix.
diag(x) gives 1 if x is just a single number.
Is this what I should be doing to get SE for MLE?
sqrt(solve(out$hessian))
Thanks very much for
1998 Apr 14
1
R-beta: SEs for one-param MLE in R?
Simple-mindedly I tried getting MLE and SE for one-parameter model in the
same way as for multi-param models.
out<-nlm(fn,p=c(2),hessian=T)
But
sqrt(diag(solve(out$hessian)))
gives the answer 1. The Hessian has only one entry, not really a matrix.
diag(x) gives 1 if x is just a single number.
Is this what I should be doing to get SE for MLE?
sqrt(solve(out$hessian))
Thanks very much for
1998 Jan 07
1
R-beta: image
Questions on image:
1) How can I put labels on the x and y axes?
2) How to tell it to use e.g. 32 grey levels (not some colour map)?
3) How to know what the legend is (i.e. each grey level = what z value)?
Thanks very much for any help.
BTW I was wondering if persp was on the To Do list. That would be great!
Bill Simpson
1998 Mar 25
1
R-beta: qpois help
version .62:
---------------------------------------------
> ?qpois
The Poisson Distribution
dpois(x, lambda)
ppois(q, lambda)
qpois(p, lambda)
rpois(n, lambda)
Arguments:
x: vector of (positive) quantiles.
p: vector of probabilities.
n: number of random values to return.
lambda: vector of positive means.
1998 Apr 03
1
R-beta: default paper size
After some paper clipping problems I checked options() and saw that the
default paper size was a4; I need US Letter. So as per instructions I
uncommented the R_PAPERSIZE line in config.site,
R_PAPERSIZE=letter
Restarting R, everything is still the same though. I guess I have to
reinstall?
That seems awkward. Is there a way a prompt ("a4 or letter paper?") can
be inserted in the
1998 Apr 13
1
R-beta: command line editing?
I would love to have bash-like command line editing in R. (Press up cursor
and see previous command line; use left cursor to go back then edit it)
Appendix B in Rnotes describes Splus I guess, not R. Starting R by
R -e
doesn't let any of the following described actions (B.3) work.
I don't use vi or EMACs (I use Nedit), so I would prefer bash-like
interface anyway. (I don't think I
1998 Jan 16
1
R-beta: kill R Graphics window->crash R
I am running R-0.61.1 on linux under X. If I kill the R Graphics window
(click on X box in upper right corner), then subsequently do x11(),
R crashes.
I find that things only work the right way if I close the graphics window
using dev.off().
I was wondering if maybe it could be arranged that closing the graphics
window via click would seem to R to be equivalent to typing dev.off().
BTW thanks
1998 Jul 03
1
R-beta: histogram
Can someone please tell me to make a density histogram?
hist makes one with count or relative frequency on the y-axis.
I want the density, which is (rel freq)/(bin width)
In the help I see:
intensities: values f^(x[i]), as estimated density values.
If `all(diff(breaks) == 1)', they are the relative
frequencies `counts/n' and in general satisfy
1998 Jul 03
1
R-beta: sum of squares and NAs
This surprised me. Is it the way it is supposed to be?
> x<-c(1,2,3,4,5)
> y<-c(1.2,1.3,1.4,1.5,NA)
> x-y
[1] -0.2 0.7 1.6 2.5 NA
> (x-y)^2
[1] 0.04 0.49 2.56 6.25 NaN
>>>so NA^2 = NaN? Why not still NA?
> sum((x-y)^2)
[1] NaN
>>>yes that is reasonable
So if you ever have a data set with missing observations (NAs), you can't
do any nlm() least
1998 Jul 13
1
R-beta: accessing SEs from lm object
If I do
fit<-lm(y~x)
Is it possible to access the SE of the slope?
(Analogous to getting the slope like this: fit$coef[2])
If not, it would be handy.
(I want SE of 1/slope, and an approx way is fit$se[2]/(fit$coef[2]^2))
Thanks for any help.
Bill Simpson
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read
1998 Jun 25
1
R-beta: re-appearing workspace
I am using R Version 0.62.0 Unstable-snapshot (April 26, 1998)
on Linux. I use the AfterStep window manager.
Problem. Once upon a time, a workspace was saved. But at the end of
this session, on quitting R I say "no", don't save workspace.
On starting up, there are all the old objects again!
I take it that the workspace is saved as ~/.RData.
So is the only solution to manually rm
1998 Mar 06
1
R-beta: image saved ps file
I include the argument
pty="s"
to image, but still when I make an image by the method
> postscript("rstuff/test.ps")
> tauseq<-seq(0,1,.5)
> cif2d.image(x,,y,tauseq)
> dev.off()
the image plot created is NOT square. I thought pty="s" would make it
square.
Generally it would be nice if the image saved to disk were like the one we
see while in R
1998 Feb 26
3
R-beta: quantile
I do:
x<-rnorm(1000)
quantile(x,c(.025,.975))
2% 98%
-1.844753 1.931762
Since I want to find a 95% confidence interval, I take the .025 and .975
quantiles. HOWEVER R says I have the 2% (not 2.5%) and 98% (not 97.5%)
points. Is it just rounding the printed 2% and 98%, or is it REALLY
finding .02 and .98 points instead of .025 and .975?
Thanks for any help.
Bill Simpson
1998 Feb 26
3
R-beta: quantile
I do:
x<-rnorm(1000)
quantile(x,c(.025,.975))
2% 98%
-1.844753 1.931762
Since I want to find a 95% confidence interval, I take the .025 and .975
quantiles. HOWEVER R says I have the 2% (not 2.5%) and 98% (not 97.5%)
points. Is it just rounding the printed 2% and 98%, or is it REALLY
finding .02 and .98 points instead of .025 and .975?
Thanks for any help.
Bill Simpson
1998 Sep 03
2
ppoints
When I look at ppoints I see:
ppoints<-function (x)
{
n <- length(x)
if (n == 1)
n <- x
(1:n - 0.5)/n
}
However Venables & Ripley (2nd ed, p 165) say ppoints() should return
(i-1/2)/n for n>=11; (i-3/8)/(n+1/4) for n<=10.
The version below should work as described:
ppoints<-function (x)
{
n <- length(x)
if (n <= 10)
(1:n - 0.375)/(n + 0.25)
else
(1:n - 0.5)/n
2010 Jul 06
1
nls + quasi-poisson distribution
Hello R-helpers,
I would like to fit a non-linear function to data (Discrete X axis,
over-dispersed Poisson values on the Y axis).
I found the functions gnlr in the gnlm package from Jim Lindsey: this can
handle nonlinear regression equations for the parameters of Poisson and
negative binomial distributions, among others. I also found the function
nls2 in the software package
2005 Feb 22
3
problems with nonlinear fits using nls
Hello colleagues,
I am attempting to determine the nonlinear least-squares estimates of
the nonlinear model parameters using nls. I have come across a common
problem that R users have reported when I attempt to fit a particular
3-parameter nonlinear function to my dataset:
Error in nls(r ~ tlm(a, N.fix, k, theta), data = tlm.data, start =
list(a = a.st, :
step factor 0.000488281