Displaying 20 results from an estimated 300 matches similar to: "MCMC coding problem"
2006 Jan 19
2
Tobit estimation?
Folks,
Based on
http://www.biostat.wustl.edu/archives/html/s-news/1999-06/msg00125.html
I thought I should experiment with using survreg() to estimate tobit
models.
I start by simulating a data frame with 100 observations from a tobit model
> x1 <- runif(100)
> x2 <- runif(100)*3
> ystar <- 2 + 3*x1 - 4*x2 + rnorm(100)*2
> y <- ystar
> censored <- ystar <= 0
2013 May 11
1
prediction in a loop with only one sample
Dear all,
I have a sample with 920 observations. I want to create a loop which takes
300 of these observations for the prediction and the rest to estimate the
model.
My idea was to create something like this:
cs.training.dat <- read.table...
cs.training.dat_sub1 <- subset(cs.training.dat, Income>10)
cs.training.dat_sub2 <- subset(cs.training.dat_sub1, Dept.Ratio<=1)
2005 Apr 15
2
aggregate slow with variables of type 'dates' - how to solve
Dear all
I use aggregate with variables of type numeric and dates. For type numeric
functions, such as sum() are very fast, but similar simple functions, such
as min() are much slower for the variables of type 'dates'. The difference
gets bigger the larger the 'id' var is - but see this sample code:
dts <- dates(c("02/27/92", "02/27/92",
2012 Oct 25
2
How to extract auc, specificity and sensitivity
I am running my code in a loop and it does not work but when I run it
outside the loop I get the values I want.
n <- 1000; # Sample size
fitglm <- function(sigma,tau){
x <- rnorm(n,0,sigma)
intercept <- 0
beta <- 0
ystar <- intercept+beta*x
z <- rbinom(n,1,plogis(ystar))
xerr <- x + rnorm(n,0,tau)
model<-glm(z ~ xerr, family=binomial(logit))
2010 Feb 11
1
Fwd: Recall function: "evaluation nested too deeply: infinite recursion / options(expressions=)?"
hello all
i searched the archives and couldn't get a solution to the following question.
i have the following function:
F=function(z,v)
{
if (v==-.5) return(1) else return(2*v/z + 1/Recall(z,v-1))
}
and while testing whether it works (ie F(z,v) is approx = besselK(z,1+v)/besselK(z,V). the recursion formula allows one to calculate besselK(z,1+v)/besselK(z,V) for large values of z )
2012 Oct 20
1
Logistic regression/Cut point? predict ??
I am new to R and I am trying to do a monte carlo simulation where I
generate data and interject error then test various cut points; however, my
output was garbage (at x equal zero, I did not get .50)
I am basically testing the performance of classifiers.
Here is the code:
n <- 1000; # Sample size
fitglm <- function(sigma,tau){
x <- rnorm(n,0,sigma)
intercept <- 0
beta
2009 Apr 23
2
Two 3D cones in one graph
Dear R-users:
The following code produces two cones in two panels. What I would like
to have is to have them in one, and to meet in the origin. Does anyone
have any good ideas how to do this?
Thanks for your help
Jaakko
library(lattice)
A<-matrix(ncol=2, nrow=64)
for(i in 0:63)
{
A[i+1,1]<-sin(i/10)
A[i+1,2]<-cos(i/10)
}
2011 Mar 14
3
vfs_gpfs module errors
Hi
I'm encountering an error with some of my Windows clients when
using CTDB and samba to access a GPFS hosted share. We see the following
error all the time.
[2011/03/14 12:31:16.549084, 1] modules/vfs_gpfs.c:1099(vfs_gpfs_ntimes)
vfs_gpfs_ntimes: set GPFS ntimes failed -1
The copy continues but is slow. All the timestamps seem reasonable for
the data copied.
The GPFS
2008 Dec 16
1
Prediction intervals for zero inflated Poisson regression
Dear all,
I'm using zeroinfl() from the pscl-package for zero inflated Poisson
regression. I would like to calculate (aproximate) prediction intervals
for the fitted values. The package itself does not provide them. Can
this be calculated analyticaly? Or do I have to use bootstrap?
What I tried until now is to use bootstrap to estimate these intervals.
Any comments on the code are welcome.
2016 Oct 09
3
On Loop Distribution pass
Dear community,
Our team at IITH have been experimenting with loop-distribution pass in
LLVM. We see the following results on few benchmarks.
clang -O3 -mllvm -enable-loop-distribute -Rpass=loop-distribute file.c
clang -O3 -mllvm -enable-loop-distribute -Rpass-analysis=loop-distribute
file.c
TORCH
2004 Oct 31
3
strange results with dmvnorm
I am experiencing strange results using dmvnorm. I define a scaled distance
matrix from the coordinates bellow and then calculate a covariance matrix using
a spherical correlation function. Then with certain combinations of
range and sill parameters dmvnorm is returning values greater than 1. Surely
the results of dmvnorm should be in the interval 0:1 (or do I just nead a
holiday?). In addition
2006 Jan 20
2
big difference in estimate between dmvnorm and dnorm, how come?
Dear R community,
I was trying to estimate density at point zero of a multivariate
distribution (9 dimensions) and for this I was using a multinormal
approximation and the function dmvnorm , gtools package.
To have a sense of the error I tried to look the mismatch between a
unidimensional version of my distribution and estimate density at
point zero with function density, dmvnorm and dnorm.
At
2013 Jun 06
1
dmvnorm
Summary:
+ I am writing an R extension that needs to call dmvnorm more than
10,000 times during a model fitting computation.
+ My extension uses openmp for parallel execution.
+ As of R 3.0, it is no longer permitted for threads to call the R
interpreter because there is a stack overflow check that always trips
because the thread's stack is different from what R is expecting.
+
2008 Sep 15
0
Simple censored quantile regression question
I start by doing a simple gaussian tobit by MLE:
x1 <- runif(1000) # E() = 0.5
x2 <- runif(1000)*2 # E() = 1
x3 <- runif(1000)*4 # E() = 2
ystar <- -7 + 4*x1 + 5*x2 + rnorm(1000) # is mean 0
y <- ystar
censored <- ystar <= 0
y[censored] <- 0
library(AER)
m <- tobit(y ~ x1 + x2, left=0, data=D)
summary(m)
Which gives:
Call:
2002 Feb 11
0
profile
I am running 1.3.1 on a Windows (NT 4.0) machine. I've fit a nonlinear
model intended to predict crop yield from nutrient information, and want to
use the profile function. If I type say,
profile(simparj.fm)
I get the following error message:
"Error in prof$getProfile(): number of iterations exceeded maximum of
5.25515e-308"
I used the profiler function to profile simparj,fm step
2011 Aug 30
2
Multivariate Normal: Help wanted!
I have the following function, a MSE calc based on some Multivariate normals:
MV.MSE<-function(n,EP,X,S){
(dmvnorm(X,mean=rep(0,2),I+S+EP)-dmvnorm(X,mean=rep(0,2),I+S))^2
+
1/n*(dmvnorm(X,mean=rep(0,2),1+S+EP/2)*det(4*pi*EP)^-.5-
(dmvnorm(X,mean=rep(0,2),I+S+EP ))^2)}
I can get the MV.MSE for given values of the function e.g
2009 May 22
0
EM algorithm mixture of multivariate
Hi, i would to know, if someone have ever write the code to estimate the
parameter (mixing proportion, mean, a var/cov matrix) of a mixture of two
multivariate normal distribution. I wrote it and it works (it could find
mean and mixing proportion, if I fix the var/cov matrix), while if I fix
anything, it doesn't work. My suspect is that when the algorithm iterates
the var/cov matrix, something
2009 May 22
0
EM algorithm mixture of multivariate gaussian
Hi, i would to know, if someone have ever write the code to estimate the
parameter (mixing proportion, mean, a var/cov matrix) of a mixture of two
multivariate normal distribution. I wrote it and it works (it could find
mean and mixing proportion, if I fix the var/cov matrix), while if I fix
anything, it doesn't work. My suspect is that when the algorithm iterates
the var/cov matrix, something
2010 Feb 11
0
Recall function: "evaluation nested too deeply: infinite recursion / options(expressions=)?"
hello all
i searched the archives and couldn't get a solution to the following question.
i have the following function:
F=function(z,v)
{
if (v==-.5) return(1) else return(2*v/z + 1/Recall(z,v-1))
}
and while testing whether it works (ie F(z,v) is approx = besselK(z,1+v)/besselK(z,V). the recursion formula allows one to calculate besselK(z,1+v)/besselK(z,V) for large values of z )
2012 Sep 17
2
Problem with Stationary Bootstrap
Dear R experts,
I'm running the following stationary bootstrap programming to find the parameters estimate of a linear model:
X<-runif(10,0,10)
Y<-2+3*X
a<-data.frame(X,Y)
coef<-function(fit){
fit <- lm(Y~X,data=a)
return(coef(fit))
}
result<- tsboot(a,statistic=coef(fit),R = 10,n.sim = NROW(a),sim = "geom",orig.t = TRUE)
Unfortunately, I got this