Displaying 20 results from an estimated 700 matches similar to: "arima() in package ts."
2002 Aug 10
0
?subexpressions, D, deriv
Hi all,
I am not used to using the computer to do calculus and have up to
now done my differentiation "by hand" , calling on skills I learned
many years ago and some standard cheat sheets.
My interest at present is in getting the second derivative of a
gaussian, which I did by hand and results in a somewhat messy
result involving terms in sigma^5 .. I have done some spot checks
2010 May 19
1
Displaying smooth bases - mgcv package
Dear all,
for demonstration purposes I want to display the basis functions used by a
thin plate regression spline in a gamm model. I've been searching the help
files, but I can't really figure out how to get the plots of the basis
functions. Anybody an idea?
Some toy code :
require(mgcv)
require(nlme)
x1 <- 1:1000
x2 <- runif(1000,10,500)
fx1 <- -4*sin(x1/50)
fx2 <-
2011 Jul 19
2
Incorrect degrees of freedom for splines using GAMM4?
Hello,
I'm running mixed models in GAMM4 with 2 (non-nested) random intercepts and
I want to include a spline term for one of my exposure variables. However,
when I include a spline term, I always get reported degrees of freedom of
less than 1, even when I know that my spline is using more than 1 degree of
freedom. For example, here is the code for my model:
>
2009 Feb 13
1
equivalent to SAS genmod code in R?
Hello,
I have to run a general linear mixed model which looks at 2 dependent
variables at the same time (var1 divided by var2). I have tryed to search
for such a kind of model structure but since I just started using R my
search was not successful. Especielly since I only have an old SAS GENMOD
code structure from my project supervisor as an indication.
My question is no, does there exist a code
2011 May 30
1
Error in minimizing an integrand using optim
Hi,
Am not sure if my code itself is correct. Here's what am trying to do:
Minimize integration of a function of gaussian distributed variable 'x' over
the interval qnorm(0.999) to Inf by changing value of parameter 'mu'. mu is
the shift in mean of 'x'.
Code:
# x follows gaussian distribution
# fx2 to be minimized by changing values of mu
# integration to be done over
2006 Jul 03
1
gamm
Hello,
I am a bit confused about gamm in mgcv. Consulting Wood (2006) or Ruppert et al. (2003) hasn't taken away my confusion.
In this code from the gamm help file:
b2<-gamm(y~s(x0)+s(x1)+s(x2)+s(x3),family=poisson,random=list(fac=~1))
Am I correct in assuming that we have a random intercept here....but that the amount of smoothing is also changing per level of the
2012 May 03
1
conducting GAM-GEE within gamm4?
Dear R-help users,
I am trying to analyze some visual transect data of organisms to generate a
habitat distribution model. Once organisms are sighted, they are followed
as point data is collected at a given time interval. Because of the
autocorrelation among these "follows," I wish to utilize a GAM-GEE approach
similar to that of Pirotta et al. 2011, using packages 'yags' and
2004 Mar 02
2
Problem with Integrate
The background: I'm trying to fit a Poisson-lognormal distrbutuion to
some data. This is a way of modelling species abundances:
N ~ Pois(lam)
log(lam) ~ N(mu, sigma2)
The number of individuals are Poisson distributed with an abundance
drawn from a log-normal distrbution.
To fit this to data, I need to integrate out lam. In principle, I can
do it this way:
PLN1 <- function(lam, Count,
2011 Oct 24
0
Output from BRugs Doesn't Match That from OpenBUGS
Hi.
I am trying to analyze with BRugs the Box-Tiao variance components example
in WinBUGS. The output from BRugs,
mean sd MC_error val2.5pc median val97.5pc start sample
sigma2.btw 681.9 1161 10.89 0.7016 253.8 4232 25001 100000
sigma2.with 4266.0 1246 4.92 2480.0000 4057.0 7262 25001 100000
doesn't match the output from WinBUGS,
node mean
2011 Jul 20
1
Fwd: Help please
Hi All,
This is not really an R question but a statistical one. If someone could
either give me the brief explanation or point me to a reference that might
help, I'd appreciate it.
I want to estimate the mean of a log-normal distribution, given the (log
scale normal) parameters mu and sigma squared (sigma2). I understood this
should simply be:
exp(mu + sigma2)
... but I the following code
2017 Sep 02
0
Strange lazy evaluation of default arguments
Dear Bill,
All makes perfect sense (including the late evaluation). I actually discovered the problem by looking at old code which used your proposed solution. Still I find it strange (and, hnestly, I don?t like R?s behavior in this respect), and I am wondering why u is not being copied to L just before u is assigned a new value. Of course, this would require the R interpreter to track all these
2017 Sep 02
0
Strange lazy evaluation of default arguments
Hello,
One way of preventing that is to use ?force.
Just put
force(l)
right after the commented out print and before you change 'u'.
Hope this helps,
Rui Barradas
Citando Matthias Gondan <matthias-gondan at gmx.de>:
> Dear R developers,
>
> sessionInfo() below
>
> Please have a look at the following two versions of the same function:
>
> 1. Intended
2017 Sep 02
2
Strange lazy evaluation of default arguments
Another way to avoid the problem is to not redefine variables that are
arguments. E.g.,
> Su3 <- function(u=100, l=u, mu=0.53, sigma2=4.3^2, verbose)
{
if (verbose) {
print(c(u, l, mu))
}
uNormalized <- u/sqrt(sigma2)
lNormalized <- l/sqrt(sigma2)
muNormalized <- mu/sqrt(sigma2)
c(uNormalized, lNormalized, muNormalized)
}
> Su3(verbose=TRUE)
2012 Jul 27
2
How can I access an element of a string?
Dear Daniel and Jorge,
Thank you very much and it does help.
If I have a string "ABCD", how can I access the second element of the
string "B"? Thanks,
Miao
2012/7/27 Daniel Nordlund <djnordlund@frontier.com>
> > -----Original Message-----
> > From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org]
> > On Behalf Of jpm miao
2007 Sep 21
1
problem with 'integrate'
Hello -
I am having a problem with the function 'integrate'. I am running R
on OSX (R 2.5.1).
I am trying to suppress the error message when 'integrate' attempts
to integrate across a parameter set giving a non-finite function
value. I'm using it in a MCMC / simulated annealing algorithm, and
it is entirely possible that some parameter sets will give non-
2017 Sep 05
0
Strange lazy evaluation of default arguments
Mathias,
If it's any comfort, I appreciated the example; 'expected' behaviour maybe, but a very nice example for staff/student training!
S Ellison
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Matthias
> Gondan
> Sent: 02 September 2017 18:22
> To: r-help at r-project.org
> Subject: [R] Strange lazy evaluation of
2011 Mar 28
1
maximum likelihood accuracy - comparison with Stata
Hi everyone,
I am looking to do some manual maximum likelihood estimation in R. I
have done a lot of work in Stata and so I have been using output
comparisons to get a handle on what is happening.
I estimated a simple linear model in R with lm() and also my own
maximum likelihood program. I then compared the output with Stata.
Two things jumped out at me.
Firstly, in Stata my coefficient
2006 Jun 06
1
gamm error message
Hello,
Why would I get an error message with the following code for gamm? I
want to fit the a gam with different variances per stratum.
library(mgcv)
library(nlme)
Y<-rnorm(100)
X<-rnorm(100,sd=2)
Z<-rep(c(T,F),each=50)
test<-gamm(Y~s(X),weights=varIdent(form=~1|Z))
summary(test$lme) #ok
summary(test$gam)
Gives an error message:
Error in inherits(x, "data.frame")
2006 Mar 01
0
[Fwd: Re: [R] a strange problem with integrate()]
When I saw the subject of the original message on
R-help, I was 95% confident that I knew the answer
(before I had seen the question).
This made me think that perhaps for some functions
there should be a 'Troubleshooting' section in the help
file.
The current help file for 'integrate' does say, as Sundar
points out, what the requirements are. However, I
think more people would
2013 Apr 09
0
[R-SIG-Finance] EM algorithm with R manually implemented?
Moved to R-help because there's no obvious financial content.
Michael
On Sat, Apr 6, 2013 at 10:56 AM, Stat Tistician
<statisticiangermany at gmail.com> wrote:
> Hi,
> I want to implement the EM algorithm manually, with my own loops and so.
> Afterwards, I want to compare it to the normalmixEM output of mixtools
> package.
>
> Since the notation is very advanced, I