similar to: FW: Mixture Transition Distribution (MTD) time series model in R or S ?

Displaying 20 results from an estimated 5000 matches similar to: "FW: Mixture Transition Distribution (MTD) time series model in R or S ?"

2003 Dec 05
1
Robust Covariance Estimation (NNVE) Package Released
Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE) Software to carry out robust covariance estimation by Nearest Neighbor Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)] is now available for R and Splus. In the simulation studies published in JASA, this had mean squared error at least 100 times smaller than that of other leading
2003 Dec 05
1
Robust Covariance Estimation (NNVE) Package Released
Robust Covariance Estimation Software via Nearest Neighbor Variance Estimation (NNVE) Software to carry out robust covariance estimation by Nearest Neighbor Variance Estimation (NNVE) [Wang and Raftery (2002, J. Amer. Statist. Ass.)] is now available for R and Splus. In the simulation studies published in JASA, this had mean squared error at least 100 times smaller than that of other leading
2012 Feb 16
1
Is there a function for scatter3d with Categorical responses?
Hello, I'm working with a series (30+) of hydrologic metrics and 10 vegetation communities and I need to determine which of the metrics provide the best separability for each of the vegetation communities. The hydrologic metrics are highly correlated, therefore the need to reduce the number of them considered is critically important. I've been looking at the scatter3d function in the
2004 Jun 07
2
MCLUST Covariance Parameterization.
Hello all (especially MCLUS users). I'm trying to make use of the MCLUST package by C. Fraley and A. Raftery. My problem is trying to figure out how the (model) identifier (e.g, EII, VII, VVI, etc.) relates to the covariance matrix. The parameterization of the covariance matrix makes use of the method of decomposition in Banfield and Rraftery (1993) and Fraley and Raftery (2002) where
2001 Nov 16
2
Finite Mixture Analysis
Are there any S-Plus or R libraries/packages that do Finite Mixture Analysis following the algorithms similar to those implemented in Geoffrey MacLachlan's EMMIX program? Thanks. Dr. Marc R. Feldesman email: feldesmanm at pdx.edu email: feldesman at attglobal.net fax: 503-725-3905 "Don't know where I'm going. Don't like where I've been. There may be no exit. But
2005 Nov 18
2
R-News 5/2, Bayesian Model Averaging, a detail
The article on BMA (Bayesian model averaging) presents most valuable tools for model selection, but I find one detail confusing in Example 1. In page 4 of RNews 5/2, second paragraph says that the probability of Time variable not being in the model is 0.445. It seems to me that the figure should be 1 - 0.445 = 0.555, because p!=0.445 is the prob. of Time variable being in the model. The plot in
2010 Feb 25
3
why mtd root device number is __makedev(0,254)
Hi, I'm wondering when /proc/cmdline has "root=/dev/mtdblockX", name_to_dev_t_real will return __makedev(0,254) for root device's device number which is weired. I think we need to create the device on the fly from information in sysfs. Maybe I have mistaken something. Is there any clue? -- Regards, Shizheng -------------- next part -------------- An HTML attachment was
2012 Jun 18
1
Slide Show (S9) v1.1 Update - More Template Packs (Deck.js, Impress.js, CSSS, Slidy2, etc.)
Hello, If you're interested in authoring your presentations/slide shows in Markdown, you might check out the Slide Show (S9) gem in Ruby. A simple slide show looks like: What's Slide Show (S9)? ======================= A Free Web Alternative to PowerPoint and KeyNote in Ruby Getting Started in 1-2-3 Easy Steps =================================== * Step
2009 Nov 25
1
fitting mixture of normals distribution to asset return data
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2007 Jun 20
1
How to use "mix" to estimate the parameters for mixture gamma distribution?
Dear R users, Please help me on using "mix" function under package "mixdist". My data distribution shows there are two components for the mixture distribution: left part is an exponential and right part is a normal. So I plan to use "gamma" mixture distribution to estimate the parameters. Here is what I am using for the "mix" function. Test<-mix(x,
2011 Mar 14
0
Fitting 4 moments distribution w/ Mixture Gaussian
Hello, I know that Mclust does the fitting on its own but I am trying to implement an optimization with the aim to generate a the mixture gaussian with the combine moments as closed as possible to the moment of my return distribution. The objective is to Min Abs((Mean Ret - MeanFit)/Mean Fit) + Abs((Std Ret -Stdev Fit)/Stdev) + Abs((Sk Ret-Sk fit)/Sk Fit) + Abs((Kurt Ret- Kurt Fit)) Taking
2006 Feb 08
1
Mixture normal distribution
Dear R helper, I hope that u can help me to sort out my problem because I sent an E-mail last night to R-list but I have not receive any help and at the same time I think this problem is not so hard. I have used the following functions before > K<-10 > prime<-c(2,3,5,7,11,13,17) > UN<-seq(1:K)%*%t(sqrt(prime)) > U1<-UN-as.integer(UN) > U<-matrix(qnorm(U1),K,7)
2007 Apr 20
1
Estimating a Normal Mixture Distribution
Hi everyone, I am using R 2.4.1 on a MacOS X ("Tiger") operating system. In the last few day I was trying to estimate the parameters of a mixture of two normal distributions using Maximum Likelihood. The code is from Modern Applied Statistics with S (4th edition), chapter 16 ("Optimization"), the dataset is available under MASS in R. Unfortunately, when I tried out the
2013 Feb 18
1
nobs() with glm(family="poisson")
Hi! The nobs() method for glm objects always returns the number of cases with non-null weights in the data, which does not correspond to the number of observations for Poisson regression/log-linear models, i.e. when family="poisson" or family="quasipoisson". This sounds dangerous since nobs() is, as the documentation states, primarily aimed at computing the Bayesian
2005 Mar 23
4
sampling from a mixture distribution
Dear R users, I would like to sample from a mixture distribution p1*f(x1)+p2*f(x2). I usually sample variates from both distributions and weight them with their respective probabilities, but someone told me that was wrong. What is the correct way? Vumani
2013 Aug 02
3
[PATCH trivial] include: uapi: standard all files' macro prefix and suffix, excluding "linux/" sub-directory
For "include/uapi/*", excluding "linux/" sub-directory, let all files' macro prefix match the standard format, and give related stand comments for their macro suffix. The related standard format is: "_SUBDIRNAME_SUBDIRNAME[_SUBDIRNAME]_FILENAME" (1st _SUBDIRNAME is _UAPI), and use '_' instead of '.' and '-'. Signed-off-by: Chen Gang
2013 Aug 02
3
[PATCH trivial] include: uapi: standard all files' macro prefix and suffix, excluding "linux/" sub-directory
For "include/uapi/*", excluding "linux/" sub-directory, let all files' macro prefix match the standard format, and give related stand comments for their macro suffix. The related standard format is: "_SUBDIRNAME_SUBDIRNAME[_SUBDIRNAME]_FILENAME" (1st _SUBDIRNAME is _UAPI), and use '_' instead of '.' and '-'. Signed-off-by: Chen Gang
2013 Aug 02
3
[PATCH trivial] include: uapi: standard all files' macro prefix and suffix, excluding "linux/" sub-directory
For "include/uapi/*", excluding "linux/" sub-directory, let all files' macro prefix match the standard format, and give related stand comments for their macro suffix. The related standard format is: "_SUBDIRNAME_SUBDIRNAME[_SUBDIRNAME]_FILENAME" (1st _SUBDIRNAME is _UAPI), and use '_' instead of '.' and '-'. Signed-off-by: Chen Gang
2006 Dec 14
0
Samba and LVM
I've recently set up an Openfiler 2.2 system, with a few disks under md (RAID6), LVM on top of that, and formatted ext3. When snapshots are in use, large file transfers (transfers of large files, or transfers of many smaller ones) are disconnected - Leaving a Windows 2000 client with an error like 'The network resource is no longer available'. Re-trying works, but cuts out again
2007 Jul 05
0
model-based question-better readable version
It is going to be easy question to you. I've started to interest in model-based clustering. Adrian E. Raftery "Recent Advances in Model-Based Clustering: Image Segmentation and Variable Selection" (www.stat.washington.edu/Raftery)showed that we can compare different classification methods using BIC statistic. For diabetes dataset the best model is VVV model with 3 classes- for this