similar to: predict.lda problem with posterior probabilities

Displaying 20 results from an estimated 4000 matches similar to: "predict.lda problem with posterior probabilities"

2006 Nov 19
0
posterior probability formula in predict.lda
IHi all, have a dataset with rows as plots and environmental data as columns. I have predicted the values using the following ed.pred<-predict(lda.ed,ed) #lda.ed the model, ed the env. variables used for the prediction plots I am wanting to know the formula used by predict.lda for calculating the posterior probabilities. Can anyone point me in the right direction? Thanks
2005 Jun 15
1
2 LDA
Hi, I am using Partek for LDA analysis. For a binary response variable, it generates 2 discriminant functions, one for each of the 2 levels of the response variable. And I can simply calculate 2 discriminant scores (say d1 and d2) for each sampples using the 2 discriminant functions, then I can use the following formula to compute the posterior probability for the sample:
2003 Apr 02
1
lda of MASS library
Hi, it seems that the lda function in MASS library doesn''t give out the constant for the linear discriminant function under the situation that we don''t use standardized variable, anyone knows how to obtain the constant in order to construct the linear discriminant function? I understand that if the priors are set to be 1/2, the threshold of the discriminant score used to
2006 Dec 05
3
Comparing posterior and likelihood estimates for proportions (off topic)
This question is slightly off topic, but I'll use R to try and make it as relevant as possible. I'm working on a problem where I want to compare estimates from a posterior distribution with a uniform prior with those obtained from a frequentist approach. Under these conditions the estimates should agree. Specifically, I am asking the question, "What is the probability that the true
2008 Dec 31
3
WinBUGS posterior samples (via R2WinBUGS)?
Hi all, I did some analysis using package R2WinBUGS to call WinBUGS. I set the iterations to 50000 (fairly a large number, I think), but after the program was done, the effective posterior samples contained only 7 draws. I don't know why. By the way, I checked posterior sample size by using bugsobj$n.sims. And, for my previous practice with WinBUGS/R2WinBUGS, no such strange thing happend.
2013 Feb 18
1
compare posterior samples from R2OpenBugs and R function bugs{R2WinBUGS}
Hi all, I used both OpenBugs and R function bugs{R2WinBUGS} to run a linear mixed effects model based on the same data set and initial values. I got the same summary statistics but different posterior samples. However, if I order these two sets of samples, one is generated from OpenBugs and the other is generated from R, they turn to be the same. And the samples from R do not have any
2008 Jan 24
0
posterior probability in finite mixture
Dear All, This is a question somewhat off-topic. Say, if I have known the number of components in the mixture, all the estimated parameters, prior probabilities, and so on for a finite mixture model, how might I compute the posterior probabilities of each case for a new dataset without observed response (Y)? I want to know the parametric form of such calculation such that I can calculate it
2012 Feb 08
1
standard error for lda()
Hi, I am wondering if it is possible to get an estimate of standard error of the predicted posterior probability from LDA using lda() from MASS? Logistic regression using glm() would generate a standard error for predicted probability with se.fit=T argument in predict(), so would it make sense to get standard error for posterior probability from lda() and how? Another question about standard
2004 Sep 21
1
lda predict
Dear R-helpers, I have a model created by lda, and I would like to use this model to make predictions for new or old data. The catch is, I want to do this without using the "predict" function, i.e. only using information directly from the foo.lda object to create my posterior probabilities. In anticipation of likely responses, I will be brushing up my lda knowledge using the
2008 Sep 27
0
compute posterior mean by numerical integration
Dear R useRs, i try to compute the posterior mean for the parameters omega and beta for the following posterior density. I have simulated data where i know that the true values of omega=12 and beta=0.01. With the function postMeanOmega and postMeanBeta i wanted to compute the mean values of omega and beta by numerical integration, but instead of omega=12 and beta=0.01 i get omega=11.49574 and
2004 Feb 16
0
How do we obtain Posterior Predictive (Bayesian) P-values in R (a sking a second time)
Dear Friends, According to Gelman et al (2003), "...Bayesian P-values are defined as the probability that the replicated data could be more extreme than the observed data, as measured by the test quantity p=pr[T(y_rep,tetha) >= T(y,tetha)|y]..." where p=Bayesian P-value, T=test statistics, y_rep=data from replicated experiment, y=data from original experiment, tetha=the function
2004 Jul 13
1
lda() - again.
Hi. I asked a question about lda() and got some answers. However, one question remains (which is not independent of the earlier ones): What output does lda() produce which I can use to compute the posteriors? I know predict(lda())$posterior will give me precisely the posteriors, but suppose I'd like to compute them myself, outside of R. So far, I have not been able to use
2013 May 08
1
How to calculate Hightest Posterior Density (HPD) of coeficients in a simple regression (lm) in R?
Hi! I am trying to calculate HPD for the coeficients of regression models fitted with lm or lmrob in R, pretty much in the same way that can be accomplished by the association of mcmcsamp and HPDinterval functions for multilevel models fitted with lmer. Can anyone point me in the right direction on which packages/how to implement this? Thanks for your time! R. [[alternative HTML version
2004 Sep 15
1
Cross-validation for Linear Discrimitant Analysis
Hello: I am new to R and statistics and I have two questions. First I need help to interpret the cross-validation result from the R linear discriminant analysis function "lda". I did the following: lda (group ~ Var1 + Var2, CV=T) where "CV=T" tells the lda to do cross-validation. The output of lda are the posterior probabilities among other things, but I can't find an
2000 Apr 28
1
obtaining the discriminant line from lda
Dear R folks, Thanks to all your help before I have loaded a 1-D toy data set into R and did LDA on it. The toy data has Class=0 if value>0. > XY <-- read.table ("test.xy",header=T ) > XY X.Class value 1 0 60.4897262 2 0 32.9554489 3 -1 -53.6459189 4 0 44.4450579 . . . 998 -1 -43.4183157 999 0
2008 Dec 05
0
making sense of posterior statistics in the deal package
Hello, I'm doing bayesian network analyses with the deal package. I am at a loss for how to interpret output from the analysis (i.e. what is a good score, what is a bad score, which stats tell me what about the network edges/nodes). Here is an example node with its posterior scores for all parent nodes. ------------------------------------------------------------ Conditional Posterior:
2005 Sep 29
1
Fisher's discriminant functions
Hi everyone, I'm trying to solve a problem about how to get the Fisher's discriminant functions of a "lda" (linear discriminant analysis) object, I mean, the object obtained from doing "lda(formula, data)" function of the package MASS in R-project. This object gives me the canonical linear functions (n-1 coefficients matrix of n groups at least), and only with this
2010 Jul 18
2
loop troubles
Hi all, I appreciate the help this list has given me before. I have a question which has been perplexing me. I have been working on doing a Bayesian calculating inserting studies sequentially after using a non-informative prior to get a meta-analysis type result. I created a function using three iterations of this, my code is below. I insert prior mean and precision (I add precision manually
2012 Aug 05
1
Possible bug with MCMCpack metropolis sampler
Hi, I'm having issues with what I believe is a bug in the MCMCpack's MCMCmetrop1R function. I have code that basically looks like this: posterior.sampler <- function(data, prior.mu){ log.posterior <- function(theta) log.likelihood(data, theta) + log.prior(prior.mu, theta) post.samples <- MCMCmetrop1R(log.posterior, theta.init=prior.mu, burnin=100, mcmc=1000, thin=40,
2003 Oct 15
3
Fw: SIMCA algorithm implementation
I have used PCA for data classification by visual examination of the 3D scatter plot of the first 3 principal components. I now want to use the results to predict the class for new data. I have used predict.princomp to predict the scores and then visualise the results on a 3D scatter plot using the rgl library. However, is there an R function that will fit the new data to the class assignments