similar to: Lattice graphics and strip function

Displaying 20 results from an estimated 2000 matches similar to: "Lattice graphics and strip function"

2007 May 24
3
Problem with numerical integration and optimization with BFGS
Hi R users, I have a couple of questions about some problems that I am facing with regard to numerical integration and optimization of likelihood functions. Let me provide a little background information: I am trying to do maximum likelihood estimation of an econometric model that I have developed recently. I estimate the parameters of the model using the monthly US unemployment rate series
2005 Nov 07
1
Newbie on functions
Hi, I'm trying to write a simple function like case1 <- function (m, cov, Q, R) { theta <- (acos(R/sqrt(Q^3))) beta <- (-2)*sqrt(Q)*cos(theta/3)+m[1]/3 rho1 <- (-2)*sqrt(Q)*cos((theta+2*pi)/3)+m[1]/3 rho2 <- (-2)*sqrt(Q)*cos((theta-2*pi)/3)+m[1]/3 stderrb <- deltamethod( ~(-2)*sqrt(Q)*cos(theta/3)+x1/3,m,cov) stderrr1 <- deltamethod(
2008 Feb 08
0
User specified correlation structure (e.g., 2-banded Toeplitz)
Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2008 Feb 08
0
User-specified correlation structure (e.g., 2-banded Toeplitz)
Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2008 Feb 12
0
nlme & special case of corARMA?
Dear All: I am trying to fit a special case of a 2-banded Toeplitz correlation structure. A 2-banded Toeplitz has ones on the diagonal, a correlation, RHO1, on the first off-diagonal, and a correlation, RHO2, on the second off-diagonal, with zeros on all subsequent off-diagonals. After reading relevant sections in Mixed-Effects Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2010 Jan 21
1
correlation significance testing with multiple factor levels
[Apologies in advance if this is too "statistics" and not enough "R".] I've got an experiment with two sets of treatments. Each subject either received all treatments from set A or all treatments from set B. I can compute the N pairwise correlations for all treatments in either set using cor(). If I take the mean of these N pairwise correlations, I see that the effects
2007 Jul 16
1
question about ar1 time series
Hello everybody, I recently wrote a "program" that to generate AR1 time series, here the code: #By Jomopo. Junio-2007, Leioa, Vizcaya #This program to create the AR1 syntetic series (one by one) #Where the mean is zero, but the variance of the serie AR1 and #the coef. of AR1 are be changed. If var serie AR1 = 1 then is standarized! #Final version for AR1 time series program #Mon Jul
2006 Mar 15
4
sub-selection with $
Hello, I have 2 navigations ( mainnav and subnav ) with 2 lists List have same names ( li0 li1 li2 ) What is the best way to select li1 of subnav with prototype 1.4 in this case ? I just want to hide/show it Thanks <div id="mainnav"> <ul> <li name="li0"><li name="li1"><li name="li2"> </ul> </div> <div
2012 Mar 09
2
[LLVMdev] How to keep FunctionPass analysis result alive in Module Pass?
Hello, I am trying to write a new ModulePass using LoopInfo analysis result, but it seems I misunderstand some concept about PassManager. Basically I want to keep LoopInfo analysis result alive. Here is an example showing the problem I encountered, assuming I already addRequired<llvm::LoopInfo>() in getAnalysisUsage: void foo(llvm::Function *F1, llvm::Function *F2) { llvm::LoopInfo
2010 Nov 18
1
how do I build panel data/longitudinal data models with AR terms using the plm package or any other package
Hi All, I am doing econometric modeling of panel data (fixed effects). We currently use Eviews to do this, but I have discovered a bug in Eviews 7 and am exploring the use of R to build panel data models / longitudinal data models. I looked at the plm package but do not see how I can incorporate AR terms in the model using the plm package. I have an Eviews model with two AR terms, AR(1) and
2012 Mar 09
3
[LLVMdev] How to keep FunctionPass analysis result alive in Module Pass?
Thank you for your quick reply. Actually I am using a std::map to map Function* to LoopInfo*, but that does not help in this case. Each time I call getAnalysis<llvm::LoopInfo>(*F), it returns the same instance of llvm::LoopInfo, so the std::map is just mapping every function into the same instance. It seems only the analysis result for the last function is valid, because all the result for
2012 Mar 09
0
[LLVMdev] How to keep FunctionPass analysis result alive in Module Pass?
On 3/9/12 4:10 PM, Fan Long wrote: > Hello, > I am trying to write a new ModulePass using LoopInfo analysis result, but it seems I misunderstand some concept about PassManager. Basically I want to keep LoopInfo analysis result alive. Here is an example showing the problem I encountered, assuming I already addRequired<llvm::LoopInfo>() in getAnalysisUsage: > > void
2006 Sep 01
0
defining error structure in bivariate mixed models
Hi, Using indicator variables I have been able to fit and run the code for fitting a bivariate mixed model using unstructured covariance matrix The code is lme.fit1<- lme(one.var~-1+indic1+indic2+I(indic1*d.time)+I(indic2*d.time), random =~ -1+indic1+indic2|m.unit, weights = varIdent(~1|indic1) ,data = new.data) My variables are one.var :- the two response variables stacked one after
2007 May 08
0
Question on bivariate GEE fit
Hi, I have a bivariate longitudinal dataset. As an example say, i have the data frame with column names var1 var2 Unit time trt (trt represents the treatment) Now suppose I want to fit a joint model of the form for the *i* th unit var1jk = alpha1 + beta1*timejk + gamma1* trtjk + delta1* timejk:trtjk + error1jk var2 = alpha2 + beta2*timejk + gamma2* trtjk + delta2* timejk:trtjk +
2012 Mar 09
0
[LLVMdev] How to keep FunctionPass analysis result alive in Module Pass?
On 3/9/12 4:28 PM, Fan Long wrote: > Thank you for your quick reply. > > Actually I am using a std::map to map Function* to LoopInfo*, but that > does not help in this case. Each time I call > getAnalysis<llvm::LoopInfo>(*F), it returns the same instance of > llvm::LoopInfo, so the std::map is just mapping every function into > the same instance. It seems only the
2002 Apr 15
3
Greek in text()
I have gone over the examples and can't figure this out: rho<-.77 text(x=.05,y=.5,paste(expression(rho),rho)) I was hoping to get this to print a Greek rho with 0.77 beside it. Instead I get: rho 0.77 (i.e. Roman lettering) The help on expression() is quite opaque so I don't understand how it works. Thanks for any help. Bill Simpson
2006 Dec 13
2
persp() problem
Dear list, I have a problem on persp() x <- u1data #first coloum in attached data y <- u2data #second coloum in attached data f <- function(x,y){qgev(pnorm(rhoF*qnorm(pnorm((qnorm(y)-rho2*qnorm(x)/sqrt(1-rho2^2)))) +sqrt(1-rhoF^2)*qnorm(0.95)),-0.3935119, 0.4227890, 0.2701648)} z <- outer(x,y,f) persp(x,y,z) The R will display: "Error in persp.default(x, y,
2010 Nov 03
3
R package BibTex entries: looking for a more general solution
== Summary == * Problem: BibTeX entries extracted from R packages via citation() require too much manual editing to be of general use. * Proposal: Date: fields should be made mandatory in package DESCRIPTION files, perhaps beginning with warnings from R CMD check * Proposal: Package authors should be encouraged to use a (new) Contributors: field in the DESCRIPTION file rather than packing all
2008 Jan 23
2
from a normal bivariate distribution to the marginal one
Hello, I'm quite new with R and so I would like to know if there is a command to calculate an integral. In particular I simulated a bivariate normal distribution using these simple lines: rbivnorm <- function(n, # sample size mux, # expected value of x muy, # expected value of Y sigmax, # standard deviation of
2006 Jan 06
2
panel data unit root tests
When finally got some time to do some coding, I started and stopped right after. The stationary test is a good starting point because it demonstrates how we should be able to move the very basic R matrices. I have a real- world small N data set with rows: id(n=1)---t1---variable1 ... id=(N=20)---T=21---variable1 Thus, a good test case. For first id I was considering something like this: lag