similar to: 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

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,

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)

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

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

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

hello everybody solved the problem with summary, now I have another one eg I estimate > try.op <- polr( > as.ordered(sod.sit.ec.fam) ~ > log(y) + > log(1 + nfiglimin) + > log(1 + nfiglimagg) + > log(ncomp - nfiglitot) + > eta + > I(eta^2) + >

Dear R developers, sessionInfo() below Please have a look at the following two versions of the same function: 1. Intended behavior: > Su1 = function(u=100, l=u, mu=0.53, sigma2=4.3^2) + { + print(c(u, l, mu)) # here, l is set to u?s value + u = u/sqrt(sigma2) + l = l/sqrt(sigma2) + mu = mu/sqrt(sigma2) + print(c(u, l, mu)) + } > > Su1() [1] 100.00 100.00 0.53 [1]

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

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

Dear UseRs, I wrote the following function to use MLE. --------------------------------------------- mlog <- function(theta, nx = 1, nz = 1, dt){ beta <- matrix(theta[1:(nx+1)], ncol = 1) delta <- matrix(theta[(nx+2):(nx+nz+1)], ncol = 1) sigma2 <- theta[nx+nz+2] gamma <- theta[nx+nz+3] y <- as.matrix(dt[, 1], ncol = 1) x <- as.matrix(data.frame(1,

Hello, I'm Giovanni from ROMA.. I can't find a solution for the error: "error using packet 1 the y field is not specified and it has not a default value" (this is my traslation from italian language) The code is: pc<- qqmath(~valori, distribution=function(p) qweibull(p,beta,alpha), prepanel = prepanel.qqmathline, panel = function(x, y) {

Is there an R implementation of a scheme for automatic smoothing parameter selection with loess, e.g., by minimizing one of the AIC/GCV statistics discussed by Hurvich, Simonoff & Tsai (1998)? Below is a function that calculates the relevant values of AICC, AICC1 and GCV--- I think, because I to guess from the names of the components returned in a loess object. I guess I could use

Hi, A question. When I run gelman.diag and gelman.plot with mcmc lists obtained from MCMCregress, the results are following. > post.R <- MCMCregress(Size~Age+Status, data = data, burnin = 5000, mcmc = 100000, + thin = 10, verbose = FALSE, beta.start = NA, sigma2.start = NA, + b0 = 0, B0 = 0, nu = 0.001, delta = 0.001) > post1.R <- MCMCregress(Size~Age+Status, data

Hi, I am trying to parameterize the following mixed model (following Piepho and Ogutu 2002), to test for a trend over time, using multiple sites: y[ij]=mu+b[j]+a[i]+w[j]*(beta +t[i])+c[ij] where: y[ij]= a response variable at site i and year j mu = fixed intercept Beta=fixed slope w[j]=constant representing the jth year (covariate) b[j]=random effect of jth year, iid N(0,sigma2[b]) a[i]=random

Hello, I am struggling for some time now to estimate AR(1) process for commodity price time series. I did it in STATA but cannot get a result in R. The equation I want to estimate is: p(t)=a+b*p(t-1)+error Using STATA I get 0.92 for a, and 0.73 for b. Code that I use in R is: p<-matrix(data$p) # price at time t lp<-cbind(1,data$lp) # price at time t-1

Dear R-Users, I'm using SSPIR package for a spatio-temporal application. Is it possible to modify the structure of the involved matrixes (Fmat, Gmat, Vmat,Wmat)? I want to create a model like this #y(t)=k*theta(t)+epsilon(t) #theta(t)=h*theta(t-1)+eta(t) #epsilon(t) N(0,V) V=sigma2*I #eta(t) N(0,W) W=sigma2_eta where the state variable theta has dimension 1(p=1) and at

Hi, I am trying to fit a function of the form: y = A0 + A1 * exp( -0.5* ( (X - Mu1) / Sigma1 )^2 ) - A2 * exp ( -0.5* ( (X-Mu2)/Sigma2 )^2 ) i.e. a mean term (A0) + a difference between two gaussians. The constraints are A1,A2 >0, Sigma1,Sigma2>0, and usually Sigma2>Sigma1. The plot looks like a "Mexican Hat". I had trouble (poor fits) fitting this function to toy data

Hello all, I have a large parameter problem with the following very simple likelihood function: fn<-function(param) { x1<-param[1:n] g1<-param[(n+1):(2*n)] beta<-param[(2*n+1):(2*n+k)] sigma2<-param[2*n+k+1]^2 meang1sp<-mean(g1[sp]) mu<-beta%*%matrix(x1,1,n)-(g1[sp]-meang1sp)%*%matrix(g1,1,n) return(sum((ydc-mu)^2)/(2*sigma2) + n*k*log(sqrt(sigma2)) +

i am using sarima() function as below ___________________________________________________________________________________________ sarima=function(data,p,d,q,P=0,D=0,Q=0,S=-1,tol=.001){ n=length(data) constant=1:n xmean=matrix(1,n,1) if (d>0 & D>0) fitit=arima(data, order=c(p,d,q), seasonal=list(order=c(P,D,Q), period=S),