Displaying 20 results from an estimated 200 matches similar to: "question about function "gls" in library "nlme""
2011 Feb 06
1
anova() interpretation and error message
Hi there,
I have a data frame as listed below:
> Ca.P.Biomass.A
P Biomass
1 334.5567 0.2870000
2 737.5400 0.5713333
3 894.5300 0.6393333
4 782.3800 0.5836667
5 857.5900 0.6003333
6 829.2700 0.5883333
I have fit the data using logistic, Michaelis?Menten, and linear model,
they all give significance.
> fm1 <- nls(Biomass~SSlogis(P, phi1, phi2, phi3), data=Ca.P.Biomass.A)
2003 Aug 14
1
gnls - Step halving....
Hi all,
I'm working with a dataset from 10 treatments, each
treatment with 30 subjects, each subject measured 5
times. The plot of the dataset suggests that a
3-parameter logistic could be a reasonable function to
describe the data. When I try to fit the model using
gnls I got the message 'Step halving factor reduced
below minimum in NLS step'. I´m using as the initial
values of the
2007 Aug 23
1
degrees of freedom question
R2.3, WinXP
Dear all,
I am using the following functions:
f1 = Phi1+(Phi2-Phi1)/(1+exp((log(Phi3)-log(x))/exp(log(Phi4)))
f2 = Phi1+(Phi2-Phi1)/(1+exp((log(Phi3)-log(r)-log(x))/exp(log(Phi4)))
subject to the residual weighting
Var(e[i]) = sigma^2 * abs( E(y) )^(2*Delta)
Here is my question, in steps:
1. Function f1 is separately fitted to two different datasets
corresponding to
2002 May 24
5
intersecting polygons and conversion from decimal degree to km
Dear all,
1. How can I compute the intersecting area between 2 polygons ?
2. I have polygons with coordinates in decimal degrees (i.e. 13 deg 30
min = 13.5 decimal degrees). I want to compute their area and get the
results in square meters or square kiometers. Can anyone give me a
conversion coefficient or a pointer where I can find this information
(sorry for this off topic question) ?
Thanks
2005 Sep 06
1
R: optim
hi all
i dont understand the error message that is produced by the optim
function. can anybody help???
ie:
[[1]]$message
[1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
can anyone help?
###########################################################################
SK.FIT(XDATA=a,XDATAname="a",PHI1=1,v=5,vlo=2,vhi=300,phi2lo=.01)
[[1]]
[[1]]$par
[1] -0.01377906
2017 Oct 18
4
Error messages using nonlinear regression function (nls)
Hi all,
I am trying to use nonlinear regression (nls) to analyze some seed germination data, but am having problems with error codes.
The data that I have closely matches the germination dataset included in the drc package.
Here is the head of the data
temp species start end germinated TotSeeds TotGerminated Prop
1 10 wheat 0 1 0 20 0 0.0
2 10 wheat
2008 Mar 10
1
state space model for poisson distribution
Hi Rers,
I have a poission time series model with 5 parameters. I just wanted to remove two of the lag on response in the model and put it as a system model. I am not sure about the codes to combine these two on R. If anybody has any R example (code), please post it.
My original model: log(Y(t))~constant+b1*Y(t-1)+b2*Y(t-2)+b3*(variable1)+b4*(variable2)+e
I would like to construct a
2003 Jun 03
1
tseries "adf.test"
I have a question regarding the adf.test command in the tseries library.
I have a vector of time series observations (2265 daily log prices for the
OEX to be exact). I also have this same data in first-differenced form. I
want to test both vectors individually for staionarity with an Augmented
Dickey-Fuller test. I noticed when I use the adf.test command from the
tseries library, the general
2010 Apr 14
0
ur.df ADF Unit Root Test: what is the meaning of phi1 and phi2 test statistic?
Hello,
I am using the ur.df function from the {arca} package to run the augmented
Dickey-Fuller unit root test on several time series. However; I do not
understand the econometric interpretation of the the "phi1" and "phi2"
test-statisitc which are output if you choose a "trend" or "drift" model. I
looked at the source code for the function but I do not
2008 Apr 04
1
Problems with Unit Root testing using ur.df function
Hi All,
I'm new to R and am trying to run a unit root test on the vector "y" (a time
series of inflation (i.e. changes in the Consumer Price Index quarter on
quarter)).
I've run the Augmented-Dickey-Fuller Test below (R's URCA package). It gives
me an error that it cannot find the function ur.df unless I comment out the
third last line of code (see below).
I try to call
2012 Jul 18
2
[LLVMdev] Phi translation
I just accidently sent a partially complete email, so this contains the
rest (sorry!)
I'm working on translating llvm's optimized intermediate code to another
compiler's intermediate code, and I'm working on the PHI instruction.
Here's an example phi instruction to help explain what I'm trying to do:
%inc25 = phi i32 [ 1, %entry ], [ %inc, %for.body ]
What I would want to
2017 Oct 20
1
Error messages using nonlinear regression function (nls)
Hi
Keep your messages in the list, you increase your chance to get some answer.
I changed your data to groupedData object (see below), but I did not find any problem in it.
plot(wlg)
gives reasonable picture and I am not such expert to see any problem with data. Seems to me, that something has to be wrong with nlsList function.
> wheat.list <- nlsList(Prop ~ SSlogis(end,Asym, xmid,
2005 Nov 03
4
nlme questions
Dear R users;
Ive got two questions concerning nlme library 3.1-65 (running on R 2.2.0 /
Win XP Pro). The first one is related to augPred function. Ive been working
with a nonlinear mixed model with no problems so far. However, when the
parameters of the model are specified in terms of some other covariates,
say treatment (i.e. phi1~trt1+trt2, etc) the augPred function give me the
following
2012 Jul 18
1
[LLVMdev] (no subject)
I'm working on translating llvm's optimized intermediate code to another
compiler's intermediate code, and I'm working on the PHI instruction.
Here's an example phi instruction to help explain what I'm trying to do:
%inc25 = phi i32 [ 1, %entry ], [ %inc, %for.body ]
What I would want to do here is allocate some memory memory (i'm trying to
use %phi1 = alloca i32,
2001 Aug 30
1
MCMC coding problem
Dear All,
I am trying to convert some S-plus code that I have to run MCMC into
R-code. The program works in S-plus, but runs slowly.
I have managed to source the program into R. R recognizes that the program
is there; for example, it will display the code when I type the function
name at the prompt. However, the program will not run. When I try to run
the program, I get the following error
2007 Mar 10
1
installation pb on debian etch
Hello,
I get some problem installing asterisk + ekiga on my debian etch:
ii asterisk 1.2.13~dfsg-2 Open Source Private Branch Exchange (PBX)
ii ekiga 2.0.3-4 H.323 and SIP compatible VOIP client
$: asterisk -U asterisk -vgc give me some WARNING like :
,----
| WARNING[21806]: res_musiconhold.c:852 moh_register: Unable to open
| pseudo channel for timing... Sound
2012 Feb 03
1
A question on Unit Root Test using "urca" toolbox
Hello,
I have a question on unit root test with urca toolbox.
First, to run a unit root test with lags selected by BIC, I type:
> CPILD4UR<-ur.df(x1$CPILD4[5:nr1], type ="drift", lags=12, selectlags ="BIC")
> summary(CPILD4UR)
The results indicate that the optimal lags selected by BIC is 4.
Then I run the same unit root test with drift and 4 lags:
2011 May 30
0
gls and phi1 >1 (phi larger than one)
Dear all,
I am stuck with a problem that might be trivial for most of you (and
therefore is a bit embarrassing for me...):
I want to calculate a generalized least squares regression using two
time series (Y depending on X) with an autoregressive correlation
structure of order two (the data along time are given below). I use
'gls' from package 'nlme':
Calib.gls <- gls(Y~X,
2018 Sep 05
4
Can I control HSA config generated by AMDGPU backend?
Finally I kind of modified llvm to generate assembly that can run on AMDGPU
pro drivers. One problem is the performance of the code generated by llvm
is about 10% slower than amdgpu's online compiler. Anything I can tune the
performance up the performance of llvm?\
Thanks!
On Tue, Sep 4, 2018 at 9:23 AM 董昌道 <dongchangdao at gmail.com> wrote:
> I am writing a miner of crypto
2011 Dec 05
1
extract cov matrix in summary.rq and use as a matrix.
Dear all,
I need to extract the covariance matrix of my quantile regression estimation to use in a test. My regression is:
qf2_1 <- summary(rq(wb2 ~ apv2 + vol2, tau = phi2[1]), cov = TRUE)
I can extract the covaraince matrix by using: qf2_1 [3]. However, if I try to use it in the test, it does not work. I only need to transform qf2_1[3] in a matrix 3x3. I have already tried: