similar to: Stochastic SEIR model

Hi, I performed an ANOVA repeated measures but I still can't find any good news regarding the possibility to perform multiple comparisons. Can anyone help me? Thanks Diego Bucci Fisiologia Veterinaria Dipartimento di Scienze Mediche Veterinarie Università degli Studi di Bologna Via Tolara di Sopra, 50 40064 Ozzano dell'Emilia, BO Tel. 00390512097904 mail diego.bucci3@unibo.it

I'm sorry, maybe the question was bad posed. Ista has well described my problem. Thanks Massimo >----Messaggio originale---- >Da: izahn at psych.rochester.edu >Data: 28/07/2011 17.52 >A: "David Winsemius"<dwinsemius at comcast.net> >Cc: "m.fenati at libero.it"<m.fenati at libero.it>, <r-help at r-project.org> >Ogg: Re: [R]

Hello! I have written an R script on a Windows platform where I calculate eight result matrices I plot using matplot. I would like to display the resulting plots successively, rather than simultaneously, and I was wondering if anyone could point me in the right direction as to how to do this. The graphs pop up in this manner by default when I run my script in S-PLUS, with tabs separating them so I

Dear R users, I?d like to pose aquestion about pMCMC and HDP. I have performed a mixed logistic regression by MCMCglmm (a very good package) obtaining the following results: Iterations = 250001:799901 Thinning interval = 100 Sample size = 5500 DIC: 10.17416 G-structure: ~ID_an post.mean l-95% CI u-95% CIeff.samp ID_an 0.7023 0.0001367 3.678 2126 R-structure: ~units post.mean l-95%

Dear R users, I'd like to known your opinion about a problem with anova.lmRob() of "Robust" package that occurs when I run a lmRob() regression on my dataset. I check my univariate model by single object anova as anova(lmRob(y~x)). If I compare my model with the null model (y~1), I must obtain the same results, but not for my data. Is it possible? My example:

Dear all, I want to program my own models about Stochastic Frontier Analysis and Linear programming (Data Envelopment Analysis). In this context, is there anyone that may help me with some simple tutorials and scripts about these issues? Thanks a lot. -- Marcus Vinicius Pereira de Souza, Prof. [[alternative HTML version deleted]]

Do anyone now R packages that run/test stochastic dominance with respect to a function (SDRF) and/or stochastic efficiency with respect to a function (SERF)? Peter Maclean Department of Economics UDSM [[alternative HTML version deleted]]

Dear all, I want to finished my paper by latent class Stochastic Frontier Analysis , but i can not find the package, is there anyone that may help me Thanks a lot. [[alternative HTML version deleted]]

I need to estimate maximum tree crown radius and am looking for a package to prepare stochastic frontier models in R. I have not found any package references on Nabble R help, google, or R help. Any tips on a package for this? With regards, Aaron Trowbridge Researcher BV Research Centre Smithers B.C. -- View this message in context:

Dear everyone, i`m a german economics student, writing my master´s thesis about "Multivariate Volatility Models". After having read about theoretical aspects of Multivariate GARCH ans Stochastic Volatility Models, I would like to compare DCC-GARCH and DC-SV with help of an empirical application. I figuered out that one has to use MCMC-simulation-methods for that. Some days ago I

Hi: I was wondering whether I can find some help for computer simulation of stochastic processes (e.g. Brownian motion), for pedagogicl/instructional purposes. Any help would be appreciated. thanks, Ravi.

Hi all, Could anybody point me to some overview/survey papers about using particle filters and sequential monte carlo methods to estimate stochastic volatilities? I couldn't find any such articles giving a big-picture view of the literature. How do these estimation methods compare to EMM and other Bayesian methods for estimating stochastic volatilities? Also, I am looking for some

Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 27 (Tue) 9:15-12:15, 14:45-17:45 March 28 (Wed) 9:15-12:15, 14:45-17:45 Location:

Hi, I need some help with solving functional equations (Bellman's or Euler's) with numerical methods. I have read the relevant books (Kenneth L Judd: Numerical methods in economics, and some others), but have no practical experience. All the examples in these books are in Matlab, but I would prefer R, since I have been using that for some time and I think that it is generally much nicer

Hi all, Does anybody have the source code of stochastic volatility models in R or Matlab, for example, the Bayesian based or the simulation based SV estimations as described by Prof Eric Zivot in the following discussion? https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000501.html -------------- I am wondering what is the current status of estimating stochastic vol models and what's

Hi! A few weeks ago, I have uploaded a new R package "frontier" for Stochastic Frontier Analysis (SFA) [1] to CRAN [2]. It includes the FORTRAN code of Tim Coelli's [3] software "Frontier 4.1" [4]. Hence, the R package "frontier" should have the same capabilities as "Frontier 4.1", i.e. Maximum Likelihood Estimation of Stochastic Frontier Production

Hi! A few weeks ago, I have uploaded a new R package "frontier" for Stochastic Frontier Analysis (SFA) [1] to CRAN [2]. It includes the FORTRAN code of Tim Coelli's [3] software "Frontier 4.1" [4]. Hence, the R package "frontier" should have the same capabilities as "Frontier 4.1", i.e. Maximum Likelihood Estimation of Stochastic Frontier Production

Dear R-Users, Is anyone aware of a significance test which allows demonstrating that one distribution dominates another? Let F(t) and G(t) be two distribution functions, the alternative hypothesis would be something like: F(t) >= G(t), for all t null hypothesis: F(t) < G(t), for some t. Best wishes, Matthias PS. This one would be ok, as well: F(t) > G(t), for all t null

Hi,   I'm a student in China, and I never used R before.   I'm now wondering how to simulate a sample of Markov chain of ,say 500 entries with a certain transition matrix.    Thanks a lot. ___________________________________________________________ 好玩贺卡等你发，邮箱贺卡全新上线！ http://card.mail.cn.yahoo.com/ [[alternative HTML version deleted]]

Hello, Having measured two populations' characteristics at one particular time[with great precision] with R, I would like to extend this to measuring the same populations starting at t1, and then again at t2, and try to develop a growth model (something like dpop1/dt=r*pop^(...),dpop2/dt=r*pop^(...)). I think the idea is to create a model that will predict the growth of a population(N(mu,