similar to: Spline models in sspir

Dear R-Help list, I have a nonlinear least squares problem, which involves a changepoint; at the beginning, the outcome y is constant, and after a delay, t0, y follows a biexponential decay. I log-transform the data, to stabilize the error variance. At time t < t0, my model is log(y_i)=log(exp(a0)+exp(b0)) at time t >= t0, the model is log(y_i)=log(exp(a0-a1*(t_i - t0))+exp(b0=b1*(t_i -

Hi Folks, I compiled and installed Assist-0.1.0; I'm using R-2.0.0 running on SuSe Linux, on a dual AMD64 machine. However, I (apparently randomly) get segmentation faults when I use cubic2. Any ideas? Thanks Simon -- Simon D.W. Frost, MA DPhil Adjunct Assistant Professor Department of Pathology University of California, San Diego UCSD Antiviral Research Center 150 W. Washington St. San

Dear RHelpers, Does anyone know of any R code to perform bivariate Poisson regression (including random effects)? Best wishes Simon Simon D.W. Frost, M.A., D.Phil. Department of Pathology University of California, San Diego Antiviral Research Center (Formerly: UCSD Treatment Center) 150 W. Washington St., Suite 100 San Diego, CA 92103 USA Tel: +1 619 543 8080 x275 Fax: +1 619 298 0177 Email:

Dear R Help, Does anyone know off-hand the syntax for a bivariate (two-outcome) lme? It's straightforward to fit a standard random-intercept random-slope model to each of the two outcome variables: lme(Y~X,random=list(ID=~X)...) lme(Z~X,random=list(ID~X)...) But it would be nice to fit the data (Y,Z) against X so that I can obtain estimates of the correlation between the slopes and the

Dear R-brains, I'm rather new to state-space models and would benefit from the extra confidence in using the excellent package sspir. In a one-factor model, If I am trying to do a simple regression where I assume the intercept is constant and the 'Beta' is changing, how do I do that? How do i Initialize the filter (i.e. what is appropriate to set m0, and C0 for the example below)?

Greetings, I sent the message below to the developer of the contributed R package "sspir", but have yet to receive any response. I would be very grateful for any advice people have on the matter. Thanks, Mark -------- Original Message -------- Subject: possible bug in sspir? Date: Tue, 19 May 2009 16:08:41 -0700 From: Mark Scheuerell <mark.scheuerell at noaa.gov> To:

I am having a problem with the package SSPIR. The code below illustrates it. I keep getting the message: "Error in y - f : non-conformable arrays." I tried to tweak the code below in many different ways, for example, substituting rbind for cbind, and sometimes I get a different error message, but I could not find a variation of this code that would work. Any help will be greatly

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

I'm currently running into a little trouble with the kfilter method, and would love some clarification if you are able to offer it. When trying to run kfilter, I've been running into errors that seem to result from having mismatched dimensions. Specifically, the dimension of my observations is 2, while the dimension of the state space is 4. In the filterstep function (file sspir_kfs.R),

Dear R Users, I am new to state-space modeling. I am using SSPIR package for Kalman Filter. I have a data set containing one dependent variable and 7 independent variables with 250 data points. I want to use Kalman Filter for forecast the future values of the dependent variable using a multiple regression framework. I have used ssm function to produce the state space (SS)

If you mean this paper by Fahrmeir: http://biomet.oxfordjournals.org/cgi/content/abstract/81/2/317 I would recommend BayesX: http://www.stat.uni-muenchen.de/~bayesx/. BayesX interfaces with R and estimates discrete (and continuous) time survival data with penalized regression methods. If you are looking for a bona fide Bayesian survival analysis method and do not wish to spend a lot of time

I am having a problem with optim() using the "L-BFGS-B" method. When I set the lower limit for the third parameter equal to zero I get an error message: > low.lim.3 <- 0 > phi_opt <- optim(phi_, model_lik, NULL, method = "L-BFGS-B", lower=c(0.2, -100, low.lim.3, 0), upper= c(10, 100, 10, 10), control = list(maxit = 1000, parscale = c(0.2, u1, 0.002, 0.002), trace =

Hello everybody, I am writing a review paper about State Space models in R, and I would like to cover as many packages as I reasonably can. So far I am familiar with the following tools to deal with SS models: * StructTS, Kalman* (in stats) * packages dse[1-2] * package sspir * package dlm I would like to have some input from users who work with SS models: are there any other packages for SS

I would like to see R packages arranged by topic. CRAN Task Views are at http://lib.stat.cmu.edu/R/CRAN/src/contrib/Views/ , but I'd like something more detailed. For example, the IMSL Fortran library, version 4 is easy to navigate and has procedures arranged according to following topics: Basic Statistics Regression Correlation Analysis of Variance Categorical and Discrete

Greetings, I am a new user of R for Windows, and I'd like to ask about any R or S-Plus routine that can compute the evolutionary spectrum of a time series. Any help or pointers are greatly appreciated. Apologies in advance if this has already been mentioned on the list. Regards, Franco ------------------------------------------------------------------------ Franco Biondi

with the supplied Makefile(.in) I'm not able to make pam_winbind.so on Solaris (8 and 9). So i had a look at the Makefile and found out that there seem's to be some things missing.... :-)) > bin/pam_winbind.@SHLIBEXT@: $(PAM_WINBIND_OBJ:.o=.@PICSUFFIX@) bin/.dummy > @echo "Linking shared library $@" > @$(SHLD) $(LDSHFLAGS) -o $@ $(PAM_WINBIND_PICOBJ) \

It may be just me/chrome, but trying to dl the latest gluster results by clicking on the Download button next to the Ant, leads not to a download page but to the info page. It invites you to go back to the gluster.org page from when you just came. And when you click on the alternative 'Download' links (the button on the upper right or the larger "Download GlusterFS" icon

Dear all, I have a SUN server running as ClearCase view-server and am using Samba for Interop. Today I updated Samba from 3.0.21c to 3.0.24 and now I cannot mount/start my views from windows!! MVFS error log on my windows client gives "{8 pid/tid 49800000c58/85fdf178} MvfsFsNotification: Unsupported filesystem type (6)" Samba logs don't show any error... Trying other

Hi all, I'm working on a term structure estimation using state-space modeling for 1, 2 and 3 factor models. When I started to read the functions on R, I got to the function ss on the library sspir. From what I understood this function is similar to SsfFit from S-PLUS. But for my models purpose there is something left to be desired. Its formulation follow these equations: *Y_t = F_t^T *

Hi, I was wondering if someone might be willing to indulge a question about R and the estimation of a linear regression with time-varying coefficients. The model I am trying to estimate is of the form: y(t) = beta(t) * x(t) + v(t) beta(t) = gamma * beta(t-1) + w(t) where gamma is a constant, v(t) and w(t) are Gaussian innovations, and where y(t) and x(t) are univariate time series that are