Displaying 20 results from an estimated 20000 matches similar to: "OT: Best applied MCMC textbooks?"
2004 Apr 19
0
New package: mcgibbsit, an MCMC run length diagnostic
Package: mcgibbsit
Title: Warnes and Raftery's MCGibbsit MCMC diagnostic
Version: 1.0
Author: Gregory R. Warnes <gregory_r_warnes at groton.pfizer.com>
Description:
mcgibbsit provides an implementation of Warnes & Raftery's MCGibbsit
run-length diagnostic for a set of (not-necessarily independent) MCMC
sampers. It combines the estimate error-bounding approach of Raftery
2004 Apr 19
0
New package: mcgibbsit, an MCMC run length diagnostic
Package: mcgibbsit
Title: Warnes and Raftery's MCGibbsit MCMC diagnostic
Version: 1.0
Author: Gregory R. Warnes <gregory_r_warnes at groton.pfizer.com>
Description:
mcgibbsit provides an implementation of Warnes & Raftery's MCGibbsit
run-length diagnostic for a set of (not-necessarily independent) MCMC
sampers. It combines the estimate error-bounding approach of Raftery
2012 Mar 22
3
Recommendations regarding textbooks
Hello
I was hoping to get some advice regarding teaching R in an academic environment.
What are the best choices with respect to textbooks?
When this question was asked a few years back, people were primarily
recommending ?Modern Applied Statistics with S? and ?Introductory
Statistics with R? as two good choices. I?ve also heard some good
thinks regarding ?An R Companion to Applied
2010 May 31
0
miss.loc function in MCMC Geneland: can't make it work
I am trying to use the function 'filter.NA=TRUE' in Geneland. The function
appears to be set on TRUE by default, as it appears as TRUE in the
'parameter.txt' file output and hence I do not need to enter the function
per se (as it is an 'Unused argument otherwise') . Hence all my missing
data (individuals that I have not yet scored at that specific loci) are
scored as
2010 Apr 13
2
Getting Started with Bayesian MCMC
Hi all,
I would like to start to use R's MCMC abilities to compute answers in
Bayesian statistics. I don't have any specific problems in mind yet,
but I would like to be able to compute/sample posterior probabilities
for low-dimensional custom models, as well as handle "standard"
Bayesian cases like linear regression and hierarchical models.
R clearly has a lot of abilities in
2010 Apr 21
1
A question about plot.mcmc
Dear List members,
I am using R to generate MCMC time series plots.
This is the code I use; however, everytime an error message will come out
saying could not find function "plot.mcmc."
I have coda package and Lattice package installed.
Does anyone know what may get wrong here? Thanks so much for your
suggestions.
Hongli Li
*library (coda)
dat1=read.csv("Itemtime.csv")
2010 Feb 02
0
Recommendations on nonparametric statistical inference textbooks
Could somebody recommend some good nonparametric statistical inference
textbooks for a beginner? And what are pros and cons of each book?
Nonparametric statistical methods by Hollander seems to be more
difficult for a beginner, but is great as a reference, right? Are
there any books that are easier to learn than Hollander's?
Also, I see some books in the wiki page. I don't find the
2009 Jun 10
0
MCMC validity question
Hello,
I have quite a tough problem, which might be able to be solved by MCMC.
I am fairly new to MCMC (in the learning process) - so apologize if the
answer is totally obvious, and any hints, links etc are greatly appreciated.
I'll illustrate the problem in a version cut-down to the essentials -
the real problem is ways more complex.
Suppose I have a Markovian series of poisson
2010 May 20
1
Geneland error on unix: Error in MCMC(........ :, unused argument(s) (ploidy = 2, genotypes = geno)
I am receiving the above error ( full r session output below) the
script runs OK in windows. and "genotypes" and "ploidy" are both
correct arguments
any suggestions would be most welcome
Nevil Amos
MERG/ACB
Monash University School of Biological Sciences
> library(Geneland)
Loading required package: RandomFields
Loading required package: fields
Loading required
2012 Oct 23
0
Best R textbook for undergraduates
R-helpers:
I'm sure this question has been asked and answered through the ages, but
given there are some new textbooks out there, I wanted to re-pose it. For
a course that will cover the application of R for general computing and
spatial modeling, what textbook would be best to introduce computing with R
to *undergrads*? I understand Bivand and Pebesma's book is fine for
spatial work,
2004 Feb 12
1
How do you create a "MCMC" object?
I have been running a Gibbs Sampler to estimate levels of efficiency in the
Louisiana Shrimp Industry. I created a matrix (samp) where I stored the
results of each iteration for 86 variables. I run 10,000 iterations. So, the
matrix samp is 10,000 x 86. I want to use the gelman-rubin test to check for
convergence. To do that, I need at least two chains. If I run second chain
with different starting
2018 Jan 18
0
MCMC Estimation for Four Parametric Logistic (4PL) Item Response Model
I know of no existing functions for estimating the parameters of this model using MCMC or MML. Many years ago, I wrote code to estimate this model using marginal maximum likelihood. I wrote this based on the using nlminb and gauss-hermite quadrature points from statmod.
I could not find that code to share with you, but I do have code for estimating the 3PL in this way and you could modify the
2009 Jul 02
1
MCMC/Bayesian framework in R?
Dear R-users (and developers),
I am looking for an efficient framework to carry out parameter
estimations based on MCMC (optionally with specified priors). My goal is
as follow:
* take ANY R-function returning a likelihood-value (this function may
itself call external programmes or other code!)
* run a sampler that covers the multidimensional parameter space (thus
creating a posterior
2006 May 11
1
about MCMC pack
Hello,
I tryed to use the MCMC pack, particularly the function MCMCirtKd to
simulate the posterior distribution in a multidimensional IRT model.
The code I used is:
posterior1 <- MCMCirtKd(Y, dimensions=2,
item.constraints=list("V2"=list(3,0)),
burnin = 1000, mcmc = 10000, thin=1, verbose = 1, seed = NA,
alphabeta.start = NA, b0 = 0, B0=0, store.item = FALSE,
2004 Jun 13
0
MCMC tutorials
Hi Ajay:
A casual search of google using terms like "MCMC", "Markov Chains", "Monte
Carlo", and "tutorial" pulled up over 4000 hits. A few links that may
interest you, I thought, like:
http://csep1.phy.ornl.gov/CSEP/MC/MC.html
http://www.stat.fi/isi99/proceedings/arkisto/varasto/gree0167.pdf
http://www.maths.soton.ac.uk/staff/Sahu/utrecht/
...
and so
2010 Mar 16
0
Fw: an ordinal regression MCMC run high correlation
I tried thinning of the mcmc run with 500,000 iteration. It looks like 100 or 200 is enough to remove the autocorrelation of a1 and tau.
Is that too much thining?
--- On Tue, 3/16/10, ping chen <chen1984612 at yahoo.com.cn> wrote:
> From: ping chen <chen1984612 at yahoo.com.cn>
> Subject: an ordinal regression MCMC run high correlation
> To: r-help at r-project.org
>
2007 Mar 09
1
MCMC logit
Hi,
I have a dataset with the binary outcome Y(0,1) and 4 covariates (X1,X@,X#,X$). I am trying to use MCMClogit to model logistic regression using MCMC. I am getting an error where it doesnt identify the covariates ,although its reading in correctly. The dataset is a sample of actual dataset. Below is my code:
> #######################
>
>
> #retreive data
> # considering four
2011 Jan 19
2
MCMC object indexing
I have an mcmc object and I''m trying to plot the quantiles of the variables - and not as a function of the iterations as in cumuplot.
I cannot seem to find the right combination of indexing to access the variables; after which I''m sure I can plot all the statistics I could hope for.
Any hints for accessing the mcmc object would be appreciated.
=Dave
[[alternative HTML
2009 Aug 12
1
MCMC sampling question
Hello,
Consider MCMC sampling with metropolis / metropolis hastings proposals
and a density function with a given valid parameter space. How are MCMC
proposals performed if the parameter could be located at the very
extreme of the parameter space, or even 'beyond that' ? Example to
express it and my very nontechnical 'beyond that': The von Mises
distribution is a circular
2010 Sep 29
1
sample exponential r.v. by MCMC
Dear R users,
I am leaning MCMC sampling, and have a problem while trying to sample
exponential r.v.'s via the following code:
samp <- MCMCmetrop1R(dexp, theta.init=1, rate=2,
mcmc=5000, burnin=500,
thin=10, verbose=500, logfun=FALSE)
I tried other distribtions such as Normal, Gamma with shape>1, it works
perfectly fine. Can someon