Displaying 20 results from an estimated 9000 matches similar to: "Multivariate integration with infinite limits"
2007 Mar 21
2
Gaussian Adaptive Quadrature
Hi all,
Does anybody know any function that performs gaussian adapative quadrature integration of univariate functions?
Thanks in advance,
Regards,
Caio
__________________________________________________
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2011 Nov 10
2
performance of adaptIntegrate vs. integrate
Dear list,
[cross-posting from Stack Overflow where this question has remained
unanswered for two weeks]
I'd like to perform a numerical integration in one dimension,
I = int_a^b f(x) dx
where the integrand f: x in IR -> f(x) in IR^p is vector-valued.
integrate() only allows scalar integrands, thus I would need to call
it many (p=200 typically) times, which sounds suboptimal. The
2008 Aug 04
2
Multivariate Regression with Weights
Hi all,
I'd like to fit a multivariate regression with the variance of the error term porportional to the predictors, like the WLS in the univariate case.
y_1~x_1+x_2
y_2~x_1+x_2
var(y_1)=x_1*sigma_1^2
var(y_2)=x_2*sigma_2^2
cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2
How can I specify this in R? Is there a corresponding function to the univariate specification lm(y~x,weights=x)??
2007 Apr 02
2
Multivariate GARCH model in R
Hi R users,
Heard that I can't use multivariate GARCH model in R because
R has only univariate GARCH models.... So, how can I run a multivariate
GARCH model in R?
Also, SPLUS has this utility...any ideas how can I use it in R?
Thanks
Shubha
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2006 Jun 19
5
multivariate splits
Dear R users!
Does someone know about any algorithms / packages in R, that perform
classification / regression / decision trees using multivariate
splits?
I have done some research, but I found nothing. Packages "tree" and
"rpart" seem only to be able to do CART with univariate splits.
Thank you for your help!
B?lint
--
Cz?cz B?lint
PhD hallgat?
BCE KTK Talajtan ?s
2008 Mar 12
3
Types of quadrature
Dear R-users
I would like to integrate something like \int_k^\infty (1 - F(x)) dx, where F(.) is a cumulative distribution function. As mentioned in the "integrate" help-page: integrate(dnorm,0,20000) ## fails on many systems. This does not happen for an adaptive Simpson or Lobatto quadrature (cf. Matlab). Even though I am hardly familiar with numerical integration the implementation
2006 Aug 18
1
multivariate analysis by using lme
Dear R users,
I have a data structure as follows:
id two res1 res2 c1 c2 inter
1 -0.786093166 1 0 1 2 6
3 -0.308495749 1 0 0 1 2
5 -0.738033048 1 0 0 0 1
7 -0.52176252 1 0
2010 Aug 10
1
influence measures for multivariate linear models
Barrett & Ling, JASA, 1992, v.87(417), pp184-191 define general classes
of influence measures for multivariate
regression models, including analogs of Cook's D, Andrews & Pregibon
COVRATIO, etc. As in univariate
response models, these are based on leverage and residuals based on
omitting one (or more) observations at
a time and refitting, although, in the univariate case, the
2011 Sep 20
2
Multivariate spline regression and predicted values
Hello,
I am trying to estimate a multivariate regression of Y on X with
regression splines. Y is (nx1), and X is (nxd), with d>1. I assume the
data is generated by some unknown regression function f(X), as in Y =
f(X) + u, where u is some well-behaved regression error. I want to
estimate f(X) via regression splines (tensor product splines). Then, I
want to get the predicted values for some new
2013 Oct 23
2
Multivariate time series in R 3 vs R 2
Hello!
Recently I got report that my package mar1s doesn't pass checks any more on
R 3.0.2. I started to investigate and found the following difference in
multivariate time series handling in R 3.0.2 compared to R 2 (I've checked
on 2.14.0).
Suppose I wish to calculate seasonal component for time series. In case of
multivariate time series, I wish to process each column independently.
2006 Feb 14
2
how I can perform Multivariate Garch analysis in R
Dear aDVISOR,
Hope I am not disturbing you. Can you tell me how I can perform Multivariate
Garch analysis in R. Also please, it is my humble request let me know some
resource materials on Multivariate Garch analysis itself.
Sincerely yours,
--
Arun Kumar Saha, M.Sc.[C.U.]
S T A T I S T I C I A N [Analyst]
Transgraph Consulting [www.transgraph.com]
Hyderabad, INDIA
Contact # Home:
2010 Mar 09
2
ctree - party package multivariate response variables
Hi,
I have a problem with ctree of party package.
I have data on distribution of more than one species (about 50 species) and I
would like identify the relation of this multivariate object (species
distribution) with a number of explanatory variables.
rs is the name of my dataframe containing the species (columns from 2 to 51) and
the explanatory variables (columns 52 and 53). Rows are my
2009 Mar 31
1
Jarque-Bera test and Ljung-Box test for multivariate time series
Hi!
I know that there is function in fBasics package for univariate Jarque-Bera
test and a funtion for univariate Ljung-Box test in stats package. But I am
wondering if there is a function somewhere to do the tests for multivariate
time series?
Thanks,
John
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2008 Feb 06
2
Multivariate Maximum Likelihood Estimation
Hi,
I am trying to perform Maximum Likelihood estimation of a Multivariate
model (2 independent variables + intercept) with autocorrelated errors of
1st order (ar(1)).
Does R have a function for that? I could only find an univariate option
(ar.mle function) and when writing my own I find that it is pretty
memory-consuming (and sometimes wrong) so there must be a better way.
Thanks,
KB
2002 Jan 23
6
multivariate simulation
To whom it may concern,
I try to simulate a non-normal multivariate distribution. The MASS package
allows by mean of "mvrnorm" command to perform a multivariate normal
simulation. Is there an equivalent command for an arbitrary multivariate
distribution available in the R-language?
Thank you in advance.
Bernard Colin
Colin Bernard
Professeur titulaire
D?partement de Math?matiques et
2013 Apr 18
2
Multiple Multivariate regression in R with 50 independent variables
Hello all
Is there a method/package in R in which I can do regressions for more than
50 independent variables ?
Regards
The woods are lovely, dark and deep
But I have promises to keep
And miles before I go to sleep
And miles before I go to sleep
-----
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2005 Sep 01
5
Multivariate Skew Normal distribution
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Caio Lucidius
> Naberezny Azevedo
> Sent: 01 September 2005 12:09
> To: Help mailing list - R
> Subject: [R] Multivariate Skew Normal distribution
>
>
> Hi all,
>
> Could anyone tell me if there is any package (or function)
2012 Mar 25
2
Multivariate function from univariate functions
I'm relatively new to R and I'm stuck.
I'm trying to construct a surface to optimize from a multivariate dataset.
The dataset contains the response of a system to various stimuli. I am
trying to optimize the mix of stimuli to maximize the response. To do so,
I've interpolated the various datasets of type response vs. stimuli and I
now have an array of functions
2006 Oct 27
2
Multivariate regression
Hi,
Suppose I have a multivariate response Y (n x k) obtained at a set of
predictors X (n x p). I would like to perform a linear regression taking
into consideration the covariance structure of Y within each unit - this
would be represented by a specified matrix V (k x k), assumed to be the same
across units. How do I use "lm" to do this?
One approach that I was thinking of
2008 Mar 05
1
Need help for calculating cross-correlation between 4 multivariate time series data
Hi all,
I would like to know whether there is any function in R were i can
find the cross-correlation of two or more multivariate (time series) data. I
tried the function ccf() but it seems like to have two univariate datasets.
Please let me know.
sincerely,
sandeep
--
Sandeep Joseph PhD
Post Doctoral Associate
Center for Tropical & Emerging Global Diseases
Paul D. Coverdell Center,