similar to: Limit distribution of continuous-time Markov process

I understand that everything passed to an R function is passed "by value". This would seem to include data frames, which my current application uses heavily, both for storing program inputs, and holding intermediate and final results. In trying to get greater performance out of my R code, I am wondering if there is any clean way to access data frames without having them copied all the

I'm testing some different formulations of pairwise interaction point processes in Spatstat (version 1.11-6) using R 2.5.0 on a Windows platform and I wish to simulate them using the Metropolis-Hastings algorithm implemented with Spatstat. Spatstat utilizes Fortran77 code with the preprocessor RatFor to do the Metropolis-Hastings MCMC, but the Makefile is more complicated than any I have

Dear all, I need to estimate intensity and probability matrices by the continuous-time markov model... in a first time I used "msm" and it works perfectly. Nevertheless, I have to do other estimations that need programming the likelihood. Is it possible to see somewhere the likelihood used in the msm package? I have readen the papers about likelihood estimation of continuous-time

I have the following data of continuous time Markov chain. Time - [1] 0.00000000 0.01219893 0.35903929 0.69378720 0.77247183 1.56008543 [7] 1.80607724 2.59023990 2.87196272 3.05311707 3.14737319 3.20758500 [13] 3.26668915 3.42428440 3.53324567 3.83668537 3.96784473 4.17196149 [19] 4.29982361 4.46163281 4.78519834 5.20381355 5.65441135 5.78623851 [25] 6.07602075 6.10351864 6.37001057 6.62859413

Hi, My name is Nuno and I'm one of the Administrators at Boot Land ( http://boot-land.net) Our site is mainly focused on boot disks and boot loaders. We'd like to host an official forum section for discussions specific to SysLinux since it is also used with frequency in some of the projects that are being developed at the site and this would also bring some extra exposition of this

Hi everyone, I'm a new R user (if this is a really basic question, please do excuse me...) and I'm having some questions regarding a deciles problem. I have a variable which I need to categorize according to its deciles (X). However, this categorization should be made into another variable (call it NewVar). Ex. for the quartiles case (just for the sake of exposition, since I need

Hi, I try to exchange datas between host and Guest by adding these lines in a guest .xml conf file : <channel type='pty'> <target type='virtio' name='arbitrary.virtio.serial.port.name'/> <address type='virtio-serial' controller='0' bus='0' port='1'/> </channel> Then

Dear R-tisans, I am trying to calculate the 12th root of a transition (square) matrix, but can't seem to obtain an accurate result. I realize that this post is laced with intimations of quantitative finance, but the question is both R-related and broadly mathematical. That said, I'm happy to post this to R-SIG-Finance if I've erred in posting this to the general list. I've

Mercurial(hg) Cheatsheet for Xen ================================ Written by Andrew Warfield, extended by Michael Fetterman and Ian Pratt June 29, 2005, extended by Grzegorz Milos 04 July 2005. Overview -------- The Xen project has moved from BitKeeper to Mercurial for source control. This note aims to provide a quick guide to getting up and running with the new tools as quickly as possible,

On 7 December 2017 at 17:56, Tomas Kalibera wrote: | | An update on this. Writing R Extensions does not recommend to have a | space character in R_HOME. This means that on Windows one either should | have SFN enabled (which is still the common case), or install into a | directory that does not have a space in its name (so specifically not | into "Program Files"). This recommendation

Hi, Is there a package that will estimate simple Markov models and hidden Markov models for discrete time processes in R? Thanks in advance, David -- =============================================================== David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room, 1061 1025 W. Johnson Street Madison, WI 53706

The inst/doc directory of the DAAG package has 6 files coral551.spot, ... that are around 0.85 MB each. It would be useful to be able to zip then, but that as matters stand interferes with the use of the Sweave file that uses them to demonstrate input of expression array data that is in the "spot" format. They do not automatically get unzipped when required. I have checked that

Dear Users, i have this time series, the tree lines means different level, i would use a Markov switching model with two states to modelling this time series. i would obtain the relative transition matrix (2X2) the first state is above the value of 23.65 (the higher line) the second state is below the value of 23.65 You can ignore the other two lines

Hi, I am looking for a package to estimate regime switching models (states following a markov chain). I found packages for Hidden Markov Models but I am looking for something a little different: In the HMM the conditional distribution of the observations (give the state) is a known distribution (normal or others), while the package I need should allow to set a conditional distribution (given the

Hi, Does anybody know a function to simulate a Markov chain given a probability transition matrix and an initial state ? Thanks. Philippe -- -------------------------------------------------- Philippe Hup? Institut Curie - Equipe Bioinformatique 26, rue d'Ulm - 75005 PARIS France +33 (0)1 42 34 65 29 Philippe.Hupe at curie.fr <mailto:Philippe.Hupe at curie.fr>

Hello, can any one point me to R-packages (if available) which include spatial Markov Chain methods? My second question is more general but hopefully not OT: Currently we are using the software TPROGS, which let people simulate property distributions in space by some Markov Chain approaches. We face some problems due to the lack of information between distances of samples along borehole path

Dear helpers, Does anyone know about a package or a function that allows to estimate Multivariate Markov-Switching Models, like MS-VAR as introduced by Krolzig(1997) with R ? Thanks a lot!! Carlo

Dear R gurus, I have data for which I want to estimate the markov transition matrix that generated the sequence, and preferably obtain some measure of confidence for that estimation. e.g., for a series such as 1 3 4 1 2 3 1 2 1 3 4 3 2 4 2 1 4 1 2 4 1 2 4 1 2 1 2 1 3 1 I would want to get an estimate of the matrix that generated it [[originally: [,1] [,2] [,3] [,4] [1,] 0.00 0.33 0.33

Hi all, I am new to R. Can someone please give me some hints in how to do the following things: 1- Get ONE permutation of a set. I have looked at the gregmisc package's permutations() method, but I just want to get one permutation at a time. 2- Simulate a Markov chain in R. For instance, I want to simulate the simple random walk problem, in which a person can walk randomly around 4 places.

Hello all, I am currently attempting to replicate data from a political science article that utilized a Markov chain transition model to predict voter turnout intention at time *t*; the data was separated into two different models based on whether prior intent was to vote or not to vote. The details don't really matter. Mostly I am curious how to run a Markov chain transition model in R,