similar to: Optim function in the loop

What is 1. par.ests <- optimfit$par 2. fisher <- hessb(negloglik, par.ests, maxvalue=maxima); 3. varcov <- solve(fisher); 4. par.ses <- sqrt(diag(varcov)); Thanks a lot, fit.GEV <- function(maxima) { sigma0 <- sqrt((6. * var(maxima))/pi) mu0 <- mean(maxima) - 0.57722 * sigma0 xi0 <- 0.1 theta <- c(xi0, mu0, sigma0) #10/5/2007: removed assign() for maxima.nl

Hej, Calling newuoa (from the minqa package) makes R crash when the package rgl is loaded first. This however only on certain selected data. The data used for testing (saved to 'bugs.R'): xvals = c(1,2,4,5,7,8,9,10,11,12,14,15,16,18,19,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36) yvals =

Hello, My name is Julia and I'm doing my phd on roc analysis. I'm trying to write a maximization function for the likelihood attached in the document. For some reason it's not working I keep getting \this error: Error: unexpected symbol in: " +log(v_pred)) return" > } Error: unexpected '}' in "}" > >

Hi all, I appreciate the help this list has given me before. I have a question which has been perplexing me. I have been working on doing a Bayesian calculating inserting studies sequentially after using a non-informative prior to get a meta-analysis type result. I created a function using three iterations of this, my code is below. I insert prior mean and precision (I add precision manually

Hello: I found the "hubers" function in MASS library is NOT working on the following data: > a <-

Dear All, I am trying to fit a structural time series model using the StructTS function (package stats) with only 2 seasons (summer and winter). More than 2 seasons work fine but with 2 seasons I get this error: > fit <- StructTS(y.ts, type="BSM") Error in T[cbind(ind + 1L, ind)] <- 1 : subscript out of bounds I have looked at Prof. Ripley's 2002 RNews article but cannot

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

#optim package estimate<-optim(init.par,Linn,hessian=TRUE, method=c("L-BFGS-B"),control = list(trace=1,abstol=0.001),lower=c(0,0,0,0,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf,-Inf),upper=c(1,1,1,1,Inf,Inf,Inf,Inf,Inf,Inf,Inf,Inf,Inf)) #nlminb package estimate<-nlminb(init.par,Linn,gr=NULL,hessian=TRUE,control =

Is there code available to decompose interactions involving at least one nominal factor with more than 2 levels as described, e.g., by Tukey or by Mandel (1971, Technometrics, 13: 1-18)? Tukey's model: E(y[i,j]) = mu0 + a[i] + b[j] + c*a[i]*b[j], estimating a, b, and c so sum(a) = sum(b)= 0. Mandel essentially describes a singular value decomposition of the interaction. Thanks,

Hi, I've started my own (first) package, part of which consists in listing common physical constants (Planck's constant, the speed of light in vacuum, etc). I'm wondering what would be a good way of dealing with pairs of value/unit. > constants <- list( cel = 2.99792458e8 , #m/s > Z0 = 376.730313461, #ohm > eps0 = 8.854187817e-12,#F/m > mu0 = 4*pi*1e-7,#N/A^2

Dear R-List members, I want to check if a set of measurements follows better a gamma or a lognormal distribution (see data below). Using shapiro.test I can test for normality (shapiro.test(log (Lt)). To test for gamma (and normal) distribution I would use ks.test but I need to specify its shape and scale. How should I calculate these values in R? I tried > Lt.fit <- glm(Lt ~ 1,

Hi, I would like to simulate data with a binary outcome and a set of predictors that are correlated. I want to be able to fix the number of event (Y=1) vs. non-event (Y=0). Thus, I fix this and then simulate the predictors. I have 2 questions: 1. When the predictors are continuous, I can use mvrnorm(). However, if I have continuous, ordinal and binary predictors, I'm not sure how to simulate

sigma0 <- sqrt((6. * var(maxima))/pi) What does the '.' do here? -- View this message in context: http://www.nabble.com/extra-.-tp25073255p25073255.html Sent from the R help mailing list archive at Nabble.com.

Hi R users. I am new to the community and have got myself into a little problem. I have a dataset of birth weights recorded by nurses at a delivery clinic in an developing country. The weights are entered in KiloGrams with one decimal. However there is substantial heaping at each 500g when looking at the sample in a histogram. Do anyone of you know a easy way to adjust for this and if it exists

Dear R Gurus: Is there a test for a single variance available in R, please? Thanks, Edna Bell

Dear R users: I was trying to fit a HMM with mixture of Gaussian into the dataset, and I tried to implement it by R2Winbugs. But I got the following errer. * Error in FUN(X[[1L]], ...) : .C(..): 'type' must be "real" for this format* Does anybody know what's the problem? Does R2Winbugs accept some matrix as inits? I would really appreciate your help. Thank you very much.

I just joined the list and appologize if this has been answered before but I am trying to interface between R and the Compaq Visual Fortran compiler version 6.6 for Windows. I found the following instructions on the web -- and an example. When I follow these directions exactly. R 2.0.0 crashes. Has anyone had any experience with this? Below are the instructions that I located: Thanks Dan

Hello, This is my first post to the help request list, so I'm going to err on the side of giving too much information. I'm working on writing a simulation in which agents will make repeated production and exchange decisions with randomly chosen partners. The idea is, all agents can produce two goods which they want to consume, they choose a value t in [0,10] which sets their production

Even better you can set your firefly softphone to auto answer so that you don't even need to be near the pc to answer. Cheers, Dean -----Original Message----- From: asterisk-users-bounces@lists.digium.com [mailto:asterisk-users-bounces@lists.digium.com] On Behalf Of Linn Boyd Sent: Friday, March 04, 2005 2:12 PM To: Asterisk Users Mailing List - Non-Commercial Discussion Subject: Re:

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