Displaying 20 results from an estimated 6000 matches similar to: "how to verify gauss-markov hypothesis for linear model validity?"
2009 Nov 25
1
Interpretation of plots in linear regression models (verification of Gauss-Markov hypothesis)
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2013 Nov 06
3
Nonnormal Residuals and GAMs
Greetings, My question is more algorithmic than prectical. What I am
trying to determine is, are the GAM algorithms used in the mgcv package
affected by nonnormally-distributed residuals?
As I understand the theory of linear models the Gauss-Markov theorem
guarantees that least-squares regression is optimal over all unbiased
estimators iff the data meet the conditions linearity,
2010 Oct 26
1
Markov Switching with TVTP - problems with convergence
Greetings fellow R entusiasts!
We have some problems converting a computer routine written initially for
Gauss to estimate a Markov Regime Switching analysis with Time Varying
Transition Probability. The source code in Gauss is here:
http://www.econ.washington.edu/user/cnelson/markov/programs/hmt_tvp.opt
We have converted the code to R, and it's running without errors, but we
have some
2006 May 24
1
general Gauss-Newton or support for NSUR: contemporaneously correlated non-linear models
Dear r-Help readers,
1) Is there support for NSUR in some R package yet?
2) Is there a general function of applying the Gauss-Newton or Marquard
method, in which the function of calculating the partial derivatives can
be specified by the user?
Contemporaneously correlated non-linear models (NSUR) is a method to fit
a system of non-linear equations.
I want to use to fit several non-linear
2004 May 28
3
gauss.hermite?
The search at www.r-project.org mentioned a function
"gauss.hermite{rmutil}". However, 'install.packages("rmutil")'
produced, 'No package "rmutil" on CRAN.' How can I find the current
status of "gauss.hermite" and "rmutil"?
Thanks,
Spencer Graves
2008 Sep 27
3
Double integration - Gauss Quadrature
Hi,
I would like to solve a double integral of the form
\int_0^1 \int_0^1 x*y dx dy
using Gauss Quadrature.
I know that I can use R's integrate function to calculate it:
integrate(function(y) {
sapply(y, function(y) {
integrate(function(x) x*y, 0, 1)$value
})
}, 0, 1)
but I would like to use Gauss Quadrature to do it.
I have written the following code (using R's statmod package)
2001 Apr 05
2
Using Gauss with R
Dear All,
I am a long time S user and now a convert to R. As part of my general work
in time series I occasionally assist groups of econometricians and others in
the finance fraternity. In particular, that community has invested a large
amount of time and effort in writing specialised code in Gauss. I am
unfamiliar with Gauss (although I have used Matlab which is, I understand, a
comparable
2006 Apr 28
1
gauss.quad.prob
I've written a series of functions that evaluates an integral from -inf to a or b to +inf using equally spaced quadrature points along a normal distribution from -10 to +10 moving in increments of .01. These functions are working and give very good approximations, but I think they are computationally wasteful as I am evaluating the function at *many* points.
Instead, I would prefer to use
2003 Sep 04
1
Looking for R Equivalent of Gauss Statements
Hi,
I am translating some Gauss code to R. Gauss has an interesting way of
handling constraints. Observe the following code snipplet:
e1 = x[.,23] .eq 0; @ remove obs with Regular Hours = 0 @
e2 = x[.,12] .gt 1; @ remove obs with non-regular work status @
e3 = x[.,4] .lt 15; @ remove obs with agricultural and mining
industry code (< 15)@
esum = e1 + e2 + e3;
e = esum .gt 0; @
2009 Aug 07
1
Gauss-Laguerre using statmod
I believe this may be more related to analysis than it is to R, per se.
Suppose I have the following function that I wish to integrate:
ff <- function(x) pnorm((x - m)/sigma) * dnorm(x, observed, sigma)
Then, given the parameters:
mu <- 300
sigma <- 50
m <- 250
target <- 200
sigma_i <- 50
I can use the function integrate as:
> integrate(ff, lower= -Inf, upper=target)
2010 Nov 14
1
Integrate to 1? (gauss.quad)
Does anyone see why my code does not integrate to 1?
library(statmod)
mu <- 0
s <- 1
Q <- 5
qq <- gauss.quad(Q, kind='hermite')
sum((1/(s*sqrt(2*pi))) * exp(-((qq$nodes-mu)^2/(2*s^2))) * qq$weights)
### This does what's it is supposed to
myNorm <- function(theta) (1/(s*sqrt(2*pi))) * exp(-((theta-mu)^2/(2*s^2)))
integrate(myNorm, -Inf, Inf)
2012 Jul 27
1
fitting Markov Switching Model
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
2007 Oct 30
2
markov regime switching models
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
2003 Jun 25
2
Markov chain simulation
Hi,
Does anybody know a function to simulate a Markov chain given a
probability transition matrix and an initial state ?
Thanks.
Philippe
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2001 Nov 07
3
Examples for Markov Chain in Economics
Could anyone tell me where can I find some examples of the applications
to economics of a Markov chain?
Many thanks in advance.
Luis Rivera.
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2004 Apr 29
3
Probability(Markov chain transition matrix)
Hello, My name is Maria, MBA student in Sanfransisco, USA.
In my credit scoring class, I have hard time making "transition matrix",
which explains probability especially in relation to "Markov chain model".
It is regarding people's monthly credit payment behavior. Does R have
function to caculate it? I am actually a novice in using 'R'. Please help
me!!!
Maria
2009 Oct 16
1
Breusch-pagan and white test - check homoscedasticity
Hi r-programmers,
I performe Breusch-Pagan tests (bptest in package lmtest) to check the
homoscedasticity of the residuals from a linear model and I carry out carry
out White's test via
bptest (formula, ~ x * z + I(x^2) + I(z^2)) include all regressors and the
squares/cross-products in the auxiliary regression.
But what can I do if I want find coefficient and p-values of variables x, z,
x*z,
2006 Feb 27
1
gauss.hermite function
Hi,
I am trying to find a function that returns simply the weights and
points of an n point gauss hermite integeration, so that I can use them
to fit a non-standard likelihood.
I have found some documentation for the function 'gauss.hermite' written
by jim lindley, but can't find the actual binary on CRAN
I'm aware there are lots of functions like glmm, glmmML etc to fit mixed
2007 Apr 20
1
Approaches of Frailty estimation: coxme vs coxph(...frailty(id, dist='gauss'))
Dear List,
In documents (Therneau, 2003 : On mixed-effect cox
models, ...), as far as I came to know, coxme penalize
the partial likelihood (Ripatti, Palmgren, 2000) where
as frailtyPenal (in frailtypack package) uses the
penalized the full likelihood approach (Rondeau et al,
2003).
How, then, coxme and coxph(...frailty(id,
dist='gauss')) differs? Just the coding algorithm, or
in
2008 Feb 12
1
Markov and Hidden Markov models
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
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Professor
Department of Educational Psychology
University of Wisconsin - Madison
Educational Sciences, Room, 1061
1025 W. Johnson Street
Madison, WI 53706