Displaying 20 results from an estimated 100000 matches similar to: "inverse gamma truncated"
2009 Dec 11
3
how can generate from trunceted gamma distribution in R ?
Hi, all
How can generate a sample from truncated inverse gamma distribution in R?
thanks
2008 Sep 15
2
help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)
Hi, guys,
I am trying to sample from a truncated normal/gamma distribution.
But only the far end of the distribution (where the probability is very low)
is left. e.g.
mu = - 4;
sigma = 0.1;
The distribution is Normal(mu,sigma^2) truncated on [0,+Inf];
How can I get a sample? I tried to use inverse CDF method, but got Inf as
answers. Please help me out.
Also, pls help me on the similar
2011 Jan 07
0
Fitting an Inverse Gamma Distribution to Survey Data
Hello,
I've been attempting to fit the data below with an inverse gamma
distribution. The reason for this is outside proprietary software (@Risk)
kicked back a Pearson5 (inverse gamma) as the best fitting distribution with
a Chi-Sqr goodness-of-fit roughly 40% better than with a log-normal fit.
Looking up "Inverse gamma" on this forum led me the following post:
2011 Jan 13
1
Fitting an Inverse Gamma Distribution
http://r.789695.n4.nabble.com/file/n3216865/Inverse_Gamma.png
Hello,
I am seeking help in estimating the parameters of an inverse gamma
distribution (from the 'actuar' package) using a function like 'fitdistr'.
Unfortunately I haven't found such a package using findFn('fit Inverse
Gamma') from the 'sos' package and was therefore hoping someone might be
aware
2007 Jun 16
1
GLM dist Gamma-links identity and inverse
Dear users;
I am doing GLMs with the Gamma distribution, and I always get errors ("no valid set of coefficients: please supply starting values") or warnings ("NaNs produced in log(x)") when I use the links identity or inverse, but I don“t get them if I use the log link.
For example:
>
2007 May 18
1
Inverse gamma
Hi, All:
assume I need to generate X from inverse gamma with parameter (k, beta).
should I generate from Y from gamma(-k, beta),
then take X=1/Y?
Thanks
pat
2012 Oct 04
2
Help with R Fitting an inverse Gamma
Dear all,
I am new in R and would like to ask for someone's help in understanding
where I go wrong with the following code:
rm(list=ls())
# Required packages
library(MCMCpack)
# Simulated data
set.seed(1)
data = rinvgamma(n=250, shape = 5, scale = 2) + 2
hist(data)
# log-likelihood
ll = function(par){
if(par[1]>0 & par[2]>0 & par[3]<min(data)) return(
2010 Dec 02
1
initial values for alpha and beta in Gamma inverse
Hello
I am trying to fit a model using glm function with family=Gamma(link="inverse").
Is it possible to give initial values, and how? I tried to search for info but not managed to get any answer.
Kind regards and thanks in advance.
Rosario
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2008 Dec 09
1
glm error message when using family Gamma(link="inverse")
R 2.5
windows XP
I am getting an error from glm() that I don't understand. Any help or suggestions would be appreciated. N.B. 1<=AAMTCAREJ<=327900
> summary(data$AAMTCAREJ)
Min. 1st Qu. Median Mean 3rd Qu. Max.
1.0 404.3 1430.0 6567.0 5457.0 327900.0
> fitglm<-glm(AAMTCAREJ~sexcat+H_AGE+SmokeCat+InsuranceCat+MedicadeCat+
+
2008 Dec 10
0
glm error message when using family Gamma(link=inverse)
John,
You have specified a model with
E(y) = 1/eta where eta = X beta is the linear predictor
and
E(y) must be >0, since the family is Gamma
and
you have a lot of covariates in the model.
glm now has to try to find a best linear predictor, but under the constraint
that eta>0 for every single one of the observations (the log-likelihood involves
a log(eta) term). The internal
2009 Dec 11
2
Regularized gamma function/ incomplete gamma function
Dear all,
I would be very grateful if you could help me with:
Given the regularized gamma function Reg=int_0^r (x^(k-1)e^(-x))dx/int_0^Inf (x^(k-1)e^(-x))dx ; 0<r<Inf (which is eventually the ratio of the
Incomplete gamma function by the gamma function), does anyone know of a package in R that would evaluate the derivative of the inverse of Reg with respect to k? I am aware that the
2010 May 22
1
question about graph
Hi,
I have two different sets of data from two different populations. I want
to plot these samples (for example: Line graph) by just one graph.
could you please help me?
Thanks
Khazaei
2010 Feb 26
7
question to make a vector without loop
Hello all,
I want to define a vector like w[k+1]=w[k]*a/(b+k) for k=1,...,N-1 without
use loop. Is it posible to do in R?
Regards
khazaei
2010 May 11
2
question about R
Hi,
At each iteration in my program,I need to generate tree vectors,X1,X2,X3,
from exponential distribution with parameters a1,a2,a3. Can you help me
please how can I do it such that it take a little time?
thank you
khazaei
2016 Nov 14
0
Major update of package actuar
Dear useRs,
I'm happy to announce a substantial update of package actuar that bumps the version number to 2.0-0. This release focuses on additional support for continuous and discrete distributions, new functions to simulate data from compound models and mixtures, and revised and improved documentation.
A slightly shortened version of the NEWS file follows:
NEW FEATURES
? Support for the
2016 Nov 14
0
Major update of package actuar
Dear useRs,
I'm happy to announce a substantial update of package actuar that bumps the version number to 2.0-0. This release focuses on additional support for continuous and discrete distributions, new functions to simulate data from compound models and mixtures, and revised and improved documentation.
A slightly shortened version of the NEWS file follows:
NEW FEATURES
? Support for the
2004 Oct 21
1
inverse gaussian distribution of frailty variable
Hello,
I'm Emanuela, I'm implemented a survival analysis and I'm trying to use a frailty model with inverse gaussian distribution, but I'm not able to find the right code, because it seems to be only a gamma and a gaussian distribution. Is there also the inverse gaussian distribution?
Thanks a lot
Emanuela Rossi
2006 Oct 27
0
VGAM package released on CRAN
Dear useRs,
upon request, the VGAM package (currently version 0.7-1) has been
officially released on CRAN (the package has been at my website
http://www.stat.auckland.ac.nz/~yee/VGAM for a number of years now).
VGAM implements a general framework for several classes of
regression models using iteratively reweighted least squares
(IRLS). The key ideas are Fisher scoring, generalized linear
and
2008 Sep 16
0
Maximum likelihood estimation of a truncated regression model
Hi,
I have a quick question regarding estimation of a truncation
regression model (truncated above at 1) using MLE in R. I will be most
grateful to you if you can help me out.
The model is linear and the relationship is "dhat = bhat0+Z*bhat+e",
where dhat is the dependent variable >0 and upper truncated at 1;
bhat0 is the intercept; Z is the independent variable and is a uniform
2010 Mar 02
2
question to define a matrix with some vectors with different lengths
Hi,
I have some vector v1,v2,...,vk, with different lengths. I want to
consider these vectors as a matrix with k rows.
Can you please guide me how I can do it?
Regards
khazaei