similar to: inverse gamma truncated

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 [[alternative HTML version deleted]]
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