similar to: MLE for a t distribution

Hello, I was asked to try the following code on R, gamma.mles function (xx,shape0,rate0) { n<- length(xx) xbar<- mean(xx) logxbar<- mean(log(xx)) theta<-c(shape0,rate0) repeat { theta0<- theta shape<- theta0[1] rate<- theta0[2] S<- n*matrix(c(log(rate)-digamma(shape)+logxbar,shape/rate-xbar),ncol=1) I<- n*matrix(c(trigamma(shape),-1/rate,-1/rate,shape/rate^2),ncol=2)

Hi All, I am trying to use A Gaussian quadrature over the interval (-infty,infty) with weighting function W(x)=exp(-(x-mu)^2/sigma) to estimate an integral. Is there a way to do it in R? Is there a function already implemented which uses such weighting function. I have been searching in the statmode package and I found the function "gauss.quad(100, kind="hermite")" which uses

Dear all I'm trying to caculate the MLEs for parameters of Inverse Gaussian distribution (in a k-sample problem with common mean) by using EM-Algorithm. I found some package for EM-Algorithm that are useful for missing or incomplete data and are not helpful for solving my problem. (Exactly, the problem is: Let Xij, i=1,..,k , j=1,...,ni, be a random sample from IG(?,?i). So the

Hello to all, I am having trouble with intregrating a complicated uni-dimensional function of the following form Phi(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n). Here n is about 5000, Phi is the cumulative distribution function of standard normal, phi is the density function of standard normal, and x ranges over (-infty,infty). My idea is to to use quadrature to handle this integral. But

I have a function written for Splus, when I run it in R I obtain get an error because the function has the elements "0.d0" and "2.d0". How can I change it to run in R? The function can be found in page 230 from http://www.stat.wisc.edu/~mchung/teaching/stat471/stat_computing.pdf Function is as follows: gauher <- function(n) {# Gauss-Hermite: returns x,w so that

I want write article by russian language using Sweave. For cyrillic text LaTeX use T2A encoding \usepackage[T2A]{fontenc} But in Sweave.sty we find: \RequirePackage[T1]{fontenc} It is source of critical problem. For example Rnw file $ cat estimation.Rnw \documentclass[A4paper]{article} \usepackage[T2A]{fontenc} \usepackage[utf8]{inputenc} \usepackage[russian,english]{babel}

Full_Name: Robin Hankin Version: 2.4.0 RC OS: MacOSX 10.4.7 Submission from: (NULL) (139.166.242.29) The first cut line described in Trig.Rd for asin() is incorrect in the ascii version of the manpage. The Rd file reads: For \code{asin()} and \code{acos()}, there are two cuts, both along the real axis: \eqn{\left(-\infty, -1\right]}{\(-Inf, 1\]} and Note the inconsistency between the

I am trying to use the optim command to get the MLEs for a number of parameters based on some data. Is it possible to write a program that maximizes the likelihood and stores the parameters (many times)? I need to do this a lot of times, each time the data will be updated with more entries (rows). I need to see how the new data is affecting the previous parameter estimates of the model. What is

Greetings, Sorry, the last message was sent by mistake! Here it is again: I encounter a strange problem computing some numerical integrals on [0,oo). Define $$ M_j(x)=exp(-jax) $$ where $a=0.08$. We want to compute the $L^2([0,\infty))$-inner products $$ A_{ij}:=(M_i,M_j)=\int_0^\infty M_i(x)M_j(x)dx $$ Analytically we have $$ A_{ij}=1/(a(i+j)). $$ In the code below we compute the matrix

This is a very basic question, but I am a bit confused with optim. I want to get the MLEs using optim which could replace the newton-raphson code I have below which also gives the MLEs. The function takes as input a vector x denoting whether a respondent answered an item correctly (x=1) or not (x=0). It also takes as input a vector b_vector, and these are parameters of test items (Rasch estimates

Hi there. Thanks for your time in advance. I am using R 2.2.0 and OS: Windows XP. My final goal is to calculate 1/2*integral of (f1(x)^1/2-f2(x)^(1/2))^2dx (Latex codes: $\frac{1}{2}\int^{{\infty}}_{\infty} (\sqrt{f_1(x)}-\sqrt{f_2(x)})^2dx $.) where f1(x) and f2(x) are two marginal densities. My problem: I have the following R codes using "adapt" package. Although "adapt"

These patches convert the mle list to a hash. The same patches apply on ocfs2 1.4 too. Currently, we use the same number of hash pages for mles and lockres'. This will be addressed in a future patch that will make both of them configurable. Sunil

Dear list, I'm seeking some advice regarding a particular numerical integration I wish to perform. The integrand f takes two real arguments x and y and returns a vector of constant length N. The range of integration is [0, infty) for x and [a,b] (finite) for y. Since the integrand has values in R^N I did not find a built-in function to perform numerical quadrature, so I wrote my own after

I have a function that is an iterative process for estimating some MLEs. I want to print some progress to screen as the process iterates. I would like to try and line things up nicely in the R window, but am not sure the best way to do this. Below is a toy example. Suppose I want the value of 10 to be just below "iteration" and the value of -1234 to be just below 'Log

The changes from the last drop are: 1. Patch 11 removes struct dlm_lock_name. 2. Patch 12 is an unrelated bugfix. Actually is related to a bugfix that we are retracting in mainline currently. The patch may need more testing. While I did hit the condition in my testing, Marcos hasn't. I am sending it because it can be queued for 2.6.30. Give us more time to test. 3. Patch 13 will be useful

So, I've embarked on my threatened modifications to the mle subset of the stats4 package. Most of what I've done so far has *not* been adding the slick formula interface, but rather making it work properly and reasonably robustly with real mle problems -- especially ones involving reasonably complex fixed and default parameter sets. Some of what I've done breaks backward

Full_Name: Jerry W. Lewis Version: 2.6.1 OS: Windows XP Professional Submission from: (NULL) (24.147.191.250) pchisq(0,0,ncp=lambda) returns 0 instead of exp(-lambda/2) pchisq(x,0,ncp=lambda) returns NaN instead of exp(-lambda/2)*(1 + SUM_{r=0}^infty ((lambda/2)^r / r!) pchisq(x, df + 2r)) qchisq(.7,0,ncp=1) returns 1.712252 instead of 0.701297103 qchisq(exp(-1/2),0,ncp=1) returns 1.238938

Dear R-users I would like to integrate something like \int_k^\infty (1 - F(x)) dx, where F(.) is a cumulative distribution function. As mentioned in the "integrate" help-page: integrate(dnorm,0,20000) ## fails on many systems. This does not happen for an adaptive Simpson or Lobatto quadrature (cf. Matlab). Even though I am hardly familiar with numerical integration the implementation

Dear R-Listers, I am very confused with what seems to be a misuse of the faceting options with gplot function and I hope you might help me on this. z contains various simulation results from simulations with different set of parameters. I melt my data to have the following data.frame structure : > str(z) 'data.frame': 12383 obs. of 5 variables: $ vID : num 1 2 3 4 5 6 7 8

Hello Where can I get example in assembly, using COM32 API ? I'm trying to make simple "Hello World" using COM32, but this code does not works 8-( org 0x101000 ; this number I get from comboot.doc _start: mov ecx,msge-msg mov ebx,msg mov ah,0x02 .L: mov dl, byte [ebx] inc ebx int 0x21 loop .L .Z: jmp .Z ; \infty loop msg: db "Hello World !" msge: