Displaying 20 results from an estimated 600 matches similar to: "faster GLS code"
2010 Feb 04
1
Bug in as.character? (PR#14206)
A long formula which is converted using as.character, looses its last
part: ``diagonal = 1e-12)''
Shorter formula is ok though.
Best,
H??vard
************
Browse[2]> formula.str
y ~ -1 + b1 + b2 + b3 + b4 + b5 + b6 + b7 + b8 + b9 + b10 + b11 +
b12 + b13 + b14 + b15 + b16 + b17 + b18 + b19 + b20 + b21 +
b22 + b23 + b24 + b25 + b26 + b27 + b28 + b29 + b30 + b31 +
b32 +
2012 Mar 15
1
eigenvalues of matrices of partial derivatives with ryacas
Hello,
I am trying to construct two matrices, F and V, composed of partial
derivatives and then find the eigenvalues of F*Inverse(V). I have the
following equations in ryacas notation:
> library(Ryacas)
> FIh <- Expr("betah*Sh*Iv")
> FIv <- Expr("betav*Sv*Ih")
> VIh <- Expr("(muh + gamma)*Ih")
> VIv <- Expr("muv*Iv")
I
2008 May 12
1
hessian in constrained optimization (constrOptim)
Dear helpers,
I am using the function "constrOptim" to estimate a model with ML with an
inequality constraint using the option method='Nelder-Mead'.
When I specify the option: hessian = TRUE I obtain the response:
Error in f(theta, ...) : unused argument(s) (hessian = TRUE)
I guess the function "constrOptim" does not allow this argument which, on
the other hand, is
2007 Dec 11
1
R computing speed
Dear helpers,
I am using R version 2.5.1 to estimate a multinomial logit model using my
own maximum likelihood function (I work with share data and the default
function of R cannot deal with that).
However, the computer (I have an Athlon XP 3200+ with 512 GB ram) takes
quite a while to estimate the model.
With 3 categories, 5 explanatory variables and roughly 5000 observations it
takes 2-3 min.
2009 Oct 20
1
How to create a legend that automatically reads the values from two vectors?
Hi all!!!
How can I create a legend to my plot that automatically reads the values
from two vectors?
betav<-c(0.78,0.94,0.88,0.41,0.59,4.68)
etav<-c(235.6,59.5,31.2,8.7,3.2,1174)
I want my legend to show 6 lines
beta(in greeks)=0.78,eta(in greeks)=235.6
beta(in greeks)=0.94,eta(in greeks)=6.59
....
beta(in greeks)=4.68,eta(in greeks)=1174
I know how to do it "by hand" but I have
2012 Jan 17
2
bayesian mixed logit
Dear all,
I am writing an R code to fit a Bayesian mixed logit (BML) via MCMC / MH algorithms following Train (2009, ch. 12).
Unfortunately, after many draws the covariance matrix of the correlated random parameters tend to become a matrix with almost perfect correlation, so I think there is a bug in the code I wrote but I do not seem to be able to find it.. dull I know.
Has anybody written a
2008 Jun 23
3
Simulating Gaussian Mixture Models
Hi,
Is there any package that I can use to simulate the Gaussian
Mixture Model , which is a mixture modeling method that is widely used
in statistical learning theory.
I know there is a mclust, however, I think it is a little bit
different from my problem.
Thanks very much..
regards.
--------------------------
Peng Jiang
??
Ph.D. Candidate
Antai College of Economics &
2010 Apr 04
2
calculating an interaction statistic from stratified data
Dear R community,
I have data on beta&standard error (for the main effect of variable x),
stratified by sex for my dataset. I wish to calculate the sex-interaction
effect (as beta&se) from these two stratified datasets. Is there a package
to do this? If not, any advice how to do it manually?
Thank you very much and best regards, Georg.
************************
Georg Ehret, JHU,
2006 Dec 31
7
zero random effect sizes with binomial lmer
I am fitting models to the responses to a questionnaire that has
seven yes/no questions (Item). For each combination of Subject and
Item, the variable Response is coded as 0 or 1.
I want to include random effects for both Subject and Item. While I
understand that the datasets are fairly small, and there are a lot of
invariant subjects, I do not understand something that is happening
2006 Dec 31
0
(no subject)
> > If one compares the random effect estimates, in fact, one sees that
> > they are in the correct proportion, with the expected signs. They are
> > just approximately eight orders of magnitude too small. Is this a bug?
>
> BLUPs are essentially shrinkage estimates, where shrinkage is
> determined with magnitude of variance. Lower variance more
> shrinkage towards
2006 Dec 31
2
zero random effect sizes with binomial lmer [sorry, ignore previous]
I am fitting models to the responses to a questionnaire that has
seven yes/no questions (Item). For each combination of Subject and
Item, the variable Response is coded as 0 or 1.
I want to include random effects for both Subject and Item. While I
understand that the datasets are fairly small, and there are a lot of
invariant subjects, I do not understand something that is happening
here, and in
2005 Nov 09
8
Element-by-element multiplication operator?
Is there an element-by-element multiplication in R, like the .* operator in Matlab?
eg: A (2x3)
B (2x3)
C=A.*B
C (2x3)
C = [[a11*b11 a12*b12 a13*b13]; [a21*b21 a22*b22 a23*b23]]
I can't find one...
Thanks
-Mike Gates
2008 Feb 20
3
reshaping data frame
Dear all,
I'm having a few problems trying to reshape a data frame. I tried with
reshape{stats} and melt{reshape} but I was missing something. Any help is
very welcome. Please find details below:
#################################
# data in its original shape:
indiv <- rep(c("A","B"),c(10,10))
level.1 <- rpois(20, lambda=3)
covar.1 <- rlnorm(20, 3, 1)
level.2
2010 Aug 11
4
Arbitrary number of covariates in a formula
Hello!
I have something like this:
test1 <- data.frame(intx=c(4,3,1,1,2,2,3),
status=c(1,1,1,0,1,1,0),
x1=c(0,2,1,1,1,0,0),
x2=c(1,1,0,0,2,2,0),
sex=c(0,0,0,0,1,1,1))
and I can easily fit a cox model:
library(survival)
coxph(Surv(intx,status) ~ x1 + x2 + strata(sex),test1)
However, I want to
2010 May 24
2
Table to matrix
Dear R users,
I am trying to make this (3 by 10) matrix A
--A----------------------------------------------------
0 0 0 0 1 0 0 0 0 0
0 0 0 0 0 1 0 0 0 0
0 0.5 0.5 0 0 0 0 0 0 0
-------------------------------------------------------
from "mass.func"
--mass.func-------------------------------------------
> mass.func
$`00`
prop
5
1
$`10`
2009 May 19
4
nlrwr package. Error when fitting the optimal Box-Cox transformation with two variables
Dear all:
I'm trying to fit the optimal Box-Cox
transformation related to nls (see the code
below) for the demand of money data in Green (3th
Edition) but in the last step R gives the next
error message.
Error en
`[.data.frame`(eval(object$data), ,
as.character(formula(object)[[2]])[2]) :
undefined columns selected.
?Any idea to solve the problem?
Thanks in advance,
2007 Apr 09
3
sem vs. LISREL: sem fails
I am new to R.
I just tried to recreate in R (using sem package and the identical input data) a solution for a simple measurment model I have found before in LISREL. LISREL had no problems and converged in just 3 iterations.
In sem, I got no solution, just the warning message:
"Could not compute QR decomposition of Hessian.
Optimization probably did not converge.
in: sem.default(ram =
2005 Sep 27
1
Simulate phi-coefficient (correlation between dichotomous vars)
Newsgroup members,
I appreciate the help on this topic.
David Duffy provided a solution (below) that was quite helpful, and came
close to what I needed. It did a great job creating two vectors of
dichotomous variables with a known correlation (what I referred to as a
phi-coefficient).
My situation is a bit more complicated and I'm not sure it is easily
solved. The problem is that I must
2006 Feb 20
1
var-covar matrices comparison:
Hi,
Using package gclus in R, I have created some graphs that show the
trends within subgroups of data and correlations among 9 variables (v1-v9).
Being interested for more details on these data I have produced also the
var-covar matrices.
Question: From a pair of two subsets of data (with 9 variables each, I
have two var-covar matrices for each subgroup, that differ for a
treatment on one
2008 Dec 28
1
Random coefficients model with a covariate: coxme function
Dear R users:
I'm new to R and am trying to fit a mixed model
Cox regression model with coxme function.
I have one two-level factor (treat) and one
covariate (covar) and 32 different groups
(centers). I'd like to fit a random coefficients model, with treat and covar
as fixed factors and a random intercept, random
treat effect and random covar slope per center.
I haver a couple of