similar to: better way to iterate matrix multiplication?

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,

Dear colleagues, I'm an epidemiologist with no background in programming and just started using R a few weeks ago. I am working on the epidemiology of African sleeping sickness, and am trying to use R to perform a Monte Carlo Markov Chain analysis to estimate three unknown parameters within a model of African sleeping sickness case detection that is mainly informed by actual field programme

Hi, I think I have configured everything correctly but for some reason I can?t get a list of the shared mailboxes to show up. When I run: doveadm acl debug -u m.markov Shared/d.marteva/INBOX doveadm(root): Debug: Skipping module doveadm_fts_plugin, because dlopen() failed: /usr/lib/dovecot/modules/doveadm/lib20_doveadm_fts_plugin.so: undefined symbol: fts_backend_rescan (this is usually

Dear Oscar,   Thanks for your help.It's so nice of you to explain this package to me.   Best Regards,   James LAN 发件人： Oscar Rueda [via R] <ml-node+s789695n4431468h14@n4.nabble.com> 收件人： monkeylan <lanjinchi@yahoo.com.cn> 发送日期： 2012年2月29日, 星期三, 下午 9:21 主题: Re: Bayesian Hidden Markov Models Dear James, The distances are normalized between zero and 1, so in your case all of

I don?t seem to have that install on my Debian machine. But I have done this: 1 LIST "" % * LIST (\HasNoChildren) "/" confirmed-spam * LIST (\HasChildren) "/" Archive * LIST (\HasNoChildren \Sent) "/" Sent * LIST (\HasChildren \Trash) "/" Trash * LIST (\HasNoChildren) "/" Spam * LIST (\HasChildren) "/" Archives * LIST

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. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not

Folks, I am holding a dataset where firms are observed for a fixed (and small) set of years. The data is in "long" format - one record for one firm for one point in time. A state variable is observed (a factor). I wish to make a markov transition matrix about the time-series evolution of that state variable. The code below does this. But it's hardcoded to the specific years that I

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

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

I need to find a computationally simple process for the movement of interest rates. In this simplified model, an interest rate can have 3--5 possible values, and its movement is characterized by a matrix of transition probabilities (ie, it is a Markov process). I would like to estimate this process from a given set of data. For example, let the interest rate time series be: 7 3 8 2 5 9 6

Dear R users, I have a data frame with one column (4000 rows) containing name codes (factor with 63 levels). I would like to associate each name with a particular Type (coded as 1,2,3,4,H or H1) in a second column. Is it possible to do a lookup table of associations (i.e. A23 is of type 1, A13 is of type 3 ...) so as to fill up automatically the $Type column. df() $Source $Type A23 A24 A9 A32

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

Hi, Does anybody know a function to simulate a Markov chain given a probability transition matrix and an initial state ? Thanks. Philippe -- -------------------------------------------------- Philippe Hup? Institut Curie - Equipe Bioinformatique 26, rue d'Ulm - 75005 PARIS France +33 (0)1 42 34 65 29 Philippe.Hupe at curie.fr <mailto:Philippe.Hupe at curie.fr>

Dear list users, I need to learn about MCMC methods, and since there are several packages in R that deal with this subject, I want to use them. I want to buy a book (or more than one, if necessary) that satisfies the following requirements: - it teaches well MCMC methods; - it is easy to implement numerically the ideas of the book, and notation and concepts are similar to the corresponding R

Thank you for your prompt answer. The breathing signal observations are the amplitude values as a function of time and phase. According to our model the hidden states are the different breathing types. Subjects, whose respiratiion process is regular, are likely to breathe, keeping the same cycle pattern/type, for many consecutive cycles. therefore dwelling in the same hidden state. The more

2012/8/25 Iaroslav Markov <ymarkov at cs.stonybrook.edu>: > Can't you do it by performing some analysis on CFG? You can traverse that structure with BFS. And after that for all the BB you have visited more than once, you try to find a parent that has a branch instruction as a terminator. Additionally you ensure that there are no BB with branches as terminators on your way. If such

After adding the configuration bit: deny message = invalid recipient domains = +local_domains !verify = recipient/callout=no_cache from: http://wiki2.dovecot.org/LMTP/Exim <http://wiki2.dovecot.org/LMTP/Exim> running update-exim4.conf and service exim4 restart the server is still accepting emails to recipients that do not exist in dovecot. Any ideas?

Hello, I'm writing about msm. It may be that consistent users of Markov models have a good idea as to what constitutes workable data for a model. I think of general rules, in basic statistical studies where n is limited to exclude fairly precise figures in the lower range. On the other hand Markov models don't seem to be often enough used for parameters to be as well laid out. I also

Dear helpers, Does anyone know about a package or a function that allows to estimate Multivariate Markov-Switching Models, like MS-VAR as introduced by Krolzig(1997) with R ? Thanks a lot!! Carlo

Dear R gurus, I have data for which I want to estimate the markov transition matrix that generated the sequence, and preferably obtain some measure of confidence for that estimation. e.g., for a series such as 1 3 4 1 2 3 1 2 1 3 4 3 2 4 2 1 4 1 2 4 1 2 4 1 2 1 2 1 3 1 I would want to get an estimate of the matrix that generated it [[originally: [,1] [,2] [,3] [,4] [1,] 0.00 0.33 0.33