Displaying 20 results from an estimated 100 matches similar to: "Problem with numerical integration and optimization with BFGS"
2005 Nov 07
1
Newbie on functions
Hi,
I'm trying to write a simple function like
case1 <- function (m, cov, Q, R) {
theta <- (acos(R/sqrt(Q^3)))
beta <- (-2)*sqrt(Q)*cos(theta/3)+m[1]/3
rho1 <- (-2)*sqrt(Q)*cos((theta+2*pi)/3)+m[1]/3
rho2 <- (-2)*sqrt(Q)*cos((theta-2*pi)/3)+m[1]/3
stderrb <- deltamethod( ~(-2)*sqrt(Q)*cos(theta/3)+x1/3,m,cov)
stderrr1 <- deltamethod(
2004 Feb 17
2
Lattice graphics and strip function
I am looking for examples of code that demonstrates the fine tuning of
the strip panels in lattice graphics and uses plotmath characters. The
code for the graphic is as follows:
xyplot(lagy ~ n | rho1 * rho2, data= data, layout=c(2,6), span = 1,
xlab = "Sample Size", ylab = "Bias in the Coefficient for the Lag of X",
type = "o")
rho1 is a four level factor
2010 Jan 21
1
correlation significance testing with multiple factor levels
[Apologies in advance if this is too "statistics" and not enough "R".]
I've got an experiment with two sets of treatments. Each subject either received
all treatments from set A or all treatments from set B.
I can compute the N pairwise correlations for all treatments in either set using
cor(). If I take the mean of these N pairwise correlations, I see that the
effects
2010 Nov 18
1
how do I build panel data/longitudinal data models with AR terms using the plm package or any other package
Hi All,
I am doing econometric modeling of panel data (fixed effects). We currently use Eviews to do this, but I have discovered a bug in Eviews 7 and am exploring the use of R to build panel data models / longitudinal data models. I looked at the plm package but do not see how I can incorporate AR terms in the model using the plm package. I have an Eviews model with two AR terms, AR(1) and
2008 Feb 08
0
User specified correlation structure (e.g., 2-banded Toeplitz)
Dear All:
I am trying to fit a special case of a 2-banded Toeplitz correlation
structure. A 2-banded Toeplitz has ones on the diagonal, a
correlation, RHO1, on the first off-diagonal, and a correlation, RHO2,
on the second off-diagonal, with zeros on all subsequent
off-diagonals. After reading relevant sections in Mixed-Effects
Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2008 Feb 08
0
User-specified correlation structure (e.g., 2-banded Toeplitz)
Dear All:
I am trying to fit a special case of a 2-banded Toeplitz correlation
structure. A 2-banded Toeplitz has ones on the diagonal, a
correlation, RHO1, on the first off-diagonal, and a correlation, RHO2,
on the second off-diagonal, with zeros on all subsequent
off-diagonals. After reading relevant sections in Mixed-Effects
Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2008 Feb 12
0
nlme & special case of corARMA?
Dear All:
I am trying to fit a special case of a 2-banded Toeplitz correlation
structure. A 2-banded Toeplitz has ones on the diagonal, a
correlation, RHO1, on the first off-diagonal, and a correlation, RHO2,
on the second off-diagonal, with zeros on all subsequent
off-diagonals. After reading relevant sections in Mixed-Effects
Models in S and S-PLUS (Pinheiro & Bates, 2000) and searching
2006 Dec 13
2
persp() problem
Dear list,
I have a problem on persp()
x <- u1data #first coloum in attached data
y <- u2data #second coloum in attached data
f <- function(x,y){qgev(pnorm(rhoF*qnorm(pnorm((qnorm(y)-rho2*qnorm(x)/sqrt(1-rho2^2))))
+sqrt(1-rhoF^2)*qnorm(0.95)),-0.3935119, 0.4227890,
0.2701648)}
z <- outer(x,y,f)
persp(x,y,z)
The R will display:
"Error in persp.default(x, y,
2007 Jul 16
1
question about ar1 time series
Hello everybody,
I recently wrote a "program" that to generate AR1 time series, here the code:
#By Jomopo. Junio-2007, Leioa, Vizcaya
#This program to create the AR1 syntetic series (one by one)
#Where the mean is zero, but the variance of the serie AR1 and
#the coef. of AR1 are be changed. If var serie AR1 = 1 then is standarized!
#Final version for AR1 time series program
#Mon Jul
2008 Jan 23
2
from a normal bivariate distribution to the marginal one
Hello,
I'm quite new with R and so I would like to know if there is a command
to calculate an integral.
In particular I simulated a bivariate normal distribution using these
simple lines:
rbivnorm <- function(n, # sample size
mux, # expected value of x
muy, # expected value of Y
sigmax, # standard deviation of
2006 Sep 01
0
defining error structure in bivariate mixed models
Hi,
Using indicator variables I have been able to fit and run the code for
fitting a bivariate mixed model using unstructured covariance matrix
The code is
lme.fit1<- lme(one.var~-1+indic1+indic2+I(indic1*d.time)+I(indic2*d.time),
random =~ -1+indic1+indic2|m.unit, weights = varIdent(~1|indic1)
,data = new.data)
My variables are
one.var :- the two response variables stacked one after
2007 May 08
0
Question on bivariate GEE fit
Hi,
I have a bivariate longitudinal dataset. As an example say,
i have the data frame with column names
var1 var2 Unit time trt
(trt represents the treatment)
Now suppose I want to fit a joint model of the form for the *i* th unit
var1jk = alpha1 + beta1*timejk + gamma1* trtjk + delta1* timejk:trtjk +
error1jk
var2 = alpha2 + beta2*timejk + gamma2* trtjk + delta2* timejk:trtjk +
2002 Apr 15
3
Greek in text()
I have gone over the examples and can't figure this out:
rho<-.77
text(x=.05,y=.5,paste(expression(rho),rho))
I was hoping to get this to print a Greek rho with 0.77 beside it.
Instead I get: rho 0.77 (i.e. Roman lettering)
The help on expression() is quite opaque so I don't understand how it
works.
Thanks for any help.
Bill Simpson
2007 Apr 18
3
Problems in programming a simple likelihood
As part of carrying out a complicated maximum likelihood estimation, I
am trying to learn to program likelihoods in R. I started with a simple
probit model but am unable to get the code to work. Any help or
suggestions are most welcome. I give my code below:
************************************
mlogl <- function(mu, y, X) {
n <- nrow(X)
zeta <- X%*%mu
llik <- 0
for (i in 1:n) {
if
2010 Sep 09
5
Help on simple problem with optim
Dear all,
I ran into problems with the function "optim" when I tried to do an mle estimation of a simple lognormal regression. Some warning message poped up saying NANs have been produced in the optimization process. But I could not figure out which part of my code has caused this. I wonder if anybody would help. The code is in the following and the data is in the attachment.
da <-
2008 Jan 27
2
Likelihood optimization numerically
Dear List,
I am not sure how should i optimize a log-likelihood numerically:
Here is a Text book example from Statistical Inference by George Casella, 2nd
Edition Casella and Berger, Roger L. Berger (2002, pp. 355, ex. 7.4 # 7.2.b):
data = x = c(20.0, 23.9, 20.9, 23.8, 25.0, 24.0, 21.7, 23.8, 22.8, 23.1, 23.1, 23.5, 23.0, 23.0)
n <- length(x)
# likelihood from a 2 parameter Gamma(alpha,
2012 Oct 02
2
Questions on converting to ConfBridge
I'm looking at what would be involved in converting from MeetMe to
ConfBridge and there seems to be a lot of missing administrative things,
but I hope I'm just missing it. We all know about the missing realtime
linkage. That's a major nuisance, but can be worked around.
More serious is that the CLI command to display users in a ConfBridge
don't show the caller ID information, so
2005 Mar 02
1
Warning: number of items to replace is not a multiple of replacement length
I feel like a complete dolt, as I know this question has been asked by
others on a fairly regular basis, but I'm going in circles trying to get
the following to work:
id.prob<-function (tt)
{
library(mvtnorm)
#============================
Makeham<-function(tt)
{
a2=0.030386513
a3=0.006688287
b3=0.039047537
t<-tt-20
h.t<-a2+a3*exp(b3*t)
S.t<-exp(-a2*t+a3/b3*(1-exp(b3*t)))
2003 Jul 09
2
A problem with using the "outer" function
Hi:
I am using R 1.7.0 on Windows. I am having trouble getting "outer" to
work on one of my functions. Here is a simple example illustrating my
problem:
> b1 <- c(1.2,2.3)
> b2 <- c(0.5,0.6)
> x <- c(3e+01, 1e+02, 3e+02, 5e+02, 1e+03, 1e+04, 1e+05, 1e+06)
> y <- c(2,4,2,5,2,3,1,1)
> n <- c(5,8,3,6,2,3,1,1)
> outer(b1,b2,FUN=bpllkd,x,y,n)
2007 Dec 02
1
speeding up likelihood computation
R Users:
I am trying to estimate a model of fertility behaviour using birth history data with maximum likelihood. My code works but is extremely slow (because of several for loops and my programming inefficiencies); when I use the genetic algorithm to optimize the likelihood function, it takes several days to complete (on a machine with Intel Core 2 processor [2.66GHz] and 2.99 GB RAM). Computing