Displaying 20 results from an estimated 2000 matches similar to: "rgamma with rate as vector"
2009 May 16
1
maxLik pakage
Hi all;
I recently have been used 'maxLik' function for maximizing G2StNV178 function with gradient function gradlik; for receiving this goal, I write the following program; but I have been seen an error in calling gradient function;
The maxLik function can't enter gradlik function (definition of gradient function); I guess my mistake is in line ******** ,that the vector ‘h’ is
2009 Jan 05
1
transform R to C
Dear R users,
i would like to transform the following function from R-code to C-code and call it from R in order to speed up the computation because in my other functions this function is called many times.
`dgcpois` <- function(z, lambda1, lambda2)
{
`f1` <- function(alpha, lambda1, lambda2)
return(exp(log(lambda1) * (alpha - 1) - lambda2 * lgamma(alpha)))
`f2` <-
2006 Jul 07
1
convert ms() to optim()
How to convert the following ms() in Splus to Optim in R? The "Calc" function is also attached.
ms(~ Calc(a.init, B, v, off, d, P.a, lambda.a, P.y, lambda.y,
10^(-8), FALSE, 20, TRUE)$Bic,
start = list(lambda.a = 0.5, lambda.y = 240),
control = list(maxiter = 10, tol = 0.1))
Calc <- function(A.INIT., X., V., OFF., D.,
P1., LAMBDA1., P2., LAMBDA2.,
TOL., MONITOR.,
2008 Sep 12
1
Error in "[<-"(`*tmp*`, i, value = numeric(0)) :
I use "while" loop but it produces an errro. I have no idea about this.
Error in "[<-"(`*tmp*`, i, value = numeric(0)) :
nothing to replace with
The problem description is
The likelihood includes two parameters to be estimated: lambda
(=beta0+beta1*x) and alpha. The algorithm for the estimation is as
following:
1) with alpha=0, estimate lambda (estimate beta0
2008 Sep 19
2
Error: function cannot be evaluated at initial parameters
I have an error for a simple optimization problem. Is there anyone knowing
about this error?
lambda1=-9
lambda2=-6
L<-function(a){
s2i2f<-(exp(-lambda1*(250^a)-lambda2*(275^a-250^a))
-exp(-lambda1*(250^a)-lambda2*(300^a-250^a)))
logl<-log(s2i2f)
return(-logl)}
optim(1,L)
Error in optim(1, L) : function cannot be evaluated at initial parameters
Thank you in advance
--
View this
2008 Sep 11
0
Loop for the convergence of shape parameter
Hello,
The likelihood includes two parameters to be estimated: lambda
(=beta0+beta1*x) and alpha. The algorithm for the estimation is as
following:
1) with alpha=0, estimate lambda (estimate beta0 and beta1 via GLM)
2) with lambda, estimate alpha via ML estimation
3) with updataed alpha, replicate 1) and 2) until alpha is converged to a
value
I coded 1) and 2) (it works), but faced some
2001 Sep 14
1
Supply linear constrain to optimizer
Dear R and S users,
I've been working on fitting finite mixture of negative exponential
distributions using maximum likelihood based on the example given in MASS.
So far I had much success in fitting two components. The problem started
when I tried to extend the procedure to fit three components.
More specifically,
likelihood = sum( ln(c1*exp(-x/lambda1)/lambda1 +
c2*exp(-x/lambda2)/lambda2
2017 Oct 31
0
lasso and ridge regression
Dear All
The problem is about regularization methods in multiple regression when the
independent variables are collinear. A modified regularization method with
two tuning parameters l1 and l2 and their product l1*l2 (Lambda 1 and
Lambda 2) such that l1 takes care of ridge property and l2 takes care of
LASSO property is proposed
The proposed method is given
2010 Oct 25
0
penalized regression analysis
Hi All,
I am using the package 'penalized' to perform a multiple regression on a
dataset of 33 samples and 9 explanatory variables. The analysis appears to
have performed as outlined and I have ended up with 4 explanatory variables
and their respective regression coefficients. What I am struggling to
understand is where do I get the variance explained information from and how
do I
2000 Apr 14
1
rgamma with negative shape and scale parameters works?
Dear R people,
This is a possibly silly question, but the rgamma function takes the shape
and scale arguments and simulates gamma rvs corresponding to those values,
right? But the shape and scale parameters have to be positive, right?
However, rgamma quite happily returns to me values for negative values of
shape and scale, and in some cases returns negative values eg.
> rgamma(1, 1, -1)
[1]
2013 Dec 18
1
rgamma
Estimado Jorge
Perdóneme que lo moleste de nuevo, hay otra condición además de que
sum(y)=1 y es que
y[1] tiene que dar 0
en el ejemplo
y<- c (0.0000000000, 0.6321985783, 0.2325728597, 0.0855587737, 0.0314753138,
0.0115791209, 0.0042597205, 0.0015670636, 0.0005764905,
0.0002120790)
y[1]=0
sum(y)=1
esto se utiliza en el paquete EpiEstim donde se
2012 Jul 14
2
rgamma function
Hi,
Has anyone encountered the problem of rgamma function in C? The
following simplified program always dies for me, and I wonder if anyone
can tell me the reason.
#include <Rmath.h>
#include <time.h>
#include <Rinternals.h>
SEXP generateGamma ()
{
srand(time(NULL));
return (rgamma(5000,1));
}
Has anyone encountered a similar problem before? Is there another way
2004 Feb 05
5
rgamma question
I was trying to generate random numbers with a gamma distribution. In R the
function is:
rgamma(n, shape, rate = 1, scale = 1/rate). My question is that if
X~gamma(alpha, beta) and I want to generate one random number where do I
plug alpha and beta in rgamma? and, what is the meaning and use of rate?
Thanks for your attention,
Jorge
[[alternative HTML version deleted]]
2001 Sep 06
1
RFC: d/p/q/rgamma
dgamma and friends in S are documented as
dgamma(x, shape, rate=1)
pgamma(q, shape, rate=1)
qgamma(p, shape, rate=1)
rgamma(n, shape, rate=1)
whereas R has
dgamma(x, shape, scale=1, log = FALSE)
pgamma(q, shape, scale=1, lower.tail = TRUE, log.p = FALSE)
qgamma(p, shape, scale=1, lower.tail = TRUE, log.p = FALSE)
rgamma(n, shape, scale=1)
Note the use of rate vs scale. Indeed, as both S and
2007 Nov 18
1
many zeroes in rgamma ... what's going on?
Hello fellow R users,
I wanted to view the density on the standard deviation scale of a gamma(0.001, 0.001) prior for the precision. I did this as seen in the code below and found that for some reason rgamma is giving many values equal to zero, which is strange since a gamma distribution is continuous. What is going on here?
Thanks for any help in advance.
Greg
> x1 <- rgamma(10000,
2017 Dec 08
0
Elastic net
Dear R users,?
? ? ? ? ? ? ? ? ? ? ? ? I am using "Glmnet" package in R for applying "elastic net" method. In elastic net, two penalities are applied one is lambda1 for?LASSO and lambda2 for ridge ( zou, 2005) penalty.?How can I? write the code to? pre-chose the? lambda1 for?LASSO and lambda2 for ridge without using cross-validation
Thanks in advance?
Tayo?
[[alternative
2001 Sep 17
0
Many thanks. (Was: Supply linear constrain to optimizer)
Many thanks to those took time replied to my question. They were very
helpful and I solved my problem by reparameterization. With the help of
optim() the fitting procedure is very robust and insensitive to initial
starting value.
Once again, many thanks.
Kevin
-------- Original post ---------
>Dear R and S users,
>
>I've been working on fitting finite mixture of negative
2006 Jul 14
1
Optim()
Dear all,
I have two functions (f1, f2) and 4 unknown parameters (p1, p2, p3, p4). Both
f1 and f2 are functions of p1, p2, and p3, denoted by f1(p1, p2, p3) and
f2(p1,p2,p3) respectively.
The goal is to maximize f1(p1, p2, p3) subject to two constraints:
(1) c = k1*p4/(k1*p4+(1-k1)*f1(p1,p2,p3)), where c and k1 are some known
constants
(2) p4 = f2(p1, p2, p3)
In addition, each parameter
2009 Aug 25
1
Elastic net in R (enet package)
Dear R users,
I am using "enet" package in R for applying "elastic
net" method. In elastic net, two penalities are applied one is lambda1 for
LASSO and lambda2 for ridge ( zou, 2005) penalty. But while running the
analysis, I realised tht, I optimised only one lambda. ( even when I
looked at the example in R, they used only one penality) So, I am
2012 Jan 27
2
The following code (using rgamma) hangs
Hi,
I'm seeing something that may be a bug in R's standalone math library,
which is packaged by Debian as r-mathlib. I reported it to the Debian BTS
as http://bugs.debian.org/657573
I'm using Debian squeeze, and the code was tested with r-mathlib 2.11.1-6
(default on stable) and 2.14.1-1 (from testing/unstable).
I summarize this report below. The following code with the R math