[R] Testing Nonlinear Restrictions
Dear all, I'm interested in testing 2 nonlinear restrictions on coefficients of a nls object. Is there a package for doing this? Something in the lines of `test(nls object, res=c(res 1,res 2),...)' I only found the function delta.method in the alr3 library that calculates the se of a singleton nonlinear restriction of a nls object using the delta method. Thanks in advanced for your help and suggestions. David __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] LOCFIT: What's it doing?
Dear R-users,
One of the main reasons I moved from GAUSS to R (as an econometrician) was
because of the existence of the library LOCFIT for local polynomial regression.
While doing some checking between my former `GAUSS code' and my new `R code', I
came to realize LOCFIT is not quite doing what I want. I wrote the following
example script:
#-
# Plain Vanilla NADARAYA-WATSON estimator (or Local Constant regression, e.g.
deg=0)
# with gaussian kernel fixed bandwidth
mkern-function(y,x,h){
Mx - matrix(x,nrow=length(y),ncol=length(y),byrow=TRUE)
Mxh - (1/h)*dnorm((x-Mx)/h)
Myxh- (1/h)*y*dnorm((x-Mx)/h)
yh - rowMeans(Myxh)/rowMeans(Mxh)
return(yh)
}
# Generating the design Y=m(x)+e
n - 10
h - 0.5
x - rnorm(n)
y - x + rnorm(n,mean=0,sd=0.5)
# This is what I really want!
mhat - mkern(y,x,h)
library(locfit)
yhl.raw - locfit(y~x,alpha=c(0,h),kern=gauss,ev=data,deg=0,link=ident)
# This is what I get with LOCFIT
print(cbind(x,mhat,residuals(yhl.raw,type=fit),knots(yhl.raw,what=coef)))
#
Questions:
1) Why are residuals(.) knots(.) results different from one another? If I
want m^(x[i]) at each evaluation point i=1,...,n, which one should I use? I do
not want interpolation whatsoever.
2) Why are they `close' but not equal to what I want?
I can accept differences for higher degrees and multidimensional data at the
boundary of the support (given the way we must do the regression in areas with
sparse data) But why are these difference present for deg=0 inside the support
as well as at the boundary? The computer would still give us a result even with
a close-to-zero random denominator (admittedly, not a reliable one).
Unfortunately, I cannot get access to a copy of Loader, C. (1999) Local
Regression and Likelihood, Springer from my local library, so a small
explanation or advice would be greatly appreciated.
I do not mind using an improved version of `what I want', but I would like to
understand what am I doing?
Thanks in advanced for your help,
David Jacho-Chávez
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[R] How to suppress the printing of warnings (Windows)?
Dear all, I'm a newbie in R. I am running simulations using a fixed bandwidth in nonparametric regressions, sending all the output to a file myoutput.txt using sink(myoutput.txt), R is printing all warnings by the end of the simulation on the file. I know the source of the problem can take care of it. However, finding a 50 MB file (where all the output is printed, e.g. myoutput.txt) by the end of the simulation exercise is not quite pleasant. How could I turn them off completely?, so they are not printed in myoutput.txt file. Thanks in advanced for your help. David __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
RE: [R] How to suppress the printing of warnings (Windows)?
I'm running R v2.0.0 on Windows 2000. The command options(warn=-1) did the trick. However, is there a way I may also stop these warnings from printing on my screen while using R interactively. I am working with the LOCFIT library. I'm also planning to run my simulations in my department's Unix machine (R v1.9.0) in batch mode, would `option(warn=-1)' do the trick there as well? David -Original Message- From: Prof Brian Ripley [mailto:[EMAIL PROTECTED] Sent: 11 April 2005 13:48 To: Jacho-Chavez,DT (pgr) Cc: r-help@stat.math.ethz.ch Subject: Re: [R] How to suppress the printing of warnings (Windows)? On Mon, 11 Apr 2005, Jacho-Chavez,DT (pgr) wrote: Dear all, I'm a newbie in R. I am running simulations using a fixed bandwidth in nonparametric regressions, sending all the output to a file myoutput.txt using sink(myoutput.txt), R is printing all warnings by the end of the simulation on the file. I know the source of the problem can take care of it. However, finding a 50 MB file (where all the output is printed, e.g. myoutput.txt) by the end of the simulation exercise is not quite pleasant. How could I turn them off completely?, so they are not printed in myoutput.txt file. options(warn=-1) However, warnings and errors are sent to stderr not stdout except on obselete versions (95/98/ME) of Windows, and so not redirected by that sink() call. For me (Windows XP) sink(foo.out) warning(test) Warning message: test as expected. So is this an obsolete version of Windows or a very old version of R? -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
