Re: [R] individual likelihoods
Dear all, is there a way to extract individual likelihoods from a glm/lrm object? By individual likelihoods, I mean the likelihoods whose product give the overall likelihood of the model. I guess the code in the base package, used to compute the Akaike Information Criterion may help me. However, I couldn't figure it out, probably because I'm rather new to likelihood theory and ML estimation ;-) The aic function just sums the corresponding density (d) function with log=T (except for the normal and inverse Gauss, where it is written out explicitly). Note that mle are not available for the dispersion parameter of the gamma and inverse Gauss, although this makes vary little difference in almost all cases. Thus, you just need to feed the fitted values (and, if appropriate, the dispersion estimate) into the corresponding density function without summing. Cheers, Jim Thanks for any help/suggestion/tip, Bruno __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] how to overlap plots
Dear R experts: Can you help me to overlap a histogram and theoretical density curve of poison distribution? for example data like this: The numbers of sanils found in each of 100 sampling quadrats in an area were as follows: number of snails, r 0 1 2 3 4 5 8 15 f=frequency of r 69 18 7 2 1 1 1 1 apparently this is not Poison but near to Poison, How to overlap the theoretical desity curve to the histgram of this data? Thanks in advance! The fit.dist function in my gnlm library (www.luc.ac.be/~jlindsey/rcode.html) does that automatically. Jim Josh __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] copula functions
Hi there does anyone know about a downloadable CRAN for copula functions for R? Not on CRAN, but on my homepage (www.luc.ac.be/~jlindsey/rcode.html). gausscop in my repeated library handles gaussian copulas. Jim Thank you so much for your answers. Hanspeter __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Jacobian Matrix
Dear useRs, I need of jacobian of a tranformation, R have this function? If you use transform() on a response in my data structures (from my rmutil library), the Jacobian is calculated automatically and stored in the data structure. All my modelling functions then use it automatically. Available at www.luc.ac.be/~jlindsey/rcode.html Jim Lindsey thanks. Savano __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Hidden Markov estimation
Dear all, is there a package in R that can be used to estimate the parameters in a Hidden markov Model? You might try my functions hidden (discrete time), chidden (continuous time), and cphidden (find a change-point) functions in my repeated library at www.luc.ac.be/~jlindsey/rcode.html Jim Thanks Janine -- Janine Illian lecturer in statistics SIMBIOS School of Computing and Advanced Technologies University of Abertay Dundee Bell Street Dundee, DD1 1HG Scotland, UK Tel: +44-(0)1382-308488 Fax: +44-(0)1382-308537 __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] glmm and overall goodness of fit
Hi, exist in R any glmm function that have any tools for test for overall goodness of fit? True measures of overall goodness of fit may be difficult to formulate for such mixed models. Relative goodness of fit (as compared to glm) is available through the AIC produced by my glmm function. Cheers, Jim Thanks Ronaldo -- O papel da impressora é sempre mais forte na parte picotada. -- | // | \\ [***] | ( õ õ ) [Ronaldo Reis Júnior] | V [UFV/DBA-Entomologia] | / \ [36571-000 Viçosa - MG ] | /(.''`.)\ [Fone: 31-3899-2532 ] |/(: :' :)\ [EMAIL PROTECTED]] |/ (`. `'` ) \[ICQ#: 5692561 | LinuxUser#: 205366 ] | ( `- ) [***] | _/ \_Powered by GNU/Debian Woody/Sarge __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Survival analysis and generalized gamma?
Is there an easy way to integrate the generalized gamma distribution into the current R survival package? This distribution is available in my gnlr3 function in my gnlm library. It handles left-, right-, and interval censoring, with linear and nonlinear regression on all three parameters. Available at www.luc.ac.be/~jlindsey/rcode.html Jim --james __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] GLM for Beta distribution
On Wed, 19 Feb 2003, Sharon Kuhlmann-Berenzon wrote: Hi R-help, Is there such a thing as a function in R for fitting a GLM where the response is distributed as a Beta distribution? In my case, the response variable is a percentage ([0,1] and continuous). The current glm() function in R doesn't include the Beta distribution. That's because they aren't generalised linear models. Two simple possibilities - use the quasibinomial variance and an appropriate link such as logit in glm -- there's an example in McCullagh Nelder that tries this (though they decide in the end that it doesn't fit their data very well) - Take logits and model with linear regression: a lot of beta distributions are fairly similar to logit-normal distributions. A third simple possibility: my gnlr function in my gnlm library, which fits linear and nonlinear regression models with a beta distribution. www.luc.ac.be/~jlindsey/rcode.html Jim Or you could write down the loglikelihood and use nlm() or optim() to maximise it. -thomas __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] Markov switching models
I'm looking for Markov switching models, written in R or S-plus: Does anyone know about programs? If I am correct in believing that these are hidden Markov models, there are hidden (discrete time) and chidden (continuous time) in my repeated library. www.luc.ac.be/~jlindsey/rcode.html Jim Thanks, Yours W.Polasek __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
Re: [R] negatively correlated binary data
Dear R users: Is there a way to create negatively correlated binary data in R. I have looked at bindata, but it seems it only works with positively correlated data. Take a look at ?rdoublebinom ?rmultbinom after loading my rmutil library. As well, gnlr in my gnlm library will fit linear and nonlinear regression models using these distributions. www.luc.ac.be/~jlindsey/rcode.html Jim Thanks. Vumani Dlamini Swaziland __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help