Re: [R] individual likelihoods

2004-01-19 Thread Jim Lindsey
 
 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
 
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Re: [R] how to overlap plots

2004-01-15 Thread Jim Lindsey
 
 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
 
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Re: [R] copula functions

2004-01-14 Thread Jim Lindsey

 
 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
 
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Re: [R] Jacobian Matrix

2003-12-17 Thread Jim Lindsey
 
 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
 
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Re: [R] Hidden Markov estimation

2003-07-18 Thread Jim Lindsey
 
 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
 
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Re: [R] glmm and overall goodness of fit

2003-06-23 Thread Jim Lindsey
 
 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.
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Re: [R] Survival analysis and generalized gamma?

2003-06-06 Thread Jim Lindsey
 
 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
 
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Re: [R] GLM for Beta distribution

2003-02-19 Thread Jim Lindsey
 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
 
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Re: [R] Markov switching models

2003-02-19 Thread Jim Lindsey
 
 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
 
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Re: [R] negatively correlated binary data

2003-01-08 Thread Jim Lindsey
 
 
 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
 
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