[R] save to file

2004-03-17 Thread Icabalceta, Jorge L.
Dear friends, In R there is a file | save to file option which takes a picture of the text in your screen and saves it to a text file. Is there any way to do the same with a function? I need this because I run a long program and when I get the results and try to use file | save to file, the

[R] Gelman-Rubin Convergence test

2004-03-04 Thread Icabalceta, Jorge L.
Dear friends, I run the Gelman-Rubin Convergence test for a MCMC object I have and I got the following result Multivariate psrf 1.07+0i, What does this mean? I guess (if I am not mistaken) that I should get a psrf close to 1.00 but what is 1.07+0i? Is that convergence or something else? Jorge

[R] A log on Bayesian statistics, stochastic cost frontier, montecarl o markov chains, bayesian P-values

2004-02-17 Thread Icabalceta, Jorge L.
questions about Bayesian analysis and, particularly stochastic cost frontier analysis. In addition, I offer to share the little I know about it with anybody interested in it. Jorge -Original Message- From: Icabalceta, Jorge L. Sent: Thursday, February 05, 2004 1:53 PM To: '[EMAIL

[R] How do we obtain Posterior Predictive (Bayesian) P-values in R

2004-02-16 Thread Icabalceta, Jorge L.
Dear Friends, According to Gelman et al (2003), ...Bayesian P-values are defined as the probability that the replicated data could be more extreme than the observed data, as measured by the test quantity p=pr[T(y_rep,tetha) = T(y,tetha)|y]... where p=Bayesian P-value, T=test statistics,

[R] How do we obtain Posterior Predictive (Bayesian) P-values in R (a sking a second time)

2004-02-16 Thread Icabalceta, Jorge L.
Dear Friends, According to Gelman et al (2003), ...Bayesian P-values are defined as the probability that the replicated data could be more extreme than the observed data, as measured by the test quantity p=pr[T(y_rep,tetha) = T(y,tetha)|y]... where p=Bayesian P-value, T=test statistics,

[R] How do you create a MCMC object?

2004-02-12 Thread Icabalceta, Jorge L.
I have been running a Gibbs Sampler to estimate levels of efficiency in the Louisiana Shrimp Industry. I created a matrix (samp) where I stored the results of each iteration for 86 variables. I run 10,000 iterations. So, the matrix samp is 10,000 x 86. I want to use the gelman-rubin test to check

[R] gelman.diag question

2004-02-11 Thread Icabalceta, Jorge L.
Dear Friends, I am trying to use the gelman-rubin convergence test. I generated a matrix samp[10,000x86] with the gibbs sampler. the test requires the creation of mcmc objects. Since I don't know how to define samp as a mcmc object, I tried to create one mcmc object by means of the mcmc()

RE: [R] rgamma question

2004-02-06 Thread Icabalceta, Jorge L.
Sorry to bother you. I am sort of confused with the random number generation from a gamma distribution. For some reason, if a variable X~gamma(shape, scale)I have been told that the mean mu can be eithe mu=shape/scale or mu=shape*scale. Why is that so? This is making me have doubt about the random

[R] rgamma question

2004-02-05 Thread Icabalceta, Jorge L.
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