gls procedure in nlme

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
7 messages Options
Reply | Threaded
Open this post in threaded view
|

gls procedure in nlme

syen04
I need help with gls{nlme}.
Specifically, I am estimating an equation with AR(1) using
maximum-likelihood. I am not understanding the correlationoption below.
Help appreciated.

===
library(nlme)
eq1<-log(chnimp)~log(chempi)+log(gas)+log(rtwex)+befile6+
                  affile6+afdec6
reg1<-gls(eq1,data=mydata,correlation=corAR1(),method="ML",verbose=T)


        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Matrix multiplication

syen04
I need to have all elements of a matrix multiplied by a weight before
being post-multiplied by itself, as shown in the forst block of codes
below. I can also multiply the matrix by the square root of the weight
and then take the outer product.

Actually, what I need is this. Denote each row of the matrix by a row
vector as xi and each element of the weighting vector as wi. Then, I
need the sum of wi * t(xi) %*% xi over i.

Any suggestion for a compact approach would be appreciated.

set.seed(76543211)
w<-1:10; w
a<-matrix(rpois(20,2),nrow=10); a
b<-a
a<-w*a
t(a)%*%b

set.seed(76543211)
a<-matrix(rpois(20,2),nrow=10); a
a<-sqrt(w)*a; a
t(a)%*%a




On 1/4/2017 5:41 PM, Steven Yen wrote:

> I need help with gls{nlme}.
> Specifically, I am estimating an equation with AR(1) using
> maximum-likelihood. I am not understanding the correlationoption
> below. Help appreciated.
>
> ===
> library(nlme)
> eq1<-log(chnimp)~log(chempi)+log(gas)+log(rtwex)+befile6+
>                  affile6+afdec6
> reg1<-gls(eq1,data=mydata,correlation=corAR1(),method="ML",verbose=T)
>

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Matrix multiplication

Jeff Newmiller
Is this a question? You seem to have three possible calculations, have already implemented two of them (?) and it is unclear (to me) what you think the right answer for any of them is supposed to be.
--
Sent from my phone. Please excuse my brevity.

On June 7, 2017 8:50:55 PM PDT, Steven Yen <[hidden email]> wrote:

>I need to have all elements of a matrix multiplied by a weight before
>being post-multiplied by itself, as shown in the forst block of codes
>below. I can also multiply the matrix by the square root of the weight
>and then take the outer product.
>
>Actually, what I need is this. Denote each row of the matrix by a row
>vector as xi and each element of the weighting vector as wi. Then, I
>need the sum of wi * t(xi) %*% xi over i.
>
>Any suggestion for a compact approach would be appreciated.
>
>set.seed(76543211)
>w<-1:10; w
>a<-matrix(rpois(20,2),nrow=10); a
>b<-a
>a<-w*a
>t(a)%*%b
>
>set.seed(76543211)
>a<-matrix(rpois(20,2),nrow=10); a
>a<-sqrt(w)*a; a
>t(a)%*%a
>
>
>
>
>On 1/4/2017 5:41 PM, Steven Yen wrote:
>> I need help with gls{nlme}.
>> Specifically, I am estimating an equation with AR(1) using
>> maximum-likelihood. I am not understanding the correlationoption
>> below. Help appreciated.
>>
>> ===
>> library(nlme)
>> eq1<-log(chnimp)~log(chempi)+log(gas)+log(rtwex)+befile6+
>>                  affile6+afdec6
>> reg1<-gls(eq1,data=mydata,correlation=corAR1(),method="ML",verbose=T)
>>
>
> [[alternative HTML version deleted]]
>
>______________________________________________
>[hidden email] mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Matrix multiplication

syen04
OK Thanks. Your response made me think. Here (the last line) is what I need:

set.seed(76543211)
w<-1:10; w
a<-matrix(rpois(20,2),nrow=10); a
t(w*a)%*%a

On 6/8/2017 12:09 PM, Jeff Newmiller wrote:

> Is this a question? You seem to have three possible calculations, have already implemented two of them (?) and it is unclear (to me) what you think the right answer for any of them is supposed to be.
> -- Sent from my phone. Please excuse my brevity. On June 7, 2017
> 8:50:55 PM PDT, Steven Yen <[hidden email]> wrote:
>> I need to have all elements of a matrix multiplied by a weight before
>> being post-multiplied by itself, as shown in the forst block of codes
>> below. I can also multiply the matrix by the square root of the weight
>> and then take the outer product.
>>
>> Actually, what I need is this. Denote each row of the matrix by a row
>> vector as xi and each element of the weighting vector as wi. Then, I
>> need the sum of wi * t(xi) %*% xi over i.
>>
>> Any suggestion for a compact approach would be appreciated.
>>
>> set.seed(76543211)
>> w<-1:10; w
>> a<-matrix(rpois(20,2),nrow=10); a
>> b<-a
>> a<-w*a
>> t(a)%*%b
>>
>> set.seed(76543211)
>> a<-matrix(rpois(20,2),nrow=10); a
>> a<-sqrt(w)*a; a
>> t(a)%*%a


        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Matrix multiplication

Jeff Newmiller
Fine,  except that you already seen to have a very compact solution if that really is what you are looking for. What am I missing?
--
Sent from my phone. Please excuse my brevity.

On June 7, 2017 9:16:48 PM PDT, Steven Yen <[hidden email]> wrote:

>OK Thanks. Your response made me think. Here (the last line) is what I
>need:
>
>set.seed(76543211)
>w<-1:10; w
>a<-matrix(rpois(20,2),nrow=10); a
>t(w*a)%*%a
>
>On 6/8/2017 12:09 PM, Jeff Newmiller wrote:
>> Is this a question? You seem to have three possible calculations,
>have already implemented two of them (?) and it is unclear (to me) what
>you think the right answer for any of them is supposed to be.
>> -- Sent from my phone. Please excuse my brevity. On June 7, 2017
>> 8:50:55 PM PDT, Steven Yen <[hidden email]> wrote:
>>> I need to have all elements of a matrix multiplied by a weight
>before
>>> being post-multiplied by itself, as shown in the forst block of
>codes
>>> below. I can also multiply the matrix by the square root of the
>weight
>>> and then take the outer product.
>>>
>>> Actually, what I need is this. Denote each row of the matrix by a
>row
>>> vector as xi and each element of the weighting vector as wi. Then, I
>>> need the sum of wi * t(xi) %*% xi over i.
>>>
>>> Any suggestion for a compact approach would be appreciated.
>>>
>>> set.seed(76543211)
>>> w<-1:10; w
>>> a<-matrix(rpois(20,2),nrow=10); a
>>> b<-a
>>> a<-w*a
>>> t(a)%*%b
>>>
>>> set.seed(76543211)
>>> a<-matrix(rpois(20,2),nrow=10); a
>>> a<-sqrt(w)*a; a
>>> t(a)%*%a

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Problem saving .RData file with save.image

syen04
In reply to this post by syen04
I am running R-3.0.3 on RStudio 1.1.183. I have recently gotten the following error message while saving an .RData file with the save.image command. I have not had this problem until recently. Help appreciated.

===
Error in save.image("bope1a.RData") :
   image could not be renamed and is left in bope1a.RDataTmp


        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Problem saving .RData file with save.image

Jeff Newmiller
Google is your friend (e.g. [1]). Gist of story is that that an existing file of that name is being "protected" by the operating system and you need to use filesystem utilities or reboot your machine to release the existing file from this condition.

[1] https://stat.ethz.ch/pipermail/r-help/2002-April/020169.html
--
Sent from my phone. Please excuse my brevity.

On January 26, 2018 12:27:55 AM PST, Steven Yen <[hidden email]> wrote:

>I am running R-3.0.3 on RStudio 1.1.183. I have recently gotten the
>following error message while saving an .RData file with the save.image
>command. I have not had this problem until recently. Help appreciated.
>
>===
>Error in save.image("bope1a.RData") :
>   image could not be renamed and is left in bope1a.RDataTmp
>
>
> [[alternative HTML version deleted]]
>
>______________________________________________
>[hidden email] mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.