object
to simulate from?
Nicholas
Message: 9
Date: Fri, 13 Feb 2009 21:27:57 +0100
From: Martin Maechler maech...@stat.math.ethz.ch
Subject: Re: [Rd] proposed simulate.glm method
To: Heather Turner heather.tur...@warwick.ac.uk
Cc: r-devel@r-project.org, Martin Maechler
maech
Maechler maech...@stat.math.ethz.ch Subject: Re:
[Rd] proposed simulate.glm method To: Heather Turner
heather.tur...@warwick.ac.uk Cc: r-devel@r-project.org,
Martin Maechler maech...@stat.math.ethz.ch Message-ID:
18837.55245.15158.29...@cmath-5.math.ethz.ch
Content-Type
...@stat.math.ethz.ch Subject: Re:
[Rd] proposed simulate.glm method To: Heather Turner
heather.tur...@warwick.ac.uk Cc: r-devel@r-project.org,
Martin Maechler maech...@stat.math.ethz.ch Message-ID:
18837.55245.15158.29...@cmath-5.math.ethz.ch
Content-Type: text/plain
asked..
Martin
NicLK Nicholas
Message: 9 Date: Fri, 13 Feb 2009 21:27:57 +0100 From:
Martin Maechler maech...@stat.math.ethz.ch Subject: Re:
[Rd] proposed simulate.glm method To: Heather Turner
heather.tur...@warwick.ac.uk Cc: r-devel@r-project.org,
Martin Maechler maech
BB == Ben Bolker bol...@ufl.edu
on Thu, 12 Feb 2009 11:29:14 -0500 writes:
BB I have found the simulate method (incorporated
BB in some packages) very handy. As far as I can tell the
BB only class for which simulate is actually implemented
BB in base R is lm ... this is
Dear Martin,
I think a simulate.glm method ought to be able to work for gnm objects
too. David Firth and I started to work on this a long time ago, but
stopped part-way through when simulate.lm was introduced, thinking that
simulate.glm was probably in the pipeline and we were duplicating
effort.
Thanks a lot, Heather,
HT == Heather Turner heather.tur...@warwick.ac.uk
on Fri, 13 Feb 2009 11:49:06 + writes:
HT Dear Martin,
HT I think a simulate.glm method ought to be able to work for gnm objects
HT too. David Firth and I started to work on this a long time ago, but
Yes, thanks to Ben for getting the ball rolling. His code was more
streamlined than mine, pointing to further simplifications which I've
included in the extended version below.
The code for the additional families uses functions from MASS and
SuppDists - I wasn't sure about the best way to do
If you are generalizing this, the saving of the RNG information to
reproduce normally distribution random number also needs to save the
normal generator information. (This looks like an omission in
simulate.lm.) You might want to consider adding the simple functions
setRNG and getRNG from my
Thank you, Heather and Ben,
HT == Heather Turner heather.tur...@warwick.ac.uk
on Fri, 13 Feb 2009 15:52:37 + writes:
HT Yes, thanks to Ben for getting the ball rolling. His
HT code was more streamlined than mine, pointing to further
HT simplifications which I've included in
I have found the simulate method (incorporated
in some packages) very handy. As far as I can tell the
only class for which simulate is actually implemented
in base R is lm ... this is actually a little dangerous
for a naive user who might be tempted to try
simulate(X) where X is a glm fit
There is functionality similar to this included in the Zelig package
with it's sim method. The sim method goes a step further and
replicates the fitted model's analysis on the generated datasets as
well. I would suggest taking a look -- Zelig supports most (if not
all) glm models and a wide range
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