Dear R Users
I am maximizing a likelihood function it has two two correlated random
effects which follows bivariate normal distribution. To get the marginal
distribution I want to integrate out with respect to these two correlated
random effects. Does any body know how can I implement gaussian
Dear R Users
I am maximizing a user defined log likelihood function. It includes variance
parameter (sigma). I used R function optim with BFGS maximization method.
However, it stops before the solution saying “sqrt(sigma): NaNs produced”
Could anybody know a proper transformation for sigma which
This is the part of the function in my likelihood function
prob-function(t1,t2,m1,m2,s_r,s_p,s_e,cor_m){
if ((t1==0) (t2==0))
log_lik-log(pmvnorm(lower=rep(-Inf, 2),
upper=c(m1/sqrt(s_r+s_p+s_e+1),m2/sqrt(s_r+s_p+s_e+1)),
mean=rep(0,2), corr=cor_m))
else if ((t1==0) (t2==1))
Dear R Users,
I have a question based on my research. I am analyzing reader-based
diagnostic data set. My study involves diabetic patients who were evaluated
for treatable diabetic retinopathy based on the presence or absence of two
pathologies in their eyes. Pathologies were identified using
Dear R Members,
I want to know a fast R function to do multidimensional integration. I used
the function 'cuhre' in R2cuba library. But it takes painful time to get the
answer.
I would be thankful if anyone could help me out to solve this problem
Thanks
Niroshan
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Dear R users,
I fitted a GEE model using the function 'geese' (or 'geeglm') with user
defined
correlation matrix. I want to get the var-cov matrix of the regression
coefficients. But the output provides only limited information.
I would be very much thankful if you could kindly let me know
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