[R] repeated values, nlme, correlation structures
Spencer Graves
spencer.graves at pdf.com
Sun Nov 20 19:19:26 CET 2005
The pure Bayesian could do two things:
(1) Modify the nlme code to accept a prior specification, then add
log(prior) to the log(marginal likelihood), so the function would then
estimate the Baysian posterior mode, and then output a posterior
specification in a format compatible with the input. I have done
similar things, but not exactly this, and I don't think it would be too
hard. The most difficult part would be just selecting a format to use
as the primary specification of the prior / posterior.
(2) Markov Chain Monte Carlo, which is something I have yet to do.
Best Wishes,
Spencer Graves
Patrick Giraudoux wrote:
> Looks fine... and at least accessible to my current understanding and
> capacity. I wonder if this kind of problem/method would not make a pure
> Bayesian very excited (I know one quite obsessional about it)... and
> propose an alternate approach from there (though beyond my own skill)...
>
> Thanks a lot again. Will do like that ASAP (means w.e.).
>
> Patrick
>
--
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
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spencer.graves at pdf.com
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