https://nd.psychstat.org/ 2026-05-04T19:14:04+00:00 https://nd.psychstat.org/ https://nd.psychstat.org/_media/wiki/dokuwiki.svg text/html 2016-01-24T14:48:26+00:00 Anonymous (anonymous@undisclosed.example.com) https://nd.psychstat.org/lab/projects/15fexible_error/index Modeling error distributions Data generation * t data * Generated data [t data (N=1000, T=5)] * R code for t data * SAS code for t data analysis * process results * Process results * t results parallel text/html 2016-01-24T14:48:26+00:00 Anonymous (anonymous@undisclosed.example.com) https://nd.psychstat.org/lab/projects/15fexible_error/process_results ## dealing with student t distribution simulation results library(coda) newbind<-function(x,y){ nx<-nrow(x) ny<-nrow(y) rmax<-max(nx,ny) cmax<-ncol(x)+ncol(y) temp<-array(NA, c(rmax, cmax)) temp[1:nx, 1:ncol(x)]<-x temp[1:ny, (ncol(x)+1):cmax]<-y temp } allres<-list() R <- 100 for (r in 1:R){ ncoda<-read.table(paste('histnorm',r,'.txt', sep='')) tcoda<-read.table(paste('histt',r,'.txt', sep='')) ncoda<-ncoda[2:ncol(ncoda)] tcoda<-tcoda[2:ncol(tcoda)] ncoda<-as.mcmc(ncoda) tcoda… text/html 2016-01-24T14:48:26+00:00 Anonymous (anonymous@undisclosed.example.com) https://nd.psychstat.org/lab/projects/15fexible_error/r_code_for_t_data ############################### ## t data mL<-5 mS<-2 vL<-2 vS<-1 vLS<-0 vE<-1/3 df<-3 TT<-5 N<-1000 mu<-c(mL,mS) sigma<-array(c(vL,vLS,vLS,vS), dim=c(2,2)) y<-array(NA, dim=c(N, TT)) LS<-array(NA, dim=c(N, 2)) error<-NULL for (t in 1:TT){ error<-cbind(error, rst(N,0,sqrt(vE),df=df)) } for (i in 1:N){ LS[i,]<-rmvnorm(1, mu, sigma) for (j in 1:TT){ y[i, j] <- LS[i,1] + LS[i,2]*j + error[i,j] } } dset<-cbind(rep(1:TT, each=N),rep(1:N,TT),c(y)) write.table(dset,'tdata.txt',row.name… text/html 2016-01-24T14:48:26+00:00 Anonymous (anonymous@undisclosed.example.com) https://nd.psychstat.org/lab/projects/15fexible_error/sas_code_for_t_data_analysis * Normal - t data; data ndata; infile "N:\Private\Shared\Research\BayesianSEM\GCM with flexible error\Simulation\tdata.txt"; input time id y; run; PROC MCMC DATA=ndata NMC=40000 NBI=5000 THIN=2 DIC SEED=17 INIT=RANDOM DIAG=(ESS GEWEKE(F1=.2 F2=.5)) STATISTICS(ALPHA=0.05)=(SUMMARY INTERVAL) OUTPOST=histnorm; ODS SELECT PARAMETERS POSTSUMMARIES TADPANEL GEWEKE ESS DIC POSTINTERVALS; ARRAY b[2] L S; ARRAY beta[2]; ARRAY Sigma_b[2,2]; ARRAY beta0[2] (0 0); ARRAY sigma0[2,2] (1000 0 0 1000); … text/html 2016-01-24T14:48:26+00:00 Anonymous (anonymous@undisclosed.example.com) https://nd.psychstat.org/lab/projects/15fexible_error/t_results_parallel ## Process the results in parallel library(snowfall) run.once<-function(i){ newbind<-function(x,y){ nx<-nrow(x) ny<-nrow(y) rmax<-max(nx,ny) cmax<-ncol(x)+ncol(y) temp<-array(NA, c(rmax, cmax)) temp[1:nx, 1:ncol(x)]<-x temp[1:ny, (ncol(x)+1):cmax]<-y temp } library(coda) temp.bind<-NULL nfile<-paste('histnorm',i,'.txt', sep='') tfile<-paste('histt',i,'.txt', sep='') if (file.exists(nfile) & file.exists(tfile)){ ncoda<-read.table(nfile) tcoda<-read.table(tfile) ncoda<-ncoda[2:nc…