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#
# Copyright 2007-2020 by the individuals mentioned in the source code history
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
require(OpenMx)
#mxOption(key="Parallel diagnostics", value = "Yes")
set.seed(1611150)
x <- matrix(rnorm(1000,sd=2))
colnames(x) <- "x"
varmod <- mxModel(
"mod",
mxData(observed=x,type="raw"),
mxMatrix(type="Full",nrow=1,ncol=1,free=T,values=0,labels="mu",name="Mu"),
mxMatrix(type="Full",nrow=1,ncol=1,free=T,values=4,labels="sigma2",name="Sigma2",lbound=0),
mxExpectationNormal(covariance="Sigma2",means="Mu",dimnames=c("x")),
mxAlgebra(sqrt(Sigma2),name="Sigma"),
mxFitFunctionML()
)
varrun <- mxRun(varmod)
sdmod <- mxModel(
"mod",
mxData(observed=x,type="raw"),
mxMatrix(type="Full",nrow=1,ncol=1,free=T,values=0,labels="mu",name="Mu"),
mxMatrix(type="Full",nrow=1,ncol=1,free=T,values=2,labels="sigma",name="Sigma",lbound=0),
mxExpectationNormal(covariance="Sigma2",means="Mu",dimnames=c("x")),
mxAlgebra(Sigma^2,name="Sigma2"),
mxFitFunctionML()
)
sdrun <- mxRun(sdmod)
omxCheckCloseEnough(
varrun$output$standardErrors[2],
mxSE(x=Sigma2,model=sdrun),
5e-6
)
omxCheckCloseEnough(
sdrun$output$standardErrors[2],
mxSE(x=Sigma,model=varrun),
1e-6
)
omxCheckCloseEnough(mxSE(sigma^2, sdrun), mxSE(sigma2, varrun), 5e-6)
obj <- 'sigma2'
omxCheckCloseEnough(mxSE(obj, varrun), mxSE(sigma2, varrun), 1e-10)
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