Journal of Computational & Graphical Statistics articles from December 2002

Journal of Computational & Graphical Statistics archives from December 2002

Selecting the number of knots for penalized splines.
December 1, 2002... Penalized splines, or P-splines, are regression splines fit by least-squares with a roughness penalty. P-splines have much in common with smoothing splines, but the type of penalty used with a P-spline is somewhat more general than for a...

Generalized linear additive smooth structures.
December 1, 2002... This article proposes a practical modeling approach that can accommodate a rich variety of predictors, united in a generalized linear model (GLM) setting. In addition to the usual ANOVA-type or covariate linear (L) predictors, we consider...

Mixed model-based hazard estimation.
December 1, 2002... This article proposes a new method for estimation of the hazard function from a set of censored failure time data, with a view to extending the general approach to more complicated models. The approach is based on a mixed model representation...

A nonparametric procedure to detect jumps in regression surfaces.
December 1, 2002... This article proposes a local smoothing procedure for detecting jump location curves of regression surfaces. This procedure simplifies the computation of some existing jump detectors in the statistical literature. It also generalizes the Sobel...

Fast algorithm for cross-validation of the best linear unbiased predictor.
December 1, 2002... This article proposes a new algorithm for cross-validation of the best linear unbiased predictor. The algorithm relies on a new technique for downdating the inverse of a Cholesky factor. Given n data points, the new algorithm has complexity...

An efficient algorithm for REML in heteroscedastic regression.(residual or restricted maximum likelihood)
December 1, 2002... This article considers REML (residual or restricted maximum likelihood) estimation for heteroscedastic linear models. An explicit algorithm is given for REML scoring which yields the REML estimates together with their standard errors and...

Markov chain Monte Carlo, sufficient statistics, and particle filters.
December 1, 2002... This article considers how to implement Markov chain Monte Carlo (MCMC) moves within a particle filter. Previous, similar, attempts have required the complete history ("trajextory") of each particle to be stored. Here, it is shown how certain...

Movies for the visualization of MCMC output.(Markov chain Monte Carlo)
December 1, 2002... Past work on visualization methods for Markov chain Monte Carlo analyses leaves many open questions. Particular difficulties arise when the researcher wishes to monitor several aspects of the chain's behavior jointly. We propose a movie, which...

Detecting clusters and nonlinearity in three-dimensional dynamic graphs.
December 1, 2002... Three-dimensional dynamic scatterplots can reveal certain features of data that cannot be apprehended in marginal two-dimensional displays. Using graduate students as subjects, we sought to establish whether the detection of clusters and...

A Turing test of bootstrap scenarios.
December 1, 2002... Scenario generation can be an important part of the training of human decision makers. A good scenario generation method should be able to generate large numbers of realistic scenarios. When the scenarios take the form of univariate stationary...

Constructing all extremes of contingency tables with given marginals.
December 1, 2002... Let M be the set of all p x q matrices with nonnegative entries and fixed marginals. A matrix in M is an extreme if it cannot be expressed as a convex combination of two distinct matrices in M. Several procedures in categorical data analysis...

Computing multivariate normal probabilities: a new look.
December 1, 2002... This article describes and compares several numerical methods for finding multivariate probabilities over a rectangle. A large computational study shows how the computation times depend on the problem dimensions, the correlation structure, the...

Comparison of methods for the computation of multivariate t probabilities.
December 1, 2002... This article compares methods for the numerical computation of multivariate t probabilities for hyper-rectangular integration regions. Methods based on acceptance-rejections, spherical-radial transformation regionsm and separation-of-variables...

Parameter estimation of nonlinear stochastic differential equations: simulated maximum likelihood versus extended Kalman filter and Ito-Taylor expansion.
December 1, 2002... This article compares several estimation methods for nonlinear stochastic differential equations with discrete time measurements. The likelihood function is computed by Monte Carlo simulations of the transition probability (simulated maximum...

Lawal, H. Bayo, and Sundheim, Richard A., (2002), "Generating Factor Variables for Asymmetry, Non-independence, and Skew-Symmetry Models in Square Contingency Tables using SAS.".(Brief Article)
December 1, 2002... Journal of Statistical Software, www.jstatsoft.org/v07/i08. In this paper, a SAS program (macro) is written to generate factor and regression variables required for implementing asymmetry, non-independence non-symmetry + independence models...

Belaire-Franch, Jorge, and Contreras, Dulce (2002), "Recurrence Plots in Nonlinear Time Series Analysis: Free Software.".(Brief Article)
December 1, 2002... Journal of Statistical Software, www.jstatsoft.org/v07/i09. The fast development of computer resources available to the scientific community and the parallel growing bulk of theoretical knowledge about complex dynamics have allowed many...

Bonnet, Eric, and van der Peer, Yves (2002), "ZT: a Software Tool for Simple and Partial Mantel Tests.".(Brief Article)
December 1, 2002... Journal of Statistical Software, www.jstatsoft.org/v07/i10. This paper describes a software tool, called ZT, to perform simple and partial Mantel tests. These classical tests investigate possible correlations between distances matrices...