search for: dethlefsen

...var-grouped terms. Thus what I would like, looks a bit like the 'assign' attribute of the model.matrix() output. I have not figured out a way of doing this in a nice way and would like some help, please. I hope somebody can help me (or point the manual-pages I should read), Best, Claus Dethlefsen ---------------------------------------------------------------------------- --- Assistant Professor, Claus Dethlefsen, Ph.D. mailto:dethlef at math.auc.dk, http://www.math.auc.dk/~dethlef Dpt. of Mathematical Sciences, Aalborg University Fr. Bajers Vej 7G, 9220 Aalborg East Denmark -- No virus f...

Dear R-brains, I'm rather new to state-space models and would benefit from the extra confidence in using the excellent package sspir. In a one-factor model, If I am trying to do a simple regression where I assume the intercept is constant and the 'Beta' is changing, how do I do that? How do i Initialize the filter (i.e. what is appropriate to set m0, and C0 for the example below)?

...ve tried putting "any" in place of "numeric" in the call to model.response, but it does not change anything for me. How do I retrieve the response from a formula without loosing its "ts" status? Best, Claus ---------------------------------------------------- Claus Dethlefsen, MSc, PhD Biostatistician at Center for Cardiovascular Research Aalborg Hospital, Aarhus University Hospital, Denmark

...ed by \code{\link{optim}}.}" to "\item{code}{the value returned by \code{\link{optim}}.}" or to change the code. Thank you for supplying a great set of functions. Best regards, Claus --------------------------------------------------------------------------- Assistant Prof. Claus Dethlefsen, PhD Department of Mathematical Sciences, Aalborg University Fredrik Bajers Vej 7G, DK-9220 Aalborg, Denmark dethlef@math.aau.dk; www.math.aau.dk/~dethlef Ph: +45 9635 8878; Fax: +45 9815 8129 ---

I'm looking for a Windows distribution of TeX that works with R, after a few years' absence from Windows. On Duncan Murdoch's Rtools page fptex is still recommended, but it turns out that fptex is "defunct" as of May 2005, see http://www.metz.supelec.fr/~popineau/xemtex-7.html So, what is suggested? TUG (tug.org) recommends something called proTeXt, which is said to be

...aph which allows for editing and callbacks of graphs in the displayed window. Try > install.packages(c("dynamicGraph","deal")) > library(deal) > demo(reinis) Best, Claus --------------------------------------------------------------------------- Assistant Prof. Claus Dethlefsen, PhD Department of Mathematical Sciences, Aalborg University Fredrik Bajers Vej 7G, DK-9220 Aalborg, Denmark dethlef at math.aau.dk; www.math.aau.dk/~dethlef Ph: +45 9635 8878; Fax: +45 9815 8129 --- _______________________________________________ R-packages mailing list R-packages at stat.mat...

...aph which allows for editing and callbacks of graphs in the displayed window. Try > install.packages(c("dynamicGraph","deal")) > library(deal) > demo(reinis) Best, Claus --------------------------------------------------------------------------- Assistant Prof. Claus Dethlefsen, PhD Department of Mathematical Sciences, Aalborg University Fredrik Bajers Vej 7G, DK-9220 Aalborg, Denmark dethlef at math.aau.dk; www.math.aau.dk/~dethlef Ph: +45 9635 8878; Fax: +45 9815 8129 --- _______________________________________________ R-packages mailing list R-packages at stat.mat...

Hi Rers, I have a poission time series model with 5 parameters. I just wanted to remove two of the lag on response in the model and put it as a system model. I am not sure about the codes to combine these two on R. If anybody has any R example (code), please post it. My original model: log(Y(t))~constant+b1*Y(t-1)+b2*Y(t-2)+b3*(variable1)+b4*(variable2)+e I would like to construct a

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Hi all, I've just started working my way through Mike West and Jeff Harrison's _Bayesian Forecasting and Dynamic Models_, and I was wondering if there were any publically-available packages to handle dynamic linear models, as they describe. I found the "dynlm" package, but either I don't yet understand what's going on or that package uses a different sense of the phrase

...have yet to receive any response. I would be very grateful for any advice people have on the matter. Thanks, Mark -------- Original Message -------- Subject: possible bug in sspir? Date: Tue, 19 May 2009 16:08:41 -0700 From: Mark Scheuerell <mark.scheuerell at noaa.gov> To: aas.claus.dethlefsen at nja.dk, dethlef at math.aau.dk, cld at rn.dk Hi Claus, I have been using the "sspir" package that you developed for use with R and have found it very useful. Previously, all of the time series models I had been fitting had gaussian errors, and everything seemed to work quite we...

I familarized myelf with kalmanlike and structts which are approaches for building and estimating ( and forecasting ) state space models ( or the equivalent arima models ). back in 2003, gavin simpson wrote an email describing the west and harrison apprach to estimate state space models and asked if anything was out there for using that approach. the goals of this approach are the same as kalman

...c: Statistics for the Social Sciences Maintainer: John Fox Repository: http://cran.uk.r-project.org --------------- Name: Spatial Topic: Analysis of Spatial Data Maintainer: Roger Bivand Repository: http://cran.uk.r-project.org --------------- Name: gR Topic: gRaphical models in R Maintainer: Claus Dethlefsen Repository: http://cran.uk.r-project.org > available.views(repos="http://cran.uk.r-project.org") CRAN Task Views no views found > --please do not edit the information below-- Version: platform = i386-pc-mingw32 arch = i386 os = mingw32 system = i386, mingw32 status = majo...