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...ked it using the g++ commands and it compiles fine. Could this be the source of my problems????? Does anyone know the reason for this? Any help is appreciated, Sam. Samuel Edward Kemp BSc (Hons) Cardiff Neural & Evolutionary Computation Research Group School of Computing University of Glamorgan CF37 1DL Tel: (+44)443 483612 Fax:(+44)443 482715 e-mail: sekemp@glam.ac.uk <mailto:sekemp@glam.ac.uk> [[alternative HTML version deleted]]

Dear all, I am trying to write an R function that can estimate Transfer functions *with additive noise* i.e. Y_t = \delta^-1(B)\omega(B)X_{t-b} + N_t where B is the backward shift operator, b is the delay and N_t is a noisy component that can be modelled as an ARMA process. The parameters to both the impulse response function and the ARMA noisy component need to be estimated simultaneously. I

>From: "Ivaha C (AT)" <civaha at glam.ac.uk> >Date: 2008/04/10 Thu AM 08:51:14 CDT >To: R Help <r-help at r-project.org> >Subject: [R] Structural Modelling in R-project if you have a univariate time series and you want to break it into its various components, then you get the scalars based on a decomposition. if y...

Hello One of ours sites has just lost all it''s images and styling. It''s not a very busy site at all, so it might have been not working properly for some time now. Here''s how we start it in Lighty <pre> $HTTP["host"] == "gregynog.glam.ac.uk" { server.document-root = "/www/rails/greg/current/public/" server.error-handler-404 = "/dispatch.fcgi" accesslog.filename = "/www/rails/greg/current/log/access.log" server.errorlog = "/www/rails/greg/current/log/error.log" fastcgi.server...

Hi, I am trying to use the stl function in the ts package. It requires that the data is a univariant time series at the moment my data is in a vector. I have coerced it to a time series using.... crimets <- ts(crimeData) However, this does not work. Does anyone have any suggestions? Cheers, Sam. p.s. I am fairly new to R so apologies if this is a stupid posting.

Hi, Does anyone know of a pre-existing function where I can get the t-test confidence interval for a given mean, sd, degrees of freedom and confidence limit. I do NOT want to run any data through the t.test function. Kind regards, Sam. [[alternative HTML version deleted]]

Hi, I have been using R for a few months now and I am confident that the language has everything I will need to complete my PhD. I can create functions, script files and packages, but I would like to write my programs more efficiently (maybe using OO). Can anyone recommend a good book on the "art" of good R programming? Kind Regards, Sam.

...Currently working on a sports-team-management-extranet-type-of-app-thingy (it''d be a lot clearer with screen shots). - Have a few projects lined up for 2005... guess what I''m going to write them with? (hint: it''s not DOS batch files) ======= Kevin Evans, University of Glamorgan, Wales, UK Currently working on a Rails based blogging application for the (http://www.glam.ac.uk) University. Very close to going live, just struggling with fcgi stability :-( regards Kevin Evans IS Development Manager ======= Tanner Burson Live in the great state of Oklahoma in the US....

Hi, Does anyone know of a function in R that can estimate the parameters of a transfer function model with added noise like in SAS? Thanks in advance, Sam.

Hi, I am using nnet to learn transfer functions. For each transfer function I can estimate the best possible Mean Squared Error (MSE). So, rather than trying to grind the MSE to 0, I would like to use abstol to stop training once the best MSE is reached. Can anyone confirm that the abstol parameter in the nnet function is the MSE, or is it the Sum-of-Squares (SSE)? Best regards, Sam.

Hi, I have a contributed package on CRAN (GammaTest) and was wondering whether it is possible to find out how many times it has been downloaded. I would like to include this information in my Ph.D. thesis. Thanks in advance, Sam. [[alternative HTML version deleted]]

Hi all, I have a time series that contains double seasonal components (48 and 336) and I would like to decompose the series into the following time series components (trend, seasonal component 1, seasonal component 2 and irregular component). As far as I know, the STL procedure for decomposing a series in R only allows one seasonal component, so I have tried decomposing the series twice. First,

Hi, I am using the arima.sim function to generate some AR time series. However, the function does not seem to produce exactly the same time series when I specify the innov parameter. For example > r <- rnorm(300) > x <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) > y <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) >

I've got the same problem with help.start(). It seems to be a problem with the 'open' command when executed through R's 'system' function - ie system('open something.html') gives an error message, whilst opening a new xterm (or console) and entering open something.html works fine (here 'something.html' is the same in both cases.) My current