search for: hht

Displaying 8 results from an estimated 8 matches for "hht".

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2011 Sep 22
1
Error in as.vector(data) optim() / fkf()
...ix giving the intercept of the measurement equation dt <- (diag(m)-expm(-array(c(K_1, 0, 0, K_2), c(2,2))*h))*theta #matrix giving the intercept of the transition equation GGt <- array(c(1,0,0,1), c(d,d,n)) #array giving the variance of the disturbances of the measurement equation HHt <- array(c(1,0,0,1), c(m,m,n)) #array giving the variance of the innovations of the transition equation a0 <- c(0, 0) #vector giving the initial value/estimation of the state variable P0 <- matrix(1e6, nrow = 2, ncol = 2) # matrix giving the variance of a0 return(list(a0 = a0,...
2011 Jan 21
0
HHT-methodology
Hello R-experts, I wonder whether any of the R-packages cover the Hilbert-Huang Transform methodology (HHT)? Regards, Torbjorn -- Torbj?rn Lorentzen | torbjorn.lorentzen at bjerknes.uib.no |torbjorn.lorentzen at uni.no | http://www.bjerknes.uib.no/ Phone: +47 55 58 25 05 | Cellphone: +47 906 972 36 | Bjerknes Centre for Climate Research | Geophysical Institute | University of Bergen | Allegaten 5...
2011 Nov 12
1
State space model
...lt;- a #matrix giving the intercept of the measurement equation dt <- as.matrix((diag(m)-explh)%*%c(theta_1, theta_2)) #matrix giving the intercept of the transition equation GGt <- array(diag(d), c(d,d,1)) #array giving the variance of the disturbances of the measurement equation HHt <- diag(m) #array giving the variance of the innovations of the transition equation a0 <- c(0.5, 0.5) #vector giving the initial value/estimation of the state variable P0 <- matrix(1e6, nrow = 2, ncol = 2) # matrix giving the variance of a0 return(list(a0 = a0, P0 = P0, ct = ct...
2011 Dec 17
0
time-varying parameters kalman filter estimation problem using FKF package
...n in the help file found using ?fkf which demonstrates the MLE of an ARMA(2,1) model. When I attempt to run my R code (given below) I get the following error: Error in fkf(a0 = sp$a0, P0 = sp$P0, dt = sp$dt, ct = sp$ct, Tt = sp$Tt, : Some of dim(dt)[2], dim(ct)[2], dim(Tt)[3], dim(Zt)[3], dim(HHt)[3], dim(GGt)[3] or dim(yt)[2] is/are neither equal to 1 nor equal to 'n'! Here is the R code that generated this error # Fitting time-varying parameter CAPM to BP stock # let rt denote adjusted daily returns on a stock # let rmt denote daily returns on the appropriate benchmark e.g. SP5...
2006 Dec 11
3
installing xen over XEN
Hi all, what would be the best way to install windows xp pro over XEN. I guess its only possible with NFS,HHT OR FTP shares. Does anyone have idea about it? How to have these share so that i could have Windows xp as a guest OS over xen(FC6)? Thanks -- View this message in context: http://www.nabble.com/installing-xen-over-XEN-tf2794004.html#a7794684 Sent from the Xen - User mailing list archive at Nabble....
2009 Aug 31
4
Offtopic, HT vs. HH in coin flips
Dear R-help, Could someone please try to explain this paradox to me? What is more likely to show up first in a string of coin tosses, "Heads then Tails", or "Heads then Heads"? ##generate 2500 strings of random coin flips ht <- replicate(2500, paste(sample(c("H", "T"), 100, replace = TRUE), collapse =
2011 Jan 22
0
how to call BayesX in R to see the graph
...Shotwell) 23. Re: User input in R program (D Kelly O'Day) 24. Re: complex transformation of data (ONKELINX, Thierry) 25. Re: complex transformation of data (Moritz Grenke) 26. Re: User input in R program (Mauricio Zambrano) 27. Error in ANOVA for model comparison (Rosario Garcia Gil) 28. HHT-methodology (Torbj?rn Lorentzen) 29. Help for lattice. par(new=TRUE) (Fabrice Tourre) 30. Re: Regression Testing (Mojo) 31. Re: Regression Testing (Achim Zeileis) 32. Re: How to look into the asterisked function? (Bogaso Christofer) 33. Re: Error in ANOVA for model comparison (John Fox) 34. c...
2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
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