search for: prista

Displaying 13 results from an estimated 13 matches for "prista".

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2011 Feb 21
3
assign value to multiple objects with a given ls pattern
...th a certain pattern, e.g., those in ls(pattern="a") a specific value, e.g., "99", without having to assign each object at a time. is there a way I can do this within a "for" cycle? I have tested several eval and parse statements but with no success. Regards, Nuno Prista ____________________________ PhD student Instituto de Oceanografia Faculdade de Ci?ncias da Universidade de Lisboa Campo Grande, Lisboa, 1749-016 Lisboa, Portugal
2007 Nov 16
1
monthplot () - axis change color
...color of the average lines? monthplot(AirPassengers+500, ylim=c(min(AirPassengers), max(AirPassengers+500)), ylab="") par(new=T) monthplot(AirPassengers, col="blue", ylim=c(min(AirPassengers), max(AirPassengers+500)), ylab="") Greetings from Norfolk, Nuno Prista ______________________________________________ Instituto de Oceanografia - FCUL, Portugal Center for Quantitative Fisheries Ecology - ODU, USA [[alternative HTML version deleted]]
2008 Oct 18
1
ARIMA - h-step ahead errors
Dear colleagues, ?arima? returns directly the 1-step ahead errors but I am interested in obtaining other h-step ahead errors for several ARIMA models I have fitted. Is there any way I can obtain this with R? Any help would be appreciated. Sincerely, Nuno Prista _________________________ CO - FCUL, Lisboa, Portugal CQFE - ODU, Norfolk, USA
2007 Nov 25
1
spec.pgram() - circularity of kernel
...uency range shorten according to the size of kernel used? My doubt came from reading Diggle(1990) p105. e.g. data(lh) x<-spec.pgram(ldeaths, detrend=T, taper=0)$freq y<-spec.pgram(ldeaths, kernel("modified.daniell", c(6,6)), detrend=T, taper=0)$freq x==y Thanks in advance, Nuno Prista
2007 Dec 10
1
function centralm - does it exist
...tical computation for environmental sciences in R - mentions a function centralm (pg25) that I believe should be present in the base package but I can't find it. It is supposed to calculate means, variances, skewness, kurtosis of arrays. Does it exist in some other package? Thanks, Nuno Prista [[alternative HTML version deleted]]
2008 Jun 19
2
how to write symbol (nabla) in R graph
Dear colleagues, Can anyone of you tell me how to write a "nabla" symbol in an R graph? Thanks in advance, Nuno ______________________________________________ Centro de Oceanografia - IO-FCUL, Portugal Center for Quantitative Fisheries Ecology - ODU, USA [[alternative HTML version deleted]]
2008 May 16
2
Box.test degrees of freedom
Dear colleagues, I am new to R and statistics so please keep that in mind. I have doubts on the df calculation of Ljung-Box test (Box.test). The function seems to use always the df=lag=m and not df=m-p-q like suggested in Ljung and Box (1978) paper (that is referenced). Do you agree with this? If so, is there an R package function that computes Ljung-Box test with the degrees of
2008 Oct 24
0
unstable MA results in ARIMA?
...wever, the value of sigma2 returned seems to be based on all a[t]. I made a fe more tests and the number of residuals which appear (to me) miss-calculated gets larger and larger when I test q>1. Can I trust the "arima" estimates in the MA case as I do in the AR case? Thanks, Nuno Prista _________________________ CO - FCUL, Lisboa, Portugal CQFE - ODU, Norfolk, USA
2001 Nov 21
0
samba digest, Vol 1 #693 - 50 msgs ( On Vacation)
...reply (if necessary) to your email when I return. If you need immediate assistance please contact the following people: For ground-water and aquifer recharge related information please conatct Jeff Hoffman: jhoffma2@dep.state.nj.us For GIS and NJGS network related information please contact Ron Pristas: rpristas@dep.state.nj.us
2008 Mar 27
6
help! - spectral analysis - spec.pgram
...es I was expecting to see a signal occurring at frequency 1/5 but it does not. Can anybody explain me why? Thanks in advance, Nuno ______________________________________________ Centro de Oceanografia - IO-FCUL, Portugal Center for Quantitative Fisheries Ecology - ODU, USA email: nmprista*@fc.ul.pt ; nprista*@odu.edu [[alternative HTML version deleted]]
2008 Oct 23
1
[R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
Sender: r-help-bounces at r-project.org On-Behalf-Of: comtech.usa at gmail.com Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company... Message-Id: <b1f16d9d0810231239k506d582i7ecb908b84bc1642 at mail.gmail.com> Recipient: ngottlieb at marinercapital.com -------------------------------------------------------- This information is being sent at the
2007 Dec 14
1
Help! - boxcox transformations
Hi, Hope this does not sound too ignorant . I am trying to detrend and transform variables to achieve normality and stationarity (for time series use, namely spectral analysis). I am using the boxcox transformations. As my dataset contains zeros, I found I need to add a constant to it in order to run "boxcox". I have ran tests adding several types of constants, from .0001
2011 May 13
0
wrong argument to TO_CHAR (RODBC)?
Dear all, I can't seem to run what seems (to me!) like a common SQL statement in RODBC: data <- sqlQuery(a, 'SELECT TO_CHAR (DB1.DATE, 'yyyy') "year" FROM DB1') In contrast, data <- sqlQuery(a, 'SELECT TO_CHAR(DB1.DT_INICIO) "year" FROM DB1') works but it does not come up as I want it to (i.e., in "year" format). Can