Displaying 20 results from an estimated 400 matches similar to: "nproc parameter in efpFunctional"
2011 Nov 10
1
efpFunctional construction (strucchange package)
Hello,
to understand better how efpFunctional works, I'm trying to construct my own
functionals. But concerning already existing functionals I have some
questions. With maxBB it is clear:
functional = list(comp = function(x) max(abs(x)), time = max),
with rangeBB:
functional = list(time = function(x) max(x)-min(x), comp = max),
with meanL2BB, if I understood correctly:
functional =
2011 Oct 09
1
strucchange Nyblom-Hansen Test?
I want to apply Nyblom-Hansen test with the strucchange package, but I don't
know how is the correct way and what is the difference between the following
two approaches (leeding to different results):
data("longley")
# 1. Approach:
sctest(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley,
type = "Nyblom-Hansen")
#results in:
# Score-based CUSUM
2010 Sep 27
1
One-sided CUSUM / MOSUM Tests?
Dear R-help list members,
I have the following question concerning the strucchange()-package: is
it possible to get the boundaries for one-sided (upper / lower) CUSUM
and MOSUM tests?
Thank you in advance.
Julia
2006 Feb 15
1
S3 generics without NS and cleanEx()
Good morning,
we recently observed a problem with importing S3 generics from a foreign
package (without namespace), defining a S3 method in a package _with_
namespace and the `cleanEx()' function which is automatically generated
and executed before examples are run by R CMD check.
To be more precise. Package `strucchange' defines a S3 generic
sctest <- function(x, ...)
2011 Aug 01
1
ivreg and structural change
Hello,
I am looking for some help with this question: how could I test structural
breaks in a instrumental variables´s model?
For example, I was trying to do something with my model with three time
series.
tax_ivreg <- ivreg(l_y ~ l_x2 + l_x1+ dl_y | lag(l_x2, -1)+lag(l_x2, -2)+
lag(l_x1, -1)+lag(l_x1, -2)+lag(l_y, -1)+lag(l_y, -2), data=tax1)
summary(tax_ivreg)
## after estimating it,
2011 Jul 29
2
'breackpoints' (package 'strucchange'): 2 blocking error messages when using for multiple regression model testing
Good morning to all,
I am encountering a blocking issue when using the function 'breackpoints'
from package 'strucchange'.
*Context:*
I use a data frame, 248 observations of 5 variables, no NA.
I compute a linear model, as y~x1+...+x4
x4 is a dummy variable (0 or 1).
I want to check this model for structural changes.
*Process & issues:*
*First, I used function Fstats.* It
2005 Feb 18
2
Partial structural Change in STRUCCHANGE PACKAGE
Hi,
I am using the Strucchange package in R to test for structural change in regression coeffcient. Given a model y = b0 + b1*X + b2*Z, the Fstats test whether there is a change in both b1 and b2 over a time period.
Is there any way where I can restrict the test to hold b2 constant and test for break in only b1? That is, instead of a pure structural change, could I test for partial structural
2009 May 12
1
strucchange | weighted models
Greetings -
Am hoping to use the strucchange package to look for structural breaks
in some messy regression data. A series of preliminary analyses indicate
that BLUE for these data will involve some weighting the data (estimates
of a particular population parameter) by a function of the variance of
the estimate (say, inverse of the variance). While I've gone through the
docs for
2010 Jan 08
2
time series analysis for a time series without a regular frequency
Hello,
I am trying to conduct a time series analysis on historic hydrologic data,
but I cannot coerce it into class ts because it does not have regular
sampling intervals (some years have 20 samples, other have 8). Specifically
I am trying to perform a CUSUM or or other step change detection, but the
packages all seem to require data as ts.
Is there a way to coerce my data into ts while
2010 Nov 19
2
simple loop problemo (Geo brownian motion)
I would like to plot multiple random walks onto the same graph. My p
variable dictates how may random walks there will be.
par(mfrow=c(1,1))
p <- 100
N <- 1000
S0 <- 10
mu <- 0.03
sigma <- 0.2
nu <- mu-sigma^2/2
x <- matrix(rep(0,(N+1)*p),nrow=(N+1))
y <- matrix(rep(0,(N+1)*p),nrow=(N+1))
t<- (c(0:N))/N
for (j in 1:p)
{
z <- rnorm(N,0,1)
x[1,j] <- 0
y[1,j]
2009 Apr 03
2
Geometric Brownian Motion Process with Jumps
Hi,
I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then added this into my log-likelihood equation, know I am getting a message:
NA in the initial gradient
My codes is hear
#
n<-length(combinedlr)
j<-c(1,2,3,4,5,6,7,8,9,10)
2004 Apr 14
7
trend turning points
Hi,
does anybody know of a nice test to detect trend turning points in time
series? Possibly with reference?
Thanks,
joerg
2015 Nov 25
2
limits.conf and AD domain groups
I am using a member server with AD as my source of accounts. ssh logins
work great.
Yesterday, one of my students wanted to see what a fork bomb was and so now
I need to place ulimits on place. Attempts to use AD domain groups fail. So
I'm not sure this is an issue for samba+winbind or for
/etc/security/limits.conf and pam.
Here's what I have added in limits.conf
# -- fix fork bomb
2012 Nov 13
2
Discrete trait Ornstein–Uhlenbeck in R?
Is there a package that will allow me to fit Brownian motion and
Ornstein?Uhlenbeck models of evolution for discrete traits? I know that
geiger and ouch have commands for fitting these models for continuous
traits, but these aren't suitable for discrete trait evolution, correct?
--
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2004 Nov 05
1
Error message from vignette strucchange-intro example
Hello,
I am just studying the following example from vignette:
strucchange-intro,
contineousely ending up in an error.
This is the given code:
1. library(strucchange)
2. data(USIncExp)
3. if (!"package:stats" %in% search()) library(ts)
4. USIncExp2 <- window(USIncExp, start = c(1985, 12))
A.Modelling:
coint.res <- residuals(lm(expenditure ~ income, data = USIncExp2))
2011 Feb 08
1
Simulation of Multivariate Fractional Gaussian Noise and Fractional Brownian Motion
Dear R Helpers,
I have searched for any R package or code for simulating multivariate
fractional Brownian motion (mFBM) or multivariate fractional Gaussian noise
(mFGN) when a covariance matrix are given. Unfortunately, I could not find
such a package or code.
Can you suggest any solution for multivariate FBM and FGN simulation? Thank
you for your help.
Best Regards,
Ryan
-----
Wonsang You
2004 Aug 12
0
updated package strucchange 1.2-4
Dear useRs,
the strucchange package for testing for structural change
has been updated: the current version is 1.2-4.
The most significant additions were two functions gefp()
and efpFunctional().
gefp() implements a class of generalized M-fluctuation
tests for testing for parameter instability or structural
change in general parametric models including generalized
linear models (GLMs).
2004 Aug 12
0
updated package strucchange 1.2-4
Dear useRs,
the strucchange package for testing for structural change
has been updated: the current version is 1.2-4.
The most significant additions were two functions gefp()
and efpFunctional().
gefp() implements a class of generalized M-fluctuation
tests for testing for parameter instability or structural
change in general parametric models including generalized
linear models (GLMs).
2006 Nov 21
1
Top process automatically killed
Hi,
Can modifications to /etc/security/limits.conf cause top process to
be automatically killed.
First, Here is the contents of the /etc/security/limits.conf
* hard cpu 2
* soft nproc 5
* hard nproc 10
mailnull hard nproc 100
What i have noticed that top process is always killed, But
2016 Sep 20
4
Too many open files
Hi all,
I am trying to stream for over 1k users on Ubuntu 16.04. I notice that when
stream connection is over 1024, it get warning like this:
WARN connection/_accept_connection accept() failed with error 24: Too many
open files
Tried these configs and reboot, it won't work!
/etc/pam.d/common-session
session required pam_limits.so
/etc/sysctl.conf
fs.file-max = 100000