similar to: RTisean executable problem in STLperArea

Hi, I wonder if someone could help. I needed to transfer (copy) a workspace file that had been generated in linux (R 2.11) to windows running the same version of R 2.11 (but of course windows binary). Usually, there is no problem in doing this and all objects work as expected. I am often doing this to be able to produce wmf or emf graphic files that I need. This time I had some spectra that I

Hi R-users, I'm trying to produce decompositions of a multiple time-series, grouped by a factor (called "area"). I'm modifying the code in the STLperArea function of package ndvits, as this function only plots produces stl plots, it does not return the underlying data. I want to extract the trend component of each decomposition ("x$time.series[,trend]), assign a name

Dear All, I am a novice when it comes to time-series analysis and at the moment I am actually interested in calculating the Hurst exponent of a time series. This question has already been asked quite some time ago http://bit.ly/98dZsi and I trust some progress has been made ever since. I was able to find some functions in the packages http://cran.r-project.org/web/packages/Rwave/index.html

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis,

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis,

Dear R users, I've just uploaded to CRAN a new version of RTisean, the TISEAN-to-R interface. This is now compatible with the recent, new 3.0.1 release of TISEAN [1]. This new TISEAN version is explicitely GPL-ed, and has some more routines handling multivariate time series. Bests, Antonio, Fabio Di Narzo. [1] http://idmc.blogspot.com/2007/03/tisean-300-is-out.html

Dear R users, I've just uploaded to CRAN a new version of RTisean, the TISEAN-to-R interface. This is now compatible with the recent, new 3.0.1 release of TISEAN [1]. This new TISEAN version is explicitely GPL-ed, and has some more routines handling multivariate time series. Bests, Antonio, Fabio Di Narzo. [1] http://idmc.blogspot.com/2007/03/tisean-300-is-out.html

I have a question on generating multivariate time series surrogates using the "surrogates" function in the RTisean library. The surrogate data matrices are always much shorter than the input matrices. FYI, I'm using R version 2.12.2 on Windows XP RTisean library v 3.0.14 Tisean algorithms v 3.0.13 Creating a surrogate univariate time series returns a time series with the

Is the project on creating R GUIs using QT interfaces still on? Any plans of using PyQT Regards Ajay Ohri Websites- http://decisionstats.com http://dudeofdata.com Linkedin- www.linkedin.com/in/ajayohri On Tue, Nov 9, 2010 at 8:33 PM, Kari Ruohonen <kari.ruohonen at utu.fi> wrote: > Hi, > I wonder if someone could help. I needed to transfer (copy) a workspace > file that

I want to run deconvolution of a time series by an impulse or point-spread function through Wiener filter, regularized filter, Lucy-Richardson method, or any other approaches. I searched the CRAN website and the mailing list archive, but could not find any package for such a deconvolution analysis. Does anybody know an existing R function for deconvolution? TIA, Gang

Dear all, Has anyone worked on coding for calculating Lyapunov Exponent for a time series data? or any package is available for computing Lyapunov? Please advice and many thanks in advance. Catherine X Wang

Hi When we use the sav_gol command in R , it shows an error which says: " error in as.matrix". We've downloaded the necessary packages. Kindly help us with this issue. If there is any other function to perform Savitzky-Golay smoothing in R, please let me know. With Regards Reynolds

Hi R-Users I need to estimate Lyapunov exponent of my time series. After reading description of all functions available I still don't know how to determine time delay. My time series length is 4200. Is it possible to determine time delay with other function's output or I can choose any random value? Thanks for your help! -- View this message in context:

Hello, R-devel seems to be the appropriated list for what I'm to ask: soory if I'm wrong. I am a c newbie but nevertheless I am trying to 'couple' an extern c software with R. The compiled library is actually a stand-alone c program, which uses text file for input and output. It uses *lots* of differents and (to me) rather complicated and nested "struct"s to represent

Dear all, I have uploaded to CRAN a new package: tseriesChaos. This is an early version (0.1) with basic tools for the explorative analysis of nonlinear time series motivated by chaos theory. Until now, the package is largely inspired by the TISEAN project (by Rainer Hegger, Holger Kantz and Thomas Schreiber: http://www.mpipks-dresden.mpg.de/~tisean/ ). This version includes: - Method of false

Dear all, I have uploaded to CRAN a new package: tseriesChaos. This is an early version (0.1) with basic tools for the explorative analysis of nonlinear time series motivated by chaos theory. Until now, the package is largely inspired by the TISEAN project (by Rainer Hegger, Holger Kantz and Thomas Schreiber: http://www.mpipks-dresden.mpg.de/~tisean/ ). This version includes: - Method of false