similar to: SETAR Estimation

Hi all, I have problem to estimate a SETAR model. I always get an error message. Here is the code: ## there are 4175 observation in the series (a). > a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2 Using maximum

Hola, Estoy intentando realizar un ajuste a un modelo setar con R y me surgen problemas a la hora de representar el modelo setar sin la constante. El código es el siguiente: # Estimacion TAR(2;2,2) con delta 1: mod.setar <- setar(x, m = 2, mL = 2, mH = 2, thDelay = 1) mod.setar summary(mod.setar) mod.setarc<-setar(x, m=2, mL=2, mH=2, thDelay=1, include=c("none")) ##eliminamos

Hi, I know the problem now. Previously i use as.timeSeries function, but the error message of setar function still came out. Anyway, many thanks to Pascal for the solution. Best Regards, Ario On Mon, Jul 23, 2012 at 4:28 PM, Pascal Oettli <kridox@ymail.com> wrote: > Hello, > > It works for me (with a warning message), by adding this line before the > setar procedure: > >

Dear R-helpers, I am trying to estimate a model that I am proposing, which consists of putting an extra hidden layer in the Markov switching models. In the simplest case the S(t) - Markov states - and w(t) - the extra hidden variables - are independent, and w(t) is constant. Formally the model looks like this: y(t)=c(1,y[t-1])%*%beta0*w+c(1,y[t-1])%*%beta1*(1-w). So I ran some simulations to

Thanks for your reply. I changed my code to: if (speex_preprocess_run(preprocess_state, shortPointer) == 1) { speex_encode_int(enc_state, shortPointer, &enc_bits); } In the mobile version of the software, compiled against the mobile build of Speech, I get 1 and 0 based on whether the speech is detected. In the version of the software compiled against the Win32 version of Speex,

Thank you for such a quick response. The only reason I started with Char buffers is because WaveIn and WaveOut on Windows XP accept/emit WAVEHDR structures, which store audio data in LPSTR, which is Char*. typedef struct { LPSTR lpData; DWORD dwBufferLength; ... } WAVEHDR; When I was going from Char to float and back looked very wrong to me as well, but I was just not

Hi R users, How can I automatically export results and graphs to a file? Thanks in advance Pedro Mota Veiga -- View this message in context: http://r.789695.n4.nabble.com/Export-Results-tp2268622p2268622.html Sent from the R help mailing list archive at Nabble.com.

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

This must be a simple issue, but I cannot figure it out. I want to use VAD, but I don't know how to check if the actual frame has voice in it or not. So, in my code, I do: int tmp = 1; speex_preprocess_ctl(preprocess_state, SPEEX_PREPROCESS_SET_VAD, &tmp); speex_preprocess_ctl(preprocess_state, SPEEX_PREPROCESS_SET_DENOISE, &tmp); then later, for each frame

Hello, I know my question has been asked before because I spent the last week searching the web for how to use Speex in combination with WaveIn/WaveOut and I ran into a few posts, but none of them answer the question. There is still a lot of confusion how to use WaveIn/WaveOut and Speex by junior developers such as myself. Even after examining code for SpeexDec and SpeexEnc, I cannot get clear

Again, thank you for helping me. I know this might seem like a trivial matter to you and other experts in the field, but believe me, there are a lot of programmers, whose posts I saw on the web, who tried to use WaveIn/WaveOut and Speex and failed. As I understand it, WaveIn just buffers audio data according to the bit rate specified. So, if we use waveFormat.wBitsPerSample = 8, then each Char of

I am currently doing a research paper that requires the estimation of a thereshold model. I have gone through the reference manual for the pacjage "tsdyn" and i am failing to see how the the threshold models provided by R can estimate a model in which the other control variables exist or are included in the estiamtion of the model. Any help provided will be greatly appreciated Andrew

Evgueni, Don't listen to this guy. The last thing someone confused about types should use is a union. Listen, whatever types you're using, you're just dealing with data in memory. For an array, it's just a big block of data in memory. You need to know how that data is stored in memory. For audio data, WAVEFORMATEX tells you that with its contents. Don't let types

*Hi all, I got problems installing RSTAR, MSVAR, and MSVECM packages. * > install.packages("RSTAR")Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’ (as ‘lib’ is unspecified)Warning in install.packages : package ‘RSTAR’ is not available (for R version 2.15.1) > install.packages("MSVAR") Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’

Quitar la constante del modelo, no parece una buena estrategia para estos datos. En cualquier caso, si quieres visualizar las predicciones del modelo setarc con las de los demás modelos, prueba sustituir la linea plot(x.test, ylim = range(x)) por plot(x.test, ylim = range( union( x , frc.test[["setarc"]] ))) Un saludo. Olivier -- ____________________________________ Olivier G.

Begin forwarded message: Date: Mon, 5 Nov 2007 07:27:21 -0500 From: "Evgueni Tsygankov" <eugenet@rusmex.com> To: "Jean-Marc Valin" <jean-marc.valin@usherbrooke.ca> Cc: speex-dev@xiph.org Subject: RE: [Speex-dev] WaveIn/WaveOut and Speex Again, thank you for helping me. I know this might seem like a trivial matter to you and other experts in the field, but believe

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,

Hi all -- I'm seeing the following commands reliably produce a crash in RGui, version 2.0.1, for both my home and office machine: > rm(list = ls(all = TRUE)); > load("dataset.R"); > library("wle"); > data.wle = wle.lm(abortion ~ year * lib.con + age + gender + + urbanism + census + income + church.att + children + educ + + religion.imp, data =