Dear R People: Is there a library for Multivariate time series, please? For some reason, I'm thinking that Dr. Paul Gilbert may have one? R Version 1.6.2 (i've updated!) for Windows Thanks so much! Sincerely, Erin Hodgess University of Houston - Downtown mailto: hodgess at uhddx01.dt.uh.edu
Look for package dse on CRAN. Simon Blomberg Depression & Anxiety Consumer Research Unit Centre for Mental Health Research Australian National University http://www.anu.edu.au/cmhr/ Simon.Blomberg at anu.edu.au +61 (2) 6125 3379 -----Original Message----- From: Erin Hodgess [mailto:hodgess at uhddx01.dt.uh.edu] Sent: Thursday, 3 April 2003 6:46 AM To: r-help at stat.math.ethz.ch Subject: [R] Multivariate Time series Dear R People: Is there a library for Multivariate time series, please? For some reason, I'm thinking that Dr. Paul Gilbert may have one? R Version 1.6.2 (i've updated!) for Windows Thanks so much! Sincerely, Erin Hodgess University of Houston - Downtown mailto: hodgess at uhddx01.dt.uh.edu ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
On Wed, Apr 02, 2003 at 02:45:36PM -0600, Erin Hodgess wrote:> Dear R People: > > Is there a library for Multivariate time series, please? > > For some reason, I'm thinking that Dr. Paul Gilbert may have one?He does. Download the dse bundle from CRAN, which contains the libraries dse1, dse2, syskern, and tframe. Cheers Jason -- Indigo Industrial Controls Ltd. 64-21-343-545 jasont at indigoindustrial.co.nz
Hi Erin, Paul Gilbert's package bundle is dse. It is on CRAN under Package Sources. Gavin %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Gavin Simpson [T] +44 (0)20 7679 5522 ENSIS Research Fellow [F] +44 (0)20 7679 7565 ENSIS Ltd. & ECRC [E] gavin.simpson at ucl.ac.uk UCL Department of Geography [W] http://www.ucl.ac.uk/~ucfagls/cv/ 26 Bedford Way [W] http://www.ucl.ac.uk/~ucfagls/ London. WC1H 0AP. %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Erin Hodgess Sent: 02 April 2003 21:46 To: r-help at stat.math.ethz.ch Subject: [R] Multivariate Time series Dear R People: Is there a library for Multivariate time series, please? For some reason, I'm thinking that Dr. Paul Gilbert may have one? R Version 1.6.2 (i've updated!) for Windows Thanks so much! Sincerely, Erin Hodgess University of Houston - Downtown mailto: hodgess at uhddx01.dt.uh.edu ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Dr. Paul Gilbert's DSE (Dynamic System Estimation) library (which includes VAR) is available in R package library, CRAN, if that's what you're asking.> -----Original Message----- > From: r-help-bounces at stat.math.ethz.ch > [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Erin Hodgess > Sent: Wednesday, April 02, 2003 03:46 PM > To: r-help at stat.math.ethz.ch > Subject: [R] Multivariate Time series > > > Dear R People: > > Is there a library for Multivariate time series, please? > > For some reason, I'm thinking that Dr. Paul Gilbert may have one? > > R Version 1.6.2 (i've updated!) for Windows > > Thanks so much! > > Sincerely, > Erin Hodgess > University of Houston - Downtown > mailto: hodgess at uhddx01.dt.uh.edu > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help