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autoguess
2012 Nov 14
0
Generating autogressive model in R
Dear R users,
Please help me with the following problem. I have a data set of the form ´dat´
dat <- data.frame(id = seq(1:5), trt=c(0,0,1,1,1),tid=c(0,0,0,0,0),
ntid=c(0,0,0,0,0))
The function auto is used to generate the autoregressive model:
auto <- function(seed,delta,beta,maxt,dat){
set.seed(seed)
sp <- lapply(split(dat,dat$id),function(x){
while(x$tid <