search for: b_t

Dear r-users! I have another question regarding the dlm package and I would be very happy if someone could give me a hint! I am using the dlm package to get estimates for an endogenous rate of capacity utilization over time. The general form of a state space model is (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) The investment function I would like to use for estimating my endogenous capacity utilization rate looks like (3) g_t = x[1] + x[2]*(u_t-un_t) + x[3]*r + v_t where g_t is the inve...

Dear R-users, I am trying to estimate a state space model of the form (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) In particular my estimation in state space form looks like (3) a3_t = 1 * a3_t-1 + w_t w_t ~ N(0,W) (4) g_t = (a1, a2) * (1, P_t)' + u_t * a3_t + v_t v_t ~ N(0,V) whe...

I am trying to use optim() to minimize a sum-of-squared deviations function based upon four parameters. The basic function is defined as ... SPsse <- function(par,B,CPE,SSE.only=TRUE) { n <- length(B) # get number of years of data B0 <- par["B0"] # isolate B0 parameter K <- par["K"]

I have data that looks like this: > df1 group id 1 red A 2 red B 3 red C 4 blue D 5 blue E 6 blue F I want a list of the groups containing vectors with the ids. I am avoiding subset(), as it is only recommended for interactive use. Here's what I have so far: df1 <- data.frame(group=c("red", "red", "red", "blue",