Displaying 2 results from an estimated 2 matches for "coefvar".
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coefmat
2012 May 10
1
fda problems - version correct?
...ts directly from a new installed fda
library and include sessionInfo() below. This is from the script
fdarm-ch09.R - I seem to have got not fda_2.2.8 but 2.2.7 - is that
the problem? Where do I get .8 as I just reinstalled? Best wishes
Troels Ring, Nephrology
Aalborg, Denmark
> betavar = coefvar[2]*harmonics[1]^2 + coefvar[3]*harmonics[2]^2 +
+ coefvar[4]*harmonics[3]^2
Error in `^.fd`(harmonics[1], 2) : FDOBJ does not have a spline basis.
> sessionInfo()
R version 2.15.0 (2012-03-30)
Platform: x86_64-pc-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=Danish_Denmark.1252 LC_CT...
2009 Nov 11
1
AMRAtoMA
Hello R Users!
I have a question about the output of ARMAtoMA when used to calculate
the variance of
a model. I have a mixed model of the form ARMA(1,1). The actual
model takes the form:
X(t) = 0.75X(t-12) + a(t) - 0.4a(t-1)
Given that gamma(0) takes the form [(1 + theta^2 -
2*theta*phi)/(1-phi^2)]*sigma(a), I would
expect a process variance of 4.02*sigma(a) when I substitute 0.75 for
phi and