search for: dse2

(My apologies if this is a repeated posting. I couldn't find any trace of my previous attempt in the archive.) I'm having trouble with forecast() in the dse2 package. It works fine for me on a model without a trend, but gives me NaN output for the forecast values when using a model with a trend. An example: # Set inputs and outputs for the ARMA model fit and test periods arma.fit.input <- c(105.3332, 105.3573, 105.3113, 105.1493, 105.1209, 105.211...

...ndo #################################### # First Example > library("tframe") Loading required package: setRNG > library("dse1") Attaching package: 'dse1' The following object(s) are masked from package:stats : acf simulate > library("dse2") > > fileName <- system.file("otherdata", "eg1.dat", package="dse1") > eg1.DSE.data <- t(matrix(scan(fileName),5, 364))[, 2:5] Read 1820 items > > eg1.DSE.data <- TSdata(input= eg1.DSE.data[,1,drop = F], output= + eg1.DSE.data[, 2:4, drop...

With the release of R-2.10.0 I have divided the dse bundle into packages. The bundled package dse1 and part of dse2 are now in the new package dse. The remaining part of dse2 is in a new package EvalEst. The package dse does multivariate ARMA and state space time series modelling and forecasting, while package EvalEst is now focused on the evaluation of estimation methods. To aid transition, there are packages d...

Folks, I am finding problems with using "dse": > library(dse1) Loading required package: tframe Error: c("package '%s' required by '%s' could not be found", "setRNG", "dse1") > library(dse2) Loading required package: setRNG Error: package 'setRNG' could not be loaded In addition: Warning message: there is no package called 'setRNG' in: library(pkg, character.only = TRUE, logical = TRUE, lib.loc = lib.loc) This is on R 2.1 on an Apple ibook (OS X) "panther"....

With the release of R-2.10.0 I have divided the dse bundle into packages. The bundled package dse1 and part of dse2 are now in the new package dse. The remaining part of dse2 is in a new package EvalEst. The package dse does multivariate ARMA and state space time series modelling and forecasting, while package EvalEst is now focused on the evaluation of estimation methods. To aid transition, there are packages d...

Hi, As a project for a computer performance analysis paper I am taking this semester, I am going to look at the performance of the memory manager in R, with the aim of determining how fast it is and which areas most need improvement. The idea is that I will compare various versions of R, starting with 0.64.2, and then at a few stages in the implementation of the new memory management scheme (of

I'd like to play with ARIMA models of stock prices, but I am a complete novice. Could some kind soul explain the relationship among packages "ts", "tseries", "dse", "dse2", and "fracdiff"? Are they 'competing' products or does one depend on another? Where would be the best place for a novice to begin? Thanks for any advice. PS. I have Venables & Ripley's MASS (3rd ed), and the "R Complements" paper, to work from. --...

Given the confusions that some users have regarding package bundles, I'd like to suggest some changes to how package bundles are handled. My understanding is that a package bundle is essentially a convenient way to distribute related packages, so that users can download/install them in one shot. However, some users apparently get confused that one can do install.packages("abundle")

Given the confusions that some users have regarding package bundles, I'd like to suggest some changes to how package bundles are handled. My understanding is that a package bundle is essentially a convenient way to distribute related packages, so that users can download/install them in one shot. However, some users apparently get confused that one can do install.packages("abundle")

Below is a gdb bt from a segfault provoke by my vignette for dse2. This seems to be relatively reproducible in the sense that I got a segfault three times (without gctorture) on Mandrake 9.0 and also caught it in Mandrake 9.1, at what looks to my untrained eye to be about the same place (actual at connections.c:293 in Mandrake 9.1). This is the build from Friday...

Dear Paul, Hello R Maintainers, I'm for the first time here and I hope its the right place to give the following information: The contributed R-package "dse" fails to be loaded from the menu button(s). The reason is that it contains 4 sub-packages, dse1, dse2 ..., so the DESCRIPTION file cannot be found. - One has to load it manually! - Try it ... - It is possible to correct this? Many thanks. Diethelm THE MESSAGE: > install.packages(choose.files('',filters=Filters[c('zip','All'),]), .libPaths()[1], CRAN = NULL) Error i...

...;) : unable to open connection >In addition: Warning message: >cannot open file `dse/DESCRIPTION' you are left with a temporary directory in $RHOME/library named something like $RHOME/library/file14752 (the number at the end will vary). This directory will contain subdirectories dse1, dse2, setRNG, and tframe. If you move those four subdirectories up a level to $RHOME/library, then dse will work. Duncan Murdoch

...;Dear Paul, >Hello R Maintainers, > >I'm for the first time here and I hope its the right place to give the >following information: > >The contributed R-package "dse" fails to be loaded from the menu button(s). >The reason is that it contains 4 sub-packages, dse1, dse2 ..., so the >DESCRIPTION file cannot be found. - One has to load it manually! - >Try it ... - It is possible to correct this? Many thanks. > > >Diethelm > >THE MESSAGE: > > > install.packages(choose.files('',filters=Filters[c('zip','All'),]),...

...()' for more information. Type `demo()' for some demos, `help()' for on-line help, or `help.start()' for a HTML browser interface to help. Type `q()' to quit R. > Program received signal SIGWINCH, Window size changed. 0xef5b7400 in poll () (gdb) c Continuing. require("dse2"); require("curve") Loading required package: dse2 Loading required package: dse1 Loading required package: syskern Loading required package: tframe [1] TRUE Loading required package: curve [1] TRUE > Program received signal SIGWINCH, Window size changed. 0xef5b7400 in poll () (gd...

Has anyone writtent an R function for estimating linear models with distributed lags(using matrix algebra)? Y(t) = Bo + B1Xt-1+ B2Xt-2+e Thanks, --------------------------------- [[alternative HTML version deleted]]

I am attempting to value convertible bonds through a Monte Carlo approach. I want to express call schedules as date-price tuples. Naturally, these tuples need to be expanded to match the frequency of the innovations in the MC process. 1. Is there a straigh-forward way to accomplish this "expansion"? 2. I have noted the existance of ts, its, zoo and fCalendar. Does anyone have an

Dear R user: I wonder if it is possible to run monte carlo simulation with dse2 package(MonteCarloSimulations function) using ordinary differential equation. How do I define the model? Or if there are any functions which can run monte carlo simulation using ordinary differential equation. Please give me some comments. Thanks in advance!!

...my time series library with the new > library mechanism. It is a fairly large amount of code and previously > I split it into five pieces in order to load it into R. (Has anything > changed which might suggest I shouldn't need to do this anymore?) The > five files are called dse1, dse2, dsex1, dsex2, and tframe.With the > new way of handling libraries I put these in > /home/res/gilp/dse/pub/Rdse/R and ran > [58] /home/res/gilp/dse/pub : R INSTALL Rdse dse1 > Installing package `Rdse' ... > R > DONE > No man pages found in package `Rdse' > (BTW th...

...graphic parameters. I don't recall actually setting any of these, so I would guess they are being set by something I am calling. Has anyone already figured out where this is happening? Paul Gilbert _____ All dse3 tests ... ok All dse4 tests ...Warning: skipping test 4 (requires stepwise). ok dse2 graphics tests ...completed dse3 graphics tests ...completed dse4 graphics tests ...completed All Brief User Guide example part 1 tests ...Read 1820 items Warning in par(args) : parameter "cin" can't be set Warning in par(args) : parameter "cra" can't be set Warning in p...

Hi: I am trying to do a spurious regression in R but I can not find the function. Anybody used it before? The problem I have is try to do a regression with several time series. An alternative is to use the GLS function to fit the linear regression with the correlation structure AR(3) for the response (or residual). I hope the residuals after the GLS regression will be independent judged by