search for: dvar

I am exploring the result of clustering a large multivariate data set into a number of groups, represented, say, by a factor G. I wrote a function to see how categorical variables vary between groups: > ddisp <- function(dvar) { + csqt <- chisq.test(G,dvar) + print(csqt$statistic) + print(csqt$observed) + print(round(csqt$expected)) + round(csqt$residuals) + } > > x <- ceiling(4*runif(100)) > G <- gl(4,1,100) > ddisp(x) X-squared 6.235645 dvar G 1 2 3 4 1 10 5 5 5 2...

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Hello, I am trying to model a bivariate time series called 'residuals' as a dcc-garch model. I want to use the function dcc.estimation(a, A, B dcc.para, dvar, model) to estimate the parameters. No matter how I tried to define a, A and B, I always got the message "Error in constrOptim(theta = para, f = loglik.dcc2, gr = grad.dcc2, ui = resta, : initial value not feasible". As my knowledge about GARCH is rather poor, I might have defined...

...--------------- Here's the generated C. Note how each function uses XSRETURN_UNDEF without freeing the "values" or "val" data they have just allocated: XS(XS_Win__Hivex_node_set_values); /* prototype to pass -Wmissing-prototypes */ XS(XS_Win__Hivex_node_set_values) { #ifdef dVAR dVAR; dXSARGS; #else dXSARGS; #endif if (items != 3) croak_xs_usage(cv, "h, node, values"); PERL_UNUSED_VAR(ax); /* -Wall */ SP -= items; { hive_h * h; int node = (int)SvIV(ST(1)); pl_set_values values = unpack_pl_set_values (ST(2)); #line 477 "Hive...

Hi Community, I have a question about how to pass command line parameters to R script running in the batch mode. The problem is: there is a banch of data files which are to be processed by R script called from a web-server, i.e. in the batch mode. The web server generates data files and passes their names calling 'R CMD BATCH' one by one for every file. Now the question is how to

...(~ garch(1,1), data=y[,1],include.mean=FALSE) f1 = f1@fit$coef f2 = garchFit(~ garch(1,1), data=y[,2],include.mean=FALSE) f2 = f2@fit$coef a = c(f1[1], f2[1]) A = diag(c(f1[2],f2[2])) B = diag(c(f1[3], f2[3])) dccpara = c(0.2,0.6) dccresults = dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dccpara,dvar=y, model="diagonal") dccresults$out DCCrho = dccresults$DCC[,2] matplot(DCCrho, type='l') dccresults$out deliver me the estimated coefficients of the DCC-GARCH model. And here is my first question: How can I check if these coefficients are significant or not? How can I test the...

...components (linkfun, linkinv, variance, etc). But then I run into problems because my link function is not a standard one, and fix.family.link() and fix.family.var() (called by gam.outer) won't work. As I understand, the purpose of these two functions is to modify families so to add a "dvar" component and a "d2link" component, necessary for the fitting. The fix I can imagine (but I didn't try yet) is to add the two extra components (dvar and d2link) when defining the new family, and to redefine the function gam.outer to avoid the use of fix.family.*. Does someo...

Hi, I am passing a data frame and field name to a function. I've figured out how I can create the formula based on the passed in field name, but I'm struggling to create a vector based in that field. for example if I hard code with the actual field name Y = df$Target, everything works fine. but if I use the passed in parameter name, it doesn't give me what I want, Y =

...data.frame(dataset[,2],dataset[,4]) ### DCC ### #initial values a1 <- c(0.003, 0.001, 0.001) A1 <- diag(c(0.1,0.1,0.1)) B1 <- diag(c(0.1, 0.1, 0.1)) dcc.para <- c(0.01,0.98) # Estimating a DCC-GARCH(1,1) model dcc.results <- dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dcc.para, dvar=vardata, model="diagonal") # Parameter estimates and their robust standard errors dcc.results$out DCC_corr<-dcc.results$DCC[,2] plot(DCC_corr) this gives me the output results and a plot. the questions i have are 1. how do i get a plot with lines instead of dots 2. in my file i h...

> > I have checked in all the latest into CVS and am going to start the > > test suite again. if all goes well I will probably release this as > > beta 10. > > > > anyway, try it out and let me know if anything bad happens! it > > should be a short jump from beta 10 to 1.0. > > I've just checked out the latest from scratch. There is no configure

I am running R version 2.15.1 in Windows XP I am having problems with a function I'm trying to create to: 1. subset a data.frame based on function arguments (colname & parmname) 2. rename the PARMVALUE column in the data.frame based on function argument (xvar) 3. generate charts plotvar <- function(parentdf,colname, parmname,xvar,yvar ){ subdf <-

...ch(1,1), data=y[,1],include.mean=FALSE) f1 = f1 at fit$coef f2 = garchFit(~ garch(1,1), data=y[,2],include.mean=FALSE) f2 = f2 at fit$coef a = c(f1[1], f2[1]) A = diag(c(f1[2],f2[2])) B = diag(c(f1[3], f2[3])) dccpara = c(0.2,0.6) dccresults = dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dccpara,dvar=y, model="diagonal") dccresults$out DCCrho = dccresults$DCC[,2] matplot(DCCrho, type='l') dccresults$out deliver me the estimated coefficients of the DCC-GARCH model. And here is my first question: How can I check if these coefficients are significant or not? How can I test them...

...ne FLAC__VERSION_STRING VERSION #else #define FLAC__VERSION_STRING "0.10" #endif Is there any circumstance where you would want to support building without VERSION defined? Supplying a default leaves you vulnerable to some subtle bugs; for example, if/when a config.h is used instead of -Dvar=val, forgetting to include config.h would cause the default value to be used instead. If you change this code, then configure.in could be a single place to change the version number. -- - mdz

...told no such > variable > > as ov$vn1 after getting a summary report on that very variable? > > > summary(ov$vn1) > > Min. 1st Qu. Median Mean 3rd Qu. Max. NA's > > 1.0 25.0 81.0 468.1 450.0 159100.0 6050.0 > > > dvars <- paste("ov$dvn", 1:4, sep="") > > > vars <- c("ov$vn1","ov$vn2","ov$vn3","ov$vn4") > > > summary(get(vars[1])) > > Error in get(x, envir, mode, inherits) : variable "ov$vn1" was not > > fou...

Dear list members, I'm trying to use DCC-GARCH model to estimate the correlation. I have downloeaded ccgarch packeage but can't understand some argument in the formula. dcc.estimation(inia, iniA, iniB, ini.dcc, dvar, model, method="BFGS", gradient=1, message=1) which is on R.Help I understand others except "ini.dcc" which is described as "a vector of initial values for the DCC parameters (2 ? 1)". Does anyone know that? In the example it is set as c(0.01,0.98), but i have no idea...

...(~ garch(1,1), data=y[,1],include.mean=FALSE) f1 = f1@fit$coef f2 = garchFit(~ garch(1,1), data=y[,2],include.mean=FALSE) f2 = f2@fit$coef a = c(f1[1], f2[1]) A = diag(c(f1[2],f2[2])) B = diag(c(f1[3], f2[3])) dccpara = c(0.2,0.6) dccresults = dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dccpara,dvar=y, model="diagonal") dccresults$out DCCrho = dccresults$DCC[,2] matplot(DCCrho, type='l') dccresults$out deliver me the estimated coefficients of the DCC-GARCH model. And here is my first question: How can I check if these coefficients are significant or not? How can I test them...

...$CAP_SIZE - 8]]($c11)` > > - Conversion to hex (upper and lower case since not all tools are consistent here) and to decimal. > Example: // READOBJ-NEXT: 0x50 R_MIPS_64/R_MIPS_NONE/R_MIPS_NONE .data 0x[[@EXPR hex($CAP_SIZE * 2)]] > > Alex > > [1] For most test cases the simple -DVAR=value flag in FileCheck is good enough: we have a %cheri_FileCheck lit substitution that expands to `FileCheck '-D$CAP_SIZE=16/32'` . This works for most IR level tests since usually the only thing that is different is "align 16" vs "align 32". However, when checking the...

...to hex (upper and lower case since not all tools are consistent here) and to decimal. >> > Example: // READOBJ-NEXT: 0x50 R_MIPS_64/R_MIPS_NONE/R_MIPS_NONE .data 0x[[@EXPR hex($CAP_SIZE * 2)]] >> > >> > Alex >> > >> > [1] For most test cases the simple -DVAR=value flag in FileCheck is good enough: we have a %cheri_FileCheck lit substitution that expands to `FileCheck '-D$CAP_SIZE=16/32'` . This works for most IR level tests since usually the only thing that is different is "align 16" vs "align 32". However, when checking the...

To be clear, I do not intend to add support for hex specifier in the current patch, I just want to make sure the syntax we choose is going to allow it later. My immediate use case is decimal integer and I intend to write the code so that it's easy to extend to more type of numeric variables and expressions later. This way we'll only add specifier that are actually required by actual

Hello, I want to know if there are some functions or packages to solve differential and integral equation using R. Thanks. Shao chunxuan. [[alternative HTML version deleted]]