search for: dvars

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

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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

Hi Rich, While I was looking at hivex today I ran coverity on it. It spotted one problem but missed a similar one nearby. The following are from Hivex.xs: (generated by generator.ml) void node_set_values (h, node, values) hive_h *h; int node; pl_set_values values = unpack_pl_set_values (ST(2)); PREINIT: int r; PPCODE: r = hivex_node_set_values (h, node,

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

Hello, I have a few questions concerning the DCC-GARCH model and its programming in R. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And the aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument = "^gspc",start = "2005-01-07",end =

Hi! I'm using R 2.0.1 on a Sun, with mgcv library version 1.3-1. I would like to implement a new family for the function gam in mgcv (truncated Poisson family as defined in Barry & Welsh (2002), Ecological Modelling). I therefore defined a family function with all the necessary components (linkfun, linkinv, variance, etc). But then I run into problems because my link function is not

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 =

hi all, i am using a dcc model for my senior thesis, it looks at stock returns during times of market uncertainty. my current rfile is below. library(SparseM) library(quantreg) library(zoo) library(nortest) library(MASS) library(fEcofin) library(mvtnorm) library(ccgarch) library(stats) library(foreign) #dataset<-read.csv(file="xxxx",header=FALSE) attach(dataset);

> > 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 <-

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

On Tue, May 29, 2001 at 11:42:27AM -0700, Josh Coalson wrote: > > AM_INIT_AUTOMAKE(flac, 0.9) > > > > I've never had to run autoconf manually before so I'm not really sure > what > > I'm doing. > > > hmm... not sure what the syntax error is; did you run aclocal first? but it > does remind me to update the version number. Creating the

...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 > > foun...

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

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

Hi Alex, Thanks for the feedback. My first thought was that introducing the new pseudo var @EXPR is a nice way to generalize that syntax beyond @LINE since it would also evaluate to an arithmetic value. On the other hand there is a small inconsistency because @LINE evaluates to a value which can be part of an expression while @EXPR is an expression, and so the @ syntax as a whole becomes defined

Hi Alexander, Please forgive me if I'm missing the obvious but I do not see how the order helps allowing a comma in the expression. It seems to me that what would allow it is to make FMTSPEC mandatory or at least the comma to separate it (ie. [[#,EXPR]] for the default format specifier). In any case comma in a function-call like expression can be distinguished from comma for the format

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]]