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Hi all, Just a random shot in the dark. Does anyone have/know of a function for the CDF of a generalized error dist? -- Elliot Williams (ewilliams at ucsd.edu) Economics Department, UC San Diego -------------- next part -------------- An embedded message was scrubbed... From: Elliot Williams <ewilliams at ucsd.edu> Subject: [R] Generalized Error Distribution (Exponential Power) CDF? Date: Thu, 1 Feb 2001 13:04:09 -0500 Size: 1311 Url:...

Hi all, How do people do non-linear constrained maximization in R? If in C, are there any packages people would recommend as being particularly easy to interface/hack to work with R? And if not, does anyone want me to? -- Elliot Williams (ewilliams at ucsd.edu) Economics Department, UC San Diego -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body"...

...t; which.max(NULL) [1] -2147483647 This caused an indexing error which was hard(ish) to track down. Should it just return NA or throw an error? Should I re-submit to r-bugs? Or is there some deep reason for this behavior that I don't understand? Thanks. Elliot. -- Elliot Williams (ewilliams at ucsd.edu) Economics Department, UC San Diego -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body&quot...

...atrix using, as.matrix(), but it's unnecessary in most cases (when the thing is a full-fledged matrix)-- extra computation, moving memory around, etc. Is there an elegant R fix? I guess I just want the subset of the matrix to retain its matrixiness. Thanks, Elliot. -- Elliot Williams (ewilliams at ucsd.edu) Economics Department, UC San Diego -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body"...

R-help Digest wrote: > Date: Thu, 12 Oct 2000 20:48:59 -0700 (PDT) > From: Elliot Williams <ewilliams at ucsd.edu> > Subject: [R] GARCH in package tseries > > I was running some likelihood ratio tests (using the current version of > tseries) and found a different value for the log-likelihood from what I > was getting using other software. I've traced the problem to R's G...

...er way around doing this from within R?), then animate with a command similar (on Linux) to: (bash)$ convert -delay 10 -loop 5 image*.png animated.gif Then open it up with something that likes animated gifs (I use a browser). See how it wobbles? Any clues? Thanks. Elliot. -- Elliot Williams (ewilliams at ucsd.edu) Economics Department, UC San Diego -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body"...

Hi all, I'm having a very minor problem. Most every time I use the pager (I think) I get the following error about character 32. It works fine, but the error is a bit annoying. > ?version sh: invalid character 32 in exportstr for export R_NSIZE sh: invalid character 32 in exportstr for export R_VSIZE R.Version package:base R Documentation (and then the

Hello again, A different but related question to my last one: Does anyone know if one can easily estimate state-space models using ML and the kalman filter using R? I would be especially interested in a relatively flexible function that would allow for estimation of hyperparameters, or could be made to do so. Thanks Michael J. Roberts Resource Economics Division, PMT USDA-ERS 202-654-5557

I was running some likelihood ratio tests (using the current version of tseries) and found a different value for the log-likelihood from what I was getting using other software. I've traced the problem to R's GARCH using the conditional standard deviations instead of the conditional variances. This amounts to a factor of 2 once logs are taken, and could easily be a case of bad