Displaying 9 results from an estimated 9 matches for "ewilliams".
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williams
2001 Feb 01
1
Generalized Error Distribution (Exponential Power) CDF?
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
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From: Elliot Williams <ewilliams at ucsd.edu>
Subject: [R] Generalized Error Distribution (Exponential Power) CDF?
Date: Thu, 1 Feb 2001 13:04:09 -0500
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2001 Apr 25
2
Max/Min w/ Non-linear constraints
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
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2001 Feb 13
1
Which.min bug?
...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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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2001 May 29
2
Apply command on vectors
...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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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2000 Oct 20
0
Re: R-help Digest V2 #236
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 GA...
2001 Oct 20
1
Animating a persp plot: non-constant scaling?
...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"
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2001 Jan 07
2
"Invalid character 32" problem with Pager??
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
2000 Nov 08
3
state-space models and kalman filter
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
2000 Oct 13
0
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 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