search for: haerdl

Has anyone had success in installing and using the Haerdle library of functions available for S-Plus? Is it as straightforward as copying the files into the library directory for R? Thanks in advance. I'm using R on Windows. Samir. _______________________________________________________ Tired of slow Internet? Get @Home Broadband Internet htt...

...a <- data.1*data.3 + data.2*(1-data.3) data } seed <- c(61,40,6,40,55,2,44,30,20,56,41,1) dat.mixed <- sort(generator(100,seed)) Error in rnorm(n) : .Random.seed[1] is NOT a valid RNG kind (code) rm(generator) This function is called dat.mixed.R and is from the R package called haerdle_1.0-1.tar.gz and contains functions from Wolfgang Haerdle's book called "Smoothing Techniques with Implementation in S", Springer-Verlag, 1991. Also, why is this package not listed in the CRAN. I got haerdle_1.0-1.tar.gz from ftp://ftp-stat.uni-klu.ac.at/pub/R/contrib and it install...

...al statistics'. Editors of well established journals in both computational and applied statistics will discuss the impact of recent developments in computational statistics on peer-reviewed journal publications. Currently, the panelists include Jan de Leeuw (JSS), Brian Everitt (SMMR), Wolfgang Haerdle (CS), Nicholas Jewell (SMGMB), Erricos Konthogiorges (CSDA), and Luke Tierney (JCGS). Early birds fly until January 31st 2006, so now is the perfect time to write and submit an abstract, register as a participant and plan your trip to Vienna. The conference web page http://www.R-project.org/use...

...al statistics'. Editors of well established journals in both computational and applied statistics will discuss the impact of recent developments in computational statistics on peer-reviewed journal publications. Currently, the panelists include Jan de Leeuw (JSS), Brian Everitt (SMMR), Wolfgang Haerdle (CS), Nicholas Jewell (SMGMB), Erricos Konthogiorges (CSDA), and Luke Tierney (JCGS). Early birds fly until January 31st 2006, so now is the perfect time to write and submit an abstract, register as a participant and plan your trip to Vienna. The conference web page http://www.R-project.org/use...

I have a Date x Stock (223 x 520) matrix of "trading volume". I can calculate a 5-day (past) average in about 1 second using: R> apply(vol, 1, filter, filter=c(0, rep(1/5,5)), sides=1) I would like to do the same with a 5-day median, e.g.: R> mymed <- function(x, n=5) { R> r <- rep(NA, length(x)) R> for (i in (n+1):length(x)) r[i] <- median(x[i-(1:n)]) R>

...cos(pi/2 * x), 0) Now, R has instead (for bandwidth h <- bw/1.135724 which makes the bandwidth Gaussian equivalent; here just h == 1/pi to be similar to above) Kcosine <- function(x) ifelse(abs(x) < 1, (1+cos(x*pi))/2 , 0) I've looked in Dave Scott's (and Haerdle's "Smoothing... in S") book, (Silverman doesn't mention any cosine kernel) and both define the cosine kernel as I have it in my notes. With above R code, look at x <- seq(-1.2,1.2,len=501) matplot(x, cbind(Kcos(x),Kcosine(x)), type='l', lty=1) The big differen...