search for: hyndman

Hello R help I have been trying to use Rob Hyndman's monotonically increasing spline function. But like another user or two seem have a problem with a missing DLL (namely "spline_coef"). None of the previous help postings seemed to have any solutions to this problem. As per a Ripley suggestion I have deleted all previous versions o...

...me "Give7" as an entry point? And PROBLEM 2... I checked the DLL and the names have been decorated. If I use the decorated name I get the following: > .C("_ZN1X5Give7EPd",x) [[1]] [1] 3 For some reason, it is not altering x as it should. What am I doing wrong? Thanks. Rob Hyndman ___________________________________________________ Rob J Hyndman Associate Professor & Director of Consulting Department of Econometrics & Business Statistics Monash University, VIC 3800, Australia. http://www-personal.buseco.monash.edu.au/~hyndman/

...hen I try it under R1.6.1 it manages to crash the program completely. Has there been a change in how R1.6.1 handles dynamic loading? I couldn't spot any such changes in the documentation. This problem occurred on two different machines, and both run the code under R1.6.0 without a problem. Rob Hyndman ___________________________________________________ Rob J Hyndman Associate Professor & Director of Consulting Department of Econometrics & Business Statistics Monash University, VIC 3800, Australia. http://www-personal.buseco.monash.edu.au/~hyndman/

...use median.demogdata has several other arguments. This shouldn't break any code, and will make it easier for new S3 methods to be developed. It is also consistent with almost all other S3 methods which do include an ellipsis. ------------------------------------------------------------- Rob J Hyndman Professor of Statistics, Monash University www.robjhyndman.com

...nt to those in various statistics package. There is a type argument that allows one to choose between the various sample quantile methods. type=7 gives identical results to the current R function quantile.default(). In our revised function, type=8 is the default following the recommendation of Hyndman and Fan (American Statistician, 1996). We suggest the attached function replaces the current quantile.default() function in R as it provides additional functionality without increasing computation time or affecting ease-of-use. If backwards-compatibility is important, we are happy to set type=7...

...er model than would be used with grouped data, I can't seem to convince lme() to fit it. It seems to want a grouping variable and I can't persuade it that there is no such thing. Any help would be appreciated. Rob __________________________________________________ Associate Professor Rob J Hyndman Department of Econometrics & Business Statistics, Monash University, VIC 3800, Australia http://www-personal.buseco.monash.edu.au/~hyndman/ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html...

>>>>> Martin Maechler <maechler at stat.math.ethz.ch> >>>>> on Mon, 27 Feb 2017 10:42:19 +0100 writes: >>>>> Rob J Hyndman <Rob.Hyndman at monash.edu> >>>>> on Wed, 15 Feb 2017 21:48:56 +1100 writes: >> The generic stats::median method is defined as median <- >> function (x, na.rm = FALSE) {UseMethod("median")} >> I suggest that this should become me...

>>>>> Rob J Hyndman <Rob.Hyndman at monash.edu> >>>>> on Wed, 15 Feb 2017 21:48:56 +1100 writes: > The generic stats::median method is defined as median <- > function (x, na.rm = FALSE) {UseMethod("median")} > I suggest that this should become median <- f...

Hi, can you advise me is there any ROC(Receiver Operating Characteristic)analysis program in R? Thanks, Dechao ===== Dechao Wang Tel: (44) 01223 719718 Mob: (44) 07729 411134 __________________________________________________ Everything you'll ever need on one web page from News and Sport to Email and Music Charts

Can we please have a ... argument in median() to make it possible to pass arguments to specific methods. _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of Forecasting http://www.robhyndman.info/ [[alternative HTML version deleted]]

For some reason, the help file on quantile() says "Missing values are ignored" in the description of the x argument. Yet this is only true if na.rm=TRUE. I suggest the help file is amended to remove the words "Missing values are ignored". Rob _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of Forecasting http://www.robjhyndman.com/ [[alternative HTML version deleted]]

Hi all, I've been fighting with joining my samba server (debian) to my active directory domain for 4 days now. The problem here is that users in my active directory domain on windows machines are not able to browse my samba shares without being prompted for authentication. I can: - Join the domain from samba server using net ads - View list of tickets when brownsing window shares with

Dear R-Users, How can I compute simple moving averages from a time series in R? Note that I do not want to estimate a MA model, just compute the MA's given a lenght (as excel does). Thanks ________________________________________ Ricardo Gonçalves Silva, M. Sc. Apoio aos Processos de Modelagem Matemática Econometria & Inadimplência Serasa S.A. (11) - 6847-8889 ricardosilva@serasa.com.br

Has anyone got a function for smooth monotonic interpolation of a univariate function? I'm after something like the NAG function PCHIM which does monotonic Hermite interpolation. Alternatively, montononic cubic spline interpolation. Please reply directly. Rob Hyndman ___________________________________________________ Rob J Hyndman Associate Professor & Director of Consulting Department of Econometrics & Business Statistics Monash University, VIC 3800, Australia. http://www-personal.buseco.monash.edu.au/~hyndman/ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-...

dear members, I have a heteroscedastic time series which I want to transform to make it homoscedastic by a box cox transformation. I am using Otexts by RJ hyndman and George Athanopolous as my textbook. They discuss transformation and also say the fpp3 and the fable package automatically back transforms the point forecast. they also discuss the process which I find to be very cumbersome. Is there any R package which automatically back transforms the point fo...

...rs shortly. The forecasting bundle of R packages provides new forecasting methods, and graphical tools for displaying and analysing forecasts. It comprises the following packages: * forecast: Functions and methods for forecasting. * fma: All data sets from Makridakis, Wheelwright and Hyndman (1998) Forecasting: methods and applications, Wiley & Sons: New York. * Mcomp: All data from the M1 and M3 forecast competitions. Key features: * a "forecast" method and class which can be applied to Arima, StructTS, HoltWinters and other time series models. This is...

Dear all, I'm looking for how can I estimate a linear model with ar(ma) errors : y(t)=a*X(t)+e(t) with P(B)e(t)=Q(B)u(t) where u is a white noise and P, Q are some polynomes. Could you help me ? Gr?gory Benmenzer

...rs shortly. The forecasting bundle of R packages provides new forecasting methods, and graphical tools for displaying and analysing forecasts. It comprises the following packages: * forecast: Functions and methods for forecasting. * fma: All data sets from Makridakis, Wheelwright and Hyndman (1998) Forecasting: methods and applications, Wiley & Sons: New York. * Mcomp: All data from the M1 and M3 forecast competitions. Key features: * a "forecast" method and class which can be applied to Arima, StructTS, HoltWinters and other time series models. This is...

Hi, I am using the package "demography" from Rob Hyndman for the Lee-Carter-Model. It is an amazing powerful tool but I am struggling with one issue: *I want to compute different quintiles for the cumulative survival probability derived from the Lee-Carter-Forecast (e.g. the 50%-quintile, 75%-quintile and 99%-quintile) for the next 10 years. * I am...

...panel rather than the reconstructed data. The difference between the two is that the reconstructed data has missing values at the two ends whereas the original data does not. Please find the revised code below. I hope this can find its way into the stats package in a future release. Regards, Rob Hyndman # Replacement for decompose function in the stats package # Only changes are (1) the seasonal component is complete instead of truncated # and (2) the original data is included in the returned object. decompose <- function (x, type = c("additive", "multiplicative"), filter...