Displaying 20 results from an estimated 64 matches for "hyndmans".
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hyndman
2008 Jun 02
0
Missing "spline_coef" DLL and Rob Hyndmans monotonic interpolator
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 of R and reinstalled R
2.7.0 and the problem
2003 Jul 07
1
Problems with a dll under windows
I am trying to get a dll compiled for use with dyn.load. I use R.1.7.1
under Windows.
I have tried the following trivial example based on the "Writing R
extensions" manual.
rtest.h
--------
class X {
public:
X ();
~X ();
void Give7(double*);
};
class Y {
public: Y (); ~Y ();
};
rtest.cpp
---------
#include <iostream.h>
#include "rtest.h"
static Y y;
2002 Dec 12
2
Problem with dyn.load in R1.6.1
I've been successfully using a dll via dyn.load() with R1.6.0 for
Windows, but when 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
2017 Feb 15
2
stats::median
The generic stats::median method is defined as
median <- function (x, na.rm = FALSE) {UseMethod("median")}
I suggest that this should become
median <- function (x, na.rm = FALSE, ...) {UseMethod("median")}
This would allow additional S3 methods to be developed with additional
arguments.
Currently I have to over-ride this generic definition in the
demography
2004 Jul 20
0
Suggestion for quantile.default()
I'm not sure who is responsible for quantile(), but I assume they read
this list. Ivan Frohne and I have produced a revision of the
quantile.default() function which enables the computation of alternative
sample quantile definitions. The code and .Rd file are attached.
This enables the user to produce quantiles that are equivalent to those
in various statistics package. There is a type
2001 Sep 06
1
Mixed-effects model problem.
I'm trying to fit a mixed-effects model of the form
Y = a + bX + cZ + e
where X are fixed effects and Z are random. i.e., c is a vector of
random coefficients with mean 0. There is no "grouping" variable such as
would be used with longitudinal data.
Can the nlme package handle this sort of thing? Although it is a simpler
model than would be used with grouped data, I can't seem
2017 Mar 01
1
stats::median
>>>>> 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)
2017 Feb 27
0
stats::median
>>>>> 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 <- function (x,
> na.rm = FALSE, ...)
2003 Feb 13
2
ROC
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
2008 Apr 26
1
median methods
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]]
2009 Mar 29
2
Error in help file for quantile()
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
2004 Jul 22
3
security = ADS
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
2006 Jul 26
3
Moving Average
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
2002 Sep 09
1
Monotonic interpolation
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
2023 Aug 12
1
time series transformation....
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
2006 Sep 02
0
New forecasting bundle of packages
v1.0 of the forecasting bundle of packages is now on CRAN and will
propagate to mirrors 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
2003 Mar 04
3
linear model with arma errors
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
2006 Sep 02
0
New forecasting bundle of packages
v1.0 of the forecasting bundle of packages is now on CRAN and will
propagate to mirrors 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
2012 Apr 20
1
Package "demography" - calculating quintiles of survival probabilities
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 sure the package possess this
2011 Apr 06
0
Proposed modification to decompose() and plot.decomposed.ts()
The decompose() function truncates the seasonal component
unnecessarily. I've modified the function to fix this problem, and
also added the original data to the object returned (to enable better
plotting).
I've also modified the plot.decomposed.ts() function so that it plots
the original data in the top panel rather than the reconstructed data.
The difference between the two is that the