search for: i_k

Hello all, I looking at package dse or vars or mAr I know how to simulate a VAR(p) process, my problem is that most of those processes are unstable (not weakly stationary). Do anybody know how to generate a random VAR (or VARMA even better) process that is weakly stationary? Thanks -- View this message in context: http://r.789695.n4.nabble.com/simulating-stable-VAR-process-tp4261177p4261177.html

I am new to R and Im some trouble with the following question... Generate 100 standard normal N(0,1) samples of size 100, X1(k),...,X100(k) where k=1,...,100 (The k is and indicie in brackets) Calculate the sample mean for each sample. For each sample mean Xbark the 0.95-confidence interval for the mean mew=0 is given by... Ik= ( Xbark plus or minus 1.96/10) Find the number of intervals such

...e can spot something wrong with my implementation it would really make my day. (1) dV/dt = (I_ext - I_int-I_coup)/C I_ext = injected current I_int = Sum of all ion currents I_coup = coupling current (but we're not using it here ) (2) I_i = g_i * m_i^pi * h_i^pi(V-E) i identifies the ion, thus I_K would be Potassium current. (3) dm/dt = (m_inf*V - m)/tau_m (4) dh/dt = (h_inf*V-h)/tau_h (5) The Nernst equation is used to calculate reversal potential for Ca: Eca = 12.2396 * log(13000/Ca2+) (6) d[Ca_2+]/dt = (F*I_Ca - [Ca2+] + C0)/Tau_Ca tau_m, tau_h, m_inf and h_inf are all calculated ac...

Hello, I'd like to simulate data according to an SVAR model in order to demonstrate how other techniques (such as arima) yield biased estimates. I am interested in a 2 variable SVAR with 2 lags (in the notation of the vars vignette, K = 2, P = 2, where B = I_K). I'm using the {vars} package outlined here: http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf I thought that the following would generate the data and demonstrate the accuracy of an SVAR compared to an arima, but the results are not what I expected. I think the problem is the wa...