Displaying 12 results from an estimated 12 matches for "inar".
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ina
2013 Jan 28
2
Why are the number of coefficients varying? [mgcv][gam]
...9;ve done, below. I run that code multiple times
with slightly different (imputed) datasets, but the number of
coefficients varies (between 263-265).
What gives? Why don't all of my models have the same number of
coefficients?
Thanks in advance!
Best,
Andrew
BCAR.knots = c(2,15,60,120)
INAR.knots = c(50,100,200,300)
bcph.knots = c(7.5,8.5,9.5,10.5)
htt.knots = c(350,450,550,650)
bc.prc.C.knots = c(.3,.45,.6,.8)
phi.knots = c(4.5,5.5,6.5,7.5)
CEC.knots = c(5,12,19,26)
soc.knots = c(10,20,30,40)
sand.knots = c(.2,.4,.6,.8)
clay.knots = c(.15,.3,.45,.6)
abslat.knots = c(10,20,30,45)
lon....
2010 Nov 15
0
first-order integer valued autoregressive process, inar(1)
Hello,
in my doctoral thesis i try to model time series crash count data with
an inar(1)-process, but i have a few problems in writing the r-code.
is there someone, who works with inar-processes. i would be very
grateful, if someone gives me some ideas in writing the code.
nazli
2023 Apr 03
2
Let R compile for libcurl8 ?
Hi!
The same Inar reported for rawhide
(https://stat.ethz.ch/pipermail/r-devel/2023-March/082482.html)
is true for SuSE's distros.
Right now R does not compile with libcurl8, but SuSE Tumbleweed/Factory
switched to 8 a week ago.
Would be great, if the patch Inar provided could be applied to
main.
Detlef
--...
2010 Nov 17
0
inar(1), time series of count data
Hello,
is there anyone, who works with modelling of time series of count
data. I try to model traffic accidents with inar(1)-models, but I have
a lot of problems with the R-Code. I would be very grateful, if
someone helped me.
Nazli
2023 Apr 03
1
Let R compile for libcurl8 ?
On 03/04/2023 14:07, Detlef Steuer wrote:
> Hi!
>
> The same Inar reported for rawhide
> (https://stat.ethz.ch/pipermail/r-devel/2023-March/082482.html)
> is true for SuSE's distros.
>
> Right now R does not compile with libcurl8, but SuSE Tumbleweed/Factory
> switched to 8 a week ago.
>
> Would be great, if the patch Inar provided coul...
2023 Apr 03
1
Let R compile for libcurl8 ?
Am Mon, 3 Apr 2023 15:13:58 +0100
schrieb Prof Brian Ripley <ripley at stats.ox.ac.uk>:
> On 03/04/2023 14:07, Detlef Steuer wrote:
> > Hi!
> >
> > The same Inar reported for rawhide
> > (https://stat.ethz.ch/pipermail/r-devel/2023-March/082482.html)
> > is true for SuSE's distros.
> >
> > Right now R does not compile with libcurl8, but SuSE
> > Tumbleweed/Factory switched to 8 a week ago.
> >
> > Would be gre...
2010 Nov 19
2
autocorrelation in count data
hello,
I try to model traffic accidents with the following model:
glm.nb(y~j+w+m+sf+b+ft,data=fr[]). the problem is that there exist
autocorrelation in the data. one possibility is to model traffic
accidents with inar(1)-models. has anyone an idea how to change this
model in order to abtain an integer valued time series model?
thanks
nazli
2023 Apr 03
1
Let R compile for libcurl8 ?
On 03/04/2023 15:24, Detlef Steuer wrote:
> Am Mon, 3 Apr 2023 15:13:58 +0100
> schrieb Prof Brian Ripley <ripley at stats.ox.ac.uk>:
>
>> On 03/04/2023 14:07, Detlef Steuer wrote:
>>> Hi!
>>>
>>> The same Inar reported for rawhide
>>> (https://stat.ethz.ch/pipermail/r-devel/2023-March/082482.html)
>>> is true for SuSE's distros.
>>>
>>> Right now R does not compile with libcurl8, but SuSE
>>> Tumbleweed/Factory switched to 8 a week ago.
>>>
>&g...
2013 Mar 21
1
[mgcv][gam] Odd error: Error in PredictMat(object$smooth[[k]], data) : , `by' variable must be same dimension as smooth arguments
...ot;year"){j=2}
if (varstochange[i] == "crop.legume"){j=3}
if (varstochange[i] == "crop.fruit"){j=4}
if (varstochange[i] == "feedstock"){j=5}
if (varstochange[i] == "BCAR.imp"){j=8}
if (varstochange[i] == "INAR.imp"){j=9}
if (varstochange[i] == "bcph.imp"){j=10}
if (varstochange[i] == "phi.imp"){j=11}
if (varstochange[i] == "htt.imp"){j=12}
if (varstochange[i] == "bc.prc.C.imp"){j=13}
if (varstochange[i] == "CEC...
2012 Feb 03
1
incomplete final line found on <name of my sourced function file>
...the text of my function inside my file that I source. I
really don't expect anyone to dig into it - but maybe something will
jump at you?
Thanks a lot!
Dimitri
### Creating a plot with (aggregated) several lines:
# indata - my data frame
# datesvar - name of the variable that contains dates
# inars - names of the variables to be graphed
# myfunction - function to be used (mean or sum)
# my metric - string for the metric
# mytitle - title of the graph
# fixedy - if 1, range on y axis starts with zero
# indata=en;datesvar="Week";invars=seas[5];myfunction=mean
# mymetric="TEST&qu...
2001 Nov 20
0
Time Series Event Count: Great Responses So Far!
...yway -- it doesn't factorise the
way a Gaussian AR-1 does. That's one reason Bayesians like these
models:
MCMC is the easy way out computationally (though still not trivial).
There's a fairly popular approximate maximum likelihood method called
PQL
that works reasonably well except in binary and small count data.
I've also learned that I should look up these articles:
McKenzie, E. 1988. Some ARMA models for dependent sequences of Poisson
counts. Advanced Applied Probability. 20: 822-835
Bockenholt, U. 1999. Mixed INAR(1) Poisson regression models. J. of
Econometrics, 89: 317-33...
2009 Apr 05
1
Time series forecasting
Dear all:
I'm a newbie and an amateur seeking help with forecasting the next in a non-stationary time series, with constraints of 1 (low) and 27 (high) applicable to all.
What I need help with is the solution concept. The series has 439 observations as of last week. I'd like to analyze obs 1 - 30 (which are historical and therefore invariate), to solve for 31.
The history:
Obs 1