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2011 Sep 22
1
Error in as.vector(data) optim() / fkf()
...ly. I imagine that it has
something to do with "tyield" being a matrix. Any help on explaining what's
going on and how to solve this is much appreciated.
Thank you,
Kristian
library(FKF) #loading Fast Kalman Filter package
library(Matrix) # matrix exponential package
K_1 = 0.1156
K_2 = 0.17
sigma_1 = 0.1896
sigma_2 = 0.2156
lambda_1 = 0
lambda_2 = -0.5316
theta_1 = 0.1513
theta_2 = 0.2055
#test data
tyield <- matrix(data = rnorm(200), nrow =2, ncol =100)
# defining dimensions
m <- 2 # m is the number of state variables
n <- 100 # is the length of the observed sample...
2011 Nov 12
1
State space model
...matrix(abs(rnorm(400)), nrow=10, ncol=40)
m <- 2 # m is the number of state variables
n <- ncol(x) # is the length of the observed sample
d <- nrow(x) # is the number of observed variables.
h <- 1/52
## creating state space representation of 2-factor CIR model
CIR2ss <- function(K_1, K_2, sigma_1, sigma_2, lambda_1, lambda_2, theta_1,
theta_2, delta_0, delta_1, delta_2) {
## defining auxilary parameters,
phi_11 <- sqrt((K_1+lambda_1)^2+2*sigma_1^2*delta_1)
phi_21 <- sqrt((K_2+lambda_2)^2+2*sigma_2^2*delta_2)
phi_12 <- K_1+lambda_1+phi_11
phi_22...
2006 Jul 24
1
Referring on the value of a counter in a loop
...answer_1.txt")
Now, I would like to loop over "class", replacing the occurences of
"1" in the code above successively with the integers from 1 to 78, so
that I get my 78 files.
(equivalent to typing:
k_1<-answer[class==1]
write.table(k_1, "answer_1.txt")
k_2<-answer[class==2]
write.table(k_2, "answer_2.txt")
etc.)
I have tried
for (i in 1:78) k_i<-answer[class==(i)]
but this only generated the variable corresponding to the last value
(78) of the counter i, and not the files in between.
Thanks a lot for any help or pointers in the...
2000 May 03
0
Combinatorics for nonparametric tests
...t;h")
all.perm_function(n){
p_matrix(1,ncol=1)
for(i in 2:n){p_pp_cbind(p,i)
v_c(1:i,1:(i-1))
for(j in 2:i){v_v[-1]
p_rbind(p,pp[,v[1:i]])}}
p}
Until now I hesitated to dwell on writing functions to generate all
n!/(k!(n-k)!) k-combinations of an n-element set or more generally all
n!/(k_1!k_2!...n_k!) choices of placing n objects into k boxes where
box j has n_j objects.
Not intending to re-invent the wheel I turn to the R community to ask
if someone has already written these functions.
Any help is thankfully appreciated.
--- D.Trenkler ---
***************************************...
2009 Jul 23
1
[PATCH server] changes required for fedora rawhide inclusion.
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