search for: kfs

...quiet=T) prices.ts = ts(prices) return( prices.ts ) } kalmanFilter = function( x ) { t = x if (class(t) != "ts") { t = ts(t) } ssModel = structSSM( y = t, distribution="Gaussian") ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) kfs = KFS( ssFit$model, smoothing="state", nsim=length(t)) vals = kfs$a lastVal = vals[ length(vals)] return(lastVal) } Start = "2011-01-01" End = "2012-12-31" SandP = "^GSPC" windowWidth = 20 tsLength = 100 SAndP.ts = getDailyPrices( SandP, Start, End...

...rices.ts ) > } > > kalmanFilter = function( x ) > { > t = x > if (class(t) != "ts") { > t = ts(t) > } > ssModel = structSSM( y = t, distribution="Gaussian") > ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) > kfs = KFS( ssFit$model, smoothing="state", nsim=length(t)) > vals = kfs$a > lastVal = vals[ length(vals)] > return(lastVal) > } > > Start = "2011-01-01" > End = "2012-12-31" > SandP = "^GSPC" > > windowWidth = 20 > tsLength...

Hi. I'm evaluating GlusterFS for our DFS implementation, and wondered how it compares to KFS/CloudStore? These features here look especially nice ( http://kosmosfs.sourceforge.net/features.html). Any idea what of them exist in GlusterFS as well? Regards. -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://supercolony.gluster.org/pipermail/gluster-us...

...t; } > > kalmanFilter = function( x ) > { > t = x > if (class(t) != "ts") { > t = ts(t) > } > ssModel = structSSM( y = t, distribution="Gaussian") > ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) > kfs = KFS( ssFit$model, smoothing="state", nsim=length(t)) > vals = kfs$a > lastVal = vals[ length(vals)] > return(lastVal) > } > > Start = "2011-01-01" > End = "2012-12-31" > SandP = "^GSPC" > > windowWidth = 20 > tsLe...

Hi, I got the same problem like http://tolstoy.newcastle.edu.au/R/devel/04/11/1204.html R crashes when I use the em function from the mclust package on univariate data and on a special case on bivariate data (when the matrix is not provided as written in the manual). It seems as if the problem is the format of the data to be analyzed. Operating System: Windows XP (SP2) R version: R-2.0.1 The

Hi, I got the following message in R: Error in as.function.default(pdfs[1]) : invalid body argument for "function" Should NEVER happen; please bug.report() [mkCLOSXP] Operating System: Windows XP (SP2) R version: R-2.0.1 Code causing error follows: # create two probability density functions for mixtures of normal distibutions fmix1 <- function(x) {dnorm(x, mean=4, sd=2) * 0.5 +

Dear R-brains, I'm rather new to state-space models and would benefit from the extra confidence in using the excellent package sspir. In a one-factor model, If I am trying to do a simple regression where I assume the intercept is constant and the 'Beta' is changing, how do I do that? How do i Initialize the filter (i.e. what is appropriate to set m0, and C0 for the example below)?

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...44-4.2.patch 0e6ad83da75dc207a165411844c0985fd7f9588d92c2c95911c245485351bf36 xsa44-unstable.patch $ -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.10 (GNU/Linux) iQEcBAEBAgAGBQJRb/ZcAAoJEIP+FMlX6CvZCwMH/iTJCG4P9d+0nADT6YB3JmPl e9eO+cE+rGHBy5pdKAh1UF1JG9VvQe76hlJP3YS0QaXMNtN6k2dxoHZEj1hpSzKJ Q+KfS/R9yvVlputbfsVPSYYTl1bzDzMlWqyy/cZUZZVpGkMhVw1dLjJp4NvohCWb OABvchlbY1tW2Vk4tNWy4vhVGHdzxegrtttEuAIBoXHtCIIeH3/0nwqokahfKzog cKr5+y9K0JgbFSGP25POu/e7s9+sUKjJfUsFVw3+HknBW+zgJZ8fcu+/J0eJlgb5 0tkq749p+DtRE+kqS4sSM71+iGmnpWh+a0lsBmhARa6pyKVN+ccMvzvh809ItQg= =w315 -----END PGP SIGNATURE----- _______...

...or (3) a 2xN matrix where the columns are successes and failures, respectively. When I try to fit a basic random-walk model using the "ssm" function, however, I can only get option (3) above to work. That in itself is OK, but it seems as though ssm and subsequent functions (eg, "kfs") want to work on a Nx2 matrix instead. For example, the following lines should produce an estimated state vector of length=20, but the result is length=2: >y <- ts(cbind(rpois(20,20), rpois(20,100)), start=1, freq=1) >ssm.fit <- ssm(t(y) ~ tvar(1), family=binomial(link="...

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R

Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking