Displaying 4 results from an estimated 4 matches for "lastval".
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last_val
2017 Jul 30
4
Kalman filter for a time series
...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 )
SAndP.ts = SAndP.ts[1:tsLength]
SAndP.smoothed = rollapply( data=SAndP.ts, width=window...
2017 Jul 30
0
Kalman filter for a time series
...) != "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 )
> SAndP.ts = SAndP.ts[1:tsLeng...
2017 Jul 30
0
Kalman filter for a time series
...quot;) {
> 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 )
> SAndP.ts = SAndP.ts[1:tsLengt...
2005 Jun 04
2
locator() via tcltk
Hello,
I'm trying to write a function using tcltk to interactively modify a plot
and gather locator() data. I've read Peter's articles in Rnews, the help
pages in tcltk, http://bioinf.wehi.edu.au/~wettenhall/RTclTkExamples/,
plus a post in R-help sometime ago, but haven't found a solution.
The idea goes something like this:
require(tcltk)
testplot <- function() {
getcoords