search for: muhlhofer

I am trying to define a large number of variables through a loop construct. I have my loop variable i being cycled through 1:100 and I would like the variables produced by this to be called vi (i.e. v1 v2 v3 etc) so, for example I'm going: for(i in 1:100) { <blank> <- a[i:N] # or whatever else you want to put on the right side } where N is previously defined. What goes in

...1) : length of dimnames [2] not equal to array extent same with +0 instead of -1. Is there a different way to create an ols object without a constant? I can't use lm(), because robcov() needs an object from the Design() series. Or is there a different way to go about this? Tobias Muhlhofer

Hi! Sorry for asking a trivial questions, but I can't seem to figure this out. I have a dataframe called master containing 30-odd variables. In this dataframe, I have observations across these 30 variables from 1930 to 2003 (I've made a "year" variable). How can I drop all rows for which the year is less than 1960? I'm assuming something with ifelse() but I can't

Is it possible to simultaneously estimate mean and GARCH parameters in R? In other words, I would like to estimate the normal regression equation Y = b X + u and simultaneously do a garch process on the u's to correct the standard errors. I was thinking maybe something with systemfit(), but I can't quite come up with it. Thanks, Tobias --

...xorg Version: unspecified Hardware: x86-64 (AMD64) OS: Linux (All) Status: NEW Severity: critical Priority: medium Component: Driver/nouveau Assignee: nouveau at lists.freedesktop.org Reporter: tobias.muhlhofer at gmail.com QA Contact: xorg-team at lists.x.org Created attachment 131105 --> https://bugs.freedesktop.org/attachment.cgi?id=131105&action=edit Kernel log When switching screen positions of dual monitors, there is a display issue. Steps to reproduce: - Boot the system. - Log...

Hi, all! Anyone know an easy way to specify the following model. Panel dataset, with stock through time, by firm. I want to run a model of y on a bunch of explanatory variables, and one dummy for each firm, which is 1 for observations that come from firm i, and 0 everywhere else. I have over 200 firms (and a factor variable that contains a firm identifier). Any easy way of going about

Hi! I'm trying to do the following. I have monthly a dataset with, among other things, "marketcap", and "return". I want to multiply return by the marketcap of the previous month. How do I do this? In STATA (which I have used frequently in the past) I would simply use an expression of the form return[_n]*marketcap[_n-1] I believe they call this relative

Hi, everyone! Is there a function to do single-variable GARCH in R? If yes, what library is it in? Thanks! Toby -- ************************************************************************** When Thomas Edison invented the light bulb he tried over 2000 experiments before he got it to work. A young reporter asked him how it felt to have failed so many times. He said "I never failed once. I

...s that are becoming standard in (at least...) biology. And yet, this sofware is necessarily very technical and with a lot of fine points and details. A very nice conundrum. I am afraid we will keep asking a lot of questions. And hopefully you won't get bored and stop answering them. Tobias Muhlhofer <t.muhlhofer@lse.ac.uk> wrote: I am trying to define a large number of variables through a loop construct. He wants to do for (i in 1:100) { assign(paste("v", i, sep=""), ....something or other...) } This is, of course, a FAQ. It's such a FAQ that I must ha...

Dear listeRs, I'm finding that apply() behaves strangely when used on a 3-d array. For example: > at <- array(1:27,dim=c(3,3,3)) > at , , 1 [,1] [,2] [,3] [1,] 1 4 7 [2,] 2 5 8 [3,] 3 6 9 , , 2 [,1] [,2] [,3] [1,] 10 13 16 [2,] 11 14 17 [3,] 12 15 18 , , 3 [,1] [,2] [,3] [1,] 19 22 25 [2,] 20 23 26

Hi! I have a dataset of properties that are owned by different firms, each firm owning multiple properties. I am running a regression of holding period (how long a property was held in a firm's portfolio) on the left, and a bunch of factors on the right. When calculating standard errors, I would like to cluster my disturbance terms by firm. Any ideas on how to do this? I'm guessing

Full_Name: Toby Muhlhofer Version: 2.2.0, 2.1.1 OS: Solaris 2.9 Submission from: (NULL) (128.83.62.46) I'm trying to compile R on a Solaris machine. The default C compiler is cc (although gcc is available) and the default Fortran compiler is f95 (although g77 is available). Without defining the F77 environment variab...

...tfun2, it works. Seems to me like a scoping problem. Any ideas? Thanks! Toby -- Dr. Tobias M?hlhofer Assistant Professor Department of Finance Kelley School of Business Indiana University +1-812-855-9270 http://tobias.muhlhofer.com

Dear helpers, does anyone know a function to fit a model with: - y mean that is regressed on a set of explanatory variables - y variace behaving as a garch or as a garch in mean Thank you so much for your help, Carlo

Hello! I need to purchase a new box, which I would like to optimize for good R performance. For the record, I will run Fedora Core 5 as and OS, and I wanted to know if anyone has experience with how the following affects R performance: - Is there a big advantage to having a 64-bit CPU over having a 32-bit? - Does an Opteron offer any advantages over an Athlon, and if yes, does it justify an

Hi! I am trying to get R to run regressions for me of a variable on lagged differences of itself. Specifically: x-x(-1) = a + b1(x(-1)-rx(-2))+b2(x(-4)-rx(-5))+e I need to do this a lot of times, altering the value of r. What I've been trying to do was to use the lag() command to create lagged versions of these variables and then constructing these differences by hand (i.e. creating

Hi, all! I'm trying to compile R on a Solaris machine. The default C compiler is cc (although gcc is available) and the default Fortran compiler is f95 (although g77 is available). Without defining the F77 environment variable, configure defaults to f95 as a Fortran compiler and eventually fails with the following output: --------------------------------- checking whether mixed C/Fortran