search for: nser

Hi everyone, now I am trying to finish writing the code (I had asked for assistance on subtracting arrays) This is what I what I am running in R: > source("/home/ie/Documents/TTU/GA_Research/GLUE/R-Project/R_GLUE_Example/NSEr.R") NSEr <- function (obs, sim) { {jjh <- (as.vector(obs) - sim)^2 Xjjhs <- apply(Xjjh, 2, sum) Yii <- (obs - mean(obs))^2 Yiis <- apply(Yii, 2, sum) NSEr <- 1 - (Xjjhs/Yiis) } NSEr} > Vsim <- read.csv("1000Samples_Vsim.csv", header = TRUE, sep =","...

It says that nser requires the most recent version of magrittr that you do not have installed. You must update magrittr before attempting to install nser: update.packages(oldPkgs = "magrittr") or at the prompt you were presented before, choose to update magrittr before installing nser. On Sun, Apr 9, 20...

Dear members, I can't install "nser" package. It is not in cran but install_version and install_github both are not working: > install_version("nser",version = "1.4.0") Downloading package from url: https://cran.rstudio.com//src/contrib/Archive/nser/nser_1.4.0.tar.gz These packages have more recent versio...

I am trying to understand the function acf stats:::acf shows me the function I am having trouble understanding the usage "$acf" in the following acf <- array(.C(R_acf, as.double(x), as.integer(sampleT), as.integer(nser), as.integer(lag.max), as.integer(type == "correlation"), acf = double((lag.max + 1L) * nser * nser), NAOK = TRUE)$acf, c(lag.max + 1L, nser, nser)) I interpret it as ... we are forming an array of dimensionality 3, and the contents of the array come from invok...

...FALSE, detrend = TRUE, plot = TRUE, na.action = na.fail, ...) { ## Estimate spectral density from (smoothed) periodogram. series <- deparse(substitute(x)) x <- na.action(as.ts(x)) xfreq <- frequency(x) x <- as.matrix(x) N <- N0 <- nrow(x) nser <- ncol(x) if(!is.null(spans)) # allow user to mistake order of args kernel <- { if(is.tskernel(spans)) spans else kernel("modified.daniell", spans %/% 2) } if(!is.null(kernel) && !is.tskernel(kernel)) stop("must s...

I think filter function in ts library has a typo. Line 34 in filter.R reads if(NROW(init) != 1 && NROW(init) != nser) I guess it should be if(NCOL(init) != 1 && NCOL(init) != nser) Please let me know, if I am wrong. Mehmet Balcilar ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-...

...===+===+===+===+===+=== # # Script to demonstrate the bug in rnorm. # myrnorm <- function(n,mu=0,sigma=1){ mu + sigma*cos(2*pi*runif(n))*sqrt(-2*log(runif(n))) } # If RFUN <- rnorm we get ``wrong'' answers; if RFUN <- myrnorm, # we get ``right'' answers. RFUN <- rnorm NSER <- 1000 set.seed(350734) rslt <- list() for(K in 1:15) { N <- 100*K M <- matrix(RFUN(NSER*N),N,NSER) T2 <- apply(M,2,function(x){max(x**2)}) PV <- 1 - pchisq(T2,1)**N SZ <- sum(PV < 0.05)/NSER rslt[[K]] <- SZ cat(K,"\n") } rslt <- unlist(rslt)...

I have the following timeseries "tab" ===================================== > str(tab) mts [1:23, 1:2] 79.5 89.1 84.9 75.7 72.8 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "Ipex...I" "Omel...E" - attr(*, "tsp")= num [1:3] 2006 2008 12 - attr(*, "class")= chr [1:2] "mts" "ts" > tab

...ocovariance function) and need help. First I defined a time series, x, which is a vector created by x <- ts(rnorm(200)). So I plugged the series directly into the acf function, acf(x) and an error message popped up as: Error in .C("acf", as.double(x), as.integer(sampleT), as.integer(nser), : C/Fortran function name not in load table I downloaded R to my PC and am thinking if it's anything to do with the operating system. Please help me out! The second question is about arima simulation. I have an AR and MA process and need to simulate 200 observations from these two models...

..."n", ...) 1: plot.mts(ts(matrix(runif(10), ncol = 2)), type = "p") > The problem is that plot.mts calls plot() with an explicit type = "n" as well as ..., so the type argument is sent twice. My short-term solution is to change plot.mts() so that: for (i in 1:nser) { plot(x[, i], axes = FALSE, xlab = "", ylab = "", log = log, col = col, bg = bg, pch = pch, ann = ann, type = "n", ...) becomes: for (i in 1:nser) { plot(x[, i], axes = FALSE, xlab = "", ylab = "", log...

Is there a place that shows how to create two plots that are stacked on top of each other where they share a common x-axis scale, but have differnt y-axis scale? Say have the following data: airquality Stack plot(airquality$Day, airquality$Wind) on top of plot(airquality$Day, airquality$Temp). I am interested in stacking the two on top of each other with no seam, or plotting the two lines with

...ocovariance function) and need help. First I defined a time series, x, which is a vector created by x <- ts(rnorm(200)). So I plugged the series directly into the acf function, acf(x) and an error message popped up as: Error in .C("acf", as.double(x), as.integer(sampleT), as.integer(nser), : C/Fortran function name not in load table I downloaded R to my PC and am thinking if it's anything to do with the operating system. Please help me out! The second question is about arima simulation. I have an AR and MA process and need to simulate 200 observations from these two models...

Full_Name: Wolfgang Koller Version: 1.0.0 OS: linux Submission from: (NULL) (137.208.7.48) > data(UKLungDeaths) > ts.union(mdeaths, fdeaths,dframe=TRUE) Error in names<-.default(*tmp*, value = nmsers) : names attribute must be the same length as the vector > cbind(mdeaths, fdeaths,dframe=TRUE) Error in names<-.default(*tmp*, value = nmsers) : names attribute

pacf in devel seems by default to return a different number of lags than 1.7.1 for $pacf. I don't see any mention of this in the NEWS file, or any change in the documentation, so I suspect it is and error, though it may be an undocumented improvement. (Newbie question: How is the simplest way to display a function like pacf.default that is not exported from a namespace?) Paul

Hola: ¿Existe alguna forma de obtener el valor numérico de los intervalos de confianza en una autocorrelación? O, por el contrario, ¿tengo que calcularlos «a mano»? (Llevo ya un rato buscando y nada.) Gracias por adelantado. Salud y Revolución. Lobo. -- Libertad es poder elegir en cualquier momento. Ahora yo elijo GNU/Linux, para no atar mis manos con las cadenas del soft propietario.

As an example data set: set.seed(1) z.Date <- as.Date(paste(2003, 02, c(1, 3, 7, 9, 14), sep = "-")) z <- zoo(cbind(left = rnorm(5), right = rnorm(5, sd = 0.2)), z.Date) tt<-time(z) fmt<-"%b-%d" labs<-format(tt,fmt) plot(z[,1], xlab = "Time", ylab = "") If I plot the data and don't like the format of the x axis I can do this:

I used the AR modelling written for R (S) on blood pressure and heart rate signals. I used 60 one second samples and a model order of 20. I used the "ar" finction in the "ts" package. Given that blood pressure is measured in mmHg would the spectral density (on the graph displayed be [mmHg]sq/Hz ? And the heart rate is measured in Beats Per Minute (bpm) - so would the

Time Series functions in R ========================== I think a good basic S-like functionality for library(ts) in base R would include ts class, tsp, is.ts, as.ts plot methods start end window frequency cycle deltat lag diff aggregate filter spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar? ar -- at least univariate by Yule-Walker arima -- sim, filter, mle, diag, forecast