Displaying 13 results from an estimated 13 matches for "prista".
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krista
2011 Feb 21
3
assign value to multiple objects with a given ls pattern
...th a certain pattern, e.g., those in
ls(pattern="a")
a specific value, e.g., "99", without having to assign each object at a time.
is there a way I can do this within a "for" cycle? I have tested several eval and parse statements but with no success.
Regards,
Nuno Prista
____________________________
PhD student
Instituto de Oceanografia
Faculdade de Ci?ncias da Universidade de Lisboa
Campo Grande, Lisboa,
1749-016 Lisboa,
Portugal
2007 Nov 16
1
monthplot () - axis change color
...color of
the average lines?
monthplot(AirPassengers+500, ylim=c(min(AirPassengers),
max(AirPassengers+500)), ylab="")
par(new=T)
monthplot(AirPassengers, col="blue", ylim=c(min(AirPassengers),
max(AirPassengers+500)), ylab="")
Greetings from Norfolk,
Nuno Prista
______________________________________________
Instituto de Oceanografia - FCUL, Portugal
Center for Quantitative Fisheries Ecology - ODU, USA
[[alternative HTML version deleted]]
2008 Oct 18
1
ARIMA - h-step ahead errors
Dear colleagues,
?arima? returns directly the 1-step ahead errors but I am interested in
obtaining other h-step ahead errors for several ARIMA models I have
fitted. Is there any way I can obtain this with R? Any help would be
appreciated.
Sincerely,
Nuno Prista
_________________________
CO - FCUL, Lisboa, Portugal
CQFE - ODU, Norfolk, USA
2007 Nov 25
1
spec.pgram() - circularity of kernel
...uency range shorten
according to the size of kernel used? My doubt came from reading
Diggle(1990) p105.
e.g.
data(lh)
x<-spec.pgram(ldeaths, detrend=T, taper=0)$freq
y<-spec.pgram(ldeaths, kernel("modified.daniell", c(6,6)), detrend=T,
taper=0)$freq
x==y
Thanks in advance,
Nuno Prista
2007 Dec 10
1
function centralm - does it exist
...tical computation for environmental sciences in R -
mentions a function centralm (pg25) that I believe should be present in the
base package but I can't find it. It is supposed to calculate means,
variances, skewness, kurtosis of arrays. Does it exist in some other
package?
Thanks,
Nuno Prista
[[alternative HTML version deleted]]
2008 Jun 19
2
how to write symbol (nabla) in R graph
Dear colleagues,
Can anyone of you tell me how to write a "nabla" symbol in an R graph?
Thanks in advance,
Nuno
______________________________________________
Centro de Oceanografia - IO-FCUL, Portugal
Center for Quantitative Fisheries Ecology - ODU, USA
[[alternative HTML version deleted]]
2008 May 16
2
Box.test degrees of freedom
Dear colleagues,
I am new to R and statistics so please keep that in mind.
I have doubts on the df calculation of Ljung-Box test (Box.test). The
function seems to use always the df=lag=m and not df=m-p-q like suggested in
Ljung and Box (1978) paper (that is referenced).
Do you agree with this? If so, is there an R package function that computes
Ljung-Box test with the degrees of
2008 Oct 24
0
unstable MA results in ARIMA?
...wever, the value
of sigma2 returned seems to be based on all a[t]. I made a fe more tests
and the number of residuals which appear (to me) miss-calculated gets
larger and larger when I test q>1. Can I trust the "arima" estimates in
the MA case as I do in the AR case?
Thanks,
Nuno Prista
_________________________
CO - FCUL, Lisboa, Portugal
CQFE - ODU, Norfolk, USA
2001 Nov 21
0
samba digest, Vol 1 #693 - 50 msgs ( On Vacation)
...reply (if necessary) to your email when I return.
If you need immediate assistance please contact the following people:
For ground-water and aquifer recharge related information please conatct Jeff Hoffman: jhoffma2@dep.state.nj.us
For GIS and NJGS network related information please contact Ron Pristas: rpristas@dep.state.nj.us
2008 Mar 27
6
help! - spectral analysis - spec.pgram
...es I was expecting to see a signal occurring at
frequency 1/5 but it does not. Can anybody explain me why?
Thanks in advance,
Nuno
______________________________________________
Centro de Oceanografia - IO-FCUL, Portugal
Center for Quantitative Fisheries Ecology - ODU, USA
email: nmprista*@fc.ul.pt ; nprista*@odu.edu
[[alternative HTML version deleted]]
2008 Oct 23
1
[R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
Sender: r-help-bounces at r-project.org
On-Behalf-Of: comtech.usa at gmail.com
Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
Message-Id: <b1f16d9d0810231239k506d582i7ecb908b84bc1642 at mail.gmail.com>
Recipient: ngottlieb at marinercapital.com
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2007 Dec 14
1
Help! - boxcox transformations
Hi,
Hope this does not sound too ignorant .
I am trying to detrend and transform variables to achieve normality and
stationarity (for time series use, namely spectral analysis). I am using the
boxcox transformations.
As my dataset contains zeros, I found I need to add a constant to it in
order to run "boxcox". I have ran tests adding several types of constants,
from .0001
2011 May 13
0
wrong argument to TO_CHAR (RODBC)?
Dear all,
I can't seem to run what seems (to me!) like a common SQL statement in RODBC:
data <- sqlQuery(a, 'SELECT TO_CHAR (DB1.DATE, 'yyyy') "year" FROM DB1')
In contrast,
data <- sqlQuery(a, 'SELECT TO_CHAR(DB1.DT_INICIO) "year" FROM DB1')
works but it does not come up as I want it to (i.e., in "year" format).
Can