search for: starma

Hello I was looking for the source code for the new arima procedure the STARMA model (Space-Time ARMA) If somebody have the source code of this model please send me them I'm student and in my research for my master I'm appling the STARMA model for modelling the pollutant particules. It's very important Thank you. ---------------------------------...

I tried to compile R (current R-patched to be more precise) with gcc 3.5 by Apple (which will be probably shipped with Tiger) and here's how far I got: 1) compilation itself was fine except for one exception: ../../../../../../R-patched/src/library/stats/src/starma.c: In function `forkal': ../../../../../../R-patched/src/library/stats/src/starma.c:384: error: invalid lvalue in assignment relevant code: for (j = 0; j < nt; j++) if(!ISNAN(tmp = G->resid[j])) { nu++; sigma2 += tmp * tmp; } problem: ISNAN changed obviously as the pre-processing res...

Je suis étudiant en DEA et j'élabore un mémoir dans lequel j'applique le modèle STARMA , Pouvez vous ,s'il vous plait, m'envoyer l'algorithme de calcul ces STACF et STPACF de ce model afin de débuter mon estimation de ce modéle sur R Merci d'avance. --------------------------------- [[alternative HTML version deleted]]

Greetings: I was looking for the source code for the new arima procedure. I checked the floppies directory and downloaded R-devel-2.tar.gz but this only included the old starma.f. Is the new code available yet? Thanks, George gwtim at 2xtreme.net -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in...

...adline43/lib/amd64 -o stats.so init.o kmeans.o ansari.o bandwidths.o chisqsim.o d2x2xk.o fexact.o kendall.o ks.o line.o smooth.o prho.o swilk.o ksmooth.o loessc.o isoreg.o Srunmed.o Trunmed.o dblcen.o distance.o hclust-utils.o nls.o HoltWinters.o PPsum.o arima.o burg.o filter.o mAR.o pacf.o starma.o port.o family.o bsplvd.o bvalue.o bvalus.o loessf.o ppr.o qsbart.o sbart.o sgram.o sinerp.o sslvrg.o stxwx.o hclust.o kmns.o eureka.o stl.o portsrc.o -xlic_lib=sunperf -lsunmath -Rreg -R/mounts/devel/SUNWspro/lib/amd64:/opt/SUNWspro/lib/amd64 -L/mounts/devel/SUNWspro/prod/lib/amd64 -L/lib/amd6...

...ds for target `.f.o' making PPsum.d from PPsum.c making arima.d from arima.c making burg.d from burg.c making carray.d from carray.c making filter.d from filter.c making init.d from init.c making mburg.d from mburg.c making myw.d from myw.c making pacf.d from pacf.c making qr.d from qr.c making starma.d from starma.c (diff R.exp R.exp1 > /dev/null) || cp R.exp1 R.exp ar cr ts.a *.o c:\mingw\bin\ar.exe: *.o: Invalid argument make[3]: *** [ts.a] Error 1 Any suggestions on what I need to do to get this to compile properly? I looked in src/gnuwin32/MkRules, but there doesn't seem to be any...

...L/usr/local/lib -o stats.so init.o kmeans.o ansari.o bandwidths.o chisq sim.o d2x2xk.o fexact.o kendall.o ks.o line.o smooth.o prho.o swilk.o ksmooth .o loessc.o isoreg.o Srunmed.o Trunmed.o dblcen.o distance.o hclust-utils.o nl s.o HoltWinters.o PPsum.o arima.o burg.o filter.o mAR.o pacf.o starma.o port.o family.o sbart.o bsplvd.o bvalue.o bvalus.o loessf.o ppr.o qsbart.o sgram.o si nerp.o sslvrg.o stxwx.o hclust.o kmns.o eureka.o stl.o portsrc.o -L../../../.. /lib -lRblas -lg2c -lm -lgcc_s mkdir ../../../../library/stats/libs building package 'datasets' mkdir ../../../library/...

...Wl,-bnoentry -o stats.so init.o kmeans.o ansari.o bandwidth s.o chisqsim.o d2x2xk.o fexact.o kendall.o ks.o line.o smooth.o prho.o swilk.o ksmooth.o loessc.o monoSpl.o isoreg.o Srunmed.o d blcen.o distance.o hclust-utils.o nls.o rWishart.o HoltWinters.o PPsum.o arima.o burg.o filter.o mAR.o pacf.o starma.o port.o fa mily.o sbart.o approx.o loglin.o lowess.o massdist.o splines.o lm.o complete_cases.o cov.o deriv.o fft.o fourier.o model.o optim .o optimize.o integrate.o random.o distn.o zeroin.o rcont.o influence.o bsplvd.o bvalue.o bvalus.o loessf.o ppr.o qsbart.o sgram .o sinerp.o sslvrg.o stxwx.o...

On 2015-10-15 15:02, Prof Brian Ripley wrote: > On 15/10/2015 13:32, Michael Felt wrote: >> Hi. >> >> Just wanted to let you know I am getting close to packaging R for AIX in rephrase - would like to be active in keeping R binaries current for AIX. My interest in not in R per se (rather a colleague who has a project that uses R, so I hope to assist him, and others like him).

...9 -shared -L/usr/local/lib -o stats.so init.o kmeans.o ansari.o bandwidths.o chisqsim.o d2x2xk.o fexact.o kendall.o ks.o line.o smooth.o prho.o swilk.o ksmooth.o loessc.o isoreg.o Srunmed.o Trunmed.o dblcen.o distance.o hclust-utils.o nls.o HoltWinters.o PPsum.o arima.o burg.o filter.o mAR.o pacf.o starma.o port.o family.o sbart.o approx.o loglin.o lowess.o massdist.o splines.o bsplvd.o bvalue.o bvalus.o loessf.o ppr.o qsbart.o sgram.o sinerp.o sslvrg.o stxwx.o hclust.o kmns.o eureka.o stl.o portsrc.o lminfl.o -L../../../../lib -lRblas -lg2c -lm -lgcc_s -L../../../../lib -lR make[5]: Leaving direc...

I have tried compiling R on a dec alpha running digital unix 4.0 and got the following: f77 -shared -o ts.so PPsum.o burg.o eureka.o filter.o pacf.o starma.o stl.o carray.o mburg.o myw.o qr.o -lUfor -lfor -lFutil -lm -lots -lm ld: Warning: Unresolved: R_alloc R_NaReal R_IsNA R_IsNaNorNA R_chk_calloc R_chk_free Rf_error vmaxget vmaxset dqrdc2_ dqrcf_ mkdir ../../../../library/ts/libs gmake[4]: Leaving directory `/home/ming/R-1.0.0/src/library/ts/src...

Dear R-Help friends, I am unable to get the latest version of R (2.4.1) to compile on my solaris 10 system - has anybody else experienced this problem and are you able to offer me any advice? I appreciate your time, many thanks, Jenny Barnes Here are my CURRENT specifications: platform sparc-sun-solaris2.10 arch sparc os solaris2.10

...by help(arima)) is: Gardner, G, Harvey, A. C. and Phillips, G. D. A. (1980) Algorithm AS154. An algorithm for exact maximum likelihood estimation of autoregressive-moving average models by means of Kalman filtering. _Applied Statistics_ *29*, 311-322. where it is called subroutine STARMA (and coded in fortran 77). My problem is that getQ0 returns incorrect covariance matrices in certain cases. Indeed, below is an example of a SARIMA(1,0,1)x(1,0,0)_12 where getQ0 gives a covariance matrix which possess negative eigenvalues ! Below, I obtain getQ0 results through makeARIMA()...

...ers.d from HoltWinters.c making PPsum.d from PPsum.c making arima.d from arima.c making burg.d from burg.c making carray.d from carray.c making filter.d from filter.c making init.d from init.c making mburg.d from mburg.c making myw.d from myw.c making pacf.d from pacf.c making qr.d from qr.c making starma.d from starma.c gmake[5]: Entering directory `/soft/R/R-1.5.1/src/library/ts/src' gmake[5]: `Makedeps' is up to date. gmake[5]: Leaving directory `/soft/R/R-1.5.1/src/library/ts/src' gmake[5]: Entering directory `/soft/R/R-1.5.1/src/library/ts/src' /usr/bin/cc -I../../../../include...