search for: suml

...Vcorr <- tanh(x[3]) V <- Vsd %o% Vsd V[1,2] <- V[2,1] <- V[1,2] * Vcorr Wsd <- exp(x[4:5]) Wcorr <- tanh(x[6]) W <- Wsd %o% Wsd W[1,2] <- W[2,1] <- W[1,2] * Wcorr return(list( m0 = rep(0,2), C0 = 1e7 * diag(2), FF = diag(2), GG = diag(2), V = V, W = W)) } suMLE <- dlmMLE(NelPlo, rep(0,6), buildSu); suMLE buildSu(suMLE$par)[c("V","W")] Thanking you in advance for your help, Gerardo Amo [[alternative HTML version deleted]]

...mple, when estimating a "dynamic" version of the Grunfeld data: data(Grunfeld, package="Ecdat") grun <- pgmm(dynformula(inv ~ value + capital, lag=list(1,1,1), log=T), data=Grunfeld, gmm.inst=~log(inv), lag.gmm=list(c(2,5)), model="twosteps") Error in solve.default(suml(A2)) : system is computationally singular: reciprocal condition number = 8.83721e-21 I read all the documentation available and tried stepping through the source code, but pgmm.diff() is not exactly the easiest function to understand, especially given R's suboptimal debugging facilities. P...

...; learned this the hard way # v=pgmm( x ~ lag(x), data=d, gmm.inst=~x, lag.gmm=c(2,99), transformation="ld" ) formula= dynformula( x ~ 1, list(1)); # this creates x ~ lag(x) v=pgmm( formula, data=d, gmm.inst=~x, lag.gmm=c(2,99), transformation="ld" ) Error in solve.default(suml(Vi)) : system is computationally singular: reciprocal condition number = 8.20734e-20 obviously, I am confused. when I execute the same command on the included UKEmpl data set, it works. however, my inputs would seem perfectly reasonable. I would hope that the procedure could produce a lag(x)...

Dear all, I have looked for an answer for a couple of days, but can't come with any solution. I have a set of functions, say: > t0 <- function(x) {1} > t1 <- function(x) {x} > t2 <- function(x) {x^2} > t3 <- function(x) {x^3} I would like to find a way to add up the previous 4 functions and obtain a new function: > rrr <- function(x) {1+x+x^2+x^3} without,