Displaying 6 results from an estimated 6 matches for "varmax".
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varimax
2008 Jul 04
2
create a zero matrix & fill
...ct cannot be transformed in double)
> plot(Variation[1],Variation[2])
Fehler in as.double.default(x) : (list) Objekt kann nicht nach 'double'
umgewandelt werden
Any suggestion?
Hier is the function:
#Computing variation of the power
VAR<-function(power,length){
tvar=pmean=pmin=pmax=varmax=varmin<-matrix(data=0,ncol=(length-tml0))
for(i in tml0:length){
tvar[i]=i
pmean[i]=mean(power[i:(i+deltat)])
pmin[i]=min(power[i:(i+deltat)])
pmax[i]=max(power[i:(i+deltat)])
varmax[i]=100*(pmax[i]-pmean[i])/pmean[i]
varmin[i]=100*(pmean[i]-pmin[i])/pmean[i]
Results=list(tvar,pmean,pmin,pmax,va...
2008 Jul 04
1
initialize a matrix
...s,
I'm trying to write a function which returns minimum,maximum,mean of a
vector(power)
I've done the following :
VAR<-function(power,length){
for(i in tml:length)){
tvar[i]<-i
pmean[i]<-mean(power[i:i+deltat])
pmin[i]<-min(power[i:i+deltat])
pmax[i]<-max(power[i:i+deltat])
varmax[i]<-100*(pmax[i]-pmean[i])/pmean[i]
varmin[i]<-100*(pmean[i]-pmin[i])/pmean[i]
Resulats<-list(tvar,pmin,pmax,pmean,varmin,varmax)
}}
p.s. tml is a variable which is grater than 0 , deltat is a constant defined
The problem is that tvar is unknown for R.
So I have to initialize tvar,pmean....
2008 Jul 04
0
RES: initialize a matrix
...s,
I'm trying to write a function which returns minimum,maximum,mean of a
vector(power)
I've done the following :
VAR<-function(power,length){
for(i in tml:length)){
tvar[i]<-i
pmean[i]<-mean(power[i:i+deltat])
pmin[i]<-min(power[i:i+deltat])
pmax[i]<-max(power[i:i+deltat])
varmax[i]<-100*(pmax[i]-pmean[i])/pmean[i]
varmin[i]<-100*(pmean[i]-pmin[i])/pmean[i]
Resulats<-list(tvar,pmin,pmax,pmean,varmin,varmax)
}}
p.s. tml is a variable which is grater than 0 , deltat is a constant defined
The problem is that tvar is unknown for R.
So I have to initialize tvar,pmean....
2000 Nov 17
2
Simulation of Timeseries
Hello,
I try to simulate an ARMA-model using R, but I didn't find any function
to generate such timeseries.
In Splus there is the function arima.sim which generates AR-, MA- and
ARIMA-series. Is there any similar in R?
Best regards,
Frank Beimfohr
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read
2004 Jul 25
1
Multivariate ARMA Model
Hi R-Community,
so far I dealt with univariate processes and used the function "arima" to
estimate an ARMA(1,1)-model. For multivariate processes there are the
functions "estVARXar" and "estVARXls" from package "DSE". But how can I
estimate an VARMA(1,1)-model, or even better determine the orders and
estimate the parameters?
Much thanks in advance,
Hagen
2008 Nov 25
0
Vector autoregression, panel data
...e of you may be familiar with this experiment since it
follows Statman, Thorley & Vorkink (2004) article.
The problem is how to estimate VAR by a stock when using panel data?
Previously I have been using SAS which easily allows to estimate VAR by
variable. In this case, the SAS code is:
proc varmax data= xxx;
model VOLUME RETURN MARKETRET = VOLATILITY / p=3 ;
by STOCK;
So how to do the same thing with R?
Here is a sample of my data:
STOCK DATE RETURN MARKETRET VOLUME VOLATILITY
ALBAV 19910228 0.0000000000 1.082824e-02 1.003302e-01 3.054257e-04
ALBA...