Displaying 6 results from an estimated 6 matches for "windowwidth".
2017 Jul 30
4
Kalman filter for a time series
...t = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel )
kfs = KFS( ssFit$model, smoothing="state", nsim=length(t))
vals = kfs$a
lastVal = vals[ length(vals)]
return(lastVal)
}
Start = "2011-01-01"
End = "2012-12-31"
SandP = "^GSPC"
windowWidth = 20
tsLength = 100
SAndP.ts = getDailyPrices( SandP, Start, End )
SAndP.ts = SAndP.ts[1:tsLength]
SAndP.smoothed = rollapply( data=SAndP.ts, width=windowWidth, FUN=kalmanFilter)
par(mfrow=c(1,1))
prices = coredata( SAndP.ts[windowWidth:length(SAndP.ts)])
plot(prices, col="blue", type=&...
2017 Jul 30
0
Kalman filter for a time series
...), model = ssModel )
> kfs = KFS( ssFit$model, smoothing="state", nsim=length(t))
> vals = kfs$a
> lastVal = vals[ length(vals)]
> return(lastVal)
> }
>
> Start = "2011-01-01"
> End = "2012-12-31"
> SandP = "^GSPC"
>
> windowWidth = 20
> tsLength = 100
>
> SAndP.ts = getDailyPrices( SandP, Start, End )
> SAndP.ts = SAndP.ts[1:tsLength]
> SAndP.smoothed = rollapply( data=SAndP.ts, width=windowWidth, FUN=kalmanFilter)
>
> par(mfrow=c(1,1))
> prices = coredata( SAndP.ts[windowWidth:length(SAndP.ts)])
&...
2017 Jul 30
0
Kalman filter for a time series
...el = ssModel )
> kfs = KFS( ssFit$model, smoothing="state", nsim=length(t))
> vals = kfs$a
> lastVal = vals[ length(vals)]
> return(lastVal)
> }
>
> Start = "2011-01-01"
> End = "2012-12-31"
> SandP = "^GSPC"
>
> windowWidth = 20
> tsLength = 100
>
> SAndP.ts = getDailyPrices( SandP, Start, End )
> SAndP.ts = SAndP.ts[1:tsLength]
> SAndP.smoothed = rollapply( data=SAndP.ts, width=windowWidth, FUN=kalmanFilter)
>
> par(mfrow=c(1,1))
> prices = coredata( SAndP.ts[windowWidth:length(SAndP.ts)])
>...
2010 Mar 26
0
Reading a SpreadsheetML / XMLNS into R xmlns="urn:schemas-microsoft-com:office:spreadsheet
...">
<DocumentProperties xmlns="urn:schemas-microsoft-com:office:office">
<Version>12.00</Version>
</DocumentProperties>
<ExcelWorkbook xmlns="urn:schemas-microsoft-com:office:excel">
<WindowHeight>10005</WindowHeight>
<WindowWidth>10005</WindowWidth>
<WindowTopX>120</WindowTopX>
<WindowTopY>135</WindowTopY>
<ProtectStructure>False</ProtectStructure>
<ProtectWindows>False</ProtectWindows>
</ExcelWorkbook>
<Styles>
<Style ss:ID="Default&qu...
2001 Feb 13
0
devX11.c -- questions about expose events and XBell
...***************
*** 1232,1242 ****
/* Gobble expose events */
! XNextEvent(display, &event);
! if (event.xany.type == Expose) {
! while (event.xexpose.count)
! XNextEvent(display, &event);
! }
} else { /* PIXMAP */
xd->windowWidth = iw = w;
xd->windowHeight = ih = h;
--- 1232,1241 ----
/* Gobble expose events */
! if (XCheckTypedEvent(display, Expose, &event)) {
! while (event.xexpose.count)
! XNextEvent(display, &event);
! }
} else { /* PIXMAP */...
2006 Nov 07
2
Crash when embedding R X11 windows
...isplay, event.xconfigure.window,
- devPtrContext, &temp);
+ if (XFindContext(display, event.xconfigure.window,
+ devPtrContext, &temp)) return;
dd = (NewDevDesc *) temp;
xd = (newX11Desc *) dd->deviceSpecific;
if (xd->windowWidth != event.xconfigure.width ||
@@ -614,8 +614,8 @@
else if ((event.type == ClientMessage) &&
(event.xclient.message_type == _XA_WM_PROTOCOLS))
if (!inclose && event.xclient.data.l[0] == protocol) {
- XFindContext(display, event.xclient.window,
-...