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I've been trying to figure this out for a while, but my knowledge of R is obviously still too limited. The context is as follows: I have some time series, and I would like to estimate their densities, and then use the actual densities in a monte carlo simulation. Now, I can easily estimate the density using density(); I can write a random number generator to fit an arbitrary density

...can be derived by imposing a constraint on lambda. If anyone can shed some light on this it would be much appreciated. A general answer would be nice as I don't always work with quarterly data. Thanks & Regards, Nick Davis -----Original Message----- From: Roger Koenker [mailto:roger at ysidro.econ.uiuc.edu] Sent: Thursday, 6 December 2001 11:03 a.m. To: Nick Davis Cc: r-help at stat.math.ethz.ch Subject: Re: [R] Code for Hodrick-Prescott Filter This is a special case of smooth.spline in modreg. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Departm...

...enker for Windows (he uses Unix). Has this happened to you? Any ideas? I would really appreciate your help. Thanks a zillion, Alvaro Novo -- -- -- -- -- -- -- -- Alvaro A. Novo 2116 S. Orchard St., #304 Urbana, IL 61801 novo at uiuc.edu anovo at ysidro.econ.uiuc.edu http://www.students.uiuc.edu/~novo/Alvaro.htm 217-337-4893 -- -- -- -- -- -- -- -- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", &...

...on in R 1.2.2 and would like to have finer control over the speed of the animation. I know that I can use system("sleep 1") on unix systems at least, but it would be nice to have something like pause(.01). Any suggestions? url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "inf...

...me on an alternative strategy? My apologies for such a backward looking question, but in my experience the most forward looking are those also capable of looking backward. So this seemed to be the most promising venue for the question. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "inf...

...rror 1 make[2]: *** [R] Error 2 make[1]: *** [R] Error 1 make: *** [R] Error 1 [cba943:local/R/R-1.5.0] roger% I see from the help archive that something similar was a problem on HPux in R-1.3.1. Any suggestions would be most welcome... url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "inf...

...dited file, but this is not the case. I realize that one surefire way to avoid this problem is to stop using fix()...but if there are other suggestions, I would be happy to hear them. This is solaris 2.8, R1.5.0 with vi as the editor. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "inf...

...he moment I would be happy with something much more limited that I could use to brew at home. So any advice about which of the several database interfaces might be suitable, and references to related applications would be very welcome. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 ---------- Forwarded message ---------- Date: Thu, 2 Jul 1998 17:45:21 -0500 (CDT) From: Roger Koenker <roger at ysidro.econ.uiuc.edu> To: s-news at wubios.wustl.ed...

...m sparc, solaris2.8 status major 1 minor 4.1 year 2002 month 01 day 30 language R It is tempting to conclude from this that Splus does nothing better than R, but it is always dangerous to generalize from one example. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "inf...

Could anyone help me to find the mathematical expression to calculate the monotonicity correlation coefficient between two variables? Thanks in advance. Luis Rivera. Universidad de Alcal?. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or

Dear R-help, Has anyone been able to use the quantreg package on Windows successfully? I tried to load it and get the following: > library(quantreg) Error in dyn.load(x, as.logical(local), as.logical(now)) : unable to load shared library "C:/PROGRA~1/R/rw1031/library/quantreg/libs/quantreg.dll": LoadLibrary failure: The specified procedure could not be found. Error in

...following: ragnar.econ.uiuc.edu# dump -t /usr/local/lib/libreadline.so |grep callback .... [2619] 0x11ad8 272 2 1 0 0x3 rl_callback_read_char Any suggestions for further checking would be most welcome. url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "inf...

Dear R Development Team, Using Thomas Baier's R Com Server -- or a dll I am building which supports an evaluate function that is based on Baier's function R_Proxy_evaluate contained in proxy_impl.c -- when I issue an invalid command to R such as "plo(x)" the program crashes. There is code in R_Proxy_evaluate to test for a parse error before actually generating code and issuing

Dear R Development Team, Using Thomas Baier's R Com Server -- or a dll I am building which supports an evaluate function that is based on Baier's function R_Proxy_evaluate contained in proxy_impl.c -- when I issue an invalid command to R such as "plo(x)" the program crashes. There is code in R_Proxy_evaluate to test for a parse error before actually generating code and issuing

...PNG, JPEG, MBCS, NLS Options enabled: R profiling Recommended packages: yes configure:47559: WARNING: you cannot build info or html versions of the R manuals and make and make check seem to run smoothly, however "make install" dies with the following messages: ysidro.econ.uiuc.edu# make install installing doc ... creating doc/html/resources.html *** Error code 255 The following command caused the error: false --html --no-split --no-headers ./resources.texi -o ../html/ resources.html make: Fatal error: Command failed for target `../html/resources.html' Curr...

...I've tried to look at the difference in outcomes in the old R-devel version -- if I touch arithmetic.c there and then type make I get a something almost the same as above except for the following bits that are new to 2.4.0 (this diff is after replacing spaces with linebreaks obviously.) ysidro.econ.uiuc.edu% diff t0 t1 54a55 > localecharset.o 81a83 > rlocale.o 101a104 > mkdtemp.o 104a108,109 > -L../../lib > -lRblas Has there been some change in the way that Rblas is used, or in isnan? It didn't seem so from a look at arithmetic.c, but this is well beyond me. I...

...r survival curve), or - coxph (fits a Cox proportional hazards model) in R. Are there any alternative functions available? Thanks, Alvaro -- -- -- -- -- -- -- -- Alvaro A. Novo 2116 S. Orchard St., #304 Urbana, IL 61801 novo at uiuc.edu anovo at ysidro.econ.uiuc.edu http://www.students.uiuc.edu/~novo/Alvaro.htm 217-337-4893 -- -- -- -- -- -- -- -- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", &qu...

...... Alvaro -- -- -- -- -- -- -- -- Alvaro A. Novo 2116 S. Orchard St., #304 Urbana, IL 61801 novo at uiuc.edu anovo at ysidro.econ.uiuc.edu http://www.students.uiuc.edu/~novo/Alvaro.htm 217-337-4893 -- -- -- -- -- -- -- -- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci...

Has anyone written any code for the Hodrick-Prescott filter? I have a some uncompiled FORTRAN code from Ed Prescott but I'd like to save myself some programming time if possible. Thanks for your help. Nick Davis Crown Financial Policy Asset and Liability Management Branch The New Zealand Treasury Direct: +64-4-471-5924 Fax: +64-4-499-0143 Email:

...tests of equality of slopes across quantile fits. 3. some new plotting routines of the sort appearing in my recent JASA paper with Olga Geling on survival models for the Carey, et al medfly experiment data. Comments would be welcome... url: http://www.econ.uiuc.edu Roger Koenker email roger at ysidro.econ.uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "inf...