search for: zeileis

It's two days I try to answer to a mail of Achim Zeileis, the maintainer of strucchange package, using the mail address: zeileis at ci.tuwien.ac.at. I got the following error: ----- The following addresses had permanent fatal errors ----- <zeileis at ci.tuwien.ac.at> (reason: 550 5.7.1 <zeileis at ci.tuwien.ac.at>... Access denied)...

...> > library(help=zoo) > > > Information on package 'zoo' > > Description: > > Package: zoo > Version: 1.0-2 > Date: 2005-09-07 > Title: Z's ordered observations > Author: Achim Zeileis, Gabor Grothendieck > Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org > <mailto:Achim.Zeileis at R-project.org> > > Description: An S3 class with methods for totally ordered indexed > observations. It is particularly > aimed at irregular time...

To the R development team; I found an unusual behavior in zoo when I upgraded to R 2.11.0 - it abruptly terminated when I performed certain operations on large zoo objects. I sent an e-mail to Achim Zeileis and he said this was a potential bug that I should report to the R development team. The details are given below in the thread below. Basically, I can crash R with this code: library(zoo) x <- runif(140000, 2009, 2010) x <- as.yearmon(x) table(x) This will not crash with a vector of size...

...eneralized linear models (GLMs). efpFunctional() provides infrastructure for inference based on functionals applied to empirical fluctuation processes such as automatic tabulation of critical values and a choice of a suitable visualization method. The theory behind both functions is described in Zeileis & Hornik (2003), the implementation ideas are explained in Zeileis (2004). Links to both papers are available from my web page: http://www.ci.tuwien.ac.at/~zeileis/ Best wishes, Z -------------------- Package: strucchange Version: 1.2-4 Date: 2004-08-10 Title: Testing for Structural Change A...

...eneralized linear models (GLMs). efpFunctional() provides infrastructure for inference based on functionals applied to empirical fluctuation processes such as automatic tabulation of critical values and a choice of a suitable visualization method. The theory behind both functions is described in Zeileis & Hornik (2003), the implementation ideas are explained in Zeileis (2004). Links to both papers are available from my web page: http://www.ci.tuwien.ac.at/~zeileis/ Best wishes, Z -------------------- Package: strucchange Version: 1.2-4 Date: 2004-08-10 Title: Testing for Structural Change A...

Dear Zeileis: Thank you very much abou On Tue, Sep 19, 2017 at 4:13 AM, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote: > > > On Tue, 19 Sep 2017, AbouEl-Makarim Aboueissa wrote: > > Dear All: good morning >> >> I am trying to graph the function y=f(x)=1/x over the interv...

...ment. The default is to test for positive autocorrelation (which was the only option before). o a vignette, which describes the package. This is a version of an article that will be published in the forthcoming R News 2(3). The DESCRIPTION of the package is given below. Best wishes, Achim Zeileis Package: lmtest Title: Testing Linear Regression Models Version: 0.9-2 Date: $Date: 2002/10/28 10:07:32 $ Author: Torsten Hothorn <Torsten.Hothorn at rzmail.uni-erlangen.de>, Achim Zeileis <zeileis at ci.tuwien.ac.at>, David Mitchell Maintainer: Achim Zeileis <zeileis at ci.tuwien...

I want to estimate the following fixed effect model: y_i,t = alpha_i + beta_1 x1_t + beta_2 x2_i,tx2_i,t = gamma_i + gamma_1 x1_t + gamma_2 Z1_i + gamma_3 Z2_i I can use ivreg from AER to do the iv regression. fm <- ivreg(y_i,t ~ x1_t + x2_i,t | x1_t + Z1_i + Z2_i, data = DataSet) But, I'm not sure how can I add the fixed effects. Thanks! [[alternative HTML

At the risk of ridicule for my deficient linear algebra skills, I ask for help using the solve.QP function to do portfolio optimization. I am trying to following a textbook example and need help converting the problem into the format required by solve.QP. Below is my sample code if anyone is willing to go through it. This problem will not solve because it is not set up properly. I hope I

On Thu, Jan 22, 2015 at 1:05 PM, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote: > On Thu, 22 Jan 2015, Max Kuhn wrote: > >> On Thu, Jan 22, 2015 at 12:45 PM, Achim Zeileis >> <Achim.Zeileis at uibk.ac.at> wrote: >>> >>> On Thu, 22 Jan 2015, Max Kuhn wrote: >>> >>>> I'v...

Dear list-reader, by running the following script: library(zoo) sessionInfo() search() packageDescription("zoo") data(EuStockMarkets) dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) daxr <- diff(log(dax)) identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr))) qqnorm(coredata(daxr)) qqnorm(daxr) qqnorm() produces an error: > qqnorm(daxr) Fehler in if (xi == xj) 0L

On Thu, Jan 22, 2015 at 12:45 PM, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote: > On Thu, 22 Jan 2015, Max Kuhn wrote: > >> I've had a lot of requests for additions to the reproducible research >> task view that fall into a grey area (to me at least). >> >> For example, roxygen2 is a tool that broadly...

..., recursive/moving estimates) and F statistics, respectively. Furthermore it is possible to monitor incoming data online. It only works with the current development version of R (forthcoming 1.3.x). Package: strucchange Version: 0.9 Date: 2001-05-09 Title: Tests on Structural Change Author: Achim Zeileis, Bruce Hansen, Kurt Hornik, Christian Kleiber, Fritz Leisch, Andrea Peters Maintainer: Achim Zeileis <zeileis@ci.tuwien.ac.at> Description: Various tests on structural change in linear regression models. Depends: R (>= 1.3.0) License: GPL --------------------------- Achim Zeilei...

Hi everyone, I wanted to draw your attention to a new post on the developer.R-project.org blog: https://developer.R-project.org/Blog/public/2019/04/01/hcl-based-color-palettes-in-grdevices/ A new function grDevices::hcl.colors() greatly extends the color palette functionality available in base R. Also, the defaults in the heatmap functions image() and filled.contour() have been adapted

I use a 32 bit machine. For those using 64 bit machines, what is the .Machine$double.xmin for for machines? regards. Stephen. ----- Original Message ----- From: Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> Date: Tuesday, July 12, 2005 10:51 am Subject: Re: [R] exact values for p-values - more information. > On Tue, 12 Jul 2005, S.O. Nyangoma wrote: > > > > If they have the same degrees of freedom, use the test statistic > > > and not &g...

...m this model a "square" matrix z to make a contour plot? Will x<-1:10 y<-1:10 z <- outer(x,y,function(x,y) 100 + 0.5*x + 0.5*y) contour(x,y,z) work as you wish? Cheers Petr > > Kind regards, Darius Blaszijk > > ----- Original Message ----- > From: "Achim Zeileis" <Achim.Zeileis at wu-wien.ac.at> > To: <dhkblaszyk at zeelandnet.nl> > Cc: <r-help at stat.math.ethz.ch> > Sent: Tuesday, February 08, 2005 1:51 AM > Subject: Re: [R] Contour plot > > > > On Tue, 8 Feb 2005 01:15:06 +0100 dhkblaszyk at zeelandnet.nl w...

I have NEWS, WISHLIST and THANKS files in the 'dyn' package in the same directory as the DESCRIPTION file but I noticed that they did not survive the move to CRAN, at least on Windows. How do I incorporate them so that they are not omitted?

Using Achim's d this also works to generate z where FUN is a function used to transform the index column and format is also passed to FUN. z <- read.zoo(d, index = "time", FUN = as.yearqtr, format = "Q%q %Y") On Sun, Jan 28, 2018 at 4:53 PM, Achim Zeileis <Achim.Zeileis at uibk.ac.at> wrote: > On Sun, 28 Jan 2018, phil at philipsmith.ca wrote: > >> I have a data set with quarterly time series for several variables. The >> time index is recorded in column 1 of the dataframe as a character vector >> "Q1 1961", &...

Hello, I need to classify (i.e., export a vector with terminal node id's) new cases using a ctree (party package) model based on different cases (learning sample). I tried the where command with the following syntax: > where(tree, newdata=data2) expecting to get terminal nodes of data2 cases based on rules of tree model (data1 as learning sample). However it returned the following error

On Thu, 23 Feb 2023, Duncan Murdoch wrote: > On 23/02/2023 6:09 a.m., Achim Zeileis wrote: >> Duncan, >> >> thanks for your feedback. I just received your response after sending out >> mine. You came to the same conclusion. Should I prepare a patch and send >> it to you so that you can also have a look? Or view Bugzilla? > > Copying Sigbert'...