Displaying 4 results from an estimated 4 matches for "zeitoune".

2003 Jun 02

1

Help with factorized argument in solve.QP

Hi
I'm having problems getting the "factorized" argument in solve.QP (part
of the quadprog library) to work as expected. The helpfile states that
when the factorized argument is set to TRUE, then the function requires
the inverse of a square-root factor of the Hessian instead of the
Hessian itself. That is, when factorized=TRUE, the Dmat argument should
be a matrix R^(-1), such

2003 Jun 13

1

RDCOM Client: processes not terminating

Hello
I am using Duncan Lang's RDCOM Client package (available on
omegahat.org) under R 1.7.0 and Windows XP Pro.
Is this the right forum for questions about this package? In case it is,
here is my question:
Instances of COM objects do not seem to terminate as expected, but leave
residual processes running. For example, if I try the simple example:
E <-

2003 Jul 21

1

RODBC: problem saving a new table in an "Excel database"

Hi
I am using package RODBC version 1.0-1 under R version 1.7.1 on Windows
XP Pro. I am having problems writing a new table to an (Excel) database
using sqlSave.
I connect to an empty Excel spreadsheet using odbcConnectExcel (which, I
believe, uses the Microsoft Excel Driver DSN). Then I try and save a new
table to the database(spreadsheet) using SqlSave, but obtain an error
message.
Below is

2003 Sep 10

0

Multivariate Kalman filter with time-varying coefficients

Hi
Does anyone know of any R code for estimating a *multivariate* state
space model using a Kalman filter where the output matrix H(t) is
time-varying but predictable (i.e. measurable w.r.t information at time
t-1) in the observation equation
y(t) = H(t) z(t) + R w(t)?
[Here y(t) are the observations, z(t) is the state variable, w(t) the
observation error and R R' the observation error