search for: zeitoune

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

2003 Jun 02
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
RDCOM Client: processes not terminating
Hello I am using Duncan Lang's RDCOM Client package (available on 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
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
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