similar to: Calling fft from C

After searching multiple combinations of keywords over the past two days and downloading n R graphics tutorials, I have not been able to find anything online or in my R books about how to save multiple plot panes to PNG. Specifically, I am using the irf() function in the vars package to generate plots of Impulse Response Functions: > x.data <-

Dear R users, I am using the vars package to calculate the impulse response functions and the forecast error variance decomposition of a VAR model. Unfortunately I do not know whether these functions assume unit or one standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone

Hi there, I am trying to make a VECM model which does a loop to pull of long run impact coefficients. The problem is that to calculate these for a,b,c I use the irf() function and they are stored in irf$a, irf$b, irf$c. What I would really like is to be able to call irf$[variablename(x)] where I can loop through i:n for x and it will pull out the right variable. This is a bit of a waste of time

Hi, I am not sure if this is a bug and I apologize if it is something I didn't read carefully in the R extension manual. My initial search on the R help and R devel list archive didn't find useful information. I am using .Call (as written in the R extension manual) for the C code and have found that the .Call didn't release the memory claimed by allocVector. Even after applying

Hi, I am not sure if this is a bug and I apologize if it is something I didn't read carefully in the R extension manual. My initial search on the R help and R devel list archive didn't find useful information. I am using .Call (as written in the R extension manual) for the C code and have found that the .Call didn't release the memory claimed by allocVector. Even after applying

I am fitting a reduced form VAR model using VAR in the vars library. I have several endogenous variables, and two exogenous variables. I would like to explore the effects of a shock to one of the exogenous variables on one of the endogenous variables. Using irf in the vars library only calculates the irf for the endogenous variables, this is obviously by design, is there some theoretical

Dear R users, I need perform structural analysis on a no intercept VAR model. Unfortunately the functions irf.VAR and dfev that come with the MSBVAR package only work with objects output by the reduced.form.var function, which seems to only evaluate VAR models with intercept. Is there a way to suppress the estimation of intercept term in reduced.form.var? Do I need to modify the code, and if I

Hello rsync folks I'm trying to use rsync for backing up our servers. This mostly works extremely well, with no problems. However, 1 server is giving me a lot of trouble. It has a directory with (currently) 734088 files in it, and every time I try to backup this dir, rsync hangs after transferring roughly 2000 files. Sometimes it's around 1800, sometimes it's over 2100 (I think), but

Define an array > v<-1:256 > dim(v)<-rep(4,4) Subarrays can be obtained as follows: > v[3,2,,2] [1] 71 87 103 119 > v[3,,,2] [,1] [,2] [,3] [,4] [1,] 67 83 99 115 [2,] 71 87 103 119 [3,] 75 91 107 123 [4,] 79 95 111 127 In the general case this procedure is very tedious. Given an array A, dim(A)=(dim_1,dim_2,...,dim_d) and two vectors

Hello all, I'm trying hard to make R CMD SHLIB work on Windows XP (32-bit) - please note that I don't have the admin rights on the computer. In terms of setup, I have followed the procedure : => installed Rtools 2.14 => changed my path : PATH=C:\Trading\R\RTools\bin;C:\Trading\R\RTools\MinGW\bin;C:\Trading\R\R-2.14.1\bin\i386;C:\WINDOWS\system32;%OTHER_PATHS% But when I try R CMD

Hi R-Users I wrote 1 week ago asking about a message that appears when I try run dyn.load. I'm trying to do an example in C code from "Writing R Extension" to learn how to do it. I have R 2.0.0, Rtools, Perl and MinGW as describe in http://www.murdoch-sutherland.com/Rtools/ with path sets. When I use C:\R\rw2000\bin>RCMD SHLIB -o C:/dev-cpp/teste.dll

Hi! I am studying C language to run with R 2.0.0. My system (Windows ME /BR) is configured to run RCMD ( I have installed ActivePerl, Rtools and MinGW as indicated in http://www.murdoch-sutherland.com/Rtools/ an with correct path). I would like run the coded write below named conv.c (Example from "Write R Extension") : #include <R.h> #include <Rinternals.h>

To add to the wish-list for "convolve": For modeling processes that decay exponentially in time, e.g., fluorescence, it is desirable to have a function that convolves an arbitrary vector with an exponential using an iterative method. In the TIMP package (which won't be on CRAN till R 2.5.0 is official, but is for now at www.nat.vu.nl/~kate/TIMP) we implemented this special-purpose

hi guys, I am using trivariate VAR model to get 10 step ahead orthogonalized impulse response functions. I want to use rolling sample analysis on the coefficients of the irf but I have no idea how to do that. I looked through the forums but I can't seem to find any solutions. Any suggestions would be helpful. B -- View this message in context:

I'm continuing my work on finding speedups in generalized inverse calculations in some simulations. It leads me back to .C and .Call, and some questions I've never been able to answer for myself. It may be I can push some calculations to LAPACK in or C BLAS, that's why I realized again I don't understand the call by reference or value semantics of .Call Why aren't users of

Dear colleagues/contributors, I'd be pleased if someone could provide insights on how to plot impulse response functions in a format that can easily be copied in a word document just as plotting time-series of variables. I had followed the outline suggested by Benhard Pfaff [see http://127.0.0.1:17693/library/vars/html/irf.html] but I am unable to get the impulse response functions in a

Dear Sirs, I need to make a backup of email accounts (Maildir) a Linux server to a Windows server with NTFS, but get the following error: rsync: rename "/mnt/rsync/cur/137D94_29.ml110c.qnet.com.pe,S=32828:2,S.M92y5w" -> "cur/137D94_29.ml110c.qnet.com.pe,S=32828:2,S": Invalid argument (22) I have installed Rsync v3.0.9 The command is executed: rsync -rltDvu

Hi All, I need to build clang/llvm from source on an Ubuntu Linux system, in order to build the gnustep Objective-C environment. I was able to build clang using cmake without a problem (following the instructions at clang.llvm.org/get_started.html), but when I tried to build gnustep, I found that clang failed to compile an autoconf-generated program. The compile error in the configure log was:

Hello, I am wondering if anyone knows how to interpret the values returned by irf function in the MSBVAR library. Some of the literature I have read indicates that impulse responses in the dependent variables are often based on a 1 unit change in the independent variable, but other sources suggest that they are based on a a change of 1 standard deviation. Any ideas which irf uses to compute the

Dear all: There seems to be a problem with scoping, for irf() in vars, when called within a function. Try the following: ----------------------- testfun <- function(lags){ data(Canada) var.2c <- VAR(Canada, p = lags, type = "const") print(var.2c) } testfun(lags=3) ## Everything OK. Now this: testfun2 <- function(lags){ data(Canada) var.2c <- VAR(Canada, p = lags, type =