similar to: Export Results

Hi R users I need to estimate, with kaplan Meier methodology, a Quality adjusted survival analysis. It is possible doing this at R? Thanks in advance. Best Regards Pedro Mota Veiga -- View this message in context: http://r.789695.n4.nabble.com/How-can-I-doing-Quality-adjusted-survival-analysis-in-R-tp4295868p4295868.html Sent from the R help mailing list archive at Nabble.com.

Hi all, I have problem to estimate a SETAR model. I always get an error message. Here is the code: ## there are 4175 observation in the series (a). > a[1:10,1] [1] 1.496498 1.496602 1.496636 1.496515 1.496515 1.496463 1.496429 1.496549 1.496480 [10] 1.496498 > library("tsDyn") > selectSETAR(a, m=2)Using maximum autoregressive order for low regime: mL = 2 Using maximum

Hi, is anyone aware of estimation functions for threshold vector error correction / threshold cointegration models? I didn't find anything for R using RSeek or Google. Thanks a lot for any pointers, Werner __________________________________________________ Do You Yahoo!? hutz gegen Massenmails. http://mail.yahoo.com

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

Hi Version 0.7 of package tsDyn presented at useR! 2009 is now on CRAN, extended with several new features. The package tsDyn is aimed at estimating nonlinear time series models which exhibit regime specific properties. The regime switching dynamics can either be described by smooth transition (STAR and LSTAR) or threshold effects (SETAR). The package furthermore offers nonlinear models

*Hi all, I got problems installing RSTAR, MSVAR, and MSVECM packages. * > install.packages("RSTAR")Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’ (as ‘lib’ is unspecified)Warning in install.packages : package ‘RSTAR’ is not available (for R version 2.15.1) > install.packages("MSVAR") Installing package(s) into ‘C:/Program Files/R/R-2.15.1/library’

Hola, Estoy intentando realizar un ajuste a un modelo setar con R y me surgen problemas a la hora de representar el modelo setar sin la constante. El código es el siguiente: # Estimacion TAR(2;2,2) con delta 1: mod.setar <- setar(x, m = 2, mL = 2, mH = 2, thDelay = 1) mod.setar summary(mod.setar) mod.setarc<-setar(x, m=2, mL=2, mH=2, thDelay=1, include=c("none")) ##eliminamos

Dear list, I'm trying to use R2wd package. I've installed the package and try wdGet(). However a error message came up. I'm presently using R 2.15.0 > wdGet() Error in if (wdapp[["Documents"]][["Count"]] == 0) wdapp[["Documents"]]$Add() : argument is of length zero Does anyone knows what this means? Thanks a lot. Andreia Leite -- View this

Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are stationary. why? 2.I use VAR to get a model. y is the matrix of data set and I have made a once

I am having trouble using the R2wd package. The last time I used it successfully, I was running an earlier version of R and an earlier version of Word with an earlier Windows OS. I'm not sure which if any of these changes might be contributing to the problem. Right now I'm using R version 2.15.0 (2012-03-30) for Windows MS Word 2010 version 14.0.6112.5000 (32-bit)

Dear R-helpers, I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating SETAR models including the lag-order. For some reason my code gives me a bit wrong results. I am fighting with it for a week and cannot bring it down. Thanks a million in advance, Sincerely, Evgueni McGill University Department of Economics

I am trying to model a dependent variable as a threshold function of my independent variable. What I mean is that I want to fit different intercepts to y following 2 breakpoints, but with fixed slopes. I am trying to do this with using ifelse statements in the nls function. Perhaps, this is not an appropriate approach. I have created a very simple example to illustrate what I am trying to do.

Hi: How?can one open an existing word document with wdGet() I?am getting an error message when trying to open it like this: wdGet(filename="myDoc.doc",path="c/mydata") Looking at Tal Galili's website example it appears that double backslashes are used but i tried it and didn't work either. Thanks ? Felipe D. Carrillo Supervisory Fishery Biologist Department of the

Hello I recently submitted an update of a package, and received error reports from CRAN maintainers concerning the pkg/tests section: > Next time you update, can you please ensure that the .Rout.save files > are generated in English (with LANGUAGE=en set). R 2.12.x will ensure > that the tests are run in English, and it saves a lot of unnecessary > chatter if the reference

Estimados colegas: Estoy tratando de ejecutar varios scripts de R a través de php. Para ello estoy utilizando el siguiente código pero me sale: El URL solicitado no ha sido localizado en este servidor. El URL de la página que lo refirió[1] parece ser equivocado u obsoleto. Por favor comunique al autor de esa página[1] acerca del error. Este código que está sacado de internet indica la

Hi, somebody can help me. Idon't understand very well the manual of the this package, I suppose I must enter "wdtxtStart", before I start working, but is supposed that this command should open Word, but nothing happens. I use Rgui, not Rcmdr. Thanks ----- Mario Garrido Escudero PhD student Dpto. de Biolog?a Animal, Ecolog?a, Parasitolog?a, Edafolog?a y Qca. Agr?cola Universidad de

Dear R Core Team, I am using package {urca} to do cointegration and estimate ECM model, but I have the following two problems: (1) I use ca.jo() to do cointegration first and can get the cointegration rank, alpha and beta. The next step is to test some restrictions on beta with blrtest(),bh5lrtest(), and bh6lrtest(). But none of them can add restrictions on all the cointegration

Hi. I am using two servers in my configuration: one for phones registration and another one as gateway, where all the providers are connected. Both are connected through an IAX trunk. I am having some trouble on matching both CDR?s, since durations for a call are not always the same in both servers, start/end date time are sometimes also different, etc. Is there any way to send the uniqueid of

Using a factor with 'number' levels the straightforward symbolic formulation of a contrast in 'glht' of the 'multcomp' package fails. How can this problem be resolved without having to redefine the factor levels? Example: #A is a factor with 'number' levels #B similar factor with 'letter' levels dat<-data.frame(y=1:4,A=factor(c(1,1,2,2)),

Hola a todos, Agradeceros de antemano vuestro tiempo y paciencia ya que soy un poco novato y tal vez esto sea un poco trivial.  Lo que quiero hacer es que me represente en eje de las x las fechas (columna fecha) y los valores de z (columna z) pero de los datos que he filtrado antes en (dfgrupo<-subset(df,df$parametroslaboratorio=="Aflatoxinas ByG")) y que los parámetros iguales