similar to: hurdle, simulated power

Hello R-list-members, I'm trying to model ARMA(0,2) & GARCH(1,1) process using the code below, but according to my textbook, the estimated parameters are wrong. The MA-parameters should be negative. (I've got the same problem using garchFit()). Can anyone tell me what I'm doing wrong? And how can I calculate the hessian matrix? Many thanks, Desislava Kavrakova Code:

I'm trying to build R 2.10.1 on a Sun Blade 1000 running Solaris 10 (03/05 release). I've installed iconv 1.13.1 and used: CPPFLAGS="-I /export/home/drkirkby/sage-4.3.3.alpha0/local/include" (which is where iconv is) LDFLAGS= -R/export/home/drkirkby/sage-4.3.3.alpha0/local/lib -L/export/home/drkirkby/sage-4.3.3.alpha0/local/lib The build of R fails as below. gcc

Hello everyone, I'm trying to estimate the parameters of the returns series attached using the GARCH code below, but I get the following error message: Error in solve.default(Hessian) : system is computationally singular: reciprocal condition number = 0 Error in diag(solve(Hessian)) : error in evaluating the argument 'x' in selecting a method for function 'diag' Can

Hi All: I had a basic question to ask. I am running R2WinBUGS so that I could automate the running of my model using 1000 simulated datasets. Below is the code I am using. The only problem I am having is the bugs output that comes out shows my parameters as nos with 1 decimal place after. I would want to have the parameters with 5 places after decimal. How would I specify that in my code for

Hi I am trying to use the deriv and eval functions to obtain the value of a function , say "xi-(alpha0+alpha1*gi)" , differentiated with respect to alpha0 and alpha1, in the following way # for gi = 0 > dU1dtheta <- deriv(~ xi-(alpha0+alpha1*gi), c("alpha0","alpha1")) > eval(dU1dtheta) (Intercept) -0.2547153 attr(,"gradient")

hie Im trying to calculate the power of the logrank test for different values of rho .I was just wandering whether the following programme would do it. any suggestions are welcome s=50 number=1 count1=0;count2=0;count3=0;count4=0;count5=0;count6=0;count7=0;count7=0; count8=0;count9=0 while(s!=0){ n=20 n1=n/2

There is a thread on this topic already: http://finzi.psych.upenn.edu/Rhelp10/2010-August/250934.html I'm rather mystified by a similar problem and wondering whether I've overlooked something obvious. I'm running with latest versions of R and all packages, and latest version of JAGS running under Windows 7. Here's the problem. I have some source code. It's given below -

* Ralf Hildebrandt <Ralf.Hildebrandt at charite.de>: > > It seems to loop in sha1_loop & hash_format_loop > > The problem occurs in both 2.3 and 2.2 (I just updated to 2.3 to check). I'm seeing the first occurence of that problem on the 10th of october! I was using (prior to the 10th) : 2.3.0~alpha0-1~auto+371 On the 10th I upgraded (16:04) to:

Dear all, Can any one tell me how can i perform Orthogonal Polynomial Regression parameter estimation in R? -------------------------------------------- Here is an "Orthogonal Polynomial" Regression problem collected from Draper, Smith(1981), page 269. Note that only value of alpha0 (intercept term) and signs of each estimate match with the result obtained from coef(orth.fit). What

Hiya all, I'm seeing this "Fatal: nfs flush requires mail_fsync=always" error on my testbed. The issue is that from what I can see, mail_fsync is set to always : # doveconf -n | grep mail_fs mail_fsync = always The result is that the client does not connect at all, which is not really what I wanted to happen :) Any idea what is going wrong here? Best regards S?ren P. Skou

Hello, any news about the attached error? I'm preparing the 2.2 to 2.3 upgrade and having the same error. We have the mail stores in an NFS filer. Regards > On 19.01.2018 11:55, S?ren Skou wrote: >> Hiya all, >> >> I'm seeing this "Fatal: nfs flush requires mail_fsync=always" error on >> my testbed. The issue is that from what I can see, mail_fsync

I am trying to run WinBUGS 1.4 from the Ubuntu 6.10 Linux distribution. I am using the R2WinBUGS packages with the source file listed below. WinBUGS appears to run properly, but I get the following message after WinBUGS starts in WINE. Does anyone know what may be causing this error and what the correction may be? Thanks ERROR MESSAGE: fixme:ole:GetHGlobalFromILockBytes cbSize is 13824

Op 8-2-2017 om 21:07 schreef Jan Vonde: > Am 07.02.2017 um 12:29 schrieb Stephan Bosch: >> >> Op 31-1-2017 om 6:33 schreef Jan Vonde: >>> Am 31.01.2017 um 00:04 schrieb Stephan Bosch: >>>> Op 1/22/2017 om 12:01 PM schreef Stephan Bosch: >>>>> Op 1/22/2017 om 10:01 AM schreef Jan Vonde: >>>>>> I tried adding the following settings

Hi guys, I am afraid I am stuck with an estimation problem. I have two variables, X and Y. Y is explained by the weighted sum of n lagged values of X. My aim is to estimate the two parameters c(alpha0,alpha1) in: Yt = Sum from j=1 to n of ( ( alpha0 + alpha1 * j ) * Xt-j ) Where Xt-j denotes the jth lag of X. I came up with this approach because I thought it would be a good idea to estimate

>From the log: Jul 11 13:12:42 mproxy dovecot: imap-login: Login: user=<hildeb>, method=PLAIN, rip=141.42.206.36, lip=141.42.206.11, mpid=27254, TLS, session=<TGwoO1o3id+NKs4k> Jul 11 13:12:44 mproxy dovecot: imap(hildeb)<TGwoO1o3id+NKs4k>: Panic: file imap-client.c: line 854 (client_check_command_hangs): assertion failed: ((io_loop_find_fd_conditions(current_ioloop,

Hello, I've encountered a very weird issue with the method subset(), or maybe this is something I don't know about said method that when you're subsetting based on the columns of a data frame you can only use constants (0.1, 2.3, 2.2) instead of variables? Here's a look at my data frame called 'ea.cad.pwr': *>ea.ca.pwr[1:5,] MAF OR POWER 1 0.02 0.01 0.9999 2 0.02

Hello, assume I have an "unstructured" text line from a connection. Unfortunately, it is in string format: R> x [1] "\talpha0\t-0.638\t0.4043\t0.4043\t-2.215\t-0.5765\t-0.137\t501\t2000" How can I extract the data included in this string object "x" in order to get the elements for the parameter vector called "alpha0", i.e. -0.638 0.4043 0.0467

Hi all-- I am in the process of helping colleagues write up a ms in which we fit zero-inflated Poisson models. I would prefer plotting the rate ratios and 95% CI (as I've found Gelman and others convincing about plotting tables...), but our journals usually like the numbers themselves. Thus, I'm looking at a recent JAMA article in which both numbers and dotplot of RR and 95% CI are

Hi,dovecot is create an Fatal Panik Error. <AM5DMwaCBlgpDQAAWm89Cw>: Fatal: master: service(lmtp): child 3369 killed with signal 6 (core dumps disabled) <1jx3DhuCBlg1DQAAWm89Cw>: Panic: file lda-sieve-plugin.c: line 447 (lda_sieve_execute_scripts): assertion failed: (script != NULL) <1jx3DhuCBlg1DQAAWm89Cw>: Error: Raw backtrace: /usr/lib/dovecot/libdovecot.so.0(+0x93fae)

Background: Our research group collected data from students via the web about their drinking habits (alcohol) over the last 90 days. As you might guess, some students seem to have lost interest and completed some information but not all. Unfortunately, the survey was programmed to "pre-populate" the fields with zeroes (to make it easier for students to complete). Obviously, when