Displaying 20 results from an estimated 1100 matches similar to: "Ensuring a matrix to be positive definite, case involving three matrices"
2011 Nov 12
1
State space model
Hi,
I'm trying to estimate the parameters of a state space model of the
following form
measurement eq:
z_t = a + b*y_t + eps_t
transition eq
y_t+h = (I -exp(-hL))theta + exp(-hL)y_t+ eta_{t+h}.
The problem is that the distribution of the innovations of the transition
equation depend on the previous value of the state variable.
To be exact: y_t|y_{t-1} ~N(mu, Q_t) where Q is a diagonal
2011 Sep 22
1
Error in as.vector(data) optim() / fkf()
Dear R users,
When running the program below I receive the following error message:
fit <- optim(parm, objective, yt = tyield, hessian = TRUE)
Error in as.vector(data) :
no method for coercing this S4 class to a vector
I can't figure out what the problem is exactly. I imagine that it has
something to do with "tyield" being a matrix. Any help on explaining what's
going on
2011 Dec 17
0
time-varying parameters kalman filter estimation problem using FKF package
Dear R users,
I am trying to carry out MLE of the time-varying CAPM using the FKF package.
My approach so far has been to try and adapt the example given in the help
file found using ?fkf which demonstrates the MLE of an ARMA(2,1) model.
When I attempt to run my R code (given below) I get the following error:
Error in fkf(a0 = sp$a0, P0 = sp$P0, dt = sp$dt, ct = sp$ct, Tt = sp$Tt, :
Some of
2012 Jun 25
2
setdiff datframes
hi,
I have 2 files example 1 and example 2 and would like to know what is in
example2 and not in example1 (attached)
V1 contain data which could be in duplicated which I am using as identifiers
I used setdiff(example2$V1,example1$V1) to find the identifiers which
are specific to example2:
[1] "rs2276598" "rs17253672"
I am looking for a way to get an output with all
2011 Feb 16
1
Timeseries Data Plotted as Monthly Boxplots
Hello, I'm trying to develop a box plot of time series data to look at the
range in the data values over the entire period of record.
My data initially starts out as a list of hourly data, and then I've been
using this code to make this data into the final ts array.
# Read in the station list
stn.list <- read.csv("/home/kbennett/fews/stnlist3", as.is=T, header=F)
# Read in
2012 Feb 23
1
(no subject)
Dear Helpers,
I wrote a simple function to standardise variables if they contain more than one value. If the elements of the variable are all identical, then I want the function to return zero.
When I submit variables whose elements are all identical to the function, it returns not zero, but NaNs.
zt=function(x){if (length(table(x)>1)) y=(x-mean(x))/sd(x) else if (length(table(x)==1)) y=0;
2012 Feb 23
1
FW: NaN from function
Dear Helpers,
I wrote a simple function to standardise variables if they contain more than one value. If the elements of the variable are all identical, then I want the function to return zero.
When I submit variables whose elements are all identical to the function, it returns not zero, but NaNs.
zt=function(x){if (length(table(x)>1)) y=(x-mean(x))/sd(x) else if (length(table(x)==1)) y=0;
2018 May 02
0
Merging dataframes
Hi,
I'll coded your example into R code:
Table_A <- c('abc at gmail.com', 'John Chan', '0909')
Table_A <- rbind(Table_A, c('bcd at yahoo.com', 'Tim Ma', '89089'))
colnames(Table_A) <- c('Email', 'Name', 'Phone')
Table_A
Table_B <- c('abc at gmail.com', 'John Chan', 'M',
2008 Aug 19
1
rsync --delete problem with accent characters on Mac OS X HFS
Hello,
I would like to sync my Linux firewall to my Mac OS X.
The Linux is a Debian 4.0 with ext3 filesystem (UTF-8)
$ rsync --version
rsync version 3.0.2 protocol version 30
The Mac OS X is a 10.5 Leopard with HFS+ (UTF-8)
$ /sw/bin/rsync --version
rsync version 3.0.3 protocol version 30
(fink version)
I have many accents in my filenames:
$ ls -l | tee filelist
total 12
-rw-r----- 1 tamas
2004 Jul 06
3
odd behavior - adtran ta 850 + t100p
I've been working with an adtran ta 850 hooked to a t100p pretty much all
day today, and I haven't gotten past configuring zaptel.conf and
zapata.conf. For some reason, when I pick up analog phone hooked up to
the first module of a quad fxs card in the second slot of the ta 850,
asterisk thinks that all four of the fxs modules in that card are going
off hook. If I pick up a phone hooked
2011 Feb 27
1
two-way unbalanced ANOVA
Hello Everyone,
*Question: *How do you calculate the sum of squares for a two-way
_unbalanced_ ANOVA?
*What I have done:*
I have found many useful tutorials online for running a balanced two-way
ANOVA but I haven't had much luck for running a unbalanced two-way
ANOVA. From what I have read, the trouble with running an unbalanced
two-way ANOVA, is that things get tricky when calculating
2010 Sep 15
3
changing from zap to DAHDI
I am changing a system from zap to DAHDI.
I removed everything zap. when doing the command:
sh -x /etc/init.d/dahdi start, I see
initlog -q -c 'modprobe wct4xxp'
sh: /sbin/ztcfg: No such file or directory
FATAL: Error running install command for wct4xxp
doing updatedb then,
locate zap returns me
/var/lib/asterisk/sounds/spy-zap.gsm
/usr/share/groff/1.18.1.1/font/devps/zapfdr.pfa
2013 Sep 21
1
Tinc on Mac OSX 10.8.4.
Hi,
I'm trying to setup tunnel between a Linux VM (running on a KVM) and my Mac
10.8.4. On the Linux box i am able to start tincd and get interface up for
my VPN name, but on the Mac, when i run i get this error
?1 tinc/zt ? sudo /opt/local/sbin/tincd -c /opt/local/etc/tinc/zt -D
--debug=4
tincd 1.0.21 (Sep 21 2013 00:13:28) starting, debug level 4
Could not open /dev/tun0: No such file or
2006 Oct 08
1
Simulate p-value in lme4
Dear r-helpers,
Spencer Graves and Manual Morales proposed the following methods to
simulate p-values in lme4:
************preliminary************
require(lme4)
require(MASS)
summary(glm(y ~ lbase*trt + lage + V4, family = poisson, data =
epil), cor = FALSE)
epil2 <- epil[epil$period == 1, ]
epil2["period"] <- rep(0, 59); epil2["y"] <- epil2["base"]
2009 Nov 29
2
Time Series Rating Model
To R programming experts,
I am a undergraduate student, and now doing research personally. I apply diagonal bivariate poisson (R package "bivpois") with stochatics weighted function (refer to dixoncoles97 section 4.5 to 4.7). However I dont know how to fit this stochatical weighted function to the completed bivariate poisson model.
I know that some other references for dynamic soccer
2024 Jul 07
1
Request for a Lockdown option
Steffen Nurpmeso wrote in
<20240704180538.iV4uex29 at steffen%sdaoden.eu>:
|Simon Josefsson wrote in
| <87jzi1fg24.fsf at kaka.sjd.se>:
||Jochen Bern <Jochen.Bern at binect.de> writes:
||> (And since you mention "port knocking", I'd like to repeat how fond I
||> am of upgrading that original concept to a single-packet
||> crypto-armored
2012 Apr 30
2
The constant part of the log-likelihood in StructTS
Dear all,
I'd like to discuss about a possible bug in function StructTS of stats
package. It seems that the function returns wrong value of the
log-likelihood, as the added constant to the relevant part of the
log-likelihood is misspecified. Here is an simple example:
> data(Nile)
> fit <- StructTS(Nile, type = "level")
> fit$loglik
[1] -367.5194
When computing the
2011 Jul 05
1
Executing a function several time, how to save the output
Hi all,
I try to exceute a function "myfun" that should use as input "input1.csv"
and "input2.csv" .
Then I try to save the output dat33 on a csv file (on per each time I
execute input1..input 2 and so on). So my problem is how to finally obtain
several csv file with "ggt1.csv", "ggt2.csv".
The program creates ggt1.csv but
BUT when runs
2011 Feb 11
1
Writting my own package - 64 bit problem with R_GetCCallable
Hello list,
I've been working on a package of my own. It works fine on the 32bit
linux machines that I've tested it on. Someone using 64bit ubuntu
wanted to try it, and surprising segfaults happened. My test code
results in no segfault, errors, or leaks from my calls when run under
valgrind (I recompiled R with the level 2 valgrind instruments). R
and packages are compiled from source,
2011 Nov 05
1
Error in eigen(a$hessian) : infinite or missing values in 'x'
Dear R-users,
I'm estimating a two- dimensional state-space model using the FKF package.
The resulting log likelihood function is maximized using auglag from the
Alabama package. The procedure works well for a subset of my data, but if I
try to use the entire data set I get the following error message.
Error in eigen(a$hessian) : infinite or missing values in 'x'
What's even