similar to: Error in parse

I have just put up a new executable as a replacement for the one in rseptbeta.zip there have only been a few changes; mostly to the menu's. I am about to start on a major overhaul including getting survival to work and grabbing the 0.60 version once it's stable. Please let me know about other enhancements you want.... robert

I have just put up a new executable as a replacement for the one in rseptbeta.zip there have only been a few changes; mostly to the menu's. I am about to start on a major overhaul including getting survival to work and grabbing the 0.60 version once it's stable. Please let me know about other enhancements you want.... robert

pacf in devel seems by default to return a different number of lags than 1.7.1 for $pacf. I don't see any mention of this in the NEWS file, or any change in the documentation, so I suspect it is and error, though it may be an undocumented improvement. (Newbie question: How is the simplest way to display a function like pacf.default that is not exported from a namespace?) Paul

Dear all, I have two different data frames, that have two common variables: date and sample. Here is a small extract of both of them > head(traffic) datet sessiont samplet buddleiat 1 07-08-2012 1 1 1 2 07-08-2012 1 1 1 3 07-08-2012 1 1 1 4 07-08-2012 1 2 3 5 07-08-2012 1 2

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R

Hello and sorry to disturb. I'm trying to plot the confidence intervals for the fixed effects of a lme. I want to obtain graphically, if it is possible, a bar with Estimate, upper and lower CI for each level of the factors. I know how to do for a lm model but for a lme one, I tried with plot(intervals(...)) and plot(ci(...)) from the gmodels package but it doesn't work well. Thanks

No functional change, just code motion. --- builder/builder.ml | 6 +++--- builder/list_entries.ml | 12 ++++++------ builder/list_entries.mli | 2 +- builder/sigchecker.ml | 5 ----- builder/sigchecker.mli | 7 +------ builder/utils.ml | 5 +++++ 6 files changed, 16 insertions(+), 21 deletions(-) diff --git a/builder/builder.ml b/builder/builder.ml index

Hello, I try to simulate an ARMA-model using R, but I didn't find any function to generate such timeseries. In Splus there is the function arima.sim which generates AR-, MA- and ARIMA-series. Is there any similar in R? Best regards, Frank Beimfohr -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

(My apologies if this is a repeated posting. I couldn't find any trace of my previous attempt in the archive.) I'm having trouble with forecast() in the dse2 package. It works fine for me on a model without a trend, but gives me NaN output for the forecast values when using a model with a trend. An example: # Set inputs and outputs for the ARMA model fit and test periods

Suppose I have a square matrix P P <- matrix(c(.3,.7, .7, .3), ncol=2) I know that > P * P Returns the element by element product, whereas > P%*%P Returns the matrix product. Now, P^2 also returns the element by element product. But, is there a slick way to write P %*% P %*% P Obviously, P^3 does not return the result I expect. Thanks, Harold [[alternative HTML version

I am trying to understand the function acf stats:::acf shows me the function I am having trouble understanding the usage "$acf" in the following acf <- array(.C(R_acf, as.double(x), as.integer(sampleT), as.integer(nser), as.integer(lag.max), as.integer(type == "correlation"), acf = double((lag.max + 1L) * nser * nser), NAOK =

This was posted on another list I follow and I thought it might be important if you are not already aware of the change: >Between Redhat 4.2 and Redhat 5.0, Redhat changed from libc version 5 to >glibc version 2.0 as the standard C library. This arranges its include >files differently and has resulted in MOST programs needing changes to >compile under Redhat 5.0. Paul Gilbert

Hello! I have two questions. First of all, I have a problem dealing with acf (Autocovariance function) and need help. First I defined a time series, x, which is a vector created by x <- ts(rnorm(200)). So I plugged the series directly into the acf function, acf(x) and an error message popped up as: Error in .C("acf", as.double(x), as.integer(sampleT), as.integer(nser), :

Hi all I have asked this question before but have not got any helping input. I'm really new to this and need some explanation about ASTCC. So here is the question again. In the ASTCC web admin there are Trunks, Routes, IAXFriends, SIPFriends, Brands, Cards. As I understand Brands is not used, Cards just makes the cards. Routed in the dialplan and pricelist, Trunks is for ASTCC to

To whom it may concern, I am interested in generating data from an ARMA(p,q) process in R. I know that there are functions in S which allow for this, but I don't know if such functions exist in R. Do they? And if so, what are those functions? Thanks, Carsten Botts e-mail: cbotts at stat.ufl.edu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help

I have been trying to get a working version of ar, since I have used it in several calculations in the test suite for my time series library. The following limited version (order.max must be specified and other short comings) works more or less, but the results differ by more than I would expect from those given by Splus. I have tried several variations with no success. If anyone can see a reason

Hi, Does anyone know of a function in R that can estimate the parameters of a transfer function model with added noise like in SAS? Thanks in advance, Sam.

Hi there! What am I doing wrong? I created a ssh-certificate id_user_rsa-cert.pub with this dump: id_user_rsa-cert.pub: root at host # ssh-keygen -Lf id_user_rsa-cert.pub ??????? Type: ssh-rsa-cert-v01 at openssh.com user certificate ??????? Public key: RSA-CERT SHA256:kPitwgxblaUH4viBoFoozSPq9Pblubbedk ??????? Signing CA: ED25519 SHA256:8p2foobarQo3Tfcblubb5+I5cboeckvpnktiHdUs ??????? Key ID:

>> It is looking like a real pain to translate the current set of html files to >> this format which means that there is going to be some real work required in >> getting a 3.11 version going. > Is it possible that the HTML->RTF->WinHelp generation pointer I sent > you would work faster? Point being that you could generate the RTF > file on a machine with long

I have a class "tframe" with more specific classes indicating how time is being represented, such as > class(tframe(data)) [1] "ts" "tframe" but now "[.ts" produces warning messages > tframe(data)[2] Warning: Not returning a time series object [1] 2006.25 Even my simplest tests produce hundreds of lines of warnings, so I've commented out