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hello i'm trying the script of gstat course of munich "Spatial and spacetime classes in R " in http://geostat-course.org/Topic_Bivand_2012 the code is follow ... but a in timeIsInterval(dts) the script failed.... the message is "timeIsInterval function not found" i'm updated R and package spacetime but has not worked any suggestions? thanks setwd("C:/Documents

attempting to do multivariate modelling in R with known future conditions (in this case variable 'b') using MSBVAR and hc.forecast. The sample code (a paired down representation) does not give anywhere near the expected results - I am assuming that a forecast 8 steps out would approximate 'a' as the sequence 1.1,2.1,3.1,100.1 corresponding to the input set. I have varied the input

Dear list, (R 2.12.0, Windows 7, 64bit) I recently tried to install a new package ("spacetime"), that depends on "sp" among others. I already had the last one installed, but there was probably a newer version on CRAN, so the command > install.packages("spacetime") also gave me: also installing the dependencies ?sp?, ?zoo?, ?xts? sp was already loaded in this

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

h?, I am preparing undergraduate thesis If you help me this would make me feel good. First I need to analyze effect of Dow Jones Industrial average(DJIA)'s return on Istanbul Stock Exchange(ISE). I want to use Markov-Switching Bayesian Vector Autoregression Models (MSBVAR) that is used to examine the effect of a large economy?s stock exchange movement on a small economy?s stock exchange

Dear I am using the 'as.dendrogram' function from the 'stats' library to convert from an hclust object to a dendrogram with a dataset of size ~30000 (an example code is below). I need the dendrogram structure to use the "dendrapply" and "attributes" functions and to access the child nodes, I do not need any of the plot properties. The problem is that it

Dear Achim, R Users, What am I doing wrong in this example ? a<-zoo(rnorm(100),order.by=1:100) b<-lag(a) regr<-na.exclude(merge(a,b)) plot(regr) grangertest(regr[,1],regr[,2],3) > a<-zoo(rnorm(100),order.by=1:100) > b<-lag(a) > regr<-na.exclude(merge(a,b)) > plot(regr) > grangertest(regr[,1],regr[,2],3) Error in solve(vc[ovar, ovar]) : subscript out of bounds

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

Hola, Yo lo resuelvo usando grid.rect. Tienes una posible solución aquí: https://github.com/oscarperpinan/spacetime-vis/blob/master/choropleth.R#L216 (que es una versión actualizada de este artículo https://procomun.wordpress.com/2012/02/18/maps_with_r_1/) Saludos. Oscar. ----------------------------------------------------------------- Oscar Perpiñán Lamigueiro Dpto. Ing. Eléctrica,

Hi, So finally I have also decided to roll my engines on Rails. But I am kind of stuck in a situation. I understand that for every model there is a controller class. This controller class has cirtain set of methods where each method defines cirtain action to be performed. And each of this action renders cirtain UI. [The background] Now let say I have a object "Car". Apart from

I am having two problems, possibly related, while performing pre-deployment testing of a Samba/OpenLDAP PDC with data that was vampired from an NT4 PDC. The Samba server fails to become a local master browser, and password change attempts (from a Windows client) fail. I followed Samba-Guide/ntmigration.html (taking some liberties with various items of configuration), ending with step #19.

Estimado Manuel Máquez Ese es un problema de Linux, cuando se les ocurre tocar siempre hay algo que te deja a pata, y con R ese problema yo lo tuve en varias oportunidades. Ahora ya no uso Linux, pero siguiendo la recomendación de Carlos Ortega, hay una parte en esos artículos que no citan pero que pueden facilitarle las cosas, me refiero a ?ubuntu synaptic?, desconozco si todavía existe, pero

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

Dear R Users, I am getting a strange error, also relayed by Jose Quesada about a year ago. As below, in his message, I get "Error: bad value" to whatever I enter into the R console. My configuration is: - Windows XP SP2 - R 2.7.2 Has this problem been tracked down to a specific package ? I am using the following packages: library(strucchange) library(car) library(lmtest)

Dear R Users, The granger.test command in the MSBVAR package estimates all possible bivariate Granger causality tests for m variables. If one passes a data frame with 3 rows, it returns 6 granger tests in two rows, one for the F-statistic and another for the p-value. For example: > a<-rnorm(1:10) > b<-c(lag(a),rnorm(1)) > c<-c(lag(b),rnorm(1)) >

We have some new Solaris boxes (both Sparc and amd64), and as they are not yet in production use I borrowed some time on them to run tests over CRAN packages, using the Solaris make and Sun Studio compilers. The results were quite depressing. Sun Studio 12 compilers are also available for Linux, and there the problems are worse (for C++ code). Line endings ============ We checked in R CMD

Readers, Using version 251 I tried the following command: lm(y~a+b,data=datafile) Resulting in, inter alia: ... coefficients (intercept) a 1.2 3.4 Packages installed: acepack ace() and avas() for selecting regression transformations adlift An adaptive lifting scheme algorithm akima Interpolation of irregularly spaced

On Thu, 27 Aug 2020 at 22:36, Logan Gunthorpe <logang at deltatee.com> wrote: > > > > On 2020-08-23 6:04 p.m., Tom Murphy wrote: > > I have added a check for the sg_dma_len == 0 : > > """ > > } __sgt_iter(struct scatterlist *sgl, bool dma) { > > struct sgt_iter s = { .sgp = sgl }; > > > > + if (sgl &&

On Tue, 8 Sep 2020 at 16:56, Tvrtko Ursulin <tvrtko.ursulin at linux.intel.com> wrote: > > > On 08/09/2020 16:44, Logan Gunthorpe wrote: > > On 2020-09-08 9:28 a.m., Tvrtko Ursulin wrote: > >>> > >>> diff --git a/drivers/gpu/drm/i915/i915_scatterlist.h > >>> b/drivers/gpu/drm/i915/i915 > >>> index b7b59328cb76..9367ac801f0c

dear sirs or madam, As I'm interested to search about the monetary transmission channel in our country by MSVAR model, I would be grateful if you help me and tell me how can I run MSVAR in R or send me the related code to run this model . Actually, I'm new user of R and I don't know how to run Markov Switching Var Model in R. Thank you very much in advance for your help. Best