similar to: R CMD Sweave versus Sweave() on Windows

Displaying 20 results from an estimated 1000 matches similar to: "R CMD Sweave versus Sweave() on Windows"

2009 Nov 11
1
Sweave() within a function: objects not found
Dear list subscriber, suppose, I do have a minimal Sweave file 'test.Rnw': \documentclass{article} \begin{document} <<printx>>= x @ \end{document} Within R, I define the following function: f <- function(x){ Sweave("test.Rnw") } The call: f(x = 1:10) results in the following error message: > f(x = 1:10) Writing to file test.tex Processing code chunks
2009 Jan 30
1
Methods not loaded in R-Devel vs 2.8.1
Dear list-member, I am currently developing a package with S4 classes. The NAMESPACE and DESCRIPTION is printed below. Within this package I have set a method "residuals" for two classes. In version 2.8.1 these two are reported whereas in R-Devel (2009-01-28 r47766). What have I missed? What has changed and how can I rectify the issue? Your help and pointers are welcome. For 2.8.1:
2009 Apr 24
1
memory.limit(): Typo in Windows NEWS and function returns a "disregarded" error
Dear list subscriber (R-Core), there is a minor typo in the Windows specific NEWS for R 2.9.0: http://cran.at.r-project.org/bin/windows/base/CHANGES.R-2.9.0 There is no function 'memory.limits() but memory.limit() (see below). Secondly, I am kind of irritated by the function's behaviour. It returns an Error, but as it seems the memory limit is set according to the numeric value for
2012 Mar 01
1
Simulate values from VAR
Folks, What is the best way to simulate values from a fitted "VAR {vars}" model. Also I have tried to use SVAR for a cointegration fit of y~x (just two univariate time-series) but I can't figure out how to set up the "A" matrix so that x_t can be used as a contemporaneous predictor of y_t. Thanks much for your time, KW -- [[alternative HTML version deleted]]
2013 May 28
1
The weak exogeneity test in R for the Error Correction Model?
Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1, x2 are independent variables. For the single equation approach of ECM, there is a requirement of the
2006 Apr 25
7
R 2.3.0: Use of NULL as an environment is deprecated
Dear R-Devel subscriber, first, let me express my thank to the R-Core team for the new release! I appreciate their efforts and time spent to enhance R. In accordance with the 'NEWS' file (see excerpt of it below), [... o Changed the environment tree to be rooted in an empty environment, available as emptyenv(). baseenv() has been modified to return an environment with emptyenv() as
2006 Apr 25
7
R 2.3.0: Use of NULL as an environment is deprecated
Dear R-Devel subscriber, first, let me express my thank to the R-Core team for the new release! I appreciate their efforts and time spent to enhance R. In accordance with the 'NEWS' file (see excerpt of it below), [... o Changed the environment tree to be rooted in an empty environment, available as emptyenv(). baseenv() has been modified to return an environment with emptyenv() as
2006 Oct 27
2
all.names() and all.vars(): sorting order of functions' return vector
Dear list-subscriber, in the process of writing a general code snippet to extract coefficients in an expression (in the example below: 0.5 and -0.7), I stumbled over the following peculiar (at least peculiar to me:-) ) sorting behaviour of the function all.names(): > expr1 <- expression(x3 = 0.5 * x1 - 0.7 * x2) > all.names(expr1) [1] "-" "*" "x1"
2006 Aug 24
1
Omegahat-site down?
Dear R-list subscriber, is it possible that the omegahat-site is down? I was looking for package 'RDCOMClient', but could not establish a connection. In case somebody has the latest binary zip-file for Windows, would she/he mind to send it directly to my emaim adress stated in the signature? Many thanks, and sorry for bothering/misusing R-help in this instance. Best, Bernhard Dr.
2007 Apr 27
1
Problem with formatted xtable in R 2.5.0
Dear R-Devel subscriber, I encountered the following problem for tex-formatted table with xtable(). Suppose I do want the following matrix as a table in LaTeX: library(xtable) a11 <- "\\color{green}\\textbf{big green}" a21 <- "\\color{red}\\textbf{big red}" a12 <- "\\color{green}green" a22 <- "\\color{red}red" A <- matrix(c(a11, a21, a12,
2006 Jun 29
1
Cointegration Test in R
Hello! I'm using the blrtest() function in the urca package to test cointegration relationships. Unfortunately, the hypothesis (restrictions on beta) specifies the same restriction on all cointegration vectors. Is there any possibility to specify different restrictions on the cointegration vectors? Are there any other packages in R using cointegration tests? Thanks and best regards. Dennis
2006 Nov 03
2
WG: Formal methods are not loaded from NAMESPACE inreloadedworkspace image
Sorry, to bother the list one more time: but the following worked at least for 'urca': in NAMESPACE I now included explicitly: import(methods) a fix of the 'urca'-package will be uploaded to CRAN on the weekend. Fritz, will this work for ypur package 'flexclust' too? I have in my DESCRIPTION imports: methods and in flexclust it is in depends: methods. However, both
2017 Jul 13
1
Question on Simultaneous Equations & Forecasting
> On 13 Jul 2017, at 12:55, Pfaff, Bernhard Dr. <Bernhard_Pfaff at fra.invesco.com> wrote: > > Who was speaking about non-linear models in the first place??? > The Klein-Model(s) and pretty much all simultaneous equation models encountered in macro-econometrics are linear That's really not true. Klein model is linear but Oseibonsu did not say that explicitly. "Klein
2005 Nov 19
3
cointegration rank
Dear R - helpers, I am using the urca package to estimate cointegration relations, and I would be really grateful if somebody could help me with this questions: After estimating the unrestriced VAR with "ca.jo" I would like to impose the rank restriction (for example rank = 1) and then obtain the restricted estimate of PI to be utilized to estimate the VECM model. Is it possible? It
2017 Jul 13
2
Question on Simultaneous Equations & Forecasting
Frances, I would not advise Gauss-Seidel for non linear models. Can be quite tricky, slow and diverge. You can write your model as a non linear system of equations and use one of the nonlinear solvers. See the section "Root Finding" in the task view NumericalMathematics suggesting three packages (BB, nleqslv and ktsolve). These package are certainly able to handle medium sized models.
2017 Jul 13
0
Question on Simultaneous Equations & Forecasting
Who was speaking about non-linear models in the first place??? The Klein-Model(s) and pretty much all simultaneous equation models encountered in macro-econometrics are linear and/or can contain linear approximations to non-linear relationships, e.g., production functions of the Cobb-Douglas type. Best, Bernhard -----Urspr?ngliche Nachricht----- Von: Berend Hasselman [mailto:bhh at xs4all.nl]
2006 Nov 22
1
Undocumented S4 methods: generic 'show'
Dear R-Devel subsriber, during the set-up of a package with a NAMESPACE I stumbled over the following warning during: R CMD check -l c:/R/package smem ## skipped output * checking for missing documentation entries ... WARNING Undocumented S4 methods: generic 'show' and siglist 'equation' All user-level objects in a package (including S4 classes and methods) ## skipped output
2006 Aug 09
0
CRAN package: update of 'vars' submitted
Dear useR! an updated version of package 'vars' has been shipped to CRAN lately. Information on package 'vars': ============================== Title: VAR Modelling Version: 0.1.3 Date: 2006-07-27 Author: Bernhard Pfaff Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de> Depends: R (>= 2.0.0), MASS, strucchange Saveimage: yes
2018 Jan 31
3
Best practices in developing package: From a single file
Dear All: stepping in late, but @Joris, if you would like to take 'from a single file' literally, have a look at: https://github.com/bpfaff/lp4rp (lp4rp: literate programming for R packages); Cheers, Bernhard ps: incidentally, within the noweb-file roxygen is employed. -----Urspr?ngliche Nachricht----- Von: R-devel [mailto:r-devel-bounces at r-project.org] Im Auftrag von Joris
2008 Oct 22
1
R 2.8.0 qqnorm produces error with object of class zoo?
Dear list-reader, by running the following script: library(zoo) sessionInfo() search() packageDescription("zoo") data(EuStockMarkets) dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) daxr <- diff(log(dax)) identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr))) qqnorm(coredata(daxr)) qqnorm(daxr) qqnorm() produces an error: > qqnorm(daxr) Fehler in if (xi == xj) 0L