similar to: SVAR Restriction on AB-model

Hi R-users, I would like to ask question related to error output. If an error comments come out, then the program will automatically stop. I want to ask , how I can still continue the program even though there is an error comment? var=VAR(Canada,p=3,type="const") for (j in 1:nrow(com)) { mat=ma { for (i in 1:ncol(com)) { y=which(mat==com[j,i]) mat[y]=NA }

Hello folks! I'm using R-Package {vars} and I'm trying to estimate an A-Model. I have serious problems regarding the restrictions. 1) My A-Matrix needs (!) to have the following form: # 1 NA NA NA # 0 1 NA NA # 0 0 1 NA # 0 0 0 1 That is done in R by: A_Matrix <- diag(4) # main diagonal = 4 restrictions A_Matrix [1, 2] <- NA # A_Matrix [1, 3] <- NA #

Hello, I'd like to simulate data according to an SVAR model in order to demonstrate how other techniques (such as arima) yield biased estimates. I am interested in a 2 variable SVAR with 2 lags (in the notation of the vars vignette, K = 2, P = 2, where B = I_K). I'm using the {vars} package outlined here: http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf I thought that the

Hi All, I've hit a problem using nls. I think it may be a restriction in the applicability of nls and I may have found a fix, but I've been wrong before. This example is simplified to the essentials. My real application is much more complicated. Take a function of matrix 'x' with additional arguments: matrix 'aMat' whose values are _not_ to be determined by nls vector

How to determine restricted variable in SVAR and SVEC? There are some values which set to be zero and others set to be NA.. How to determine values that set to be 0? Thanks Regards, Arif _________________________________________________________________ Facebook. k-basics.aspx?ocid=PID23461::T:WLMTAGL:ON:WL:en-id:SI_SB_2:092009 [[alternative HTML version deleted]]

And remove the cast on the return value of R_GETCCallable. And check that your function is found before using it. #include <R.h> #include <Rinternals.h> #include <R_ext/Rdynload.h> void bdsmatrix_prod4(int nrow, int nblock, int *bsize, double *bmat, double *rmat, int nfrail, double *y) { DL_FUNC fun = NULL; if (fun==NULL)

I've recently updated the coxme package, which calls internal routines from the bdsmatrix package.? (It is in fact mentioned as an example of this in the Extensions manual.) The call connections are a blocks like this, one for each of the 9 called C routines. void bdsmatrix_prod4(int nrow,??? int nblock,?? int *bsize, ??????????????????? double *bmat, double *rmat, ??????????????????? int

Dear all, I need to compute tensor product of B-spline defined over equi-spaced break-points. I wrote my own program (it works in a 2-dimensional setting) library(splines) # set the break-points Knots = seq(-1,1,length=10) # number of splines M = (length(Knots)-4)^2 # short cut to splineDesign function bspline = function(x) splineDesign(Knots,x,outer.ok = T) # bivariate tensor product of

Hello, I'm working on an structural VAR using the var command to estimate and the svar command on the resultant object (package: vars). I want to constrain coefficients to equal one another, but that value to be estimated. So for the A matrix, I want A[2,1]=A[1,2] to be my constraints. Can this be done with this package? If so, how? If not, is there another package that it might be done with

Hello, I have a big matrix of size (20,5) -bmat . I have to loop though the rows in the matrix and create DIFFERENT matrices each time I go through the loop. counts=c(4,6,10); p=1; for (i in 1:length(counts)) { smat=bmat[p:p+i-1,]; p=p+i; } The problem is smat overwrites itself each time inside the loop. I would like to have smat1, smat2, smat3 instead of a single vector smat.

I'm working on the next version of coxme, one step of which is converting the bdsmatrix library from Splus to R. Actually, it is a conversion from S4 methods as first described in the Green book to S4 methods as they currently exist. Mostly it's going ok, but not entirely. 1. The biggest issue is lack of documentation. The online help pages have not been a help; they keep saying

Whether can any R package run Full modified OLS (Phillips and Hansen 1990 ), DOLS (Stock and Watson 1993) and ADL model (Pesaran and Shin 2001) for cointegrated VAR model? I cannot find any useful order in VAR and SVAR package. Thanks. Eric Wang [[alternative HTML version deleted]]

This thread reveals that R has some holes in the solution of some of the linear algebra problems that may arise. It looks like Jim Ramsay used a quick and dirty approach to the generalized eigenproblem by using B^(-1) %*% A, which is usually not too successful due to issues with condition of B and making a symmetric/Hermitian problem unsymmetric. In short, the problem is stated as follows:

Dear all, I have a question. How to get the standard errors of alpha and beta when using "ca.jo" to test cointergration? In the paper by Bernhard Pfaff and Kronberg im Taunus “VAR, SVAR and SVEC Models: Implementation Within R Package” pp.24-25. The standard errors are listed on the table 5 following the code: R> vecm.r1 <- cajorls(vecm, r = 1) I tried this in my Mac R, but

Hi I have downloaded samba-2.2.8 and I used the following command to compile the source. ./configure --prefix=/opt/samba --sysconfdir=/opt/samba/conf --with-smbmount --with-acl-support I got the following error when I tried to compile it. checking configure summary... ERROR: No locking available. Running Samba would be unsafe configure: error: summary failure. Aborting config The server is

Buenas tardes, Tengo una lista de 600 palabras. Quiero saber cuántas de esas palabras aparecen en cada observación de mi variable "texto". La variable "texto" es de tipo caracter. ¿Cómo lo haríais? Muchas gracias.

You can legally cast a function pointer to another function pointer, where the signatures differ. (It is not legal to cast between data and function pointers.) I would make typedefs for the various signatures, as the casting syntax is more readable then. Bill Dunlap TIBCO Software wdunlap tibco.com On Fri, Dec 29, 2017 at 10:13 AM, Therneau, Terry M., Ph.D. < therneau at mayo.edu> wrote:

Muchas gracias Carlos, Me da error al hacerlo. Mi variable donde quiero que localice las palabras de la lista tiene más de una palabra, no se si puede ser por eso. Gracias El Mar, 22 de Mayo de 2018, 20:15, Carlos Ortega escribió: > Hola, > > Aquí tienes un ejemplo (reproducible)... > > #----------------------- >> # Generar nombres de mujer >> library(randNames)

Dear all: Greetings! I am trying to replicate a simple state space model in R, using the package 'dlm'. This model has two observation equations and three state equations. Each observation equation represents structural shocks based on SVAR for country i, where i=1 to 2. The structural shocks (S1 and S2) are to be decomposed into common (sv1) and country-specific (sv2, sv3) shocks. We

Hi, I would like to estimate a VAR of the form: Ay_t = By_t-1 + Cy_t-2 + ... + Dx_t + e_t Where A is a non-diagonal matrix of coefficients, B and C are matricies of coefficients and D is a matrix of coefficients for the exogenous variables. I don't think the package {vars} can do this because I want to include contemporaneous cross-variable impacts. So I want y1_t to affect y2_t and I