similar to: time-series statistics collection

hi all, I have a simple question that does power spectral analysis related to capacity dimension, information dimension, lyapunov exponent, hurst exponent. If yes then please show me the way. I am newbie in the world of chaos. Sayonara With Smile & With Warm Regards :-) G a u r a v Y a d a v Senior Executive Officer, Economic Research & Surveillance Department, Clearing

Dear all, Has anyone worked on coding for calculating Lyapunov Exponent for a time series data? or any package is available for computing Lyapunov? Please advice and many thanks in advance. Catherine X Wang

Dear Sir, I’am a frensh student and i’am a new user of the R software. After using the command (x<-read.delim(“clipboard”) to read a spreadsheet of Excel, I want to run the bds test and calculate the Lyapunov exponent. I have charged the R software by the packages tseries and tseriesChaos. when i run bds.test(x,m=2) Unfortunately the R software displays “error in as.vector(x,mode= “double”) :

Dear all, I need to solve the following Lyapunov Matrix equation: C=ACA' + B, with A and B given square symmetric matrices. Does anyone knows of a package that can solve the lyapunov matrix equation in R? Or even a C/Fortran implementation? I did not find one on netlib. Thank you.

Hello, Does anybody know if there is somewhere in R a function to calculate the Lyapunov exponent in a time series? Thanks, Philippe Grosjean .......................................................<??}))><.... ) ) ) ) ) ( ( ( ( ( Prof. Philippe Grosjean \ ___ ) \/ECO\ ( Numerical Ecology of Aquatic Systems /\___/ ) Mons-Hainaut University, Pentagone / ___ /( 8, Av. du

Hello, I want to use pearson's correlation as distance between observations and then use any centroid based linkage distance (ex. Ward's distance) When linkage distances are formed as the Lance-Williams recursive formulation, they just require the initial distance between observations. See here: http://en.wikipedia.org/wiki/Ward%27s_method It is said that you have to use euclidean

> From: llvmdev-bounces at cs.uiuc.edu [mailto:llvmdev-bounces at cs.uiuc.edu] > On Behalf Of Mikhail Lyapunov > Subject: [LLVMdev] Multiple modules JITting > We're looking for a way to use LLVM to JIT many modules, assuming that > the full list of modules and their content are not available at a time > when some of jitted pieces are already in use. We do this in our

Hi R-Users I need to estimate Lyapunov exponent of my time series. After reading description of all functions available I still don't know how to determine time delay. My time series length is 4200. Is it possible to determine time delay with other function's output or I can choose any random value? Thanks for your help! -- View this message in context:

Is this intended behaviour ? > length(rnorm(c(100))) [1] 100 > length(rnorm(c(100,0,1))) [1] 3 > length(rnorm(length(c(100,1,2)))) [1] 3 > length(rnorm(c(100,0,1,2,3,4,5))) [1] 7 ie if you pass in a single element vector the first element of that is taken as the desired n (OK) , but otherwise the length of the vector argument is taken as the desired n. I came across this usage in

Hi, The default value for lag.max in ACF implementation is 10*log10(N) There several publications recommending setting lag.max to: - N/4 (Box and Jenkins, 1970; Chatfield, 1975; Anderson, 1976; Pankratz, 1983; Davis, 1986; etc.) - sqrt(N)+10 (Cryer, 1986) - 20<=N<=40 (Brockwell and Davis) Why R uses 10*log10(N) as a default? Please, give me a reference to a book or article where the

Hello, I'm using fArma package to estimate the value of Hurst exponent using R/S method. However, for a certain set of data I get H ~ 1.8. How do I interpret this? Following are the output that I get for this set: > mean(data[,2]) [1] 400.5433 > sd(data[,2]) [1] 1139.786 > > rsFit(data[,2], levels = 64) Title: Hurst Exponent from R/S Method Call: rsFit(x = data[, 2], levels

Dear All, I am a novice when it comes to time-series analysis and at the moment I am actually interested in calculating the Hurst exponent of a time series. This question has already been asked quite some time ago http://bit.ly/98dZsi and I trust some progress has been made ever since. I was able to find some functions in the packages http://cran.r-project.org/web/packages/Rwave/index.html

Hi, Can u please tell me which all packages do i need to install to estimate the hurst parameter in R. I have tried installing all the possible options but still it doesnt work. basically i want to use 9 functions to estimate hurst parameter like aggvarfit, rsfit, etc. i will be very thankful if u could be of some help. -- Regards, Deepak Jadhav. [[alternative HTML version

Hi, Attempting to use LLVM in jitting mode for AMD64, we met a problem. When the jitted routine needs a big stack frame (> 1 page), the system attempts to call __chkstk to probe the stack. This attempt results in assertion in RuntimeDyldELF::resolveX86_64Relocation(), case ELF::R_X86_64_PC32, because the RealOffset does not fit in 32 bits. Same happens with __alloca (when

This small patch extends configure_socket_options to support FreeBSD''s accf_http(9), which defers accept() until there''s a full HTTP request to read. Seems to work fine on 6.1-STABLE. DragonflyBSD should work too provided the /freebsd/ line is modified to match it. accf_http(9): http://www.freebsd.org/cgi/man.cgi?query=accf_http&sektion=9 -- Thomas

Hi, I met troubles with jitting x86 codes when using Intrinsic::x86_sse_ldmxcsr. The target code must execute some SSE2 instruction with DAZ/FTZ modes enabled and others with DAZ/FTZ disabled. I'm trying to get this by emitting LDMXCSR instructions with proper flag words. It appeared however that execution engine sometimes reorders these instructions with computational ones (say with

Dear R Users, Can anyone point me to a package for R vrsion 2.7.1 which implements some Hurst exponent estimation methods ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are

Has anyone writen R code for estimating Hurst exponent with R/S method or other methods? or any other source of R code available? Many thanks Catherine Wang

Hi, Can you please clarify? We're looking for a way to use LLVM to JIT many modules, assuming that the full list of modules and their content are not available at a time when some of jitted pieces are already in use. Is it feasible to destruct ExecutionEngine but keep jitted code alive? Are jitted binary codes position independent? (or is there a way to relocate) If the solution requires

Hi, I was wondering whether a package that can perform dynamic linear models on times series data was available for R? Many Thanks, Gavin Simpson %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Gavin Simpson [T] +44 (0)20 7679 5522 ENSIS Research Fellow [F] +44 (0)20 7679 7565 ENSIS Ltd. & ECRC [E] gavin.simpson at