similar to: Estimated covariance matrix with tgp package

Folks, Is there any implementation available in R for the simultaneous selection of lag order and rank of a nonstationary VAR as described in Chao & Phillips (1999): Model selection in partially nonstationary vector autoregressive processes with reduced rank structure, J. Econ. (91). Or any other systematic procedure for the consistent selection of lag order and cointegration rank? I

Hi all, >str(df) `data.frame': 31837 obs. of 3 variables: $ x : num 410683 410700 410720 410740 410324 ... $ y : num 43136 43126 43123 43125 42709 ... $ wz: num -101.1 -94.9 -93.3 -94.5 30.8 ... >library(gstat) >g<-gstat(id="rv",form=wz~1,loc=~x+y,data=df,model=mat,nmax=500,set=list(average=1)) >str(g) List of 3 $ data :List of 1 ..$ rv:List of 10 ..

I am using the latest version of R 2.13.1 and need to load the following packages; library(maps) library(mapdata) library(mapproj) library(lattice) library(tgp) library(spatstat) library(akima) I get the follwing error when loading the packages, "maps", "mapdata" and "mapproj" Error: package 'maps' is not installed for 'arch=i386' Error: package

Hi, R-folks: I have been tryin many combination of parameter to make Matern variogram to work, but I can't find the available one. I'm near to be crazy. I tiped: A?o2003Selg.lf<-likfit(A?o2003Selg,cov.model="matern",ini.cov.pars=c(1.5,14),kappa=2.5,fix.kappa=FALSE,nugget=0.08,lambda=0.008,fix.lambda=FALSE,hessian=TRUE) the hessian shows: $hessian [,1]

Dear All, I have a question about package "ismev", its function "gpd.fit", and interpretation of the results. I used the package ismev to do an extreme value analysis on a fire dataset. Two variables are used in the analysis. The focal variable is acreage burned per fire, ranging from 1 to 5000 acres per fire. In total, there are 69,980 observations. The date covers

is there a way to override the productid (like -x productid=1234) when using newhidups? just thought i'd try it with the F6C1500-TW-RK over usb. i was able to get hidups to work using the below settings, but it provides limited information. my ups.conf entry: [belkin] driver = hidups port = /dev/usb/hiddev0 and the output of upsc: gateway:/etc/nut# upsc

Hi LLVM community, I'd like to ask a question regarding the behavior of llvm-link: My code contains Classes which are structurally equivalent but they are totally unrelated and distinct on a c++ point of view. However, if the compiled IR gets processed by llvm-link, these types are merged together. My question is: Is this expected behavior or a bug? To explain it more in detail, a reduced

Hi all, I have a RAID-Z zpool made up of 4 x SATA drives running on Nexenta 1.0.1 (OpenSolaris b85 kernel). It has on it some ZFS filesystems and few volumes that are shared to various windows boxes over iSCSI. On one particular iSCSI volume, I discovered that I had mistakenly deleted some files from the FAT32 partition that is on it. The files were still in a ZFS snapshot that was made earlier

Hi All, I have an error code 23 (shown below) which I can't debug: I am using: $ rsync --version rsync version 2.6.2 protocol version 28 Here's the command I execute: rsync -av --delete /Users/mydir /Volumes/FireLite\ 60\ GB/backup/ After the transfer which apparently transfers the files correctly, I get the following error code: wrote 2630815 bytes read 200 bytes 78537.76

Dear all, I want to use the "rearrange" command which is based on Chernozhukov et al paper and is included in the quantreg package. So, I run a quantile regression in which I included dummy variables for state and years in order to estimate the respective fixed effects quantile regression. The problems are the followings: 1. At example that is stated in the help****, I don't

Dear R-users, Has anyone written a function for multifractal detrended fluctuation analysis? The "fractal" package does mono-fractal DFA, but not multifractal as far as I can tell. The MF-DFA approach is presented in: J. W. Kantelhardt, S. Zschiegner, E. Koscielny-Bunde, S. Havlin, A. Bunde, and H. E. Stanley, "Multifractal Detrended Fluctuation Analysis of

Hi Every body, In order to deal with nonstationary problem in time series, may be firstly clustering algorithms are used to partition time series .Then another algorithm is used to predict future value based on segmented data in the second phase. Using clustering algorithms , the "time structure and arrangement" of time series is confused. We have some partitions including data

Dear all, In many papers regarding time series analysis of acquired data, the authors analyze 'marginal distribution' (i.e. marginal with respect to time) of their data by for example checking 'cdf heavy tail' hypothesis. For i.i.d data this is ok, but what if samples are correlated, nonstationary etc.? Are there limit theorems which for example allow us to claim that

Hi, I am looking for a package to estimate regime switching models (states following a markov chain). I found packages for Hidden Markov Models but I am looking for something a little different: In the HMM the conditional distribution of the observations (give the state) is a known distribution (normal or others), while the package I need should allow to set a conditional distribution (given the

At 16:58 23/07/99 +1000, you wrote: > SAMBA Digest 2177 > >For information on unsubscribing see http://samba.org/listproc/ >Topics covered in this issue include: > > 1) rookie needs help > by "Page, Jon T" <Jon.Page@pnl.gov> > 2) genrand.c > by Mark_Noel@cch.com > 3) Wincenter 3.1.13/Winframe 1.7 - ACLs: > by Hanns-Peter Ermert

Dear all How can I obtain the data from the function "rearrange" in package quantreg More especifically, based on the example below (available in the help of the rearrange function), how can I access the data generated by "rearrange(zp)" ? data(engel) z <- rq(foodexp ~ income, tau = -1,data =engel) zp <-

Hi, how can I get a more descriptive text instead of the variable names in my XY-lattice plot, according to the table below? Variable text acet = "Acetylaspartate Thalamus" chol = "Choline Thalamus" acetp = "Acetylaspartate parieoc" ino = "Inositole Thalamus" I could not find a solution. Please have a look at my syntax. Thanks a lot,

Hello to everyone! I am working on my final year project about multivariate time series. There are three variables in the multivariate time series model. I have a few questions: 1. I used acf and pacf plot and find my variables are nonstationary. But in adf.test() and pp.test(), the data are stationary. why? 2.I use VAR to get a model. y is the matrix of data set and I have made a once

-- Dear R users, I have data on around 2000 birds from 3 generations for which I know an individual's pedigree (i.e. the relationship it shares with other individuals e.g brother, uncle, mother) and also a pedigree based on foster-families, because half broods were removed from their nest of origin and placed in a foster parent's nest. From this I want to model two types of random

I suppose that once you've got a 6502 working, adding support for a 4510 shouldn't be too difficult.... (http://c65gs.blogspot.com.au/) On Fri, Jul 4, 2014 at 10:38 AM, Bruce Hoult <bruce at hoult.org> wrote: > On Fri, Jul 4, 2014 at 12:02 PM, Edwin Amsler <edwinguy at gmail.com> wrote: > >> Well, the stack pointer be a single byte, so pushing things on there