similar to: Setting up a model in package dlm()

I am having a problem with the package SSPIR. The code below illustrates it. I keep getting the message: "Error in y - f : non-conformable arrays." I tried to tweak the code below in many different ways, for example, substituting rbind for cbind, and sometimes I get a different error message, but I could not find a variation of this code that would work. Any help will be greatly

I'm currently running into a little trouble with the kfilter method, and would love some clarification if you are able to offer it. When trying to run kfilter, I've been running into errors that seem to result from having mismatched dimensions. Specifically, the dimension of my observations is 2, while the dimension of the state space is 4. In the filterstep function (file sspir_kfs.R),

Dear R-Users, I'm using SSPIR package for a spatio-temporal application. Is it possible to modify the structure of the involved matrixes (Fmat, Gmat, Vmat,Wmat)? I want to create a model like this #y(t)=k*theta(t)+epsilon(t) #theta(t)=h*theta(t-1)+eta(t) #epsilon(t) N(0,V) V=sigma2*I #eta(t) N(0,W) W=sigma2_eta where the state variable theta has dimension 1(p=1) and at

Dear list members, Where can I find code for computing the p*p variance-covariance matrix given a vector of p variances (ordered varA, varB, ..., varp) and a vector of all possible correlations (ordered corAB, corAC, ..., corp-1,p)? I know that the covariance between 2 variables is equal to the product of their correlation and their standard deviations: corAB * varA^.5 * varB^.5 and so:

Please I am new to R. I got the following code from a friend:   gmat <- cbind(gmat,p*(1-p)*wxb) for (j in seq(1:ncol(gmat))) {   gmat[,j] <- fitted(lm(gmat[,j]~zmat)) }   It is for spatial logit.   After defining all the matrices in it such as P, wxb, gmat, and zmat, I tried to run it in R and got the following error message: Error in model.frame.default(formula = gmat[, j] ~ zmat,

Hi all. I am currently attempting to build a list of sparse matrixes. That I have already achieved, by > vmat <- list() > for (i in 1:n) { > vmat <- c(vmat, sparseMatrix(i,j,x=data) > } How I am trying to select those elements from the list where the column e.g. 999 is not null. I can do this for one of the sparse matrices with > which(vmat[[1]][,999] != 0) which

Dear list, I would like to plot points with two types of labels, one at the data point (the name of the point) and another offset a bit with another factor which is either of the two greek characters alpha or beta. I have tried to get the routine to plot a greek character with expression() or with substitute() and have not yet had any success. The following only plots the word in english in

Dear R users, I'm using the function coxme of the package coxme in order to build Cox models with complex random effects. Unfortunately, I sometimes get surprising estimations of the variances of the random effects. I ran models with different fixed covariates but always with the same 3 random effects defined by the argument varlist=coxmeMlist(list(mat1,mat2,mat3), rescale = F, pdcheck = F,

I am trying to write the following code in R. The code works in S+ and i am trying to do the program in R. x=discrim(admit~gpa+gmat,prior=c("uniform"),data=data.mm) i wrote the following in R: x=lda(admit~gpa+gmat,data=data.mm) i could not figure out how to write prior=c("uniform") in R. I would get an error every time. I think that it has something to do with

Dear R-listers Is there anyone who knows why I get different eigenvectors when I run MatLab and R? I run both programs in Windows Me. Can I make R to produce the same vectors as MatLab? #R Matrix PA9900<-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43 ,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24 ,58/53 ,26/244 ,0/1 ,5/43) #R-syntax

Hey All, I downloaded winebottler so that I can run the GMAT Prep software and was successful in downloading it but i am now running into a few problems. For examples, if there is a "next" icon on the window, I will need to click on it and hit the space bar simultaneously to move on to the next page. I was able to do this on the writing assessment section of the practice test but on the

dear R experts: ?I am writing my own little newey-west standard error function, with heteroskedasticity and arbitrary x period autocorrelation corrections. ?including my function in this post here may help others searching for something similar. it is working quite well, except on occasion, it complains that Error in solve.default(crossprod(x.na.omitted, x.na.omitted)) : system is

A copy of this question can be found on Cross Validated: https://stats.stackexchange.com/questions/645362 I am estimating a system of seemingly unrelated regressions (SUR) in R. Each of the equations has one unique regressor and one common regressor. I am using `gmm::sysGmm` and am experimenting with different weighting matrices. I get the same results (point estimates, standard errors and

Generally speaking, this sort of detailed statistical question about a speccial package in R does not get a reply on this general R programming help list. Instead, I suggest you either email the maintainer (found by ?maintainer) or ask a question on a relevant R task view, such as https://cran.r-project.org/web/views/Econometrics.html . (or any other that you judge to be more appropriate).

thank you, achim. I will try chol2inv. sandwich is a very nice package, but let me make some short suggestions. I am not a good econometrician, so I do not know what prewhitening is, and the vignette did not explain it. "?coeftest" did not work after I loaded the library. automatic bandwidth selection can be a good thing, but is not always. as to my own little function, I like the

Hi all, please cc me, i'm not on the list. Second: All google findable information about problems setting up ntlm_auth for squid with winbind are read and checked more than three times. After breaking a running setup under debian squeeze, i go back to debian lenny to circumvent the actual MIT kerberos problem[1]. [1] http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=566977#57 Now i

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Hi all, I am working for nest box occupancy data for birds and would like to construct a Markov transition matrix, to derive transition probabilities for ALL years of the study (not separate sets of transition probabilities for each time step). The actual dataset I'm working with is 125 boxes over 14 years that can be occupied by 7 different species, though I have provided a slimmed down

i have created a package which allows R to play sounds the package is available from http://sunsite.univie.ac.at/~neuwirth/Rcsound/ both as zipped binary for windows and as installable tar.gz preequisite: you have to install csound on yout machine. the necessary links are at http://www.csound.org csound is a very portable program for creating sounds, and using it as out sound creation tool we

Hi everyone- I have a dataset with multiple "pre" and "post" variables I want to compare. The variables are named "apple_pre" or "pre_banana" with the corresponding post variables named "apple_post" or "post_banana". The variables are in no particular order. apple_pre orange_pre orange_post pre_banana apple_post post_banana person_1