Displaying 20 results from an estimated 20000 matches similar to: "How to package cran package into a debian package so that it can be installed using apt-get"
2019 Jan 06
2
change default path for installing r-cran packages by sudo apt r-cran...?
dear dirk,
i am following up on our thread on r-help-mailinglist. you advised me to
bring it over here.
when installing packages from within R, they usually go to a directory
defined in R_LIBS_USER, which i have it set in .Renviron.
when installing packages via sudo apt install r-cran-.., they go to
/usr/lib/R/site-library.
is there a possibility to have packages installed to the R_LIBS-USER
2010 Nov 24
1
Difficulty loading packages into R version 2.12.0
Apologies for my previous effort in HTML which apparently was scrubbed
Dear R-users
I wonder if I could get advice on the above problem
I have just installed V 2.12.0 (I chose only the 32-bit version) into a new
directory (C:/R) on a 64bit Windows 7 machine
> sessionInfo()
R version 2.12.0 (2010-10-15)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_Australia.1252
2023 Dec 04
2
Unable to add the CRAN apt repository
I just upgraded from Linux Mint 20 to 21 and am no longer able to add the CRAN
Ubuntu repository to my list of repositories. ?I am getting:
$> sudo /usr/bin/add-apt-repository "deb
https://cloud.r-project.org/bin/linux/ubuntu $(lsb_release -cs)-cran40/"
$> sudo apt update
Hit:1 http://security.ubuntu.com/ubuntu jammy-security InRelease
Hit:2 http://archive.ubuntu.com/ubuntu jammy
2005 Jan 17
3
debian /etc/apt/sources.list for CRAN?
When I set up my debian linux (unstable) system, the only R debian
packages were on CRAN, so I
followed directions and added the last line to my /etc/apt/sources.list
euclid: # m /etc/apt/sources.list
deb http://debian.yorku.ca/debian/ unstable main non-free contrib
deb http://debian.yorku.ca/debian/non-US unstable/non-US main contrib
non-free
deb http://hexamon.ccs.yorku.ca/ unixteam-debs/
2009 Aug 07
3
How do I plot a line followed by two forecast points?
Good day all,
I'm trying to plot a continuous line plot, which is followed by two
forecast points eg. one forecast point is 12 months out, and another
24 months out from the last date of the line plot.
In my attempts so far, the second plot (the forecast points) is scaled
against a new axis scale, thus the two plots are not directly
comparable (I need the forecast points to be scaled
2013 Mar 15
2
Help finding first value in a BY group
I have a large Excel file with SKU numbers (stock keeping units) and
forecasts which can be mimicked with the following:
Period <- c(1, 2, 3, 1, 2, 3, 4, 1, 2)
SKU <- c("A1","A1","A1","X4","X4","X4","X4","K2","K2")
Forecast <- c(99, 103, 128, 63, 69, 72, 75, 207, 201)
PeriodSKUForecast <-
2008 Aug 12
1
arima forecast function
hi:
I am trying to fit prediction intervals for an arima object. My search led
me to the link:
http://finzi.psych.upenn.edu/R/library/forecast/html/forecast.Arima.html
which has the function "forecast", as I wanted. However, when I try to run
it in R, I get the message:
Error in plot(forecast(fit)) : could not find function "forecast"
Even the example provided on the page
2010 Dec 25
4
need help with data management
I have a data frame that reads
client ID date transcations
323232 11/1/2010 22
323232 11/2/2010 0
323232 11/3/2010 missing
121212 11/10/2010 32
121212 11/11/2010 15
.................................
I want to order the rows by client ID and date and using a black-box
forecasting method create the data fcst(client,date of forecast, date
for which forecast applies).
Assume that I
2005 Jul 28
1
Forcing coefficents in lm(), recursive residuals, etc.
Hello all,
Does anyone know how to constrain/force specific coefficients when running
lm()?
I need to run recresid() {strucchange package} on the residuals of
forecast.lm, but forecast.lm's coefficients must be determined by
parameter.estimation.lm
I could estimate forecast.lm without lm() and use some other kind of
optimisation, but recresid() requires an object with class lm.
2008 Sep 22
1
Prediction errors from forecast()?
Hello,
I am using forecast() in the forecast package to predict future values of an
ARIMA model fit to a time series. I have read most of the documentation for
the forecast package, but I can't figure out how to obtain the forecast
variance for the predicted values. I tried using the argument
"se.fit=TRUE," hoping this would work since forecast() calls predict().
Is there an easy
2008 Feb 28
2
EMM: how to make forecast using EMM methods?
Hi all,
We followed some books and sample codes and did some EMM estimation,
only to find it won't be able to generate forecast.
This is because in the stochastic volatility models we are estimating,
the volatilities are latent variables, and we want to forecast 1-step
ahead or h-step ahead volatilities.
So it is nice to have the system estimated, but we couldn't get it to
forecast at
1998 Nov 19
1
list assignment
There appears to be a problem with name matching in list assignment:
Version 0.63.0 (November 14, 1998)
...
> r <- list()
> r$forecast.cov.trend <- 1:12
> r$forecast.cov.zero <- 1:12
> r$forecast.cov <- 1:2
> length(r$forecast.cov)
[1] 0 #should be 2
>
But note that this works correctly:
> r <- list()
>
2012 Feb 29
2
How to extract numerical values from time series forecast
hi all. i'm busy with some time series data, starting from an earlier period
until the current day.
i have created a time series forecast taking into account the entire data
from the earlier date up until 2007, using the "forecast" package for R. i
am comparing this forecasted data to the actual/ observed data (which starts
from the earlier date up until the current day).
my
2018 Jun 01
2
Time-series moving average question
My guess would be that if you inspect the output from
ma(dat3[1:28], order=3)
you will find some NAs in it. And then forecast() doesn't like NAs.
But I can't check, because I can't find the ma() and forecast() functions. I assume they come from some package you installed; it would be helpful to say which package.
-Don
--
Don MacQueen
Lawrence Livermore National Laboratory
7000
2011 Jul 04
1
forecast: bias in sampling from seasonal Arima model?
Dear all,
I stumbled upon what appears to be a troublesome issue when sampling from an
ARIMA model (from Rob Hyndman's excellent 'forecast' package) that contains
a seasonal AR component.
Here's how to reproduce the issue. (I'm using R 2.9.2 with forecast 2.19;
see sessionInfo() below).
First some data:
> x <- c(
0.132475, 0.143119, 0.108104, 0.247291, 0.029510,
2023 Aug 12
1
time series transformation....
dear members,
I have a heteroscedastic time series which I want to transform to make it homoscedastic by a box cox transformation. I am using Otexts by RJ hyndman and George Athanopolous as my textbook. They discuss transformation and also say the fpp3 and the fable package automatically back transforms the point forecast. they also discuss the process which I find to be
2009 Sep 09
1
Forecast - How to create variables with summary() results parameters
Hi,
I would like to create variables in R containing parameters of
summary(*Forecast
Results*).
Using the following code:
library(forecast)
data <- AirPassengers
xets <- ets(data, model="ZZZ", damped=NULL)
xfor <- forecast(xets,h=12, level=c(80,95))
summary(xfor)
the output is:
Forecast method: ETS(M,A,M)
Model Information:
ETS(M,A,M)
Call:
ets(y = data, model =
2005 Jun 14
1
using forecast() in dse2 with an ARMA model having a trend component
(My apologies if this is a repeated posting. I couldn't find any trace
of my previous attempt in the archive.)
I'm having trouble with forecast() in the dse2 package. It works fine
for me on a model without a trend, but gives me NaN output for the
forecast values when using a model with a trend. An example:
# Set inputs and outputs for the ARMA model fit and test periods
2018 Jun 01
2
Time-series moving average question
You are right that there are no NAs in the practice data. But there are NAs in the moving average data.
To see this, break your work into two separate steps, like this:
tnr.ma <- ma(dat3[1:28], order=3)
TNR_moving_average <- forecast(tnr.ma, h=8)
I think you will find that the warning comes from the second step.
Print tnr.ma and you will see some NAs.
-Don
--
Don MacQueen
Lawrence
2009 Jan 23
1
forecasting error?
Hello everybody!
I have an ARIMA model for a time series. This model was obtained through an
auto.arima function. The resulting model is a ARIMA(2,1,4)(2,0,1)[12] with
drift (my time series has monthly data). Then I perform a 12-step ahead
forecast to the cited model... so far so good... but when I look the plot of
my forecast I see that the result is really far from the behavior of my time