similar to: Signif. codes

Hi, it would be nice if the VaR package could get expanded to work with more models. I wrote a function which calculates the VaR for a Garch(1,1) AR(2) model. Since I am fairly new to R I am sure it can be written much neater. If someone feels like having a go, here is what I have written library(fSeries) library(tseries) VaR.Garch <- function(data,stockId=1,p=0.01,dt=1) { r <-

Hello everyone, I'm trying to estimate the parameters of the returns series attached using the GARCH code below, but I get the following error message: Error in solve.default(Hessian) : system is computationally singular: reciprocal condition number = 0 Error in diag(solve(Hessian)) : error in evaluating the argument 'x' in selecting a method for function 'diag' Can

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Since 2008, Microsoft (formerly Revolution Analytics) staff and guests have written about R every weekday at the Revolutions blog (http://blog.revolutionanalytics.com) and every month I post a summary of articles from the previous month of particular interest to readers of r-help. In case you missed them, here are some articles related to R from the month of September: The mathpix package

Hi, I have a problem..I have 3 agents active in my queue..How can I get list off all my active agents who was available when a call come? in my extension.conf : (1) exten = 6501,n,Queue(${EXTEN},ntT,,,1) (2) exten = 6501,n,Queue(${EXTEN},ntT,,,25) after the first one running, if i set like that in my extension.conf, in queue_log I can see ringing agents before entering the second queue

Hi, I might have overlooked something very obvious, but: I am running Samba 2.0.3 on a SuSE 6.0 system. When I connect to SWAT, I can see all the settings in the Globals sections, I can change them, but I can't find any button anywhere to *save* these changes... Can anyone help? :)avid <>< David A. Sj?en -- SWP-irma Software Partner GmbH

r-help-es@r-project.org Hola!! Estoy trabajando con una función del tipo h(x)''B, donde h(x) es un vector columna de q entradas, de igual manera B es un vector columna de dimensión q. Quiero graficar h(x)''B para alguna h(x), por ejemplo h<-function(x) matrix(c(1,x,x^2,x^3), ncol=1) B es un vector columna fijo B=matrix(c(1,2,1,3),ncol=1) Para graficar la función

Hi, how do I create a coef.table as for example returned by summary.glm? I don't see where the significance codes are assigned during summary.glm. Thank you, Benjamin

Hello. In my opinion the function signif(1.4,digits=3) should give 1.40 but actually gives 1.4. Is there a magic way to add the trailing digits back (and converting to chracter at the same time ?) Regards, Paul.

signif(.) is a <primitive> function. Unfortunately, I couldn't even find WHERE in the source, signif(.) is defined. Here are the symptoms: xmin <- .Machine $ double.xmin signif(xmin,3) #--> NA umach <- unlist(.Machine)[paste("double.x", c("min","max"), sep='')] for(dig in 1:10) {cat("dig=",dig,": ");

PROBLEM `signif' does change to scientic notation at different levels depending on the number of significant digits in the input. This can generate tables where figures change ``irregularly'' from normal to scientific notation. PROPOSAL The change to the scientific notation should be made only if the figure in scientific notation - with potentially as

Hi -- I have found that by default the function print.glm() uses 3 significant figures when printing out null and model deviances and the aic. Of course, this is not wrong. But if a person fitted two nested models and compared the resulting deviances obtained from print.glm(), the resulting hypothesis test could indeed be wrong because of this rounding. The function summary() applied to a glm

The addition of significant stars was, in my opinion, one of the worst defaults ever added to R.?? I would be delighted to see it removed, or at least change the default.? It is one of the few overrides that I have argued to add to our site-wide defaults file. My bias comes from 30+ years in a medical statistics career where fighting the disease of "dichotomania" has been an eternal

I saw something like this. > x <- 5180000000000003 > print(x, digits=20) [1] 5180000000000003 > as.character(x) [1] "5.18e+15" I thought it was because, when x is numeric, as.character(x) represents x rounded to 15 significant digits. > print(signif(x, 15), digits=20) [1] 5180000000000000.0000 > as.numeric(as.character(x)) == signif(x, 15) [1] TRUE The documentation

Dear all, I agree with both Russ and Terry that the significance stars option should default to FALSE. Here's what Sandy Weisberg and I say about significance starts in the current edition of the R Companion to Applied Regression: 'If you find the ?statistical-significance? asterisks that R prints to the right of the p-values annoying, as we do, you can suppress them, as we will in the

I read through the editorial. This is the one of the most mega-ultra-super-biased articles I've ever read. e.g. The authors encourage Baysian methods, and literally encourage subjective approaches. However, there's only one reference to robust methods and one reference to nonparametric methods, both of which are labelled as purely exploratory methods, which I regard as extremely

Hi Martin, I take your point - but I'd argue that significance stars are a clumsy solution to the very real problem that you outline, and their inclusion as a default sends a signal about their appropriateness that I would prefer R not to endorse. My preference (to the extent that it matters) would be to see the significance stars be an option but not a default one, and the addition of

OK. I give up. I'll ask a stupid question. How do I get the $!#@*$ signif stars line printed by summaries to not look extremely bizarre in the latex produced by Sweave? For example, see p. 7 of http://www.stat.umn.edu/geyer/aster/library/aster/doc/tutor.pdf I can see what the problem is. R emits non-ascii characters (as it is supposed to do), Sweave puts them in the tex file, and

printCoefmat(signif.legend =FALSE) does not work properly. The option "signif.legend = FALSE" is ignored as shown in the example below. cmat <- cbind(rnorm(3, 10), sqrt(rchisq(3, 12))) cmat <- cbind(cmat, cmat[,1]/cmat[,2]) cmat <- cbind(cmat, 2*pnorm(-cmat[,3])) colnames(cmat) <- c("Estimate", "Std.Err", "Z value", "Pr(>z)") #

Dear R-Devel, As I am sure many of you know, a special issue of The American Statistician just came out, and its theme is the [mis]use of P values and the many common ways in which they are abused. The lead editorial in that issue mentions the 2014 ASA guidelines on P values, and goes one step further, by now recommending that the words "statistically significant" and related simplistic