similar to: stats::median

>>>>> Martin Maechler <maechler at stat.math.ethz.ch> >>>>> on Mon, 27 Feb 2017 10:42:19 +0100 writes: >>>>> Rob J Hyndman <Rob.Hyndman at monash.edu> >>>>> on Wed, 15 Feb 2017 21:48:56 +1100 writes: >> The generic stats::median method is defined as median <- >> function (x, na.rm = FALSE)

>>>>> Rob J Hyndman <Rob.Hyndman at monash.edu> >>>>> on Wed, 15 Feb 2017 21:48:56 +1100 writes: > The generic stats::median method is defined as median <- > function (x, na.rm = FALSE) {UseMethod("median")} > I suggest that this should become median <- function (x, > na.rm = FALSE, ...)

Can we please have a ... argument in median() to make it possible to pass arguments to specific methods. _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of Forecasting http://www.robhyndman.info/ [[alternative HTML version deleted]]

Dear R-helpers, I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct. I am using ARIMAX with 2 Exogeneous Variables and 10 years data are as follows: DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2 Jan 1998,708,Jan 1998,495,Jan 1998,245.490 Feb 1998,670,Feb 1998,421.25,Feb 1998,288.170 Mar

Hi, can you advise me is there any ROC(Receiver Operating Characteristic)analysis program in R? Thanks, Dechao ===== Dechao Wang Tel: (44) 01223 719718 Mob: (44) 07729 411134 __________________________________________________ Everything you'll ever need on one web page from News and Sport to Email and Music Charts

I am trying to get a dll compiled for use with dyn.load. I use R.1.7.1 under Windows. I have tried the following trivial example based on the "Writing R extensions" manual. rtest.h -------- class X { public: X (); ~X (); void Give7(double*); }; class Y { public: Y (); ~Y (); }; rtest.cpp --------- #include <iostream.h> #include "rtest.h" static Y y;

Dear R-Users, How can I compute simple moving averages from a time series in R? Note that I do not want to estimate a MA model, just compute the MA's given a lenght (as excel does). Thanks ________________________________________ Ricardo Gonçalves Silva, M. Sc. Apoio aos Processos de Modelagem Matemática Econometria & Inadimplência Serasa S.A. (11) - 6847-8889 ricardosilva@serasa.com.br

I'm trying to fit a mixed-effects model of the form Y = a + bX + cZ + e where X are fixed effects and Z are random. i.e., c is a vector of random coefficients with mean 0. There is no "grouping" variable such as would be used with longitudinal data. Can the nlme package handle this sort of thing? Although it is a simpler model than would be used with grouped data, I can't seem

Dear all, I'm looking for how can I estimate a linear model with ar(ma) errors : y(t)=a*X(t)+e(t) with P(B)e(t)=Q(B)u(t) where u is a white noise and P, Q are some polynomes. Could you help me ? Gr?gory Benmenzer

For some reason, the help file on quantile() says "Missing values are ignored" in the description of the x argument. Yet this is only true if na.rm=TRUE. I suggest the help file is amended to remove the words "Missing values are ignored". Rob _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of

Hi, I tried to use the Croston function from the forecasting package 1.24<http://robjhyndman.com/software/forecasting> with the code below, but I get in return this message "*Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods*". histValues

Dear R Users, I am working for the United Nations to construct a complete life table from an abridged table. I want to use the code of Hydman Filter by Rob J Hydman but an error sentence always appears and it simply doesn't run-- source("C:/R/Jamie/HymanFilter.R") Error in .C("spline_coef", method = as.integer(method), n = nx, x = x, : C symbol

Hello, I have a several time series, which I would like to check for their best fitted Arima model (I am checking for the lowest aic value). Which lets me raise two questions: 1) is there are more efficient way, than using 6 for-loops? 2) sometimes the system cannot calculate with given parameters - is there a more efficient solution than I found? I hope, you can help me to make this

Can anyone please recommend a good site for crime related time series? Thanks! Erin mailto: hodgess at uhddx01.dt.uh.edu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

I've been successfully using a dll via dyn.load() with R1.6.0 for Windows, but when I try it under R1.6.1 it manages to crash the program completely. Has there been a change in how R1.6.1 handles dynamic loading? I couldn't spot any such changes in the documentation. This problem occurred on two different machines, and both run the code under R1.6.0 without a problem. Rob Hyndman

Hi, I am using the package "demography" from Rob Hyndman for the Lee-Carter-Model. It is an amazing powerful tool but I am struggling with one issue: *I want to compute different quintiles for the cumulative survival probability derived from the Lee-Carter-Forecast (e.g. the 50%-quintile, 75%-quintile and 99%-quintile) for the next 10 years. * I am sure the package possess this

Hi, I am using the package "demography" from Rob Hyndman for the Lee-Carter-Model. It is an amazing powerful tool but I am struggling with one issue: I want to compute different percentiles of the survival probability distribution derived from the Lee-Carter-Forecast (e.g. the 50%tile, 60%tile, 75%tile and 99%tile) for each of the next 10 years. Is there any possibility to retrieve

Rob J Hyndman gives great explanation here (https://robjhyndman.com/hyndsight/estimation/) for reasons why results from R's arima may differ from other softwares. @iacobus, to cite one, 'Major discrepancies between R and Stata for ARIMA' (https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima), assign the, sometimes, big diferences from R

Buenos días, Necesito calcular la vida media de cada uno de nuestros modelos de producto pero tengo un histórico incompleto (para los productos más nuevos tengo la vida completa de las cohortes, pero para los más antiguos tengo sólo la parte final de la vida de las cohortes). He decidido calcular la esperanza de vida dinámica con un modelo actuarial, concretamente la librería 'demography'

The decompose() function truncates the seasonal component unnecessarily. I've modified the function to fix this problem, and also added the original data to the object returned (to enable better plotting). I've also modified the plot.decomposed.ts() function so that it plots the original data in the top panel rather than the reconstructed data. The difference between the two is that the