similar to: new dse package

I am having problems with the package dse. I just installed R 2.2.1 and reinstalled all packages. I am running Windows XP Pro with all updates. Below there are two examples of error messages generated when trying to execute some simple programs. The code was taken directly from the package documentation. Any help on this will be greatly appreciated. Merry Christmas Fernando

Folks, I am finding problems with using "dse": > library(dse1) Loading required package: tframe Error: c("package '%s' required by '%s' could not be found", "setRNG", "dse1") > library(dse2) Loading required package: setRNG Error: package 'setRNG' could not be loaded In addition: Warning message: there is no package called

The reason dse won't install is because of the new versioned install code. It assumes that it's dealing with a plain package, and doesn't handle bundles properly. Robert, could you look at that? A workaround is as follows. After the install.packages call fails with this message >Error in file(file, "r") : unable to open connection >In addition: Warning message:

Hello, Sorry a second time again, Maybe I have to add that I'm running R under Windows 2000/XP, and that the download works properly under 1.062 but not under 1.070. Diethelm >Date: Tue, 10 Jun 2003 19:25:33 +0200 >To: r-devel@stat.math.ethz.ch >From: Diethelm Wuertz <wuertz@itp.phys.ethz.ch> >Subject: dse package - load failure >Cc: pgilbert@bank-banque-canada.ca

Dear Paul, Hello R Maintainers, I'm for the first time here and I hope its the right place to give the following information: The contributed R-package "dse" fails to be loaded from the menu button(s). The reason is that it contains 4 sub-packages, dse1, dse2 ..., so the DESCRIPTION file cannot be found. - One has to load it manually! - Try it ... - It is possible to correct this?

** Reply Requested When Convenient ** I will be attending a class during the week of November 29. I will get back to you as quickly as possible. If you need to reach me immediately by phone talk with Barb Severs or Diane Terry. Thank you David J. Krassen >>> r-help 11/24/99 10:46 >>> A new version of my DSE package for multi-variate time series analysis is now available

>>>>> Paul Gilbert writes: > I have been trying to set up my time series library with the new > library mechanism. It is a fairly large amount of code and previously > I split it into five pieces in order to load it into R. (Has anything > changed which might suggest I shouldn't need to do this anymore?) The > five files are called dse1, dse2, dsex1, dsex2, and

Hi there, I ran into some trouble trying to install the dse library on os 10.3 with RAqua as the installation of the dse1 package failed. On the R console I got the error message Warning message: Installation of package dse had non-zero exit status in: install.packages(ui.pkgs, CRAN = getOption(where), lib = .libPaths()[1]) > and the console of the os x said gcc -bundle -flat_namespace

I would like to request help with the installation of dse in raqua in mac os x 10.3. I get the following error message after the messages indicating that parts were successfully installed. I would be most grateful for a solution. ----------------------------------------- * Installing *source* package 'setRNG' ... ** R ** inst ** help >>> Building/Updating help pages for

I tried to specify a model in dse1 but something isn't right. Anybody have any tips? model<-SS(F=f,G=g,H=h,Q=q,z0=z,P0=p) Error in locateSS(model$R, constants$R, "R", p, p, plist) : The dimension of something in the SS model structure is bad. > dim(f) [1] 5 5 > dim(g) [1] 5 1 > dim(h) [1] 1 5 > dim(q) [1] 5 5 > dim(z) [1] 5 1 > dim(p) [1] 5 5 thanks, Bob

Hi, If I try to do this: if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- est.VARX.ls(eg1.DSE.data.diff) (Page 14 - DSE Package Manual) I obtain a Segment Violation. I use R-1.3.0 and the last dse package version Maximino Ameneiro Gomez -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hi, I tried to run the VARMA model in the dse package. I specified a model: > arma A(L) = 1+0.244L1 0+0.05L1 0-0.325L1 1-0.234L1 B(L) = 1-0.277L1 0+0.211L1 0-0.206L1 1+0.238L1 and have a TSdata object: > dfdata output data: Series 1 Series 2 1 "difex2" "difem2" but I get this warning message: > estMaxLik(arma, dfdata) Error in

I have a multivariate time series and I would like to build a forecasting model with both AR and MA terms, I think that this is possible in R. I have looked at the vars package and it looks like it is possible to estimate MA terms using the Phi and Psi functions but I am not sure how to incorporate the estimated terms into a forecasting model. I have also looked at the dse package, but have not

=============================================================== ANNOUNCEMENT =============================================================== An R version of my multivariate time series package (DSE) is now available at CRAN/src/contrib/devel/dse.v.98.1alphaR.tar.gz and it should be reflected at the mirrors shortly. The User's Guide is available at

=============================================================== ANNOUNCEMENT =============================================================== An R version of my multivariate time series package (DSE) is now available at CRAN/src/contrib/devel/dse.v.98.1alphaR.tar.gz and it should be reflected at the mirrors shortly. The User's Guide is available at

Hello, Using the dse package I have estimated a VAR model using estVARXls(). I can perform forecasts using forecast() with no problems, but when I try to use simulate() with the same model, I get the following error: Error in diag(Cov, p) : 'nrow' or 'ncol' cannot be specified when 'x' is a matrix Can anyone shed some light on the meaning of this error? How can I

Below is a gdb bt from a segfault provoke by my vignette for dse2. This seems to be relatively reproducible in the sense that I got a segfault three times (without gctorture) on Mandrake 9.0 and also caught it in Mandrake 9.1, at what looks to my untrained eye to be about the same place (actual at connections.c:293 in Mandrake 9.1). This is the build from Friday morning. Paul Gilbert

I'd like to play with ARIMA models of stock prices, but I am a complete novice. Could some kind soul explain the relationship among packages "ts", "tseries", "dse", "dse2", and "fracdiff"? Are they 'competing' products or does one depend on another? Where would be the best place for a novice to begin? Thanks for any advice. PS. I

Hi R-Community, I estimated a VARMA model with bft in dse1 without input: A(L)yt = B(L)et I got the auto-regressive polynomial array A and the moving-average polynomial array B, but how can I access the covariances of the white noise et (disturbance vector), e.g. for simulation? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Schm??ller Leiter Forschungsgruppe Stromerzeugung

I am looking for a Kalman filter that can handle a control input. I thought that l.SS was suitable however, I can't get it to work, and wonder if I am not using the right function. What I want is a Kalman filter that accepts exogenous inputs where the input is found using the algebraic Ricatti equation solution to a penalty function. If K is the gain matrix then the exogenous input