similar to: scan

Does anybody understand what's going on here: I have the following ascii file called "y.txt" "USD-DEM" "USD-JPY" "DEM-JPY" 0.344901 4.78712 4.442 0.345715 4.7882 4.44189 0.350657 4.79065 4.44177 0.35347 4.79065 4.43616 0.35368 4.78957 4.43622 0.35361 4.78982 4.43669 0.353821 4.79036 4.43622 0.352767 4.78899 4.43634 0.353119 4.78916 4.43545

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++ bootfuns.q Thu Dec 9 10:06:51 1999

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++ bootfuns.q Thu Dec 9 10:06:51 1999

tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together

tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together

There seems to be a problem with plot.ts (R Version 0.64.2) >x<-cbind(1:10,2:11) >x<-as.ts(x) >plot(x) Error: subscript (20) out of bounds, should be at most 10 > The problem is located in "[.ts": > x<-cbind(1:10,2:11) > x[is.finite(x)] [1] 1 2 3 4 5 6 7 8 9 10 2 3 4 5 6 7 8 9 10 11 > x<-as.ts(x) > x[is.finite(x)] Error: subscript

Fritz just put tseries_0.3-1 on CRAN. It should now be more compatible across different platforms than 0.3-0. Thanks to Brian Ripley, Karl Syring, and Dirk Eddelbuettel. Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at

Some time ago, I asked on this list, if it is possible to use C++ libraries under R. In fact this seems to be very easy (at least under Redhat 5.2, egcs C++): e.g. Suppose we have a library R_main.cc: ------------------------------- #include "X.hh" extern "C" { void R_main () { X x; } } ------------------------------- X.hh ------------------------------- class X {

I would like to use the call_R mechanism. Unfortunately I don't fully understand what the arguments are from the example in "R-0.64.2/demos/dynload". Could anybody explain me how I have to define the arguments, e.g., I want to call R with 5 doubles (or double[5]) and func does not return a value (is that possible or is it necessary to return at least a dummy?). This is from the

Fritz just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif

Fritz just put the updated tseries package to CRAN. I mainly removed (and corrected) code such that tseries fits together with package ts. New code is White's and Teraesvirta's tests for neglected non-linearity (also for the regression case). From the INDEX file: NelPlo Nelson-Plosser Macroeconomic Time Series adf.test Augmented Dickey-Fuller Test amif

Fritz just put the first version of a new time series package to the contrib section at CRAN. The package is called "tseries.tgz" and provides a library for time series analysis. It contains acf Autocorrelation Function adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test

Fritz just put the first version of a new time series package to the contrib section at CRAN. The package is called "tseries.tgz" and provides a library for time series analysis. It contains acf Autocorrelation Function adf.test Augmented Dickey-Fuller Test amif Auto Mutual Information Function bds.test BDS Test

Is there a function ".C++(...)" for R, or does anybody know how to dynamically load C++ functions into R? lg at -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at

Martyn Plummer wrote: > Dear Adrian, Hi Martin > > > Thank you for providing your time series library for R. I have been > working on a time series package myself, with help from Paul Gilbert. It > is called "bats" (doesn't stand for anything except possibly "basic time > series") and can be found in the devel directory on CRAN. > > The

Thanks a lot for "tseries"! The new (0.1-2) version of the tseries package contains the following in ./README : >> Author(s): A. Trapletti <A.Trapletti@ci.tuwien.ac.at>, >> B. LeBaron ("./src/bdstest.c"), >> K. Krischer, and T. M. Kruel ("./src/muin2ser.f", >> "./misc/mutinfo-1.21b.tar.gz") >>

> Subject: [R] Question on running tseries::garch on Mac OSX > Date: Sat, 18 Jan 2003 15:58:50 -0800 > From: Nicholas Waltner <nwaltner at attbi.com> > To: <R-help at stat.math.ethz.ch> > > Hello, > > When I run the garch examples, I get the following output: > > > dax.garch <- garch(dax) > > ***** ESTIMATION WITH ANALYTICAL GRADIENT *****

> Subject: [R] LRT in arima models > Date: Mon, 17 Feb 2003 11:53:04 +0100 > From: "vito muggeo" <vito.muggeo at giustizia.it> > To: <r-help at stat.math.ethz.ch> > > Dear all, > > For some reason I'm evaluating the size of the LRT testing for the effect of > some explanatory variable in arima models. > I performed three different simulations

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time