similar to: tseries

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

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, 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

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

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

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") >>

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

Is there a way to efficiently read large datasets directly into a matrix byrow? I know data.frame, but for large datasets it doesn't efficiently work, also if I increase the cons memory. R --nsize 1000k --vsize 90M ... > x<-read.table("pendler.luft.txt") Error: cons memory (1000000 cells) exhausted See "help(Memory)" on how to increase the number of cons

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

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

Full_Name: Przemys³aw Matuszewski Version: R-1.1.0 OS: Linux RH 6.2 Submission from: (NULL) (195.117.211.244) I have a problem with the package tseries_0.5-2. The source of tseries_0.5-2 was compiled by command R INSTALL /path/to/package. There was build the tseries library. Now when I try to load the package I get the message: ........................... Type "demo()" for

-------- Original Message -------- Subject: [R] Re: tseries Package for R Date: Mon, 27 Sep 2004 23:56:34 -0800 From: Martin Renner <martin.renner at stonebow.otago.ac.nz> To: Adrian Trapletti <a.trapletti at bluewin.ch> References: <61CBB4C9-10C7-11D9-A624-000D932E990C at comcast.net> <4158F5B6.3020103 at bluewin.ch> see http://cran.stat.ucla.edu/bin/macosx/ and

Norbert Klink wrote: > Hi! > > I would like to use your tseries GARCH functionality in conjuction with > S-Plus 6 under Windows. Unfortunately, in order to make DLLs usable for > S-Plus it requires you to generate a so-called "S-Plus Chapter DLL", which > carries some S-Plus specific overhead. Loading your DLLs as they are > wouldn't work. Trying to compile the

As the 0.65 release should happen within the next few weeks, now would be a good time for updating/improving our impressive collection of add on packages. Issues to look look into include: * Valid and complete DESCRIPTION, TITLE and INDEX files. * Complete data/00Index files (if applicable). * All examples should be executable to that R CMD check passes. * src/Makefile (if there, most likely