similar to: estimate factor model?

Hi, I am trying to run a 1D nutrient-phytoplankton-zooplankton model in R using the package 'deSolve'. The code is shown below: DEPTH = seq(2.5, 147.5, 5) NPZ = function(t, state, params){ with(as.list(params), { P <- state[1:NB] Z <- state[(NB + 1): (2*NB)] N <- state[(2*NB + 1): (3*NB)] F.I = function(z, hr){ I0 = function(hr){

Thanks, Can't find an ARIMA in base, dse1/2 or tseries, only references to. What package is it in? Thanks again! Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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

A bioligist colleague sent me the following data. x Y 3 1 7 5 14 8 24 0 (Yes, only four data points.) I don't know much about the application, but apparently there are good empirical reasons to use a quadratic model. The goal is to find the X value which maximizes the response Y, and to find a confidence interval for this X value. Finding the maximizing X value is pretty

Hello, I am working on a paper of ecological modelling in R. I have made a Lotka Volterra model for tree animal species. I was trying to get the model in R but there are some errors. Since i am not so experienced with R i can't find the bugs in my script. I hope if there is someone who can help me handle this problem. Greetz Roel This is the script i wrote: library(odesolve) LotVmod

Hello, I am trying to estimate parameters of mean reverting process with jumps given by: dp=k(mu-p)dt+sigma*dz+Jdq where dp represents change in log of price, k is reversion factor, mu is long run level of price, sigma is standard deviation, and dq equals one with probability lambda if jump occurs and 1-lambda otherwise. J is jump size with mean muj and standard deviation delta. Therefore, when

Hi all, Can I run a cointegrating regression, for example delta Xt=a1(Yt-1-cXt-1)+E1t and delta Yt=-b1(Yt-1-cXt-1)+E2t with R were Xt and Yt are non stationary time series at t a,b,c are parameters and E1t and E2t are error terms at t. Yt-Xt is stationary Any suggestions are welcome. Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing

Hello dovecot, First poster here. What I want : give a.chaouche at algerian-radio.dz list and read permissions on a.chaouche at backup.algerian-radio.dz. Let's just discuss sharing the inbox then I can do the same for subfolders, in any. a.chaouche at algerian-radio.dz and a.chaouche at backup.algerian-radio.dz are two different users. Details about the domains aren't relevant here I

Hello list I have a theoretical differential equation model (two coupled differential equations) describing the acidification of dairy cultures in milk: dX/dt = f(H, param)*X dH/dt = g(param)*dX/dt pH = -log10(H) I also have actual data of the same. I would like to estimate the parameters of the theoretical model from real data, but don't know how to go about it in R (I'm fairly new

Make sure to normalize the z coordinates as well as the x/y ones when there are mipmaps present. Fixes 3d mipmap generation, which now uses the blit path. Signed-off-by: Ilia Mirkin <imirkin at alum.mit.edu> Cc: "10.2" <mesa-stable at lists.freedesktop.org> --- Did a full piglit run on nva8 and nve7 without regressions. The cubemap array mipmap generation test still fails,

Hi, my data set is data.frame(id, yr, y, l, e, k). I would like to estimate Lee and Schmidts (1993, OUP) model in R. My colleague wrote SAS code as follows: ** procedures for creating dummy variables are omitted ** ** di# and dt# are dummy variables for industry and time ** data a2; merge a1 a2 a; by id yr; proc sysnlin maxit=100 outest=beta2; endogenous y; exogenous l e k

Hi all, I am also looking for interesting statistical experiments about testing and estimating CAPM, APT, Fama models, etc. using R using financial series data... please give me some pointers... I have been searching the R archives for the past a few hours and I vaguely got to know that there are programs do these interesting statistical things, but I just could not find where are they... I have

ioemu: fix SDL mouse events processing - GetRelativeMouseState always returns the last position, so when the polling loop gets several mouse events in one go, we would send useless ''no move'' events. - So as to make sure we don''t miss any mouse click / double click, we should not use GetRelativeMouseState() to get the button state, but keep records of the button

Hi, my data set is data.frame(id, yr, y, l, e, k). I would like to estimate Lee and Schmidts (1993, OUP) model in R. My colleague wrote SAS code as follows: ** procedures for creating dummy variables are omitted ** ** di# and dt# are dummy variables for industry and time ** data a2; merge a1 a2 a; by id yr; proc sysnlin maxit=100 outest=beta2; endogenous y; exogenous l e k

Hi all, My problem is as follows: I want to run a loop which calculates two values and stores them in vectors r and rv, respectively. They're calculated from some vector x with length a multiple of 7. x <- c(1:2058) I need to difference the values but it would be incorrect to difference it all in x, it has to be broken up first. I've tried the following: r <- c(1:294)*0 rv

Hi R-users, I'm not sure what's wrong and how do I check the error? I have 3 sets of data > aug_dt1  [1]  22.8  49.6  77.9  67.6  91.2  48.9 124.6  54.6  85.8  62.8  63.3 174.7  32.3  22.7  99.9 123.2   4.8 149.0  66.0 [20]  73.9  37.4  22.4  69.5  87.3  66.9  87.2  81.5 109.1  47.4  22.8  92.4  60.9  77.5  91.3  91.9  78.2  39.4 107.5 [39]  57.9  65.5  76.0  47.2 145.5  95.9 106.0

Add a helper to initialize a bvec based of a page pointer. This will help removing various open code bvec initializations. Signed-off-by: Christoph Hellwig <hch at lst.de> --- block/bio-integrity.c | 7 +------ block/bio.c | 12 ++---------- include/linux/bvec.h | 15 +++++++++++++++ 3 files changed, 18 insertions(+), 16 deletions(-) diff --git a/block/bio-integrity.c

>>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>> on Tue, 6 Dec 2016 09:51:16 -0600 writes: > On Tue, Dec 6, 2016 at 6:37 AM, <frederik at ofb.net> wrote: >> Hi all, >> >> I ran into a segfault while playing with dates. >> >> $ R --no-init-file >> ... >> >

Sorry to all that are angry about the form of my previous mail. I didn't realise what would happen :((. Here it is in (hopefully) plain text (if my mailer doesn't spoil it again): ############## Dear developers, I have a problem with some discrepancy between R 1.2.1 for Windows and R 1.2.2 (and less) for Linux. While trying to correct the wilcox.test (see my previous bug report) I

With 2.7.0 patched (not tested with 2.0.0), I get an error message in a program that ran correctly in R 2.6.2 when the grouping factor of a stripplot contains an Umlaut: I am aware that there are a few locale-changes in R 2.7.0, but I could not easily locate who's at fault Dieter library(lattice) dt = data.frame(x=rnorm(100),y=1:100,levs= as.factor(c("Gru","Gr?")))

Suppose I have a 4-D array X with dimensions (dx, dy, dz, dp). I want to collapse the first 3 dimensions of X to make a 2-D array Y with dimensions (dx*dy*dz, dp). Instead of awkward looping, what is a good way to do this? Is there a similar function like reshape in Matlab? Thanks, Gang