similar to: Code for Hodrick-Prescott Filter

I've had a play with this and, due to my own short-comings, remain none the wiser. In particular, I'm not sure what value of 'spar' is consistent with the magic lambda=1/1600 for quarterly data. I initially interpreted spar as lambda and tried setting spar=1/1600. This results in almost no smoothing while spar=1600 causes an error. The smooth.spline function seems to want

Dear All, How to do Hodrick-Prescott Filter in R? Thanks! [[alternative HTML version deleted]]

Could someone, please, write me, how to compute the spar-value for the smooth.spline-routine to get the same HP-filtered time-series with a parameter lambda for a function (see mail "Hodrick-Prescott-Filter example" from ggrothendieck at yifan.net): hpf <- function(y,lambda{ eye <- diag(length(y)) d <- diff(eye,d=2) z <- solve(eye+lambda*crossprod(d),y)} ? Second, is

Can someone please show me how to smooth time series data that I have in the form of a zoo object? I have a monthly economies series and all I really need is to see a less jagged line when I plot it. If I do something like s <- smooth.spline(d.zoo$Y, spar = 0.2) plot(predict(s,index(d.zoo)), xlab = "Year") # not defined for Date objects and if I do something like

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

Dear all, I was hoping someone could help with a ggplot question. I would like to generate a faceted bar chart, but missing data are causing problems. g<-structure(list(Date = structure(c(11322, 11687, 12052, 11322, 11687, 12052, 11322, 11687, 12052, 11322, 11687, 12052), class = "Date"), variable = c("Govt Revenues to GDP", "Govt Revenues to GDP",

Hi, I've downloaded the 'tree' package (as 'tree_1_0-2_tar.gz') and am trying to install it to use with R in Windows NT. And, to be blunt, I've got no idea what I'm doing. As far as I can tell, the FAQ refers to installing packages in Unix and isn't a great help to me - I was hoping someone could give me some basic instructions on how to proceed. Thanks, Michael

Dear R users I am currently investigating time series analysis using an irregular time series. Our study is looking at vegetation change in areas of alien vegetation growth after clearing events. The irregular time series is sourced from Landsat ETM+ data, over a six year period I have 38 scenes. For certain periods I have monthly data while for others, images are up to three months apart. So far

Hi all, Forecasting from an arima model is easy with predict. But I can't manage to backcast : invent data from the model before the begining of the sample. The theory is easy : take your parameters, reverse your data, forecast, and then reverse the forecast I've tried to adapt the predict function to do that (i'm not sure that the statistical procedure is fine (with the residuals),

I am using the ts package to fit ARIMA models, and the tsdiag() function to plot diagnostics. In doing so I'm generating an awful lot of diagnostic plots of different models and different data sets all within the same R session. So my question is, is there an option in tsdiag() similar to <main="Title"> that I can use? This would be quite helpful when I print out the plots,

The Stern Environmental Review, a British Government Report into tackeling global climate change has been published online. Leader page with presentation and speaking notes :- http://www.hm-treasury.gov.uk/independent_reviews/stern_review_economics_climate_change/sternreview_index.cfm The Stern Review Report :-

Greetings, Does anyone know of an R code for classification and regression tree analysis (CART)? Thank you Ron Ron Thornton BVSc, PhD, MACVSc (pathology, epidemiology) Programme Co-ordinator, Active Surveillance Animal Biosecurity MAF Biosecurity Authority P O Box 2526 Wellington, New Zealand phone: 64-4-4744156 027 223 7582 fax: 64-4-474-4133 e-mail: ron.thornton at maf.govt.nz

Hi we're running 3.0.1 on Solaris 9 ( with NIS/flat files as the NS ) as a member server of the AD domain ( via kinit and then net join ). there's a couple of things we've noticed and I'm not sure if they're just the way it works or configuration problems: (1) we assign the gid an uid mappings with idmap in smb.conf and I thought that winbindd would not assign uid/gids if

I have 3 packages on CRAN that I developed with my govt email address. I'll be retiring in a month and that email address will no longer work at some point. I realize that I need to change the maintainer address and I've already done that with one package but my question is do I need to remove all references to my govt email address listed as author in various files and replace with my

I have 2 zoo objects - 1) Interest rate spread between 10-YR-US-Treasury and 2-YR-US-Treasury (object name = sprd) 2) S&P 500 index (object name = spy) > str(spy) ?zoo? series from 1976-06-01 to 2011-03-31 Data: num [1:8791] 99.8 100.2 100.1 99.2 98.6 ... Index: Class 'Date' num [1:8791] 2343 2344 2345 2346 2349 ... > str(sprd) ?zoo? series from 1976-06-01 to 2011-03-31

Hi: I want to obtain a particular value from a data.frame. Following is my dataframe: > Quotes BID ASK Name CT2 GOVT 99.92969 99.9375 CT2 TUM0 COMDTY 108.53125 108.5469 TUM0 CT5 GOVT 100.10156 100.1094 GT5 FVM0 COMDTY 115.56250 115.5703 FVM0 TYM0 COMDTY 116.93750 116.9531 TYM0 If I try to run: QuoteTUM0BID = Quotes[Quotes$Name %in%

The standard R boxplot appears to use quartiles to determine the height of the rectangles and a range parameter - RNG - (default=1.5 I think) that determines the length of the whiskers as <= RNG x Interquartile Range. Is it possible to instead define the range as extending to the 95th percentile? If so, how would this be done? nb, I'm plotting multiple boxplots on a single chart so a

Hi all I would like to perform a logistic regression analysis on some complex survey data with R, but am not sure if there are functions within R that will enable me to do so. Also, are there any extensions of the "cor" function that would enable me to incorporate survey weights when calculating correlation coefficients for bivariate data. Any help on this matter will be greatly

Hi have been trying to get winbind working on Solaris 9 but to no effect. version info: samba: 3.0.0 openldap: 2.1.23 kerberos: MIT 1.3.1 Have followed the instructions in every howto, usenet posting I could find: nscd not running created relevant links in /lib and /lib/security/sparcv9 applied patch for nsswitch as recommended kinit -e works net ads join works wbinfo -t works wbinfo -u

Well, you don't give much of an example.... I'm replying CC to the R mailing list. Please ask questions there, rather than adressing individuals for basic help. Here is one; does it answer your question ? data(agriculture) ag.ag <- agnes(agriculture) class(ag.ag) pltree(ag.ag) # the dendrogram, if you want to see it ## cut the dendrogram -> get cluster assignments: (ck3 <-