similar to: Re: Recursive AR

Hello all, Does anyone know how to constrain/force specific coefficients when running lm()? I need to run recresid() {strucchange package} on the residuals of forecast.lm, but forecast.lm's coefficients must be determined by parameter.estimation.lm I could estimate forecast.lm without lm() and use some other kind of optimisation, but recresid() requires an object with class lm.

Hi, I was trying to repeat the estimation of threshold GARCH models from the book "Analysis of Financial Time Series" by Ruey S. Tsay, and I was succesfull, but I had to use "for" loop, which is quite slow. The loop is necessary, since you need to calculate recursive sequence. Is there a faster way to do this in R, without using loops? The model is such: r_t = \mu + \alpha_2

Allows user to recursively truncate files in PATH. e.g.: virt-builder --truncate-recursive /var/log Relates to RHBZ#119673 --- builder/cmdline.ml | 3 ++- customize/customize_run.ml | 6 ++++++ generator/customize.ml | 8 ++++++++ 3 files changed, 16 insertions(+), 1 deletion(-) diff --git a/builder/cmdline.ml b/builder/cmdline.ml index b7e7e07..debc789 100644 ---

Allows user to recursively truncate files in PATH. e.g.: virt-builder --truncate-recursive /var/log Relates to RHBZ#119673 --- builder/cmdline.ml | 3 ++- customize/customize_run.ml | 4 ++++ generator/customize.ml | 8 ++++++++ mllib/common_utils.ml | 8 ++++++++ mllib/common_utils.mli | 2 ++ 5 files changed, 24 insertions(+), 1 deletion(-) diff --git a/builder/cmdline.ml

Reading the body of function 'AnswerType' in bind.c, called from 'do_c' and 'do_unlist', I notice that EXPRSXP and VECSXP are handled identically in the recurse = TRUE case. A corollary is that c(recursive = TRUE) and unlist(recursive = TRUE) treat expression vectors like expression(a, b) as lists of symbols and calls. And since they treat symbols and calls as

Hi, I have an AR(1) series, so I thought that the order of the series should be 1. A simple lm fit with one period lag predicts the series pretty well. But when I tried ar, I got different orders: ar.mle selected order 6, ar.burgselected order 14, and ar.yw selected order 6. So I am wondering maybe I miss understood what "order" means in R? Does anyone know why would ar select order 6

Hi useRs, I'm trying to fit a basic AR(2) model with the 'ar' function. And when I try to check the value of the coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <-

Hi useRs, I'm trying to fit a basic AR(2) model with the 'ar' function. And when I try to check the value of the coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <-

Dear R-users, I used lm() to fit a standard linear regression model to a given data set, which led to a coefficient of determination (R^2) of about 0.96. After checking the residuals I realized that they follow an autoregressive process (AR) of order 1 (and therefore contradicting the i.i.d. assumption of the regression model). I then used gls() [library nlme] to fit a linear

This patch is against OpenSSH 3.7.1p2 sources. It adds recursive (directory) downloading and uploading. Criticism/suggestions welcome. I would imagine the time official support is added, recursive operations will be handled on a per-command basis as a flag as opposed to a global toggle command (such as get -r)? diff -ru openssh-3.7.1p2/sftp-int.c openssh-3.7.1p2-patched/sftp-int.c ---

2010/1/6 Talin <viridia at gmail.com> In my compiler, the multiple passes for resolving type names is done first, > using high-level type classes, before any LLVM IR is involved. The high > level classes are needed anyway since the LLVM type model does not capture > concepts such as const, up-casting, and other aspects of high-level types. > (Actually, I don't have discrete

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

I am trying to calibrate a non linear mixed model with a AR(1) autocorrelation structure. This structure is indicated by the ACF plot. When calibrating the model without the AR(1), everything comes out nicely. However, when the AR(1) structure is included in the model, the Phi parameter estimate comes out to be 1. This result occurs with various starting values in the correlation statement. Am I

dear R community: i have been looking but failed to find the following: is there a function in R that updates a plain OLS lm() model with one additional observation, so that I can write a function that computes recursive residuals *quickly*? PS: (I looked at package strucchange, but if I am not mistaken, the recresid function there takes longer than iterating over the models fresh from

Dear all, I have been trying the following without avail and would be very grateful for any help. From a dendrogram (recursive list of lists with some structure), I would like to obtain some information of the component lists and of the enclosing list at the same time. In dendrogram-speech I basically would like the label of the leaf and the height of the enclosing branch. A dendrogram example

Hi all, I ran into a weird corner-case of list.files today and I'm wondering what people think about it and a potential wishlist enhancement related to it. Consider the case where we call list.files with recursive and include.dirs both TRUE and we supply a pattern. In this case pattern is applied to directory names when deciding whether to list the directory return value but NOT when

https://bugzilla.samba.org/show_bug.cgi?id=4183 Summary: rsync not recursive when using -a in combination with -- files-from Product: rsync Version: 2.6.8 Platform: x86 OS/Version: Linux Status: NEW Severity: normal Priority: P3 Component: core AssignedTo: wayned@samba.org

I need some help with using recursive least squares lm.fit.recursive {quantreg}. I found some references online but cannot find a reproducible example as to how to use recursive least squares. I'd really appreciate if anyone can point me to a reproducible example. [[alternative HTML version deleted]]

> Only if the recursion is very deep. In practice, a recursive descent > parser isn't going to run out of stack space, nor will a quicksort or > binary-tree walker, The recursive-descent parser case has happened in practice: http://my.opera.com/hallvors/blog/2012/07/17/twitter-crashes-itself-with-commas?1 Also, I've seen some recursion-related PR's in Clang, although I think

Allows user to recursively truncate all files in a directory. Related to RHBZ#119673 Maros Zatko (1): customize: add --truncate-recursive option builder/cmdline.ml | 3 ++- customize/customize_run.ml | 6 ++++++ generator/customize.ml | 8 ++++++++ 3 files changed, 16 insertions(+), 1 deletion(-) -- 1.9.3