Displaying 20 results from an estimated 600 matches similar to: "Complex demodulation - Purely a time series question"
1997 May 11
2
R-alpha: Logarithmic scales
Here are another three problems with logarithmic scales:
1) segments() does not work with logarithmic scales. I suggest to change
lines 962-973 in "plot.c":
for (i = 0; i < n; i++) {
if (FINITE(xt(x0[i%nx0])) && FINITE(yt(y0[i%ny0]))
&& FINITE(xt(x1[i%nx1])) && FINITE(yt(y1[i%ny1]))) {
GP->col = INTEGER(col)[i % ncol];
2009 Jun 23
0
[Fwd: Re: Which product to use?]
Dave,
I have been interested in some of the same questions that you have been
asking. A while back I asked a person at VLSI ( http://www.vlsi.fi/ )
in Finland if they had a product that might work. The exchange of email
is included below.
In summary, the answer was probably no, but maybe in the future. The
VS1005 chip he mentions does not seem to have appeared yet.
I currently have a pair
1997 Jun 23
0
R-alpha: various graphics Q.
"contour" can't return a list of contours (it would be nice)
"arrows" has different options from S-PLUS (no "open" or "rel" options,
no "lwd" parameter or graphics parameter pass-through; "size" in S
corresponds to "length" in R). [I know we needn't follow S-PLUS syntax
slavishly, but it would be nice at least to
2001 Feb 15
1
cointegrating regression
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
2010 Dec 08
2
VARMA
Hi all,
I want to estimate parameters from a VARMA(p,q)-Modell.
The equations of the model or the model structures is given by:
Xt=beta1+beta2*Xt-1+beta3*Yt-1+epsilon1
Yt=beta4+beta5*Yt-1+espilon2
epsilon1 and espilon2 are white noise.
Xt is given by a vector of n elements e.g. (2, 4, 7, 9, …,n)’ and Yt is
given by a vector of n elements e.g. (4,9,12,17,…,n)’.
The lineVar from
2000 Oct 19
0
legend -- one more try
Dermot MacSweeney pointed out to me that after my "fix" of legend(),
points were no longer coming out placed in the middle of the lines, but at
the right-hand edge. It turns out that naively swapping the order of
point-drawing and line-drawing also messes up the bookkeeping that
legend() does on the current x-location. Here's my patch, which fixes
that bookkeeping (and incidentally
2001 Jan 15
0
legend() patch never seems to have made it in
Perhaps I should have submitted this as a bug so that it would be
officially tracked. It's not a big deal, but here it is again (I can't
remember which version this patch is against, but I don't think legend()
has changed since then ...)
Basically, the problem is that if you want to have "opaque" points that
overlay lines (rather than using type="b" and having
2008 Jun 20
2
Problems with basic loop
I'm having trouble creating a looping variable and i can't see wher ethe
problem arises from any hep gratfully appreciated
First create a table
x<-table(SURVEY$n_0,exposed)
> x
exposed
False True
Under 16 24 1
16-19 68 9
20-24 190 37
25-34 555 204
35-44 330 87
45-54 198 65
55-64 67 35
65+
2011 Dec 17
0
time-varying parameters kalman filter estimation problem using FKF package
Dear R users,
I am trying to carry out MLE of the time-varying CAPM using the FKF package.
My approach so far has been to try and adapt the example given in the help
file found using ?fkf which demonstrates the MLE of an ARMA(2,1) model.
When I attempt to run my R code (given below) I get the following error:
Error in fkf(a0 = sp$a0, P0 = sp$P0, dt = sp$dt, ct = sp$ct, Tt = sp$Tt, :
Some of
2007 Apr 19
0
box priece Q statistic
when we applied box priece Q statistic in stat library how does it work?
suppose we have series Yt then either it apply on residuals obtained by regressing
yt on Yt-1 .or apply direct on the series Yt
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2006 Feb 23
0
calculation problem
Dear R users,
I hope this mailing list be the right place for my question.
Usaully performance criterion of curve fitting like as Directinal Symmetry (DS) and Mean Absolute Percentage Error (MAPE) are correctly used with absolute time series which includes only positive values. But how it is possible to use DS and MAPE with other time series like as return series (for example return of a
2011 Sep 22
1
Error in as.vector(data) optim() / fkf()
Dear R users,
When running the program below I receive the following error message:
fit <- optim(parm, objective, yt = tyield, hessian = TRUE)
Error in as.vector(data) :
no method for coercing this S4 class to a vector
I can't figure out what the problem is exactly. I imagine that it has
something to do with "tyield" being a matrix. Any help on explaining what's
going on
2017 May 31
2
stats::line() does not produce correct Tukey line when n mod 6 is 2 or 3
Le 31/05/2017 ? 17:30, Serguei Sokol a ?crit :
>
> More thorough reading revealed that I have overlooked this phrase in the
> line's doc: "left and right /thirds/ of the data" (emphasis is mine).
Oops. I have read the first ref returned by google and it happened to be
tibco's doc, not the R's one. The layout is very similar hence my mistake.
The latter does not
2011 Nov 12
1
State space model
Hi,
I'm trying to estimate the parameters of a state space model of the
following form
measurement eq:
z_t = a + b*y_t + eps_t
transition eq
y_t+h = (I -exp(-hL))theta + exp(-hL)y_t+ eta_{t+h}.
The problem is that the distribution of the innovations of the transition
equation depend on the previous value of the state variable.
To be exact: y_t|y_{t-1} ~N(mu, Q_t) where Q is a diagonal
2012 Jun 01
1
trouble with append() in a for loop
Hello all,
*
*
I'm having some difficulty, and I think the problem is with how I'm using
append() nested inside a for loop. The data are:
y,x
237537.61,873
5007.148438,227
17705.77306,400
12396.64369,427
228703.4021,1173
350181.9752,1538
59967.79376,630
140322.7774,710
42650.07251,630
5382.858702,264
34405.82429,637
92261.34614,980
144927.1713,1094
362998.7355,1420
203313.6442,1070
2000 May 31
1
legend with multiple columns
I have made a minor hack to "legend" (in R 1.0.0, but I didn't notice
any changes to legend in the 1.0.1 NEWS) to allow the legend to be
formatted in multiple columns, or horizontally (number of columns <-
number of legend items). (I find this helpful when I have lots of legend
items and not a lot of vertical space to squeeze the legend into.)
(Another hack I've considered
2010 Jun 28
0
Forecast Package in R: auto.arima function
Hey,
I have a few doubts with regard to the usage of the auto.arima function from
the forecast package in R.
*Background:*
I have a set of about 50 time-series for which I would like to estimate the
best autroregressive model. (I want to estimate the coefficients and order
of p). Each of the series is non-stationary and are also have a non-normal
distribution. The data is non-seasonal.
My
2011 Aug 17
0
Sweave and graphics
Dear R-Users
I think I am getting the hang of how sweave works. However there is one
thing I am struggling with - nice small size graphics.
Here is the piece of the Rnw file that creates the figures.
<<pl1,fig=TRUE,include=FALSE,echo=false>>=
#pdf(file="datapl1.pdf",paper="a4",width=0,height=0);
plot(yt,ypred,xlab="Data",ylab="Predicted
2002 May 16
1
grid search with failed evaluations (and nonlinear start values as a secondary consideration)
Hello,
Please copy all replies directly to me (my account is having difficulty with receiving lists these days).
This is primarily a programming question, but the specifics regard start values for a nonlinear regression (if you have suggestions on alternative ways to obtain start values they are welcome as well).
I'm using nls to estimate a nonlinear time series equation of the form:
2009 Oct 05
1
[Bug 24328] New: swfdec crashing in both firefox and epiphany
http://bugs.freedesktop.org/show_bug.cgi?id=24328
Summary: swfdec crashing in both firefox and epiphany
Product: swfdec
Version: unspecified
Platform: Other
OS/Version: All
Status: NEW
Severity: normal
Priority: medium
Component: plugin
AssignedTo: swfdec at lists.freedesktop.org