similar to: adding observations to lm for fast recursive residuals?

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.

Hello R users: I'm trying now to apply the package strucchange to see whether there is a structural change in linear regression. I have noted the following problem that arises in my case with recursive-based CUSUM: generic function recresid() in efp() generates an error, since (probably) it cannot compute the inverse matrix of (X^(i-1)^T)*(X^(i-1)) at each step (i-1), because the matrix

dear wizards: my .Rprofile has just one command for testing, loadhistory("~/.Rhistory") but this gives me an error on R startup: Error: couldn't find function "loadhistory" Invoking loadhistory() as the first interactive command works fine; incidentally, I believe loadhistory() in the .Rprofile worked in earlier or other platform R releases, too. Is the .Rprofile

Dear R Wizards: Running R 1.9.1. on amd64. Promise<- c(0,20,40); Expect<- c(0, 20, 0.2*20+.8*40 ); # this omits printing numbers on the axes labels. pdf(file = "bug.pdf" ); plot(Promise, Expect, type="b", ylim=c(0,60)); dev.off(); # this works postscript(file = "bug.eps" ); plot(Promise, Expect, type="b", ylim=c(0,60)); dev.off(); apologies if

hi: could someone please point me to a function that allows me to solve general non-linear functions? > irr.in <- function(r, c1, c2, c3 ) { return(c1+c2/(1+r) + c3/(1+r)^2); } > solve.nonlinear( irr.in, -100, 60, 70 ); 0.189 If someone has written an irr function, this would be helpful, too---though not difficult to write, either. thanks for any pointers. Regards, /iaw

dear R wizards: I would like to write a function that roughly places the equivalent of the following latex text into the current plot: \newcommand{ \placesigma }[4]{ \put(\#1,\#2){ \sigma_{A , #3} = #4 } I cannot figure out how to do this. I know I have to use a function that uses expressions in a text() invoke. But passing arguments and nesting strings and expressions has so far not

dear wizards: FYI: gentoo is a linux meta distribution, which compiles all packages. Once running, gentoo is stable on most applications. (it has some problems with system tools, such as grub.) the compiler is gcc 3.3.3. I do not expect anyone to track down for me why R fails on the gentoo amd64+gcc3.3.3 system, but I thought that it would be good to put it on the record to save

dear wizards: FYI: gentoo is a linux meta distribution, which compiles all packages. Once running, gentoo is stable on most applications. (it has some problems with system tools, such as grub.) the compiler is gcc 3.3.3. I do not expect anyone to track down for me why R fails on the gentoo amd64+gcc3.3.3 system, but I thought that it would be good to put it on the record to save

<ivo_welch-rstat8783@mailblocks.com> writes: > PS: I am still looking for an R wizard who would be interested in > coauthoring an "R cookbook" ala the "perl cookbook" with me... I think I've said it before, but I think such a book ought to coauthor Paul Johnson, whether or not he does any work beyond the Rtips web pages. A few of the tips may need a bit of

This has been in the R-admin manual for a least a week, and I reported it here earlier than that. R 2.0.0 alpha does not allow f2c on 64-bit platforms. It's all been dealt with quite awhile ago .... On Sun, 12 Sep 2004 ivo_welch-rstat8783@mailblocks.com wrote: > > from the gentoo folks, on f2c problems with R on 64bit platforms: > > "Config and me finally found the

On Sat, 21 Aug 2004 ivo_welch-rstat8783@mailblocks.com wrote: > > peter/brian: thank you for the help. i can now report that gentoo > amd64 can compile R just fine, too; it requires the f77 USE flag and a > gcc compiler rebuild first, though. I also went to gcc 3.4.1. my > segfault troubles earlier were caused by my use of f2c. > > suggestion: would it be possible to

SAS * better manuals. * tech support for most universities contracted into the price, thus for researchers. * batch orientation. if you have to handle data sets that are as large as your memory, SAS generally does it better. It seems to be an "n-pass design." Years ago, when memory was expensive, I could not use S/R even for simple problems. Just a few simple operations, and I

I ran into an interesting oddity of R, if (0) { print(1); } else { print(2); } is a syntax error, while if (0) { print(1); } else { print(2); } or if (0) { print(1); } else { print(2); } is not. I presume it has to do with the duality of the newline functioning as an end of command (;) character, though it still seems a bit odd, and it took me a while to figure out

Dear R wizards: under R-2.1.0: eargs <- 3:5; line <- paste(c("echo A B", eargs)); cat("executing from R: '", line, "'\n"); system(line); Oddly, only "A" and "B" are echoed, not the eargs. I had hoped that line would be one string at this point, and for printing this seems to be true. However, unlist(line) still gives me the 4

Good morning to all, I am encountering a blocking issue when using the function 'breackpoints' from package 'strucchange'. *Context:* I use a data frame, 248 observations of 5 variables, no NA. I compute a linear model, as y~x1+...+x4 x4 is a dummy variable (0 or 1). I want to check this model for structural changes. *Process & issues:* *First, I used function Fstats.* It

dear R wizards--- I would like to do some book-on-demand printing at a popular printer named lulu, but lulu requires inclusion even of the basic postscript fonts. Interestingly, my book itself does not need the 14 base acrobat fonts, only the embedded R figures do. Of course, I really would like to get pdftex to embed the fonts, but how to do this is not obvious either. [This method seems

dear R wizards: is it possible to use a postscript font symbol as a plot symbol? in particular, I want to use the four postscript symbols for playing cards (club, heart, spade, diamond) as points. In LaTeX, these four are \Pisymbol{psy}{"A7} \Pisymbol{psy}{"A8} \Pisymbol{psy}{"A9} \Pisymbol{psy}{"A10} and what I would love to do is place them, at say, (x=1,y=1),

Dear all, Does anyone know where there is R or S code for the CUSUM SQUARED structural breaks approach? (Brown, Durban and Evans, 1975 - used in Pesaran and Timmerman, 2002) The problem is that the breaks package only appears to offer the standard 'unsquared' CUSUM, even though it appears most think it is inferior to the squared version. It might appear to be a relatively simple

dear R wizards: an operation I execute often is the deletion of all observations (in a matrix or data set) that have at least one NA. (I now need this operation for kde2d, because its internal quantile call complains; could this be considered a buglet?) usually, my data sets are small enough for speed not to matter, and there I do not care whether my method is pretty inefficient (ok, I

hi: where would I find facilities to draw circles, ovals, and semicircles? (or should I construct them myself using curve?) regards, /ivo