similar to: DSE: covariance of white noise

Displaying 11 results from an estimated 11 matches similar to: "DSE: covariance of white noise"

2004 Jul 25
1
Multivariate ARMA Model
Hi R-Community, so far I dealt with univariate processes and used the function "arima" to estimate an ARMA(1,1)-model. For multivariate processes there are the functions "estVARXar" and "estVARXls" from package "DSE". But how can I estimate an VARMA(1,1)-model, or even better determine the orders and estimate the parameters? Much thanks in advance, Hagen
2002 Sep 06
2
Estimating parameters of a linear model
Hi R-Community, I have two correlated time series X[t] and Y[t]. X[t] can be modeled as X[t] = a[1]X[t-1] + a[2]X[t-2] + e[t] + b[1]e[t-1] + b[2]e[t-2] + c[0]Y[t] where e[t] is a white noise process. Is there a way to estimate the coefficients a[1], a[2], b[1], b[2] and c[0]? Much thanks in advance, Hagen Schm?ller -- Dipl.-Ing. Hagen K. Schm?ller Institut f?r Elektrische Anlagen und
2002 Aug 06
2
Estimating Weibull parameters
Hi R-Community, I have a vector of Weibull distributed observations and I would like to estimate the parameters "shape" and "scale" of the Weibull distribution. Is there a way to do this in R? Much thanks in advance, Hagen Schm?ller -- ----------------------------------------------------------------------- Dipl.-Ing. Hagen K. Schm?ller Institut f?r Elektrische Anlagen und
2002 Jul 24
1
TS-library
Hello, I am trying to get a library for statistical computing. For example, I have to compute the ARIMA parameters of time series and I?d like to do that out of my C/C++ or Fortran source code. The thing I already managed is how to get the standalone library "Rmath", but in this library the ts-modul is not included. Thus, my question is: How can I get a library including the
2010 Jun 07
1
what`s best memory - speed - pc for R?
Hi all, I need to do massive simulations in the next two years. I estimated that I will need about 64GB memory, if I do not want to split up the calculations. Additionally I would like to have it as fast as possible. Can R handle multi-core processors and can all standard operating systems handle the same amount of memory and speed? Perhaps someone could point me to a webshop that sales
2010 Jun 26
0
Problem: RWinEdt and Windows 7
Hi I can install RWinEdt if I start R with administrator rigths, but it does not paste my code to the console. I found advice in the link below how to manage the problem, but it did not work, any other idea? http://yusung.blogspot.com/2009/01/rwinedt-and-windows-vistawindow-7.html Thanks a lot,Johannes >From: Uwe Ligges <ligges_at_statistik.tu-dortmund.de> >Date: Sun, 08 Nov 2009
2011 Sep 07
1
boot problem after disk change on raid1
Hello, I have two disks sda and sdb. One of the was broken so I have changed the broken disk with a working one. I started the server in rescue mode, and created the partional table, and added all the partitions to the software raid. *I have added the partitions to the RAID, and reboot.* # mdadm /dev/md0 --add /dev/sdb1 # mdadm /dev/md1 --add /dev/sdb2 # mdadm /dev/md2 --add /dev/sdb3 # mdadm
2009 Dec 07
0
[LLVMdev] Documentation of malloc/free
<please email llvmdev, not me directly> On Dec 7, 2009, at 8:47 AM, Florian Merz wrote: > Hi Chris, > > I do understand that you don't want to keep the whole history, but > to me > personally a simple line for recent changes like "introduced in 2.7" > or > "removed in 2.7" would have been nice, so this might be the case for > other >
2009 Dec 07
3
[LLVMdev] Documentation of malloc/free
Hi everyone, I noticed that MallocInst and FreeInst have been removed from the LLVM IR as well as the language reference[1]. May I propose that at least some placeholder is left in that document telling the reader that these instructions have been removed. This should be kept in at least until there is one official release that does not support these instructions anymore. The same goes for
2008 Jan 15
3
DO NOT REPLY [Bug 5203] New: rsync aborts because of glibc invalid pointer
https://bugzilla.samba.org/show_bug.cgi?id=5203 Summary: rsync aborts because of glibc invalid pointer Product: rsync Version: 2.6.9 Platform: All OS/Version: Linux Status: NEW Severity: normal Priority: P3 Component: core AssignedTo: wayned@samba.org ReportedBy:
2007 May 29
0
Branch 'as' - 6 commits - libswfdec/swfdec_as_interpret.c libswfdec/swfdec_js_xml.c libswfdec/swfdec_tag.c player/swfplay.c
libswfdec/swfdec_as_interpret.c | 126 +++++++++++++++++----------------------- libswfdec/swfdec_js_xml.c | 2 libswfdec/swfdec_tag.c | 2 player/swfplay.c | 2 4 files changed, 60 insertions(+), 72 deletions(-) New commits: diff-tree 66f9ced7820cb09446dc493778fbd8348bfcb626 (from 33ee0a567aa0a7d9b287a5285527b436ae3fe560) Author: Benjamin Otte <otte