Displaying 20 results from an estimated 1000 matches similar to: "Looking for .Call functions"
2003 Jul 31
1
R 1.7.1 arima0 problem
Hi, I'm trying to go through the examples for function
arima0() in ts package, i.e,
>data(lh)
>arima0(lh, order = c(1,0,0))
each time the call to arima0() causes a segmentation
fault. I checked the earlier version (1.1.1) of R,
the function arima0 works fine.
Tracing the call indicates that the function
"setup_starma" (in pacf.c under ts) interprets
the addresses of the
2004 Sep 27
1
optim error in arima
Hello,
I'm fitting a series of ARIMA models to a data set to compare fits. After taking the logs of the data and then differencing them to induce stationarity, I execute
arima( y, order=c( p, 0, q ), seasonal=list( order=c( P, 0, Q ), period=7 ) )
for various values of p, q, P and Q. For one set of these values, I get
Error in optim(init[mask], armafn, method = "BFGS", hessian
2005 Mar 07
2
erb and builder in same view ....
Has anyone tried using erb and builder in the same file?
Either .rxml or .rhtml?
I''m wanting to do some think like the following:
xml.div(''id''=>''menu'') {|xml|
link_to "create race", :controller=>"derby", :action=>"new"
}
Thanks,
-- Tom.
--
"Nothing will ever be attempted, if all
possible objections must
2013 Oct 05
3
trying to compile R in win 7 (with Rtools)
hello all,
I am trying to compile the R in Win7
and compiles one small part
but the script don't move from the 'base' directory to 'stats'
I installed the Rtools likee administrator
and call the terminal (MS-DOS) like administrator too.
if somebody can tell me any tips, I thank in advanced
cleber
#############################################
File LOG
2001 Apr 12
1
estimates for e in procedure arima0() ?
Dear all,
this may be a stupid question but...
The underlying model in procedure arima0 is
X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... +b[q]e[t-q]
Is it possible to get an estimate of e for every point t, t-1 etc. or
at least an estimate of the variance of e?
Thanks a lot in advance for any hints
Kai Arzheimer
2007 Jul 06
3
assert_equal - problems returning value from controller
Hi,
I have the following assert_equal that is returning false.
@q seems to be returning niil, but is set in the controller, how can I
get hold of this value in my tests?
assert_equal ''derby'', @q
Thanks
Mark
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2018 Jun 07
2
Matching ConstantFPSDNode tablegen
I'm trying to match a ConstantFPSDNode == 0 in dag pattern for tablegen but
am having some issues.
So LLVM doesn't seem to accept a floating point constant literal match like:
%v = call <4 x float> @foo(i32 15, float %s, float 0.0, <8 x i32> %rsrc, <4
x i32> %samp, i1 0, i32 0, i32 0)
ret <4 x float> %v
def : XXXPat<(v4f32 (int_foo i32:$mask, f32:$s, 0,
2004 Aug 17
1
suggestion for ARMAacf()
hi,
in 1.9.1, the return value from ARMAacf(pacf=TRUE) is not named by lags,
contrary to ?ARMAacf. the simple fix is to move names(Acf) <-
down after if(pacf), with an appropriate starting lag as pacf=TRUE appears
to start at lag 1 (whereas pacf=FALSE starts at lag 0).
for consistency, one could argue to append 1 for lag 0 for pacf=TRUE
(or start pacf=F at lag 1). however, given the
2003 Sep 08
2
pacf lags
pacf in devel seems by default to return a different number of lags
than 1.7.1 for $pacf. I don't see any mention of this in the NEWS file,
or any change in the documentation, so I suspect it is and error,
though it may be an undocumented improvement.
(Newbie question: How is the simplest way to display a function like
pacf.default that is not exported from a namespace?)
Paul
2009 May 20
1
stationarity tests
How can I make sure the residual signal, after subtracting the trend extracted through some technique, is actually trend-free ?
I would greatly appreciate any suggestion about some Stationarity tests.
I'd like to make sure I have got the difference between ACF and PACF right.
In the following I am citing some definitions. I would appreciate your thoughts.
ACF(k) estimates the correlation
2003 Apr 02
2
pacf.mts
I am getting the following:
*** Weave Errors ***
Error in driver$runcode(drobj, chunk, chunkopts) :
Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts"
*** Source Errors ***
Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts"
make[1]: *** [checkVignettes] Error 1
I don't really understand the new namespace mechanism,
2000 Jun 20
1
pacf
Dear list,
according to the documentation of acf{ts}
"the partial correlation coefficient is estimated by fitting
autoregressive models of successively higher orders up to lag.max. "
However, R seems to return the Yule-Walker estimates of the PACF by
default. You can check this using c(1:10) as the series: the YW
estimates are 0.7000000 and -0.1527035 for lags 1 and 2 . If the PACF
2008 Aug 28
3
Plots spanning columns
Hi! I want to plot three graphs (residuals, ACF and PACF of a
model). Ideally I would use a c(2,2) disposition where the residuals
plot would start at position 1,1 and span to position 1,2. Then I would
plot the ACF in position 2,1 and the PACF in position 2,2. Maybe is
clearer like this:
--------------------------
| |
| residuals |
|
2009 Sep 11
2
How to Label Certain Lags for a PACF Graph
When I use the command for PACF, lags 5, 10, 15, and 20 are labeled. I would
like to label lag 1. I would greatly appreciate if someone could tell me how
to do this. Below is the command that I am using:
pacf(data$R1,main="Series R1 Residuals")
[[alternative HTML version deleted]]
2002 Apr 02
1
predict with arima0
Dear R People:
I'm trying to use the predict command on an arima0 object.
I do the following:
xm.arma <- arima0(xm2,order=c(1,0,1))
predict(xm.arma,n.ahead=2)
and I get the message:
Error in round(x, digits) : Non-numeric argument to mathematical function
Any ideas what the problem might be, please?
R version 1 4 1 on Windows.
Thanks in advance!
Sincerely,
Erin Hodgess
Associate
2001 Dec 16
3
Arima
I did a regression with ARMA errors using arima0 with
ari<-arima0(y,order=c(2,0,2),xreg=reg1,delta=-1)
or
ari<-arima0(y,order=c(2,0,2),xreg=reg1)
where reg1 is the matrix of the regressors and when I see diag(ari$var.coef)
I get negative terms. Do you know what this mean ?
I try to change transform.pars to 0 or 1 but this crash R on Windows.
Is it possible to test the significativity
2009 Oct 03
3
Winbugs under R's error message
Dear R lists,
I ran Winbugs under R. I could get the results, but I kept getting the error messages:
Error in file(con, "wb") : cannot open the connection
In addition: Warning messages:
1: In file.create(to[okay]) :
cannot create file 'c:/Program Files/WinBUGS14//System/Rsrc/Registry_Rsave.odc', reason
2004 Aug 09
1
Easy acf and pacf for irregular time series in R
R:
Is there an easy way to get the acf and pacf for an irregular times
series? That is, the acf and pacf with lag lengths that are in units of
time, not observation number.
Thanks,
Jason Higbee
Research Associate
Federal Reserve Bank of St. Louis
The views expressed in this email are the author's and not necessarily
those of the Federal Reserve Bank of St. Louis or the Federal Reserve
1999 Nov 07
2
arima0() (PR#314)
Full_Name: Ahmad Abu Hammour
Version: rw0651
OS: windows 95
Submission from: (NULL) (63.23.128.44)
Although I know that "ts package" is preliminary, I wanted to compare the
results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in
standard errors of coefficients from R and real figures from SPSS. I changed
"delta" in R to match that used by SPSS, I received