similar to: transfer function models

Dear all, I am trying to write an R function that can estimate Transfer functions *with additive noise* i.e. Y_t = \delta^-1(B)\omega(B)X_{t-b} + N_t where B is the backward shift operator, b is the delay and N_t is a noisy component that can be modelled as an ARMA process. The parameters to both the impulse response function and the ARMA noisy component need to be estimated simultaneously. I

Hi, I have been using R for a few months now and I am confident that the language has everything I will need to complete my PhD. I can create functions, script files and packages, but I would like to write my programs more efficiently (maybe using OO). Can anyone recommend a good book on the "art" of good R programming? Kind Regards, Sam.

Hi, I am trying to use the stl function in the ts package. It requires that the data is a univariant time series at the moment my data is in a vector. I have coerced it to a time series using.... crimets <- ts(crimeData) However, this does not work. Does anyone have any suggestions? Cheers, Sam. p.s. I am fairly new to R so apologies if this is a stupid posting.

Hi, Does anyone know a method for adding a linear/polynominal trend to a simulated arima model using the arima.sim function? Any help will be greatly appreciated. Cheers, Sam.

Hi, I am trying to "do" a dyn.load(), but I get the following error... > dyn.load("fileGT.dll") Error in dyn.load(x, as.logical(local), as.logical(now)) : unable to load shared library "C:/R_Files/fileGT.dll": LoadLibrary failure: The specified module could not be found. It states it can't find the dll but it is in that directory. I have

Hi, I want to set up a dynamic link between a library e.g. myLibrary.a and a C++ file myProgram.cc to use in R. Is this possible? If so how does one go about doing it? Any help will be greatly appreciated. Cheers, Sam.

Hi, Can anyone tell me how to construct a simple VAR(1) time series with two variables using the dse package? I would like to end up with two time series y_1t = \phi_11 y_1,t-1 + \phi_12 y_2,t-1 + e_1t y_2t = \phi_21 y_1,t-1 + \phi_22 y_2,t-1 + e_2t Best regards, Sam.

Hi, Is there a function in R that lets one represent an integer in binary format for a given number of bits? So an example would be.... > binary.function(num=5, num.of.bits=8) > "00000101" Or, is this something I have to write myself? Any help would be appreciated. Cheers, Sam.

Hi, I would like to be able to count a sequence of numbers. For example, given a vector of the following integers (1,1,1,2,2,2,2,3,3,3,3,3,3,1,1,1,1, 3,3) the function would return (3, 4, 6, 4,2) Does anyone have any cool ideas to solve this? Any help appreciated. Regards, Sam. [[alternative HTML version deleted]]

Hi, I am trying to make my own package in Windows XP with R 1.9.1. using Rcmd build/ Rcmd. The initial Rcmd build compiles ok with no error messages. However, when I run Rcmd check it runs ok up until * checking for file 'GammaTest/DESCRIPTION' ... OK * checking if this is a source package ... OK * checking whether package 'GammaTest' can be installed ... ERROR Installation

Hello again, A different but related question to my last one: Does anyone know if one can easily estimate state-space models using ML and the kalman filter using R? I would be especially interested in a relatively flexible function that would allow for estimation of hyperparameters, or could be made to do so. Thanks Michael J. Roberts Resource Economics Division, PMT USDA-ERS 202-654-5557

Hi, Does anyone know of a pre-existing function where I can get the t-test confidence interval for a given mean, sd, degrees of freedom and confidence limit. I do NOT want to run any data through the t.test function. Kind regards, Sam. [[alternative HTML version deleted]]

Hi, I am trying to run a very computationally expensive procedure in R-2.0.0. and the process always gets killed after approx 8 minutes. This procedure calls some of my own C++ code - in case it was this code causing a memory leak I unload and then reload the .so file every time, however I still get the same problem. The procedure is run 16000 times and always calls the lm() function. My

Dear all, I have found some serious bugs in the knnFinder package (which supports data structures and algorithms for both exact and approximate nearest neighbor searching in arbitrarily high dimensions) that may trigger segmentation faults. I have fixed them but I had troubles to contact its maintainer Samuel E. Kemp (previously with the University of Glamorgan, UK). Do someone know where I

Hi, I am trying to write an article for the Rnewsletter, but keep getting errors. I have googled around for some decent examples that contain figures, maths, etc but with no joy. Would any be so kind as to send me an example article in latex code? Cheers, Sam.

To whom it may concern, I am interested in generating data from an ARMA(p,q) process in R. I know that there are functions in S which allow for this, but I don't know if such functions exist in R. Do they? And if so, what are those functions? Thanks, Carsten Botts e-mail: cbotts at stat.ufl.edu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help

(My apologies if this is a repeated posting. I couldn't find any trace of my previous attempt in the archive.) I'm having trouble with forecast() in the dse2 package. It works fine for me on a model without a trend, but gives me NaN output for the forecast values when using a model with a trend. An example: # Set inputs and outputs for the ARMA model fit and test periods

Hello, I try to simulate an ARMA-model using R, but I didn't find any function to generate such timeseries. In Splus there is the function arima.sim which generates AR-, MA- and ARIMA-series. Is there any similar in R? Best regards, Frank Beimfohr -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Hi, I am considering whether or not to buy an apple mac. I have noticed on one of the R FAQs for Mac OS X that you cannot install packages from other OS's if C++ code is contained. My question is: Is it possible to build the package sources containing C++ code on the Mac and then install them? Thanks in advance, Sam.

Hi, In the getGraphicsEvent function the (x,y) co-ordinates returned from the mouse move are in relation to where the mouse is located within the device window (i.e. the lower left corner of the window is '(0,0)', the upper right is '(1,1)'). Is there a way of returning the (x,y) co-ordinates of data points plotted where instead of x and y being the actual data points they are