similar to: StructTS

Dear R-list, i have a problem, in the framework of simulations, i want to vectorize for earning time: a variable, say X, has values on intervals and an other variable, say Y, has values on other intervals. For example Inf Sup X 0 2 1 2 4 2 4 6 3 and Inf Sup Y 1 3 1 3 5 2 5 7 3 i want to create a matrix like this Inf Sup

R-users, i have some time series and use HEGY seasonal UR tests in the uroot package. But i have problems with interpretation of t and F statistics. Is there any critical values for these tests in R? is anybody ever write a bootstrap of these tests? thanks for advance, with all my bests, erik. ================================= Erik-André SAULEAU SEAIM Centre Hospitalier 87, Avenue

Dear R-list, I try to adjust GLMM on incidence cancer data. Without random effect, in GLM the command is, for example with sex effect, glm(Observed~sex+offset(log(Expected)),family=poisson) because the observed are Poisson distribued with parameter Expected*incidence rate. But know I want to introduce random effect (for example spatial effect) and it seems to me that the "offset" does

Dear R-list, I wish a very happy new year and send you a little question: I have different variables which names are m1, m2, m4, .., m10, ... and want to obtain for example mean of each of them without typing each mean(m1), mean(m2), .... What is the solution for decomposing names in mXX? With my best regards, EA. ============================================ Erik-André SAULEAU SEAIM Hôpital du

Hello R-List I use DClusters package (I work in a cancer regestry). I have 2 questions about it: 1-how is it possible to get back the bootstrap pValue? I mean the pValue of the calculated statistic with respect of the distribution of this statistic under the null hypothesis. 2-how is it possible to test an overdispersion in the poisson model? for choosing a best model I need this mesure of

Hi, i want to create an object which contains different classes: for example i have some time series and test if ARIMA models are best than HoltWinters models: for each of my time serie i want to collect in an unique object which model was the best: for some it will be an HoltWinters class and for some other an Arima class. is there any solution?? thanks in advance, with my best, erik sauleau

Dear all, I want to use GraspeR (on R 1.6.0) and have to install tcltk library. When I try to do this, I get back this error message: Error in firstlib(which.lib.loc, package) : TCL_LIBRARY is not set Error in library(pkg, character.only = TRUE) : .First.lib failed But I have a tcl/tk package (Active TCL 8.4.1.0) correctly install on my PC (Win95) and in the autoexec.bat the

Dear R-list, I think it's really a newbie question but ... I try to model age-period-cohort models with polynoms in each effect. I have for each level of age and period some cases -k- and persons-years -py-. Models are A_xP_y: log(k_age,period/py_age,period)=f(polynom(x),age)+f(polynom(y),period). For exemple I try to adjust an A2P3 :

Dear R-listers, I have to explain "y", a continous variable, with two variables "t" and "p" which are "factor variables": t is [1:12] and p is [1:18] (a value for y for each combination t*p). OK, then I try to adjust models like: y=a_p + b*t (I mean as many intercepts as levels of p) or y=a_p + b_p*t (as many intercepts and coefficients for t as levels of

Hi I am still having problems with using the stl function, when I read the csv file into R into a file called tkr and use dim(tkr) the result is 132 1 which is fine. When coerce it into a trime series using ts either: tstkr <- ts(t(tkr), deltat=1/12) or tstkr <- ts(c(tkr), deltat=1/12) and use the stl function I get the following error: Error in

Un texte encapsul? et encod? dans un jeu de caract?res inconnu a ?t? nettoy?... Nom : non disponible Url : https://stat.ethz.ch/pipermail/r-help/attachments/20070220/cb89f312/attachment.pl

There seems to be a bug with var() when the argument is a vector with exactly three values of 1e30 (or close to this value). This does not happen with twice, four (or more) times this value, or another value. > var(rep(1e30, 3)) [1] 2.971056e+28 > var(rep(1.2e30, 3)) [1] 2.971056e+28 > var(rep(0.9e30, 3)) [1] 2.971056e+28 > var(rep(0.8e30, 3)) [1] 0 > var(rep(1e29, 3)) [1] 0 >

(re-formulate, re-send, without html) for vector y = c(1,2,3,4,5), H = 0.66 manual calculations using the equations below give a = c(1,1.66,2.55,3.51,4.50). KalmanRun with these parameters gives res$states = (1,1,1,1,1)! for Kalman Filter Durbin/Koopman give at p67 eqs 4.13: v = y - Z a, F = Z P Z' + H, K = T P Z' / F + H, a[t+1] = T a + K v, P[t+1] = T P L'

Hello everybody, I'm investigating several time series with StructTS, and for one series I get zero variance for the measurement errors (local level model). I've read in Brian Dipleys article on time series in the R-Newsletter June/2002, that the airline passengers data set yields the same result. Having the variance of epsilon as zero, I would expect the residuals (y - Z a) to be

Hi, I used function StructTS some time ago to fit a structural model to a time series. Now with R 1.6.2-1 I repeated the analysis with the same series and I get the following error: Error in KalmanLike2(y, Z, -1) : invalid argument type I tried with other series and I get the same error; I checked the examples in the documentation and they work fine. I suspect I am missing something

I am having problems with forward prediction using the output of the Basic Structural Model from StructTS. The following snippet illustrates the problem: t_end <- 139 nahead <- 20 data(AirPassengers) ap <- log10(AirPassengers)-2 fit <- StructTS(ts(ap[1:t_end], freq=12), type="BSM") p <- stats:::predict.StructTS(fit, n.ahead=nahead) plot(1:t_end, ap[1:t_end],

Hello, Does anybody know if (and how) it is possible to obtain standard errors of estimated variances from StructTS? (R 2.10.0). Thank you in advance, Giovanni

Dear All I would like to use the StructTS function in the ts library to fit the ' BSM ' model. I have some, probably basics, questions about the model and about the function(s): 1) How can I check the statistical significance of the estimated parameters(variances)? 2) Is there some way to find what component "dominate" the series? 3) Is there a function to produce

In the examples for StructTS -- ($RHOME)/library/stats/man/StructTS.Rd -- could par(mfrow = c(4, 1)) plot(log10(UKgas)) plot(cbind(fitted(fit), resids=resid(fit)), main = "UK gas consumption") become plot(log10(UKgas)) par(mfrow = c(4, 1)) plot(cbind(fitted(fit), resids=resid(fit)), main = "UK gas consumption") ## Note that par was moved down This makes the plot of UKgas

Dear all, The definition of the initial covariance matrix P in StructTS function seems to be defined in a somewhat non-standard way without any references. Usually that matrix is defined as a diagonal matrix in case of structural time series models, but StructTS defines this as a singular matrix filled with 1e+06 * var(x, na.rm = TRUE)/100 where x is the time series being modelled. I wonder if