similar to: topical guide to R packages

Good Afternoon R Help! On of my users is seriously thinking about moving to R from Splus. In his testing, he has already found some benefits to it. He has, however run into one issue, calling his Fortran functions in R. Previously, in Splus, he would do the following: 1. Compile via f90 the *.f program 2. link the object file to the Fortran IMSL libraries via the 'ld' command 3.

Dear R-brains, I'm rather new to state-space models and would benefit from the extra confidence in using the excellent package sspir. In a one-factor model, If I am trying to do a simple regression where I assume the intercept is constant and the 'Beta' is changing, how do I do that? How do i Initialize the filter (i.e. what is appropriate to set m0, and C0 for the example below)?

I am having a problem with the package SSPIR. The code below illustrates it. I keep getting the message: "Error in y - f : non-conformable arrays." I tried to tweak the code below in many different ways, for example, substituting rbind for cbind, and sometimes I get a different error message, but I could not find a variation of this code that would work. Any help will be greatly

Hi all, I've just started working my way through Mike West and Jeff Harrison's _Bayesian Forecasting and Dynamic Models_, and I was wondering if there were any publically-available packages to handle dynamic linear models, as they describe. I found the "dynlm" package, but either I don't yet understand what's going on or that package uses a different sense of the phrase

Dear R Users, I am new to state-space modeling. I am using SSPIR package for Kalman Filter. I have a data set containing one dependent variable and 7 independent variables with 250 data points. I want to use Kalman Filter for forecast the future values of the dependent variable using a multiple regression framework. I have used ssm function to produce the state space (SS)

Hi All Please see the Rprofile file which i have modified as follows and after that when I start R then I see that R says to me "TRUE" for all the packages implying that all loaded at once. But when i try to use commands as simple as help("lm"), it doesnt work nor any of the menu "Packages" is not working. Although the regression using lm ( Y ~ X ) is working

Hello everybody, I am writing a review paper about State Space models in R, and I would like to cover as many packages as I reasonably can. So far I am familiar with the following tools to deal with SS models: * StructTS, Kalman* (in stats) * packages dse[1-2] * package sspir * package dlm I would like to have some input from users who work with SS models: are there any other packages for SS

I am having a problem with optim() using the "L-BFGS-B" method. When I set the lower limit for the third parameter equal to zero I get an error message: > low.lim.3 <- 0 > phi_opt <- optim(phi_, model_lik, NULL, method = "L-BFGS-B", lower=c(0.2, -100, low.lim.3, 0), upper= c(10, 100, 10, 10), control = list(maxit = 1000, parscale = c(0.2, u1, 0.002, 0.002), trace =

Dear R-Users, I'm using SSPIR package for a spatio-temporal application. Is it possible to modify the structure of the involved matrixes (Fmat, Gmat, Vmat,Wmat)? I want to create a model like this #y(t)=k*theta(t)+epsilon(t) #theta(t)=h*theta(t-1)+eta(t) #epsilon(t) N(0,V) V=sigma2*I #eta(t) N(0,W) W=sigma2_eta where the state variable theta has dimension 1(p=1) and at

Hi Everyone, I am trying to work with a routine that is from the IMSL called BSVLS. I have the file as a .dll file. I have been trying to call the routine using the dyn.load function. I am working on a 32-bit windows 7 OS with 3 GB. For some reason i still keep getting the error message LoadLibrary %1 is not a valid Win32 application I looked at previous posting and they were all related to

Hi, Does somebody knows of the existence of a library of functions for solving differential equations, I need a solver for a system of non linear first order differential equations. I think there was something in IMSL but that was a long time ago and probably there are some new algorithms in the new now. Thanks for any pointers. . R. Heberto Ghezzo Ph.D. Meakins-Christie Labs McGill

Hi, i'm just starting with Linux, and by ny job I have to program in Fortran, and I use Microsoft Fortran Powerstation (an IDE) because of its integrated IMSL library. Now I tried to run it from Linux simply with the command wine msdev.exe, and the first time it worked. After that when the window starts to open another window opens with the title "Microsoft Visual C++ Runtime

I am new to using R and would appreciate some advice on which books to start with to get up to speed on using R. My Background: 1-C# programmer. 2-Programmed directly using IMSL (Now Visual Numerics). 3- Used in past SPSS and Statistica. I put together a list but would like to pick the "best of" and avoid redundancy. Any suggestions on these books would be helpful (i.e. too much

Howdy What I 'd like to analyze with a large data on building permits is to find time series effect of urban policy on buildings as well as cross-sectional effects in any. In 1990 the specialZone urban policy was introduced. I guess that the effects of this specialZone policy would be different from countys. There are counties that do not welcome this specialZone forced to design it. One of

I would like to enclose my own C routines to R. I'm using some IMSL Fortran Routines in my C code, but I can not load the shared IMSL library direct nor by using -limsl in the ld statement. Has anyone experiences with loading IMSL Fortran routines to R? Many thanks Markus Huerzeler _______________________________________________________________________________ Markus Huerzeler

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]

It would be great to know if and where an R code for Common Principal Component Analysis is available. Thanks, Daniel Daniel Berner Redpath Museum & Dept. of Biology McGill University 859 Sherbrooke St. W. Montreal, QC, H3A 2K6 Canada Phone: 514-398-4086 ext. 00908 Fax: 514-398-3185 Email: daniel.berner at mail.mcgill.ca

Greetings, I sent the message below to the developer of the contributed R package "sspir", but have yet to receive any response. I would be very grateful for any advice people have on the matter. Thanks, Mark -------- Original Message -------- Subject: possible bug in sspir? Date: Tue, 19 May 2009 16:08:41 -0700 From: Mark Scheuerell <mark.scheuerell at noaa.gov> To:

Dear R-Help, I'm trying to learn the sspir package for state space modeling. Has anyone coded a cubic spline smoother (continuous time) in state space format in sspir? The syntax for setting up the various matrices would be really helpful. Best Simon -- Simon D.W. Frost, D.Phil. Assistant Adjunct Professor of Pathology University of California, San Diego Mailcode 8208 UCSD Antiviral

Dear R Core Team, I am using package {urca} to do cointegration and estimate ECM model, but I have the following two problems: (1) I use ca.jo() to do cointegration first and can get the cointegration rank, alpha and beta. The next step is to test some restrictions on beta with blrtest(),bh5lrtest(), and bh6lrtest(). But none of them can add restrictions on all the cointegration