similar to: GLARMA

Hi R-friends, Attached is the SAS XPORT file that I have imported into R using following code library(foreign) mydata<-read.xport("C:\\ctf.xpt") print(mydata) I am trying to maximize logL in order to find Maximum Likelihood Estimate (MLE) of 5 parameters (alpha1, beta1, alpha2, beta2, p) using NLM function in R as follows. # Defining Log likelihood - In the function it is noted as

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)?

Hi Friends, I am working on R-2.9.0 and i want to connect oracle through R, but i could not find ROracle (zip file for windows) on CRAN Packages. Can anyone suggest me how to connect Oracle from R in windows platform? I would be grateful if u can provide me code aswell. Thanks & Regards, Madan -- View this message in context:

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]]

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

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)

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

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 =

Hi All, I am posting this querry second time. What i need is-- {Is there any command by which I can get only the updation of file ie only the incremental?. Suppose I have a text file say ss.txt of 3KB in size and I have taken the backup of this file. Now I am making the changes in to this file(ss.txt) by adding 1KB of data. Now I want this 1KB data (in to a new file) when I take the

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

Hello, I'm trying to find if the access within a loop body is using the loop induction variable, and to get the start and end indices of the loop. for(int i = start; i < end; i++) { A[i] = 0; } Let's say, I want to replace this with a function call 'zero(A,start, end)' How can I get the Value for start and end, and see if the index is same as loop induction variable?

Hi, I want to use rsync in my project that take increment image of files. This is for windowsXP and vista(stand alone) on localhost no need to use on network. I have following dll and exe:: - rsync.exe - cygwin1.dll - cygpopt-0-dll - rsync-param.reg Now in services.msc I am seeing "rsync" service. I have started that also and set in logon tab as "LocalComputer". Again I

I have Wine 20041019 and have done all the configuration with Wine tools. Then I Installed Photoshop 7 by executing ~/bin/dos then going to the cdrom drive and running the setup executable. The setup went fine and photoshop was installed. Then I simulated a windows reboot from wine tools. Then i again executed ~/bin/dos and went to the place where i Installed photoshop 7 and executed

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

Dear all i got a problem in monthly mean temperature. here i am attaching the data set as well as the plot i got with the following command plot(month,type='n') plot(month,X1999) this command gave the plot where the month names are in alphabetic order, i want the plot in monthly sequence could you please suggest me how can i solve my problem? thanking you regard madan

Dear Recently,I am interested in libvirt,but I found the libvirt does't support revert and delete the external snapshot which the raw disk based guest.My libvirt and qemu release are both 3.2.0.So I have a question,the community how to solve it,if have any plans about it.Can you tell me more about it?Thank you very much. Best Regards Rambo

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I have the problem with rcom 1.2.2 package. It does't work with R 2.2.0. Is there any opportunities to correct the work of this package? Thanks for your help. Yulia

I have a command that reads in some data: x <- read.csv("Sales2007.dat", header=TRUE) Then I try to organize the data: sc <- split(x, list(x$Category, x$SubCategory), drop=TRUE) Then I want to iterate through the data. I was able to get the following to run on the R console: for(i in 1:length(sc)) { sum(sc[[i]]$Quantity) } But notiing is primted on the console. I find

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R