similar to: Guidance on step() with large dataset (750K) solicited...

Hi all, I post it on both r-help and r-finance since I don't know where is most appropriate for this topic. Sorry if it bothers you. I did garch fitting on S&P500 monthly returns with garchFit from fSeries. I got same coefficients from all cond.dist except normal. I thought that is probabaly usual for the data. But when I play with it, I got another question. I plot skew normal with

Dear friends, After running the lm() model, we can get summary resluts like the following: Coefficients: Estimate Std. Error t value Pr(>|t|) x1 0.11562 0.10994 1.052 0.2957 x2 -0.13879 0.09674 -1.435 0.1548 x3 0.01051 0.09862 0.107 0.9153 x4 0.14183 0.08471 1.674 0.0975 . x5 0.18995 0.10482 1.812 0.0732 . x6 0.24832 0.10059 2.469 0.0154 * x7

Hello, I am new to non-linear growth modelling in R and I am trying to reproduce an analysis that was done (successfully) in S-Plus. I have a simple non-linear growth model, with no nesting. I have attempted to simplify the call as much as possible (by creating another grouped object, instead of using subset= and compacting the fixed and random expressions.) This is a what the grouped

Hello, I am trying to perform a logistic regression using counts. For example: cedegren <- read.table("http://www.cloudstat.org/index.php?do=/attachment/download/id_95 /", header=T) attach(cedegren) ced.del <- cbind(sDel, sNoDel) ced.logr <- glm(ced.del ~ cat + follows + factor(class), family=binomial("logit")) This works. However, if I change the family to

Hi all, I was trying garchFIt() of fSeries to fit volatility of monthly log returns of S&P500. I tried residuals of normal, student t, skew normal, skew t. But all innovations except normal got exaxtly same coefficients, even if I changed their parameters of skew and shape. Is this correct for the data or something wrong? I am attaching the code, thank you. Muster #GARCH analysis of

The following behaviour (in R 0.62.3) is disturbing: > (0+0i)^2 [1] NaN+NaNi Is it deliberate?? Laimonis Kavalieris -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

The following behaviour (in R 0.62.3) is disturbing: > (0+0i)^2 [1] NaN+NaNi Is it deliberate?? Laimonis Kavalieris -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

Hello, I have a deriv function that I am feeding to nlme. It works, and I can use it in nls, but when I try to use it in nlme I get Error: subscript out of bounds. I can fit the model using SSasympOrig, instead of the deriv function, but I am trying to reproduce an earlier analysis (done in Splus) and I get slightly different results with SSasympOrig. Here are my calls: This does fit

The blowfish crypt(3) mechanism supports the use of a "cost value" for password encryption. The cost value is encoded into the encrypted password that is stored in master.passwd. On OpenBSD, this cost value can be set in login.conf. FreeBSD does not currently support the cost value. The cost value is the base-2 logarithm of the number of rounds of encryption to use so

Dear All, I would like to be able to plot histograms/densities on a semi-log or log-log scale. I found several suggestions online http://tolstoy.newcastle.edu.au/R/help/05/09/12044.html https://stat.ethz.ch/pipermail/r-help/2002-June/022295.html http://www.harding.edu/fmccown/R/#histograms Now, consider the code snippet taken from http://www.harding.edu/fmccown/R/#histograms # Get a random

Some of you may have seen the pythag() part in the R API definition in "Writing R Extensions" (source = doc/manual/R-exts.texinfo). or followed the report and Prof. Brian Ripley's answer about pythag()'s availability from R's binary. As we say in above manual >> `pythag(A, B)' computes `sqrt(A^2 + B^2)' without overflow or >> destructive

Is there an easy way to display the SQL in script/console (similar to what is done in development.log)? The following works but it''s ugly: $ script/console Loading development environment. >> class ActiveRecord::ConnectionAdapters::AbstractAdapter >> def logger= (logr) >> @logger = logr >> end >> end => nil >>

Hi all, I use XP on my laptop PC, with 30 GB HD (single partition), and a 3.5" hard drive (not a stick), accessed through a USB encasing, partitioned as five logical drives. I have successfully set up syslinux to boot several Ubuntu versions from the primary USB hard drive partition, and no problems there. The problem is, I would like to have an entry in the menu, like "Boot from

Hi List, I am looking for a variable selection procedure with a forward-backward selection method. Firstly, it is meant to work with the cophenetic correlation coefficient (CPCC) and intended to find the variable combination with the highest cophenetic correlation. Secondly, it is aimed at Gower metric with wards method (though this could be easily extended) aimed at categorical data. What I

Dear helpers, When I use the function cgt of library Rwave, the time axis of the plot is always on the [0,1] scale regardless of the original time. This happedn when I tried to reproduce some pictures of "Practical Time-Frequency Analysis", e.g. Figure 3.5 and 3.6 using the codes provided in the book. But the figures of the book display the real sampling time using the same codes.

Jeremy: Just wanted to pass this snippet I saw from slashdot http://slashdot.org/article.pl?sid=01/11/07/053230 which says: Public Comment Period In MS/DOJ Battle Posted by timothy on Wednesday November 07, @07:03AM from the tap-your-mind dept. PacketMaster writes: "Somthing that I didn't know, and perhaps many others didn't

Dear list, I am trying to choose the scale parameter for the cgt transform but I don't know how to do it. In time I would like to be able to separate points 30 samples apart, and in frequency I would like to separate bands 0.04 Hz apart. I tried the two approaches described below and they gave me different results. I would appreciate advise on how to do this. The Rwave Gabor transform uses

Hello Pedro, As others have said we're assuming that you're using Clang as the frontend, the MSP430TargetInfo class inside lib/Basic/Targets.cpp (clang codebase) set ints to be 16 bits wide, so you should get 16bit mults straight away without promotion. But anyways for 8bit multiplicantions you can do the following to bypass argument promotion: 1) go to the lib/CodeGen/TargetInfo.cpp

Hi Chandler, That's embarrassing how weird this part of clang is. I have a provisional patch which fixes the problem but underlines clang's problems. I will submit it tonight for comments. суббота, 18 октября 2014 г. пользователь Chandler Carruth написал: > > On Fri, Oct 17, 2014 at 7:51 AM, Anton Korobeynikov < > anton at korobeynikov.info >

Dear List, I tested the example in the reposTools vignette: library(reposTools); Loading required package: tools genRepos("Test Repository", "http://biowww.dfci.harvard.edu/~jgentry/","newRepos"); Error in rep.int(colnames(x), nr) : unimplemented type 'NULL' in 'rep' Could someone help me out with this one? I'd appreciate all help.... I am