similar to: SSPIR problem

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'm currently running into a little trouble with the kfilter method, and would love some clarification if you are able to offer it. When trying to run kfilter, I've been running into errors that seem to result from having mismatched dimensions. Specifically, the dimension of my observations is 2, while the dimension of the state space is 4. In the filterstep function (file sspir_kfs.R),

Hello, I apologize for such a basic question, but I have been trying to do this in multiple packages without much success. I am trying to set up a state space model for Kalman filtering. I am using package dlm. The DLM is specified by: observation: y(t) = F(t)*theta(t) + v(t) state: theta(t) = G(t)*theta(t-1) + w(t) I have no problem setting up a simple example where F is constant. I am

Please I am new to R. I got the following code from a friend:   gmat <- cbind(gmat,p*(1-p)*wxb) for (j in seq(1:ncol(gmat))) {   gmat[,j] <- fitted(lm(gmat[,j]~zmat)) }   It is for spatial logit.   After defining all the matrices in it such as P, wxb, gmat, and zmat, I tried to run it in R and got the following error message: Error in model.frame.default(formula = gmat[, j] ~ zmat,

Dear R-listers Is there anyone who knows why I get different eigenvectors when I run MatLab and R? I run both programs in Windows Me. Can I make R to produce the same vectors as MatLab? #R Matrix PA9900<-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43 ,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24 ,58/53 ,26/244 ,0/1 ,5/43) #R-syntax

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:

I am trying to write the following code in R. The code works in S+ and i am trying to do the program in R. x=discrim(admit~gpa+gmat,prior=c("uniform"),data=data.mm) i wrote the following in R: x=lda(admit~gpa+gmat,data=data.mm) i could not figure out how to write prior=c("uniform") in R. I would get an error every time. I think that it has something to do with

A copy of this question can be found on Cross Validated: https://stats.stackexchange.com/questions/645362 I am estimating a system of seemingly unrelated regressions (SUR) in R. Each of the equations has one unique regressor and one common regressor. I am using `gmm::sysGmm` and am experimenting with different weighting matrices. I get the same results (point estimates, standard errors and

Generally speaking, this sort of detailed statistical question about a speccial package in R does not get a reply on this general R programming help list. Instead, I suggest you either email the maintainer (found by ?maintainer) or ask a question on a relevant R task view, such as https://cran.r-project.org/web/views/Econometrics.html . (or any other that you judge to be more appropriate).

Hello, I am trying to estimate a multivariate regression of Y on X with regression splines. Y is (nx1), and X is (nxd), with d>1. I assume the data is generated by some unknown regression function f(X), as in Y = f(X) + u, where u is some well-behaved regression error. I want to estimate f(X) via regression splines (tensor product splines). Then, I want to get the predicted values for some new

Package: logcheck-database Version: 1.2.40 Severity: normal Tags: patch There are one line that is not properly ignored. I include in the report a better version. -- System Information: Debian Release: 3.1 APT prefers testing APT policy: (400, 'testing'), (300, 'unstable'), (200, 'experimental') Architecture: i386 (i686) Kernel: Linux 2.6.8-2-k7 Locale:

Hey All, I downloaded winebottler so that I can run the GMAT Prep software and was successful in downloading it but i am now running into a few problems. For examples, if there is a "next" icon on the window, I will need to click on it and hit the space bar simultaneously to move on to the next page. I was able to do this on the writing assessment section of the practice test but on the

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-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)?

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, I am working for nest box occupancy data for birds and would like to construct a Markov transition matrix, to derive transition probabilities for ALL years of the study (not separate sets of transition probabilities for each time step). The actual dataset I'm working with is 125 boxes over 14 years that can be occupied by 7 different species, though I have provided a slimmed down

Test =) soddsjbmshdwqwu -- Test, yep.

Hi All, I have a function, f(x,y) I have a matrix of data, m, with the 1st column is x and the 2nd column is y What's the best way to get f(x,y) for each row of the matrix? I tried result<-f(m[,1],m[,2]) but it doesn't work. Thanks! Bing --------------------------------- 1060 Commerce Park Oak Ridge National Laboratory P.O. Box 2008, MS 6480 Oak Ridge, TN 37831-6480 Phone:

Is there a function ".C++(...)" for R, or does anybody know how to dynamically load C++ functions into R? lg at -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at

Hello! # I have a data frame: mydf<-data.frame(c1=rep(NA,5),c2=rep(NA,5),c3=rep(NA,5)) # I have an index whose length is always the same as nrow(mydf): myindex<-c(1,2,3,2,1) # I need c1 to have 1s in rows 1 and 5 (based on the information in myindex) # I need c2 to have 1s in rows 2 and 4 (also based on myindex) # I need c3 to have 1 in row 3 # In other words, I am trying to achieve this