similar to: estimating state space with exogenous input in measurement eq.

Hi, A quick bench-mark of an R matrix muliplication 500by500 X 500by10000, all random variates, with matlab reveals a huge difference in speed (5 times at least). Is there anything that can be done in R to speed up the multiplication? Kind regards, Oyvind -- View this message in context: http://r.789695.n4.nabble.com/matrix-multiplication-speed-R-tp3217257p3217257.html Sent from the R devel

Hi, I get an error using RcppGSL: fatal error: gsl/gsl_vector.h:No such file or directory. What is the best way to install these files as they seem to be missing? Thanks, Oyvind -- View this message in context: http://r.789695.n4.nabble.com/Error-using-RcppGSL-tp3613535p3613535.html Sent from the R devel mailing list archive at Nabble.com.

Dear all, I get an error using betrag on this data set :http://dl.dropbox.com/u/1866110/dump.csv. I run it like this regression f2.1=betareg(Y~X1+X2,data=dump) summary(f2.1) I get : Call: betareg(formula = Y ~ X1 + X2, data = dump) Standardized weighted residuals 2: Error in quantile.default(x$residuals) : missing values and NaN's not allowed if 'na.rm' is FALSE In addition:

I have been trying to figure out how glusterfs-fuse client will handle it when 1 of 3 bricks in a 3-way replica is slower than the others. It looks like a glusterfs-fuse client will send requests to all 3 bricks when accessing a file. But what happens when one of the bricks is not responding in time? We saw an issue when we added external load to the raid volume where the brick was located. The

I can get this summary of a model that I am running: summary(myprobit) Call: glm(formula = Response_Slot ~ trial_no, family = binomial(link = "probit"), data = neg_data, na.action = na.pass) Deviance Residuals: Min 1Q Median 3Q Max -0.9528 -0.8934 -0.8418 1.4420 1.6026 Coefficients: Estimate Std. Error z value Pr(>|z|)

Is there any package for Vector Auto-regressive with exogenous variable other than fastVAR? Because it is not able to solve my problem of not taking the base in the model. Please suggest some appropriate solution!!!! -- View this message in context: http://r.789695.n4.nabble.com/Is-there-any-package-for-Vector-Auto-regressive-with-exogenous-variable-other-than-fastVAR-tp4644964.html Sent from

>From the help document on KalmanLike, KalmanRun, etc., I see the linear Gaussian state space model is a <- T a + R e y = Z' a + eta following the book of Durbin and Koopman. In practice, it is useful to run Kalman filtering/smoothing/forecasting with exogenous factor: a <- T a + L b + R e y = Z' a + M b + eta where b is some known vector (a function of time). Some other

Hi, I would like to use the sem package to perform a path analysis (no latent variables) with a mixture of 2 nominal exogenous, 1 continuous exogenous, and 4 continuous endogenous variables. I seek advice as to how to calculate the appropriate covariance matrix for use with the sem package. I have read through the polycor package, and am confused as to the use of "numeric" for

Hello all I'm trying to run some path analysis in either sem or lavaan (preferably lavaan because I find its interface easier to use). Most of my variables are continuously distributed and fairly well-behaved but I have a single exogenous variable (sex) which is not continuously distributed. Preliminary model fitting suggests that there aren't any sex by (anything else) interactions. The

Hi list, I have a group of data. It looks like they follow a exponential distribution. In R, how can I esimate lamda, that is the rate in pexp, of the distribution and can I use Kolmogorov-Smirnov for hypothesis testing in such a situation? I have read the "8.2 Examing the distribution of a set of data" of "An Introduction to R" but I did not find any clues on this issue.

Hi, I am new to time-dependent Cox model to estimate time dependent hazard ratios. Let me use aml dataset from survival package: > aml3<-survSplit(aml2,cut=c(5,10,20),end="time",start="start", event="status",episode="i") If I want to esimate hazard ratio for each of the time intervals 0-5, 5-10, 10-20 and >=20, would the following calculate

I've posted this before but have not been able to locate what I'm doing wrong. I cannot determine how the forecast is made using the estimated coefficients from a simple AR(2) model when there is an exogenous variable. Does anyone know what the problem is? The help file for arima doesn't show the model with any exogenous variables. I haven't been able to locate any documents

On Thu, Jun 30, 2011 at 4:00 PM, Øyvind Harboe <oyvind.harboe at zylin.com> wrote: > On Thu, Jun 30, 2011 at 3:43 PM, Duncan Sands <baldrick at free.fr> wrote: >> On 30/06/11 15:13, Øyvind Harboe wrote: >>>> Sorry, I meant from which version of clang? I'm using Ubuntu 10 and >>>> I was wondering if clang/llvm 2.8 would do it. >>>

Hi, All,   My data collection is from 4 regions (a, b, c, d). Within each region, it has 2 or 3 units. Within each unit, it has measurement from about 25 sample site. I was trying to use lme function to discribe relationship between y and a few covariates. Both y and covariates were measured at the sample site level. My question is when I use exactlly the same model but choose different estimation

On Thu, Jun 30, 2011 at 3:43 PM, Duncan Sands <baldrick at free.fr> wrote: > On 30/06/11 15:13, Øyvind Harboe wrote: >>> Sorry, I meant from which version of clang? I'm using Ubuntu 10 and >>> I was wondering if clang/llvm 2.8 would do it. >> >> Perhaps I better try the latest, got an error when I tried 2.8: > > C++ support in clang 2.8 was poor.

On Mon, Jul 4, 2011 at 1:42 AM, Øyvind Harboe <oyvind.harboe at zylin.com> wrote: > On Sun, Jul 3, 2011 at 10:34 PM, Reid Kleckner <reid.kleckner at gmail.com> wrote: >> An easier way would be to use a coverage tool like gcov to see what's >> actually *used* when the app is run normally.  Then you can ask the >> question, what percentage of all lines of code

I'm trying to build an app with clang against libraries that are using GCC 4.1 ABI. I'm getting an error "weakref declaration must have internal linkage" Now I'm stumped though, perhaps it is an incompatibility between clang trunk and gcc 4.1 include files? - I've built clang from trunk - fixed include paths to point to gcc 4.1 include paths When I modify clang to use

Hello, I have the similar issue in estimating a GARCH model with exogenous variables in the mean equation. Currently, to my understanding, the garch function in tseries package can handle univariate model, and garchFit in fGarch can handle ARMA specification. I wonder if there is any R function that can handle exogenous variables in estimating GARCH? Thank you a lot. Edwin -- View this

Hi, I am trying to fit all subsets for a vector autoregression with exogenous variables. I have been looking at the 'leaps' function but I not sure how to get it to work when lags for each variable are included in the model. I would be really appreciative if someone could provide some links to examples. Thanks in advance! -- View this message in context:

> ?yvind Harboe wrote: >> Are JIT DLLs supported? >> >> The idea is to use llvm to put performance sensitive code into >> a DLL that a Windows app can then use. >> >> This would build the performance sensitive code on the target >> machine making it possible to exploit CPU specific x86 >> vector instructions. >> >> The code that calls