similar to: Standar errors arma models

Hello, I have a big data frame where consecutive time dates and corresponding observed values for each subject (ID) are on a line. I want to compute the linear slope for each subject. I would like to use apply but I do not know how to express the corresponding function. An example using a loop follows # # create dummy data set There are missing values a <- c(1,2,3,4, 1,1,1,1, 2,2,3,3,

Hello, I am trying to compile/Install RMySQL_0.6-0 in R-2.4.1/2.5.0 under Windows XP MCE, I am using MySQL 5.0.41. I have followed the instructions in the file INSTALL.win, but I get some errors... C:\Program Files\R\R-2.4.1>Rcmd build --binary RMySQL --docs=normal * checking for file 'RMySQL/DESCRIPTION' ... OK * preparing 'RMySQL': * checking DESCRIPTION meta-information

Hi. I'm analysing some fish biological traits with a gam in mgcv. After several tries, I got this model log(tle) = sexcolor + s(doy, bs = "cc", by = sexcolor) +log(tl) sexcolor is a factor with 4 levels doy is "day of year", which is modeled as a smoother tl is "total length of the fish" The summary of this models is (only parametric coefficientes): Parametric

Hi, I am running a model with count data and one categorical predictor (simple model for me to understand it fully), I did in R a glm like this: glm(Recruitment~Depth, family=poisson). I get the coefficientes and confidence intervals and all is ok. But then I want to do the same model with Bayesian stats, here is my code: model { for (i in 1:232) { Recruitment[i]~dpois(lambda[i])

Hi. I would like to know if is it possible to estimate zero-truncated count models with robust standard errors in R. In Stata that is possible. I already made some searches and attempts but not obtained it. In R I made the estimation of the truncated poisson by the vglm command of VGAM package . -- View this message in context:

Hi list Maybe someone can help with the following problem (thanks in advance): I need to analisy a long list of data time \fluoscence I want to make one plot with standard deviation and the average data... Could you suggest me how to make that.. The data have this distribution: How can read and extrapolate this data? pippo.csv ps <- read.table(pippo.csv) time fluorescence 0; 0 4.013; 62.96

Hello. Id like you to help me with something here, i m trying to create a log manager just for fun but I cant make it work since the beginning. I created my project, configured the db, initialized my model Log and then my controller Log, then im just trying to use scaffold :log for the controller but I cant make it work, the error says: undefined method `errors'' for

We would like to fit parameters using a simulation with stochastic processes as theoretical values. We generate a simple exemple with nls.lm to see the logic and the problem: First without stochasticity (it is a dummy example, the fited value is simple the mean of a set of 10 numbers): #Ten numbers x <- 1:10 #Generate 10 Gaussian random number with mean=3 sd=1 simy <- rnorm(length(x),

Hello everyone, I'm having trouble getting postfix + dovecot to work correctly. It seems like Postfix is receiving and delivering the emails correctly but dovecot is placing/looking for them in the wrong folder therefore the clients aren't receiving any new emails. I switched from courier and followed a tutorial found here:

I?m entirely stumped on this particular issue and really hoping someone has some advice for me. I am running a covariant model in lm I would like to give the standard errors or the confidence intervals for the fitted lines. I?ve been using the dataset OrangeSprays where I want lines for each level of treatment over the covariant ?colpos?. I?ve been able to calculate intercepts and slopes for

Hi, how can I replace NA value with 0: 1991 217 119 103 109 137 202 283 240 146 NA 1992 270 174 149 144 166 239 278 237 275 NA 1993 146 111 104 89 98 131 153 148 175 NA 1994 177 123 146 124 121 200 266 191 240 106 1995 145 98 95 89 95 130 183 161 164 129 1996 145 98 89 90 93 138 158 131 161 161 1991 217 119 103 109 137 202 283 240 146 0 1992 270 174 149 144 166 239 278 237

Hi, I must be doing something silly here, because I can't get the studentised and standardised residuals from r output of a linear model to agree with what I think they should be from equation form. Thanks in advance, Jennifer x = seq(1,10) y = x + rnorm(10) mod = lm(y~x) rstandard(mod) residuals(mod)/(summary(mod)$sigma) rstudent(mod)

Lista dos aprovados em concurso Lagoa da Canoa: V?rzea Grande: ANA MARA DE SOUSA PEREIRA, LUANA FERNANDA FERNANDES ANDRADE, FRANCISCO ROGER GARCIA DE ALMEIDA, POLLYANNA DE O, JO?O CARLOS MOREIRA DE CARVALHO, DANIELLA FERNANDES DA SILVA, MARIA JOS? DA SILVA FERREIRA, J?SSICA VENTURA FREIRE. SOLANGE PAULINO CORREIA, BRUNA KETHEY DA SILVA PEIXOTO, LUIS HENRIQUE FREITAS GOMES, HELIO SOARES DE ARAUJO,

I feel bad even asking, but: Rgames> data(OrchardSprays) Rgames> model<-lm(decrease~.,data=OrchardSprays) Rgames> model Call: lm(formula = decrease ~ ., data = OrchardSprays) Coefficients: (Intercept) rowpos colpos treatmentB treatmentC 22.705 -2.784 -1.234 3.000 20.625 treatmentD treatmentE treatmentF treatmentG treatmentH

Hi all, I want to retrieve the stats from a 'bwplot' with one factor. I have read the help for 'panel' function and I'm aware of the option 'stats' which defaults to 'boxplot.stats' but I didn't understand it well and therefore I am unable to get what I need. Thanks in advance. Héctor Villalobos Windows XP, R 2.5.0 > bwplot(decrease ~ colpos |

Hi, I cannot seem to get lme4 to work. I have installed the lme4 and Matrix package with apt-get. and both can be found in /usr/lib/R/site-library. When I tried an example for lmer, R could not find the function lmer(), > library(lme4) Attaching package: 'lme4' The following object(s) are masked from package:nlme : getCovariateFormula getResponseFormula

Hello R-Users Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction? Thank you very much. Regards, Andreas.

R-guRus , ARMA function in tseries, seems to be calculating the AR coeff 's as coef <- lm(xx[,1]~xx[,lag$ar+1])$coef [*snipped* from around line 77,] I'd like to modify this model with another term somewhat in these lines lm(xx[,1] ~xx[,lag$ar+1]+mvgsignal)$coef where mvgsignal is a moving average signal based on some indicators, the question is could i simply hack into

Hello, BODY { font-family:Arial, Helvetica, sans-serif;font-size:12px; } Does any one know if there are any functions/packages available in R for robust fitting of ARMA time series models (e.g., similar to the function arima.rob() in S-PLUS)? Many thanks and kind regards, Isabella Isabella R. Ghement, Ph.D. Ghement Statistical Consulting Company 301-7031 Blundell Road,

Hello, Does anyone know about an R-package on multivariate ARMA-GARCH models? Or in Matlab? I would be very grateful if someone could help! Thanks a lot! [[alternative HTML version deleted]]