similar to: Detrended Fluctuation Analysis

>>Good morning, >> >>I am a PhD student in Barcelona working with R. My question is about the >>summary of linear regressions. >>The output of that summary gives some statistical parameters of the >>regression. One of them is the R-squared. In the help menu i have read >>that the manner to calculate the R-squared is >> >>R^2 = 1 -

Dear R-users, Has anyone written a function for multifractal detrended fluctuation analysis? The "fractal" package does mono-fractal DFA, but not multifractal as far as I can tell. The MF-DFA approach is presented in: J. W. Kantelhardt, S. Zschiegner, E. Koscielny-Bunde, S. Havlin, A. Bunde, and H. E. Stanley, "Multifractal Detrended Fluctuation Analysis of

I'm working with the DFA (detrended fluctuation analysis) function in the package fractal on postural sway data, and for the life of me can't get the results to turn out as they should given what my data looks like. The data resemble a random walk, but the Hurst exponent estimates that I'm getting at ~0.9 instead of ~1.4, which is the value a researcher I've been working with

Hi All I was using the DFA() in the fractal package to examine a set of time series data. And I was not sure what the H estimate meant from the summary table. is it the alpha of the power law equation?

Hello, I have a problem when doing gam (from gam library; I am using R 2.4.0, windows xp platform) When doing: example(gam) There is this error message (which also happens when using my data) .... Warning: a final empty element has been omitted the part of the args list of 'list' being evaluated was: (coefficients = fit$beta, residuals = fit$y - fit$eta, fitted.values = fit$eta,

Hi, I hope someone knows the answer to this or has a real good reference about it (I am using Legendre & Legendre, Numerical Ecology, 1998).... My data is a data.frame with locations as rows and vegetation assemblages / species as columns. I've done a PCA, a correspondance analysis (CA) using ca in ca package and a detrended correspondance analysis (DCA) using decorana from vegan package.

>Date: Tue, 05 Nov 2002 16:52:58 +0100 >To: r-help at lists.R-project.org >From: Marta Rufino <mrufino at cmima.csic.es> >Subject: last.warning and function problem > >Hello, > >I am a newbie in R and I am trying to create a function, that includes several functions inside. >To avoid that everything stops if there is an error, I have this statement > >bla =

Dear all, This is my first post to this group so excuse me if this topic has been solved previously. If I want to shutdown a remote database, I could send a "systemctl stop mariadb" command using ssh. But I wonder if it is possible to update the openssh server to implement a specific handler/callback that catch this message and then call a C/C++ code. In short, is there any interface

Hi all, I'm working in a project where I need to make a remoting control of Linux based ARM board (iMX1 from Freescale). I think OpenSSH would be a good solution, but I have a little problem. As you know, normally there's no X framework in an embedded device, and I work using DirectFB to make my graphical apps. The question is: is there any chance to work with OpenSSH but not using X

Hello, I am a newbie in R, I just did my first function, which works!!! And I would like to know, if I can create a directory in the library with my functions, in a way, which I could call that like we call the packages ? Can anyone help me? Thanks in advance Marta ><((((?>`?.??.???`?.?.???`?...?><((((?>`?.??.???`?.?.???`?...?><((((?>

Hello, I am a newbie in R and I am trying to create a function, that includes several functions inside. To avoid that everything stops if there is an error, I have this statement bla = function(....){ ... if(exists("last.warning")){rm(last.warning)} ... } inside the function, which if I use it normally, it works fine, but once I use it with the funciotn it gives me an error like:

Hi all, as I am trying to move slowly from just "working" to "good" code, I'd like to ask if there's a smarter way than using a for-loop in tasks like the example below. I need to obtain the extrema of the cumulated sum of a detrended time series. The following code is currently used, please have a look at the comments for my questions and remarks: system.time({ X

Hello, Sorry about the last email, I just found the shortcutkey for sending, by mistake :-( OK. I am a windows user and I wanted to instal emacs. However, went to speak with the information staf on the institut and they told me that that is a bit problematic sometimes, and that there is a free soft that could do a very similar job which is crimson... This is like a note pad, but highlights the

I need some real help on this, really stuck how are the coefficients for ur.ers(y, type = c("DF-GLS", "P-test"), model = c("constant", "trend"), lag.max = 0) The max lag is set at zero, so the regression should simply be Diff(zt) = a*z(t-1) where a is the value i'm trying to find and z(t)'s are the detrended values. but through performing

I'm having a great deal of trouble replicating x12 ARIMA's F-test used to detect moving seasonality. According to all literature I could find, the test is apparently a 2-way ANOVA with year and month as factors for the SI ratios determined by x12's smoothing algorithm. Note the SI ratio is simply the detrended series. The summary I get from manually running this 2-way ANOVA using the

Hello, I have what should be an easy question. I'm a new r user and making the transition from menus to the command line so as to do batch processing of tons of data. One of my data streams needs to be detrended. It's a vector of numbers that follows a negative exponential decay. I need to fit a curve to it and use the residuals as an object. The data looks something like this: foo.dat

Dear members, I am performing multivariate analysis on marine benthic populations using R. At first glance I found ca and VEGANO packages to be the suitable for the task, but neither has incorporated Detrended Canonical Correspondence Analysis (DCCA), which is just the method I want to apply on my data. I've looked for alternative packages containing the method, but my suspicion is that

Dear all, I'm performing a detrended correspondence analysis on vascular plant community data (296 species), and I have a question on the species scores projected in the ordination diagram. When I run a ordiplot all species are projected in the output graph, but I'd like to restrict the number of species plotted in the final graph. Some species are so rare in the data, that no relevant

Good day, I'm using a VAR model to forecast sales with some extra variables (google trends data). I have divided my dataset into a trainingset (weekly sales + vars in 2006 and 2007) and a holdout set (2008). It is unclear to me how I should predict the out-of-sample data, because using the predict() function in the vars package seems to estimate my google trends vars as well. However, I want

Hello! I wonder if there is a typo in detrending code of spec.pgram in spectrum.R from stats package. One can see in the code https://svn.r-project.org/R/trunk/src/library/stats/R/spectrum.R . I am afraid there is a typo and the code should look like if (detrend) { t <- 1L:N - (N + 1)/2 sumt2 <- N * (N^2 - 1)/12 for (i in 1L:ncol(x)) x[, i] <- x[, i] -