Displaying 20 results from an estimated 2000 matches similar to: "ARIMA standard error"
2006 Jun 23
2
Time series labeling with Zoo
Hi,
I'm using zoo because it can automatically label the months of a time
series composed of daily observations.
This works well for certain time series lengths, but not for others, e.g.:
While:
> library(zoo)
> plot(zoo(runif(10), as.Date("2005-06-01") + 0:50))
Shows up the months and day of month,
> plot(zoo(runif(10), as.Date("2005-06-01") + 0:380))
2009 Nov 27
2
Symmetric Matrix classes
Hi,
I'd like to store large covariance matrices using Matrix classes.
dsyMatrix seems like the right one, but I want to specify just the
upper/lower triangle and diagonal and not have to instantiate a huge
n^2 vector just for the sake of having half of it ignored:
Dumb example:
M <- new("dsyMatrix", uplo="U", x=rnorm(1e4), Dim=as.integer(c(100, 100)))
diag(M) <- 1
2009 Mar 10
1
S4 generic masking S3 generic when using namespace
Hi,
I have two example packages, test1 and test2, where the only code in
them is:
setGeneric("predict", function(object, ...) standardGeneric("predict"))
(get them from http://www.cs.mu.oz.au/~gabraham/test1.tar and
http://www.cs.mu.oz.au/~gabraham/test2.tar)
The difference between them is that first does not have a namespace, and
loads fine. The second has a namespace
2009 Apr 09
1
arima on defined lags
Dear all,
The standard call to ARIMA in the base package such as
arima(y,c(5,0,0),include.mean=FALSE)
gives a full 5th order lag polynomial model with for example coeffs
Coefficients:
ar1 ar2 ar3 ar4 ar5
0.4715 0.067 -0.1772 0.0256 -0.2550
s.e. 0.1421 0.158 0.1569 0.1602 0.1469
Is it possible (I doubt it but am
2008 May 16
1
Dimensions of svd V matrix
Hi,
I'm trying to do PCA on a n by p wide matrix (n < p), and I'd like to
get more principal components than there are rows. However, svd() only
returns a V matrix of with n columns (instead of p) unless the argument
nv=p is set (prcomp calls svd without setting it). Moreover, the
eigenvalues returned are always min(n, p) instead of p, even if nv is set:
> x <-
2010 May 26
2
cran2deb Packages.bz2 Hash Sum mismatch
Hi,
I'm using Ubuntu 9.10 amd64 with cran2deb packages (I know it's meant
for Debian, it's worked fine for me for many months).
Recently apt-get update has to started to complain:
...
Hit http://debian.cran.r-project.org testing/ Release
Get:1 http://debian.cran.r-project.org testing/ Packages [515kB]
Fetched 1B in 3s (0B/s)
W: Failed to fetch
2008 May 18
1
predict.prcomp: 'newdata' does not have the correct number of columns
Hi,
I'm doing PCA on wide matrices and I don't understand why calling
predict.prcomp on it throws an error:
> x1 <- matrix(rnorm(100), 5, 20)
> x2 <- matrix(rnorm(100), 5, 20)
> p <- prcomp(x1)
> predict(p, x2)
Error in predict.prcomp(p, x2) :
'newdata' does not have the correct number of columns
> dim(x2)
[1] 5 20
> dim(p$rotation)
[1] 20 5
2007 Oct 16
2
survreg's algorithm
Hi,
I'm using survreg() from the survival package for parametric survival
regression (modelling inter-arrival times of patients to a waiting list
as exponentially distributed, with various regressors such as queue size
and season).
Does anyone know which algorithm survreg() uses for this?
Thanks,
Gad
--
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
2008 Aug 12
1
Conflict between octave3.0-headers and r-base-dev
Hi,
I'm using Ubuntu Hardy i386, and the R 2.7.1 Ubuntu packages from CRAN.
The CRAN r-base-dev package depends on refblas3-dev or atlas3-base-dev,
but octave3.0-headers depends on libblas-dev. The two blas packages seem
to conflict, so r-base-dev and octave3.0-headers can't be installed
together.
Is this a known issue?
Thanks,
Gad
$ sudo apt-get install octave3.0-headers
Reading
2008 Apr 03
1
Lapack error in Design:::ols
Hi,
I'm trying to use Frank Harrell's Design:::ols function to do regression
of y (numeric) on the interaction of two factors (x1 and x2), but Lapack
throws an error:
> library(Design)
...
> load(url("http://www.csse.unimelb.edu.au/~gabraham/x"))
> ols(y ~ x1 * x2, data=x)
Error in chol2inv(fit$qr$qr) : 'size' cannot exceed nrow(x) = 20
> traceback()
2006 Jun 13
3
Multiple lag.plots per page
Hi,
I'm trying to plot several lag.plots on a page, however the second plot
replaces the first one (although it only takes up the upper half as it
should):
par(mfrow=c(2,1))
a<-sin(1:100)
b<-cos(1:100)
lag.plot(a)
lag.plot(b)
What's the trick to this?
I'm using R 2.2.1 (2005-12-20 r36812) on Ubuntu Linux.
Thanks,
Gad
--
Gad Abraham
Department of Mathematics and
2009 Jun 24
1
Rscript segfaults with lazy loading
Hi,
I have an RData file containing a GeneSetCollection object
(Bioconductor), http://www.cs.mu.oz.au/~gabraham/c2.RData. I think it
uses lazy loading because packages are only loaded when I access the
object (see below) in the R console.
When I try the same with Rscript, it segfaults. This happens on 2.9.0
both on Linux and Mac:
Rscript -e 'load("c2.RData"); c2[1]'
***
2009 Jul 16
1
Handling masked methods
Hi,
Say I have two packages, test1 and test2, that both define the generic
method train (identical definition), and each has a specific train
method for a different S4 object (foo and bar, resp.)
I want to be able to call train(foo, x, y) and train(bar, x, y), which
doesn't work since test2 masks test1, as seen below.
The two solutions I can think of are to a) prefix train,
2007 Mar 15
1
expm() within the Matrix package
Hi
Could anybody give me a bit of advice on some code I'm having trouble with?
I've been trying to calculate the loglikelihood of a function iterated over
a data of time values and I seem to be experiencing difficulty when I use
the function expm(). Here's an example of what I am trying to do
y<-c(5,10) #vector of 2 survival times
p<-Matrix(c(1,0),1,2) #1x2 matrix
2007 Mar 20
1
truehist bug?
Hi,
Is this a bug in truehist()?
> library(MASS)
> x <- rep(1, 10)
> truehist(x)
Error in pretty(data, nbins) : invalid 'n' value
Thanks,
Gad
> R.version
platform i486-pc-linux-gnu
arch i486
os linux-gnu
system i486, linux-gnu
status
major 2
minor 4.1
year 2006
month 12
day 18
svn
2007 Mar 20
1
truehist bug?
Hi,
Is this a bug in truehist()?
> library(MASS)
> x <- rep(1, 10)
> truehist(x)
Error in pretty(data, nbins) : invalid 'n' value
Thanks,
Gad
> R.version
platform i486-pc-linux-gnu
arch i486
os linux-gnu
system i486, linux-gnu
status
major 2
minor 4.1
year 2006
month 12
day 18
svn
2007 Apr 22
2
extracting the mode of a vector
Hello,
I have an elementary question (for which I couldn't find the answer on the
web or the help): how can I extract the mode (modal score) of a vector?
Thanks in advance for your help.
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2008 Oct 09
2
Singular information matrix in lrm.fit
Hi R helpers,
I'm fitting large number of single factor logistic regression models
as a way to immediatly discard factor which are insignificant.
Everything works fine expect that for some factors I get error message
"Singular information matrix in lrm.fit" which breaks whole execution
loop... how to make LRM not to throw this error and simply skip
factors with singularity
2006 Oct 24
1
set.seed() and .Random.number
Hi R-users
I have two conditions. For each condition, 100 sets of 10 random numbers
from N(0,1) need to be generated. Here is my question.
At the begining I specify a seed number. I want to make the 100th set of the
first condition and 1st set of the second conditon the same. What do I need
to do ?
After generating 99th set of 10 random numbers and then saving .Random.seed
then using
2007 Mar 07
1
good procedure to estimate ARMA(p, q)?
Hi all,
I have some residuals from regression, and i suspect they have correlations
in them...
I am willing to cast the correlation into a ARMA(p, q) framework,
what's the best way to identify the most suitable p, and q, and fit ARMA(p,
q) model and then correct for the correlations in regression?
I know there are functions in R, I have used them before, but I just want to
see if I can do