similar to: Functions for autoregressive Regressionmodels (Mix between times series and Regression Models) ?

Displaying 20 results from an estimated 200 matches similar to: "Functions for autoregressive Regressionmodels (Mix between times series and Regression Models) ?"

2007 Aug 04
2
Problems using "lm" in combination with "predict"
Hello everybody, I'm trying to predict a linear regression model but it does not work. My Model: y = Worktime + Vacation + Illnes + Bankholidays My modelmatrix is of dimension 28x4 Then I want to make use of the function predict because there confidence.intervals are include. My idea was: mod <- lm(y~Worktime+Vacation+Illnes+Bankholidays) newdate=data.frame(x=c(324,123,0.9,0.1))
2010 Oct 06
1
dlm package: how to specify state space model?
Dear r-users! I have another question regarding the dlm package and I would be very happy if someone could give me a hint! I am using the dlm package to get estimates for an endogenous rate of capacity utilization over time. The general form of a state space model is (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) The
2006 Dec 20
2
Kalman Filter in Control situation.
I am looking for a Kalman filter that can handle a control input. I thought that l.SS was suitable however, I can't get it to work, and wonder if I am not using the right function. What I want is a Kalman filter that accepts exogenous inputs where the input is found using the algebraic Ricatti equation solution to a penalty function. If K is the gain matrix then the exogenous input
2010 Sep 28
0
Time invariant coefficients in a time varying coefficients model using dlm package
Dear R-users, I am trying to estimate a state space model of the form (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) In particular my estimation in state space form looks like (3) a3_t = 1 * a3_t-1 + w_t w_t ~ N(0,W) (4) g_t = (a1, a2) * (1, P_t)' + u_t * a3_t + v_t v_t ~ N(0,V) where g_t is the
2017 Mar 26
5
[Euro LLVM] Unofficial beer before the conference
I like Tante Maja. I will call them and see if we can flood them. ;-) I suggest dinner at 18:00? Best, Tobias On Sun, Mar 26, 2017, at 04:08 PM, Bekket McClane via llvm-dev wrote: > Hi, I’m one of the poster session authors, I’m also currently in > Saarbruken > All three places sound nice to me, but I’m not familiar with this town so > maybe you can pick the place? > About the
2007 Jun 23
2
Highliting a text in a plot
Hi everyone, I want to highlight something in a plot. So I want to write a text with a yellow background. I tried to make use of text(x,y,"hallo",bg="yellow") but that does not work. I know I am a handful. Sorry! Maja! --
2017 Mar 26
3
[Euro LLVM] Unofficial beer before the conference
I’m going to travel with another person, so 2 people in total Cheers, Hsu > Tobias Grosser <tobias.grosser at inf.ethz.ch> 於 2017年3月26日 下午4:16 寫道: > > We have a table reserved at Tante Maja, 18:00 for 15 people. I am travel > with 5 other people, so 10 more spots are open. Please let me know > within 30 minutes if you want a spot, such that I can confirm the >
2010 Oct 15
4
Set value if else...
Hi I want to set a variable to either 1 or 0 depending on an value of a dataframe and then add this as a colum to the dataframe. This could be done with a loop but as we are able to do questions on a complete row or colum without a loop it would be sweet if it could be done. for example: table: Name Age Joel 24 agust 17 maja 40 and so on... And what I want to do is a command that
2017 Mar 26
3
[Euro LLVM] Unofficial beer before the conference
Hi, I've heard some people are in Saarbrucken and would like to go for a dinner together. I've found some places that should be good for groups: Old Murphys https://goo.gl/maps/aPXjfwJGSgS2 Tante Maja https://goo.gl/maps/yF9Gij5qPoN2 Vapiano https://goo.gl/maps/knK9edHPE1y Is someone interested in meeting this evening (probably after 5:30)? Piotr -------------- next part
2017 Mar 26
2
[Euro LLVM] Unofficial beer before the conference
On Sun, Mar 26, 2017, at 04:23 PM, Piotr Padlewski via llvm-dev wrote: > Hey Tobias, > 4 spots for me and my folks. Thanks for taking care Tobias! OK. We are down at 2 spots (maybe a little bit more) Piotr 4 spots Tobias 5 spots Bekket 2 spots Alex 2 spots 13 out of 15 spots taken. Let me know if you wanna join. I can try to get some more spots. Best, Tobias Best, Tobias
2011 Mar 10
2
identical values not so identical? newbie help please!
Hi there! I'm not sure I can create a minimal example of my problem, so I'm linking to a minimal .RData file that has only two objects: obs and exp, each is a 6x9 matrix. http://dl.dropbox.com/u/10364753/test.RData link to dropbox file (I hope this is acceptable mailing list etiquette!) Here's what happens: > obs[1, 1] [1] 118 > exp[1, 1] [1] 118 > obs[1, 1]-exp[1, 1] [1]
2006 Sep 02
3
Dividing objects in classes using function sample()
Hello everyone, I've a problem and dont know how to solve. This is my first posting and it would be fantastic if you could help me. I want to divide n objects in k classes and need an output with all (n+1)(n+2)/2 possibilities. For example n=4, k=3: That would be: 4 0 0 3 1 0 3 0 1 2 2 0 2 1 1 2 0 2 1 3 0 1 2 1 1 1 2 1 0 3 0 3 1 0 2 2 0 1 3
2001 Nov 20
0
Time series count model?
You may want to take a look at a paper by Julia Kelsall and Scott Zeger in JRSS(C) - 1999, pp. 331-344. This paper describes a frequency domain approach to log-linear regression modeling of poisson-distributed count data, accounting for correlation and over-dispersion. There are also some S functions available to implement the methodology. Ravi. -----Original Message----- From: pauljohn at
2007 May 22
2
German Map in package maps
Hello everybody, I'm an absolute newbe in R, so please be gentle to me. I am looking for a german map in the package maps by Becker and Wilks. After that I want to draw the German cities from world.cities of this package in the map and want to draw further a line from Berlin to Munich. Has anybody an idea? Thank you so much and sorry for the question! Best regards from Berlin, Maja!
2007 Jun 11
1
Starting R within an VBA makro
Hello everybody, at work I want to start R within an VBA program. First I calculate something in Excel 2003. After that I want to start within my VBA makro R wich should start an R file, say i.g, superplot.R which plots me the data well. So is it possible? Maybe something like that: sub test() 'calculate something start R superplot.R end test() Thank you so much. Kindly
2007 Jun 12
1
Problems with Vista, R 2.5.0 and function save
Hi everyone, I want to make use of the save function but it did not work. I'm using vista and R 2.5.0, winzip is installed too. Here's the code (from example ?save): > x <- runif(20) > y <- list(a = 1, b = TRUE, c = "oops") > save(x, y, file = "xy.Rdata") Fehler in gzfile(file, "wb") : kann Verbindung nicht ?ffnen Zus?tzlich:
2007 Jul 15
1
Text with differents colors in a plot / Detecting if text exists
Hi everybody, I want to write some text in a plot. That's simple I know. But I want to make use of different colors. Eg. text(x,y,paste("Sunderland","high")). Then Sunderland should be black and "high" red. Has anyone an idea? By the way. I'm looking for a function or something similar, that can check whether there is text in some regions on the plot.
2010 Jan 18
2
function to set log(0)=0 not working on tables or vectors
There must be a very basic thing I am not getting... I'm working with some entropy functions and the convention is to use log(0)=0. So I wrote a function: llog<-function(x){ if (x ==0) 0 else log(x) } which seems to work fine for individual numbers e.g. >llog(0/2) [1] 0 but if I try whole vectors or tables: p<-c(4,3,1,0) q<-c(2,2,2,2) llog(p/q) I get this: [1] 0.6931472
2009 Nov 10
3
Error: cannot allocate vector of size...
I'm trying to import a table into R the file is about 700MB. Here's my first try: > DD<-read.table("01uklicsam-20070301.dat",header=TRUE) Error: cannot allocate vector of size 15.6 Mb In addition: Warning messages: 1: In scan(file, what, nmax, sep, dec, quote, skip, nlines, na.strings, : Reached total allocation of 1535Mb: see help(memory.size) 2: In scan(file, what,
2001 May 25
2
Winamp plug-in update
http://www.blorp.com/~peter/zips/in_vorbis.zip another bunch of bugfixes and some new features (see tag editor advanced mode) -Peter -- 26 maja - Dzien Matki. Wygraj kwiaty dla swojej Mamy! Do rozdania 75 bukietow z dostawa i zyczeniami. [ http://zakupy.onet.pl/prezenty.asp?k=7 ] --- >8 ---- List archives: http://www.xiph.org/archives/ Ogg project homepage: http://www.xiph.org/ogg/ To