similar to: Using R for large econometric models

Displaying 20 results from an estimated 2000 matches similar to: "Using R for large econometric models"

2006 Nov 17
1
Files in EViews format
Dear HelpeRs, I wonder if anyone knows of ways to read EViews file types. I did not find a function in the package 'foreign' and a search query submitted to http://search.r-project.org was not successful. Any hint is very much welcome. Dietrich Trenkler -- Dietrich Trenkler c/o Universitaet Osnabrueck Rolandstr. 8; D-49069 Osnabrueck, Germany email: Dietrich.Trenkler at
2007 Sep 21
1
Error using nls()
Hallo HelpeRs, I try to reconstruct some results from an econometric text book (Heij et al. (2004), pp. 218-20). For the data > x <- structure(list(q1 = c(345, 331, 320, 314, 299, 395, 415, 490, 547, 656, 628, 627), d1 = c(1, 1, 1, 1, 1, 1, 1.05, 1.05, 1.05, 1.15, 1.15, 1.15)), .Names = c("q1", "d1"), row.names = as.integer(c(NA, 12)), class =
2004 Jul 15
1
GHK simulator
Dear R-community, not to re-invent the wheel I wonder if someone of you has ever written a function to compute the GHK smooth recursive simulator to estimate multivariate normal probabilities. See for instance page 194 of @BOOK{Greene97, author = {William H. Greene}, year = 1997, title = {Econometric Analysis}, edition = {3rd}, publisher = {Prentice-Hall}, address = {New Jersey
2007 Jun 29
2
\include-mechanism in Sweave?
Dear HelpeRs, I'm very fond of Sweave and I use it as often as possible. It'a a pity I can't use it for larger projects or can I? For instance suppose I have three files file1.rnw, file2.rnw and file3.rnw with Sweave code. Working on file2.rnw I whould like to exclude file1.rnw and file3.rnw temporarily and joining all of them later. This amounts to a mechanism similar to using
2002 May 22
2
Bug in pexp (PR#1590)
I wonder if something like this has been reported before: > pexp(85:86,0.438) [1] 1 -Inf --please do not edit the information below-- Version: platform = i386-pc-mingw32 arch = i386 os = mingw32 system = i386, mingw32 status = major = 1 minor = 5.0 year = 2002 month = 04 day = 29 language = R Windows NT 4.0 (build 1381) Service Pack 6 Search Path: .GlobalEnv,
2006 Mar 13
2
dotchart: Gap between text and chart
I have some data which I would like to display with dotchart. The labels are very long, so the chart becomes too small. Setting cex=0.7 seems to be a good compromise, but the gap between the text and the chart still is too large. I did not find a "gap" parameter in the description of dotchart... Thanks for any help. D. Trenkler "a" <- structure(c(103.35, 36.73, 55.09,
2000 Dec 17
1
AW: Permutations
Niels Waller wrote: > Does anyone know of an R (or S-PLUS) function for delineating all possible > combinations and permutations? The following function delivers all permutations of 1:n. all.perm <- function(n) { p <- matrix(1, ncol = 1) for (i in 2:n) { p <- pp <- cbind(p, i) v <- c(1:i, 1:(i - 1)) for (j in 2:i) { v <- v[-1]
2006 Oct 26
3
Measurements of 3000 criminals
Hallo everyone, excuse me if this is not a genuine R question but I do not know where to ask else. Referring to e.g. https://stat.ethz.ch/pipermail/r-help/2004-December/062114.html I wonder if these measurements of 3000 criminals (raw data) are available anywhere. At least I didn't find them in the R datasets package or by means of Google. What I did find was a table of frequencies of
2000 Mar 07
2
AW: anova-bug in R-version 1.0.0? (PR#470)
I think I've discovered what went wrong. My workspace included a function wilcox.test formerly copied from ctest. Now ctest ist part of the distribution and because of that I always got the message: [Previously saved workspace restored] Error in autoload("wilcox.test", "ctest") : Object already exists I didn't take care of this message. Now I removed
2001 Sep 25
1
Bug in boxplot.stats?
Is this a bug? >"xx" <- c(50, 79, 120, 78, 90, 100, 78, 80, + 90, 80, 60, 39, 90, 85, 140, 100, 80, 80) > boxplot.stats(xx)$stats [1] 60 78 80 90 100 > boxplot.stats(0.1*xx)$stats [1] 7.8 7.8 8.0 9.0 10.0 I suppose the way the numbers in 0.1*xx are internally stored may cause this problem: > formatC(0.1*xx[2],format="f",digits=16) [1]
2001 Oct 05
3
3dim histogram?
Hello all, I wonder if there is a package including a program to display a 3dim histogram. Thanks. --- D.Trenkler --- **************************************************************************** ***** Dr. Dietrich Trenkler (dtrenkler at nts6.oec.uni-osnabrueck.de) Statistik / Empirische Wirtschaftsforschung Universitaet Osnabrueck Rolandstrasse 8
2000 Mar 14
2
Bug in sub? (PR#487)
I suspect that there is bug in sub when using "?": > string_"This is a bug!" > sub("!", ", or isn't it?", string) [1] "This is a bug, or isn't it?" > string_"This is a bug?" > sub("?", ", or isn't it?", string) [1] "This is a bug?" Regards, *** D.Trenkler ***
2006 Feb 28
3
LaTeX in R graph
Hello, I would like to know if it is possible to insert LaTeX typesetting in R output. I want to obtain a graph with LaTeX label in order to incorporate it as postscript or pdf, x<-seq(0,1,length=100) y<-x*x plot(x,y,xlab="$X$",ylab="$X^2$")
2007 May 04
1
Bug in qr.R ? (PR#9655)
Ladies and Gentlemen, using > A <- structure(c(1, 0, 0, 3, 2, 1, 4, 5, -3, -2, 1, 0), .Dim = as.integer(c(3,4))) I get > dim(A) [1] 3 4 > qr.R(qr(A),complete=TRUE) [,1] [,2] [,3] [,4] [1,] -1 -3.000000 -4.000000 2.0000000 [2,] 0 -2.236068 -3.130495 -0.8944272 [3,] 0 0.000000 -4.919350 -0.4472136 > qr.R(qr(A),complete=FALSE) [,1]
2001 Nov 22
1
Bug in dev.print? (PR#1179)
Dear "Debuggers", please have look a the following: > plot(0:1,0:1,type="n") > points(c(0,0.5,1),c(0,0.5,1)) > dev.print(device = postscript, width=5 , height=5, file="test1.ps") windows 2 ># This worked > dev.print(device = pdf, width=5 , height=5, file="test1.pdf") windows 2 ># That also >
2005 Dec 05
3
The gamma function and infinity
I have to calculate some formula like: gamma(x)/(gamma(x+y) and I observed that for relatively big values of x, R returns infinity and so cannot compute the formula. Is it possible to force R to give the real value of gamma(x) instead of Inf ? thanks
2007 Nov 29
1
Testing normality
Hi, I'm doing kolmogorv-smirnov test but I don't know what conclusions to take, I want to know if my data has a normal distribution: > ks.test(dados1,"pnorm") One-sample Kolmogorov-Smirnov test data: dados1 D = 0.972, p-value < 2.2e-16 alternative hypothesis: two-sided Warning message: cannot compute correct p-values with ties in: ks.test(dados1,
2004 Aug 06
3
Bug in qnorm or pnorm?
I found the following strange behavior using qnorm() and pnorm(): > x<-8.21;x-qnorm(pnorm(x)) [1] 0.0004638484 > x<-8.22;x-qnorm(pnorm(x)) [1] 0.01046385 > x<-8.23;x-qnorm(pnorm(x)) [1] 0.02046385 > x<-8.24;x-qnorm(pnorm(x)) [1] 0.03046385 > x<-8.25;x-qnorm(pnorm(x)) [1] 0.04046385 > x<-8.26;x-qnorm(pnorm(x)) [1] 0.05046385 > x<-8.27;x-qnorm(pnorm(x))
2006 Sep 13
1
S in cor.test(..., method="spearman")
Dear HelpeRs, I have some data: "ice" <- structure(c(0.386, 0.374, 0.393, 0.425, 0.406, 0.344, 0.327, 0.288, 0.269, 0.256, 0.286, 0.298, 0.329, 0.318, 0.381, 0.381, 0.47, 0.443, 0.386, 0.342, 0.319, 0.307, 0.284, 0.326, 0.309, 0.359, 0.376, 0.416, 0.437, 0.548, 41, 56, 63, 68, 69, 65, 61, 47, 32, 24, 28, 26, 32, 40, 55, 63, 72, 72, 67, 60, 44, 40, 32, 27, 28, 33,
2007 Jun 19
2
How to compute Wilk's Lambda
Dear helpeRs, the following data set comes from Johnson/Wichern: Applied Multivariate Statistical Analysis, 6th ed, pp. 304-306. /X <- structure(c(9, 6, 9, 3, 2, 7), .Dim = as.integer(c(3, 2))) Y <- structure(c(0, 2, 4, 0), .Dim = as.integer(c(2, 2))) Z <- structure(c(3, 1, 2, 8, 9, 7), .Dim = as.integer(c(3, 2)))/ I would like to compute Wilk's Lambda in R, which I know is 0.0385.