similar to: Simulate ARX model.

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

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]

I'm trying to create a 3D plot using wireframe with certain parts removed. I would like to get rid of the part of the outer cube that crosses over the plot leaving the back two walls and the axes. It would also be useful to put lines in the plot separate from the wireframe call. I've looked through the documentation and have not been able to find such a request. Here is my code

(My apologies if this is a repeated posting. I couldn't find any trace of my previous attempt in the archive.) I'm having trouble with forecast() in the dse2 package. It works fine for me on a model without a trend, but gives me NaN output for the forecast values when using a model with a trend. An example: # Set inputs and outputs for the ARMA model fit and test periods

I'm more like a caveman when it comes to programming tools. So, with that in mind, is there a way to use readBin in a batch format to read in pieces of a large binary file? Thank you for the consideration of my question. Todd Remund

Hi all R gurus out there, Im a kind of newbie to kalman-filters after some research I have found that the dlm package is the easiest to start with. So be patient if some of my questions are too basic. I would like to set up a beta estimation between an asset and a market index using a kalman-filter. Much littarture says it gives superior estimates compared to OLS estimates. So I would like to

>> It is looking like a real pain to translate the current set of html files to >> this format which means that there is going to be some real work required in >> getting a 3.11 version going. > Is it possible that the HTML->RTF->WinHelp generation pointer I sent > you would work faster? Point being that you could generate the RTF > file on a machine with long

I am looking for a fast way to count the number of rows in a matrix are identical to a pattern vector. For example, if I am interested in counting the number of row vectors in a matrix that are identical to (1,2,3) what would I do? I have tried the identical statement in a loop but this is far too slow. I have a very large matrix and need to avoid loops at all costs. Thanks for any help.

I tried to specify a model in dse1 but something isn't right. Anybody have any tips? model<-SS(F=f,G=g,H=h,Q=q,z0=z,P0=p) Error in locateSS(model$R, constants$R, "R", p, p, plist) : The dimension of something in the SS model structure is bad. > dim(f) [1] 5 5 > dim(g) [1] 5 1 > dim(h) [1] 1 5 > dim(q) [1] 5 5 > dim(z) [1] 5 1 > dim(p) [1] 5 5 thanks, Bob

I have had a strange problem with rgl. I am currently switching from a desktop computer to a workstation. When I get a very large data set and run spectro3D, the computations run then the window with the 3d plot appears it doesn't show the data inside and immediately shuts down R. The computers have OpenGL on them, but a colleague suspects the configuration of rgl with OpenGL may be the

I’m ordering a new computer to increase my ability to handle large data sets. I’ve tried the dual core type and also the dual processor with dual cores each, and have not been satisfied. This seems to agree with all the other postings on the help list. I don’t want to do any simulations, I just want to deal with a large data set and do things such as resampling time series data from 50,000

Hello! I installed the fSeries package to get some farima time-series which i tried with farimaSim, but unfortunately i got always an error. I tried it this way: > farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), method="freq") Error in farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), : ... used in an incorrect context Some ideas? Regards, ___

I know that there is a function, (spectro3D), that produces the Power Spectrogram. Are there R functions that produce the Frequency Spectrogram and the Phase Spectrogram? Thank you for your time. [[alternative HTML version deleted]]

I am having problems with the package dse. I just installed R 2.2.1 and reinstalled all packages. I am running Windows XP Pro with all updates. Below there are two examples of error messages generated when trying to execute some simple programs. The code was taken directly from the package documentation. Any help on this will be greatly appreciated. Merry Christmas Fernando

I would like to request help with the installation of dse in raqua in mac os x 10.3. I get the following error message after the messages indicating that parts were successfully installed. I would be most grateful for a solution. ----------------------------------------- * Installing *source* package 'setRNG' ... ** R ** inst ** help >>> Building/Updating help pages for

How exactly should I go about turning off annotation when running Stangle (Rtangle) with "R CMD Stangle myfile.Rnw"? Ideally I would like to be able to turn annotation off and on for individual code chunks, or maybe better, to annotate only named chunks. Are either of these things easily done? Is there some way to figure out this sort of thing without reading through the source code

Hi there, I ran into some trouble trying to install the dse library on os 10.3 with RAqua as the installation of the dse1 package failed. On the R console I got the error message Warning message: Installation of package dse had non-zero exit status in: install.packages(ui.pkgs, CRAN = getOption(where), lib = .libPaths()[1]) > and the console of the os x said gcc -bundle -flat_namespace

Full_Name: Kevin Coombes Version: 2.4.0 OS: Windows XP Submission from: (NULL) (143.111.22.24) I'm running R 2.4.0 on a Windows XP machine, with only the default packages loaded. Running Sweave or Stangle on the following Rnw file: -------------- % bug.Rnw \begin{document} Demonstrate an Sweave/Stangle bug. <<info>>= sessionInfo() @ <<getFDR>>= x <- 1 @

Hi, Recently I saw a couple of cases in which the package vignettes were somewhat complicated so that Stangle() (or knitr::purl() or other tangling functions) can fail to produce the exact R code that is executed by the weaving function Sweave() (or knitr::knit(), ...). For example, this is a valid document that can pass the weaving process but cannot generate a valid R script to be source()d:

Hi, I'm using the Sweave and I would like include codes of the R in my LaTeX file. I extracts the R code with Stangle (), whose name is Relatorio.R but I can't include it in the Latex file as an appendix. Suggests? Thanks, -------------------------------------- Silvano Cesar da Costa Departamento de Estat?stica Universidade Estadual de Londrina Fone: 3371-4346