similar to: FRB/US

Dear helpeRs, a colleague of mine would like to give R a try. He uses econometric models which typically involve a large number of variables, esp. time series. Having no experience with handling very large data sets myself I turn to you. 1. Could you please describe your experiences to cope with these situations? 2. What kind of difficulties will he have to face? Are there special

Sebastian Pop wrote: > same mechanism could be useful. It would be nice to be able to write this: > > def insn : Inst<(outs i32:$dst), (ins i32:$src1, i32:$src2), > "some assembler", > [(set $dst, (Op $src1, $src2))]>; >From the PPC changes, I see that this is already possible under a slightly different form: def FSUBS :

I am making a game that you can be FRB and you can control money supply. anyone interested in this game? The start-up project name is GOLD MINE. here is my document. (1)overview map http://goldmine.schtuff.com/gold_mine_overview_1_en_png?action=binary (2)usecase diagram http://goldmine.schtuff.com/gold_mine_1_0000_usecase_diagram_png?action=binary (3-1)usecase description 1

Hi, The department of economics at our university (Budapest) is planning a course on numerical methods in economics. They are trying to decide which software to use for that, and I would like to advocate R. The other alternative is Matlab. I have found comparisons in terms of computational time for matrix algebra, but I don't think that is relevant: the bottleneck for economists is usually

Thanks Thomas and Marc that is what I was looking for. -Jason The DESCRIPTION file for a package lists the license; this is also given in the CRAN entry for each package. -thomas Marc Schwartz <MSchwartz@MedAnalytics.com> 03/30/2004 09:02 AM Please respond to MSchwartz To: Jason.L.Higbee@stls.frb.org cc: R-Help

R: Is there a reason why there isn't a Windows Binary version of RQuantlib on CRAN? Usually when there is no binary, I just source the source code, but this one appears to have various calls and methods and things like that so I'm hesitant to do so. I know there has been a big discussion on why Rmetrics doesn't have source for unix/linux, but that isn't on CRAN. Through

I haven't seen this cryptic warning before: > update.views('Robust') Warning message: In update.views("Robust") : The following packages are not available: covRobust, distr, FRB, MASS, mblm, multinomRob, mvoutlier, quantreg, RandVar, rgam, RobAStBase, robfilter, RobLox, RobRex, robust, RobustAFT, robustbase, ROptEst, ROptRegTS, rrcov, sandwich, wle >

Hi, Is there any package or functions in R that can perform tests and estimation for a spatial econometric model in a simultaneous system? Thank you!!! Xia Feng

I'd like to use the hist2d function. What library contains it? Thanks! Simon Firestone Economist, Fair Lending Enforcement Division of Consumer and Community Affairs Federal Reserve Board Washington, DC 20551 simon.b.firestone@frb.gov (202) 785-6056 [[alternative HTML version deleted]]

R: I got a warning message when running the cor.test function using both Spearman and Kendall rank correlations saying that the p-value may be incorrect due to ties in the data. My data has 35 obs and one series has 6 pairs of ties. Does anyone know if this would likely have a great effect on the p-values calculated.. The values look good; tau = -0.68 with p-value = 8e-9 and rho = =0.84

R: I have a program that runs a For loop for days and I need to (if possible) pause the program. Any ideas on how to do that? If I use stop, how certain can I be that all the statements executed in the previous iteration of the for loop? Thanks, Jason Higbee Research Associate Federal Reserve Bank of St. Louis E: jason.l.higbee@stls.frb.org [[alternative HTML version deleted]]

I'd like to fit an ARMA(1,1) model to some data (Federal Reserve Bank interest rates) that looks like: ... 30JUN2006, 5.05 03JUL2006, 5.25 04JUL2006, N &lt;---- here! 05JUL2006, 5.25 ... One problem is that holidays have that "N" for their data. As a test, I tried fitting ARMA(1,1) with and without the holidays deleted. In other words, I fit the above data

https://bugzilla.samba.org/show_bug.cgi?id=6461 Summary: rsync occassionally issues the message "rsync error: unexplained error (code 255) at main.c(1506) [generator=3.0.4]" Product: rsync Version: 3.0.4 Platform: Sparc OS/Version: Windows XP Status: NEW Severity: normal

Dear Sirs, I am an economist, and I have learned about R from an statician. I would like to get some instructions on which packages of R should I install. I am intending to use R for graphical analysis, correlaction, and also estimation - this latter the least, since I have an econometric package which performes it very well. I should also mention that I am going to work mostly with

Alle, We have recently had one of our office servers go south. The hardware was an Intel SDS2 motherboard (EATX), Dual Intel PIII 1.4GHz FC-PGA2-L2 512KB, 3GB (6x512MB) 168 pin DIMM, SDRAM 133MHz/PC-133-ECC with 1x3Ware 7006-2 and 2x3Ware 7506-4LP RAID controllers. The OS was RHEL3. Apparently, according to the beep codes, there has been an FRB failure. I've migrated most of the

Does anyone know of a package that includes the Modified Sims test [Gewerke, 1983, Sims, 1972]? This test is used in econometrics and is a kind of alternative to the Granger test [Granger, 1969], which is in the package lmtest. Thanks in advance, chris Refernces: Gewerke, J., R. Meese, and W. Dent (1983), "Comparing Alternative Tests of Causality in Temporal Systems: Analytic Results and

Dear all, I am currently creating a package and writing the documention files for some functions (the main functions). When using R CMD check myPackage, I get a warning message indicating that some of my functions are not documented. How can I get rid of this problem? Of course, I don't want to document every function in the package... Thanks for your help. -- David Ardia H-building, room

Hi! I come from Poland, and my English is not as good as it should be, so I have to apologize for my mistakes. I would like to ask you for a package, where I can find a test, which is named The Test Of Series (in Poland). In econometric models we use this test to check if the residuals are completely random ( I mean with destiny). And one more thing - I would like to know where I can find a test

Dear all, I am using the functions 'optim' and 'nlminb'. For both, you can provide a function which computes the gradient of the objective function (to enhance speed and precision). In my case, both the objective function and the gradient take time to be computed and share many common computations (similar matrix, products, etc...). Therefore, I have to compute these

I make quite a lot of use of irregular time-series, and had already spent a bit of time writing an 'its' class when the 'irts' class was released via the package 'tseries'. I have experimented with the 'irts' class, and have some practical issues with its use. In some applications of irregular time-series (in my case these are financial and econometric) there are