similar to: Long Range Dependence: Hurst exponent estimation

Displaying 20 results from an estimated 4000 matches similar to: "Long Range Dependence: Hurst exponent estimation"

2008 Nov 04
4
fine grain tick marks for zoo plots
Dear R Users, I am trying to get plot.zoo to place monthy tickmarks/labels for a time series which spans daily data going back a bit over a year. Right now, I am getting only one tick mark on the x-axis for the beginning of 2008. How can I force plot.zoo to place more regular x-axis tick marks on a monthly basis ? Thanks in advance, Tolga Generally, this communication is for informational
2008 Jun 19
4
How can I execute a .R/script file
Dear R-Users, I've written a number of functions in a .R/script file. I would like to call those functions from another script file. How can I execute all the code in a script file so that the functions are available for use in my other script file ? I have tried help.search("script") and various Google alternatives but couldn't come up with anything. Thanks in advance,
2008 Jul 08
6
Automatic placement of Legends
Dear R-Users, I am looking for a way to get legends placed automagically in an empty spot on a graph. Additional complication comes through my useage of multiple graphs on the same plot through mfrow. Is there a way to achieve this in R ? I have legends for each of the sub-plots. Many thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not
2008 Jun 06
3
col.names ?
Dear R Users, A bit of an elementary question, but somehow, I haven't been able to figure it out. I'd like to changes the column names of a data frame, so I am looking for something like col.names (as in row.names). Could someone please show me how to change the column names of a data frame ? Thanks, Tolga Generally, this communication is for informational purposes only and it is
2008 Jul 18
2
Landscape mode for pdf
Dear R Users, I would like to get the pdf() command to create graphics in landscape mode, as I am plotting 8 graphs in 2 rows and 4 columns. This is being generated for an a4 printer (so I also use the paper="a4" command). Is there a way I can ask pdf() to generate the document in landscape mode ? Thanks, Tolga Generally, this communication is for informational purposes only and it
2008 Jun 30
6
Plotting three time series on the same graph
Dear R Users, I would like to plot three time series on the same graph, two axis on the left and one axis on the right. The time series that I am graphing on the left do not share a similar scale: one has a range of 1:100 and the other a range of 25000:70000. How can I display the tick marks for both on the left hand side without superimposing them, i.e. one set of tick marks in black right
2008 Dec 17
3
replacing elements of a zoo object
Dear R Users, I am trying to do something quite simple: replace the elements of a zoo object. For some reason, the following code does not seem to work. How can I replace the value for the 14th of Dec of 2008 in the zoo object x below with 1 (it is currently NA). > x 2008-12-11 2008-12-12 2008-12-13 2008-12-14 2008-12-15 2008-12-16 361.667 389.875 NA NA 397.822
2008 Sep 09
2
Information on the number of CPU's
Dear R Users, I am on Windows XP SP2 platform, using R version 2.7.2 . I was wondering if there is a way to find out, within R, the number of CPU's on my machine ? I would use this information to set the number of nodes in a cluster, depending on the machine. Sys.info() and .Platform do not carry this information. Thanks in advance, Tolga Uzuner Generally, this communication is for
2008 Jul 07
2
Sorting a list
Dear R Users, A bit of a simple question, but I could not find the answer thru google ("sorting lists r cran","how can i sort a list r cran") or RSiteSearch... how can I sort a list ? One imagines something like sort.list would do the job, but that's not the one. > foo<-list(a=10,b=2,c=3) > sort.list(foo) Error in sort.list(foo) : 'x' must be atomic
2008 Jun 28
1
Converting the results of granger.test into a matrix
Dear R Users, The granger.test command in the MSBVAR package estimates all possible bivariate Granger causality tests for m variables. If one passes a data frame with 3 rows, it returns 6 granger tests in two rows, one for the F-statistic and another for the p-value. For example: > a<-rnorm(1:10) > b<-c(lag(a),rnorm(1)) > c<-c(lag(b),rnorm(1)) >
2008 Aug 17
2
grangertest/lmtest ... what am I doing wrong ?
Dear Achim, R Users, What am I doing wrong in this example ? a<-zoo(rnorm(100),order.by=1:100) b<-lag(a) regr<-na.exclude(merge(a,b)) plot(regr) grangertest(regr[,1],regr[,2],3) > a<-zoo(rnorm(100),order.by=1:100) > b<-lag(a) > regr<-na.exclude(merge(a,b)) > plot(regr) > grangertest(regr[,1],regr[,2],3) Error in solve(vc[ovar, ovar]) : subscript out of bounds
2008 Oct 30
2
smooth function advice
Dear R Users, I am looking for a smoothing function with the following characteristics for a time series of data: - at each date, should only use data up to that date (so, right aligned and not centered) - should return a smoothed series of length equal to the original time series: - for a one-day time series, just returns that day - this means the front part of the series will
2008 Aug 13
2
which alternative tests instead of AIC/BIC for choosing models
Dear R Users, I am looking for an alternative to AIC or BIC to choose model parameters. This is somewhat of a general statistics question, but I ask it in this forum as I am looking for a R solution. Suppose I have one dependent variable, y, and two independent variables, x1 an x2. I can perform three regressions: reg1: y~x1 reg2: y~x2 reg3: y~x1+x2 The AIC of reg1 is 2000, reg2 is
2008 Oct 02
2
error message documentation: "Error: no function to return from, jumping to top level"
Dear R Users, Are error messages in R documented somewhere ? I am getting the following error message and would like to track down what it means and which specific routine triggers it: Error: no function to return from, jumping to top level Once I figure out which snippet of code triggers it, I can submit to the list a working example in case I cannot get to the bottom of the problem
2008 Jun 27
1
Yule Kendall resistant measure of skewness
Dear R Users, Is anyone aware of a package which calculates the Yule Kendall resistant (to errors,outliers) measure of skewness ? An easy calculation to perform, but was just wondering if a package exists (as the contents of that package would probably include other cool things I would also be interested). Thanks, Tolga Generally, this communication is for informational purposes only and it
2008 Dec 08
1
statistics on "runs" of numbers
Dear R Users, Is there a package or some functionality in R which returns statistics on "runs" of numbers, i.e. series of numbers with similar qualities in a time series ? For example, the number of +ves,-ves, histograms on cumulations in runs, etc. ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or
2008 Jul 14
1
options() question for displaying numbers in the GUI
Dear R Users, I would like the R GUI to display numbers with comma separators, i.e. 1,000,000.00 instead of 1000000 Is there a flag in option() for this behaviour. A google/RSiteSearch has not revealed anything but perhaps I have missed it. Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the
2008 Sep 08
1
cluster/snow question
Dear R Users, I am attempting to use the snow package for clustering. Is there a way to identfy, in the environment of each node, a rank for that node and also, the total size of the cluster ? By way of analogy, I am looking for the functions in snow equivalent to mpi.comm.rank() and mpi.comm.size() from RMPI, in case that makes things clearer. Thanks in advance, Tolga Generally, this
2008 Sep 30
1
prblems changing directory in mpi snow clusters
Dear R Users, I am attempting to use snow with rmpi. My configuration is: - R Version 2.7.2, rmpi - RMPI 0.5-6 - DeinoMPI 1.1.0 - Windows Xp SP2 I can sucessfully create a cluster and execute simple commands but for some reason, I cannot change the working directory in my nodes. > noclusters<-2 > cl <- makeCluster(noclusters, type = "MPI") 2 slaves are spawned
2008 May 23
1
Cleaning a time series
Dear R Users, Was wondering if anyone can give me pointers to functionality in R that can help "clean" a time series ? For example, some kind of package/functionality which identifies potential "errors" and takes some action, such as replacement by some suitable value (carry-forward, average of nearest, what have you) and reporting of errors identified. I did search