similar to: Bifurcating Autoregression

I have a matrix of data. I need to scan the matrix and find every sequence from maxima to maxima across a row. I can write a loop to do this easily. Problem is, I can't figure out how to store the results. Each result is a vector of widely varying lengths. Ideally I'd like a vector of these, i.e. a vector of vectors, so I can quickly iterate through them and compute correlation

Hi Well, I am not an expert in this field so I cannot comment your approach. I wanted only to point out that building matrix your way is like scratching your left ear with right hand, especially in R. What if you want increase size of your matrix? E.g. you use function ProbUP once for row "0" and than for rows different from jmax (if I correctly understand your code). Use of any

Hi Petr, Many thanks for your response. Basically I want to create a probability matrix to be used in a trinomial tree going forward. This is the reason why I thought to build the matrix around 0 would be much more efficient. I need to loop through because the probabilities will depend on my node and is not always the same per row (e.g. if N> jmax, jmax being defined in another function) I

Hi Eric I did not see any answer and frankly speaking I cannot provide you with canned help. AFAIK if a function is defined within another function (which is your case) it cannot be called directly so it is necessary to define it in global environment. > fff <- function(x) { + myf <- function(a) a+2 + myf(x)^2} > > fff(5) [1] 49 > myf(5) Error in myf(5) : could not find

I want to populate the matrix prb through the function HWMProb <- function (a,j,dt) that encapsulates different functions (please see code below), using j= 0:2 for each j. It only populates prb if I specify each function independently in the global environment and then run the loop with the iF statement, as per below. for (j in 0:2) { if (j==0) { prb["0","1"] <-

Damien, Here's a forwarded bug for you. Cheers, Phil. --[[message/rfc822]] Subject: Bug#52414: ssh-add uses ssh-askpass, but ssh doesn't Reply-To: David Huggins-Daines <dhd at plcom.on.ca>, 52414 at bugs.debian.org Resent-From: David Huggins-Daines <dhd at plcom.on.ca> Resent-To: debian-bugs-dist at lists.debian.org Resent-CC: Philip Hands <phil at hands.com>

Hello, I am trying to carry out a phylogenetic autoregression to test whether my data show a phylogenetic signal, but I keep calculating bizzare R-squared values. My script is: > library(ape) > x <-

Hi all. This is more of a stats question, I suppose. Let's say I have two separate simple regressions of weight on year from two different datasets. I want to combine the regressions so that I can come up with a single equation for the total weight regressed on year. In reality, there is missing data, so I can't just sum the data across datasets and come up with a regression on the

Hi, I am trying to fit all subsets for a vector autoregression with exogenous variables. I have been looking at the 'leaps' function but I not sure how to get it to work when lags for each variable are included in the model. I would be really appreciative if someone could provide some links to examples. Thanks in advance! -- View this message in context:

I had some fun this afternoon coding up a 'maze generator' in R. I thought I'd pass along the fruits of my labor for everyone's amusement. As written, every point is connected to every other point, so feel free to 'start' and 'finish' anywhere you like. Have fun! --Robert PS. Feel free to pass along suggestions or comments.

Hi, In order to produce an autoregression where only certain lags are allowed, specified in advance (e.g. c(1,2,5) ), I have found it necessary to look beyond the standard [ar] function, thankfully discovering the [FitAR] package, wherein the [FitARp] function provided exactly that capability. However for my problem at hand, [FitARp] is vastly slower than [ar] - taking hours rather than minutes.

This might be obvious to some, but I can't find a neat way to do it: Say I have two (very long) numerical vectors a & b of the same length representing variable coefficients of a linear autoregression. I want to calculate vector x defined by x[1] <- b[1] for (n in 2:length(a)) x[n] <- a[n]*x[n-1] + b[n] Is there a way to do this vectorially, i.e. without using the 'for'

Hi! I'm a new R user and I have a question about estimating VAR on a panel data. What I'm trying to do is to explain stock's volume on it's lagged volume, it's lagged returns and lagged market return's (and vice versa). In addition I have generated an exogenous variable controlling for stock's volatility. Some of you may be familiar with this experiment since it follows

Full_Name: Richard Huggins Version: 1.7.1 OS: windows 2000 Submission from: (NULL) (131.172.4.44) > x<-rnorm(100,2,1) > mean(x) [1] 1.73299 > summary(fivenum(x)) Min. 1st Qu. Median Mean 3rd Qu. Max. -0.3655 1.1070 1.7430 1.7320 2.3840 3.7910 > summary(x) Min. 1st Qu. Median Mean 3rd Qu. Max. -0.3655 1.1070 1.7430 1.7330 2.3830 3.7910 >

I'd like to expand the following data to perform a daily time series. It should cover from '2012-07-01' to '2012-10-06' with the values I actually have being the mean from one point measurement to another. Does anyone has a clue to perform this task. structure(list(Date.beg = structure(c(15635, 15617, 15615, 15610, 15609, 15605, 15604, 15601, 15593, 15593, 15586, 15581,

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Hi I am trying to Run AsteriskNow 1.5 which uses Centos 5.3 Distribution with Readonly Root Filesytem. Right now if I shutdown the system abrupty or there is power failure linux kernel doesn't not boot "Kernel panic" and other short of issues.prb due to corrupted files. Thats why i want to make root filesystem as read-only and placing some directories /var and /etc/asterisk etc as

I''ve got a large project that I may be able to convert to rails. The problem domain is a bit odd for most web projects: 1) There is a single data model. 2) Each customer (~50), wants customizations to their web pages. 3) 90% of the product is the same. 4) There are several components to the product. 5) Not all customers pay for each component. If I use rails and create a

dear All, I have the following problem: I need to calculate an h-step ahead forecast from a var model (estimated with a dse1 method estVARXls), which in turn will be used as an input for another model as conditioning data, so I need it as a simple, numeric matrix. No exogenous input is used. However, the standard forecast method produces a 1-element list that includes a forecast matrix, yet I