similar to: simulating a VARXls model using dse

Hi, I tried to run the VARMA model in the dse package. I specified a model: > arma A(L) = 1+0.244L1 0+0.05L1 0-0.325L1 1-0.234L1 B(L) = 1-0.277L1 0+0.211L1 0-0.206L1 1+0.238L1 and have a TSdata object: > dfdata output data: Series 1 Series 2 1 "difex2" "difem2" but I get this warning message: > estMaxLik(arma, dfdata) Error in

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

Hi R-Community, so far I dealt with univariate processes and used the function "arima" to estimate an ARMA(1,1)-model. For multivariate processes there are the functions "estVARXar" and "estVARXls" from package "DSE". But how can I estimate an VARMA(1,1)-model, or even better determine the orders and estimate the parameters? Much thanks in advance, Hagen

Hi, Following convention below: y(t) = Ax(t)+Bu(t)+eps(t) # observation eq x(t) = Cx(t-1)+Du(t)+eta(t) # state eq I modified the following routine (which I copied from: http://www.stat.pitt.edu/stoffer/tsa2/Rcode/Kall.R) to accommodate u(t), an exogenous input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R

Is there an easy way to compile a packages's fortran so that it has the information for ddd or gdb to follow the lines of the code? I seem to remember seeing something about this, but I cannot find it in Writing R Extensions. (I see about Valgrind, debugging a segfault, and some other tricks, but what I really want is to follow the fortran logic.) Thanks for any pointers, Paul

Is CRAN having trouble or is it just me? (The web interface is very slow and install.packages() is timing out and giving me "service not available"). Paul ==================================================================================== La version française suit le texte anglais. ------------------------------------------------------------------------------------ This email

Is it possible in R to call a fortran routine that sets variables in a common block and expect the values to persist when a call is made from R to a second routine that uses the common block? If not (as I suspect), is it possible to use a common block in a group of routines that are used together, for as long the routines do not return to R? Paul

I am trying to extend an S3 method to work with an S4 object as well as the S3 objects it works with, but UseMethod does not seem to recognize the S4 class and dispatches to the default method. Is this to be expected or should I be looking for an error in my code? If it is not an error in my code, is there an easy way to do this, or do I have to convert the generic to S4 and then make those

Unfortunately, RNGkind is buggy. It will not generate warnings except the full name "Buggy Kinderman-Ramage" is supplied for normal.kind. match.arg is supposed to be called before "==" comparison. ======================================== Shengqiao Li Research Associate The Department of Statistics PO Box 6330 West Virginia University Morgantown, WV 26506-6330

I am trying to check my packages with R-rc and latex is failing to find utf8.def. I presume my latex installation is defective or too old, or is this file distributed with R and I just don't have a path set correctly? Paul ______________ * checking PDF version of manual ... WARNING LaTeX errors when creating PDF version. This typically indicates Rd problems. LaTeX errors found: !

I was trying to subscribe to an RSS feed from <http://developer.r-project.org/RSSfeeds.html> but IE chokes on DTDs and Firefox also has trouble with this feed. (I'm not sure if it has trouble with DTDs in general.) I went to one of our web developers to see what I should use to read the feed, and he pointed out that the mix of RSS 2.00 and rss-0.91 looks like a mistake: <!--

I'm working on the next release of coxme (ready to start some testing), and have written major chunks of it using noweb -- very similar to Sweave except I'm generating code and documentation for the code rather than vingetes. The question: I have directory with .Rnw objects and a Makefile therein that generates most of the .R files. I don't see any guidance in the documentation

I am having the following problem building R-beta_2009-10-12_r50045.tar.gz on Ubuntu 9.04 - the Jaunty Jackalope Paul ________ ... make[2]: Entering directory `/home/paul/toolchain/R/R-beta/src/library/Recommended' begin installing recommended package boot gzip: invalid option -- 'x' Try `gzip --help' for more information. tar: This does not look like a tar archive

Dear R users, we are trying to build a R package that includes a precompiled shared library, let's say mylib.so. We created the skeleton of the package and we moved the mylib.so file into the libs folder that we created at the same level of the folders man and R. Moreover we created the file NAMESPACE and we added the line useDynLib(mylib, .registration=TRUE). The building step seems to work

I am intrigued by the possibility of using R as the SHELL in a (Gnu) makefile (instead of /bin/sh). (c.f. http://www.gnu.org/software/make/manual/make.html#Choosing-the-Shell) Well, rather, I would like the makefile's SHELL to be a command which communicated with an R process. The makefile targets/prerequistes would, as always, be OS files, which would be written/read using standard R file

I am trying to understand the missing vs default value for an argument to an S4 method. (I'm not sure if this is a bug or my confusion.) In S3 I can specify a default value for an argument and then both check if the argument was missing in the call, and use it because it takes on the default value. I do not seem to be able to do that in S4 as shown by this simplified example:

A slightly revised version of my DSE package for multi-variate time series analysis is now available at <www.bank-banque-canada.ca/pgilbert>. This version works with R 0.90.1 (and not with R 90.0 or earlier versions). It can also be installed with install.packages(c("syskern", "tframe", "dse"),

A slightly revised version of my DSE package for multi-variate time series analysis is now available at <www.bank-banque-canada.ca/pgilbert>. This version works with R 0.90.1 (and not with R 90.0 or earlier versions). It can also be installed with install.packages(c("syskern", "tframe", "dse"),

Dear All, I use nlminb or optim for maximizing likelihood functions. Sometimes, the parameter values happen to be NA, then the program will hang there and iterate forever without stopping. No error message will be produced. So I can not use error catch method such as "try". Are there any suggestions how I can circumvent this problem? Maybe I can time a function, and if the time exceeds

Hi, All: How might one test Matlab and perl code during "R CMD check"? I ask for two reasons: First, the "fda" package exists in both R and Matlab, and it would help if we could run test examples in Matlab as part of "R CMD check". I tried "R.matlab", but could not get it to work in that context. Second, I have professional