similar to: Intership: R programmer, London

waveslim 1.4 has recently been uploaded to CRAN and is fully compatible with Rv2.0. Besides ensuring usability with the most recent version of R, two additional "flavors" of wavelet methodology have been added to the package: (1) Hilbert wavelet pairs and (2) the dual-tree complex wavelet transform [only 1D and 2D ported from Matlab code by Selesnick]. The dual-tree CWT code has

waveslim 1.4 has recently been uploaded to CRAN and is fully compatible with Rv2.0. Besides ensuring usability with the most recent version of R, two additional "flavors" of wavelet methodology have been added to the package: (1) Hilbert wavelet pairs and (2) the dual-tree complex wavelet transform [only 1D and 2D ported from Matlab code by Selesnick]. The dual-tree CWT code has

I'd like to estimate time varying coefficients in a linear regression using a Kalman filter. Even if the Kalman Filter seems to be available in some packages I can't figure out how to use it to estimate the coefficients. Is there anyway to do that in R? Any help appreciated Thanks

There seem to be a bug in the seq.dates function in the chron package for R 2.0. Please see below: when the specified frequency is "months", seq.dates does not return the end of the specified interval all the time: > seq.dates(from = "05/31/04", to = "12/31/04", by = "months") [1] 05/31/04 06/30/04 07/31/04 08/31/04 09/30/04 10/31/04 11/30/04 Ciprian

Hi, I am interested in a applying wavelets as a smoothing tool for my (1-dimensional) data. I looked into wavetresh and waveslim packages but could not quite figure out an obvious way to do this after running dwt or wt functions. Would someone be able to point me in the right direction on how to denoise univariate data using one of wavelet packages available in R? Thank you very much Jane ps

Hello! I'm not a newbie to Linux but to Samba and Linux<->Windows networking, so -naturally- I encountered some problems. First let's start with my configuration: I'm running RedHat 7.3, Samba 2.2.3a and Windows 2000. The Linux server's name is hilbert, my Windows machine is igor. And this is my smb.conf [global] workgroup = TEST netbios name = hilbert interfaces =

Hi derf_, all, this is for the spec doc derf is working on - as discussed on irc. More soon (hopefully :) Cherio, Silvia. <p> -------------- next part -------------- A non-text attachment was scrubbed... Name: hilbert-block.fig Type: image/x-xfig Size: 3610 bytes Desc: hilbert-block.fig Url : http://lists.xiph.org/pipermail/theora-dev/attachments/20040512/483ac379/hilbert-block-0001.bin

After fixing princomp(), recently, {tiny negative eigen-values are possible for non-negative definite matrices} Fritz Leisch drew my attention to the fact the not only eigen() can be funny, but also svd(). Adrian Trappleti found that the singular values returned can be "-0" instead of "0". This will be a problem in something like sd <- svd(Mat) $ d

Please use a more meaningful subject. Some might take it as a spam and hit the delete button. Objects in the workspace are visible inside functions, but are usually not directly manipulated inside functions. When you modify an object in the workspace inside a function, what actually happens is a local copy is made, reflecting the modifications you made, and leave the one in the workspace

I believe I have a config problem, but let me first explain what I'm trying to accomplish and then I'll dump all the logs, etc. w2k3 r2 domain server: hilbert.math.purdue.edu samba server: gram.math.purdue.edu realm: MATH.PURDUE.EDU domain: MATH Currently my entire environment is all Solaris, with users stored in LDAP and home directories shared via NFS. I am using Sun's Identity

Hi All, I'm not too sure if this is the right Ng to make this posting however, if it isn't I'd be grateful if you could point me to the appropriate Ng for this post. I recently sent a similar post to this Ng but got no response, if this is not the correct newsgroup for this kind of post, I will greatly appreciate some feedback regarding where I'm likely to get a more favourable

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

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

Hi, I am not sure if this is off topic, apologies if it is. I am working for a startup in London and am looking for one or two rails programmers. I estimate that there will be about 6 weeks worth of work plus some ongoing consultancy. If any one is interested please get in touch. rgds, - matt. -- Posted via http://www.ruby-forum.com/.

Hello ~ I'm recruiting for a hedge fund (type) business (based in London, England, UK) that are looking for good C++ programmers with preferably some experience in statistical modeling/programming/analysis. Perhaps you are a statistician, mathematician or physicist (for example) by background but a programmer by experience (or a graduate). You should ideally also have scripting experience

Hi, UBS Investment Bank are looking for a skilled R programmer, seeking a career that combines computer science, applied statistics and finance. This position requires a person with a strong background in - R programming and R package maintenance. - Software development. - Design and implementation of efficient algorithms. especially for handling large datasets. - Data visualisation and

I have built a Kalman Filter model for flu forecasting as shown below. Y - Target Variable X1 - Predictor1 X2 - Predictor2 While forecasting into the future, I will NOT have data for all three variables. So, I am predicting X1 and X2 using two Kalman filters. The code is below x1.model <- dlmModSeas(52) + dlmModPoly(1, dV=5, dW=10) x2.model <- dlmModSeas(52) + dlmModPoly(1, dV=10,

help.search("Kalman") says to look at help(KalmanLike, package=ts). Andy -----Original Message----- From: Mohamed A. Kerasha [mailto:mohamed at engr.uconn.edu] Sent: Tuesday, November 19, 2002 9:27 AM To: r-help at stat.math.ethz.ch Subject: [R] Kalman Filter Hi all, Does any one know if there is Kalman Filter code or library in R. Thanks, Mohamed.

Hi, I got the following problem. I am doing a maximum likelihood estimation for a Kalman Filter. For this purpose, I have to invert an error matrix Ffast of dimension "no. parameters X no.parameters". The usualy optim methods often find only local minima, so I decided to make the optimization using the SANN algorithm, which is very slow already. However, this becomes a real problem

Hi, I just ran into an interesting problem with 3.0p1 on FreeBSD 4.0 and IPv6/v4 mapped addresses. If I do "ssh -v machine", where "machine" has an IPv4 address in the DNS, everything works fine (machine is "hilbert.space.net"): debug1: Connecting to hilbert [194.59.182.6] port 22. ... Warning: This may be due to an old implementation of ssh. debug1: Received