similar to: Time Series - Long Memory Estimation

Dear R-users, I have sent another mail some hour ago about a matlab Code I was trying to translate in R. Actually I have found a simpler code originally written in S-PLUS for the same function. Author's page -> http://math.bu.edu/people/murad/methods/locwhitt/ ============================================================= rfunc_function(h, len, im, peri) # h -- Starting H value for

Dear R-users, I am trying to translate a matlab code for calculating the Local Whittle estimator in time series with long memory originally written by Shimotsu and available free in his webpage ( http://www.econ.queensu.ca/pub/faculty/shimotsu/ ) The Matlab code is ======================================================================================= function[r] = whittle(d,x,m) % WHITTLE.M

David Flynn has proposed a new Ogg Dirac mapping. The draft is here: http://davidf.woaf.net/dirac-mapping-ogg.pdf This is a much bigger break from other codecs than my draft (at http://wiki.xiph.org/index.php/OggDirac). We talked a bit about it on IRC today. Below is my summary; hopefully David can correct anything I got wrong or misleading. Comments? There are two main differences

2008/11/21 David Flynn <davidf+nntp at woaf.net>: > On 2008-11-21, Conrad Parker <conrad at metadecks.org> wrote: >> 2008/11/15 David Flynn <davidf+nntp at woaf.net>: >>> On 2008-11-14, Conrad Parker <conrad at metadecks.org> wrote: >>>> It seems oggz chop, merge and sort will need some attention to deal >>>> with the Dirac

Hi, I'm using the function fracdiff and can not figure out how to get the estimated values for sigma2 or confidence intervals for the parameter estimates. Does anyone know how to obtain these values? Thanks, Melissa

Full_Name: Jussi Mäkinen Version: 1.6.2 OS: Win2000 Submission from: (NULL) (193.210.145.2) I tried to download fracdiff from http://www.stat.unipg.it/stat/statlib/R/CRAN/ but I got the messages box: The procedure entry point daxpy_ could not be located in the dynamic link library R.dll and the following lines to RGui: Error in dyn.load(x, as.logical(local), as.logical(now)) : unable

i am trying to replicate the following graph using xyplot : attach(x) plot ( jitter(type), mortality, pch=16, xlim = c(0.25, 3.75)) lines ( c(1-0.375,1.375) , c ( median(mortality[type==1]), median(mortality[type==1])), lwd=5,col=2) lines ( c(2-0.375,2.375) , c ( median(mortality[type==2]), median(mortality[type==2])), lwd=5,col=2) lines ( c(3-0.375,3.375) , c ( median(mortality[type==3]),

I was sniffing in the fracdiff library (this is for fractionally integrated ARMA processes; Haslett and Raftery 1989). The documentation suggests that one tries the following simple example: library(fracdiff) ts.test <- fracdiff.sim( 5000, ar = .2, ma = -.4, d = .3) fracdiff( ts.test$series, nar = length(ts.test$ar), nma = length(ts.test$ma)) When I run this, I get the following error: R

We've been discussing this on irc. Short summary, followed by some responses. I think we've verified now that my old proposal works fine for MPEG-2 style reordered streams. I believe it can be made to work with 'open gop' streams by making the granulepos assignment more sophisticated than I described. However, Dirac allows essentially random reference structures, so it's

dear members, I am using arfima() from forecast package to model a time series. The following is the code: > LYGH[[202]] [1] 45.40 3.25 6.50 2.15 > arfima(LYGH[[202]]) Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : NA/NaN/Inf in foreign function call (arg 5) I tried viewing .fdcov() with the following code:

Hello world, I am actually trying to transfer a lecture from Statistica to R and I ran into problems with spectral analysis, I think I just don't get it 8-( (The posting from "FFT, frequs, magnitudes, phases" from 2005 did not enlighten me) As a starter for the students I have a 10year data set of air temperature with daily values and I try to get a periodogram where the annual

On 2008-11-13, Conrad Parker <conrad at metadecks.org> wrote: > I'm wondering if the Dirac granulepos parsing in liboggz and display > in the oggz tools is currently correct, as I'd like to do a release of > these soon. I believe it is -- although if correct support in the rest of the liboggz tools is required, a little more work may need to happen. > Here's some

Dear Prof Ripley, First of all, unless you are an english professor, then I do not think you have any business policing language. I'm still very much a student, both in R, and regarding signal analysis. My competence on the subject as compared too your own level of expertise, or my spelling for that matter, may be a contension for you, but it would have been better had you kept that opinion

Hi I'm using fracdiff package to estimate the parameters of a fractionally-differenced ARIMA (p,d,q) model, and it works fine, but I wanted to have also the filtered series and the series of residuals. I understand these are calculated in the subroutine fdfilt, in the program fdcore.f, but I can't manage to get them out. Any suggestion would be much appreciated Thanks Susana Barbosa

On 2008-11-21, Conrad Parker <conrad at metadecks.org> wrote: > 2008/11/15 David Flynn <davidf+nntp at woaf.net>: >> On 2008-11-14, Conrad Parker <conrad at metadecks.org> wrote: >>> It seems oggz chop, merge and sort will need some attention to deal >>> with the Dirac granulepos and dependency ordering, so let's leave them >>> for the next

Dear R experts, beginners and everyone else, I'm calculating "cumulative periodogram" using the command "cpgram" [1] from the MASS library. Here is a short example with the "lh" (hormone level) dataset: library(MASS) plot(lh,type="l",ylab="value",xlab="time", main="Hormone Levels (lh)") spectrum(lh,

I have done a fair bit of spectral analysis, and hadn't finished collecting my thoughts for a reply, so hadn't replied yet. What exactly do you mean by normalize? I have not used the functons periodogram or spectrum, however from the description for periodogram it appears that it returns the spectral density, which is already normalized by frequency, so you don't have to worry about

>>>>> akshay kulkarni >>>>> on Wed, 31 May 2023 20:55:33 +0000 writes: > dear members, > I am using arfima() from forecast package to model a time > series. The following is the code: >> LYGH[[202]] > [1] 45.40 3.25 6.50 2.15 >> arfima(LYGH[[202]]) > Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,

2008/11/15 David Flynn <davidf+nntp at woaf.net>: > On 2008-11-14, Conrad Parker <conrad at metadecks.org> wrote: >> It seems oggz chop, merge and sort will need some attention to deal >> with the Dirac granulepos and dependency ordering, so let's leave them >> for the next release. > > ok. -- may be worth having them 'warn' if they are operating

Hello! I installed the fSeries package to get some farima time-series which i tried with farimaSim, but unfortunately i got always an error. I tried it this way: > farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), method="freq") Error in farimaSim(n = 1000, model = list(ar = 0.5, d = 0.3, ma = 0.1), : ... used in an incorrect context Some ideas? Regards, ___