similar to: fMultivar functions not loading under R-2.7

AA> In 2008, I have spotted some errors in a package, one which is AA> likely to have many users (I am not one myself). The more serious AA> errors are in the documentation, since they lead to a completely AA> distorted interpretation of the outcome; in addition, there is (at AA> least) one programming error which produces some wrong AA> computations. A few weeks later, the

Hi, I draw a surface corresponding to bivariate density of independent variables (rho=0) using persp(). Then I add a contour line (i.e., circle in my case) at a particular density. Below is a minimal example of what I have so far. # Bivariate density dnorm2d <- function(x, y, rho = 0) { xoy = (x^2 - 2 * rho * x * y + y^2)/(2 * (1 - rho^2)) density = exp(-xoy)/(2 * pi * sqrt(1 - rho^2))

Hi all, I am using the fMultivar package for calculating probabilities of bivariate normal distribution. I use the manual's example to understand what is going on, but let's take it for smaller dimensions of x and y: ## Bivariate Normal Density: x = c(0.3,10) y = c(-10,0.2) X = grid2d(x,y) z = pnorm2d(X$x, X$y, rho = 0.5) Z = list(x = x, y = y, z = matrix(z, ncol = length(x))) persp(Z,

Hi, I would like to apply the following function for i between 1 and 12, and then construct a list of the return series. for (i in 1:12){ ewma[i] <- emaTA(calm[[i]]^2,0.03) standard[i]<- calm[[i]]/sqrt(ewma[i]) standard <- cbind(standard[i]) } But it does not work. Could anyone give me some advice how can I achieve this? Many thanks -- View this message in context:

I just looked at the data at the URL you posted and it looks like it consists of all the points in a rectangular grid. When you triangulate a rectangle it is arbitrary whether you use the SW-NE or the SE-NW diagonal and that looks like the only difference between the various algorithms. Bill Dunlap TIBCO Software wdunlap tibco.com On Thu, Jan 25, 2018 at 5:14 AM, Yuen, Kam <k.yuen at

"The question is, what is making the results for the R packages different from each other?" There are literally thousands of R packages, contributed independently by thousands of people. There should be no expectation of consistency or for that matter, "correctness", among them. Caveat emptor. Only within the base R distribution, maintained and mostly written by the R Core

The problem: I would like to translate the Octave algorithm in griddata.m to R. Within the griddata algorithm calls are made to the Delaunay function. For the R translation I have found delaunayn within the "geometry" package and also the deldir package. Both do similar things but give slightly different results depending on the input. The question is, what is making the results for the

Hi folks! Does anybody know how to use the OLS function in fMultivar to do dynamic regression? I've tried specifying lags in OLS using a data series created in fSeries and it doesn't seem to work. I've done dynamic regression using dyn$lm and I was wondering how to accomplish the same thing using the OLS function from fMultivar. Thanks! John [[alternative HTML version

Hi Everybody, I am a total beginner at this so please bear with me. I downloaded by hand the file WIG20.txt (Warsaw Stock Exchange Index of 20 most important stocks). The format is this: Name,Date,Open,High,Low,Close,Volume WIG20,19940414,1000.00,1000.00,1000.00,1000.00,71600.000 WIG20,19940418,1050.50,1050.50,1050.50,1050.50,99950.000 WIG20,19940419,1124.90,1124.90,1124.90,1124.90,138059.000

Hello, I would like to use the function EWMA() in the fMultivar Package and I have a series of data x, which is the returns series. Basically, I would like to get the variance estimation using EWMA. I am trying something like EWMA(x, lambda) and I have a couple of questions: Should x be the returns series or price series in my case? When I get the result, there are the same numbers of data

Hola Alguien me podría decir como hacer una grafica del tipo persp() de la densidad de una distribucion normal bivariante estandarzada con correlacion 0.5?? gracias [[alternative HTML version deleted]]

Hi, I tried to install fMultivar package but an error occurs that I could not understand. (I've been worked with linux / Ubuntu 6.06 LTS) > install.packages("fMultivar") Warning in install.packages("fMultivar") : argument 'lib' is missing: using /usr /local/lib/R/site-library --- Please select a CRAN mirror for use in this session --- Loading Tcl/Tk