bernardo lagos alvarez wrote:
Hello expeRts,
I need generate symbolize the autocovariances matrix of a Gaussian
ARMA(1,1), for derivate it and evaluate.
I try this codes, but whitout sucess
vacv<-NULL
vacv[1]<-expression(1-2*phi*theta-theta^2)
vacv[2]<-(1-phi*theta)*(phi-theta)
vacv[3:n]<-acv[2]*(phi^(1:(n-2)))
facv<-list()
for(i in 1:2)
facv[[i]]<-deriv(y~vacv[i],c("phi","theta"),function(phi,theta){})
Erro en deriv.formula(y ~ vacv[i], c("phi", "theta"), function(phi, theta) { :
Función '`[`' no está en la tabla de derivadas
1. Please try to provide English error messages.
2. If you want deriv to work on the expressions for vacv[], then please
do it rather than ttrying to work on already evaluated expressions as
you do.
One exmaple that works would be to say:
vacv <- NULL
vacv[1] <- expression(1-2*phi*theta-theta^2)
...
and later on:
deriv(vacv[i], c("phi", "theta"), function(phi,theta){})
of yourse, you need to evaluate vacv later on if you really want to
calculate the values....
Uwe Ligges
dfg<-for(n in 1:2) as.formula(sprintf("y~(1 - phi * theta) * (phi -
theta)*phi^ %d",n))
dfg
y ~ (1 - phi * theta) * (phi - theta) * phi^2
deriv(dfg[[1]],phi)
Erro en deriv.default(expr, namevec, function.arg, tag, hessian) :
nombres de variable inválidos
Give me a help, please.
Bernardo.
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______________________________________________
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and provide commented, minimal, self-contained, reproducible code.
