[R] y-axis intercept
Hi, Is there any way to enforce the plot so that it draws the y-axis intercepting the x-axis at zero. Thanks in advance, Sam. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] partial autoregression matrix function
Hi, Does anyone know of a function in R that is capable of calculating the partial autoregression matrix function for vector autoregressive moving average (VARMA) models? The dse package has functions capable of simulating and estimating VARMA models, but I did not notice a function for model identification. Any help would be greatly appreciated. Kind regards, Sam. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] dse1 package simulate example
Hi,
I am trying to use the simulate function in the dse1 package to
generate VAR (multivariate) models. I *think* the first example gives a
simple VAR(2) time series, here is the code.
AR - array(c(1, .5, .3, 0, .2, .1, 0, .2, .05, 1, .5, .3)
,c(3,2,2))
VAR - ARMA(A=AR, B=diag(1,2))
print(VAR)
A(L) =
1+0.5L1+0.3L20+0.2L1+0.05L2
0+0.2L1+0.1L21+0.5L1+0.3L2
B(L) =
10
01
simData - simulate(VAR)
simData$output[1:4,]
[,1] [,2]
[1,] 0.3153194 -1.3748001
[2,] -0.6794556 1.0139211
[3,] -0.9385841 -0.4116173
[4,] 1.3702363 0.3295771
However, I really do not understand what is going on here. I can see
that simulate has returned two output time series y_{1,t} and y_{2,t}.
What univariate models are y_{1,t} and y_{2,t} and how is the
relationship (i.e. multivariate) between the two series defined?
Any help would be greatly appreciated.
Best regards,
Sam.
[[alternative text/enriched version deleted]]
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Mac GUI Slow?
Hi, I have R version 2.0.1 on my PowerBook G4 1.5Ghz, 512RAM, running OS X 10.3.9. I have noticed that the official R GUI runs considerably slower than R in the terminal and also JGR. Whilst the differences in speed are unimportant for simple parametric stats, it becomes a bit of a pig when doing non-parametric stats e.g. neural nets, feature selection algorithms. In all my experiments I have set my CPU speed to maximum in system preferences. I have also looked at the CPU usage for each implementation: on average R in the terminal and JGR manage to get 98% of CPU usage, compared to only around 75% for the R GUI. I guess my questions are: 1) Why the difference in speed when its on the same machine? 2) Is there any way of tweaking R GUI to make it run faster, a la R in the terminal? Any help would be appreciated. Best regards, Sam. [[alternative text/enriched version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
