[R] Prediction using ARCH

Hi, I have two variables, FTSE100 and CPI . Call them Y and X respectively. I want to fit an ARCH(1) to model Y on X. I also intend to predict the values of Y for future (given) values of X. How can I use R for such prediction? Another question is: is there a way I can call an R function which

Re: [R] Prediction using ARCH

Preetam, You are more likely to want garch than arch. These models are data-hungry, so I'm sceptical that a model with CPI is going to be very good. See for instance: www.portfolioprobe.com/2012/09/20/garch-estimation-on-impossibly-long-series/ This question is really more appropriate for

Re: [R] Lexical scoping/calling stack issue: R fails to recognize an argument's default value

Ok, I have to admit: that was a really stupid mistake :-/ I unintentionally had a trailing `,` in the call to `nestr::setNested()` inside `optionr::setAnywhereOption()` Here's a much simpler illustration: *Definitions* // setGeneric( name = setAnywhereOption, signature = id,

[R] Fine controlling three dots argument dispatch to functions with identical argument names

Dear list, I wonder if there's a clever way to fine control the exact way arguments are dispatched via R's three dots argument Consider the following use case: - you have a function foobar() that calls foo() which in turn calls bar() - *both* foo() and bar() have an argument that's

Re: [R] how to compure R-squared in glm

Hi David, I am using generalized linear models (glm command with family=poisson). Thanks Aravindhan -Original Message- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: Saturday, November 15, 2014 1:16 PM To: Aravindhan, K Cc: R-help@r-project.org Subject: Re: [R] how to

[R] request

Respected sir i am a student of Mphil statistics from pakistan, please i have a great problem and i try my best but can not solve,  sir the problem is that i want to estimate the parameters of   LN3   for a set of data having name  x     by MLE method, in  R,  i also apply the VGAM  package but

[R] Help in code for fitting a growth model

I have to fit a model to growth data of Hevea (rubber) trees. The details are outlined in the attached docx file. Kind help is solicited. -- Dr. TR Chandrasekhar, M.Sc., M. Tech., Ph. D., Sr. Scientist Rubber Research Institute of India Hevea Breeding Sub Station Kadaba - 574 221 DK Dt.,

Re: [R] Fine controlling three dots argument dispatch to functions with identical argument names

AFAIK You have to alter the name of at least one of the y arguments as used by foobar, and anyone calling foobar has to read about that in the help file. That is only one y can be in e.g. foobar - function( x, y_foo, ... ) { foo( x, y=y_foo, ... ) bar( x, ... ) }

Re: [R] Bootstrap CIs for weighted means of paired differences

On Nov 14, 2014, at 3:18 PM, David Winsemius wrote: On Nov 14, 2014, at 12:15 PM, ivan wrote: Hi, I am trying to compute bootstrap confidence intervals for weighted means of paired differences with the boot package. Unfortunately, the weighted mean estimate lies out of the confidence

Re: [R] Fine controlling three dots argument dispatch to functions with identical argument names

On 15/11/2014, 11:26 AM, Jeff Newmiller wrote: AFAIK You have to alter the name of at least one of the y arguments as used by foobar, and anyone calling foobar has to read about that in the help file. That is only one y can be in e.g. foobar - function( x, y_foo, ... ) { foo( x,

Re: [R] Help in code for fitting a growth model

Please read the Posting Guide... this question is too vague. a) There are plenty of online references as to how to use R to fit various kinds of models. If you understand which algorithms you want to use, you should be able to find an example or even just a relevant R package using appropriate

[R] Could you remove me from the mailing list please?

I do not have my login information anymore but I do not want to receive any R help emails again. Thank you. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

Re: [R] Could you remove me from the mailing list please?

If you go to: https://stat.ethz.ch/mailman/listinfo/r-help as given in the footer of all list messages, the only thing you require to unsubscribe is the email address you used to subscribe to the list, which you obviously know since you sent this message from it. Sarah On Sat, Nov 15, 2014 at

Re: [R] request

The data you are working with us at least as important as the algorithms you work with. You need to learn what information to give us in order for our response to help you. You can start by reading the Posting Guide mentioned in the footer of any message on this list. One important item

[R] Using OpenBLAS with R

Greetings. I'd like to get some advice about using OpenBLAS with R, rather than using the BLAS that comes built in to R. I've tried this on my Fedora 20 system (see the appended for details). I ran a simple test -- multiplying two large matrices -- and the results were very impressive, i.e., in

[R] quantreg speed

Hi all, I'm using quantreg rq() to perform quantile regression on a large data set. Each record has 4 fields and there are about 18 million records in total. I wonder if anyone has tried rq() on a large dataset and how long I should expect it to finish. Or it is simply too large and I should

Re: [R] quantreg speed

You can time it yourself on increasingly large subsets of your data. E.g., dat - data.frame(x1=rnorm(1e6), x2=rnorm(1e6), x3=sample(c(A,B,C),size=1e6,replace=TRUE)) dat$y - with(dat, x1 + 2*(x3==B)*x2 + rnorm(1e6)) t - vapply(n-4^(3:10),FUN=function(n){d-dat[seq_len(n),];

Re: [R] quantreg speed

Hi William, Thank you very much for your reply. I did a subsampling to reduce the number of samples to ~1.8 million. It seems to work fine except for 99th percentile (p-values for all the features are 1.0). Does this mean I’m subsampling too much? How should I interpret the result? tau: [1]

Re: [R] how to compure R-squared in glm

On Nov 15, 2014, at 7:19 AM, Aravindhan, K k-aravindh...@ti.com wrote: Hi David, I am using generalized linear models (glm command with family=poisson). You still have not answered what sort of pseudo-R^2 measure you expected.