[R] simple 3-dimensional plots?

2009-09-01 Thread ivowel
dear R experts: I am trying to plot an empirical likelihood function in 3d. The values are not over a regular grid---I just searched the likelihood function to find the optimal value, and then computed a few values around it. (each point in the likelihood function takes a very long time to

[R] recommended computing server for R (March 2009)?

2009-03-28 Thread ivowel
dear r-experts: I need to speed up my monte-carlo simulations. my code is written in R (and it was also the cause of my many questions here over the last few days). my code is almost all matrix/vector algebra on panel data sets---long-difference, fixed-effects, blundell-bond, etc.. the data

Re: [R] recommended computing server for R (March 2009)?

2009-03-28 Thread ivowel
thanks, dirk. I just read your tutorial. great information for our needs. alas, the Amazon economics do not work well for us. the server that I am planning to purchase should cost around $800 and is the equivalent of the high-intensive CPU, which goes for $0.80/hour. that's about 2 months of

Re: [R] very fast OLS regression?

2009-03-28 Thread ivowel
thanks everybody. I also just read Dirk E's high-performance computing tutorial. now I wonder: would it be faster to compile a C version of Gentleman's algorithm for WLS into R? before I waste a few days trying to program this in and getting it all to work together, would the end result

Re: [R] R: plm and pgmm

2009-03-27 Thread ivowel
dear giovanni--- thanks for answering on r-help to me as well as privately. I very much appreciate your responding. I read the plm vignette. I don't have the book, so I can't consult it. :-(. I am going to post this message now (rather than just email it privately), because other amateurs

[R] pgmm (Blundell-Bond) sample needed

2009-03-26 Thread ivowel
Dear R Experts--- Sorry for all the questions yesterday and today. I am trying to use Yves Croissant's pgmm function in the plm package with Blundell-Bond moments. I have read the Blundell-Bond paper, and want to run the simplest model first, d[i,t] = a*d[i,t-1] + fixed[i] + u[i,t] . no

[R] intelligent optimizer (with domain restrictions?)

2009-03-25 Thread ivowel
dear R experts---sorry, second question of the day. I want to match some moments. I am writing my own code---I have exactly as many moment conditions as parameters, and I am leary of having to learn the magic of GMM weighting matrices (if I was to introduce more). the process sounds easy

[R] beginner's question: group of regressors by name vector?

2009-02-12 Thread ivowel
dear r-experts: there is probably a very easy way to do it, but it eludes me right now. I have a large data frame with, say, 26 columns named a through z. I would like to define sets of regressors from this data frame. something like myregressors=c(b, j, x) lm( l ~ myregressors, data=... )