s allowed by pmst is 19.
Ok, thanks a lot to both of You for help - with Your explanations, You
really clarified my view of the
problem (and saved me a lot of time I would've spent on digging through my
own code).
best wishes,
Konrad Banachewicz
best wishes,
>
> Adelchi Azzalini
>
&g
Dear All,
I am using the pmst function from the sn package (version 0.4-0). After
inserting the example from the help page, I get non-trivial answers, so
everything is fine. However, when I try to extend it to higher dimension:
xi <- alpha <- x <- rep(0,27)
Omega <- diag(0,27)
p1 <- pmst(x, xi, Ome
Dear All,
I am working with the new release of R (2.3.0) and have the following
problem:
I started it the first time, did some computations and the saved the
workspace
upon exit. Next time I launched it, I got a message "fatal error: unable to
restore saved
data in .RData".However, if I physically
On 3/28/06, Prof Brian Ripley <[EMAIL PROTECTED]> wrote:
>
> You need to learn to supply adequate information. The current
> version of sn *does* have such an argument, and I was careful to check.
> So it seems that you are using an unstated obselete version of sn.
> Do ugrade as the posting guide
P is an identity matrix 240X240, mu and alpha are vectors of zeros
240X1, nu equals 10, so alltogether You need:
P <- matrix(0,244,244)
diag(P) <- 1
nu <- 10
alpha <- rep(0,244)
mu <- rep(0,244)
require(sn)
t1 <- rmst(1,mu,P, alpha, nu)
t2 <- dmst(t1,mu,P,alpha,nu)
>
> please supply the ingredie
On 3/28/06, Prof Brian Ripley <[EMAIL PROTECTED]> wrote:
> Try maximizing the log-likelihood and using the log=TRUE argument to dmst.
seems like dmst does not support this argument (the way e.g. "dt" does)
> (You have told us so little about what you are doing that we can but guess
> at what
Dear All,
I am working with skewed-t copula in my research recently, so I needed to
write an mle
procedure instead of using a standard fit one; I stick to the sn package. On
subsamples of the entire population that I deal with, everything is fine.
However, on the total sample (difference in cross-s
dear All,
I have the following problem: I need to calculate an h-step ahead forecast
from a var model (estimated with a dse1 method estVARXls), which in
turn will be used as an input for another model as conditioning data, so
I need it as a simple, numeric matrix. No exogenous input is used.
Howev
Hi,
I have a time series plot to produce, yet I want the x-axis to be
labelled with dates
(stored on another array) and not with observation numbers. Can anyone
suggest me how?
Thanks.
Konrad
