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.
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
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, Omega,
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
Also, have you asked about this directly to the maintainers
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
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 you
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 ingredients
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 asked
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
