Dear all R users,
Can anyone tell me how I can get estimate of SE of coefficients from, lm()
function?
I tried following :
x = 1:10
lm(x[-1]~x[-10]-1)$coefficients
Here I got the est. of coefficient, however I also want to get some
"automated" way to get estimate of SE.
Regards,
[[alt
Dear all R gurus,
My question is related to statistics rather directly to R. Suppose
(X,Y) has a bivariate normal distrubution. I want to find two values
of X and Y say x, and y respectively, such that:
P[Xhttps://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-
Dear all R users,
I got a strange problem while working with SPSS data :
I wrote following :
library(foreign)
data.original = as.data.frame(read.spss(file="c:/Program Files/SPSS/Employee
data.sav"))
data = as.data.frame(cbind(data.original$MINORITY, data.original$EDUC,
data.original$PREVEXP, da
Dear all R-users,
I would like to draw a tangent of a given function for a particular (given)
point. However the straight line representing it should not cut any axis, it
should be a small line. Can anyone tell me how to do this?
Thanks,
Arun
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Dear all R users,
Is there any function to calculate sample cumulant in R for any order? I did
make a search using RSiteSearch but got only cum3 function.
Your help will be highly appreciated.
Thanks
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R-
Dear all R users,
Suppose I have two data sets:
data1: 1,3,5,7,9
data2: 2,4,6,8
Now I want to combine these two data sets like that:
data = 1,2,3,4,5,6,7,8,9
Can anyone tell me how to do that?
Thanks and regards,
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Dear all R users,
I have a dataset 'data' and I want to see the effect of Box-Cox
transformation on it Interactively for different lambda values. I already
got a look on function "vis.boxcoxu" in package "TeachingDemos". But I
didn't find any option to put user's own dataset. Can anyone tell me ho
Dear all R users,
I want to insert the R logo in every graphic that I made in my Statistical
analysis using R. Can anyone tell me whether is it possible or not and if
possible how to do this? your help will be highly appreciated.
Thanks and Regards,
Arun
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Hi all R users,
I want to draw a 3D plot, where the Z-axis will represent the normal
densities each with zero mean but different volatilities, Y-axis will
represent the SD [volatilities), and X-axis will represent time at which
these SD are calculated.
Can anyone give me any clue? Your help will
ce)
> ?panel.axis
>
> in lattice graphics. Search the archives for examples.
>
> On 1/4/07, Arun Kumar Saha <[EMAIL PROTECTED]> wrote:
> > Dear all R users,
> >
> > Suppose I have a data set like this:
> >
> > date price
> >
Dear all R users,
Suppose I have a data set like this:
date price
1-Jan-02 4.8803747
2-Jan-02 4.8798430
3-Jan-02 4.8840133
4-Jan-02 4.8803747
5-Jan-02 4.8749683
6-Jan-02 4.8754263
7-Jan-02 4.8746628
8-Jan-02 4.8753500
9-Jan-02 4.8882416
10-Jan-02
Dear all R users,
I have a optimization problem like this:
f(x,y) is a function with two variables, x, and y. Variable x is unbounded
but y lies between [-10, 10]. I want to minimize f(x,y) subject to a
constraint x + y < 5. Can anyone tell me which R function should I use. I
already gone throug
Dear all R users,
I am wondering if there are any function for Constraint optimization in R.
Especially i am looking for a R - equivalent of "fmincon" function in
MATLAB.
Thanks and regards,
Arun
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Dear all R users,
Is there any way to calculate hessian matrix of a given function at any
given point?
Regards
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PLEASE do
Dear all R users,
Can anyone tell me to calculate Eigen value of any real symmetric matrix
which algorithm R uses? Is it Jacobi method ? If not is it possible to get
explicit algorithm for calculating it?
Thanks and regards,
Arun
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my AR matrices. I'm confident I could make this
> work, even if the I somehow could not get it with either of the other two.
>
> There may be something else better, e.g., a Kalman filter
> representation, but I can't think how to do that off the top if my head.
>
>
Dear R users,
I am using mAr package to fit a Vector autoregressive model to my data. But
here I want to put some predetermined values for some elements in
coefficient matrix that mAr.est going to estimate. For example if p=3 then I
want to put A3[1,3] = 0 and keep rest of the elements of coeffici
Dear all R users,
Is there any effective way to change the body color of any plot? I am aware
of the function par(bg="black"), but the problem with this is, it change the
color of entire graphics window. But I want to see that only plot area will
have color for example RED and rest of the area sho
Dear all R users,
Suppose,
> x = rnorm(1000)
> y = rt(1000,3)
> plot(range(1:1000),range(x,y),type="n",xlab=NA,ylab=NA)
> lines(x,col="red")
> lines(y,col="blue")
Now I want to put a footnote in the plot window to tell that RED lines
represents the random numbers from normal-dist and blue line rep
Deal all R users,
I am getting a warning message "negative inverted hessian matrix element in:
mvBEKK.est(weekly.return.all, order = c(2, 1))" while I am using
mvBEKK.estlibrary to estimate time varying Covariance matrix using
Bivariate Garch.
Can anyone please tell me in details why I am getting
Dear all R users,
Can anyone please tell me how to add grid lines in any plot in R including
in Histogram, QQ plot etc?
Thanks and regards,
Arun
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Dear all,
It is not a R related problem rather than statistical/mathematical. However
I am posting this query hoping that anyone can help me on this matter. My
problem is to get the Geometrical Interpretation of Eigen value and Eigen
vector of any square matrix. Can anyone give me a light on it?
Dear R Users,
Suppose I have a dataset like this:
a b
39700 485.00
39300 485.00
39100 480.00
38800 487.00
38800 492.00
39300 507.00
39500 493.00
39400 494.00
39500 494.00
39100 494.00
39200 490.00
Now I want get a-b for all possible combinations of a and b. Using t
Dear all R-users,
I have a GARCH related query. Suppose I fit a GARCH(1,1) model on a
dataframe dat
>garch1 = garch(dat)
>summary(garch1)
Call:
garch(x = dat)
Model:
GARCH(1,1)
Residuals:
Min 1Q Median 3Q Max
-4.7278 -0.3240 0. 0.3107 12.3981
Coefficient(s):
Estima
Dear all R-users,
Previously I posted the same query in R-Help. But I haven't got the
solution. So I am posting the same query again. It is my strong hope that I
will get my solution this time.
I wanted to fit a Garch(1,1) model to the following data set by:
>garch1 = garch(dat)
But I got a warn
Dear all r-users,
I am getting a big problem with matrix multiplication
suppose I have,
> weight
Weight
1 1067640
2 8871500
3 42948778
4 127583735
5 2200
6 4400
7 5685
8 23805662
and,
> s
a b c d
at, if you'd still like help from this listserve, please submit a
> simple, self-contained / reproducible example, as suggested the posting
> guide! "www.R-project.org/posting-guide.html".
>
> hope this helps.
> spencer graves
>
> Arun Kumar Saha wr
Dear all R-users,
I wanted to fit a Garch(1,1) model to a dataset by:
>garch1 = garch(na.omit(dat))
But I got a warning message while executing, which is:
>Warning message:
>NaNs produced in: sqrt(pred$e)
The garch parameters that I got are:
> garch1
Call:
garch(x = na.omit(dat))
Coefficie
Dear all R users,
I am wondering whether there is any way to replace all "NA" values in a data
frame by some numerical value, suppose 1000?
Thanks and Regards
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Dear all r-users,
Suppose I have two data frame:
A
1
3
4
5
2
and
B
5
6
3
5
Now I want combine this two data frames without losing any value from either
data frame. More precisely I want to see
AB
1 5
3 6
4 3
5 5
2 NA
I tried with cbind function but failed, as it only works whe
Dear r-users,
Suppose I have two data sets
data set-1
Date height
1/11/2005 10
2/11/2005 23
3/11/2005 54
4/11/2005 21
5/11/2005 22
data set-2
weight
32
45
11
Now I want to combine this two data sets. i.e. i want to see:
Date
Dear R users,
Suppose I have a 4*5 data frame like this:
Date x1 x2 x3 x4
1/1/2004100 22 12 34
2/1/200433-22 33 12
3/1/20041212 -115
4/1/20041 223 22 1
Now I want to get a correlation matrix fo
Dear r-users,
suppose I have n normal distributions with parameter N(0,i) i=1,2,...,n
respectively.
Now I want to generate 500 random number for each distribution. And want to
put all 500*n random numbers
in a single data frame.
I tried with following code:
>n=20
random = data.frame(n)
for
hi all,
suppose I have:
r[i] ~ N(0, h[i])
h[i] = a + b*r[i-1] + c*h[i-1] for all i=2..n
I want to get estimates of a, b, c by mle.
Can you tell me how to do that?
thanks in advance,
Arun
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hi all,
Can anyone tell me how to do Maximum Likelihood Estimation in R?
Thanks in advance
Arun
--
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Dear aDVISOR,
Hope I am not disturbing you. Can you tell me how I can perform Multivariate
Garch analysis in R. Also please, it is my humble request let me know some
resource materials on Multivariate Garch analysis itself.
Sincerely yours,
--
Arun Kumar Saha, M.Sc.[C.U.]
S T A T I S T I C I A
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