Displaying 11 results from an estimated 11 matches for "fmultivar".

2007 Jul 03

2

EWMA in fMultivar

Hello, I would like to use the function EWMA() in the fMultivar Package and I
have a series of data x, which is the returns series. Basically, I would
like to get the variance estimation using EWMA.
I am trying something like EWMA(x, lambda) and I have a couple of questions:
Should x be the returns series or price series in my case?
When I get the result,...

2005 Aug 17

2

power of a matrix

Dear all,
I have a population with three age-classes, at time t=0 the population
is:
n.zero <- c(1,0,0)
I have a transition matrix A which denotes "fertility" and "survival":
A <- matrix(c(0,1,5, 0.3,0,0, 0,0.5,0), ncol=3, byrow=TRUE)
To obtain the population at t=1, I calculate:
A %*% n.zero
To obtain the population t=2, I calculate:
A %*% (A %*% n.zero)
... and so

2012 Feb 15

3

(sin asunto)

Hola
Alguien me podría decir como hacer una grafica
del tipo persp() de la densidad de una distribucion
normal bivariante estandarzada con correlacion 0.5??
gracias
[[alternative HTML version deleted]]

2013 Jan 17

2

error installing KEGGSOAP

...',
'ENmisc', 'epiR', 'eRm', 'evaluate', 'evd', 'FactoMineR', 'fArma', 'fAssets', 'fBasics', 'fdrtool',
'fExoticOptions', 'fExtremes', 'fGarch', 'fields', 'flexclust', 'fMultivar', 'fNonlinear', 'fOptions',
'forecast', 'foreign', 'fpc', 'fracdiff', 'fRegression', 'FrF2', 'FrF2.catlg128', 'fTrading',
'fUnitRoots', 'gamlss', 'gamlss.data', 'gamlss.dist', ...

2006 Apr 25

7

R 2.3.0: Use of NULL as an environment is deprecated

Dear R-Devel subscriber,
first, let me express my thank to the R-Core team for the new release! I
appreciate their efforts and time spent to enhance R.
In accordance with the 'NEWS' file (see excerpt of it below),
[...
o Changed the environment tree to be rooted in an empty
environment, available as emptyenv(). baseenv() has been
modified to return an environment with emptyenv() as

2006 Apr 25

7

R 2.3.0: Use of NULL as an environment is deprecated

Dear R-Devel subscriber,
first, let me express my thank to the R-Core team for the new release! I
appreciate their efforts and time spent to enhance R.
In accordance with the 'NEWS' file (see excerpt of it below),
[...
o Changed the environment tree to be rooted in an empty
environment, available as emptyenv(). baseenv() has been
modified to return an environment with emptyenv() as

2006 Nov 09

0

problems with loading packages in R 2.4.0

Hi,
I have just installed R 2.4.0 and when I try to load fMultivar I get
the following error message:
Loading required package: methods
Error in identical(pkg, value at package) : formal classes cannot be used without the methods package
Error: .onAttach failed in 'attachNamespace'
Error: package 'methods' could not be loaded
I have already updat...

2009 Feb 24

0

problem understanding the result of pnorm2d()

Hi all,
I am using the fMultivar package for calculating probabilities of bivariate normal distribution. I use the manual's example to understand what is going on, but let's take it for smaller dimensions of x and y:
## Bivariate Normal Density:
x = c(0.3,10)
y = c(-10,0.2)
X = grid2d(x,y)
z = pnorm2d(X$x, X$y, rho = 0.5...

2007 Mar 07

2

where can I find Durbin-Waston test tables for Confidence Level 2.5% or 0.5%?

Hi all,
I am doing a two-sided DW test:
H0: rho = 0
H1: rho =/= 0
My understanding is that most test statistics tables are one-sided. It's the
way they created the table.
So from online, by doing Googling, I found a bunch of DW tables for
Confidence Level 5%.
Those tables can answer my two-sided question at 5x2 = 10% confidence level.
But what if I want two-sided test at 1% and 5%

2006 Jan 20

2

cron job install/update problems: tcltk can't find display (installing e.g., pbatR)

...n.
failPackages <-
c("deldir","frailtypack","fSeries","fCalendar","fExtremes","fPortfolio","hmm.discnp","knncat","labdsv","survrec",
"SciViews","RGrace","uroot","fMultivar","fOptions","gcmrec","rcom","Rlsf")
#list of all currently installed packages
installedPackages <- rownames (installed.packages() )
#do any installed packages need removal because they are on the blacklist?
needRemoval <- installedPackages %in%...

2006 Jan 20

2

cron job install/update problems: tcltk can't find display (installing e.g., pbatR)

...n.
failPackages <-
c("deldir","frailtypack","fSeries","fCalendar","fExtremes","fPortfolio","hmm.discnp","knncat","labdsv","survrec",
"SciViews","RGrace","uroot","fMultivar","fOptions","gcmrec","rcom","Rlsf")
#list of all currently installed packages
installedPackages <- rownames (installed.packages() )
#do any installed packages need removal because they are on the blacklist?
needRemoval <- installedPackages %in%...