[R] A question about for loop
Dear R users, I have the following codes: zeta <- rep(1,8) n <- 7 for (i in 1:2){ beta <- zeta[1:n+(i-1)*(n+1)] print(beta) parm <- zeta[i*(n+1)] print(parm) } ### The output is as follows: [1] 1 1 1 1 1 1 1 [1] 1 [1] NA NA NA NA NA NA NA [1] NA ### The outcome I want to get is: [1] 1 1 1 1 1 1 1 [1] 1 [1] 1 1 1 1 1 1 1 [1] 1 How could I get the desired outcome? best, kmh [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] double integral calculation
a=[0.1,0.2,0.1,0.3,0.4] b=[0.2,0.3,0.1,0.2,0.5] c=[1,1,1,1,1] log(c+a-x*b) where x=unknown scale variable. int=$$log(c+a-x*b)dadb, where $ denotes integral sign. Actually, how could I calculate the integral's approximation? double summation? best, moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to include a few selected AR terms
Dear R family, I have a quick question. m3=arima(zt,order=c(6,0,2)) % fit an ARIMA(6,0,2) model to zt. This equation contains all 6 AR terms plus 1 MA term. I want to include only AR(2) and MA(1) excluding the other terms. How could I accomplish it? best, moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Estimate an initial value for the level series from a return series
Dear R family, Today I have a tough question related to the model specification issue. I obtain two log return series by first differencing the associated price series each. Then I produce two filtered log return series. My objective is to check if there is cointegration relation between the two. In the process, the level series should be used. As you guess, I got far away from the original level series because I twisted (i.e., filtered) the original log returns. That is, with the filtered returns, I am not able to use the original level series because its attributes or structures may change in the middle of the data transformation. My idea of overcoming the designated problem above is that I have to recover the level series based on the filtered log returns. In order to accomplish this task, I must estimate an initial value for the level series. Actually I have to have two initial values because there are two series. My question is as follow: Given the filtered log return series, is there a reasonable way to estimate an initial value for the price series? Best regards moohwan kim __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Question about allocMatrix error message
Dear R family, I faced a technical problem in r coding. #s=t(dev)%*%dev/(nr-1) # dev (100,000 by 2) stands for deviation from the mean #sinv=solve(s) #t2=diag(dev%*%sinv%*%t(dev)) I got an error message at t2 statement: Error in diag(dev %*% si %*% t(dev)) : allocMatrix: too many elements specified Please let me know if there is a way to overcome this problem. best moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] to remove duplicate values
Dear R family, Suppose I have two series. order value 1 0.52 2 0.23 3 0.43 4 0.21 5 0.32 6 0.32 7 0.32 8 0.32 9 0.32 10 0.12 11 0.46 12 0.09 13 0.32 14 0.25 For these two series, I figured out the way to detect the locations of duplicate values. The next thing to do is remove the repeated values except for a value that would not be next to each other. In other words, while keeping the 13th value, I want to remove observations from 6th to 9th. That is my end goal. Could you help me reach the goal? best moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] To detect the location of duplicate values
Dear R family, I have a question about how to detect some duplicate numeric observations. Suppose that I have two variables dataset. order value 1 0.52 2 0.23 3 0.43 4 0.21 5 0.32 6 0.32 7 0.32 8 0.32 9 0.32 10 0.12 11 0.46 12 0.09 13 0.32 14 0.25 ; Could you help me indicate where the duplicate observations in a row (e.g., 0.32) are? best, moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Convolution vector to be derived
Dear R-help, I want to generate the following outcome using the convolution of two sequences. x <- c(1,2,3,4,5) y <- c(6,7,8,9) The resulting convolution vector is 6 19 40 70 100 94 76 45 When using convolve(), it is hard to produce the result above. Would you help me out to get that? Best regards Moohwan Kim __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Convolution vector to be derived
I want to generate the following outcome using convolution of two sequences. x <- c(1,2,3,4,5) y <- c(6,7,8,9) The resulting convolution vector is 6 19 40 70 100 94 76 45 When using convolve(), it is hard to produce the result above. Would you help me out to get that? Best regards Moohwan Kim __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to interpret a result based on wmtsa
Dear R family I have a question as to how to get an answer I want to derive with the outcome from R-package, "wmtsa". My concern is that I want to decide equivalent degrees of freedom (EDOF) based on the following outcome. library(wmtsa) W <- wavMODWT(X, wavelet="s8") z1 <- wavEDOF(W) print(z1) #Intentionally, I do not assign n.levels and specify SDF. The following is the outcome R gave out: ## $EDOF1 d1 d2 d3 d4 d5 d6 272462.52504 189076.44195 95736.37691 47830.40918 23593.41513 12409.42279 d7 d8 d9 d10 d11 d12 5977.28418 2887.81182 1408.06198629.46550368.87030197.00823 d13 d14 d15 106.22607 29.75633 14.29115 $EDOF2 [1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA $EDOF3 d1 d2 d3 d4 d5 d6 2.079385e+05 1.039658e+05 5.197938e+04 2.598619e+04 1.298959e+04 6.491297e+03 d7 d8 d9 d10 d11 d12 3.242148e+03 1.617574e+03 8.052871e+02 3.991436e+02 1.960718e+02 9.453589e+01 d13 d14 d15 4.376794e+01 1.838397e+01 5.691986e+00 $variance.unbiased d1 d2 d3 d4 d5 d6 1.940001e+03 9.671358e+02 4.815657e+02 2.402054e+02 1.206654e+02 6.019255e+01 d7 d8 d9 d10 d11 d12 3.021483e+01 1.518668e+01 7.709990e+00 3.859226e+00 1.850228e+00 9.825597e-01 d13 d14 d15 4.609490e-01 6.416134e-02 1.513369e-02 $n.coeff d1 d2 d3 d4 d5 d6 d7 d8 d9d10d11 415877 415863 415835 415779 415667 415443 414995 414099 412307 408723 401555 d12d13d14d15 387219 358547 301203 186515 # How could I determine the equivalent degrees of freedom? It would be great if you give me any suggestion. best moohwan [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] how to pick equivalent degrees of freedom in a R package wmtsa
Dear R family I have a question as to how to get an answer I want to derive with the outcome from R-package, "wmtsa". My concern is that I want to decide equivalent degrees of freedom (EDOF) based on the following outcome. library(wmtsa) W <- wavMODWT(X, wavelet="s8") z1 <- wavEDOF(W) print(z1) #Intentionally, I do not assign n.levels and specify SDF. The following is the outcome R gave out: ## $EDOF1 d1 d2 d3 d4 d5 d6 272462.52504 189076.44195 95736.37691 47830.40918 23593.41513 12409.42279 d7 d8 d9 d10 d11 d12 5977.28418 2887.81182 1408.06198629.46550368.87030197.00823 d13 d14 d15 106.22607 29.75633 14.29115 $EDOF2 [1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA $EDOF3 d1 d2 d3 d4 d5 d6 2.079385e+05 1.039658e+05 5.197938e+04 2.598619e+04 1.298959e+04 6.491297e+03 d7 d8 d9 d10 d11 d12 3.242148e+03 1.617574e+03 8.052871e+02 3.991436e+02 1.960718e+02 9.453589e+01 d13 d14 d15 4.376794e+01 1.838397e+01 5.691986e+00 $variance.unbiased d1 d2 d3 d4 d5 d6 1.940001e+03 9.671358e+02 4.815657e+02 2.402054e+02 1.206654e+02 6.019255e+01 d7 d8 d9 d10 d11 d12 3.021483e+01 1.518668e+01 7.709990e+00 3.859226e+00 1.850228e+00 9.825597e-01 d13 d14 d15 4.609490e-01 6.416134e-02 1.513369e-02 $n.coeff d1 d2 d3 d4 d5 d6 d7 d8 d9d10d11 415877 415863 415835 415779 415667 415443 414995 414099 412307 408723 401555 d12d13d14d15 387219 358547 301203 186515 # How could I determine the equivalent degrees of freedom? It would be great if you give me any suggestion. best moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] To correct an error message
Dear R Family, I have an error message. I would like to learn how to deal with that. The orginal series is as follows: I just pick up the first 10 observations. > dif_transaud[1:10] [1] 0.0065880493 -0.0065880490 -0.0131743570 0.0197745715 0.0065889175 [6] 0.0131813110 0.0065923924 -0.0395587070 0.156455 0.0197693578 Then I transformed them into the following observations. > dif_transaud_sq <- dif_transaud^2 > lnabsdif_transaud <- 0.5*log(dif_transaud_sq) > lnabsdif_transaud[1:10] [1] -5.022498 -5.022498 -4.329483 -3.923358 -5.022366 -4.328955 [7] -5.021839 -3.229969 -11.065327 -3.923622 Finally, I run the program, which is part of wavelet transform. > mra.out <- mra(lnabsdif_transaud, filter="la8", n.levels=8, + boundary="reflection", fast=TRUE, method="modwt") However, this triggered an error message. > Error in FUN(1L[[1L]], ...) : NA/NaN/Inf in foreign function call (arg 1) I guess there are a few big negative numbers in lnabsdif_transaud. I was wondering if there is an appropriate way to truncate those numbers in a reasonable way. Regards, Moohwan Kim __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to manage an error message about NA/NaN/Inf
Dear R Family, I have an error message. I would like to learn how to deal with that. The orginal series is as follows: I just pick up the first 10 observations. > dif_transaud[1:10] [1] 0.0065880493 -0.0065880490 -0.0131743570 0.0197745715 0.0065889175 [6] 0.0131813110 0.0065923924 -0.0395587070 0.156455 0.0197693578 Then I transformed them into the following observations. > dif_transaud_sq <- dif_transaud^2 > lnabsdif_transaud <- 0.5*log(dif_transaud_sq) > lnabsdif_transaud[1:10] [1] -5.022498 -5.022498 -4.329483 -3.923358 -5.022366 -4.328955 [7] -5.021839 -3.229969 -11.065327 -3.923622 Finally, I run the program, which is part of wavelet transform. > mra.out <- mra(lnabsdif_transaud, filter="la8", n.levels=8, + boundary="reflection", fast=TRUE, method="modwt") However, this triggered an error message. > Error in FUN(1L[[1L]], ...) : NA/NaN/Inf in foreign function call (arg 1) I guess there are a few big negative numbers in lnabsdif_transaud. I was wondering if there is an appropriate way to truncate those numbers in a reasonable way. Regards, Moohwan Kim __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Singularity problem
Dear R family I have a problem with invertibility in a matrix. m1 <- ar(x, method='mle') Error in solve.default(res$hessian * length(x)) : Lapack routine dgesv: system is exactly singular How could I avoid this problem? Best Moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] to remove an error with log(zero)
Dear R family I have an arbitrary column vector. 1 2 4 0 7 5 0 0 0 9 11 12 When I attempt to take natural logarithm of the series, as you guess there is an error message. To overcome this problem, my idea is to replace a zero or zeros in a row with appropriate numbers. In order to implement it, I need to detect where zeros are. Then I am going to take the average of two adjacent neighbors. In the case of zeros in a row, I guess I might apply the above idea sequentially. Would you help me out to escape from this jungle? Thanks in advance. Best Moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] too large dimension problem
Dear R family When I run the command below, the error message came up. It seems like the problem is about computer capacity. It would be appreciated if anyone could give me a solution. ### > N <- 415884 > tau <- diag(1, N)[c(N, 1:(N - 1)),] Error in array(0, c(n, p)) : 'dim' specifies too large an array Best Moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How to calculte the power of a matrix
Dear R family I have a following question. Suppose I have a matrix as follows, for instance: tau= 0 1 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 1 0 0 0 0 I want to calculate (-m) power of tau, for example, m=893. When I run tau^2, the outcome is just tau. Any help would be appreciated. thanks in advance. best moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How could I find the inverse of a matrix?
Dear R family I have a following question. Suppose I have a matrix as follows, for instance: tau= 0 0 0 0 1 1 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 0 I want to have the inverse of the above matrix and then add some exponent to it. That is, I want to calculate tau to the (-m). For example, m=893. Thanks in advance Best regards Moohwan Kim __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] how to creat a matrix
Dear R family I am attempting to create a matrix. e.g., 0 0 0 0 1 1 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 0 How could I write a R program? Later I want to extend it to a N by N case. Thanks in advance best Moohwan __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.