[R] For loop - how to assign "i" when it is not an element of an index?
Hello,
I'm trying to build a for loop, where I estimate a series of models with
different sets of (time series) data.
However my for loop doesn't recognize the "i"
# code
window.1=anomalies.CAK[(positions(anomalies.CAK)>=timeDate("1/1/1971") &
positions(anomalies.CAK)<=timeDate("6/30/1991") )]
window.14=anomalies.CAK[(positions(anomalies.CAK)>=timeDate("1/1/1984") &
positions(anomalies.CAK)<=timeDate("6/30/2004") ),]
for (i in 1:14){
ar1mods[1] = lm ( formula = window.i~ ar(1) )
}
# end code ###
Problem: Object "window.i" not found
Anybody have a quick tip on what I'm doing wrong?
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[R] nlm return wrong function value - garch fitting
I am using nlm to maximize a likelihood function. When I call the likelihood
function (garchLLH) via nlm however, nlm returns the wrong value of the
function.
When I test the likelihood function manually I get the correct answer. I'm
probably doing something really stupid, maybe someone can point it out for
me.
###this is the function i am trying to minimize
garchLLH <- function(y,xdata, parm) {
len<-length(parm)
yhat<-as.vector(t(parm[1:(len-3)]%*%t(xdata)))
###compute likelihood
omega<-parm[len-2]; alpha<-parm[len-1]; beta<-parm[len]
z<-(y-yhat)^2; Mean=mean(z); z is the squared error
h<-vector(length=length(y) )
logLL<-vector(length=length(y) )
h[1] <- omega + alpha*Mean + beta*Mean;
logLL[1]<- 0.5 * ( log (2*pi) + log (h[1] ) + z[1] / h[1] ) #negative of the
LL
for (i in (2:length(y)) ) {
h[i] <- omega + alpha*z[i-1] + beta*h[i-1]
#logLL[i]<- -0.5 * ( log (2*pi) + log (h[i] ) + z[i] / h[i] )
logLL[i]<- -0.5 * ( log (h[i] ) + z[i] / h[i] )
}
llh=-sum(logLL);
llh
}
##ok if i call this function with my initial parameters, i get the
right likelihood value
> parm
[1] -0.01642679 0.17234848 0.22053851 0.
> garchLLH(y, xdata, parm)
[1] -596.1819
now when i call nlm and look at the first iteration, it is telling me
that the value of the function is 0.7370451
> fit=nlm(f=garchLLH, y,xdata, p=parm, print.level=2)
iteration = 0
Step:
[1] 0 0 0 0
Parameter:
[1] -0.01642679 0.17234848 0.22053851 0.
Function Value
[1] 0.7370451 <- what's up with that it should be -596.1819
Gradient:
[1] -0.03006041 0.14911503 0.10740682 -0.04930265
[[elided Hotmail spam]]
Thanks,
Scotty
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Re: [R] lag function doesn't work - what am i doing wrong?
thanks. i'll try zoo or xts. ts is a p.i.t.a. Gabor Grothendieck wrote: > > lag1resid is a time series, try > > str(residsq) > str(lag1residsq) > > The problem is that when you subscript lag1resid you > don't get a time series out from that. See ?window.ts > or try the zoo or xts packages where subscripting of time > series works. > > On Fri, Oct 10, 2008 at 1:27 PM, Scotty Nelson <[EMAIL PROTECTED]> > wrote: >> >> I am trying to lag a time series. My data is in a matrix, but I coerce >> it >> into a ts object. >> But when I lag it and then look at the result, nothing has changed. What >> am >> I doing wrong? >> >> residsq<-resid^2 >> residsq<-as.ts(residsq) >> lag1residsq<-lag(residsq,-1) >> >>> residsq[1:5] >> 1 2 3 4 5 >> 87.759 329882.188 5325849.333 31512.334 70865.228 >>> lag1residsq[1:5] >> 1 2 3 4 5 >> 87.759 329882.188 5325849.333 31512.334 70865.228 >>> >> >> PS: I tried to lag the series manually using rbind(0, residsq), but the >> result ended up returning me [ 0, residsq(1), 0, residsq(2), 0, ] >> WTF how do you stack 1 element onto another in R? >> -- >> View this message in context: >> http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19922651.html >> Sent from the R help mailing list archive at Nabble.com. >> >> __ >> 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-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. > > -- View this message in context: http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19923295.html Sent from the R help mailing list archive at Nabble.com. __ 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] lag function doesn't work - what am i doing wrong?
I am trying to lag a time series. My data is in a matrix, but I coerce it into a ts object. But when I lag it and then look at the result, nothing has changed. What am I doing wrong? residsq<-resid^2 residsq<-as.ts(residsq) lag1residsq<-lag(residsq,-1) > residsq[1:5] 1 2 3 4 5 87.759 329882.188 5325849.333 31512.334 70865.228 > lag1residsq[1:5] 1 2 3 4 5 87.759 329882.188 5325849.333 31512.334 70865.228 > PS: I tried to lag the series manually using rbind(0, residsq), but the result ended up returning me [ 0, residsq(1), 0, residsq(2), 0, ] WTF how do you stack 1 element onto another in R? -- View this message in context: http://www.nabble.com/lag-function-doesn%27t-work---what-am-i-doing-wrong--tp19922651p19922651.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] qqline function doesn't plot
Thanks! -- View this message in context: http://www.nabble.com/qqline-function-doesn%27t-plot-tp18827175p18842548.html Sent from the R help mailing list archive at Nabble.com. __ 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] qqline function doesn't plot
I have a data vector x. When I try qqline(x) I get the following error: Error in int_abline(a = a, b = b, h = h, v = v, untf = untf, ...) : plot.new has not been called yet And a blank plot appears. Can anybody help? What am I doing wrong? Thanks, Scotty _ Contest [[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] Including exogenous X-variables in ARFIMA models
Does anybody know if there is a way to include exogenous X-variables in an ARFIMA model? It appears the ARFIMA function in fracdiff does not support this. Supposing there is nothing already written, and I wanted to modify the existing arfima function, how would I go about this? Would I need to modify the fracdiff() binaries and compile them on my machine? I'm running WindowsI think I'm screwed = ( -- Scotty _ Get more from your digital life. Find out how. [[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] Installing Packages in Windows Vista -- YES I tried Run as Administrator
I'm having trouble installing packages in Windows Vista. It's driving me nuts. I read all the threads and I have tried the following: 1) Right click on R and Run as Administrator 2) Turn off User Account Control 3) Toss machine across room (OK haven't tried this one yet, but I'm close) Here is the R error messages I am getting --- Please select a CRAN mirror for use in this session --- trying URL 'http://cran.stat.ucla.edu/bin/windows/contrib/2.6/boot_1.2-32.zip' Content type 'application/zip' length 51 bytes (759 Kb) opened URL downloaded 32 Kb Error in gzfile(file, "r") : unable to open connection In addition: Warning messages: 1: In download.file(url, destfile, method, mode = "wb") : downloaded length 33219 != reported length 51 2: In zip.unpack(pkg, tmpDir) : error 1 in extracting from zip file 3: In gzfile(file, "r") : cannot open compressed file 'boot/DESCRIPTION', probable reason 'No such file or directory' Can anybody help? My presentation is in 14 hours and right now I'm thin on results. THANK YOU THANK YOU THANK YOU! -- Scotty -- View this message in context: http://www.nabble.com/Installing-Packages-in-Windows-VistaYES-I-tried-Run-as-Administrator-tp16993043p16993043.html Sent from the R help mailing list archive at Nabble.com. __ 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.
