Re: [R] Help needed please
I was wondering how to make a function which minimises a vector (a,b,c,d). I have an equation ( for simplicity) say its 5 -(3a+4b+6c+8d) and i want to make this equation as small as possible. Thus need to find the values for a b c and d for which this happens. I know there is a function in r which does minimisation but how could i make the function to input it into this function. Thanks Jaymin __ 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] Help needed please
Look at ?optim and example(optim) Michael On Sat, Feb 25, 2012 at 11:47 AM, Jaymin Shah jayminsh...@hotmail.com wrote: I was wondering how to make a function which minimises a vector (a,b,c,d). I have an equation ( for simplicity) say its 5 -(3a+4b+6c+8d) and i want to make this equation as small as possible. Thus need to find the values for a b c and d for which this happens. I know there is a function in r which does minimisation but how could i make the function to input it into this function. Thanks Jaymin __ 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.
[R] Help needed please
I have coded a time series from simulated data: simtimeseries - arima.sim(n=1024,list(order=c(4,0,0),ar=c(2.7607, -3.8106, 2.6535, -0.9258),sd=sqrt(1))) #show roots are outside unit circle plot.ts(simtimeseries, xlab=, ylab=, main=Time Series of Simulated Data) # Yule q1 - cbind(simtimeseries[1:1024]) q2 - t(q1)%*%q1 s0 - q2/1204 r1 - cbind(simtimeseries[1:1023]) r2 - cbind(simtimeseries[2:1024]) r3 - t(r1)%*%r2 s1 - r3/1204 t1 - cbind(simtimeseries[1:1022]) t2 - cbind(simtimeseries[3:1024]) t3 - t(t1)%*%t2 s2 - t3/1204 u1 - cbind(simtimeseries[1:1021]) u2 - cbind(simtimeseries[4:1024]) u3 - t(u1)%*%u2 s3 - u3/1204 v1 - cbind(simtimeseries[1:1020]) v2 - cbind(simtimeseries[5:1024]) v3 - t(v1)%*%v2 s4 - v3/1204 i0 - c(s0,s1,s2,s3) i1 - c(s1,s0,s1,s2) i2 - c(s2,s1,s0,s1) i3 - c(s3,s2,s1,s0) gamma - cbind(i0,i1,i2,i3) eta -c(s1,s2,s3,s4) inversegamma - solve(gamma) phihat - inversegamma%*%eta phihat Phihat - cbind(phihat) s - c(s1,s2,s3,s4) S - cbind(s) sigmasquaredyule - s0 - (t(Phihat)%*%S) sigmasquaredyule I did a yule walker estimate on the simulated data and wanted to work out phi hat which is a vector of 4 values and sigmasquaredyule which is one value. However, I want to run the simulated data 100 times i.e. in a for loop and then take the averages of the phi hat values and sigmasquaredyule value. How would i repeat this simulated time series lots of times (e.g. a 100 times) and store the average value of phi hat and sigmasquaredyule. Thank you [[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.
Re: [R] Help needed please
Your script is rather inefficient with spurious cbind calls. Any particular reason not to use ?ar directly ? Call: ar.yw.default(x = simtimeseries, order.max = 4) Coefficients: 1234 1.9440 -1.9529 0.8450 -0.2154 Order selected 4 sigma^2 estimated as 15.29 To repeat the sim, you could use a for() loop but ?sapply is better: out- sapply(1:100,function(...){ simtimeseries - arima.sim(n=1024,list(order=c(4,0,0), ar=c(2.7607, -3.8106, 2.6535, -0.9258),sd=sqrt(1))) aryule - ar.yw(simtimeseries,order.max=4) c( c(aryule$ar,NA)[1:4] , aryule$var.pred ) } ) rowMeans(out[1:4,]) # mean phi(1),...,4 see ?rowMeans for dealing with NA's mean(out[5,])# mean sig^2 Cheers On Fri, Feb 10, 2012 at 6:42 AM, Jaymin Shah jayminsh...@hotmail.com wrote: I have coded a time series from simulated data: simtimeseries - arima.sim(n=1024,list(order=c(4,0,0),ar=c(2.7607, -3.8106, 2.6535, -0.9258),sd=sqrt(1))) #show roots are outside unit circle plot.ts(simtimeseries, xlab=, ylab=, main=Time Series of Simulated Data) # Yule q1 - cbind(simtimeseries[1:1024]) q2 - t(q1)%*%q1 s0 - q2/1204 r1 - cbind(simtimeseries[1:1023]) r2 - cbind(simtimeseries[2:1024]) r3 - t(r1)%*%r2 s1 - r3/1204 t1 - cbind(simtimeseries[1:1022]) t2 - cbind(simtimeseries[3:1024]) t3 - t(t1)%*%t2 s2 - t3/1204 u1 - cbind(simtimeseries[1:1021]) u2 - cbind(simtimeseries[4:1024]) u3 - t(u1)%*%u2 s3 - u3/1204 v1 - cbind(simtimeseries[1:1020]) v2 - cbind(simtimeseries[5:1024]) v3 - t(v1)%*%v2 s4 - v3/1204 i0 - c(s0,s1,s2,s3) i1 - c(s1,s0,s1,s2) i2 - c(s2,s1,s0,s1) i3 - c(s3,s2,s1,s0) gamma - cbind(i0,i1,i2,i3) eta -c(s1,s2,s3,s4) inversegamma - solve(gamma) phihat - inversegamma%*%eta phihat Phihat - cbind(phihat) s - c(s1,s2,s3,s4) S - cbind(s) sigmasquaredyule - s0 - (t(Phihat)%*%S) sigmasquaredyule I did a yule walker estimate on the simulated data and wanted to work out phi hat which is a vector of 4 values and sigmasquaredyule which is one value. However, I want to run the simulated data 100 times i.e. in a for loop and then take the averages of the phi hat values and sigmasquaredyule value. How would i repeat this simulated time series lots of times (e.g. a 100 times) and store the average value of phi hat and sigmasquaredyule. Thank you [[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-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 needed please
HI I have a data to test its normality and simulate after how with R. thanks in advance __ [[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.