[Rd] Probability of data values form empirical distribution

2009-09-29 Thread Lina Rusyte
Hello,   Could someone help me please and to tell how to get the probability from empirical distribution (not parametric) for each data value (R function). For example, for normal distribution there is such a function like:   “pnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)”  

[Rd] Starting values in “arima.sim” f unction

2009-09-28 Thread Lina Rusyte
Hello,   Could someone tell me please how can I find out which starting values has R used for the simulation?   I have AR(1) model:   y(t)=0.2*y(t-1)+0.2*y(t-2) + e(t)     (e(t) is distributed according standard normal distribution)   I need y(0) (or y(t-1), then t=1) values for