[R] RPostgreSQL and needed .dlls

Dear List, I am trying to connect from R 2.9.2 on Win XP SP3 to a remotely installed PostgreSQL DB (8.3.7 on Ubuntu Server 9.04). Everything seems to be properly installed, as I can connect to the DB from within Excel and RKWard (running on another machine). But regarding R on the Win XP, I

Re: [R] What is the best package for large data cleaning (not statistical analysis)?

Hi Sean, you should think about storing the data externally in a sql database. this makes you very flexible and you can do a lot of manipultaion directly in the db. with the help of stored procedures for example in a postgreSQL db you can use almost any preferred languege to manipulate th

[R] mean reverting model: THANKS !

dear useRs (especially andrew and gabor), you have helped me a lot, the ar(1)/ornstein-uhlenbeck type is exactly it (0 thank you, josuah __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting gu

Re: [R] mean reverting model

hi andrew, the problem is that I don't know what kind of model this exactly is... I only know that I have to do it this way and how the model is structured. Mean reverting model = autoregression? If so, then search for ?ar or ?arima to fit a time series. On Mar 10, 4:36 am, J

[R] mean reverting model

dear useRs, i'm working with a mean reverting model of the following specification: y = mu + beta(x - mu) + errorterm, where mu is a constant currently I estimate just y = x (with lm()) to get beta and then calculate mu = estimated intercept / (1-beta). but I'd like to estimate mu and beta