Re: [R] ARCH LM test for univariant time series

inflations, Econometrica 50: 987-1007, cited by Tsay (p. 101). However, that's not on my critical path for today. SG On 2/2/08, Spencer Graves [EMAIL PROTECTED] wrote: Dear Tom: Your revised function eliminates the discrepancy in the degrees of freedom but is still very different from

Re: [R] ARCH LM test for univariant time series

the function -- or use a function in another package. Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley) includes an example on p. 103 that could be used for a reference. Hope this helps. Spencer Graves tom soyer wrote: Hi, Does anyone know if R has a Lagrange multiplier

Re: [R] ODE's in R

Markku Karhunen wrote: Thank you all. We must think about implementing these packages. In the meantime, I should clarify my question: Is there any evidence that doing the dumb for loop discretisation is any more dangerous in R, than in any other language? Apparently not? I know of no

Re: [R] Stationarity of a Time Series

the FinTS package includes in scripts\ch02.R a comparison of 4 different AFD unit root functions with a published example. it also includes a function plotArmaTrueacf that computes the roots from the AR part of a theoretical or fitted model. From this, you can see if any roots lie near the

Re: [R] ODE's in R

have you looked at lsoda{odesolve}? have you looked at the scripts\CSTR subdirectory in the fda package? it includes an example worked in both R and Matlab with slightly better answers in R but with a much longer compute time. sg The fda package Peter Dalgaard wrote: Markku Karhunen wrote:

Re: [R] Rd files with unknown encoding?

the problems fairly easily. Thanks again. Spencer Graves p.s. And in the future, I will refer 'Rd' questions to 'R-devel', per your suggestion. Prof Brian Ripley wrote: On Wed, 12 Dec 2007, Spencer Graves wrote: How can I identify the problem generating a warning

Re: [R] S3 and S4 clash

. Is this correct? 2. Is it inappropriate to supply other optional values for an argument in a generic function like this? 3. If it is OK to specify options for k like this, how would you suggest I do it? Use the S4 standard? Thanks again. Spencer Graves Prof

[R] Rd files with unknown encoding?

? Thanks, Spencer Graves __ 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] S3 and S4 clash

the generic dispatch, but I wonder if there is another way. Thanks, Spencer Graves bar.tmp - structure(1, class = bar) AIC.bar - function(object, ..., k=2) { 3 } AIC(bar.tmp) [1] 3 library(stats4) AIC(bar.tmp) Error in UseMethod(logLik

Re: [R] complex conjugates roots from polyroot?

: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Spencer Graves Sent: Friday, November 23, 2007 12:08 PM To: r-help@r-project.org Subject: [R] complex conjugates roots from polyroot? Hi, All: Is there a simple way to detect complex conjugates in the roots returned by 'polyroot

<    1   2   3   4   5   6