Maybe there are other R tools, but what I do, repeatedly, is
to work out first and second derivatives w.r.t. x on paper.
Then I execute one step of Newton's method in R, line by line
at the command line, however many lines it takes. Then use
up-arrow to repeat those command lines for maybe five o
Did you try library(ts)?
Spencer Graves
Samak, Vele [EQRE] wrote:
Anyone know how to do this? Thanks,
-Original Message-
From: Samak, Vele [EQRE]
Sent: Monday, April 07, 2003 11:30 AM
To: '[EMAIL PROTECTED]'
Subject: [R] filtering ts with arima
Hi,
I have the following code from Splus
Thomas W Blackwell <[EMAIL PROTECTED]> writes:
> Let X be the ratio of independent chi-squared random variables
> having k1 and k2 degrees of freedom. (k1 = numerator, k2 = denominator).
> Then X has density ... (this will take three lines to type out)
>
> dF(X) = [ Gamma((k1 + k2)/2
I know that there is no direct equivalent to arima.filt in R. I also know
that your R calls are *not* equivalent to the S-PLUS ones.
I would use S-PLUS to run S-PLUS code: you are a commercial operation and
should be able to afford it, Or you could employ an S programmer to convert
the code for y
