Re: [R] VAR

2006-03-18 Thread Spencer Graves
Where did you find the function forecast? It is NOT a standard R function. I just tried 'methods(class=ar)', which produced the following: [1] predict.ar* print.ar* Non-visible functions are asterisked The documentation for 'predict.ar' includes the

[R] VAR

2006-03-14 Thread Julija Kackina
Hello! I'm trying to forecast the UK exchange rate. To estimate my model I use ar() function. However, I can't get a forecast of the exchange rate using the function forecast(). Regards, Julija Kackina [[alternative HTML version deleted]]

Re: [R] var-covar matrices comparison

2006-02-22 Thread Peter Dalgaard
David Duffy [EMAIL PROTECTED] writes: Date: Mon, 20 Feb 2006 16:43:55 -0600 From: Aldi Kraja [EMAIL PROTECTED] Hi, Using package gclus in R, I have created some graphs that show the trends within subgroups of data and correlations among 9 variables (v1-v9). Being interested for more

Re: [R] var-covar matrices comparison:

2006-02-21 Thread Patrick Burns
My first thought is to use a random permutation test. In this setting the main question you need to ask is what distance measure do you want to use between variance matrices -- there are lots of choices. One that I've found useful is the absolute value of the maximum eigenvalue of the difference

Re: [R] var-covar matrices comparison:

2006-02-21 Thread Aldi Kraja
Thank you Patrick for your thoughts. I was expecting someone had written a function that does maybe a hierarchical comparison of var-covar matrices using the flury hierarchy as proposed by Philips and Arnold in Evolution 53(5), 1999;1506-1515. But your email has an interesting idea, so I will

Re: [R] var-covar matrices comparison

2006-02-21 Thread David Duffy
Date: Mon, 20 Feb 2006 16:43:55 -0600 From: Aldi Kraja [EMAIL PROTECTED] Hi, Using package gclus in R, I have created some graphs that show the trends within subgroups of data and correlations among 9 variables (v1-v9). Being interested for more details on these data I have produced also

[R] var-covar matrices comparison:

2006-02-20 Thread Aldi Kraja
Hi, Using package gclus in R, I have created some graphs that show the trends within subgroups of data and correlations among 9 variables (v1-v9). Being interested for more details on these data I have produced also the var-covar matrices. Question: From a pair of two subsets of data (with 9

[R] R: VAR package

2005-03-25 Thread Clark Allan
hi all i would like to fit VAR, vector autoregressive models, to a data set. is there a package in R that does this?__ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide!

[R] VAR-Estimation

2004-12-17 Thread Marc Gronwald
Hi, I want to estimate a VAR-model and calculate the impulse response function and a variance decomposition. I am familiar with standard R-functions, like e.g. arima. But I have not found equivalent functions to estimate a VAR-modell. Are there any functions available or which R-package can I

Re: [R] VAR-Estimation

2004-12-17 Thread Kjetil Brinchmann Halvorsen
Marc Gronwald wrote: Hi, I want to estimate a VAR-model and calculate the impulse response function and a variance decomposition. I am familiar with standard R-functions, like e.g. arima. But I have not found equivalent functions to estimate a VAR-modell. Are there any functions available or

Re: [R] var on a vector

2003-10-02 Thread Philippe Glaziou
[EMAIL PROTECTED] [EMAIL PROTECTED] wrote: I am an R newbie. I have a problem with computing a variance on a vector. data(cars) variance - function (x) mean(x^2)-mean(x)^2; variance(cars[,1]) [1] 27.4 var(cars[,1]) [1] 27.95918 What did I assume/understand wrong ? You wrongly

Re: [R] var on a vector

2003-10-02 Thread Matthias Kohl
[EMAIL PROTECTED] schrieb: Hello I am an R newbie. I have a problem with computing a variance on a vector. data(cars) variance - function (x) mean(x^2)-mean(x)^2; variance(cars[,1]) [1] 27.4 var(cars[,1]) [1] 27.95918 What did I assume/understand wrong ? TIA Hello,

[R] Var problem

2003-02-21 Thread Mark Marques
Regarding a new problem: for (i in 1:5) { z - clara(adata, i) plot(z) } in the above code in the plot screen I get something like: clusplot(clara(x=adata,i)) as title; inthe2ndtype of plot I get silhouete plot of clara(x=adata,k=i,samples=50) How can